• 제목/요약/키워드: regression analysis.

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라소를 이용한 간편한 주성분분석 (Simple principal component analysis using Lasso)

  • 박철용
    • Journal of the Korean Data and Information Science Society
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    • 제24권3호
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    • pp.533-541
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    • 2013
  • 이 연구에서는 라소를 이용한 간편한 주성분분석을 제안한다. 이 방법은 다음의 두 단계로 구성되어 있다. 먼저 주성분분석에 의해 주성분을 구한다. 다음으로 각 주성분을 반응변수로 하고 원자료를 설명변수로 하는 라소 회귀모형에 의한 회귀계수 추정량을 구한다. 이 회귀계수 추정량에 기반한 새로운 주성분을 사용한다. 이 방법은 라소 회귀분석의 성질에 의해 회귀계수 추정량이 보다 쉽게 0이 될 수 있기 때문에 해석이 쉬운 장점이 있다. 왜냐하면 주성분을 반응변수로 하고 원자료를 설명변수로 하는 회귀모형의 회귀계수가 고유벡터가 되기 때문이다. 라소 회귀모형을 위한 R 패키지를 이용하여 모의생성된 자료와 실제 자료에 이 방법을 적용하여 유용성을 보였다.

Bayesian quantile regression analysis of Korean Jeonse deposit

  • Nam, Eun Jung;Lee, Eun Kyung;Oh, Man-Suk
    • Communications for Statistical Applications and Methods
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    • 제25권5호
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    • pp.489-499
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    • 2018
  • Jeonse is a unique property rental system in Korea in which a tenant pays a part of the price of a leased property as a fixed amount security deposit and gets back the entire deposit when the tenant moves out at the end of the tenancy. Jeonse deposit is very important in the Korean real estate market since it is directly related to the residential property sales price and it is a key indicator to predict future real estate market trend. Jeonse deposit data shows a skewed and heteroscedastic distribution and the commonly used mean regression model may be inappropriate for the analysis of Jeonse deposit data. In this paper, we apply a Bayesian quantile regression model to analyze Jeonse deposit data, which is non-parametric and does not require any distributional assumptions. Analysis results show that the quantile regression coefficients of most explanatory variables change dramatically for different quantiles. The regression coefficients of some variables have different signs for different quantiles, implying that even the same variable may affect the Jeonse deposit in the opposite direction depending on the amount of deposit.

유전알고리즘을 이용한 능형회귀모형의 검정 : 빈도별 홍수량의 지역분석을 대상으로 (Calibration of the Ridge Regression Model with the Genetic Algorithm:Study on the Regional Flood Frequency Analysis)

  • 성기원
    • 한국수자원학회논문집
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    • 제31권1호
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    • pp.59-69
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    • 1998
  • 빈도별 홍수량의 지역분석을 위하여 유역의 지형특성을 독립변수로 이용하는 회귀모형을 검정하였다. 그런데 이들 독립변수들간의 상관관계가 존재할 경우 능형회귀모형이 이용되기도 하는 이 방법은 다중공선성 문제를 극복하는데 적합한 방법으로 알려져 있다. 능형회귀모형을 최적화하기 위해서는 조정변수가 포함되는 비용함수를 최소화하여야 한다. 본 연구에서는 이 최적화를 위하여 유전알고리즘을 이용하였다. 유전알고리즘은 자연 생물의 유전 및 진화과정을 모방한 추계학적 탐색방법을 말한다. 이러한 유전알고리즘을 이용하여 지역분석 모형을 검정한 결과 안정된 매개변수의 가중치를 얻을 수 있었다.

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다중회귀 분석을 통한 기후 및 오손도 간의 상관관계 분석 (Correlation Analysis between Climate and Contamination Degree through Multiple Regression Analysis)

  • 김도영;이원영;심규일;한상옥;박강식
    • 한국전기전자재료학회:학술대회논문집
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    • 한국전기전자재료학회 2003년도 춘계학술대회 논문집 유기절연재료 방전 플라즈마연구회
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    • pp.49-52
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    • 2003
  • The performance of insulators under contaminated conditions is the underlying and the most factor that determines insulation design for outdoor applications, Among the contamination factors, The sea salt is the most dangerous factor, and the salt factor have closed relation with climatic conditions, such as wind, temperature, humidity and so on, Effect of these factors to insulation system is different of each other, and need to show the correlation by multiple regression analysis techniques. In this paper, predicted and analyzed equivalent salt deposit density (ESDD) by change climatic condition through multiple regression analysis.

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Al합금 PCD 선산가공에서 회귀분석에 의한 표면거칠기 예측 (Prediction of Surface Roughness on the PCD Tool Turned Aluminum Alloys by using Regression Analysis)

  • 이선우;이동주
    • 한국기계가공학회지
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    • 제11권3호
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    • pp.41-47
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    • 2012
  • Surface roughness is widely used as an index for processing degree of accuracy. Recently, regression analysis to predict the machining results are actively used to characterize a cutting operations. In the past, diamond machining had been used for ultra precision cutting operation, but now industrial diamond tools like PCD(Polycrystaline Diamond) has been widely used in ultraprecision machining of nonferrous metals. In this study, the authors focus on the effect of PCD tool property on the surface roughness of different types of aluminum alloy after cutting process by CNC operated lathe. Based on the regression analysis approach on a surface roughness data obtained by experiment, predictive analysis of surface roughness is effective to achieve better surface quality.

Statistical Analysis of Effective Components for Aroma of Sigumjang

  • Choi, Ung-Kyu;Park, June-Hong
    • Food Science and Biotechnology
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    • 제14권2호
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    • pp.249-254
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    • 2005
  • The relationship between Sigumjang gas chromatographic patterns precisely analyzed with capillary column and ranked order in sensory analysis was investigated by stepwise multiple regression analysis. Highly predictable multiple regression models were obtained in the analysis. Ninety percent of the Sigumjang aroma was explained by the regression models at step 15 in four transformation except for absolute value transformed with root square and relative value transformed with logarithm. The aroma of Sigumjang was most affected by 2,3-dimethylpyrazine at absolute value and absolute value transformed with logarithm and by 2-furancarboxaldehyde in other transformation. The quality of sigumjang was highly affected by ${\beta}$-phallendrenal, methylpyrazine, tetramethylpyrazine, 5-methyl-2-furancarboxaldehyde, unknown 2, octanoic acid, 4-ethylphenol, methyl 10,13-octadecanoate and ethyl linoleate.

다중회귀분석을 이용한 DEA-AR 모형 개발 및 국내 지방공사의 효율성 평가 (The Development of the DEA-AR Model using Multiple Regression Analysis and Efficiency Evaluation of Regional Corporation in Korea)

  • 심광식;김재윤
    • 한국경영과학회지
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    • 제37권1호
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    • pp.29-43
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    • 2012
  • We design a DEA-AR model using multiple regression analysis with new methods which limit weights. When there are multiple input and single output variables, our model can be used, and the weights of input variables use the regression coefficient and coefficient of determination. To verify the effectiveness of the new model, we evaluate the efficiency of the Regional Corporations in Korea. Accordance with statistical analysis, it proved that there is no difference between the efficiency value of the DEA-AR using AHP and our DEA-AR model. Our model can be applied to a lot of research by substituting DEA-AR model relying on AHP in the future.

성과 향상을 위한 호텔 레스토랑 SCM 활동 측정에 관한 연구 (Research for Determining Hotel Restaurant SCM Activities to Improve Performance)

  • 강석우;박지양
    • 동아시아식생활학회지
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    • 제17권6호
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    • pp.963-971
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    • 2007
  • This research aimed to determine the relationship between hotel restaurants' SCM activities and their results. The samples are included exclusive high-end hotels located in the seoul area. To analyze the data, frequency analysis, reliability analysis, factor analysis, and regression analysis were applied. Multiple regression analysis showed that SCM activities (${\beta}$=.342, p<.000), information sharing (${\beta}$=.136, p<.006), and cooperative activities (${\beta}$=.120, p<.015) had a significant impact on financial performance. The explanatory power of this model was 14%, and there was statistical significance in the regression model. SCM activities(${\beta}$=.221, p<.000), information sharing (${\beta}$=.475, p<.000), and cooperative activities (${\beta}$=.172, p<.000) also had a significant impact on non-financial performance, and the explanatory power of this model was 29%, with statistical significance in the regression model.

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Al5083 PCD 선삭가공에서 회귀분석에 의한 표면거칠기 예측 (A Prediction of Surface Roughness on the PCD Tool Turned Al5083 by using Regression Analysis)

  • 이선우;이동주
    • 한국기계가공학회지
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    • 제11권6호
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    • pp.69-74
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    • 2012
  • Surface roughness is widely used as an index for processing degree of accuracy. Recently, regression analysis to predict the machining results are actively used to characterize a cutting operations. In the past, diamond machining had been used for ultra precision cutting operation, but now industrial diamond tools like PCD(Polycrystalline Diamond) have been widely used in ultraprecision machining of nonferrous metals. In this study, the authors focus on the effect of PCD tool property on the surface roughness of Al5083 aluminum alloy after cutting process by CNC operated lathe. Based on the regression analysis approach on a surface roughness data obtained by experiment, predictive analysis of surface roughness is effective to achieve better surface quality.

몬테 카를로 시뮬레이션을 이용한 하이브리드 로켓의 신뢰성 분석 (Reliability Analysis of Hybrid Rocket using Monte-Carlo Simulation)

  • 문근환;김완범;이정표;최주호;김진곤
    • 항공우주시스템공학회지
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    • 제7권4호
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    • pp.1-11
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    • 2013
  • In this study, probabilistic reliability analysis was conducted for hybrid rocket performance using Monte-Carlo Simulation. For the accuracy, reliability analysis was performed with experimental data. To simplify the analysis process, the oxidizer was supplied with constant pressure, so that pressure variation with time can be eliminated. And time-space averaged regression rate model was used. The regression rate is obtained with a series of experiments. For reliability analysis of thrust, constant exponent of regression rate is assumed that has probabilistic character. So, the efficiency of characteristic velocity has also probabilistic values. As a results, probability distribution of the thrust is obtained by Monte-Carlo simulation using random samples of the input parameter and validated under the 95% confidence level.