• 제목/요약/키워드: 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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    • 제36권3호
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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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    • 제11권2호
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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
    • 대한원격탐사학회:학술대회논문집
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    • 대한원격탐사학회 2006년도 Proceedings of ISRS 2006 PORSEC Volume II
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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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    • 제18권1호
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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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    • 제10권3호
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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.

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

  • 손소영;신형원
    • 산업공학
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    • 제12권4호
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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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스트림 데이타 예측을 위한 슬라이딩 윈도우 기반 점진적 회귀분석 (Incremental Regression based on a Sliding Window for Stream Data Prediction)

  • 김성현;김룡;류근호
    • 한국정보과학회논문지:데이타베이스
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    • 제34권6호
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    • pp.483-492
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    • 2007
  • 최근 센서 네트워크의 발달로 실세계의 많은 데이타가 시간 속성을 갖고 실시간으로 수집되고 있다. 기존의 시계열 데이타 예측 기법은 모델 갱신 없이 예측을 수행하였다. 그러나 스트림 데이타는 매우 빠르게 수집이 되고 시간이 지남에 따라 데이타의 특성이 변경될 수 있으므로 기존의 시계열 예측 기법을 적용하는 것은 적절하지 않다. 따라서 이 논문에서는 슬라이딩 윈도우와 점진적인 회귀분석을 이용한 스트림 데이타 예측 기법을 제안한다. 이 기법은 스트림 데이타를 다중 회귀 모델에 입력하기 위해 차원 분열을 통해 여러 개의 속성으로 분열(Fractal)하고, 변화되는 데이타의 분포를 반영하기 위해 슬라이딩 윈도우 기법을 사용하여 점진적으로 회귀 모델을 갱신한다. 또한 고정 크기 큐를 이용하여 최근의 데이타로만 모델을 유지한다. 이전 데이타의 유지 없이 최소 정보를 갖는 행렬을 통해 모델을 갱신하므로 낮은 공간 복잡도를 갖고 점진적으로 모델을 갱신함으로써 에러율의 증가를 방지한다. 제안된 기법의 타당성은 RME(Relative Mean Error)와 RMSE(Root Mean Square Error)를 이용하여 측정하였고, 실험 결과 다른 기법에 비해 우수하였다.

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

  • 문승백;송승곤;양형식;전양수;한공창
    • 터널과지하공간
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    • 제11권1호
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    • pp.20-29
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    • 2001
  • 터널 굴착으로 인한 천반의 최종 변위는 내공변위 곡선을 시간과 거리에 따른 임의의 함수로 표현하여 예측할수 있다. 본 연구에서는 도심지 주변의 천층 광폭터널에서의 변위 예측식의 적합성을 검토하였다. 연구 대상 터널은 도심과 무등산 공원의 경계에 위치하여 터널 상부의 토피고가 낮고 폭이 넓은 터널이다. 연구 결과, 토피고가 낮은 갱구부에서 풍화암 지반이 강관다단 그라우팅 및 forepoling 보강에 의해 탄소성지반이 아닌 탄성지반에 준하는 특성을 나타내는 풍화암 내지 연암층으로 된 연구대상 터널의 경우 지수함수식이 더 적합한 것으로 나타났다.

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

  • 김일수;권욱현;박창언
    • Journal of Welding and Joining
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    • 제14권4호
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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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Mahalanobis Taguchi System을 이용한 자동차 승차감 만족도를 고려한 설계조건 선정에 관한 연구 (Selecting Optimal Design Condition based on Automobile Ride Satisfaction Using Mahalanobis Taguchi System)

  • 홍정의
    • 대한안전경영과학회:학술대회논문집
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    • 대한안전경영과학회 2009년도 추계학술대회
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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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