• Title/Summary/Keyword: Linear regression model equation

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Dynamic analysis of financial market contagion (금융시장 전염 동적 검정)

  • Lee, Hee Soo;Kim, Tae Yoon
    • The Korean Journal of Applied Statistics
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    • v.29 no.1
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    • pp.75-83
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    • 2016
  • We propose methodology to analyze the dynamic mechanisms of financial market contagion under market integration using a biological contagion analytical approach. We employ U-statistic to measure market integration, and a dynamic model based on an error correction mechanism (single equation error correction model) and latent factor model to examine market contagion. We also use quantile regression and Wald-Wolfowitz runs test to test market contagion. This methodology is designed to effectively handle heteroscedasticity and correlated errors. Our simulation results show that the single equation error correction model fits well with the linear regression model with a stationary predictor and correlated errors.

Drawbead Model for 3-Dimensional Finite Element Analysis of Sheet Metal Forming Processess (3차원 박판형성 공정 유한요소해석용 드로우비드 모델)

  • 금영탁;김준환;차지혜
    • Transactions of Materials Processing
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    • v.11 no.5
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    • pp.394-404
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    • 2002
  • The drawbead model for a three-dimensional a finite element analysis of sheet metal forming processes is developed. The mathematical models of the basic drawbeads like circular drawbead, stepped drawbead, and squared drawbaed are first derived using the bending theory, belt-pulley equation, and Coulomb friction law. Next, the experiments for finding the drawing characteristics of the drawbead are performed. Based on mathematical models and drawing test results, expert models of basic drawbeads are then developed employing a linear multiple regression method. For the expert models of combined drawbeads such as the double circular drawbead, double stepped drawbead, circular-and-stepped drawbead, etc., those of the basic drawbeads are summed. Finally, in order to verify the expert models developed, the drawing characteristics calculated by the expert models of the double circular drawbead and circular-and-stepped drawbead are compared with those obtained from the experiments. The predictions by expert models agree well with the measurements by experiments.

Regression Analysis-based Model Equation Predicting the Concentration of Phytoncide (Monoterpenes) - Focusing on Suri Hill in Chuncheon - (피톤치드(모노테르펜) 농도 예측을 위한 회귀분석 기반 모델식 -춘천 수리봉을 중심으로-)

  • Lee, Seog-Jong;Kim, Byoung-Ug;Hong, Young-Kyun;Lee, Yeong-Seob;Go, Young-Hun;Yang, Seung-Pyo;Hyun, Geun-Woo;Yi, Geon-Ho;Kim, Jea-Chul;Kim, Dae-Yeoal
    • Journal of Environmental Health Sciences
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    • v.47 no.6
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    • pp.548-557
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    • 2021
  • Background: Due to the emergence of new diseases such as COVID-19, an increasing number of people are struggling with stress and depression. Interest is growing in forest-based recreation for physical and mental relief. Objectives: A prediction model equation using meteorological factors and data was developed to predict the quantities of medicinal substances generated in forests (monoterpenes) in real-time. Methods: The concentration of phytoncide and meteorological factors in the forests near Chuncheon in South Korea were measured for nearly two years. Meteorological factors affecting the observation data were acquired through a multiple regression analysis. A model equation was developed by applying a linear regression equation with the main factors. Results: The linear regression analysis revealed a high explanatory power for the coefficients of determination of temperature and humidity in the coniferous forest (R2=0.7028 and R2=0.5859). With a temperature increase of 1℃, the phytoncide concentration increased by 31.7 ng/Sm3. A humidity increase of 1% led to an increase in the coniferous forest by 21.9 ng/Sm3. In the deciduous forest, the coefficients of determination of temperature and humidity had approximately 60% explanatory power (R2=0.6611 and R2=0.5893). A temperature increase of 1℃ led to an increase of approximately 9.6 ng/Sm3, and 1% humidity resulted in a change of approximately 6.9 ng/Sm3. A prediction model equation was suggested based on such meteorological factors and related equations that showed a 30% error with statistical verification. Conclusions: Follow-up research is required to reduce the prediction error. In addition, phytoncide data for each region can be acquired by applying actual regional phytoncide data and the prediction technique proposed in this study.

Design and Assessment of an Ozone Potential Forecasting Model using Multi-regression Equations in Ulsan Metropolitan Area (중회귀 모형을 이용한 울산지역 오존 포텐셜 모형의 설계 및 평가)

  • Kim, Yoo-Keun;Lee, So-Young;Lim, Yun-Kyu;Song, Sang-Keun
    • Journal of Korean Society for Atmospheric Environment
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    • v.23 no.1
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    • pp.14-28
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    • 2007
  • This study presented the selection of ozone ($O_3$) potential factors and designed and assessed its potential prediction model using multiple-linear regression equations in Ulsan area during the springtime from April to June, $2000{\sim}2004$. $O_3$ potential factors were selected by analyzing the relationship between meterological parameters and surface $O_3$ concentrations. In addition, cluster analysis (e.g., average linkage and K-means clustering techniques) was performed to identify three major synoptic patterns (e.g., $P1{\sim}P3$) for an $O_3$ potential prediction model. P1 is characterized by a presence of a low-pressure system over northeastern Korea, the Ulsan was influenced by the northwesterly synoptic flow leading to a retarded sea breeze development. P2 is characterized by a weakening high-pressure system over Korea, and P3 is clearly associated with a migratory anticyclone. The stepwise linear regression was performed to develop models for prediction of the highest 1-h $O_3$ occurring in the Ulsan. The results of the models were rather satisfactory, and the high $O_3$ simulation accuracy for $P1{\sim}P3$ synoptic patterns was found to be 79, 85, and 95%, respectively ($2000{\sim}2004$). The $O_3$ potential prediction model for $P1{\sim}P3$ using the predicted meteorological data in 2005 showed good high $O_3$ prediction performance with 78, 75, and 70%, respectively. Therefore the regression models can be a useful tool for forecasting of local $O_3$ concentration.

Thin-layer Rewetting Equation for Short Grain Rough Rice (단립종(短粒種)벼의 박층흡습방정식(薄層吸濕方程式))

  • Jung, C.S.;Keum, D.H.;Park, S.J.
    • Journal of Biosystems Engineering
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    • v.12 no.2
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    • pp.38-43
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    • 1987
  • An experimental study was conducted to develop a thin-layer rewetting equation of short grain rough rice of Akihikari variety. Four thin-layer rewetting equations were experimentally determined from $25^{\circ}C$ to $45^{\circ}C$ and 70%RH to 85%RH conditions. Diffusion, Henderson, Page, and Thompson equations widely used as thin-layer drying equations were selected. Experimental data were fitted to these equations using linear regression analysis except diffusion equation. The diffusivity in the diffusion equation was determined by optimization method. Four equations were highly significant. In order to compare the goodness of fit of each equation, the error mean square of each equawas calculated. The diffusion model was not a very good model because the error mean square was very large. The other three models showed the same level or error mean square and could predict satisfactorily the rewetting rate or short grain rough rice.

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Engineering Valuation Based on Small Samples

  • Cho, Jin-Hyung;Lee, Sae-Jae;Seo, Bo-Chul
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.29 no.1
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    • pp.143-150
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    • 2006
  • Box-Cox model and T-factor method have been widely used to measure economic depreciations for industrial property. The Box-Cox model which combines economic efficiency with depreciation pattern is here extended to the reliability function. To do so a Rayleigh distribution which has been used to estimate the reliability of current assets was chosen as an efficiency curve of marginal productivity. Such an approach provides the possibility to classify the efficiency curves into four categories. It is also possible to analyze the types of depreciation curves. Therefore, the power family of a non-linear Box-Cox model could be set at certain constant values, then the model can be transformed into a linear model to estimate the economic depreciation rates by utilizing the reliability function. Estimating the resultant linear regression equation requires minimal number of observations, while at the same time facilitating the test of hypothesis on depreciation rates.

A Bayesian Regression Model to Estimate the Deterioration Rate of Track Irregularities (궤도틀림 진전율 추정을 위한 베이지안 회귀분석 모형 연구)

  • Park, Bum Hwan
    • Journal of the Korean Society for Railway
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    • v.19 no.4
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    • pp.547-554
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    • 2016
  • This study considered how to estimate the deterioration rate of the track quality index, which represents track geometric irregularity. Most existing studies have used a simple linear regression and regarded the slope of the regression equation as the progress rate. In this paper, we present a Bayesian approach to estimate the track irregularity progress. This Bayesian approach has many advantages, among which the biggest is that it can formally include the prior distribution of parameters which can be derived from historic data or from expert experiences; then, the rate can be expressed as a probability distribution. We investigated the possibility of applying the Bayesian method to the estimation of the deterioration rate by comparing our bayesian approach to the conventional linear regression approach.

A simple nonlinear model for estimating obturator foramen area in young bovines

  • Pares-Casanova, Pere M.
    • Korean Journal of Veterinary Research
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    • v.53 no.2
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    • pp.73-76
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    • 2013
  • The aim of this study was to produce a simple and inexpensive technique for estimating the obturator foramen area (OFA) from young calves based on the hypothesis that OFA can be extrapolated from simple linear measurements. Three linear measurements - dorsoventral height, craneocaudal width and total perimeter of obturator foramen - were obtained from 55 bovine hemicoxae. Different algorithms for determining OFA were then produced with a regression analysis (curve fitting) and statistical analysis software. The most simple equation was OFA ($mm^2$) = [3,150.538 + ($36.111^*CW$)] - [147,856.033/DH] (where CW = craneocaudal width and DH = dorsoventral height, both in mm), representing a good nonlinear model with a standard deviation of error for the estimate of 232.44 and a coefficient of multiple determination of 0.846. This formula may be helpful as a repeatable and easily performed estimation of the obturator foramen area in young bovines. The area of the obturator foramen magnum can thus be estimated using this regression formula.

Locus equation -as a phonetic descriptor for place articulation in Arabic.

  • Kassem Wahba
    • Proceedings of the KSPS conference
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    • 1996.10a
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    • pp.206-206
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    • 1996
  • Previous studies of American English(e.g. Sussman 1991, 1993, 1994) CVC coarticulation with initial consonants representing the labial, alveolar, and velar showed a linear relationship that fits to data points formed by plotting onsets of F2 transition along the y-axis and their corresponding midvowel points along the x-axis. The present study extends the locus equation metric to include the following places of articulation:uvular, pharyngeal, laryngeal, and emphatics. The question of interest is to determine if locus equation could serve as phonetic descriptor for the place of articulation in Arabic. Five male native speakers of Colloquial Egyptian Arabic(CEA) read a list of 204 CVC and CVCC words, containing eight different places of articulation and eight vowels. Average of formant patterns(Fl,F2,F3) onsets, midpoints, and offsets were calculated, using wide band spectrograms obtained by means of the kay spectrograph model(7029), and plotted as locus equations. A summary of the acoustic properties of the place of articulation of CEA will be presented in the frames of bVC and CVb. Strong linear regression relationships were found for every place of articulation.

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Potential of near infrared spectroscopy for non-destructive estimation of soluble solids in growing melons

  • Ito, Hidekazu;Morimoto, Susumu;Yamauchi, Ryougo
    • Proceedings of the Korean Society of Near Infrared Spectroscopy Conference
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    • 2001.06a
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    • pp.1525-1525
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    • 2001
  • Non-destructive determination of soluble solids(Brix) in harvested fruits using near infrared(hereafter, NIR) spectroscopy has been reported by many researchers. We have just reported on non-destructive estimation of Brix in harvested melons using a NIR Systems Model 6500 spectrophotometer(Ito et al., 2000). There is a melon cultivar that is difficult to judge the harvest time from the external appearance. If we can determine Brix in growing fruits non-destructively in the field, immature fruits will not be harvested. A portable m spectrophotometer for field use has been just developed by Kubota Corporation. The spectral data of growing melons were measured by the portable spectrophotometer. A commercial program was used for multiple linear regression analysis. Brix in growing melons could be estimated by a multiple regression equation calibrated with harvested melons. Absorbances of 906 and 874 nm were included as the independent variables in the multiple regression equation, and these wavelengths are key wavelengths for non-destructive Brix determination.

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