• Title/Summary/Keyword: Least-Squares

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Missing Values Estimation for Time Course Gene Expression Data Using the Sequential Partial Least Squares Regression Fitting (순차적 부분최소제곱 회귀적합에 의한 시간경로 유전자 발현 자료의 결측치 추정)

  • Kim, Kyung-Sook;Oh, Mi-Ra;Baek, Jang-Sun;Son, Young-Sook
    • The Korean Journal of Applied Statistics
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    • v.21 no.2
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    • pp.275-290
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    • 2008
  • The size of microarray gene expression data is very big and its observation process is also very complex. Thus missing values are frequently occurred. In this paper we propose the sequential partial least squares(SPLS) regression fitting method to estimate missing values for time course gene expression data that has correlations among observations over time points. The SPLS method is to combine the sequential technique with the partial least squares(PLS) regression fitting method. The usefulness of method proposed is evaluated through some simulation study for three yeast time course data.

A study on robust recursive total least squares algorithm based on iterative Wiener filter method (반복형 위너 필터 방법에 기반한 재귀적 완전 최소 자승 알고리즘의 견실화 연구)

  • Lim, Jun Seok
    • The Journal of the Acoustical Society of Korea
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    • v.40 no.3
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    • pp.213-218
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    • 2021
  • It is known that total least-squares method shows better estimation performance than least-squares method when noise is present at the input and output at the same time. When total least squares method is applied to data with time series characteristics, Recursive Total Least Squares (RTS) algorithm has been proposed to improve the real-time performance. However, RTLS has numerical instability in calculating the inverse matrix. In this paper, we propose an algorithm for reducing numerical instability as well as having similar convergence to RTLS. For this algorithm, we propose a new RTLS using Iterative Wiener Filter (IWF). Through the simulation, it is shown that the convergence of the proposed algorithm is similar to that of the RTLS, and the numerical robustness is superior to the RTLS.

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.

Performance Analysis of the Robust Least Squares Target Localization Scheme using RDOA Measurements

  • Choi, Ka-Hyung;Ra, Won-Sang;Park, Jin-Bae;Yoon, Tae-Sung
    • Journal of Electrical Engineering and Technology
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    • v.7 no.4
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    • pp.606-614
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    • 2012
  • A practical recursive linear robust estimation scheme is proposed for target localization in the sensor network which provides range difference of arrival (RDOA) measurements. In order to radically solve the known practical difficulties such as sensitivity for initial guess and heavy computational burden caused by intrinsic nonlinearity of the RDOA based target localization problem, an uncertain linear measurement model is newly derived. In the suggested problem setting, the target localization performance of the conventional linear estimation schemes might be severely degraded under the low SNR condition and be affected by the target position in the sensor network. This motivates us to devise a new sensor network localization algorithm within the framework of the recently developed robust least squares estimation theory. Provided that the statistical information regarding RDOA measurements are available, the estimate of the proposition method shows the convergence in probability to the true target position. Through the computer simulations, the omnidirectional target localization performance and consistency of the proposed algorithm are compared to those of the existing ones. It is shown that the proposed method is more reliable than the total least squares method and the linear correction least squares method.

Terrain Slope Estimation Methods Using the Least Squares Approach for Terrain Referenced Navigation

  • Mok, Sung-Hoon;Bang, Hyochoong
    • International Journal of Aeronautical and Space Sciences
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    • v.14 no.1
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    • pp.85-90
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    • 2013
  • This paper presents a study on terrain referenced navigation (TRN). The extended Kalman filter (EKF) is adopted as a filter method. A Jacobian matrix of measurement equations in the EKF consists of terrain slope terms, and accurate slope estimation is essential to keep filter stability. Two slope estimation methods are proposed in this study. Both methods are based on the least-squares approach. One is planar regression searching the best plane, in the least-squares sense, representing the terrain map over the region, determined by position error covariance. It is shown that the method could provide a more accurate solution than the previously developed linear regression approach, which uses lines rather than a plane in the least-squares measure. The other proposed method is weighted planar regression. Additional weights formed by Gaussian pdf are multiplied in the planar regression, to reflect the actual pdf of the position estimate of EKF. Monte Carlo simulations are conducted, to compare the performance between the previous and two proposed methods, by analyzing the filter properties of divergence probability and convergence speed. It is expected that one of the slope estimation methods could be implemented, after determining which of the filter properties is more significant at each mission.

Various Models of Fuzzy Least-Squares Linear Regression for Load Forecasting (전력수요예측을 위한 다양한 퍼지 최소자승 선형회귀 모델)

  • Song, Kyung-Bin
    • Journal of the Korean Institute of Illuminating and Electrical Installation Engineers
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    • v.21 no.7
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    • pp.61-67
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    • 2007
  • The load forecasting has been an important part of power system Accordingly, it has been proposed various methods for the load forecasting. The load patterns of the special days is quite different than those of ordinary weekdays. It is difficult to accurately forecast the load of special days due to the insufficiency of the load patterns compared with ordinary weekdays, so we have proposed fuzzy least squares linear regression algorithm for the load forecasting. In this paper we proposed four models for fuzzy least squares linear regression. It is separated by coefficients of fuzzy least squares linear regression equation. we compared model of H1 with H4 and prove it H4 has accurately forecast better than H1.

Approximate Optimization Using Moving Least Squares Response Surface Methods: Application to FPSO Riser Support Design

  • Song, Chang-Yong;Lee, Jong-Soo;Choung, Joon-Mo
    • Journal of Ocean Engineering and Technology
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    • v.24 no.1
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    • pp.20-33
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    • 2010
  • The paper deals with strength design of a riser support installed on floating production storage and offloading (FPSO) vessel under various loading conditions - operation, extreme, damaged, one line failure case (OLFC) and installation. The design problem is formulated such that thickness sizing variables are determined by minimizing the weight of a riser support structure subject to stresses constraints. The initial design model is generated based on an actual FPSO riser support specification. The finite element analysis (FEA) is conducted using MSC/NASTRAN, and optimal solutions are obtained via moving least squares method (MLSM) in the context of response surface based approximate optimization. For the meta-modeling of inequality constraint functions of stresses, a constraint-feasible moving least squares method (CF-MLSM) is used in the present study. The method of CF-MLSM, compared to a conventional MLSM, has been shown to ensure the constraint feasibility in a case where the approximate optimization process is employed. The optimization results present improved design performances under various riser operating conditions.

Robust Total Least Squares Method and its Applications to System Identifications (견인한 완전최소자승법과 시스템 식별에의 적용)

  • Kim, Jin-Young;Choi, Seung-Ho
    • The Journal of the Acoustical Society of Korea
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    • v.15 no.4
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    • pp.93-97
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    • 1996
  • The Total Least Squares(TLS) method is an unbiased estimator for solving overdetermined sets of linear equations Ax${\simeq}$b when errors occur in all data. However, as well as Least Squares(LS) method it doesn't show robustness while the errors have a heavy tailed probability density function. In this paper we proposed a robust method of TLS (Robust TLS, ROTLS) based on the characteristics of TLS solution. And the ROTLS is verified by applying it to system identification problems.

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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.