• 제목/요약/키워드: Least squares fit

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Statistical Estimation and Algorithm in Nonlinear Functions

  • Jea-Young Lee
    • Communications for Statistical Applications and Methods
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    • 제2권2호
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    • pp.135-145
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    • 1995
  • A new algorithm was given to successively fit the multiexponential function/nonlinear function to data by a weighted least squares method, using Gauss-Newton, Marquardt, gradient and DUD methods for convergence. This study also considers the problem of linear-nonlimear weighted least squares estimation which is based upon the usual Taylor's formula process.

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GEOMETRIC FITTING OF CIRCLES

  • Kim, Ik-Sung
    • Journal of applied mathematics & informatics
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    • 제7권3호
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    • pp.983-994
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    • 2000
  • We consider the problem of determining the circle of best fit to a set of data points in the plane. In [1] and [2] several algorithms already have been given for fitting a circle in least squares sense of minimizing the geometric distances to the given data points. In this paper we present another new descent algorithm which computes a parametric represented circle in order to minimize the sum of the squares of the distances to the given points. For any choice of starting values our algorithm has the advantage of ensuring convergence to a local minimum. Numerical examples are given.

Least quantile squares method for the detection of outliers

  • Seo, Han Son;Yoon, Min
    • Communications for Statistical Applications and Methods
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    • 제28권1호
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    • pp.81-88
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    • 2021
  • k-least quantile of squares (k-LQS) estimates are a generalization of least median of squares (LMS) estimates. They have not been used as much as LMS because their breakdown points become small as k increases. But if the size of outliers is assumed to be fixed LQS estimates yield a good fit to the majority of data and residuals calculated from LQS estimates can be a reliable tool to detect outliers. We propose to use LQS estimates for separating a clean set from the data in the context of outlyingness of the cases. Three procedures are suggested for the identification of outliers using LQS estimates. Examples are provided to illustrate the methods. A Monte Carlo study show that proposed methods are effective.

Classical and Bayesian methods of estimation for power Lindley distribution with application to waiting time data

  • Sharma, Vikas Kumar;Singh, Sanjay Kumar;Singh, Umesh
    • Communications for Statistical Applications and Methods
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    • 제24권3호
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    • pp.193-209
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    • 2017
  • The power Lindley distribution with some of its properties is considered in this article. Maximum likelihood, least squares, maximum product spacings, and Bayes estimators are proposed to estimate all the unknown parameters of the power Lindley distribution. Lindley's approximation and Markov chain Monte Carlo techniques are utilized for Bayesian calculations since posterior distribution cannot be reduced to standard distribution. The performances of the proposed estimators are compared based on simulated samples. The waiting times of research articles to be accepted in statistical journals are fitted to the power Lindley distribution with other competing distributions. Chi-square statistic, Kolmogorov-Smirnov statistic, Akaike information criterion and Bayesian information criterion are used to access goodness-of-fit. It was found that the power Lindley distribution gives a better fit for the data than other distributions.

Fuzzy c-Regression Using Weighted LS-SVM

  • Hwang, Chang-Ha
    • 한국데이터정보과학회:학술대회논문집
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    • 한국데이터정보과학회 2005년도 추계학술대회
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    • pp.161-169
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    • 2005
  • In this paper we propose a fuzzy c-regression model based on weighted least squares support vector machine(LS-SVM), which can be used to detect outliers in the switching regression model while preserving simultaneous yielding the estimates of outputs together with a fuzzy c-partitions of data. It can be applied to the nonlinear regression which does not have an explicit form of the regression function. We illustrate the new algorithm with examples which indicate how it can be used to detect outliers and fit the mixed data to the nonlinear regression models.

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A Study on the Several Robust Regression Estimators

  • Kim, Jee-Yun;Roh, Kyung-Mi;Hwang, Jin-Soo
    • Journal of the Korean Data and Information Science Society
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    • 제15권2호
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    • pp.307-316
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    • 2004
  • Principal Component Regression(PCR) and Partial Least Squares Regression(PLSR) are the two most popular regression techniques in chemometrics. In the field of chemometrics usually the number of regressor variables greatly exceeds the number of observation. So we have to reduce the number of regressors to avoid the identifiability problem. In this paper we compare PCR and PLSR techniques combined with various robust regression methods including regression depth estimation. We compare the efficiency, goodness-of-fit and robustness of each estimators under several contamination schemes.

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Estimation of viscous and Coulomb damping from free-vibration data by a least-squares curve-fitting analysis

  • Slemp, Wesley C.H.;Hallauer, William L. Jr.;Kapania, Rakesh K.
    • Smart Structures and Systems
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    • 제4권3호
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    • pp.279-290
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    • 2008
  • The modeling and parameter estimation of a damped one-degree-of-freedom mass-spring system is examined. This paper presents a method for estimating the system parameters (damping coefficients and natural frequency) from measured free-vibration motion of a system that is modeled to include both subcritical viscous damping and kinetic Coulomb friction. The method applies a commercially available least-squares curve-fitting software function to fit the known solution of the equations of motion to the measured response. The method was tested through numerical simulation, and it was applied to experimental data collected from a laboratory mass-spring apparatus. The mass of this apparatus translates on linear bearings, which are the primary source of light inherent damping. Results indicate that the curve-fitting method is effective and accurate for both perfect and noisy measurements from a lightly damped mass-spring system.

Estimation of Ridge Regression Under the Integrate Mean Square Error Cirterion

  • Yong B. Lim;Park, Chi H.;Park, Sung H.
    • Journal of the Korean Statistical Society
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    • 제9권1호
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    • pp.61-77
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    • 1980
  • In response surface experiments, a polynomial model is often used to fit the response surface by the method of least squares. However, if the vectors of predictor variables are multicollinear, least squares estimates of the regression parameters have a high probability of being unsatisfactory. Hoerland Kennard have demonstrated that these undesirable effects of multicollinearity can be reduced by using "ridge" estimates in place of the least squares estimates. Ridge regrssion theory in literature has been mainly concerned with selection of k for the first order polynomial regression model and the precision of $\hat{\beta}(k)$, the ridge estimator of regression parameters. The problem considered in this paper is that of selecting k of ridge regression for a given polynomial regression model with an arbitrary order. A criterion is proposed for selection of k in the context of integrated mean square error of fitted responses, and illustrated with an example. Also, a type of admissibility condition is established and proved for the propose criterion.criterion.

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자동차 프런트 샤시 모듈의 좌표 해석 (Dimensional Analysis for the Front Chassis Module in the Auto Industry)

  • 이동목;양승한
    • 한국정밀공학회지
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    • 제21권8호
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    • pp.50-56
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    • 2004
  • The directional ability of an automobile has an influence on driver directly, and hence it must be given most priority. Alignment factors of automobile such as the camber, caster and toe directly affect the directional ability of a vehicle. The above mentioned factors are determined by the pose of interlinks in the assembly of an automobile front chassis module. Measuring the position of center point of ball joints in the front lower arm is very difficult. A method to determine this position is suggested in this paper. Pose estimation for front chassis module and dimensional evaluation to find the rotational characteristics of front lower arm were developed based on fundamental geometric techniques. To interpret the inspection data obtained for front chassis module, 3-D best fit method is needed. The best fit method determines the relationship between the nominal design coordinate system and the corresponding feature coordinate system. The least squares method based on singular value decomposition is used in this paper.

마이크로머시닝 기술에 의해 형성된 막에 있어서의 잔류응력 추정 (Estimation of Residual Stresses in Micromachined Films)

  • 민영훈;김용권
    • 대한전기학회논문지:전기물성ㆍ응용부문C
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    • 제49권6호
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    • pp.354-359
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    • 2000
  • A new method of measuring residual stress in micromachined film is proposed. An estimation of residual stress is performed by using least squares fit with an appropriate deflection modeling. an exact value of residual stress is obtained without any of the ambiguities that exist in conventional buckling method, and a good approximation is also obtained by using a few data points. Therefore, the test structures area could be greatly decreased by using this method. The measurement can be done more easily and simply without any actuation or any specific measuring equipment. The structure and fabrication processes described in this paper are simple and widely used in surface micromachining. In addition, in-situ measurement is available by using the proposed method when the test structure and the measurement structure are fabricated on a wafer simultaneously.

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