• 제목/요약/키워드: Fuzzy Regression Models

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Fuzzy Semiparametric Support Vector Regression for Seasonal Time Series Analysis

  • Shim, Joo-Yong;Hwang, Chang-Ha;Hong, Dug-Hun
    • Communications for Statistical Applications and Methods
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    • 제16권2호
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    • pp.335-348
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    • 2009
  • Fuzzy regression is used as a complement or an alternative to represent the relation between variables among the forecasting models especially when the data is insufficient to evaluate the relation. Such phenomenon often occurs in seasonal time series data which require large amount of data to describe the underlying pattern. Semiparametric model is useful tool in the case where domain knowledge exists about the function to be estimated or emphasis is put onto understandability of the model. In this paper we propose fuzzy semiparametric support vector regression so that it can provide good performance on forecasting of the seasonal time series by incorporating into fuzzy support vector regression the basis functions which indicate the seasonal variation of time series. In order to indicate the performance of this method, we present two examples of predicting the seasonal time series. Experimental results show that the proposed method is very attractive for the seasonal time series in fuzzy environments.

전력수요예측을 위한 다양한 퍼지 최소자승 선형회귀 모델 (Various Models of Fuzzy Least-Squares Linear Regression for Load Forecasting)

  • 송경빈
    • 조명전기설비학회논문지
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    • 제21권7호
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    • pp.61-67
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    • 2007
  • 전력수요예측은 전력계통의 운용을 위해 필수적이다. 따라서 다양한 방법이 제시되어 왔으며, 특히 특수일의 수요예측은 평일과 구분되며, 부하 패턴을 축출하기에 충분한 자료 확보가 어려워 예측 오차가 크게 나타난다. 본 논문에서는 특수일의 부하예측 정확도를 개선하기 위해 퍼지 최소자승 선형회귀 모델을 분석한다. 4종류의 퍼지 최소자승 선형회귀 모델에 대해 분석과 사례연구를 통하여 가장 정확한 모델을 제시한다.

퍼지의사결정을 이용한 RC구조물의 건전성평가 (Integrity Assessment for Reinforced Concrete Structures Using Fuzzy Decision Making)

  • 박철수;손용우;이증빈
    • 한국전산구조공학회:학술대회논문집
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    • 한국전산구조공학회 2002년도 봄 학술발표회 논문집
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    • pp.274-283
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    • 2002
  • This paper presents an efficient models for reinforeced concrete structures using CART-ANFIS(classification and regression tree-adaptive neuro fuzzy inference system). a fuzzy decision tree parttitions the input space of a data set into mutually exclusive regions, each of which is assigned a label, a value, or an action to characterize its data points. Fuzzy decision trees used for classification problems are often called fuzzy classification trees, and each terminal node contains a label that indicates the predicted class of a given feature vector. In the same vein, decision trees used for regression problems are often called fuzzy regression trees, and the terminal node labels may be constants or equations that specify the Predicted output value of a given input vector. Note that CART can select relevant inputs and do tree partitioning of the input space, while ANFIS refines the regression and makes it everywhere continuous and smooth. Thus it can be seen that CART and ANFIS are complementary and their combination constitutes a solid approach to fuzzy modeling.

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A Study on the Support Vector Machine Based Fuzzy Time Series Model

  • Seok, Kyung-Ha
    • Journal of the Korean Data and Information Science Society
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    • 제17권3호
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    • pp.821-830
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    • 2006
  • This paper develops support vector based fuzzy linear and nonlinear regression models and applies it to forecasting the exchange rate. We use the result of Tanaka(1982, 1987) for crisp input and output. The model makes it possible to forecast the best and worst possible situation based on fewer than 50 observations. We show that the developed model is good through real data.

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Kernel-Based Fuzzy Regression Machine For Predicting Turbulent Flows

  • 홍덕헌;황창하
    • 한국데이터정보과학회:학술대회논문집
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    • 한국데이터정보과학회 2004년도 춘계학술대회
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    • pp.91-101
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    • 2004
  • The turbulent flow is of fundamental interest because the conservation equations for thermodynamics, mass and momentum are linked together. This turbulent flow consists of some coherent time- and space-organized vortical structures. Research has already shown that some dynamic systems and experimental models still cannot provide a good nonlinear analysis of turbulent time series. In the real turbulent flow, very complicated nonlinear behaviors, which are affected by many vague factors are present. In this paper, a kernel-based machine for fuzzy nonlinear regression analysis is proposed to predict the nonlinear time series of turbulent flows. In order to show the practicality and usefulness of this model, we present an example of predicting the near-wall turbulence time series as a verifiable model and compare with fuzzy piecewise regression. The results of practical applications show that the proposed method is appropriate and appears to be useful in nonlinear analysis and in fuzzy environments to predict the turbulence time series.

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회귀모형을 이용한 한국프로농구 승부결과 분석 (Analysis of the outcome for the Korean Pro-Basketball games using Regression models)

  • 장효진;곽현;최승회
    • 한국지능시스템학회논문지
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    • 제25권5호
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    • pp.489-494
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    • 2015
  • 본 연구의 목적은 프로농구 경기의 승부 결과를 회귀모형을 이용하여 분석하는 것이다. 이를 위해 본 연구에서는 전통적인 회귀분석 방법과 문자적인 변수를 사용하는 퍼지회귀모형을 사용하였다. 승부의 결과를 두 팀 간의 점수차로 표현하여 분석한 일반회귀분석 방법에서는 두 팀의 점수차에 영향을 미치는 변수를 찾아 승부의 결과에 대한 회귀모형을 제시하였다. 그리고 두 팀의 승부 결과를 "대승, 승리, 신승, 석패, 패배 그리고 대패"와 같이 문자적으로 표현한 퍼지회귀모형에서는 각 팀의 경기력과 조직력을 퍼지수로 표현하여 각 팀의 경기력과 조직력이 승부의 결과에 미치는 영향을 분석하였다. 본 연구는 한국프로농구연맹(KBL, Korea Basketball League)에서 제공하는 2013~2014시즌의 자료와 프로농구의 결과를 분석하는 칼럼들을 이용하여 분석하였다.

A Study on the Development of Fuzzy Linear Regression I

  • Kim, Hakyun
    • 한국정보시스템학회지:정보시스템연구
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    • 제4권
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    • pp.27-39
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    • 1995
  • This study tests the fuzzy linear regression model to see if there is a performance difference between it and the classical linear regression model. These results show that FLR was better as f forecasting technique when compared with CLR. Another important find in the test of the two different regression methods is that they generate two different predicted P/E ratios from expected value test, variance test and error test of two different regressions, though we can not see a significant difference between two regression models doing test in error measurements (GMRAE, MAPE, MSE, MAD). So, in this financial setting we can conclude that FLR is not superior to CLR, comparing and testing between the t재 different regression models. However, FLR is better than CLR in the error measurements.

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FUZZY SUPPORT VECTOR REGRESSION MODEL FOR THE CALCULATION OF THE COLLAPSE MOMENT FOR WALL-THINNED PIPES

  • Yang, Heon-Young;Na, Man-Gyun;Kim, Jin-Weon
    • Nuclear Engineering and Technology
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    • 제40권7호
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    • pp.607-614
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    • 2008
  • Since pipes with wall-thinning defects can collapse at fluid pressure that are lower than expected, the collapse moment of wall-thinned pipes should be determined accurately for the safety of nuclear power plants. Wall-thinning defects, which are mostly found in pipe bends and elbows, are mainly caused by flow-accelerated corrosion. This lowers the failure pressure, load-carrying capacity, deformation ability, and fatigue resistance of pipe bends and elbows. This paper offers a support vector regression (SVR) model further enhanced with a fuzzy algorithm for calculation of the collapse moment and for evaluating the integrity of wall-thinned piping systems. The fuzzy support vector regression (FSVR) model is applied to numerical data obtained from finite element analyses of piping systems with wall-thinning defects. In this paper, three FSVR models are developed, respectively, for three data sets divided into extrados, intrados, and crown defects corresponding to three different defect locations. It is known that FSVR models are sufficiently accurate for an integrity evaluation of piping systems from laser or ultrasonic measurements of wall-thinning defects.

퍼지논리를 이용한 수평 머시닝 센터의 열변형 오차 모델링 (Thermal Error Modeling of a Horizontal Machining Center Using the Fuzzy Logic Strategy)

  • 이재하;이진현;양승한
    • 대한기계학회논문집A
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    • 제24권10호
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    • pp.2589-2596
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    • 2000
  • As current manufacturing processes require high spindle speed and precise machining, increasing accuracy by reducing volumetric errors of the machine itself, particularly thermal errors, is very important. Thermal errors can be estimated by many empirical models, for example, an FEM model, a neural network model, a linear regression model, an engineering judgment model, etc. This paper discusses to make a modeling of thermal errors efficiently through backward elimination and fuzzy logic strategy. The model of a thermal error using fuzzy logic strategy overcomes limitation of accuracy in the linear regression model or the engineering judgment model. It shows that the fuzzy model has more better performance than linear regression model, though it has less number of thermal variables than the other. The fuzzy model does not need to have complex procedure such like multi-regression and to know the characteristics of the plant, and the parameters of the model can be mathematically calculated. Also, the fuzzy model can be applied to any machine, but it delivers greater accuracy and robustness.

퍼지의사결정을 이용한 교량 구조물의 건전성평가 모델 (Integrity Assessment Models for Bridge Structures Using Fuzzy Decision-Making)

  • 안영기;김성칠
    • 콘크리트학회논문집
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    • 제14권6호
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    • pp.1022-1031
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    • 2002
  • 본 연구에서는 분규ㆍ회귀목-적응 뉴고 퍼지추론 시스템을 사용하여 교량 구조물에 대한 유용한 모델을 제시하였다. 퍼지결정목은 데이터집합의 입력영역이 서로 다른 영역으로 분류되고 하나의 부호나 값으로 나타내지며 데이터 정점에서 특정화시키기 위한 활동영역으로 할당되기도 한다. 분류문제로 사용되는 결정목은 가끔 퍼지결정목이라고 불려지는데, 각 최종점은 주어진 특정백터의 예측등급을 나타낸다. 회귀문제에 사용되는 결정목을 가끔 퍼지회귀목이라고 하는데, 이 때 최종점 영역은 주어진 입력백터의 예측 출력 값을 상수나 방정식으로 나타낼 수 있다. 분류ㆍ회귀목은 관련된 입력값을 선택하여 입력구역에서 분류 할 수 있는 반면에 적응 뉴로 퍼지추론 시스템은 회귀문제를 수정하고 이틀의 회귀문제를 보다 연속적이면서 간략하게 만들 수 있음을 주목해야 한다. 따라서 분류ㆍ회귀목과 적응 뉴로 퍼지추론 시스템은 서로 상보적인 것이며, 이들의 조합은 퍼지모델링을 위해 실직적인 근사식으로 구성된다.