• 제목/요약/키워드: covariance model

검색결과 637건 처리시간 0.214초

대학생 우울에 관한 예측모형 구축 (Development of a Structural Equation Model to estimate University Students' Depression)

  • 박광희
    • 대한간호학회지
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    • 제38권6호
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    • pp.779-788
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    • 2008
  • Purpose: This study was designed to construct a structural model explaining depression in university students. Methods: Data were collected from 1,640 university students by questionnaire, and analyzed using AMOS 5.0 to test the hypothetical model. Results: Fitness statistics for the modified model were GFI=.93, AGFI=.89, NFI=.91, and RMSEA=.081. All the 12 paths in the modified model proved to be statistically significant. Depression of university students accounted for 52% of the covariance by the factors. The factor that had the most influence on depression was individual vulnerability, and followed by sequence order, stress, social support, coping, and self-efficacy. Depression was influenced directly by individual vulnerability, stress, social support, and coping, and indirectly by individual vulnerability, stress, social support, and self-efficacy. Conclusion: A screening and management system for the high risk group is needed to effectively prevent depression and reduce rate of depression in university students. Detailed support programs which specifically deal with prevailing stressors should be developed to effectively reduce the harmful effects of individual vulnerability and stress. It is anticipated that the model constructed in this study could be utilized as a reference in developing various strategies to prevent and intervene depression in university students.

A Study on the Measurement of ERP Implementation Performance by BSC Model : Focused on the Causal Relationships among Performance Indicators

  • Jung, Chul-Ho;Chung, Young-Soo
    • Journal of Information Technology Applications and Management
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    • 제20권3호
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    • pp.143-167
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    • 2013
  • The main propose of this research is to examine the performances in ERP introduced enterprises by utilizing BSC model proposed by Kaplan and Norton [1992], to realize this goals, a theoretical review on ERP, BSC, and other related issues is performed in advance, accordingly, research model was generated. In conceptual model analysis, we focused on casual relationships among four performance measurement indicators after introduction of ERP proposed by Kaplan and Norton [2000]. To test the model, structural equation modeling is employed to analyze data collected from 164 enterprises which have introduced ERP for more than 1 year. Survey respondents were confined within the representatives of each enterprise's ERP. Hypotheses proposed in our research are tested by covariance structure model, results are listed as follow : First, learning and growth performance is significant factors for improving both internal process performance and customer performance; second, process performance has a positive impact on customer performance third, despite that customer performance is positively related to financial performance, no direct relationship is found between internal process performance and financial performance, an indirect relationship is built through intermediate medium of customer performance. Based upon these results, we discuss implications at the latter part of paper. Meanwhile, we also provide research limitations, and future research in the final section.

CMA-ES를 활용한 수정질점탄도모델의 탄도수정계수 설정기법 (Fitting Coefficient Setting Method for the Modified Point Mass Trajectory Model Using CMA-ES)

  • 안세일;이교복;강태형
    • 한국군사과학기술학회지
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    • 제19권1호
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    • pp.95-104
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    • 2016
  • To make a firing table of artillery with trajectory simulation, a precise trajectory model which corresponds with real firing test is required. Recent 4-DOF modified point mass trajectory model is considered accurate as a theoretical model, but fitting coefficients are used in calculation to match with real firing test results. In this paper, modified point mass trajectory model is presented and method of setting ballistic coefficient is introduced by applying optimization algorithms. After comparing two different algorithms, Particle Swarm Optimization and Covariance Matrix Adaptation - Evolutionary Strategy, we found that using CMA-ES algorithm gives fine optimization result. This fitting coefficient setting method can be used to make trajectory simulation which is required for development of new projectiles in the future.

한국 소비자원 의료분야 처리금액에 대한 시계열 분석 (Time series analysis for the amount of medicine from the Korea Consumer Agency)

  • 강희송;권숙희;이성덕
    • 응용통계연구
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    • 제36권1호
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    • pp.21-32
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    • 2023
  • 한국 소비자원의 의료 분야 처리금액 자료에 대한 시계열 모형을 이용한 실증 분석을 연구하였다. 의료분야 처리금액 시계열 자료는 상담 처리금액, 피해 구제금액, 분쟁 조정 처리금액으로 나뉜 3개 변수를 사용하였고 분석에 사용된 시계열 모형은 ARIMA 모형, 벡터 자기회귀 모형 그리고 전이 함수를 이용한 시계열 모형이다. 이들 중 전이 함수를 이용한 시계열 모형이 단기 예측면에서 가장 우수한 예측력을 보였고 벡터자기회귀 모형도 변수간 영향력과 기간을 파악하는데 유용한 정보를 제공하였다.

RADAR 시스템과 SGP4 모델을 이용한 저궤도 위성의 실시간 궤도결정 (REAL - TIME ORBIT DETERMINATION OF LOW EARTH ORBIT SATELLITES USING RADAR SYSTEM AND SGP4 MODEL)

  • 이재광;이성섭;윤재철;최규홍
    • Journal of Astronomy and Space Sciences
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    • 제20권1호
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    • pp.21-28
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    • 2003
  • 다른 나라의 저궤도 위성에 대한 궤도 정보를 레이더 시스템을 이용하여 독자적으로 획득할 경우, 이에 필요한 궤도결정 알고리즘을 해석적 모델인 SGP4 모델과 실시간 처리방식인 확장 칼만필터를 이용하여 수치적 방법으로 개발하였다. 궤도결정 알고리즘의 상태벡터를 Kepler 6궤도 요소로 지정할 경우, 상태천이 행렬 계산시 궤도 경사각과 이심률에 대해 특이점 문제가 발생한다. 이를 해결하기 위해 평균 궤도 요소를 평균 위치 및 속도 요소로 변환하여 상태벡터로 지정하였다. 필터 구성시 상태천이 행렬(State Transition Matrix)과 공분산 행렬(Covariance Matrix)은 SGP4모델과 수치적 방법인 finite difference방법을 이용하여 계산하였으며, 관측 자료는 방위 각, 고도각, 그리고 시선거리 형태로 각각 입력되며 각 관측 형태에 따라 일괄적으로 처리하도록 필터를 구성하였다. TOPEX/POSEIDON POE를 이용 시뮬레이션 생성한 관측간을 사용하여 개발한 궤도결정 알고리즘의 성능을 분석한 결과 개발한 알고리즘은 약 1km의 위치 오차를 가지며 7일 동안 약 3km의 위치 오차를 가지는 NORAD시스템과 동일한 성능을 가지기 위해 필요한 레이더 시스템의 최소 성능 요구조건은 방위각과 고도각은 0.1도 이내이고 시선거리는 50m이 내여야 한다.

A study on log-density ratio in logistic regression model for binary data

  • Kahng, Myung-Wook
    • Journal of the Korean Data and Information Science Society
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    • 제22권1호
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    • pp.107-113
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    • 2011
  • We present methods for studying the log-density ratio, which allow us to select which predictors are needed, and how they should be included in the logistic regression model. Under multivariate normal distributional assumptions, we investigate the form of the log-density ratio as a function of many predictors. The linear, quadratic and crossproduct terms are required in general. If two covariance matrices are equal, then the crossproduct and quadratic terms are not needed. If the variables are uncorrelated, we do not need the crossproduct terms, but we still need the linear and quadratic terms.

Particle filter for model updating and reliability estimation of existing structures

  • Yoshida, Ikumasa;Akiyama, Mitsuyoshi
    • Smart Structures and Systems
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    • 제11권1호
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    • pp.103-122
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    • 2013
  • It is essential to update the model with reflecting observation or inspection data for reliability estimation of existing structures. Authors proposed updated reliability analysis by using Particle Filter. We discuss how to apply the proposed method through numerical examples on reinforced concrete structures after verification of the method with hypothetical linear Gaussian problem. Reinforced concrete structures in a marine environment deteriorate with time due to chloride-induced corrosion of reinforcing bars. In the case of existing structures, it is essential to monitor the current condition such as chloride-induced corrosion and to reflect it to rational maintenance with consideration of the uncertainty. In this context, updated reliability estimation of a structure provides useful information for the rational decision. Accuracy estimation is also one of the important issues when Monte Carlo approach such as Particle Filter is adopted. Especially Particle Filter approach has a problem known as degeneracy. Effective sample size is introduced to predict the covariance of variance of limit state exceeding probabilities calculated by Particle Filter. Its validity is shown by the numerical experiments.

Tracking Filter Design for a Maneuvering target Using Jump Processes

  • Lim, Sang-Seok
    • Journal of Electrical Engineering and information Science
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    • 제3권3호
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    • pp.373-384
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    • 1998
  • This paper presents a maneuvering target model with the maneuver dynamics modeled as a jump process of Poisson-type. The jump process represents the deterministic maneuver(or pilot commands) and is described by a stochastic differential equation driven by a Poisson process taking values a set of discrete states. Employing the new maneuver model along with the noisy observations described by linear difference equations, the author has developed a new linear, recursive, unbiased minimum variance filter, which is structurally simple, computationally efficient, and hence real-time implementable. Futhermore, the proposed filter does not involve a computationally burdensome technique to compute the filter gains and corresponding covariance matrices and still be able to track effectively a fast maneuvering target. The performance of the proposed filter is assessed through the numerical results generated from the Monte-Carlo simulation.

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Minimum Variance FIR Smoother for Model-based Signals

  • Kwon, Bo-Kyu;Kwon, Wook-Hyun;Han, Soo-Hee
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2005년도 ICCAS
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    • pp.2516-2520
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    • 2005
  • In this paper, finite impulse response (FIR) smoothers are proposed for discrete-time systems. The proposed FIR smoother is designed under the constraints of linearity, unbiasedness, FIR structure, and independence of the initial state information. It is also obtained by directly minimizing the performance criterion with unbiased constraints. The approach to the MVF smoother proposed in this paper is logical and systematic, while existing results have heuristic assumption, such as infinite covariance of the initial state. Additionally, the proposed MVF smoother is based on the general system model that may have the singular system matrix and has both system and measurement noises. Thorough simulation studies, it is shown that the proposed MVF smoother is more robust against modeling uncertainties numerical errors than fixed-lag Kalman smoother which is infinite impulse response (IIR) type estimator.

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전자상거래 환경에서 지각된 위험이 지각된 가치 및 재구매의도에 미치는 영향

  • 단려니;정철호;박경혜
    • 한국데이타베이스학회:학술대회논문집
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    • 한국데이타베이스학회 2010년도 춘계국제학술대회
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    • pp.203-212
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    • 2010
  • The mam purpose of this study is to find out how perceived risk elements influence to customers' perceived value and repurchase intention in the electronic commerce environment. To achieve the goal, we set 6 sub-dimensions - privacy risk, social risk, time loss risk, economic risk, psychological risk, and performance risk - based on comprehensive consideration of related studies, and established a research model included 2 factors such as perceived value and repurchase intention to measure performance in internet shopping malls. From 174 customers of the electronic commerce shopping malls survey data have been collected and analyzed based on the covariance structural model method. The results of this study are summarized as follows. Firstly, five perceived risk characteristics of privacy risk, time loss risk, economic risk, psychological risk, and performance risk are significantly positive effect on perceived value. Secondly, perceived value IS very significantly related to repurchase intention in electronic commerce shopping malls. Consequently, we discussed the strategies to create perceived value and repurchase intention in electronic commerce environment. Also we suggested the implications and further research directions.

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