• 제목/요약/키워드: Seemingly Unrelated Regression Model

검색결과 33건 처리시간 0.028초

지수평활법과 SUR 모형을 통한 세계 해상물동량 예측 연구 (A Study on the Prediction of the World Seaborne Trade Volume through the Exponential Smoothing Method and Seemingly Unrelated Regression Model)

  • 안영균
    • 무역학회지
    • /
    • 제44권2호
    • /
    • pp.51-62
    • /
    • 2019
  • This study predicts the future world seaborne trade volume with econometrics methods using 23-year time series data provided by Clarksons. For this purpose, this study uses simple regression analysis, exponential smoothing method and seemingly unrelated regression model (SUR Model). This study is meaningful in that it predicts worldwide total seaborne trade volume and seaborne traffic in four major items (container, bulk, crude oil, and LNG) from 2019 to 2023 as there are few prior studies that predict future seaborne traffic using recent data. It is expected that more useful references can be provided to trade related workers if the analysis period was increased and additional variables could be included in future studies.

비모수 베이지안 겉보기 무관 회귀모형 (A nonparametric Bayesian seemingly unrelated regression model)

  • 조성일;석인혜;최태련
    • 응용통계연구
    • /
    • 제29권4호
    • /
    • pp.627-641
    • /
    • 2016
  • 본 논문에서는 겉보기 무관 회귀모형을 고려하고 디리크레 프로세스 혼합모형을 오차항의 분포로 하는 비모수 베이지안 방법을 제안한다. 제안된 모형을 바탕으로 사후분포를 유도하고 디리크레 프로세스 혼합모형의 붕괴깁스표집 방법을 통해 마코프 체인 몬테 칼로 알고리듬을 구성하고 사후추론을 실시한다. 모형의 성능을 비교하기 위해 모의실험을 실시하고, 더 나아가 한국지역의 강수량 예측에 대한 실제 자료에 적용해 본다.

Determining the Optimum Brands Diversity of Cheese Using PSO (Case Study: Mashhad)

  • Dadrasmoghadam, Amir;Ghorbani, Mohammad;Karbasi, Alireza;Kohansal, Mohammad Reza
    • Industrial Engineering and Management Systems
    • /
    • 제15권4호
    • /
    • pp.318-323
    • /
    • 2016
  • In the current study, factors affecting cheese brands products in grocery stores were evaluated with an emphasis on diversity. The sample data were collected from Noushad and Pegah Milk Industry in 2015 and data were extracted, reviewed, and analyzed from 435 grocery stores in Mashhad using seemingly unrelated regression model and particle swarm optimization algorithm. Results showed that optimum amount of Kalleh product diversity is higher than other competitors in the market, and Kalleh UF diversity is 100 to 250 grams, and Kalleh UF diversity with weight of 300 to 500 grams is more than other modes of diversity, and Kalleh brand must remove tin cheese from the market. Sabah Brand also should eliminate its glass and creamy diversity from market, UF diversity is mostly welcomed in market.

우리나라 지역수출의 결정요인 분석 (Identifying Economic Determinants of Regional Exports in Korea)

  • 김성훈;최명섭;김의준
    • 한국경제지리학회지
    • /
    • 제12권2호
    • /
    • pp.142-158
    • /
    • 2009
  • 본 연구의 목적은 2003년 지역산업연관표의 거래자료와 외관상무관한회귀(Seemingly Unrelated Regression:SUR) 모형을 이용하여 지역수출의 결정요인을 분석하는 것이다. 노동생산성, 규모의 경제, 해외수출입은 지역내 지역간수출에 정(+)의 영향을 주며, 시장규모는 수출대상지의 시장규모가 커질수록 지역간 수출이 증가하는 것으로 나타났다. 반면, 지역간 수출의 경우, 지역간 거리가 늘어날수록 수출이 줄어드는 것으로 분석되었다. 이러한 결과는 지역수출을 확대하고 궁극적으로 지역경제 활성화를 도모하기 위해서는 노동숙련도 향상, 규모의 경제 달성, 시장규모 확대, 지속적인 해외수출 증대 및 물류비 감소 등에 대한 정책이 필요하다.

  • PDF

An Econometric Analysis of Imported Softwood Log Markets in South Korea - on the Basis of the Lagged Dependent Variable -

  • Park, Yong Bae;Youn, Yeo-Chang
    • 한국산림과학회지
    • /
    • 제98권2호
    • /
    • pp.148-155
    • /
    • 2009
  • The objective of this study is to know market structures of softwood logs being imported to South Korea from log producing countries. Import demand of softwood logs imported to South Korea from America, New Zealand and Chile is fixed as a function of log prices, the lagged dependent variable and output. On the basis of the adaptive expectations model, linear regression models that the explanatory variables included and the lagged dependent variable were estimated by Seemingly Unrelated Regression Equations (SURE). The short-run and long-run own price elasticity of America's softwood log import demand is -1.738 and -4.250 respectively. Then long-run elasticity is much higher than short-run elasticity. Short-run and long-run crosselasticity of New Zealand's softwood log import demand with respect to American's softwood log import price are inelastic at 0.505 and 0.883 respectively. Short-run and long-run cross-elasticity of Chile's softwood log import demands with respect to American's softwood log import prices were highly elastic at 2.442 and 4.462 respectively. Long-run elasticity was almost twice as high as short-run elasticity.

Analysis beef consumption using SUR

  • Cha, Ye Bon;Rho, Ho Young;Hwang, Joon Byeong;Jeon, Sang Gon
    • 농업과학연구
    • /
    • 제47권2호
    • /
    • pp.291-303
    • /
    • 2020
  • This various factors that affect beef consumption behavior between different types of beef such as Hanwoo, Australian, American, and domestic Yukwoo. Previous studies usually used almost ideal demand system (AIDS) model to show the degree of substitution between meats especially domestic and foreign beef. This a real expenditure each individual and to explain what factors affect consumers especially focusing on various beef. Hence, previous studies used shares and prices as key variableshowever, this study use various socio-demographic variables, consumption tendency, satisfaction and importance for beef consumption, purchasing usage and part, etc. This study a seemingly unrelated regression (SUR) model to enhance efficiency of estimates because error terms of four beef consumption equations are correlated. For, an on-line survey was performed Aug. 5 - 14, and we obtained 979 effective samples. The results show that high income group (more than 700 mil. won per month) purchases more beef than other groups. The origin of orders is Hanwoo, Yukwoo, Australian beef, and American beef. A family who member purchases more Yukwoo than other groups. foreign affects beef consumption regardless of its origin. Individuals who think origin and taste prefer Hanwoo. However, individuals who think price prefer Australian beef.

SUR 토빗회귀모형에서 베이지안 추정과 최대가능도 추정의 비교 (A Comparison of Bayesian and Maximum Likelihood Estimations in a SUR Tobit Regression Model)

  • 이승천;최병수
    • 응용통계연구
    • /
    • 제27권6호
    • /
    • pp.991-1002
    • /
    • 2014
  • Greene (2004a,b), Lee와 Choi (2014) 등의 연구에서 토빗 회귀모형의 최대가능도 추정은 표준오차를 과소추정한다는 것이 알려졌고, 그 원인의 하나는 오차항 분산의 과소 추정에 있다고 한다. 오차항 분산의 과소 추정은 회귀계수에 대한 가설 검정 및 구간추정에 영향을 미칠 뿐 아니라 독립변수들의 주변효과를 추정하는데에도 영향을 미치게 되므로 토빗 회귀모형에 대한 적절한 분석이 수행되려면 최대가능도 추정의 과소 추정 문제를 해결하여야 한다. 일반적으로 무정보 사전분포에 의한 베이지안 추론 방법은 빈도학파들이 요구하는 효율성을 갖는 경우가 많다. 본 연구에서도 무정보 사전분포에 의한 베이지안 추론을 적용하여, 베이지안 방법론이 SUR 토빗 회귀모형에서 최대가능도 추정의 과소 추정 문제를 해결할 수 있는 하나의 대안이 될 수 있다는 것을 보였다.

Tree Size Distribution Modelling: Moving from Complexity to Finite Mixture

  • Ogana, Friday Nwabueze;Chukwu, Onyekachi;Ajayi, Samuel
    • Journal of Forest and Environmental Science
    • /
    • 제36권1호
    • /
    • pp.7-16
    • /
    • 2020
  • Tree size distribution modelling is an integral part of forest management. Most distribution yield systems rely on some flexible probability models. In this study, a simple finite mixture of two components two-parameter Weibull distribution was compared with complex four-parameter distributions in terms of their fitness to predict tree size distribution of teak (Tectona grandis Linn f) plantations. Also, a system of equation was developed using Seemingly Unrelated Regression wherein the size distributions of the stand were predicted. Generalized beta, Johnson's SB, Logit-Logistic and generalized Weibull distributions were the four-parameter distributions considered. The Kolmogorov-Smirnov test and negative log-likelihood value were used to assess the distributions. The results show that the simple finite mixture outperformed the four-parameter distributions especially in stands that are bimodal and heavily skewed. Twelve models were developed in the system of equation-one for predicting mean diameter, seven for predicting percentiles and four for predicting the parameters of the finite mixture distribution. Predictions from the system of equation are reasonable and compare well with observed distributions of the stand. This simplified mixture would allow for wider application in distribution modelling and can also be integrated as component model in stand density management diagram.

국가어항 투자가 태풍으로 인한 수산재해피해에 미치는 영향 분석 (An Analysis of the Impact of National Fishing Port Investment on Fisheries Disaster Damage by Typhoons)

  • 김은지;배현정
    • 수산경영론집
    • /
    • 제53권1호
    • /
    • pp.73-84
    • /
    • 2022
  • The purpose of this study is the impact of national fishing port investment and typhoons on fisheries disaster damage. The dependent variables were the amount of damage to fishing ports, fishing boats, fisheries enhancement, external facilities, mooring facilities, functional facilities, fishing port and typhoons. The analysis period is from 2002 to 2018. Since the error term is in a simultaneous correlation, it was efficiently estimated by analyzing it with a seemingly unrelated regression (SUR) method. As a result of the analysis, external facilities have not significance to all models. Investing in mooring facilities increased the amount of damage to fishing ports for five years. Investing in functional facilities reduced the amount of damage to fishing ports and aquaculture over five years. Typhoons have significance to all models, and the amount of damage increased every time a typhoon occurred. Based on these results, as the influence of typhoons increases, it seems necessary to establish preventive measures. Timely investment and maintenance to enable the role and function of national fishing ports are considered important.

SUR 모형을 이용한 강수량과 대중교통 승객 수간 관계 분석 (Analyzing the Relationship Between Precipitation and Transit Ridership Through a Seemingly Unrelated Regression Model)

  • 신강원;최기주
    • 대한교통학회지
    • /
    • 제32권2호
    • /
    • pp.83-92
    • /
    • 2014
  • 기상조건은 통행자의 수단선택 행위에 큰 영향을 미친다. 본 연구는 기상조건에 따른 여러 교통현상에 대한 가설 중 강수 시 대중교통수단의 승객수가 감소한다는 연구 가설을 실증하기 위해 수행되었다. 이를 위해 본 연구는 최근 24개월 동안 관측된 부산의 버스, 도시철도, 마을버스의 일일 승객 수와 일일 강수량의 관계를 외견상 무관해 보이는 회귀모형(SUR 모형)을 이용하여 분석하였다. 분석결과 일일 강수량이 10mm 이상일 때는 강수량이 증가함에 따라 각 대중교통수단의 승객 수는 감소하는 것으로 나타났다(강수량 1mm 증가 시 시내버스, 도시철도, 마을버스 승객 수는 각각 0.169%, 0.101%, 0.172% 감소). 이처럼 부산의 대중교통수단의 승객 수는 일일 강수량이 10mm 이상인 날 감소하나 도시철도 승객 수 감소는 교차방정식 제약검정 결과 강수량 증가에 상대적으로 둔감한 것으로 나타났다. 그러나 도시철도 승객 수 추정식의 강수량 계수부호는 음수로 부산의 대중교통수단 이용객들은 10mm 이상의 강수일에는 접근, 대기, 환승에 불편이 있는 대중교통수단간 수단 전환보다는 좀 더 쾌적한 통행을 할 수 있는 택시나 승용차로 수단을 전환하거나 통행을 포기하는 경향이 두드러진다고 판단된다.