• 제목/요약/키워드: Poisson Regression Model

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지역별 회전교차로 사고모형 개발 및 논의 (Development of Roundabout Accident Models by Region)

  • 손슬기;박병호
    • 한국도로학회논문집
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    • 제20권2호
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    • pp.67-74
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    • 2018
  • PURPOSES : The goal of this study is the development of roundabout accident models for urban and non-urban areas. METHODS : This study performed a comparative analysis of the regional factors affecting accidents. Traffic accident data were collected for the period 2010~2014 from the TAAS data set of the Road Traffic Authority. To develop the roundabout accident models, the Poisson and negative binomial regression models were used. A total of 25 explanatory variables such as geometry, and traffic volume were used. RESULTS : The key findings are as follows: First, it was found that the null hypotheses that the number of accidents is the same should be rejected. Second, three Poisson regression accident models, which are statistically significant (${\rho}^2$ of 0.154 and 0.385) were developed. Third, it was noted that although the common variable of the three models (models I~III) is the number of entry lanes, the specific variables are entry lane width, roundabout sign, number of circulatory roadways, splitter island, number of exit lanes, exit lane width, number of approach roads, and truck apron. CONCLUSIONS : The results of this study can provide suggestive countermeasures for decreasing the number of roundabout accidents.

Nonlinear Regression for an Asymptotic Option Price

  • Song, Seong-Joo;Song, Jong-Woo
    • 응용통계연구
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    • 제21권5호
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    • pp.755-763
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    • 2008
  • This paper approaches the problem of option pricing in an incomplete market, where the underlying asset price process follows a compound Poisson model. We assume that the price process follows a compound Poisson model under an equivalent martingale measure and it converges weakly to the Black-Scholes model. First, we express the option price as the expectation of the discounted payoff and expand it at the Black-Scholes price to obtain a pricing formula with three unknown parameters. Then we estimate those parameters using the market option data. This method can use the option data on the same stock with different expiration dates and different strike prices.

미세평면 모델을 적용한 다축응력 상태의 콘크리트 크리프 분석 (Analysis on Creep of Concrete under Multiaxial Stresses Using Microplane Model)

  • 권승희;김윤용;김진근
    • 콘크리트학회논문집
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    • 제16권2호
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    • pp.195-204
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    • 2004
  • 기존의 다축응력 상태의 콘크리트 크리프 실험으로부터 제안된 푸아송비에 대한 연구결과는 서로 큰 차이를 나타내고 있다. 측정된 변형률로부터 계산된 푸아송비는 작은 실험 오차에 의해서도 매우 민감하며, 이러한 민감성은 푸아송비의 시간에 따른 변화와 응력상태에 따른 경향을 파악하는 데 있어 큰 어려움을 초래한다. 따라서 이러한 연구결과의 불일치를 해결하고 신뢰성 있는 결과를 도출하기 위해서 새로운 분석방법이 요구된다. 이 연구는 다축응력 상태의 크리프 실험결과에 대한 새로운 분석방법으로 미세평면 모델을 적용하였다. 미세평면 상에서 체적과 편차컴플라이언스에 대한 수학적 모델로는 이중지수 법칙을 사용하였다. 체적과 편차성분의 컴플라이언스는 여섯 개의 변수로 구성되며 실험결과를 최적으로 모사하는 변수를 최적화 기법으로부터 구하였다. 여섯 변수에 대한 회귀분석결과로 부터 계산된 푸아송비는 시간에 따라 변화하였다. 또한 시간에 따라 푸아송비가 일정하다는 조건에서 네 변수를 결정하였으며 이 때의 회귀분석결과와 실험 측정값 사이의 오차는 여섯 변수가 사용된 회귀분석결과의 오차에 비해 다소 크게 나타났다. 네 변수에 대한 회귀분석결과로부터 얻은 시간에 따라 일정한 푸아송비는 큰 오차 없이 실제의 구조해석에 유용하게 사용될 수 있을 것으로 판단된다.

Analytical Studies on Basic Creep of Concrete under Multiaxial Stresses

  • Kwon, Seung-Hee;Kim, Jin-Keun
    • 한국콘크리트학회:학술대회논문집
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    • 한국콘크리트학회 2003년도 가을 학술발표회 논문집
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    • pp.465-472
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    • 2003
  • Creep Poisson's ratio reported by previous experimental studies on multiaxial creep of concrete was controversial. The Poisson's ratio is very sensitive to small experimental error that is inevitably induced, and the sensitivity may cause the controversy. It is difficulty to find out the properties on multiaxial creep of concrete. Therefore, a new approach method to analyze the test results is needed to precisely understand the properties on multiaxial creep of concrete. In this study, microplane model is used as a new approach method in analyzing the multiaxial creep test data. The six data sets extracted from the literature are fitted from regression analysis. Double-power law as a model representing volumetric and deviatoric creep evolutions on microplane is used, and six parameters in volumetric and deviatoric compliances are determined on the assumption that the volumetric and deviatoric creep strains are linearly proportional to corresponding stresses. The optimum fits give very accurate description of the test data. The Poisson's ratio calculated from the optimum fits varies with time and does not depends on the stress states, namely, uniaxial, biaxial, and triaxial stress states. Regression analysis is also performed on the assumption that the Poisson's ratio remains constant with titre. The constant Poisson's ratio can be use in practice without serious error.

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국내 4지 원형교차로 법규위반별 사고모형 개발 (Development of Accident Model by Traffic Violation Type in Korea 4-legged Circular Intersections)

  • 박병호;김경용
    • 한국안전학회지
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    • 제30권2호
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    • pp.70-76
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    • 2015
  • This study deals with the traffic accident of circular intersections. The purpose of the study is to develop the accident models by traffic violation type. In pursuing the above, this study gives particular attention to analyzing various factors that influence traffic accident and developing such the optimal models as Poisson and Negative binomial regression models. The main results are the followings. First, 4 negative binomial models which were statistically significant were developed. This was because the over-dispersion coefficients had a value greater than 1.96. Second, the common variables in these models were not adopted. The specific variables by model were analyzed to be traffic volume, conflicting ratio, number of circulatory lane, width of circulatory lane, number of traffic island by access road, number of reduction facility, feature of central island and crosswalk.

포아송 분포의 혼합모형을 이용한 기부 횟수 자료 분석 (The Analysis of the Number of Donations Based on a Mixture of Poisson Regression Model)

  • 김인영;박수범;김병수;박태규
    • 응용통계연구
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    • 제19권1호
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    • pp.1-12
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    • 2006
  • 본 논문에서는 2002년에 (사)볼런티어21에서 실시한 설문조사 자료를 이용하여 2001년에 우리나라 개인들이 기부한 횟수에 영향을 주는 유의한 변수들을 식별하였다. 기부횟수의 경험적 분포로 미루어 모집단은 기부를 적게 하는 집단과 많이 하는 집단으로 구성되며 따라서 모집단 분포를 두개 포아송 분포의 혼합분포로 모형화하였다. 이 모형에 기초하여 기부횟수에 영향을 미치는 변수들을 식별하였다. EM알고리즘을 이용하여 모수를 추정하고 2.5%와 97.5%에 기초한 백분위수 신뢰구간을 보완한 BCa(bias-corrected and accelerated) 신뢰구간을 계산하여 유의한 변수들을 찾았다. 연구결과 혼합 포아송 회귀모형에서는 기부횟수가 적은 집단("작은 군")과 기부횟수가 많은 집단("큰 군") 모두에서 소득과 자원봉사의 경험 유무(1:예, 0:아니오)가 기부횟수에 유의적으로 영향을 주는 변수로 밝혀졌다. 또한 두 변수 각각에서 회귀계수가 양수로 나타나 소득이 많을수록, 혹은 자원봉사의 경험이 있는 사람일수록 기부횟수가 증가하는 것을 알 수 있다. 그러나 소득과 자원봉사 변수의 회귀계수는 "작은 군"이 "큰 군"에 비해 더욱 크게 나타나고 있다. "작은 군"보다 "큰 군"의 사람들에게 기부가 생활화되어 있고, 따라서 소득과 자원봉사의 경험 유무가 기부횟수에 미치는 영향이 상대적으로 적은 것으로 파악된다.

포아송 회귀분석을 이용한 해운선사의 블랭크 세일링 영향 분석 연구 (A study on the impact analysis of blank sailing in the shipping industry using poisson regression analysis)

  • 류원형;최봉근;김정훈;박신우;남형식
    • 한국항해항만학회:학술대회논문집
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    • 한국항해항만학회 2023년도 추계학술대회
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    • pp.120-121
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    • 2023
  • 최근에 해운산업의 수요와 공급이 지속적으로 일치하지 않으면서 불균형 현상이 이어지고 있다. 이에 따라 해운선사들은 선박의 공급량을 조절하기 위해 블랭크 세일링을 실시하며 수요와 공급의 균형을 맞추고 있다. 블랭크 세일링은 화물 운송을 지연시키는 부정적인 연쇄효과를 발생시키기 때문에 본 연구에서는 포아송 회귀분석을 이용하여

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회전교차로 측면충돌 사고모형 개발 (Developing the Sideswipe Accident Model at Roundabouts)

  • 박병호;임진강;김성룡
    • 한국안전학회지
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    • 제30권1호
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    • pp.104-110
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    • 2015
  • This study deals with the roundabout accidents. The goal of this study is to develop the sideswipe accident models at roundabout. In the pursuing the above, this study gives particular attentions to collecting the data of geometric structure and accidents of 54 roundabouts in Korea and developing the Poisson and negative binomial regression models. The main results are as follows. First, sideswipe accident is analyzed to be the highest frequency that is 39.5% of total accident data. Second, Poisson models which is statistically significant is developed. Finally, traffic volume per approach($X_1$), number of circulatory roadway($X_3$), operation of parking lot($X_4$) and width of circulatory roadway($X_6$) are adopted as the common variables. This study might be expected to give some implications to the accident research on the roundabout.

회전교차로에서의 화물차 사고모형 (Traffic Accident Models for Trucks at Roundabouts)

  • 손슬기;김태양;박병호
    • 한국도로학회논문집
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    • 제19권4호
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    • pp.53-59
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    • 2017
  • PURPOSES : This study deals with traffic accidents involving trucks. The objective of this study is to develop a traffic accident model for trucks at roundabouts. METHODS : To achieve its objective, this study gives particular attention to develop appropriate models using Poisson and negative binomial regression models. Traffic accident data from 2007 to 2014 were collected from TAAS data set of road traffic authority. Thirteen explanatory variables such as geometry and traffic volume were used. RESULTS : The main results can be summarized as follows: (1) two statistically significant Poisson models (${\rho}^2=0.398$ and 0.435) were developed, and (2) the analysis revealed the common variables to be traffic volume, number of exit lanes, speed breakers, and truck apron width. CONCLUSIONS : Our modeling reveals that increasing the number of speed breakers and speed limit signs, and widening the truck apron width are important for reducing the number of truck accidents at roundabouts.

ZAM을 이용한 국내 회전교차로 오토바이 사고모형 (Motorcycle Accident Model at Roundabout in Korea using ZAM)

  • 박병호;임진강;나희
    • 한국안전학회지
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    • 제29권3호
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    • pp.107-113
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    • 2014
  • The goal of this study is to develop the accident models of motorcycle at roundabouts. In the pursuing the above, this study gives particular attentions to developing the appropriate models using ZAM. The main results are as follows. First, the evaluation of various developed models by the Vuong statistic and over-dispersion parameter shows that ZINB is analyzed to be optimal among Poisson, NB, ZIP(zero-inflated Poisson) and ZINB regression models. Second, the traffic volume, width of central island and width of approach are evaluated to be important variables to the accidents. Finally, the common variables that affect to the accident are selected to be traffic volume and width of approach. This study might be expected to give some implications to the accident research on the roundabout by motorcycle.