• 제목/요약/키워드: Lasso Regression

검색결과 105건 처리시간 0.021초

농업기반시설물 양·배수장의 성능저하 요인분석 및 성능평가 모델 개발 (Development of Evaluation Model of Pumping and Drainage Station Using Performance Degradation Factors)

  • 이종혁;이상익;정영준;이제명;윤성수;박진선;이병준;이준구;최원
    • 한국농공학회논문집
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    • 제61권4호
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    • pp.75-86
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    • 2019
  • Recently, natural disasters due to abnormal climates are frequently outbreaking, and there is rapid increase of damage to aged agricultural infrastructure. As agricultural infrastructure facilities are in contact with water throughout the year and the number of them is significant, it is important to build a maintenance management system. Especially, the current maintenance management system of pumping and drainage stations among the agricultural facilities has the limit of lack of objectivity and management personnel. The purpose of this study is to develop a performance evaluation model using the factors related to performance degradation of pumping and drainage facilities and to predict the performance of the facilities in response to climate change. In this study, we focused on the pumping and drainage stations belonging to each climatic zone separated by the Korea geographical climatic classification system. The performance evaluation model was developed using three different statistical models of POLS, RE, and LASSO. As the result of analysis of statistical models, LASSO was selected for the performance evaluation model as it solved the multicollinearity problem between variables, and showed the smallest MSE. To predict the performance degradation due to climate change, the climate change response variables were classified into three categories: climate exposure, sensitivity, and adaptive capacity. The performance degradation prediction was performed at each facility using the developed performance evaluation model and the climate change response variables.

Prediction of the Probability of Job Loss due to Digitalization and Comparison by Industry: Using Machine Learning Methods

  • Park, Heedae;Lee, Kiyoul
    • Journal of Korea Trade
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    • 제25권5호
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    • pp.110-128
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    • 2021
  • Purpose - The essential purpose of this study is to analyze the possibility of substitution of an individual job resulting from technological development represented by the 4th Industrial Resolution, considering the different effects of digital transformation on the labor market. Design/methodology - In order to estimate the substitution probability, this study used two data sets which the job characteristics data for individual occupations provided by KEIS and the information on occupational status of substitution provided by Frey and Osborne(2013). In total, 665 occupations were considered in this study. Of these, 80 occupations had data with labels of substitution status. The primary goal of estimation was to predict the degree of substitution for 607 of 665 occupations (excluding 58 with markers). It utilized three methods a principal component analysis, an unsupervised learning methodology of machine learning, and Ridge and Lasso from supervised learning methodology. After extracting significant variables based on the three methods, this study carried out logistics regression to estimate the probability of substitution for each occupation. Findings - The probability of substitution for other occupational groups did not significantly vary across individual models, and the rank order of the probabilities across occupational groups were similar across models. The mean of three methods of substitution probability was analyzed to be 45.3%. The highest value was obtained using the PCA method, and the lowest value was derived from the LASSO method. The average substitution probability of the trading industry was 45.1%, very similar to the overall average. Originality/value - This study has a significance in that it estimates the job substitution probability using various machine learning methods. The results of substitution probability estimation were compared by industry sector. In addition, This study attempts to compare between trade business and industry sector.

통계적 예측모형을 활용한 경륜 경기 순위 분석 (Analysis of cycle racing ranking using statistical prediction models)

  • 박가희;박리라;송종우
    • 응용통계연구
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    • 제30권1호
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    • pp.25-39
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    • 2017
  • 최근 경륜은 2015년도 기준, 5백만 명 이상의 많은 사람들이 참여하고 2조를 넘어선 매출을 발생시키는 대중적인 레저스포츠로서 자리 잡고 있다. 본 연구의 목적은 다양한 통계적 분석기법을 사용하여 경륜경기의 순위를 예측하고, 순위에 유의한 영향을 미치는 변수들을 파악하는 데에 있다. 다양한 Classification 방법과 Regression 방법들을 적용하여 순위예측모형을 만들고 비교분석하였다. 대부분의 모형에서 공통적으로 선택된 변수들을 살펴보면, 등급이 강급될수록, 종합득점이 높을수록 순위가 높아지며 반대로 등급이 승급될수록, 번호 4번을 부여받을수록 그리고 최근성적의 순위가 낮을수록 순위가 낮아지는 것을 알 수 있었다. 또한, 선수의 실력과 관련된 연속형 변수들을 각 경기별로 평균값을 빼서 보정한 자료와 원자료를 사용하여 모형을 적합시킨 결과 모든 모형에서 보정된 자료를 사용하였을 때 더 낮은 오분류율을 보였다. 마지막으로 분석에 사용하지 않은 최근 한 달 경기결과를 예측해서 베팅했을 때 모든 경우에 예측률은 높았지만 큰 이익을 거두지 못했는데 그 이유는 낮은 배당률을 가진 경기의 결과만을 잘 예측했기 때문이다.

경제지표를 활용한 다중선형회귀 모델 기반 국제 휘발유 가격 예측 (A study of Predicting International Gasoline Prices based on Multiple Linear Regression with Economic Indicators)

  • 한명은;김지연;이현희;김세인;박민서
    • 문화기술의 융합
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    • 제10권1호
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    • pp.159-164
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    • 2024
  • 국내 석유 시장은 국제 석유 가격의 변동에 매우 민감하기 때문에 그 변동성에 대한 파악과 대처가 중요하다. 특히, 높은 소비량을 보이는 휘발유의 가격이 어떠한 요인에 인해 변화하는지 명확하게 파악하는 것이 필요하다. 국제 휘발유 가격은 휘발유 수급, 지정학적 사건, 미국 달러화 가치 변동 등 글로벌 요인에 영향을 받는다. 그러나 기존의 연구들은 휘발유의 수급에만 초점에 맞추어 진행하였다는 한계가 존재한다. 본 연구에서는 다양한 머신러닝 기반의 회귀 모델을 활용하여 거시적 경제지표와 국제 휘발유 가격 간의 인과관계를 탐색한다. 첫째, 다양한 세계 경제지표 데이터를 수집한다. 둘째, 데이터 전처리를 진행한다. 셋째, 다중선형회귀, Ridge 회귀, Lasso(Least Absolute Shrinkage and Selection Operator) 회귀 모델을 활용하여 모델링한다. 실험 결과, 테스트 데이터 셋에서 다중선형회귀 모델이 가장 높은 정확도(97.3%)를 보였다. 우리는 국제 휘발유 가격의 예측은 국내 경제 안정성과 에너지 정책 결정에 도움이 될 수 있을 것으로 기대한다.

Prediction of Quantitative Traits Using Common Genetic Variants: Application to Body Mass Index

  • Bae, Sunghwan;Choi, Sungkyoung;Kim, Sung Min;Park, Taesung
    • Genomics & Informatics
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    • 제14권4호
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    • pp.149-159
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    • 2016
  • With the success of the genome-wide association studies (GWASs), many candidate loci for complex human diseases have been reported in the GWAS catalog. Recently, many disease prediction models based on penalized regression or statistical learning methods were proposed using candidate causal variants from significant single-nucleotide polymorphisms of GWASs. However, there have been only a few systematic studies comparing existing methods. In this study, we first constructed risk prediction models, such as stepwise linear regression (SLR), least absolute shrinkage and selection operator (LASSO), and Elastic-Net (EN), using a GWAS chip and GWAS catalog. We then compared the prediction accuracy by calculating the mean square error (MSE) value on data from the Korea Association Resource (KARE) with body mass index. Our results show that SLR provides a smaller MSE value than the other methods, while the numbers of selected variables in each model were similar.

벌점회귀를 통한 상대오차 예측방법 (Relative Error Prediction via Penalized Regression)

  • 정석오;이서은;신기일
    • 응용통계연구
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    • 제28권6호
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    • pp.1103-1111
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    • 2015
  • 본 논문에서는 상대오차의 개념과 벌점회귀를 결합한 새로운 예측방법을 제시하였다. 제안된 방법은 오차항의 분포가 정규성을 크게 벗어나 있어 이상점을 포함하거나 오차항의 분포가 심각하게 비대칭인 경우에도 안정적으로 예측력이 유지할 뿐 아니라 벌점회귀를 통한 변수선택의 성능도 우수하다. 또한 개념적으로 쉽고, 계산 속도가 빠르며, 기존의 알고리즘을 활용해 구현하는 것이 매우 쉽다. 한국교통연구원의 일일 차량통행량 자료 실제 분석 및 모의실험을 통해 제안된 방법의 우수한 성질을 확인하였다.

Two-Stage Penalized Composite Quantile Regression with Grouped Variables

  • Bang, Sungwan;Jhun, Myoungshic
    • Communications for Statistical Applications and Methods
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    • 제20권4호
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    • pp.259-270
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    • 2013
  • This paper considers a penalized composite quantile regression (CQR) that performs a variable selection in the linear model with grouped variables. An adaptive sup-norm penalized CQR (ASCQR) is proposed to select variables in a grouped manner; in addition, the consistency and oracle property of the resulting estimator are also derived under some regularity conditions. To improve the efficiency of estimation and variable selection, this paper suggests the two-stage penalized CQR (TSCQR), which uses the ASCQR to select relevant groups in the first stage and the adaptive lasso penalized CQR to select important variables in the second stage. Simulation studies are conducted to illustrate the finite sample performance of the proposed methods.

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

  • 김수경;김현희
    • 한국정보처리학회:학술대회논문집
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    • 한국정보처리학회 2023년도 추계학술발표대회
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    • pp.456-457
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    • 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.

Multiple Group Testing Procedures for Analysis of High-Dimensional Genomic Data

  • Ko, Hyoseok;Kim, Kipoong;Sun, Hokeun
    • Genomics & Informatics
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    • 제14권4호
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    • pp.187-195
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    • 2016
  • In genetic association studies with high-dimensional genomic data, multiple group testing procedures are often required in order to identify disease/trait-related genes or genetic regions, where multiple genetic sites or variants are located within the same gene or genetic region. However, statistical testing procedures based on an individual test suffer from multiple testing issues such as the control of family-wise error rate and dependent tests. Moreover, detecting only a few of genes associated with a phenotype outcome among tens of thousands of genes is of main interest in genetic association studies. In this reason regularization procedures, where a phenotype outcome regresses on all genomic markers and then regression coefficients are estimated based on a penalized likelihood, have been considered as a good alternative approach to analysis of high-dimensional genomic data. But, selection performance of regularization procedures has been rarely compared with that of statistical group testing procedures. In this article, we performed extensive simulation studies where commonly used group testing procedures such as principal component analysis, Hotelling's $T^2$ test, and permutation test are compared with group lasso (least absolute selection and shrinkage operator) in terms of true positive selection. Also, we applied all methods considered in simulation studies to identify genes associated with ovarian cancer from over 20,000 genetic sites generated from Illumina Infinium HumanMethylation27K Beadchip. We found a big discrepancy of selected genes between multiple group testing procedures and group lasso.

Improvement of inspection system for common crossings by track side monitoring and prognostics

  • Sysyn, Mykola;Nabochenko, Olga;Kovalchuk, Vitalii;Gruen, Dimitri;Pentsak, Andriy
    • Structural Monitoring and Maintenance
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    • 제6권3호
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    • pp.219-235
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    • 2019
  • Scheduled inspections of common crossings are one of the main cost drivers of railway maintenance. Prognostics and health management (PHM) approach and modern monitoring means offer many possibilities in the optimization of inspections and maintenance. The present paper deals with data driven prognosis of the common crossing remaining useful life (RUL) that is based on an inertial monitoring system. The problem of scheduled inspections system for common crossings is outlined and analysed. The proposed analysis of inertial signals with the maximal overlap discrete wavelet packet transform (MODWPT) and Shannon entropy (SE) estimates enable to extract the spectral features. The relevant features for the acceleration components are selected with application of Lasso (Least absolute shrinkage and selection operator) regularization. The features are fused with time domain information about the longitudinal position of wheels impact and train velocities by multivariate regression. The fused structural health (SH) indicator has a significant correlation to the lifetime of crossing. The RUL prognosis is performed on the linear degradation stochastic model with recursive Bayesian update. Prognosis testing metrics show the promising results for common crossing inspection scheduling improvement.