• Title/Summary/Keyword: Forward sequential procedure

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The Forward Sequential Procedure for the Identifying Multiple Outliers in Linear Regression

  • Park, Jin-Pyo
    • Journal of the Korean Data and Information Science Society
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    • v.16 no.4
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    • pp.1053-1066
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    • 2005
  • In this paper we consider the problem of identifying and testing outliers in linear regression. First we consider the use of the so-called scale ratio tests for testing the null hypothesis of no outliers. This test is based on the ratio of two residual scale estimates. We show the asymptotic distribution of the test statistics and investigate its properties. Next we consider the problem of identifying the outliers. A forward sequential procedure using the suggested test is proposed. The new method is compared with classical procedure in the real data example. Unlike other forward procedures, the present one is unaffected by masking and swamping effects because the test statistic is based on robust scale estimate.

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The Sequential Testing of Multiple Outliers in Linear Regression

  • Park, Jinpyo;Park, Heechang
    • Communications for Statistical Applications and Methods
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    • v.8 no.2
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    • pp.337-346
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    • 2001
  • In this paper we consider the problem of identifying and testing the outliers in linear regression. first we consider the problem for testing the null hypothesis of no outliers. The test based on the ratio of two scale estimates is proposed. We show the asymptotic distribution of the test statistic by Monte Carlo simulation and investigate its properties. Next we consider the problem of identifying the outliers. A forward sequential procedure based on the suggested test is proposed and shown to perform fairly well. The forward sequential procedure is unaffected by masking and swamping effects because the test statistic is based on robust estimate.

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The Scale Ratio Testing of Multiple Outliers in Linear Regression

  • Park, Jin-Pyo
    • Journal of the Korean Data and Information Science Society
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    • v.14 no.3
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    • pp.673-685
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    • 2003
  • In this paper we consider the problem of identifying and testing outliers in linear regression. First we consider the problem for testing the null hypothesis of no outliers. A test based on the ratio of two residual scale estimates is proposed. We show the asymptotic distribution of the test statistics by Monte Carlo simulation and investigate its properties. Next we consider the problem of identifying the outliers. A forward sequential procedure using the suggested test is proposed and shown to perform fairly well. Unlike other forward procedures, the present one is unaffected by masking and swamping effects because the test statistic is based on robust scale estimate.

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The Identification Of Multiple Outliers

  • Park, Jin-Pyo
    • Journal of the Korean Data and Information Science Society
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    • v.11 no.2
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    • pp.201-215
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    • 2000
  • The classical method for regression analysis is the least squares method. However, if the data contain significant outliers, the least squares estimator can be broken down by outliers. To remedy this problem, the robust methods are important complement to the least squares method. Robust methods down weighs or completely ignore the outliers. This is not always best because the outliers can contain some very important information about the population. If they can be detected, the outliers can be further inspected and appropriate action can be taken based on the results. In this paper, I propose a sequential outlier test to identify outliers. It is based on the nonrobust estimate and the robust estimate of scatter of a robust regression residuals and is applied in forward procedure, removing the most extreme data at each step, until the test fails to detect outliers. Unlike other forward procedures, the present one is unaffected by swamping or masking effects because the statistics is based on the robust regression residuals. I show the asymptotic distribution of the test statistics and apply the test to several real data and simulated data for the test to be shown to perform fairly well.

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The Detection and Testing of Multiple Outliers in Linear Regression

  • Park, Jin-Pyo;Zamar, Ruben H.
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.4
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    • pp.921-934
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    • 2004
  • We consider the problem of identifying and testing outliers in linear regression. First, we consider the scale-ratio tests for testing the null hypothesis of no outliers. A test based on the ratio of two residual scale estimates is proposed. We show the asymptotic distribution of test statistics and investigate the properties of the test. Next we consider the problem of identifying the outliers. A forward procedure based on the suggested test is proposed and shown to perform fairly well. The forward procedure is unaffected by masking and swamping effects because the test statistics used a robust scale estimate.

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Selection of Machining Parameters of Electric Discharge Wire Cut Using 2-Step Neuro-estimation (2단계 신경망 추정에 의한 와이어 컷 방전 가공 조건 선정)

  • Lee, Keon-Beom;Ju, Sang-Yoon;Wang, Gi-Nam
    • IE interfaces
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    • v.10 no.3
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    • pp.125-132
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    • 1997
  • We proposed a 2-step neural network approach for estimating machining parameters of electric discharge wire cut. The first step net, which is described as a backward neuro-estimation, is designed for estimating coarse cutting parameters while the second phase net, as a polishing forward neuro-estimation, is utilized for determining fine parameters. Sequential estimation procedure, based on backward and forward net, is performed using the net's approximation capability which is M to 1 and 1 to M mapping property. Experimental results an given to evaluate the accuracy of the proposed 2-step neuro-estimation.

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A Method of Detection of Deepfake Using Bidirectional Convolutional LSTM (Bidirectional Convolutional LSTM을 이용한 Deepfake 탐지 방법)

  • Lee, Dae-hyeon;Moon, Jong-sub
    • Journal of the Korea Institute of Information Security & Cryptology
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    • v.30 no.6
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    • pp.1053-1065
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    • 2020
  • With the recent development of hardware performance and artificial intelligence technology, sophisticated fake videos that are difficult to distinguish with the human's eye are increasing. Face synthesis technology using artificial intelligence is called Deepfake, and anyone with a little programming skill and deep learning knowledge can produce sophisticated fake videos using Deepfake. A number of indiscriminate fake videos has been increased significantly, which may lead to problems such as privacy violations, fake news and fraud. Therefore, it is necessary to detect fake video clips that cannot be discriminated by a human eyes. Thus, in this paper, we propose a deep-fake detection model applied with Bidirectional Convolution LSTM and Attention Module. Unlike LSTM, which considers only the forward sequential procedure, the model proposed in this paper uses the reverse order procedure. The Attention Module is used with a Convolutional neural network model to use the characteristics of each frame for extraction. Experiments have shown that the model proposed has 93.5% accuracy and AUC is up to 50% higher than the results of pre-existing studies.

Back Analysis of the Earth Wall in Multi-layered Subgrade (다층지반에 근입된 흙막이 벽의 역해석에 관한 연구)

  • 이승훈;김종민;김수일;장범수
    • Journal of the Korean Geotechnical Society
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    • v.18 no.1
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    • pp.71-78
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    • 2002
  • This paper presents a back-calculation technique leer the prediction of the behavior of earth wall inserted in multi-layered soil deposit. The soil properties are back-calculated from the measured displacement at each construction stage and the behavior of earth wall far the next construction stage is predicted using back-calculated soil properties. For multi-layered soil deposit, the back-calculation would be very difficult due to the increase in the number of variables. In this study, to solve this difficulty, the back-calculation was performed successively from the lowest layer to the upper layers. An efficient elasto-plastic beam-column analysis was used for forward analysis to minimize the computation time of iterative back-calculation procedure. The coefficients of subgrade reaction and lateral earth pressure necessary for the formation of p-y curve were selected as back calculation variables, and to minimize the effect of abnormal behavior of the wall which might be caused by any unexpected action during construction, the difference between measured displacement increment and computed displacement increment at each construction stages is used as the objective function of optimization. The constrained sequential linear programming was used for the optimization technique to found values of variables minimizing the objective function. The proposed method in this study was verified using numerically generated data and measured field data.