• Title/Summary/Keyword: 최소자승 회귀기법

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Performance Comparison of Data Mining Approaches for Prediction Models of Near Infrared Spectroscopy Data (근적외선 분광 데이터 예측 모형을 위한 데이터 마이닝 기법의 성능비교)

  • Baek, Seung Hyun
    • Journal of the Korea Safety Management & Science
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    • v.15 no.4
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    • pp.311-315
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    • 2013
  • 본 논문에서는 주성분 회귀법과 부분최소자승 회귀법을 비교하여 보여준다. 이 비교의 목적은 선형형태를 보유한 근적외선 분광 데이터의 분석에 사용할 수 있는 적합한 예측 방법을 찾기 위해서이다. 두 가지 데이터 마이닝 방법론인 주성분 회귀법과 부분최소자승 회귀법이 비교되어 질 것이다. 본 논문에서는 부분최소자승 회귀법은 주성분 회귀법과 비교했을 때 약간 나은 예측능력을 가진 결과를 보여준다. 주성분 회귀법에서 50개의 주성분이 모델을 생성하기 위해서 사용지만 부분최소자승 회귀법에서는 12개의 잠재요소가 사용되었다. 평균제곱오차가 예측능력을 측정하는 도구로 사용되었다. 본 논문의 근적외선 분광데이터 분석에 따르면 부분최소자승회귀법이 선형경향을 가진 데이터의 예측에 가장 적합한 모델로 판명되었다.

Performance Analysis of MVDR and RLS Beamforming Using Systolic Array Structure (시스토릭 어레이 구조를 갖는 최소분산 비왜곡응답 및 최소자승 회귀 빔형성기법 성능 분석)

  • 이호중;서상우;이원철
    • The Journal of the Acoustical Society of Korea
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    • v.22 no.1
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    • pp.1-6
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    • 2003
  • This paper analyses the performance of either the minimum variance distortionless response (MVDR) or the recursive least square (RLS) beamformer structured on the systolic array. Provided that the snapshot vector including the desired user's signal and the interferences with the noise is received at the array antenna. In order to improve the quality of received signal, MVDR or RLS algorithm can be utilized to update the beamformer weights recursively. Furthermore to increase the channel capacity, by the usage of the above schemes, the effect of the spatial filtering can be obtained which constructively combining multipath components corresponding to the desired user whereas the multiple access interferences (MAI) is nulled out on spatial domain. This paper introduces the MVDR and RLS beamformer structured on systolic array conducting the spatial filtering, and its performance under the multipath fading channel in the presence of multiple access interferences will be analyzed. To show the superior spatial filtering performances of the proposed scheme employing the systolic way structured beamformer, the computer simulations are carried out. And the validity of practical deployment of the proposed scheme will be confirmed throughout showing the BER behaviors and the beampatterns.

Load Forecasting for Holidays using Fuzzy Least-Squares Linear Regression Algorithm (퍼지 최소자승 선형회귀분석 알고리즘을 이용한 특수일 전력수요예측)

  • Ku, Bon-Suk;Baek, Young-Sik;Song, Kyung-Bin
    • Proceedings of the KIEE Conference
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    • 2001.11b
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    • pp.51-53
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    • 2001
  • 전력 수요 예측은 전력 수급 안정과 양질의 전력을 공급하기 위한 필수 기법이며 경쟁적인 전력시장에서 전력요금과 밀접한 관련이 있다. 그러므로, 경쟁적인 전력시장 구조하의 시장 참여자에게 있어서 전력 수요 예측은 매우 관심 있는 사항이다. 최근의 전력 수요 예측 기법으로 예측한 오차율을 살펴보면 평일과는 다르게 특수일의 전력 수요예측은 평균 5%를 상회하는 수준으로 예측의 정확도가 평일 예측에 비해 크게 낮은데 이유는 특수일이 평일에 비하여 부하의 크기가 다소 낮게 나타나고 특수일 마다 계절적인 차이가 있으며 각각의 특수일 마다 고유한 부하의 특성이 있으므로 과거 데이터를 이용할 때 동일 특수일을 이용하게 되며 따라서 평일과는 다르게 일년 단위로 과거 데이터 값들이 취득되므로 오차율이 커진다. 따라서 데이터들을 퍼지화하여 선형계획법을 수행하여 평균 $2{\sim}3%$ 정도의 우수한 결과를 도출한 바 있다. 본 논문에서는 퍼지 선형회귀분석법을 이용한 예측 기법에 최소자승법을 도입하여 특수일 전력 수요예측의 정확도를 개선하였다.

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A new classification method using penalized partial least squares (벌점 부분최소자승법을 이용한 분류방법)

  • Kim, Yun-Dae;Jun, Chi-Hyuck;Lee, Hye-Seon
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.5
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    • pp.931-940
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    • 2011
  • Classification is to generate a rule of classifying objects into several categories based on the learning sample. Good classification model should classify new objects with low misclassification error. Many types of classification methods have been developed including logistic regression, discriminant analysis and tree. This paper presents a new classification method using penalized partial least squares. Penalized partial least squares can make the model more robust and remedy multicollinearity problem. This paper compares the proposed method with logistic regression and PCA based discriminant analysis by some real and artificial data. It is concluded that the new method has better power as compared with other methods.

A Study on the Improvement of the Accuracy for the Least-Squares Method Using Orthogonal Function (직교함수를 이용한 최소자승법의 정밀도 향상에 관한 연구)

  • Cho, Won Cheol;Lee, Jae Joon
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.6 no.4
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    • pp.43-52
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    • 1986
  • With increasing of computer use, a least squares method is now widely used in the regression analysis of various data. Unreliable results of regression coefficients due to the floating point of computer and problems of ordinary least squares method are described in detail. To improve these problems, a least squares method using orthogonal function is developed. Also, Comparison and analysis are performed through an example of numerical test, and re-orthogonalization method is used to increase the accuracy. As an example of application, the optimum order of AR process for the time series of monthly flow at the Pyungchang station is determined using Akaike's FPE(Final Prediction Error) which decides optimum degree of AR process. The result shows the AR(2) process is optimum to the series at the station.

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Fast Simulation of Output Voltage for High-Shock Piezoresistive Microaccelerometer Using Mode Superposition Method and Least Square Method (모드중첩법 및 최소자승법을 통한 고충격 압저항 미소가속도계의 출력전압 해석)

  • Han, Jeong-Sam;Kwon, Ki-Beom
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.36 no.7
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    • pp.777-787
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    • 2012
  • The transient analysis for the output voltage of a piezoresistive microaccelerometer takes a relatively high computation time because at least two iterations are required to calculate the piezoresistive-structural coupled response at each time step. In this study, the high computational cost for calculating the transient output voltage is considerably reduced by an approach integrating the mode superposition method and the least square method. In the approach, data on static displacement and output voltage calculated by piezoresistive-structural coupled simulation for three acceleration inputs are used to develop a quadratic regression model, relating the output voltage to the displacement at a certain observation point. The transient output voltage is then approximated by a regression model using the displacement response cheaply calculated by the mode superposition method. A high-impact microaccelerometer subject to several types of acceleration inputs such as 100,000 G shock, sine, step, and square pulses are adopted as a numerical example to represent the efficiency and accuracy of the suggested approach.

Comparative Study of Approximate Optimization Techniques in CAE-Based Structural Design (구조 최적설계를 위한 다양한 근사 최적화기법의 적용 및 비교에 관한 연구)

  • Song, Chang-Yong;Lee, Jong-Soo
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.34 no.11
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    • pp.1603-1611
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    • 2010
  • The comparative study of regression-model-based approximate optimization techniques used in the strength design of an automotive knuckle component that will be under bump and brake loading conditions is carried out. The design problem is formulated such that the cross-sectional sizing variables are determined by minimizing the weight of the knuckle component that is subjected to stresses, deformations, and vibration frequency constraints. The techniques used in the comparative study are sequential approximate optimization (SAO), sequential two-point diagonal quadratic approximate optimization (STDQAO), and approximate optimization based on enhanced moving least squares method (MLSM), such as CF (constraint feasible)-MLSM and Post-MLSM. Commercial process integration and design optimization (PIDO) tools are utilized for the application of SAO and STDQAO. The enhanced MLSM-based approximate optimization techniques are newly developed to ensure constraint feasibility. The results of the approximate optimization techniques are compared with those of actual non-approximate optimization to evaluate their numerical performances.

Rancidity Estimation of Perilla Seed Oil using NIR Spectroscopy and Multi-variate Analysis Techniques (근적외선 분광기법과 인공신경망을 이용한 식용유지의 산패 분석)

  • Lee, Ah-Yeong;Hong, Suk-Ju;Rho, Shin-Jung;Park, Heesoo;Kim, Yong-Ro;Kim, Ghiseok
    • Proceedings of the Korean Society for Agricultural Machinery Conference
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    • 2017.04a
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    • pp.98-98
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    • 2017
  • 대부분의 가정과 요식업체, 식품가공업계에서 이용하고 있는 식용유지는 저장 및 가공과정 중에 산패가 빈번하게 일어나게 된다. 기존에는 유지 산패를 측정하기 위해 산가, 과산화물가 등을 측정하는 이화학적인 적정방법을 이용하였는데 실험자의 숙련도에 따라 결과의 오차가 발생할 수 있고, 반복실험으로 인한 시간과 비용이 많이 소모되는 등 여러 제약사항을 포함하고 있어 식용유지의 산패를 실시간 비파괴적으로 분석할 수 있는 기술의 개발에 많은 관심이 모아지고 있다. 따라서, 본 연구에서는 식용유지의 저장조건에 따른 산패정도를 비파괴적으로 평가하기 위한 근적외선 분광분석과 인공신경망 분석기술을 개발하여 그 실효성을 평가하였다. 식물성 식용유지인 들기름을 특정 온도에서 일정한 시간동안 저장하면서 이화학적 적정방법을 통해 산가와 과산화물가를 측정하였으며 동일한 시료의 근적외선 투과스펙트럼을 획득하였다. 수집된 정보를 이용하여 유지 산패 예측 모델을 개발하기 위해 다변량 분석기법 (주성분 회귀분석, 최소자승 회귀분석과 인공신경망 분석)을 적용하였다. 분석 결과, 인공신경망 분석모델이 산가 ($R^2_{tra}:0.9037$, $R^2_{val}:0.8175$, $R^2_{test}:0.8555$)와 과산화물가 ($R^2_{tra}:0.9210$, $R^2_{val}:0.9341$, $R^2_{test}:0.8286$)의 예측 성능이 가장 우수한 것으로 확인되었다. 본 연구의 결과들은 농산물과 식품의 성분 측정뿐만 아니라 다른 산업분야에서도 유용하게 활용될 수 있을 것으로 기대되어진다.

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Frequency-Domain RLS Algorithm Based on the Block Processing Technique (블록 프로세싱 기법을 이용한 주파수 영역에서의 회귀 최소 자승 알고리듬)

  • 박부견;김동규;박원석
    • 제어로봇시스템학회:학술대회논문집
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    • 2000.10a
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    • pp.240-240
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    • 2000
  • This paper presents two algorithms based on the concept of the frequency domain adaptive filter(FDAF). First the frequency domain recursive least squares(FRLS) algorithm with the overlap-save filtering technique is introduced. This minimizes the sum of exponentially weighted square errors in the frequency domain. To eliminate discrepancies between the linear convolution and the circular convolution, the overlap-save method is utilized. Second, the sliding method of data blocks is studied Co overcome processing delays and complexity roads of the FRLS algorithm. The size of the extended data block is twice as long as the filter tap length. It is possible to slide the data block variously by the adjustable hopping index. By selecting the hopping index appropriately, we can take a trade-off between the convergence rate and the computational complexity. When the input signal is highly correlated and the length of the target FIR filter is huge, the FRLS algorithm based on the block processing technique has good performances in the convergence rate and the computational complexity.

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Calibration of a Five-Hole Pressure Probe using a Single Sector Error Interpolation Model (단일영역 오차보간 모델을 이용한 5-Hole Pressure Probe의 교정)

  • O, Se-Yun;An, Seung-Gi;Jo, Cheol-Yeong
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.34 no.5
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    • pp.30-38
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    • 2006
  • A new calibration method for five-hole pressure probe is presented. This method provides accuracies better than those based on the traditional regression method. The calibration algorithm uses a single sector interpolation response surface calculated by comparing the regression curve fits with the actual calibration data. A five-hole pressure probe with hemispherical tip was fabricated and calibrated at Reynolds number of $4.11{\times}10^6$/m and flow angle of ${\pm}48$ degrees. Two data prediction models, the least-square regression and a single sector error interpolation, were evaluated. The comparison of these two calibration methods to a five-hole probe is described and discussed. An evaluation of the calibration accuracy is also given.