• Structural Monitoring and Maintenance
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• 제5권3호
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• pp.379-390
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• 2018

In this paper, a novel and effective damage diagnosis algorithm is proposed to detect and estimate damage using two stages least squares support vector machine (LS-SVM) and limited number of attached sensors on structures. In the first stage, LS-SVM1 is used to predict the unmeasured mode shapes data based on limited measured modal data and in the second stage, LS-SVM2 is used to predicting the damage location and severity using the complete modal data from the first-stage LS-SVM1. The presented methods are applied to a three story irregular frame and cantilever plate. To investigate the noise effects and modeling errors, two uncertainty levels have been considered. Moreover, the performance of the proposed methods has been verified through using experimental modal data of a mass-stiffness system. The obtained damage identification results show the suitable performance of the proposed damage identification method for structures in spite of different uncertainty levels.

• The Journal of Asian Finance, Economics and Business
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• 제7권4호
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• pp.121-131
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• 2020

This study aims to investigate the interplay between education and local roads on Foreign Direct Investment (FDI) in the Philippines, using economic growth as an instrument. The study used the quantitative research design applying both descriptive and inferential statistics. A combination of Two Stage Least Square Regression Model and three approaches in Panel Regression Model such as Pooled Least Square, Fixed Effect Model, and Random Effect Model were utilized in order to study the effects of education and local roads on foreign direct investment of the Philippines. Based on Fixed Effect regression results, higher education graduates and local road investments, as conditioned by economic growth, were significant factors in order to increase the foreign direct investment in the Philippines. Accordingly, a unit increase in higher education graduates, as conditioned by economic growth, leads to 8.758 unit increases in the foreign direct investment. While, a unit increased in local road investments, as conditioned by economic growth, leads to a 0.002 decrease in foreign direct investment. The regression results of the study suggest that the Foreign Direct Investment in the regions such as CAR, I, II, IV-B, V, VIII, IX, X, XI, XII, XIII, and ARMM are higher compared to Region IV-A.

• Journal of the Korean Data and Information Science Society
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• 제28권5호
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• pp.1153-1165
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• 2017

구조방정식모형은 사회과학 및 행동과학 연구 분야에서 이론검정을 위해 주로 사용되는 통계방법이다. 최근 이 통계기법에 대한 방법론적 이슈로서 모형명세화 오류와 소표본 문제가 부각되고 있다. 그런데 이 문제들이 구조방정식모형의 대표 추정 방법인 최대우도법에 위한 이론검정에 어떤 영향을 주는지에 대해 여전히 명확하지 않다. 따라서 본 연구에서 최대우도법 그러고 이에 대한 대안으로 개발된 2단계최소자승법과 2단계능형최소자승법을 정확도와 검정력 관점에서 시뮬레이션을 통해 체계적으로 비교해 본다. 이 실험 결과에 따르면, 모형이 정확하게 설정된 경우, 정확도 기준에서 추정방법들 간의 차이는 미미했다. 하지만 모형오류가 발생한 경우, 2단계능형최소자승법은 다른 방법들보다 표본 크기가 작을 때 훨씬 더 정확한 모수추정치를 산출해 내었다. 그러고 이 방법은 명세화 오류에 관계없이 표본 크기가 작을 때에도 제 2종 오류 (Type II error) 수준이 상대적으로 작거나 만족할만한 수준의 검정력을 보여주었다. 이에 반해 다른 두 방법들은 표본이 작은 경우 또는 명세화 오류가 있는 경우 상당히 높은 수준의 제 2종 오류를 나타내었다.

• The Journal of Asian Finance, Economics and Business
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• 제7권11호
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• pp.647-656
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• 2020

This study empirically examines the effect of ownership structure on bank diversification and risk-taking behavior. The population of this study is based on all commercial banks listed in Bangladesh. Thirty-two conventional commercial banks were randomly selected from thirty-three conventional banks for this study. Data was collected from the annual reports of the concerned banks from 2000 to 2017. To analyze the data, we had applied the two-stage least squares (2SLS) estimator. The results of the analysis show that ownership structure i.e. managerial ownership, institutional ownership, general public ownership, and ownership concentration have a significant negative impact on bank diversification. On the other hand, institutional ownership, managerial ownership, and general public ownership have a significant positive impact on Z-score, and ownership concentration has an insignificant but positive impact on the Z-score of banks in Bangladesh. Therefore, the study opposes the benefits of diversification and promotes ownership structure which is capable of ensuring better financial stability by reducing the probability of risk. The policy-makers especially, Bangladesh banks should evaluate the fact of this study to issue guidelines on corporate governance, bank diversification, and risk-taking behavior of commercial banks.

• 한국정보과학회논문지:소프트웨어및응용
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• 제30권7_8호
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• pp.744-751
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• 2003

본 논문에서는 최근 뛰어난 예측력으로 각광받는 최소제곱 Support Vector Machine(Least Square Support Vector Machine: LS-SVM)과 First Principle(FP)을 결합한 하이브리드 최소제곱ㆍSupport Vector Machine 모델, HLS-SVM(Hybrid Least Square-Super Vector Machine)을 제안한다. 제안한 모델인 하이브리드 최소제곱 Support Vector Machine을 기존의 방법인 하이브리드 신경망(Hybrid Neural Network:HNN), 비선형 칼만필터와 하이브리드 신경망을 결합한 HNN-EKF (Hybrid Neural Network with Extended Kalman Filter) 모델과 비교해 보았다. HLS-SVM 모델은 학습 및 validation 과정에서는 HNN-EKF와 근사한 성능을 보였고, HNN 보다는 우수한 결과를 보였고, 일반화 성능에서는 HNN-EKF에 비해 3배, HNN보다 100배정도 우수한 결과를 보였다.

• 한국항만학회지
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• 제12권1호
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• pp.55-64
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• 1998

본 논문은 Crandall의 탑승자 사망에 관한 모형에 Directed Graph를 응용한 것으로써 데이터는 Crandall이 사용한 미국의 1947-1981 기간의 탑승자 사망 데이터를 1993년까지 확장한 것을 사용하였다. Directed Graph Algorithm방법은 최근에 컴퓨터과학 분야에서 발전된 것을 원용한 것이다. 먼저 1947-1981 기간의 데이터를 기초로 하여 회귀분석을 통한 분석 대신에 Directed Graph Algorithm을 이용한 결과, 회귀분석을 이용했던 Crandall의 결과와는 달리 탑승자 사망은 소득수준, 자동차의 운행거리, 자동차의 안전장치 수준에 의하여 직접적으로 결정이 되는 것으로 나타났다. 자동차의 운행거리는 수득수준과 시내주행에 대한 교외주행 의 비 에 의해서 결정되는 것으로 나타났다. 이런 결과에 근거하여 3SLS(three stage least squares regression)를 이용하여 추정하고, 이러한 추정에 근거하여 1982-1993 기간을 예측했으며, Crandall의 원래의 모형의 예측력과 비교를 하여？. 예측 결과 본 모형이 MSE(mean squared error)를 기준으로한 예측력에서 훨씬 뛰어난 결과를 보였다. 더욱 중요한 것은 본고에서는 Crandall이 사용한 변수간에 기존의 계량적 방법으로는 색출이 불가능했던 잠재변수 (Latent variable)가 존재함을 구체적으로 보임으로써 회귀분석을 통한 모형화는 진정한 변수간의 관계를 반영치 못함을 보인 것이다.

• 대한교통학회:학술대회논문집
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• 대한교통학회 1998년도 Proceedings The 4th International Transport Symposium
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• pp.160-167
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• 1998

Recent world-wide interest in activity-based travel behavior modeling has generated an entirely new perspective on how the profession views the travel demand process. This paper seeks to further promote the case of activity-based travel behavior models by providing some empirical evidence of relationship between travel time and activity duration decision for worker with transportation panel data. The travel time from home to work and from work to home, without activity involvement, is estimated by the Ordinary Least Squares (OLS) method. And, the travel time to and from the selected activity and the activity duration are modeled simultaneously by the Three Stage Least Squares (3SLS) method due to the endogenous relationship between travel time and activity duration. Two kinds of models, OLS and 3SLS, include selectivity bias corrections in a discrete/continuous framework, because of the inter-relationship between the choice of activity type/travel mode (discrete) and the travel time/activity duration (continuous). Estimation is undertaken using a sample of over 1300 household two-day trip diaries collected from the same travelers in the Seattle area in 1989. The behavioral consequences of these models provide interesting and provocative findings that should be of value to transportation policy formulation and analysis.

• 한국통계학회:학술대회논문집
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• 한국통계학회 2002년도 추계 학술발표회 논문집
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• pp.265-272
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• 2002

An Integer-valued autoregressive integrated (INARI) model is introduced to eliminate stochastic trend and seasonality from time series of count data. This INARI extends the previous integer-valued ARMA model. We show that it is stationary and ergodic to establish asymptotic normality for conditional least squares estimator. Optimal estimating equations are used to reflect categorical and serial correlations arising from panel count data and variations arising from three random processes for obtaining observation into estimation. Under regularity conditions for martingale sequence, we show asymptotic normality for estimators from the estimating equations. Using cancer mortality data provided by the U.S. National Center for Health Statistics (NCHS), we apply our results to estimate the probability of cells classified by 4 causes of death and 6 age groups and to forecast death count of each cell. We also investigate impact of three random processes on estimation.

• 설비공학논문집
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• 제15권6호
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• pp.533-542
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• 2003

This study aims to propose a simplified mathematical model for calculating vertical air temperature distribution in a four-sided atrium. In the first stage of the mathematical modeling, the computer model combined zonal model and solar radiation model using Monte Carlo method and Ray tracing technique went through a computer simulation with architectural variables applied to a four-sided atrium in summer. In the next stage, Curve Expert, a computer program that gets the most suitable solution ac-cording to the least squares method, is used to analyze the results of the computer simulation and to derive the mathematical model. The accuracy of the mathematical model was evaluated through a comparison of calculation results from a mathematical model and computer simulation. In this validation step using the least square method, the R2 value of the Zones 1, 2 and 3 showed higher than 0.945. Zone 4 has an R2 value of 0.911, lower than the previous three zones. However the relative error was below 0.5%, which is considered very small.

• 무역학회지
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• 제44권2호
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• pp.1-19
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• 2019

This paper investigates the effects of TPP on Korean domestic employment. Using data from 1995-2011 obtained from the world input-output database (WIOD) and firm-level data, this paper attempts to identify changes in global value chain (GVC) structures involving Korea and TPP member countries in the Asia-Pacific region. Three stage least squares estimation is employed, and empirical findings show that there exists a statistically positive and significant causal relationship between GVC and domestic manufacturing employment. The positive impacts of TPP on Korean domestic employment suggest that Korea actively encourage TPP negotiation. TPP will bring positive domestic employment effects and opportunities for structural transformation in the manufacturing and services industries in Korea.