• Title/Summary/Keyword: Out-of-Sample Prediction

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A Study of the Factor on Behavioral Change of the Psychiatric in-patient (정신과 입원환자의 행동변화에 영향을 주는 요소에 관한 연구)

  • 이소우;김태경
    • Journal of Korean Academy of Nursing
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    • v.14 no.2
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    • pp.84-92
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    • 1984
  • This article examined relationships between selected variables, such as demographic background, care, treatment variables, environmental characteristics, and patient's daily behavior and mood change. Relationship were determined between independent variabltherapeutic-rapeutie approach, demographic data, environmental management approach-,and dependent variable-patient's daily behavioral and mood change. 35 patients selected within some criteria in a psychiatric ward, were obserbed during 5 weeks by use of Wyatt's Behavior & Mood Rating Scale ac-cording to the object of the study. At the same time, the frequence of the care and treatment were collected. Criteria for sample selection and independent variables as an influential factor to the patient behavioral change, based on a literature revienw and clinical experiences. Pearson's correlation and multiple regression analysis were used to determine the influfntial factors to the patient behavioral change. Systematic reading (r=.8324), Psychiatrist's individual interview (r=.5764), tranquilizer (r=.3441) and hospitalization processing date (r=.4143) were related with patient's behavioral change. That is these 4 variables can be said to influence to the patient's behavior and mood. A stepwise multiple regression analysis of the effect of the independent varibles of systematic reading, psychintrists individual interview, tranquilizer and hospitalization processing date on the dependent variable, patient's behavioral change was carried out. Systematic reading with on R²of. 69 revealed to be the main influential factor to the patient's behavior and mood change, as the next factor psychiatrist individual interview. A total inclusion of these factors revealed a 73% prediction for the patient's behavior and mood change. But the most influential factor was the interaction of the systematic reading and psychiatrist's individual interview.

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Quantification of Naproxen in Pharmaceutical Formulation using Near-Infrared Spectrometry (근적외 분광분석법을 이용한 나프록센 정제의 정량분석)

  • Kim Do Hyung;Woo Young Ah;Kim Hyo Jin
    • YAKHAK HOEJI
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    • v.49 no.1
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    • pp.1-5
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    • 2005
  • Near-infrared (NIR) spectroscopy has been widely applied in various field, since it is nondestructive and no sample preparation is required. In this paper, NIR spectroscopy was used for the determination of naproxen in a commercial pharmaceutical preparation. NIR spectroscopy was used to determine the content of naproxen in intact naproxen tablets containing 250 mg ($65.8\%$ nominal concentration) by collecting NIR spectra in the range of $1100{\sim}1750nm$. The laboratory-made samples had $46.1{\sim}85.5\%$ nominal naproxen concentration. The measurements were made by reflection using a fiber-optic probe and calibration was carried out by partial least square regression (PLSR). Model validation was performed by randomly splitting the data set into calibration and validation data set (63 samples as a calibration data set and 42 samples as a validation data set). The developed NIR calibration gave results comparable to the known values of tablets in a laboratorial manufacturing process with standard error of calibration (SEC) and standard error of prediction (SEP) of $1.06\%\;and\;1.04\%$, respectively. The NIR method showed good accuracy and repeatability. NIR spectroscopic determination in intact tablets allowed the potential use of real time monitoring for a running production process.

A Study on the Pine Forest Conditions Growing Tricholoma matsutake in Korea (한국(韓國)의 송이 발생(發生) 송림(松林)의 현황(現況)에 관한 조사(調査) 연구(硏究))

  • Lee, Tai-Soo;Kim, Young-Ryoun;Jo, Jae-Myeong;Lee, Ji-Yul;Ogawa, M.
    • The Korean Journal of Mycology
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    • v.11 no.1
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    • pp.39-49
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    • 1983
  • As Dr. Ogawa visited to Korea for joint research on Tricholoma matsutake, authors travelled 15 main producing districts of Tricholoma matsutake and had field survey on sample areas in these districts from September 23 to October 3 1981. The object of this investigation were to understand the actual conditions of pine forest and growing Tricholoma matsutake in Korea so as to find out relevant treatment of pine forest where the Tricholoma matsutake were growing. As a results, present environmental conditions such as weather, topography, soils, pine forest, vegetations, pine mushrooms(Tricholoma matsutake), other fungi and the relationship between Tricholoma matsutake and the diseases of pine forest were investigated. Model figures of topography and forest type on surveyed area have been drawn up. Some countermeasures to improve pine forest conditions in the aspect of producing Tricholoma matsutake were suggested through the prediction on the transition of pine forest.

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The forecasting evaluation of the high-order mixed frequency time series model to the marine industry (고차원 혼합주기 시계열모형의 해운경기변동 예측력 검정)

  • KIM, Hyun-sok
    • The Journal of shipping and logistics
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    • v.35 no.1
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    • pp.93-109
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    • 2019
  • This study applied the statistically significant factors to the short-run model in the existing nonlinear long-run equilibrium relation analysis for the forecasting of maritime economy using the mixed cycle model. The most common univariate AR(1) model and out-of-sample forecasting are compared with the root mean squared forecasting error from the mixed-frequency model, and the prediction power of the mixed-frequency approach is confirmed to be better than the AR(1) model. The empirical results from the analysis suggest that the new approach of high-level mixed frequency model is a useful for forecasting marine industry. It is consistent that the inclusion of more information, such as higher frequency, in the analysis of long-run equilibrium framework is likely to improve the forecasting power of short-run models in multivariate time series analysis.

Precise Forces Prediction by Indirect Force Measurement and Pseudo-inverse Technique (Indirect force 측정 방법과 Pseudo-역행렬을 이용한 정밀한 Force 예측)

  • 심재술;안병하;하종훈;정현출
    • Proceedings of the Korean Society of Precision Engineering Conference
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    • 1997.10a
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    • pp.564-567
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    • 1997
  • In the design of structure the forces acting on the structure are important parameter for noise and vibration control. However, in the complex structure, the forces at the injection point on the structure cannot be measured directly. Thus it is necessary to find out indirect force evaluation method. In this paper forces have been measured with in-situ vibration responses and system information. Three existing techniques of indirect force measurement, viz. direct inverse, principal component analysis and regularization have been compared. It has been shown that multi-vibration responses are essential for the precise estimation of the forces. To satisfy those conditions, Rotary compressor is adopted as test sample, because it is very difficult to measure the injection forces from internal excitation to shell. It has also been obtained that relatively higher force is transmitted though three welding paths to the compressor shell. It shows a good agreement between direct and indirect force evaluation with curvature shell and plate and is investigated the possibility of force evaluation of rotary compressor as a complex structure.

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Forces Prediction by Indirect Force Measurement and Pseudo-inverse Technique (간접 힘 측정 방법과 가상 역행렬을 이용한 힘 예측)

  • Ahn, Byoung-Ha;Shim, Jae-Sool
    • Journal of the Korean Society for Precision Engineering
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    • v.19 no.6
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    • pp.43-50
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    • 2002
  • In the design of structure, the forces acting on tai structure are key parameter fur noise and vibration control. However, in the complex structure, the forces at the injection point on the structure cannot be measured directly. So, it is necessary to find out Indirect force evaluation method. In this paper, forces have been measured with In-situ vibration responses and system information. And, three existing techniques of indirect force measurement, vita. direct inverse. principal component analysis and regularization have been compared. This paper shows that multi-vibration responses are essential for talc precise estimation of the forces. To check these conditions, rotary compressor is adopted as test sample, because it is very difficult to measure the injection forces from internal excitation to shell. It alas also been obtained that relatively higher force is transmitted through three welding paths to the compressor shell. It shows a good agreement between direct and indirect force evaluation with curvature shell and plate.

CAUSATIVE FACTORS AND PREDICTABILITY OF ARCH LENGTH DISCREPANCY (치열궁 길이 부조화의 기여요인과 예측도에 관한 연구)

  • Jung, Min-Ho;Yang, Won-Sik
    • The korean journal of orthodontics
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    • v.27 no.3 s.62
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    • pp.457-471
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    • 1997
  • The Purpose of this study was to estimate relative importance among the causative factors o( arch length discrepancy(ALD) and Possibility of prediction of the ALD in the mixed dentition. The sample consisted of the casts of the 142 young adults who had no abnormal muscle function, no skeletal abnormalities and Class I molar relationship. We classified the sample by gender and the extent of ALD, and measured mesiodistal diameters of each tooth and the dimensions of the dental arch. The computerized statistical analyses was carried out with SPSS win program. The results were as follows ; 1. Most of the variables of spacing group and some variables of dental arch dimension of crowding group were significantly different between genders. But in normal group, there were few differences. 2. In male crowding and female spacing group, mainly measurements of tooth dimension were significantly different from those of normal group. 3. In male spacing and female crowding group, measurements of dental arch dimension were significantly different from those of normal group. 4. The measurements of dimension of dental arch were highly correlated with ALD in correlation analysis and factor analysis. 5. Prediction equations for adult's ALDs by means of what can be measured in the mixed dentition(mesiodistal dimensions of incisors and first molar, intermolar width and arch length) showed R square from $63\%$ to $80\%$.

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A Study on Developing a VKOSPI Forecasting Model via GARCH Class Models for Intelligent Volatility Trading Systems (지능형 변동성트레이딩시스템개발을 위한 GARCH 모형을 통한 VKOSPI 예측모형 개발에 관한 연구)

  • Kim, Sun-Woong
    • Journal of Intelligence and Information Systems
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    • v.16 no.2
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    • pp.19-32
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    • 2010
  • Volatility plays a central role in both academic and practical applications, especially in pricing financial derivative products and trading volatility strategies. This study presents a novel mechanism based on generalized autoregressive conditional heteroskedasticity (GARCH) models that is able to enhance the performance of intelligent volatility trading systems by predicting Korean stock market volatility more accurately. In particular, we embedded the concept of the volatility asymmetry documented widely in the literature into our model. The newly developed Korean stock market volatility index of KOSPI 200, VKOSPI, is used as a volatility proxy. It is the price of a linear portfolio of the KOSPI 200 index options and measures the effect of the expectations of dealers and option traders on stock market volatility for 30 calendar days. The KOSPI 200 index options market started in 1997 and has become the most actively traded market in the world. Its trading volume is more than 10 million contracts a day and records the highest of all the stock index option markets. Therefore, analyzing the VKOSPI has great importance in understanding volatility inherent in option prices and can afford some trading ideas for futures and option dealers. Use of the VKOSPI as volatility proxy avoids statistical estimation problems associated with other measures of volatility since the VKOSPI is model-free expected volatility of market participants calculated directly from the transacted option prices. This study estimates the symmetric and asymmetric GARCH models for the KOSPI 200 index from January 2003 to December 2006 by the maximum likelihood procedure. Asymmetric GARCH models include GJR-GARCH model of Glosten, Jagannathan and Runke, exponential GARCH model of Nelson and power autoregressive conditional heteroskedasticity (ARCH) of Ding, Granger and Engle. Symmetric GARCH model indicates basic GARCH (1, 1). Tomorrow's forecasted value and change direction of stock market volatility are obtained by recursive GARCH specifications from January 2007 to December 2009 and are compared with the VKOSPI. Empirical results indicate that negative unanticipated returns increase volatility more than positive return shocks of equal magnitude decrease volatility, indicating the existence of volatility asymmetry in the Korean stock market. The point value and change direction of tomorrow VKOSPI are estimated and forecasted by GARCH models. Volatility trading system is developed using the forecasted change direction of the VKOSPI, that is, if tomorrow VKOSPI is expected to rise, a long straddle or strangle position is established. A short straddle or strangle position is taken if VKOSPI is expected to fall tomorrow. Total profit is calculated as the cumulative sum of the VKOSPI percentage change. If forecasted direction is correct, the absolute value of the VKOSPI percentage changes is added to trading profit. It is subtracted from the trading profit if forecasted direction is not correct. For the in-sample period, the power ARCH model best fits in a statistical metric, Mean Squared Prediction Error (MSPE), and the exponential GARCH model shows the highest Mean Correct Prediction (MCP). The power ARCH model best fits also for the out-of-sample period and provides the highest probability for the VKOSPI change direction tomorrow. Generally, the power ARCH model shows the best fit for the VKOSPI. All the GARCH models provide trading profits for volatility trading system and the exponential GARCH model shows the best performance, annual profit of 197.56%, during the in-sample period. The GARCH models present trading profits during the out-of-sample period except for the exponential GARCH model. During the out-of-sample period, the power ARCH model shows the largest annual trading profit of 38%. The volatility clustering and asymmetry found in this research are the reflection of volatility non-linearity. This further suggests that combining the asymmetric GARCH models and artificial neural networks can significantly enhance the performance of the suggested volatility trading system, since artificial neural networks have been shown to effectively model nonlinear relationships.

Factors Related to Visual Health Promotion Behavior of Elementary School Aged Children (초등학생의 시력건강행위 영향요인)

  • Kim, Jung-Sook;Oh, Jin-Joo
    • Research in Community and Public Health Nursing
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    • v.12 no.1
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    • pp.142-149
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    • 2001
  • The health education for elementary school students is a very important factor in the development of adult health practices. Particularly, eyesight is difficult to recover if lost. Therefore, prevention is better than cure. This study was conducted to investigate the factors that affect the visual health behavior of elementary school students and to furnish basic materials and directions for the promotion of elementary school health. The investigation was carried out for 4 days from 9. 18. 2000 to 9. 21. 2000 for 199 children in 3 elementary schools. A questionnaire was composed of 3 questions about general property. 20 questions about visual health behavior. 7 questions about visual self-efficacy. 5 questions about visual motivation. 16 questions about self-conception. 20 questions about the health locus of control. The data was analysed by an SAS program for t-test. ANOVA. correlation, and multiple regression tests. The results are as follows. 1. The visual health behavior of elementary school children was good (average 52.53). 2. For visual health behavior, school, year, and sex were influential factors. economic levels were not. 3. Visual health behavior had a significant correlation with visual self-efficacy, visual health motives and self-conception. but not with the locus of control. 4. In the multiple regression test, visual self-efficacy and self-conception were significant prediction factors -- the suitability of the regression model was 30.8%. Suggestions from the results are as follows: First, school year and sex had a significant influence on visual health behavior: therefore, it is necessary to consider these two factors when education programs are developed. Second, this study was carried out for students in a partial area only. Therefore, repeated studies for a large sample are necessary for the future.

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Prediction of Performance of Waterjet Propulsors by Surface Panel Method (패널법에 의한 물 분사 추진장치의 성능해석)

  • Moon, II-Sung;Lee, Chang-Sup;Song, In-Haeng;Kim, Ki-Sup
    • Journal of the Society of Naval Architects of Korea
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    • v.34 no.4
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    • pp.31-41
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    • 1997
  • This paper describes a potential-based panel method formulated for the prediction of the steady performance of a waterjet propulsor. The method employs normal dipoles and sources distributed on the solid surfaces such as the impeller/stator blades, hub and duct, and normal dipoles in the shed wakes trailing the impeller and stator to represent the potential flow around the waterjet propulsor. To define a closed boundary surface, the inlet and outlet open boundary surfaces are introduced where the sources and dipoles are distributed. The kinematic boundary condition on the solid boundary surface is satisfied by requiring that the normal component of the total velocity should vanish. On the inlet surface, the total inflow flux into the duct is specified, and on the outlet surface the conservation of mass principle is applied to evaluate the source strength. The solid surfaces are discretized into a set of quadrilateral panel elements and the strengths of sources and dipoles are assumed constant at each panel. Applying this approximation to the boundary conditions leads to a set of simultaneous equations. Systematic numerical tests show that the present numerical method is fast and stable. In order to validate the present method, sample computations are carried out first for the case of a conventional axial flow fan which has a similar geometry as the waterjet propulsor, and then for the case of a waterjet propulsor on which experiments are carried out at KRISO(Korea Research Institute of Ships and Ocean Engineering).

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