• 제목/요약/키워드: Multiple Regression with Correlated Errors

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Forecasting for a Credit Loan from Households in South Korea

  • Jeong, Dong-Bin
    • 산경연구논집
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    • 제8권4호
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    • pp.15-21
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    • 2017
  • Purpose - In this work, we examined the causal relationship between credit loans from households (CLH), loan collateralized with housing (LCH) and an interest of certificate of deposit (ICD) among others in South Korea. Furthermore, the optimal forecasts on the underlying model will be obtained and have the potential for applications in the economic field. Research design, data, and methodology - A total of 31 realizations sampled from the 4th quarter in 2008 to the 4th quarter in 2016 was chosen for this research. To achieve the purpose of this study, a regression model with correlated errors was exploited. Furthermore, goodness-of-fit measures was used as tools of optimal model-construction. Results - We found that by applying the regression model with errors component ARMA(1,5) to CLH, the steep and lasting rise can be expected over the next year, with moderate increase of LCH and ICD. Conclusions - Based on 2017-2018 forecasts for CLH, the precipitous and lasting increase can be expected over the next two years, with gradual rise of two major explanatory variables. By affording the assumption that the feedback among variables can exist, we can, in the future, consider more generalized models such as vector autoregressive model and structural equation model, to name a few.

경험적 면적감소법을 위한 저수지 분류에 관한 연구 (Multiple Regression Analysis to Determine the Reservoir Classification in the Empirical Area-Reduction Method)

  • 권오훈
    • 물과 미래
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    • 제10권1호
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    • pp.95-100
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    • 1977
  • The empirical area-reduction method by W.M. Borland and C.R. Miller and its revised procedure by W.T. Moody were made of fitting the area and storage curves to the Van't Hul distributions. It should be noted that the reservoir is classified into one of the four standard types on the basis of the topographical feature of the reservoir in application of the method. In other words, this method did not take into account several considerafble factors affecting the mode of sediment deposition, but only the shape of the reservoir as a governign factor. This is why the method occasionally creates ambiguity in classification and accordingly leads to unexpected mode of deposition. This paper describes a generating an formula to decide the standard classification of four types Van's Hul distributions, taking into consideration quantitatively sediment-loss percent and capacity-inflow ratio as well as the shape of the reservoirs by multiple regression analysis using the least square method to get a better fit to the design curves. The result is expressed as $Y=-1.95+55.8X_1+0.14X_2+0.12X_3$ in which the the values of Y locate the standard type I through type IV in the range from ten to forty with the interval of ten. The regression analysis was correlated well with the standard errors of estimate of around two except for the case of the type IV. This formula does not give big difference from the Borland's work in general sityation, but it demonstrates acceptable results, giving somewhat precise replys for the specific reservoirs. Its application to the Soyang Lake, one of the largest reservoirs in the country, defined clearly the type II, while the original method located it in the boundary of the type II and type III.

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비유를 사용한 수업에서 학생들의 인지적.정의적 특성과 대응 이해 및 대응 오류 유형과의 관계 (The Relationships among Students' Mapping Understanding, Mapping Errors and Cognitive/Affective Variables in Learning with Analogy)

  • 김경순;황선영;노태희
    • 대한화학회지
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    • 제54권1호
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    • pp.150-157
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    • 2010
  • 이 연구에서는 비유를 사용한 '농도와 반응속도'에 대한 학습에서 학생들의 인지적 정의적 변인들의 상 하위 수준에 따른 대응 관계 이해도와 대응 오류 유형의 차이를 비교하고, 이 변인들과 대응 관계 이해도와의 관계를 조사하였다. 사전검사로 논리적 사고력, 시각적 심상화 능력, 비유 추론 능력, 자아 효능감, 인지욕구 검사를 실시하였다. 비유를 사용한 수업을 진행한 후, 친숙도 검사와 대응 관계 이해도 검사를 실시하였다. 연구 결과, 시각적 심상화 능력과 친숙도를 제외한 모든 인지적 정의적 변인의 수준이 상위인 학생들의 대응 관계 이해도 점수가 하위 학생들보다 통계적으로 유의미하게 높았다. 또한, 과잉 대응, 대응 불이행, 불가능한 대응, 인위적 대응, 부적절한 대응, 무분별한 대응, 비유물 속성 보유 등의 대응 오류 유형의 빈도가 학생들의 인지적 정의적 변인의 수준에 따라 다른 양상을 보였다. 학생들의 대응 관계 이해도 점수는 모든 인지적 정의적 변인들과 정적인 상관이 있었다. 다중 회귀 분석 결과, 과학 성취도, 논리적 사고력, 친숙도가 대응 관계 이해도에 대한 유의미한 예언 변인으로 나타났다. 이에 대한 교육적 함의를 논의하였다.

RAPID PREDICTION OF ENERGY CONTENT IN CEREAL FOOD PRODUCTS WITH NIRS.

  • Kays, Sandra E.;Barton, Franklin E.
    • 한국근적외분광분석학회:학술대회논문집
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    • 한국근적외분광분석학회 2001년도 NIR-2001
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    • pp.1511-1511
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    • 2001
  • Energy content, expressed as calories per gram, is an important part of the evaluation and marketing of foods in developed countries. Currently accepted methods of measurement of energy by U.S. food labeling legislation include measurement of gross calories by bomb calorimetry with an adjustment for undigested protein and by calculation using specific factors for the energy values of protein, carbohydrate less the amount of insoluble dietary fiber, and total fat. The ability of NIRS to predict the energy value of diverse, processed and unprocessed cereal food products was investigated. NIR spectra of cereal products were obtained with an NIR Systems monochromator and the wavelength range used for analysis was 1104-2494 nm. Gross energy of the foods was measured by oxygen bomb calorimetry (Parr Manual No. 120) and expressed as calories per gram (CPGI, range 4.05-5.49 cal/g). Energy value was adjusted for undigested protein (CPG2, range 3.99-5.38 cal/g) and undigested protein and insoluble dietary fiber (CPG3, range 2.42-5.35 cal/g). Using a multivariate analysis software package (ISI International, Inc.) partial least squares models were developed for the prediction of energy content. The standard error of cross validation and multiple coefficient of determination for CPGI using modified partial least squares regression (n=127) was 0.060 cal/g and 0.95, respectively, and the standard error of performance, coefficient of determination, bias and slope using an independent validation set (n=59) were 0.057 cal/g, 0.98, -0.027 cal/g and 1.05 respectively. The PLS loading for factor 1 (Pearson correlation coefficient 0.92) had significant absorption peaks correlated to C-H stretch groups in lipid at 1722/1764 nm and 2304/2346 nm and O-H groups in carbohydrate at 1434 and 2076 nm. Thus the model appeared to be predominantly influenced by lipid and carbohydrate. Models for CPG2 and CPG3 showed similar trends with standard errors of performance, using the independent validation set, of 0.058 and 0.088 cal/g, respectively, and coefficients of determination of 0.96. Thus NIRS provides a rapid and efficient method of predicting energy content of diverse cereal foods.

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중환자실 간호사의 의사소통 능력, 소진이 간호업무성과에 미치는 영향 (Influence of Communication Competence and Burnout on Nursing Performance of Intensive Care Units Nurses)

  • 손연정;이연아;심경란;공성숙;박영수
    • 기본간호학회지
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    • 제20권3호
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    • pp.278-288
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    • 2013
  • Purpose: The purpose of this study was to investigate the influence of communication competence and burnout on nursing performance in intensive care units (ICU). Method: The participants were 209 nurses from four university hospitals. Measurements included a socio-demographic and job related survey, communication competence inventory, the Maslach burnout inventory and a nursing performance scale. Data were collected from February 6 to 24, 2012, with a self-report questionnaire. The statistical analyses were performed with SPSS 18.0 software. Results: The mean scores for communication competence, burnout and nursing performance were 50.49, 84.72, and 62.18, respectively. Communication competence (r=.44, p<.001) and burn out (r=-.32, p<.001) were significantly correlated with nursing performance. In the multiple linear regression, factors influencing nursing performance were communication competence, age and burnout. These variables explained about 46% of the total variance of nursing performance. Communication competence (${\beta}$=.34, p<.001) was the most influential factor. Conclusion: Nurses' poor communication skills and burnout can influence the occurrences of medical errors in ICU nursing performance. The results suggest that good communication and burnout resolution skills programs should be implemented to improve nursing performance efficiency.

혼합 유기용제 포집시 습도가 활성탄관의 파과에 미치는 영향 (Effect of Relative Humidity on the Breakthrough of Charcoal Tubes during Mixed Organic Vapor Sampling)

  • 양혁승;김현욱
    • 한국산업보건학회지
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    • 제6권1호
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    • pp.125-137
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    • 1996
  • This study was designed to investigate effects of relative humidity on the breakthrough of charcoal tubes at a fixed vapor concentration and sampling time during mixed organic vapor sampling. A vapor generator was used to generate three different concentrations of mixed organic vapor and a stainless steel chamber was fabricated and utilized to maintain three different percentages of relative humidity while maintaining a constant temperature. The results were as follows; 1. At high relative humidity, breakthrough of mixed organic vapor occurred quickly at low vapor concentration than at high vapor concentration because of the reduced adsorption volume of charcoal tube due to humidity. 2. Breakthrough by competitive adsorption of vapors onto charcoal tube was observed at first from n-hexane having the lowest boiling point and highest vapor pressure among the three organic vapors investigated, followed by TCE. No breakthrough was observed from toluene under all experimental conditions. 3. For n-hexane, breakthrough was observed after 2 hours of sampling and breakthrough rates were increased as relative humidity increased. For TCE, breakthrough was found after 3 hours of sampling and breakthrough rates by sampling time were increased as vapor concentration increased. 4. The adsorbed amount of mixed organic vapor at breakthrough was shown to have statistically significant correlations with sampling time, relative humidity, and vapor concentration in descending order of correlation. Relative humidity and sampling time for n-hexane and sampling time and concentration for TCE were both statistically significantly correlated. 5. Relative humidity was found to affect the amount of breakthrough of mixed organic vapor and n-hexane. Among three percentages of relative humidity investigated, the amount of breakthrough at 85 % relative humidity was significantly larger than those of at lower percentages of relative humidity. No statistically significant difference was found between 25 % and 55 % relative humidity. 6. The results of multiple regression analysis between breakthrough and relative humidity, vapor concentrations showed that the coefficient of determination of mixed organic vapor was 0.263 and those of n-hexane and TCE were 0.275 and 0.189, respectively. 7. Flow rates of sampling pumps used were found to be affected by relative humidity present. At 25 %, 55 %, and 85 % relative humidity, the relative errors of sampling pump were 1.4 %, 13.4 %, and 18.6 %, respectively. In conclusion, the results of this study showed that high relative humidity could reduce the adsorption volume of charcoal tubes and subsequently increase breakthrough rates. Therefore, to prevent breakthrough when sampling mixed organic vapors, it is suggested that either sampling volume be reduced on the flow rate be lowered so as to minimize breakthrough of the most volatile organic vapor in the mixture. In addition, since the flow rates of a sampling pump can be adversely affected by high relative humidity, it is recommended to use a constant flow mode pump when sampling in the highly humid environment.

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