• Title/Summary/Keyword: LASSO

Search Result 173, Processing Time 0.028 seconds

International Inflation Synchronization and Implications

  • CHON, SORA
    • KDI Journal of Economic Policy
    • /
    • v.42 no.2
    • /
    • pp.57-84
    • /
    • 2020
  • This study analyzes global inflation synchronization and derives policy implications for the Korean economy. Unlike previous studies that assume a single global inflation factor, this study investigates if inflation in Korea can be explained further by other global inflation factors. Our principal component analysis provides three principal components for global inflation that are linked to the Korea inflation rate - the first component is closely related to OECD inflation, and the second and third components reflect China's inflation. This study empirically demonstrates via in-sample fitting and out-of-sample forecasting that the three principal components of global inflation play a significant role in explaining and predicting Korean inflation in the short-term, while their role is limited in the mid-term. Domestic macroeconomic variables are found to be more important for the mid-term movements of the Korean inflation rate. The empirical results here suggest that the Bank of Korea should focus more on domestic economic conditions than on global inflation when implementing monetary policy because global factors are likely to be already reflected in domestic macro-variables in the mid-term.

Applied linear and nonlinear statistical models for evaluating strength of Geopolymer concrete

  • Prem, Prabhat Ranjan;Thirumalaiselvi, A.;Verma, Mohit
    • Computers and Concrete
    • /
    • v.24 no.1
    • /
    • pp.7-17
    • /
    • 2019
  • The complex phenomenon of the bond formation in geopolymer is not well understood and therefore, difficult to model. This paper present applied statistical models for evaluating the compressive strength of geopolymer. The applied statistical models studied are divided into three different categories - linear regression [least absolute shrinkage and selection operator (LASSO) and elastic net], tree regression [decision and bagging tree] and kernel methods (support vector regression (SVR), kernel ridge regression (KRR), Gaussian process regression (GPR), relevance vector machine (RVM)]. The performance of the methods is compared in terms of error indices, computational effort, convergence and residuals. Based on the present study, kernel based methods (GPR and KRR) are recommended for evaluating compressive strength of Geopolymer concrete.

Efficient estimation and variable selection for partially linear single-index-coefficient regression models

  • Kim, Young-Ju
    • Communications for Statistical Applications and Methods
    • /
    • v.26 no.1
    • /
    • pp.69-78
    • /
    • 2019
  • A structured model with both single-index and varying coefficients is a powerful tool in modeling high dimensional data. It has been widely used because the single-index can overcome the curse of dimensionality and varying coefficients can allow nonlinear interaction effects in the model. For high dimensional index vectors, variable selection becomes an important question in the model building process. In this paper, we propose an efficient estimation and a variable selection method based on a smoothing spline approach in a partially linear single-index-coefficient regression model. We also propose an efficient algorithm for simultaneously estimating the coefficient functions in a data-adaptive lower-dimensional approximation space and selecting significant variables in the index with the adaptive LASSO penalty. The empirical performance of the proposed method is illustrated with simulated and real data examples.

Efficient Neural Network for Downscaling climate scenarios

  • Moradi, Masha;Lee, Taesam
    • Proceedings of the Korea Water Resources Association Conference
    • /
    • 2018.05a
    • /
    • pp.157-157
    • /
    • 2018
  • A reliable and accurate downscaling model which can provide climate change information, obtained from global climate models (GCMs), at finer resolution has been always of great interest to researchers. In order to achieve this model, linear methods widely have been studied in the past decades. However, nonlinear methods also can be potentially beneficial to solve downscaling problem. Therefore, this study explored the applicability of some nonlinear machine learning techniques such as neural network (NN), extreme learning machine (ELM), and ELM autoencoder (ELM-AE) as well as a linear method, least absolute shrinkage and selection operator (LASSO), to build a reliable temperature downscaling model. ELM is an efficient learning algorithm for generalized single layer feed-forward neural networks (SLFNs). Its excellent training speed and good generalization capability make ELM an efficient solution for SLFNs compared to traditional time-consuming learning methods like back propagation (BP). However, due to its shallow architecture, ELM may not capture all of nonlinear relationships between input features. To address this issue, ELM-AE was tested in the current study for temperature downscaling.

  • PDF

Evaluation of the Effect of using Fractal Feature on Machine learning based Pancreatic Tumor Classification (기계학습 기반 췌장 종양 분류에서 프랙탈 특징의 유효성 평가)

  • Oh, Seok;Kim, Young Jae;Kim, Kwang Gi
    • Journal of Korea Multimedia Society
    • /
    • v.24 no.12
    • /
    • pp.1614-1623
    • /
    • 2021
  • In this paper, the purpose is evaluation of the effect of using fractal feature in machine learning based pancreatic tumor classification. We used the data that Pancreas CT series 469 case including 1995 slice of benign and 1772 slice of malignant. Feature selection is implemented from 109 feature to 7 feature by Lasso regularization. In Fractal feature, fractal dimension is obtained by box-counting method, and hurst coefficient is calculated range data of pixel value in ROI. As a result, there were significant differences in both benign and malignancies tumor. Additionally, we compared the classification performance between model without fractal feature and model with fractal feature by using support vector machine. The train model with fractal feature showed statistically significant performance in comparison with train model without fractal feature.

ADMM for least square problems with pairwise-difference penalties for coefficient grouping

  • Park, Soohee;Shin, Seung Jun
    • Communications for Statistical Applications and Methods
    • /
    • v.29 no.4
    • /
    • pp.441-451
    • /
    • 2022
  • In the era of bigdata, scalability is a crucial issue in learning models. Among many others, the Alternating Direction of Multipliers (ADMM, Boyd et al., 2011) algorithm has gained great popularity in solving large-scale problems efficiently. In this article, we propose applying the ADMM algorithm to solve the least square problem penalized by the pairwise-difference penalty, frequently used to identify group structures among coefficients. ADMM algorithm enables us to solve the high-dimensional problem efficiently in a unified fashion and thus allows us to employ several different types of penalty functions such as LASSO, Elastic Net, SCAD, and MCP for the penalized problem. Additionally, the ADMM algorithm naturally extends the algorithm to distributed computation and real-time updates, both desirable when dealing with large amounts of data.

A Study on the Prediction Model of Total Construction Period according to the Type of Machine Learning Regression (머신러닝 회귀분석 유형에 따른 총 공사기간 예측 모델에 관한 연구)

  • Kang, Yun-Ho;Yun, Seok-Heon
    • Proceedings of the Korean Institute of Building Construction Conference
    • /
    • 2023.05a
    • /
    • pp.361-362
    • /
    • 2023
  • In construction work, there is often a difference between the estimated construction period and the actual construction period. Accordingly, the project may be delayed from the scheduled date, leading to huge losses due to problems such as increased costs during construction. In this way, it is important to calculate the appropriate construction period at the project planning stage in construction work. To solve this problem, we would like to study a model that will increase the accuracy of the scheduled construction period at the project planning stage. This study compared and analyzed linear regression, Lasso regression, Ridge regression among the types of regression analysis to select an appropriate construction period prediction model to secure an appropriate construction period at the project planning stage to reduce problems during construction.

  • PDF

Factors contributing to the Increase of ADHD in Korea (한국 사회의 ADHD 증가 요인 분석)

  • Soo-Kyeong Kim;Hyon Hee Kim
    • Annual Conference of KIPS
    • /
    • 2023.11a
    • /
    • pp.456-457
    • /
    • 2023
  • ADHD(과활동성 주의력 결핍 장애) 환자 수가 증가하며 주의력 집중이 사회적 문제로 대두되고 있다. 그러나 ADHD에 대한 이해나 요인에 대한 연구는 미흡하다. 본 연구에서는 아동기 전신마취가 ADHD 발생에 영향이 있다는 연구를 기반으로, 상관관계 분석과 선형회귀분석, Lasso Regression, Support Vector Regression, Deep Neural Network, Ensemble, Random Forest Regression을 활용하여 ADHD 증가 요인에 대해 탐구했다. 분석 결과는 전신 마취에 노출될 가능성이 높은 아동의 경우 ADHD에 노출될 가능성 역시 높을 수 있음을 시사한다.

Axial load prediction in double-skinned profiled steel composite walls using machine learning

  • G., Muthumari G;P. Vincent
    • Computers and Concrete
    • /
    • v.33 no.6
    • /
    • pp.739-754
    • /
    • 2024
  • This study presents an innovative AI-driven approach to assess the ultimate axial load in Double-Skinned Profiled Steel sheet Composite Walls (DPSCWs). Utilizing a dataset of 80 entries, seven input parameters were employed, and various AI techniques, including Linear Regression, Polynomial Regression, Support Vector Regression, Decision Tree Regression, Decision Tree with AdaBoost Regression, Random Forest Regression, Gradient Boost Regression Tree, Elastic Net Regression, Ridge Regression, and LASSO Regression, were evaluated. Decision Tree Regression and Random Forest Regression emerged as the most accurate models. The top three performing models were integrated into a hybrid approach, excelling in accurately estimating DPSCWs' ultimate axial load. This adaptable hybrid model outperforms traditional methods, reducing errors in complex scenarios. The validated Artificial Neural Network (ANN) model showcases less than 1% error, enhancing reliability. Correlation analysis highlights robust predictions, emphasizing the importance of steel sheet thickness. The study contributes insights for predicting DPSCW strength in civil engineering, suggesting optimization and database expansion. The research advances precise load capacity estimation, empowering engineers to enhance construction safety and explore further machine learning applications in structural engineering.

A Comparative Study on Factors Affecting Satisfaction by Travel Purpose for Urban Demand Response Transport Service: Focusing on Sejong Shucle (도심형 수요응답 교통서비스의 통행목적별 만족도 영향요인 비교연구: 세종특별자치시 셔클(Shucle)을 중심으로)

  • Wonchul Kim;Woo Jin Han;Juntae Park
    • The Journal of The Korea Institute of Intelligent Transport Systems
    • /
    • v.23 no.2
    • /
    • pp.132-141
    • /
    • 2024
  • In this study, the differences in user satisfaction and the variables influencing the satisfaction with demand response transport (DRT) by travel purpose were compared. The purpose of DRT travel was divided into commuting/school and shopping/leisure travel. A survey conducted on 'Shucle' users in Sejong City was used for the analysis and the least absolute shrinkage and selection operator (LASSO) regression analysis was applied to minimize the overfitting problems of the multilinear model. The results of the analysis confirmed the possibility that the introduction of the DRT service could eliminate the blind spot in the existing public transportation, reduce the use of private cars, encourage low-carbon and public transportation revitalization policies, and provide optimal transportation services to people who exhibit intermittent travel behaviors (e.g., elderly people, housewives, etc.). In addition, factors such as the waiting time after calling a DRT, travel time after boarding the DRT, convenience of using the DRT app, punctuality of expected departure/arrival time, and location of pickup and drop-off points were the common factors that positively influenced the satisfaction of users of the DRT services during their commuting/school and shopping/leisure travel. Meanwhile, the method of transfer to other transport modes was found to affect satisfaction only in the case of commuting/school travel, but not in the case of shopping/leisure travel. To activate the DRT service, it is necessary to consider the five influencing factors analyzed above. In addition, the differentiating factors between commuting/school and shopping/leisure travel were also identified. In the case of commuting/school travel, people value time and consider it to be important, so it is necessary to promote the convenience of transfer to other transport modes to reduce the total travel time. Regarding shopping/leisure travel, it is necessary to consider ways to create a facility that allows users to easily and conveniently designate the location of the pickup and drop-off point.