• 재무관리연구
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• 제24권2호
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• pp.183-206
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• 2007

The price-dividend ratio is one of the most frequently used financial variables to predict long-horizon stock return. However, the persistency of the price-dividend ratio is found to cause the spuriousness of the stock return prediction regression. The stable relationship between the stock price and the dividend, however, seems to weaken after World War II and to experience structural break. In this paper, we identify a structural change in the cointegrating relationship between the log of the stock price and the log of the dividend. Confirming a structural break in 1962, we subdivide the sample and apply the fully modified estimator to correct for the nonstationarity of the regressor. With the subdivided sample, we exercise the nonparametric bootstrap procedure to derive the empirical distribution of the test statistics and fail to find return predictability in each subsample period.

• Journal of the Korean Data and Information Science Society
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• 제22권6호
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• pp.1223-1232
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• 2011

Tong and Wang's estimator (2005) is a new approach to estimate the error variance using least squares method such that a simple linear regression is asymptotically derived from Rice's lag- estimator (1984). Their estimator highly depends on the setting of a regressor and weights in small sample sizes. In this article, we propose a new approach via a local quadratic approximation to set regressors in a small sample case. We estimate the error variance as the intercept using a ridge regression because the regressors have the problem of multicollinearity. From the small simulation study, the performance of our approach with some existing methods is better in small sample cases and comparable in large cases. More research is required on unequally spaced points.

• Journal of the Korean Data and Information Science Society
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• 제20권3호
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• pp.577-585
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• 2009

So far in a nonparametric regression model one of the interesting problems is estimating the error variance. In this paper we propose an estimator of the mean of the squared functions which is the numerator of SNR (Signal to Noise Ratio). To estimate SNR, the mean of the squared function should be firstly estimated. Our focus is on estimating the amplitude, that is the mean of the squared functions, in a nonparametric regression using a simple linear regression model with the quadratic form of observations as the dependent variable and the function of a lag as the regressor. Our method can be extended to nonparametric regression models with multivariate functions on unequally spaced design points or clustered designed points.

• 대한전기학회논문지
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• 제45권4호
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• pp.582-589
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• 1996

In this paper, an adaptive control problem of a hydraulic actuator for vehicle active suspension controller is divided into two parts: the inner loop controller and the outer loop controller. Inner loop controller, which is a nonlinear adaptive controller, is designed to control the force generated by the nonlinear hydraulic actuator acting under the effects of Coulomb friction. For simplicity of designing a nonlinear controller, the spool valve dynamics of a hydraulic actuator is reduced using a singular perturbation technique. The estimation error signal used to an indirect parameter adaptation is calculated without a regressor filtering. The absolute velocity of a sprung mass will be damped down by its negatively proportional term(sky-hook damper) adopted as an outer loop controller. Simulation results are presented to show the importance of controlling the actuator force and the validity of the proposed adaptive controller. (author). refs., figs. tab.

• 품질경영학회지
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• 제21권1호
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• pp.161-170
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• 1993

This study attempts to present the linear regression analysis that involves more than one regressor variable, because regression analysis is the most widely used statistical technique for describing, predicting and estimating the relationships between given data. The model of multiple linear regression may be solved directly by the two linear programming methods, i.e., to minimize the sum of the absolute deviation (MSD) and to minimize the maximum deviation(MMD). In addition, some results was compared to each techniques for accuracy and tested to the validity of statistical meaning.

• 한국정보처리학회:학술대회논문집
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• 한국정보처리학회 2023년도 춘계학술발표대회
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• pp.536-538
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• 2023

수출의존도가 높은 한국은 코로나19 팬데믹, 우크라이나-러시아 전쟁 등 대외환경의 변화에 따른 수출 여건에 민감할 수 밖에 없는 환경이다. 이에 발 빠르게 대응하기 위해 정확한 수출증감률 예측이 필요하며 이를 가장 잘 수행할 수 있는 예측모델을 찾고자 한다. 수출에 영향을 끼치는 주요변수 선정 후, min-max 정규화를 시행하고 변수간 상관계수와 다중공선성 확인을 통해 변수를 축소했다. 그리고 머신러닝 예측모델로 많이 사용되는 Linear Regression, Decision Tree, Gradient Boost Regressor, Random Forest 4가지 모델에 대입하여 수출 증감률 예측 정확도를 비교했다. 그 결과, Linear Regression의 MSE가 0.087로 가장 낮아 제일 우수한 모델이라는 결론에 도달했다.

• 한국컴퓨터정보학회:학술대회논문집
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• 한국컴퓨터정보학회 2023년도 제68차 하계학술대회논문집 31권2호
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• pp.535-536
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• 2023

본 논문에서는 대학교 교내 식당의 실제 데이터를 사용해 식사 인원 예측 모델을 개발하여 교내식당에서 발생하는 적자, 음식 품절, 대량 잔반 발생을 경감 시키고자 한다. 모델 개발에 사용되는 데이터는 2018년도, 2019년도 학기 중 식당 데이터와 기상청 날씨 데이터를 사용하였다. 2018년도, 2019년도 데이터를 이용해 EDA 분석 및 전처리를 통해 필요한 변수를 추출하였다. 전체 데이터의 70%를 기반으로 GridSearch와 XGBoostRegressor를 사용해 평일과 주말에 대한 식사 인원 예측 모델을 생성하였다. 그리고 나머지 데이터의 30%를 사용해 생성한 두 모델의 성능을 평가한다. 평일 식사 인원 예측 모델에 대한 MAE값이 조식 16명, 중식 23명, 석식 25명으로 준수한 결과를 보였고 주말 식사 인원 예측 모델에 대한 MAE값은 조식 16명, 중식 23명, 석식 25명으로 좋은 성능을 보였다.

• 스마트미디어저널
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• 제12권10호
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• pp.9-18
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• 2023

Harvest forecasting is the great demand of multiple aspects like temperature, rain, environment, and their relations. The existing study investigates the climate conditions and aids the cultivators to know the harvest yields before planting in farms. The proposed study uses federated learning. In addition, the additional widespread techniques such as bagging classifier, extra tees classifier, linear discriminant analysis classifier, quadratic discriminant analysis classifier, stochastic gradient boosting classifier, blending models, random forest regressor, and AdaBoost are utilized together. These presented nine algorithms achieved exemplary satisfactory accuracies. The powerful contributions of proposed algorithms can create exact harvest forecasting. Ultimately, we intend to compare our study with the earlier research's results.

• Asian-Australasian Journal of Animal Sciences
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• 제16권4호
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• pp.473-480
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• 2003

In order to control the genetic background noise in QTL mapping, cofactor markers were incorporated in single marker analysis (SMACO) and interval mapping (CIM). A simulation was performed to see how effective the cofactors were by the number of QTL, the number and the type of markers, and the marker spacing. The results of QTL mapping for the simulated data showed that the use of cofactors was slightly effective when detecting a single QTL. On the other hand, a considerable improvement was observed when dealing with more than one QTL. Genetic background noise was efficiently absorbed with linked markers rather than unlinked markers. Furthermore, the efficiency was different in QTL mapping depending on the type of linked markers. Well-chosen markers in both SMACO and CIM made the range of linkage position for a significant QTL narrow and the estimates of QTL effects accurate. Generally, 3 to 5 cofactors offered accurate results. Over-fitting was a problem with many regressor variables when the heritability was small. Various marker spacing from 4 to 20 cM did not change greatly the detection of multiple QTLs, but they were less efficient when the marker spacing exceeded 30 cM. Likelihood ratio increased with a large heritability, and the threshold heritability for QTL detection was between 0.30 and 0.05.

• 전자공학회논문지SC
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• 제39권4호
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• pp.6-15
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• 2002

본 논문에서는 로봇 매니퓰레이터의 제어에 사용할 수 있는 신경망 외란 관측기를 제안하도록 한다. 제안한 신경망 외란 관측기는 다층신경망의 구조로 신경망 외란관측기의 오차와 제어 오차가 충분히 작은 콤팩트 집합에 절대 상시 유계된다. 본 논문에서 제안하는 신경망 외란 관측기는 기존의 적응 제어기의 단점을 해결한 방식으로 복잡한 회귀 모델을 필요로 하지 않는다. 끝으로 제안한 방식을 3관절 로봇에 적용하여 그 타당성을 확인한다.