• 제목/요약/키워드: Least Squares Algorithm

검색결과 564건 처리시간 0.027초

Penalized maximum likelihood estimation with symmetric log-concave errors and LASSO penalty

  • Seo-Young, Park;Sunyul, Kim;Byungtae, Seo
    • Communications for Statistical Applications and Methods
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    • 제29권6호
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    • pp.641-653
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    • 2022
  • Penalized least squares methods are important tools to simultaneously select variables and estimate parameters in linear regression. The penalized maximum likelihood can also be used for the same purpose assuming that the error distribution falls in a certain parametric family of distributions. However, the use of a certain parametric family can suffer a misspecification problem which undermines the estimation accuracy. To give sufficient flexibility to the error distribution, we propose to use the symmetric log-concave error distribution with LASSO penalty. A feasible algorithm to estimate both nonparametric and parametric components in the proposed model is provided. Some numerical studies are also presented showing that the proposed method produces more efficient estimators than some existing methods with similar variable selection performance.

FCM기반 퍼지추론 시스템의 구조 설계: WLSE 및 LSE의 비교 연구 (Structural Design of FCM-based Fuzzy Inference System : A Comparative Study of WLSE and LSE)

  • 김욱동;오성권;김현기
    • 전기학회논문지
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    • 제59권5호
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    • pp.981-989
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    • 2010
  • In this study, we introduce a new architecture of fuzzy inference system. In the fuzzy inference system, we use Fuzzy C-Means clustering algorithm to form the premise part of the rules. The membership functions standing in the premise part of fuzzy rules do not assume any explicit functional forms, but for any input the resulting activation levels of such radial basis functions directly depend upon the distance between data points by means of the Fuzzy C-Means clustering. As the consequent part of fuzzy rules of the fuzzy inference system (being the local model representing input output relation in the corresponding sub-space), four types of polynomial are considered, namely constant, linear, quadratic and modified quadratic. This offers a significant level of design flexibility as each rule could come with a different type of the local model in its consequence. Either the Least Square Estimator (LSE) or the weighted Least Square Estimator (WLSE)-based learning is exploited to estimate the coefficients of the consequent polynomial of fuzzy rules. In fuzzy modeling, complexity and interpretability (or simplicity) as well as accuracy of the obtained model are essential design criteria. The performance of the fuzzy inference system is directly affected by some parameters such as e.g., the fuzzification coefficient used in the FCM, the number of rules(clusters) and the order of polynomial in the consequent part of the rules. Accordingly we can obtain preferred model structure through an adjustment of such parameters of the fuzzy inference system. Moreover the comparative experimental study between WLSE and LSE is analyzed according to the change of the number of clusters(rules) as well as polynomial type. The superiority of the proposed model is illustrated and also demonstrated with the use of Automobile Miles per Gallon(MPG), Boston housing called Machine Learning dataset, and Mackey-glass time series dataset.

Multiple-Row Downdating을 수행하는 고속 최소자승 알고리즘 (A Fast Least-Squares Algorithm for Multiple-Row Downdatings)

  • 이충한;김석일
    • 한국정보처리학회논문지
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    • 제2권1호
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    • pp.55-65
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    • 1995
  • 다행관측행렬을 복원하는 기존의 알고리즘은 단일행의 복원방법인 Cholesky Factor Downdating(CFD) 을 이용하여 행렬 $Z^{T}$ 의 각 행을 순차적으로 복원하는 방법으로 필요한 실수연산의 횟수는 2/5 p $n^{2}$이다. 이에 비하여 본 논문에서 제안한 HCFD(Hybrid Cholesky Factor Downdating)기법은 p$\geq$n 인 크기의 다행관측행 렬 $Z^{T}$를 복원하는데 필요한 실수연산의 횟수가 p $n^{2}$+6/5 $n^{3}$이다. HCFD 기법은 $Z^{T}$ 로부터 $Z^{T}$ = $Q_{z}$ RT/Z을 구하고, RT/Z에 대해 CFD 알고리즘을 적용함으로 필요한 시간복잡도를 크게 줄일 수 있다. 또한, HCFD 기법 과 기존의 CFD 기법을 Sun SPARC/2와 국산주전산기I에서 실험한 결과, HCFD 기법이 CFD기법에 비하여 성능이 우수함을 보여 주었으며, 특히 복원하려는 행이 많을 경우 에 HCFD기법이 CFD 기법에 비하여 성능이 크게 항상됨을 알 수 있었다.었다.

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Distributed Arithmetic Adaptive Digital Filter Using FPGA

  • Chivapreecha, Sorawat;Piyamahachot, Satianpon;Namcharoenwattanakul, Anekchai;Chaimanee, Deow;Dejhan, Kobchai
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2004년도 ICCAS
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    • pp.1577-1580
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    • 2004
  • This paper proposes a design and implementation of transversal adaptive digital filter using LMS (Least Mean Squares) adaptive algorithm. The filter structure is based on Distributed Arithmetic (DA) which is able to calculate the inner product by shifting and accumulating of partial products and storing in look-up table, also the desired adaptive digital filter will be multiplierless filter. In addition, the hardware implementation uses VHDL (Very high speed integrated circuit Hardware Description Language) and synthesis using FLEX10K Altera FPGA (Field Programmable Gate Array) as target technology and uses Leonardo Spectrum and MAX+plusII program for overall development. The results of this design are shown that the speed performance and used area of FPGA. The experimental results are presented to demonstrate the feasibility of the desired adaptive digital filter.

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Speed Improvement of an FTICR Mass Spectra Analysis Program by Simple Modifications

  • Jeon, Sang-Hyun;Chang, Hyeong-Soo;Hur, Man-Hoi;Kwon, Kyung-Hoon;Kim, Hyun-Sik;Yoo, Jong-Shin;Kim, Sung-Hwan;Park, Soo-Jin;Oh, Han-Bin
    • Bulletin of the Korean Chemical Society
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    • 제30권9호
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    • pp.2061-2065
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    • 2009
  • Two simple algorithm modifications are made to the THRASH data retrieval program with the aim of improving analysis speed for complex Fourier transform ion cyclotron resonance (FTICR) mass spectra. Instead of calculating the least-squares fit for every charge state in the backup charge state determination algorithm, only some charge states are pre-selected based on the plausibility values obtained from the FT/Patterson analysis. Second, a modification is made to skip figure-of-merit (FOM) calculations in the central m/z region between two neighboring peaks in isotopic cluster distributions, in which signal intensities are negligible. These combined modifications result in a significant improvement in the analysis speed, which reduces analysis time as much as 50% for ubiquitin (8.6 kDa, 76 amino acids) FTICR MS and MS/MS spectra at the reliability (RL) value = 0.90 and five pre-selected charge states with minimal decreases in data analysis quality (Table 3).

A Fast and Precise Blind I/Q Mismatch Compensation for Image Rejection in Direct-Conversion Receiver

  • Kim, Suna;Yoon, Dae-Young;Park, Hyung Chul;Yoon, Giwan;Lee, Sang-Gug
    • ETRI Journal
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    • 제36권1호
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    • pp.12-21
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    • 2014
  • In this paper, we propose a new digital blind in-phase/quadrature-phase (I/Q) mismatch compensation technique for image rejection in a direct-conversion receiver (DCR). The proposed image-rejection circuit adopts DC offset cancellation and a sign-sign least mean squares (LMS) algorithm with a unique step size adaptation both for a fast and precise I/Q mismatch estimation. In addition, several performance-optimizing design considerations related to accuracy, speed, and hardware simplicity are discussed. The implementation of the proposed circuit in an FPGA results in an image-rejection ratio (IRR) of 65 dB, which is the best performance with modulated signals, along with an adaptation time of 0.9 seconds, which is a tenfold increase in the compensation speed as compared to previously reported circuits. The proposed technique will be a promising solution in the area of image rejection to increase both the speed and accuracy of future DCRs.

고집적, 저전력 특성을 갖는 저잡음 IIR 필터 설계 (Design of low-noise II R filter with high-density and low-power properties)

  • 배성환;김대익
    • 정보처리학회논문지A
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    • 제12A권1호
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    • pp.7-12
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    • 2005
  • Scattered look-ahead (SLA) 파이프라인 방법은 디지털 IIR 필터의 고속 또는 저전력 응용분야에 효율적으로 사용된 수 있다. 그러나 이 방법을 통하여 파이프라인된 필터의 안정성이 보장될 수 있지만 필터의 극점들이 임계지역에 밀집될 때에는 큰 라운드오프 잡음에 영향을 받게 된다. 파이프라인된 필터에서 밀집된 극점들을 피하기 위해 수정된 Remez exchange 알고리즘과 최소 자승법을 이용하여 극점의 각도와 반지름을 제한한 IIR 필터 설계 방식을 제안하였으며, 그 결과 향상된 주파수 응답과 감소된 계수 민감도를 얻을 수 있었다. 또한 모의실험 결과를 통하여 제안된 방법이 일반적인 방법에 비해 $33{\%}$의 면적감소와 $45{\%}$의 전력을 감소시킴을 확인하였다.

Support Vector Machine for Interval Regression

  • Hong Dug Hun;Hwang Changha
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2004년도 학술발표논문집
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    • pp.67-72
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    • 2004
  • Support vector machine (SVM) has been very successful in pattern recognition and function estimation problems for crisp data. This paper proposes a new method to evaluate interval linear and nonlinear regression models combining the possibility and necessity estimation formulation with the principle of SVM. For data sets with crisp inputs and interval outputs, the possibility and necessity models have been recently utilized, which are based on quadratic programming approach giving more diverse spread coefficients than a linear programming one. SVM also uses quadratic programming approach whose another advantage in interval regression analysis is to be able to integrate both the property of central tendency in least squares and the possibilistic property In fuzzy regression. However this is not a computationally expensive way. SVM allows us to perform interval nonlinear regression analysis by constructing an interval linear regression function in a high dimensional feature space. In particular, SVM is a very attractive approach to model nonlinear interval data. The proposed algorithm here is model-free method in the sense that we do not have to assume the underlying model function for interval nonlinear regression model with crisp inputs and interval output. Experimental results are then presented which indicate the performance of this algorithm.

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Mode shape expansion with consideration of analytical modelling errors and modal measurement uncertainty

  • Chen, Hua-Peng;Tee, Kong Fah;Ni, Yi-Qing
    • Smart Structures and Systems
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    • 제10권4_5호
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    • pp.485-499
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    • 2012
  • Mode shape expansion is useful in structural dynamic studies such as vibration based structural health monitoring; however most existing expansion methods can not consider the modelling errors in the finite element model and the measurement uncertainty in the modal properties identified from vibration data. This paper presents a reliable approach for expanding mode shapes with consideration of both the errors in analytical model and noise in measured modal data. The proposed approach takes the perturbed force as an unknown vector that contains the discrepancies in structural parameters between the analytical model and tested structure. A regularisation algorithm based on the Tikhonov solution incorporating the L-curve criterion is adopted to reduce the influence of measurement uncertainties and to produce smooth and optimised expansion estimates in the least squares sense. The Canton Tower benchmark problem established by the Hong Kong Polytechnic University is then utilised to demonstrate the applicability of the proposed expansion approach to the actual structure. The results from the benchmark problem studies show that the proposed approach can provide reliable predictions of mode shape expansion using only limited information on the operational modal data identified from the recorded ambient vibration measurements.

가중치 윤곽선 검출기를 이용한 저 복잡도 하이브리드 보간 알고리듬 (Low Complexity Hybrid Interpolation Algorithm using Weighted Edge Detector)

  • 권혁진;전광길;정제창
    • 한국통신학회논문지
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    • 제32권3C호
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    • pp.241-248
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    • 2007
  • 예측(predictive) 이미지 코딩에서는 최소 자승법을 기반으로 하는 적응적인 예측기가 에지 주변에 있는 픽셀(pixel)의 예측 결과를 향상시키는데 효과적인 방법으로 알려져있다. 본 논문에서는 가중치 윤곽선 검출기 (weighted edge detector)를 이용한 하이브리드 보간 알고리듬(hybrid interpolation algorithm)을 제안한다 전체적인 계산의 복잡도를 감소시키기 위해서 2차원 선형 보긴(bilinear interpolation)과 에지 방향성을 이용한 보간(edge directed interpolation) 알고리듬을 선택적으로 적용시키는 하이브리드 접근방법을 이용한다. 이런 접근 방법을 2차원 선형 보간 알고리듬과 에지 방향성을 이용한 보간 알고리듬을 적용했을 경우와 비교하기 위해서 PSNR과 SSIM 측정값을 이용하여 객관적이고 주관적인 영상의 화질 비교는 제안한 알고리듬이 비슷한 성능을 나타냄을 보여준다. 또한 제안하는 가중치 윤곽선 검출기를 이용한 하이브리드 보간 알고리듬은 정규화된 CPU 수행 시간을 에지 방향성을 이용한 보간 알고리듬과 비교하면 최대 20배의 복잡도 감소 효과를 얻을 수 있다.