• Title/Summary/Keyword: Fractional data regression

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REGRESSION FRACTIONAL HOT DECK IMPUTATION

  • Kim, Jae-Kwang
    • Journal of the Korean Statistical Society
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    • v.36 no.3
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    • pp.423-434
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    • 2007
  • Imputation using a regression model is a method to preserve the correlation among variables and to provide imputed point estimators. We discuss the implementation of regression imputation using fractional imputation. By a suitable choice of fractional weights, the fractional regression imputation can take the form of hot deck fractional imputation, thus no artificial values are constructed after the imputation. A variance estimator, which extends the method of Kim and Fuller (2004), is also proposed. Results from a limited simulation study are presented.

Fractional Integration in the Context of Deterministic Trends

  • Gil-Alana, L.A.
    • Communications for Statistical Applications and Methods
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    • v.11 no.2
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    • pp.313-321
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    • 2004
  • In this article we show that the tests of Robinson (1994) may have serious problems in distinguishing between fractionally integrated processes in the context of deterministic trends. The results are obtained via Monte Carlo experiments. A simple procedure, based on the t-values of the coefficients from the differenced regression, is presented to correctly specify the time series of interest and, an empirical application, using data of the US GNP is also carried out at the end of the article.

TIME SERIES PREDICTION USING INCREMENTAL REGRESSION

  • Kim, Sung-Hyun;Lee, Yong-Mi;Jin, Long;Chai, Duck-Jin;Ryu, Keun-Ho
    • Proceedings of the KSRS Conference
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    • v.2
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    • pp.635-638
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    • 2006
  • Regression of conventional prediction techniques in data mining uses the model which is generated from the training step. This model is applied to new input data without any change. If this model is applied directly to time series, the rate of prediction accuracy will be decreased. This paper proposes an incremental regression for time series prediction like typhoon track prediction. This technique considers the characteristic of time series which may be changed over time. It is composed of two steps. The first step executes a fractional process for applying input data to the regression model. The second step updates the model by using its information as new data. Additionally, the model is maintained by only recent data in a queue. This approach has the following two advantages. It maintains the minimum information of the model by using a matrix, so space complexity is reduced. Moreover, it prevents the increment of error rate by updating the model over time. Accuracy rate of the proposed method is measured by RME(Relative Mean Error) and RMSE(Root Mean Square Error). The results of typhoon track prediction experiment are performed by the proposed technique IMLR(Incremental Multiple Linear Regression) is more efficient than those of MLR(Multiple Linear Regression) and SVR(Support Vector Regression).

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Estimation of Log-Odds Ratios for Incomplete $2{\times}2$ Tables with Covariates using FEFI

  • Kang, Shin-Soo;Bae, Je-Min
    • Journal of the Korean Data and Information Science Society
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    • v.18 no.1
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    • pp.185-194
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    • 2007
  • The information of covariates are available to do fully efficient fractional imputation(FEFI). The new method, FEFI with logistic regression is proposed to construct complete contingency tables. Jackknife method is used to get a standard errors of log-odds ratio from the completed table by the new method. Simulation results, when covariates have more information about categorical variables, reveal that the new method provides more efficient estimates of log-odds ratio than either multiple imputation(MI) based on data augmentation or complete case analysis.

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Bayesian Model Selection for Nonlinear Regression under Noninformative Prior

  • Na, Jonghwa;Kim, Jeongsuk
    • Communications for Statistical Applications and Methods
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    • v.10 no.3
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    • pp.719-729
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    • 2003
  • We propose a Bayesian model selection procedure for nonlinear regression models under noninformative prior. For informative prior, Na and Kim (2002) suggested the Bayesian model selection procedure through MCMC techniques. We extend this method to the case of noninformative prior. The difficulty with the use of noninformative prior is that it is typically improper and hence is defined only up to arbitrary constant. The methods, such as Intrinsic Bayes Factor(IBF) and Fractional Bayes Factor(FBF), are used as a resolution to the problem. We showed the detailed model selection procedure through the specific real data set.

Comparison of Data Mining Classification Algorithms for Categorical Feature Variables (범주형 자료에 대한 데이터 마이닝 분류기법 성능 비교)

  • Sohn, So-Young;Shin, Hyung-Won
    • IE interfaces
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    • v.12 no.4
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    • pp.551-556
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    • 1999
  • In this paper, we compare the performance of three data mining classification algorithms(neural network, decision tree, logistic regression) in consideration of various characteristics of categorical input and output data. $2^{4-1}$. 3 fractional factorial design is used to simulate the comparison situation where factors used are (1) the categorical ratio of input variables, (2) the complexity of functional relationship between the output and input variables, (3) the size of randomness in the relationship, (4) the categorical ratio of an output variable, and (5) the classification algorithm. Experimental study results indicate the following: decision tree performs better than the others when the relationship between output and input variables is simple while logistic regression is better when the other way is around; and neural network appears a better choice than the others when the randomness in the relationship is relatively large. We also use Taguchi design to improve the practicality of our study results by letting the relationship between the output and input variables as a noise factor. As a result, the classification accuracy of neural network and decision tree turns out to be higher than that of logistic regression, when the categorical proportion of the output variable is even.

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Incremental Regression based on a Sliding Window for Stream Data Prediction (스트림 데이타 예측을 위한 슬라이딩 윈도우 기반 점진적 회귀분석)

  • Kim, Sung-Hyun;Jin, Long;Ryu, Keun-Ho
    • Journal of KIISE:Databases
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    • v.34 no.6
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    • pp.483-492
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    • 2007
  • Time series of conventional prediction techniques uses the model which is generated from the training step. This model is applied to new input data without any change. If this model is applied directly to stream data, the rate of prediction accuracy will be decreased. This paper proposes an stream data prediction technique using sliding window and regression. This technique considers the characteristic of time series which may be changed over time. It is composed of two steps. The first step executes a fractional process for applying input data to the regression model. The second step updates the model by using its information as new data. Additionally, the model is maintained by only recent data in a queue. This approach has the following two advantages. It maintains the minimum information of the model by using a matrix, so space complexity is reduced. Moreover, it prevents the increment of error rate by updating the model over time. Accuracy rate of the proposed method is measured by RME(Relative Mean Error) and RMSE(Root Mean Square Error). The results of stream data prediction experiment are performed by the proposed technique IMQR(Incremental Multiple Quadratic Regression) is more efficient than those of MLR(Multiple Linear Regression) and SVR(Support Vector Regression).

A Numerical Analysis Study for the Prediction of Convergences and Characteristics of Subsidence behavior in Shallow, Wide Tunnel Excavation (천층 광폭터널의 내공변위 및 침하거동특성 예측을 위한 수치해석적 연구)

  • 문승백;송승곤;양형식;전양수;한공창
    • Tunnel and Underground Space
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    • v.11 no.1
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    • pp.20-29
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    • 2001
  • Final convergence of tunnel crown due to excavation have been well predicted by regression analysis which is expressed as a function of convergence curve on a time and distance dependent. In this study, the validity of the equations for shallow, wide tunnel was investigated by measurement and numerical analysis. Studied tunnel(Sansoo Tunnel) is located at the boundary of downtown and mountain park. Exponential predictions equation was better coincided with measured data than fractional equation for studied tunnel, although the ground was expected to be elasto-plastic. This is because weathered rock ground is changed elasto-plastic ground into elastic ground by multi-steel grouting and forepoling.

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The Effects of Welding Process Parameters on Weld bead Width in GMAW Processes (GMAW 공정 중 용접 변수들이 용접 폭에 미치는 영향에 관한 연구)

  • 김일수;권욱현;박창언
    • Journal of Welding and Joining
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    • v.14 no.4
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    • pp.33-42
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    • 1996
  • In recent years there has been a significant growth in the use of the automated and/or robotic welding system, carried out as a means of improving productivity and quality, reducing product costs and removing the operator from tedious and potentially hazardous environments. One of the major difficulties with the automated and/or robotic welding process is the inherent lack of mathematical models for determination of suitable welding process parameters. Partial-penetration, single-pass bead-on-plate welds were fabricated in 12mm AS 1204 mild steel flats employing five different welding process parameters. The experimental results were used to develop three empirical equations: curvilinear; polynomial; and linear equations. The results were also employed to find the best mathematical equation under weld bend width to assist in the process control algorithms for the Gas Metal Arc Welding(GMAW) process and to correlate welding process parameters with weld bead width of bead-on-plates deposited. With the help of a standard statistical package program. SAS, multipe regression analysis was undertaken for investigating and modeling the GMAW process, and significance test techniques were applied for the interpretation of the experimental data.

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Selecting Optimal Design Condition based on Automobile Ride Satisfaction Using Mahalanobis Taguchi System (Mahalanobis Taguchi System을 이용한 자동차 승차감 만족도를 고려한 설계조건 선정에 관한 연구)

  • Hong, Jung-Eui
    • Proceedings of the Safety Management and Science Conference
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    • 2009.11a
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    • pp.99-107
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    • 2009
  • Mahalanobis Taguchi-System (MTS) has been used in different diagnostic applications to make quantitative decisions by constructing a multivariate system using data analytic methods without any assumption regarding statistical distribution. MTS performs Taguchi's fractional factorial design based on the Mahahlanobis distance as a performance metric. In this study, MTS used for analyzing automotive ride satisfaction, which measured as a CSR(Customer Satisfaction Rating). The automobile which has a good CSR score treated as a normal group for constructing Mahalanobis space. The results of this research show that two attribute (Impact Hardness and Memory Shake) have a minus gain value and can be removed from further analysis. With the linear regression model, the difference of CSR between using all 6 attributes and just using significant 4 attributes compared.

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