• Title/Summary/Keyword: LINEAR REGRESSION

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On study for change point regression problems using a difference-based regression model

  • Park, Jong Suk;Park, Chun Gun;Lee, Kyeong Eun
    • Communications for Statistical Applications and Methods
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    • v.26 no.6
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    • pp.539-556
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    • 2019
  • This paper derive a method to solve change point regression problems via a process for obtaining consequential results using properties of a difference-based intercept estimator first introduced by Park and Kim (Communications in Statistics - Theory Methods, 2019) for outlier detection in multiple linear regression models. We describe the statistical properties of the difference-based regression model in a piecewise simple linear regression model and then propose an efficient algorithm for change point detection. We illustrate the merits of our proposed method in the light of comparison with several existing methods under simulation studies and real data analysis. This methodology is quite valuable, "no matter what regression lines" and "no matter what the number of change points".

Diagnostics for Regression with Finite-Order Autoregressive Disturbances

  • Lee, Young-Hoon;Jeong, Dong-Bin;Kim, Soon-Kwi
    • Journal of the Korean Statistical Society
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    • v.31 no.2
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    • pp.237-250
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    • 2002
  • Motivated by Cook's (1986) assessment of local influence by investigating the curvature of a surface associated with the overall discrepancy measure, this paper extends this idea to the linear regression model with AR(p) disturbances. Diagnostic for the linear regression models with AR(p) disturbances are discussed when simultaneous perturbations of the response vector are allowed. For the derived criterion, numerical studies demonstrate routine application of this work.

Support Vector Machine for Linear Regression

  • Hwang, Changha;Seok, Kyungha
    • Communications for Statistical Applications and Methods
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    • v.6 no.2
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    • pp.337-344
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    • 1999
  • Support vector machine(SVM) is a new and very promising regression and classification technique developed by Vapnik and his group at AT&T Bell laboratories. This article provides a brief overview of SVM focusing on linear regression. We explain from statistical point of view why SVM might be attractive and how this could be compared with other linear regression techniques. Furthermore. we explain model selection based on VC-theory.

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Robustness of Minimum Disparity Estimators in Linear Regression Models

  • Pak, Ro-Jin
    • Journal of the Korean Statistical Society
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    • v.24 no.2
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    • pp.349-360
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    • 1995
  • This paper deals with the robustness properties of the minimum disparity estimation in linear regression models. The estimators defined as statistical quantities whcih minimize the blended weight Hellinger distance between a weighted kernel density estimator of the residuals and a smoothed model density of the residuals. It is shown that if the weights of the density estimator are appropriately chosen, the estimates of the regression parameters are robust.

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Quantitative Analysis by Derivative Spectrophotometry (III) -Simultaneous quantitation of vitamin B group and vitamin C in by multiple linear regression analysis-

  • Park, Man-Ki;Cho, Jung-Hwan
    • Archives of Pharmacal Research
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    • v.11 no.1
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    • pp.45-51
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    • 1988
  • The feature of resolution enhancement by derivative operation is linked to one of the multivariate analysis, which is multiple linear regression with two options, all possible and stepwise regression. Examined samples were synthetic mixtures of 5 vitamins, thiamine mononitrate, riboflavin phosphate, nicotinamide, pyridoxine hydrochloride and ascorbic acid. All components in mixture were quantified with reasonably good accuracy and precision. Whole data processing procedure was accomplished on-line by the development of three computer programs written in APPLESOFT BASIC language.

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LACTATION CURVE OF HOLSTEIN FRIESIAN COWS IN THE KINGDOM OF SAUDI ARABIA

  • Ali, A.K.A.;Al-Jumaah, R.S.;Hayes, E.
    • Asian-Australasian Journal of Animal Sciences
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    • v.9 no.4
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    • pp.439-447
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    • 1996
  • Monthly test day production for 12,020 records, were collected from six of the largest specialized dairy farms located in central region of the Kingdom of Saudi Arabia. The records described lactating cows in four parities and two seasons of calving. Monthly test day records were fitted using Wood's model $At{{^b}{_e}}^{-ct}$ with multiple and additive error term. Linear and non-linear regression models were used to find the estimates of the parameters necessary to draw the lactation curves. The shape of the lactation curves of different parities showed that third lactation has the heighest peak (43.08 kg) for linear regression model and (42.08 kg) for non-linear regression model. Fourth lactation has the lowest peak (24.00kg) for linear regression model and (25.64 kg) for non-linear regression models. Cows of second and third lactations reached the peak at 58 day for both linear and non-linear regression models. Cows of first lactation were more persistent and had late peak at 68 and 67 days for both models respectively. While, third lactation cows were lower persistent and had early peak at 58 day for both models. Cows calved at winter months have higher starting values (A), higher ascending slope (b) and higher decending slope (c). Least square means of milk yield of the first four parities and for overall data were 6,653, 7,659, 7,482, 6,988 and 7,614 kg respectively. The corresponding lactation period were 358, 367, 350, 363 and 364 days respectively.

Tree-Structured Nonlinear Regression

  • Chang, Young-Jae;Kim, Hyeon-Soo
    • The Korean Journal of Applied Statistics
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    • v.24 no.5
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    • pp.759-768
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    • 2011
  • Tree algorithms have been widely developed for regression problems. One of the good features of a regression tree is the flexibility of fitting because it can correctly capture the nonlinearity of data well. Especially, data with sudden structural breaks such as the price of oil and exchange rates could be fitted well with a simple mixture of a few piecewise linear regression models. Now that split points are determined by chi-squared statistics related with residuals from fitting piecewise linear models and the split variable is chosen by an objective criterion, we can get a quite reasonable fitting result which goes in line with the visual interpretation of data. The piecewise linear regression by a regression tree can be used as a good fitting method, and can be applied to a dataset with much fluctuation.

A Flexible Statistical Growth Model for Describing Plant Disease Progress (식물병(植物病) 진전(進展)의 한 유연적(柔軟的)인 통계적(統計的) 생장(生長) 모델)

  • Kim, Choong-Hoe
    • Korean journal of applied entomology
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    • v.26 no.1 s.70
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    • pp.31-36
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    • 1987
  • A piecewise linear regression model able to describe disease progress curves with simplicity and flexibility was developed in this study. The model divides whole epidemic into several pieces of simple linear regression based on changes in pattern of disease progress in the epidemic and then incorporates the pieces of linear regression into a single mathematical function using indicator variables. When twelve epidemic data obtained from the field experiments were fitted to the piecewise linear regression model, logistic model and Gompertz model to compare statistical fit, goodness of fit was greatly improved with piecewise linear regression compared to other two models. Simplicity, flexibility, accuracy and ease in parameter estimation of the piece-wise linear regression model were described with examples of real epidemic data. The result in this study suggests that piecewise linear regression model is an useful technique for modeling plant disease epidemic.

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Development of the Index for Estimating the Arc Status in the Short-circuiting Transfer Region of GMA Welding (GMA용접의 단락이행영역에 있어서 아크 상태 평가를 위한 모델 개발)

  • 강문진;이세헌;엄기원
    • Journal of Welding and Joining
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    • v.17 no.4
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    • pp.85-92
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    • 1999
  • In GMAW, the spatter is generated because of the variation of the arc state. If the arc state is quantitatively assessed, the control method to make the spatter be reduced is able to develop. This study was attempted to develop the optimal model that could estimate the arc state quantitatively. To do this, the generated spatters was captured under the limited welding conditions, and the waveforms of the arc voltage and of the welding current were collected. From the collected waveforms, the waveform factors and their standard deviations were produced, and the linear and non-linear regression models constituted using the factors and their standard deviations are proposed to estimate the arc state. the performance test to the proposed models was practiced. Obtained results are as follow. From the results of correlation analysis between the factors and the amount of the generated spatters, the standard deviations of the waveform factors have more the multiple regression coefficients than the waveform factors. Because the correlation coefficient between T and {TEX}$T_{a}${/TEX}, and s[T] and s[{TEX}$T_{a}${/TEX}] was nearly one, it was found that these factors have the same effect to the spatter generation. In the regression models to estimate the arc state, it was fond that the linear and the non linear models were also consisted of similar factors. In addition, the linear regression model was assessed the optimal model for estimating the arc state because the variance of data was narrow and multiple regression coefficient was highest among the models. But in the welding conditions which the amount of the generated spatters were small, it was found that the non linear regression model had better the estimation performance for the spatter generation than the linear.

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Analysis on the Physical Properties of Gwangyang Marine Clay (광양지역 해성점토의 물리적 특성 분석)

  • Heo, Yol;Kwan, Seonwok;Gang, Seokberm;Park, Seonghoon
    • Journal of the Korean GEO-environmental Society
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    • v.11 no.12
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    • pp.63-74
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    • 2010
  • Normally consolidated and slightly overconsolidated soft clay layer is widely distributed in the south coast of Korea. To ensure the efficient and economical construction design of any structure to be built on this soft soil, exhaustive studies related to geotechnical and physical engineering properties are required. In this study, the relationship of the physical properties of southern Gwangyang marine clay in the Korea Peninsula were examined, including natural water content, specific gravity, total unit weight, initial void ratio, liquid limit, plastic limit, and physical properties of activity and soil parameters. For the parameter relationship analysis, the latest relatively reliable data on the large harbor construction work were used, optimum values were deducted with linear regression and non-linear regression between soil parameters, water content or initial void ratio appears to be very large. Moreover, in the linear and involution pattern regression, equal coefficient of determination appeared. The relationship of the different parameters was shown to be excellent in the non-linear regression of involution equation and exponential equation pattern compared with the findings of linear regression analysis.