• Journal of Information Processing Systems
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• v.20 no.3
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• pp.345-359
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• 2024

A regression model represents the relationship between explanatory and response variables. In real life, explanatory variables often affect a response variable with a certain time lag, rather than immediately. For example, the marriage rate affects the birth rate with a time lag of 1 to 2 years. Although deep learning models have been successfully used to model various relationships, most of them do not consider the time lags between explanatory and response variables. Therefore, in this paper, we propose an extension of deep learning models, which automatically finds the time lags between explanatory and response variables. The proposed method finds out which of the past values of the explanatory variables minimize the error of the model, and uses the found values to determine the time lag between each explanatory variable and response variables. After determining the time lags between explanatory and response variables, the proposed method trains the deep learning model again by reflecting these time lags. Through various experiments applying the proposed method to a few deep learning models, we confirm that the proposed method can find a more accurate model whose error is reduced by more than 60% compared to the original model.

• Journal of Korean Society for Atmospheric Environment
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• v.27 no.3
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• pp.358-366
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• 2011

The purpose of this study was to analyze the monthly and seasonal PM10 data using the Autoregressive Error (ARE) model at the southern part of the Gyeonggi-Do, Pyeongtaek monitoring site in Korea. In the ARE model, six meteorological variables and four pollution variables are used as the explanatory variables. The six meteorological variables are daily maximum temperature, wind speed, amount of cloud, relative humidity, rainfall, and global radiation. The four air pollution variables are sulfur dioxide ($SO_2$), nitrogen dioxide ($NO_2$), carbon monoxide (CO), and ozone ($O_3$). The result shows that monthly ARE models explained about 17~49% of the PM10 concentration. However, the ARE model could be improved if we add the more explanatory variables in the model.

• The Korean Journal of Applied Statistics
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• v.34 no.4
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• pp.589-597
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• 2021

In simple and multiple regression, there is a difference in the meaning of regression coefficients, and not only are the estimates of regression coefficients different, but they also have different signs. Understanding the relative contribution of explanatory variables in a regression model is an important part of regression analysis. In a standardized regression model, the regression coefficient can be interpreted as the change in the response variable with respect to the standard deviation when the explanatory variable increases by the standard deviation in a situation where the values of the explanatory variables other than the corresponding explanatory variable are fixed. However, the size of the standardized regression coefficient is not a proper measure of the relative importance of each explanatory variable. In this paper, the estimator of the regression coefficient in multiple regression is expressed as a function of the correlation coefficient and the coefficient of determination. Furthermore, it is considered in terms of the effect of an additional explanatory variable and additional increase in the coefficient of determination. We also explore the relationship between estimates of regression coefficients and correlation coefficients in various plots. These results are specifically applied when there are two explanatory variables.

• International Commerce and Information Review
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• v.11 no.2
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• pp.111-126
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• 2009

This study analysed determinants of Foreign Direct Investment to ASEAN+ 3 member nations using panel data for which cross-sectional data are combined with time series data. The data for the analysis included the amount of FDI, GDP, and indexes of economic independence. This study collected data from six nations(Indonesia, Malaysia, Philippines, Singapore, Thailand, Vietnam) whose data were easily available, China and Japan from 2003 to 2007 and analysed them. The results are summarized as follows: Using the pooled OLS method, we found Model 2 had the highest explanatory power whose adjusted R-squared was 89.4%, which accounted for about 89% of foreign investment. Using the fixed effect model, Model 2 had the highest explanatory power whose adjusted R-squared was 96.8%, which accounted for about 97% of foreign investment. Using the probability effect model, Model 5 had the highest explanatory power, but in respect to its statistical significance, only GDP was 1% significant and the rest variables had no significance.

• Journal of the Korean Statistical Society
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• v.31 no.1
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• pp.77-91
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• 2002

This paper considers a functional regression model with truncated errors in explanatory variables. We show that the ordinary least squares (OLS) estimators produce bias in regression parameter estimates under misspecified models with ignored errors in the explanatory variable measurements, and then propose methods for analyzing the functional model. Fully parametric frequentist approaches for analyzing the model are intractable and thus Bayesian methods are pursued using a Markov chain Monte Carlo (MCMC) sampling based approach. Necessary theories involved in modeling and computation are provided. Finally, a simulation study is given to illustrate and examine the proposed methods.

• Journal of the Korean Data and Information Science Society
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• v.20 no.6
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• pp.1085-1092
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• 2009

The ozone data is one of the important environmental data for measurement of the atmospheric condition of the country. In this article, the Autoregressive Error (ARE) model and Neural Networks (NN) model have been considered for analyzing the ozone data at the northern part of the Gyeonggi-Do, Paju monitoring site in Korea. In the both ARE model and NN model, seven meteorological variables and four pollution variables are used as the explanatory variables for the ozone data set. The seven meteorological variables are daily maximum temperature, wind speed, relative humidity, rainfall, dew point temperature, steam pressure, and amount of cloud. The four air pollution explanatory variables are Sulfur dioxide ($SO_2$), Nitrogen dioxide ($NO_2$), Cobalt (CO), and Promethium 10 (PM10). The result showed that the NN model is generally better suited for describing the ozone concentration than the ARE model. However, the ARE model will be expected also good when we add the explanatory variables in the model.

• Journal of Fisheries and Marine Sciences Education
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• v.27 no.4
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• pp.998-1012
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• 2015

This study is smartphone addiction impulsiveness, stress, self-efficacy, and examine any changes to appear self-control. This study is a response to the results obtained for 310 people targeting high school in Pusan, the second grade students. For the analysis of the collected data by using the SPSS 22.0 program was the analysis of the T-test, ANOVA, Multiple Regression. The major findings of this study can be summed up as follows: first, smart phone addiction has significant difference in impulsivity, stress, self-efficacy, and self-control. Second, sex is found to be significant in impulsivity, stress, self-efficacy, and self-control. Third, grades are significant in impulsivity, self-efficacy, and self-control. Fourth, the model for impulsivity indicates 4% of explanatory power, which is significant. Fifth, explanatory power for stress is 4%, which is significant. Sixth, the model for self-efficacy shows 14% of explanatory power, which is significant. Meanwhile, smart phone addiction, sex, and grades have no significant effects on self-efficacy. Seventh, the model for self-control indicates 20% of explanatory power, which is significant.

• Journal of the Korean Data and Information Science Society
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• v.9 no.2
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• pp.263-273
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• 1998

In this paper, we consider some approximate testings for the reliability of the stress-strength model when the stress X and strength Y each depends linearly on some explanatory variables z and w, respectively. We construct a bootstrap procedure for testing for various values of the reliability and compare the power of the bootstrap test with the test based on Mann-Whitney type estimator by Park et.al.(1996) for small and moderate sample size.

• Journal of Digital Convergence
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• v.19 no.5
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• pp.241-247
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• 2021

This study analyzed the changes in explanatory power of the modified Jones model(1995) for estimating the amount of accruals for Korean Stock Market listed companies from 1990 to 2019. We hypothesized that if the properties of financial variables used in the existing model change over time or change in discretionary ratios, the model's explanatory power will change. As the result of regression models, I found that the explanatory power of the modified Jones model(1995) gradually declined over time. The results may be derived from the increase in accruals itself and the changes in the distribution of variables contained in the model. The results of this research's chronological approach are expected to give important implications to both academic researchers and accounting information users.

• International Journal of Highway Engineering
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• v.14 no.5
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• pp.189-199
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• 2012

PURPOSES: The purpose of this study is to propose a new methodology for developing statistical collision models and to show the validation results of the methodology. METHODS: A new modeling method of introducing variables into the model one by one in a multiplicative form is suggested. A method for choosing explanatory variables to be introduced into the model is explained. A method for determining functional forms for each explanatory variable is introduced as well as a parameter estimating procedure. A model selection method is also dealt with. Finally, the validation results is provided to demonstrate the efficacy of the final models developed using the method suggested in this study. RESULTS: According to the results of the validation for the total and injury collisions, the predictive powers of the models developed using the method suggested in this study were better than those of generalized linear models for the same data. CONCLUSIONS: Using the methodology suggested in this study, we could develop better statistical collision models having better predictive powers. This was because the methodology enabled us to find the relationships between dependant variable and each explanatory variable individually and to find the functional forms for the relationships which can be more likely non-linear.