• 제목/요약/키워드: Exponential Regression

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Comparative Study on Imputation Procedures in Exponential Regression Model with missing values

  • Park, Young-Sool;Kim, Soon-Kwi
    • Journal of the Korean Data and Information Science Society
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    • 제14권2호
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    • pp.143-152
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    • 2003
  • A data set having missing observations is often completed by using imputed values. In this paper, performances and accuracy of five imputation procedures are evaluated when missing values exist only on the response variable in the exponential regression model. Our simulation results show that adjusted exponential regression imputation procedure can be well used to compensate for missing data, in particular, compared to other imputation procedures. An illustrative example using real data is provided.

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Imputation Procedures in Exponential Regression Analysis in the presence of missing values

  • 박영술
    • 한국데이터정보과학회:학술대회논문집
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    • 한국데이터정보과학회 2003년도 춘계학술대회
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    • pp.135-144
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    • 2003
  • A data set having missing observations is often completed by using imputed values. In this paper, performances and accuracy of five imputation procedures are evaluated when missing values exist only on the response variable in the exponential regression model. Our simulation results show that adjusted exponential regression imputation procedure can be well used to compensate for missing data, in particular, compared to other imputation procedures. An illustrative example using real data is provided.

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New Dispersion Function in the Rank Regression

  • Choi, Young-Hun
    • Communications for Statistical Applications and Methods
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    • 제9권1호
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    • pp.101-113
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    • 2002
  • In this paper we introduce a new score generating (unction for the rank regression in the linear regression model. The score function compares the $\gamma$'th and s\`th power of the tail probabilities of the underlying probability distribution. We show that the rank estimate asymptotically converges to a multivariate normal. further we derive the asymptotic Pitman relative efficiencies and the most efficient values of $\gamma$ and s under the symmetric distribution such as uniform, normal, cauchy and double exponential distributions and the asymmetric distribution such as exponential and lognormal distributions respectively.

지수평활법과 SUR 모형을 통한 세계 해상물동량 예측 연구 (A Study on the Prediction of the World Seaborne Trade Volume through the Exponential Smoothing Method and Seemingly Unrelated Regression Model)

  • 안영균
    • 무역학회지
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    • 제44권2호
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    • pp.51-62
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    • 2019
  • This study predicts the future world seaborne trade volume with econometrics methods using 23-year time series data provided by Clarksons. For this purpose, this study uses simple regression analysis, exponential smoothing method and seemingly unrelated regression model (SUR Model). This study is meaningful in that it predicts worldwide total seaborne trade volume and seaborne traffic in four major items (container, bulk, crude oil, and LNG) from 2019 to 2023 as there are few prior studies that predict future seaborne traffic using recent data. It is expected that more useful references can be provided to trade related workers if the analysis period was increased and additional variables could be included in future studies.

단기수요예측 알고리즘 (An Algorithm of Short-Term Load Forecasting)

  • 송경빈;하성관
    • 대한전기학회논문지:전력기술부문A
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    • 제53권10호
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    • pp.529-535
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    • 2004
  • Load forecasting is essential in the electricity market for the participants to manage the market efficiently and stably. A wide variety of techniques/algorithms for load forecasting has been reported in many literatures. These techniques are as follows: multiple linear regression, stochastic time series, general exponential smoothing, state space and Kalman filter, knowledge-based expert system approach (fuzzy method and artificial neural network). These techniques have improved the accuracy of the load forecasting. In recent 10 years, many researchers have focused on artificial neural network and fuzzy method for the load forecasting. In this paper, we propose an algorithm of a hybrid load forecasting method using fuzzy linear regression and general exponential smoothing and considering the sensitivities of the temperature. In order to consider the lower load of weekends and Monday than weekdays, fuzzy linear regression method is proposed. The temperature sensitivity is used to improve the accuracy of the load forecasting through the relation of the daily load and temperature. And the normal load of weekdays is easily forecasted by general exponential smoothing method. Test results show that the proposed algorithm improves the accuracy of the load forecasting in 1996.

객체 검출을 위한 통계치 적응적인 선형 회귀 기반 객체 크기 예측 (Object Size Prediction based on Statistics Adaptive Linear Regression for Object Detection)

  • 권용혜;이종석;심동규
    • 방송공학회논문지
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    • 제26권2호
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    • pp.184-196
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    • 2021
  • 본 논문은 객체 검출 알고리즘을 위한 통계치 적응적인 선형 회귀 기반 객체 크기 예측 방법을 제안한다. 기존에 제안된 딥 러닝 기반 객체 검출 알고리즘 중 YOLOv2 및 YOLOv3은 객체의 크기를 예측하기 위하여 네트워크의 마지막 계층에 통계치 적응적인 지수 회귀 모델을 사용한다. 하지만, 지수 회귀 모델은 역전파 과정에서 지수 함수의 특성상 매우 큰 미분값을 네트워크의 파라미터로 전파시킬 수 있는 문제점이 있다. 따라서 본 논문에서는 미분 값의 발산 문제를 해결하기 위하여 객체 크기 예측을 위한 통계치 적응적인 선형 회귀 모델을 제안한다. 제안하는 통계치 적응적인 선형 회귀 모델은 딥러닝 네트워크의 마지막 계층에 사용되며, 학습 데이터셋에 존재하는 객체들의 크기에 대한 통계치를 이용하여 객체의 크기를 예측한다. 제안하는 방법의 성능 평가를 위하여 YOLOv3 tiny를 기반으로 제안하는 방법을 적용하여 재설계한 네트워크의 검출 성능과 YOLOv3 tiny의 검출 성능을 비교하였으며, 성능 비교를 위한 데이터셋으로는 UFPR-ALPR 데이터셋을 사용하였다. 실험을 통해 제안하는 방법의 우수성을 검증하였다.

지수감쇠계수의 자동 및 정밀 측정을 위한 지수실험장치 개선 (Improvement of the Exponential Experiment System for the Automatical and Accurate Measurement of the Exponential Decay constant)

  • 신희성;장지운;이윤희;황용화;김호동
    • 한국방사성폐기물학회:학술대회논문집
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    • 한국방사성폐기물학회 2004년도 학술논문집
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    • pp.292-303
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    • 2004
  • 기존의 지수실험장치에 PLC와 스텝핑 모터로 구성된 자동화 제어장치를 부착하여 중성자 선원과 검출기를 자동으로 정확하게 이동할 수 있도록 개선하였다. 또한 GENIE 2000 라이브러리에 기반을 둔 MCA와 PLC를 동시에 구동할 수 있는 통합자동화 프로그램을 개발하였다. 이와 같이 체계적인 장치로 개선된 실험장치를 사용하여 고리 1 호기의 사용후핵연료 집합체, Cl4, Jl4 및 G23과 고리 2 호기의 사용후핵연료 집하체, J44의 대한 지수실험을 수행하였다. 그 결과 4 개 집합체에 대한 평균 지수감쇠계수는 각각 0.1302, 0.1267, 0.1247 및 0.1210으로 결정되었다.

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Robust extreme quantile estimation for Pareto-type tails through an exponential regression model

  • Richard Minkah;Tertius de Wet;Abhik Ghosh;Haitham M. Yousof
    • Communications for Statistical Applications and Methods
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    • 제30권6호
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    • pp.531-550
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    • 2023
  • The estimation of extreme quantiles is one of the main objectives of statistics of extremes (which deals with the estimation of rare events). In this paper, a robust estimator of extreme quantile of a heavy-tailed distribution is considered. The estimator is obtained through the minimum density power divergence criterion on an exponential regression model. The proposed estimator was compared with two estimators of extreme quantiles in the literature in a simulation study. The results show that the proposed estimator is stable to the choice of the number of top order statistics and show lesser bias and mean square error compared to the existing extreme quantile estimators. Practical application of the proposed estimator is illustrated with data from the pedochemical and insurance industries.

Some efficient ratio-type exponential estimators using the Robust regression's Huber M-estimation function

  • Vinay Kumar Yadav;Shakti Prasad
    • Communications for Statistical Applications and Methods
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    • 제31권3호
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    • pp.291-308
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    • 2024
  • The current article discusses ratio type exponential estimators for estimating the mean of a finite population in sample surveys. The estimators uses robust regression's Huber M-estimation function, and their bias as well as mean squared error expressions are derived. It was campared with Kadilar, Candan, and Cingi (Hacet J Math Stat, 36, 181-188, 2007) estimators. The circumstances under which the suggested estimators perform better than competing estimators are discussed. Five different population datasets with a well recognized outlier have been widely used in numerical and simulation-based research. These thorough studies seek to provide strong proof to back up our claims by carefully assessing and validating the theoretical results reported in our study. The estimators that have been proposed are intended to significantly improve both the efficiency and accuracy of estimating the mean of a finite population. As a result, the results that are obtained from statistical analyses will be more reliable and precise.

Computation and Smoothing Parameter Selection In Penalized Likelihood Regression

  • Kim Young-Ju
    • Communications for Statistical Applications and Methods
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    • 제12권3호
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    • pp.743-758
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    • 2005
  • This paper consider penalized likelihood regression with data from exponential family. The fast computation method applied to Gaussian data(Kim and Gu, 2004) is extended to non Gaussian data through asymptotically efficient low dimensional approximations and corresponding algorithm is proposed. Also smoothing parameter selection is explored for various exponential families, which extends the existing cross validation method of Xiang and Wahba evaluated only with Bernoulli data.