• 제목/요약/키워드: Logistic Regression Model

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로지스틱 회귀모형에서의 SUPPRESSION (Suppression for Logistic Regression Model)

  • 홍종선;김호일;함주형
    • 응용통계연구
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    • 제18권3호
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    • pp.701-712
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    • 2005
  • 로지스틱 회귀모형에서 suppression의 논의는 선형회귀의 논의보다 많지 않은데 그 이유 중의 하나는 회귀제곱합 또는 결정계수의 정의가 유일하지 않고 다양하기 때문이다. 여러 종류의 결정계수들 중에서 선호되는 두 종류의 결정계수와 Liao와 McGee(2003)가 제안한 두 종류의 수정 결정계수의 정의로부터 회귀제곱합을 유도하여 로지스틱 회귀모형에서의 suppression을 설명하고자 한다. 모의실험을 통하여 자료를 생성하여 어떤 경우에 suppression이 발생하는지를 살펴보고 그 결과를 선형회귀모형에서의 suppression 결과와 비교한다.

속성값 기반의 정규화된 로지스틱 회귀분석 모델 (Value Weighted Regularized Logistic Regression Model)

  • 이창환;정미나
    • 정보과학회 논문지
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    • 제43권11호
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    • pp.1270-1274
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    • 2016
  • 로지스틱 회귀분석은 통계학 등의 분야에서 예측을 위한 기술 혹은 변수 간의 상관관계를 설명하기 위하여 오랫동안 사용되어 왔다. 이러한 로지스틱 회귀분석 방법에서 현재 각 속성들은 목적 값에 대하여 동일한 중요도를 가지고 있다. 본 연구에서는 이러한 가중치 계산을 좀더 세분화하여 각 속성의 값이 서로 다른 중요도를 가지는 새로운 학습 방법을 제시한다. 알고리즘의 성능을 최대화하는 각 속성값 가중치의 값을 계산하기 위하여 점진적 하강법을 이용하여 개발하였다. 본 연구에서 제안된 방법은 다양한 데이터를 이용하여 실험하였고 속성값 기반 로지스틱 회귀분석 방법은 기존의 로지스틱 회귀분석보다 우수한 학습 능력을 보임을 알 수 있었다.

합류하는 두 항공기간 도착순서 결정에 대한 로지스틱회귀 예측 모형 (Prediction Model with a Logistic Regression of Sequencing Two Arrival Flows)

  • 정소연;이금진
    • 한국항공운항학회지
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    • 제23권4호
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    • pp.42-48
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    • 2015
  • This paper has its purpose on constructing a prediction model of the arrival sequencing strategy which reflects the actual sequencing patterns of air traffic controllers. As the first step, we analyzed a pair-wise sequencing of two aircraft entering TMA from different entering points. Based on the historical trajectory data, several traffic factors such as time, speed and traffic density were examined for the model. With statistically significant factors, we constructed a prediction model of arrival sequencing through a binary logistic regression analysis. With the estimated coefficients, the performance of the model was conducted through a cross validation.

차등서비스를 위한 혼잡요금부과의 타당성 검토와 로지스틱 회귀모형을 이용한 인터넷 접속 확률 예측 (An Idea, Strategy of Congestion Pricing for Differentiated Services and Forecasting Probability of Access using Logistic Regression Model)

  • 지선수
    • 한국산업정보학회논문지
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    • 제10권1호
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    • pp.9-15
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    • 2005
  • 관련 기업 및 ISP 업체에게는 투자의 매력을 부여하며 인터넷의 사용시간대 및 사용량에 따라 빈약한 사용자, 건강한 사용자, 과다한 사용자 등으로 구분하여 차등요금을 부여하는 합리적인 전략이 필요하다. 이 논문에서 차등요금부과의 타당성을 검토한다. 그리고 로지스틱 회귀모형을 이용하여 혼잡에 따른 차등요금, 지연시간, 접속만족도 등에 따라 실제적으로 인터넷 사용자들이 인터넷 접속을 얼마나 유지하는 지를 측정할 수 있는 관련 예측모델을 제시한다. 이러한 예측모델을 이용하여 인터넷 접속 또는 비접속 확률을 예측하는 분석률은 $69.5\%$이었음을 확인하였다.

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Small Area Estimation Techniques Based on Logistic Model to Estimate Unemployment Rate

  • Kim, Young-Won;Choi, Hyung-a
    • Communications for Statistical Applications and Methods
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    • 제11권3호
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    • pp.583-595
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    • 2004
  • For the Korean Economically Active Population Survey(EAPS), we consider the composite estimator based on logistic regression model to estimate the unemployment rate for small areas(Si/Gun). Also, small area estimation technique based on hierarchical generalized linear model is proposed to include the random effect which reflect the characteristic of the small areas. The proposed estimation techniques are applied to real domestic data which is from the Korean EAPS of Choongbuk. The MSE of these estimators are estimated by Jackknife method, and the efficiencies of small area estimators are evaluated by the RRMSE. As a result, the composite estimator based on logistic model is much more efficient than others and it turns out that the composite estimator can produce the reliable estimates under the current EAPS system.

Analysis of cause-of-death mortality and actuarial implications

  • Kwon, Hyuk-Sung;Nguyen, Vu Hai
    • Communications for Statistical Applications and Methods
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    • 제26권6호
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    • pp.557-573
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    • 2019
  • Mortality study is an essential component of actuarial risk management for life insurance policies, annuities, and pension plans. Life expectancy has drastically increased over the last several decades; consequently, longevity risk associated with annuity products and pension systems has emerged as a crucial issue. Among the various aspects of mortality study, a consideration of the cause-of-death mortality can provide a more comprehensive understanding of the nature of mortality/longevity risk. In this case study, the cause-of-mortality data in Korea and the US were analyzed along with a multinomial logistic regression model that was constructed to quantify the impact of mortality reduction in a specific cause on actuarial values. The results of analyses imply that mortality improvement due to a specific cause should be carefully monitored and reflected in mortality/longevity risk management. It was also confirmed that multinomial logistic regression model is a useful tool for analyzing cause-of-death mortality for actuarial applications.

사례기반추론을 이용한 다이렉트 마케팅의 고객반응예측모형의 통합

  • 홍태호;박지영
    • 한국정보시스템학회지:정보시스템연구
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    • 제18권3호
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    • pp.375-399
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    • 2009
  • In this study, we propose a integrated model of logistic regression, artificial neural networks, support vector machines(SVM), with case-based reasoning(CBR). To predict respondents in the direct marketing is the binary classification problem as like bankruptcy prediction, IDS, churn management and so on. To solve the binary problems, we employed logistic regression, artificial neural networks, SVM. and CBR. CBR is a problem-solving technique and shows significant promise for improving the effectiveness of complex and unstructured decision making, and we can obtain excellent results through CBR in this study. Experimental results show that the classification accuracy of integration model using CBR is superior to logistic regression, artificial neural networks and SVM. When we apply the customer response model to predict respondents in the direct marketing, we have to consider from the view point of profit/cost about the misclassification.

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Probability Estimation of Snow Damage on Sugi (Cryptomeria japonica) Forest Stands by Logistic Regression Model in Toyama Prefecture, Japan

  • Kamo, Ken-Ichi;Yanagihara, Hirokazu;Kato, Akio;Yoshimoto, Atsushi
    • Journal of Forest and Environmental Science
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    • 제24권3호
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    • pp.137-142
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    • 2008
  • In this paper, we apply a logistic regression model to the data of snow damage on sugi (Cryptomeria japonica) occurred in Toyama prefecture (in Japan) in 2004 for estimating the risk probability. In order to specify the factors effecting snow damage, we apply a model selection procedure determining optimal subset of explanatory variables. In this process we consider the following 3 information criteria, 1) Akaike's information criterion, 2) Baysian information criterion, 3) Bias-corrected Akaike's information criterion. For the selected variables, we give a proper interpretation from the viewpoint of natural disaster.

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Geographically weighted kernel logistic regression for small area proportion estimation

  • Shim, Jooyong;Hwang, Changha
    • Journal of the Korean Data and Information Science Society
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    • 제27권2호
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    • pp.531-538
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    • 2016
  • In this paper we deal with the small area estimation for the case that the response variables take binary values. The mixed effects models have been extensively studied for the small area estimation, which treats the spatial effects as random effects. However, when the spatial information of each area is given specifically as coordinates it is popular to use the geographically weighted logistic regression to incorporate the spatial information by assuming that the regression parameters vary spatially across areas. In this paper, relaxing the linearity assumption and propose a geographically weighted kernel logistic regression for estimating small area proportions by using basic principle of kernel machine. Numerical studies have been carried out to compare the performance of proposed method with other methods in estimating small area proportion.