• Title/Summary/Keyword: Least Squares Analysis

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LMS and LTS-type Alternatives to Classical Principal Component Analysis

  • Huh, Myung-Hoe;Lee, Yong-Goo
    • Communications for Statistical Applications and Methods
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    • v.13 no.2
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    • pp.233-241
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    • 2006
  • Classical principal component analysis (PCA) can be formulated as finding the linear subspace that best accommodates multidimensional data points in the sense that the sum of squared residual distances is minimized. As alternatives to such LS (least squares) fitting approach, we produce LMS (least median of squares) and LTS (least trimmed squares)-type PCA by minimizing the median of squared residual distances and the trimmed sum of squares, in a similar fashion to Rousseeuw (1984)'s alternative approaches to LS linear regression. Proposed methods adopt the data-driven optimization algorithm of Croux and Ruiz-Gazen (1996, 2005) that is conceptually simple and computationally practical. Numerical examples are given.

The Least-Squares Meshfree Method for the Analysis of Rigid-Plastic Deformation (강소성 변형 해석을 위한 최소 제곱 무요소법)

  • 윤성기;권기찬
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.28 no.12
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    • pp.2019-2031
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    • 2004
  • The least-squares formulation for rigid-plasticity based on J$_2$-flow rule and infinitesimal theory and its meshfree implementation using moving least-squares approximation are proposed. In the least-squares formulation the squared residuals of the constitutive and equilibrium equations are minimized. Those residuals are represented in a form of first-order differential system using the velocity and stress components as independent variables. For the enforcement of the boundary and frictional contact conditions, penalty scheme is employed. Also the reshaping of nodal supports is introduced to avoid the difficulties due to the severe local deformation near the contact interface. The proposed least-squares meshfree method does not require any structure of extrinsic cells during the whole process of analysis. Through some numerical examples of metal forming processes, the validity and effectiveness of the method are investigated.

A Channel Equalization Algorithm Using Neural Network Based Data Least Squares (뉴럴네트웍에 기반한 Data Least Squares를 사용한 채널 등화기 알고리즘)

  • Lim, Jun-Seok;Pyeon, Yong-Kuk
    • The Journal of the Acoustical Society of Korea
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    • v.26 no.2E
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    • pp.63-68
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    • 2007
  • Using the neural network model for oriented principal component analysis (OPCA), we propose a solution to the data least squares (DLS) problem, in which the error is assumed to lie in the data matrix only. In this paper, we applied this neural network model to channel equalization. Simulations show that the neural network based DLS outperforms ordinary least squares in channel equalization problems.

Resistant GPA algorithms based on the M and LMS estimation

  • Hyun, Geehong;Lee, Bo-Hui;Choi, Yong-Seok
    • Communications for Statistical Applications and Methods
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    • v.25 no.6
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    • pp.673-685
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    • 2018
  • Procrustes analysis is a useful technique useful to measure, compare shape differences and estimate a mean shape for objects; however it is based on a least squares criterion and is affected by some outliers. Therefore, we propose two generalized Procrustes analysis methods based on M-estimation and least median of squares estimation that are resistant to object outliers. In addition, two algorithms are given for practical implementation. A simulation study and some examples are used to examine and compared the performances of the algorithms with the least square method. Moreover since these resistant GPA methods are available for higher dimensions, we need some methods to visualize the objects and mean shape effectively. Also since we have concentrated on resistant fitting methods without considering shape distributions, we wish to shape analysis not be sensitive to particular model.

Prediction of Flash Point of Binary Systems by Using Multivariate Statistical Analysis (다변량 통계 분석법을 이용한 2성분계 혼합물의 인화점 예측)

  • Lee, Bom-Sock;Kim, S.Y.;Chung, C.B.;Choi, S.H.
    • Journal of the Korean Institute of Gas
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    • v.10 no.4 s.33
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    • pp.29-33
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    • 2006
  • Estimation of process safety is important in the chemical process design. Prediction for flash points of flammable substances used in chemical processes is the one of the methods for estimating process safety. Flash point is the property used to examine the potential for the fire and explosion hazards of flammable substances. In this paper, multivariate statistical analysis methods(partial least squares(PLS) quadratic partial least squares(QPLS)) using experimental data is suggested for predicting flash points of flammable substances of binary systems. The prediction results are compared with the values calculated by laws of Raoult and Van Laar equation.

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Hybrid Linear Analysis Based on the Net Analyte Signal in Spectral Response with Orthogonal Signal Correction

  • Park, Kwang-Su;Jun, Chi-Hyuck
    • Near Infrared Analysis
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    • v.1 no.2
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    • pp.1-8
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    • 2000
  • Using the net analyte signal, hybrid linear analysis was proposed to predict chemical concentration. In this paper, we select a sample from training set and apply orthogonal signal correction to obtain an improved pseudo unit spectrum for hybrid least analysis. using the mean spectrum of a calibration training set, we first show the calibration by hybrid least analysis is effective to the prediction of not only chemical concentrations but also physical property variables. Then, a pseudo unit spectrum from a training set is also tested with and without orthogonal signal correction. We use two data sets, one including five chemical concentrations and the other including ten physical property variables, to compare the performance of partial least squares and modified hybrid least analysis calibration methods. The results show that the hybrid least analysis with a selected training spectrum instead of well-measured pure spectrum still gives good performances, which is a little better than partial least squares.

Generalized Moving Least Squares Method and its use in Meshless Analysis of Thin Beam (일반화된 이동최소자승법과 이를 이용한 얇은 보의 무요소 해석)

  • 조진연
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2002.04a
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    • pp.497-504
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    • 2002
  • In meshless methods, the moving least squares approximation technique is widely used to approximate a solution space because of its useful numerical characters such as non-element approximation, easily controllable smoothness, and others. In this work, a generalized version of the moving least squares method Is introduced to enhance the approximation performance through the Information converning to the derivative of the field variable. The results of numerical tests for approximation verify the improved accuracy of the generalized meshless approximation procedure compared to the conventional moving least squares method. By using this generalized moving least squares method, meshless analysis of thin beam is carried out, and its performance is investigated.

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Least Squares Estimation with Autocorrelated Residuals : A Survey

  • Rhee, Hak-Yong
    • Journal of the Korean Statistical Society
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    • v.4 no.1
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    • pp.39-56
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    • 1975
  • Ever since Gauss discussed the least-squares method in 1812 and Bertrand translated Gauss's work in French, the least-squares method has been used for various economic analysis. The justification of the least-squares method was given by Markov in 1912 in connection with the previous discussion by Gauss and Bertrand. The main argument concerned the problem of obtaining the best linear unbiased estimates. In some modern language, the argument can be explained as follow.

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Comparative Analysis of Learning Methods of Fuzzy Clustering-based Neural Network Pattern Classifier (퍼지 클러스터링기반 신경회로망 패턴 분류기의 학습 방법 비교 분석)

  • Kim, Eun-Hu;Oh, Sung-Kwun;Kim, Hyun-Ki
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.65 no.9
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    • pp.1541-1550
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    • 2016
  • In this paper, we introduce a novel learning methodology of fuzzy clustering-based neural network pattern classifier. Fuzzy clustering-based neural network pattern classifier depicts the patterns of given classes using fuzzy rules and categorizes the patterns on unseen data through fuzzy rules. Least squares estimator(LSE) or weighted least squares estimator(WLSE) is typically used in order to estimate the coefficients of polynomial function, but this study proposes a novel coefficient estimate method which includes advantages of the existing methods. The premise part of fuzzy rule depicts input space as "If" clause of fuzzy rule through fuzzy c-means(FCM) clustering, while the consequent part of fuzzy rule denotes output space through polynomial function such as linear, quadratic and their coefficients are estimated by the proposed local least squares estimator(LLSE)-based learning. In order to evaluate the performance of the proposed pattern classifier, the variety of machine learning data sets are exploited in experiments and through the comparative analysis of performance, it provides that the proposed LLSE-based learning method is preferable when compared with the other learning methods conventionally used in previous literature.