• Title/Summary/Keyword: Linear Prediction

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Linear prediction and z-transform based CDF-mapping simulation algorithm of multivariate non-Gaussian fluctuating wind pressure

  • Jiang, Lei;Li, Chunxiang;Li, Jinhua
    • Wind and Structures
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    • v.31 no.6
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    • pp.549-560
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    • 2020
  • Methods for stochastic simulation of non-Gaussian wind pressure have increasingly addressed the efficiency and accuracy contents to offer an accurate description of the extreme value estimation of the long-span and high-rise structures. This paper presents a linear prediction and z-transform (LPZ) based Cumulative distribution function (CDF) mapping algorithm for the simulation of multivariate non-Gaussian fluctuating wind pressure. The new algorithm generates realizations of non-Gaussian with prescribed marginal probability distribution function (PDF) and prescribed spectral density function (PSD). The inverse linear prediction and z-transform function (ILPZ) is deduced. LPZ is improved and applied to non-Gaussian wind pressure simulation for the first time. The new algorithm is demonstrated to be efficient, flexible, and more accurate in comparison with the FFT-based method and Hermite polynomial model method in two examples for transverse softening and longitudinal hardening non-Gaussian wind pressures.

A Simple Simulation of Parabola-Shaped Clouds in the Lee of a Low Bell-Shaped Mountain Using the ARPS

  • Lee, Seung-Jae;Lee, Hwa-Woon;Kang, Sung-Dae
    • Journal of Environmental Science International
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    • v.16 no.5
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    • pp.541-548
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    • 2007
  • A three-dimensional linear model and the Advanced Regional Prediction System (ARPS) were used to simulate parabola-shaped disturbances and clouds in the lee of a bell-shaped mountain. The ARPS model was compared in the x-y plane against the linear model's analytic solution. Under similar conditions with the linear theory, the ARPS produced well-developed parabola-shaped mountain disturbances and confirmed the features are accounted for in the linear regime. A parabola-shaped cloud in the lee of an isolated bell-shaped mountain was successfully simulated in the ARPS after 6 hours of integration time with the prescribed initial and boundary conditions, as well as a microphysical scheme.

A Design Method of Model Following Control System using Neural Networks

  • Nagashima, Koumei;Aida, Kazuo;Yokoyama, Makoto
    • 제어로봇시스템학회:학술대회논문집
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    • 2000.10a
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    • pp.485-485
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    • 2000
  • A design method of model following control system using neural networks is proposed. An unknown nonlinear single-input single-output plant is identified using a multilayer neural networks. A linear controller is designed fer the linear approximation model obtained by linearinzing the identification model. The identification model is also used as a plant emulator to obtain the prediction error. Deficient servo performance due to controlling nonlinear plant with only linear controller is mended by adjusting the linear controller output using the prediction output and the parameters of the identification model. An optimal preview controller is adopted as the linear controller by reason of having good servo performance lowering the peak of control input. Validity of proposed method is illustrated through a numerical simulation.

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Adaptive Intra Prediction Method using Modified Cubic-function and DCT-IF (변형된 3차 함수와 DCT-IF를 이용한 적응적 화면내 예측 방법)

  • Lee, Han-Sik;Lee, Ju-Ock;Moon, Joo-Hee
    • Journal of Broadcast Engineering
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    • v.17 no.5
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    • pp.756-764
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    • 2012
  • In current HEVC, prediction pixels are finally calculated by linear-function interpolation on two reference pixels. It is hard to expect good performance on the case of occurring large difference between two reference pixels. This paper decides more accurate prediction pixel values than current HEVC using linear function. While existing prediction process only uses two reference pixels, proposed method uses DCT-IF. DCT-IF analyses frequency characteristics of more than two reference pixels in frequency domain. And proposed method calculates prediction value adaptively by using linear-function, DCT-IF and cubic-function to decide more accurate interpolation value than to only use linear function. Cubic-function has a steep slope than linear-function. So, using cubic-function is utilized on edge in prediction unit. The complexity of encoder and decoder in HM6.0 has increased 3% and 1%, respectively. BD-rate has decreased 0.4% in luma signal Y, 0.3% in chroma signal U and 0.3% in chroma signal V in average. Through this experiment, proposed adaptive intra prediction method using DCT-IF and cubic-function shows increased performance than HM6.0.

Comparative study of prediction models for corporate bond rating (국내 회사채 신용 등급 예측 모형의 비교 연구)

  • Park, Hyeongkwon;Kang, Junyoung;Heo, Sungwook;Yu, Donghyeon
    • The Korean Journal of Applied Statistics
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    • v.31 no.3
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    • pp.367-382
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    • 2018
  • Prediction models for a corporate bond rating in existing studies have been developed using various models such as linear regression, ordered logit, and random forest. Financial characteristics help build prediction models that are expected to be contained in the assigning model of the bond rating agencies. However, the ranges of bond ratings in existing studies vary from 5 to 20 and the prediction models were developed with samples in which the target companies and the observation periods are different. Thus, a simple comparison of the prediction accuracies in each study cannot determine the best prediction model. In order to conduct a fair comparison, this study has collected corporate bond ratings and financial characteristics from 2013 to 2017 and applied prediction models to them. In addition, we applied the elastic-net penalty for the linear regression, the ordered logit, and the ordered probit. Our comparison shows that data-driven variable selection using the elastic-net improves prediction accuracy in each corresponding model, and that the random forest is the most appropriate model in terms of prediction accuracy, which obtains 69.6% accuracy of the exact rating prediction on average from the 5-fold cross validation.

TIME SERIES PREDICTION USING INCREMENTAL REGRESSION

  • Kim, Sung-Hyun;Lee, Yong-Mi;Jin, Long;Chai, Duck-Jin;Ryu, Keun-Ho
    • Proceedings of the KSRS Conference
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    • v.2
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    • pp.635-638
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    • 2006
  • Regression of conventional prediction techniques in data mining uses the model which is generated from the training step. This model is applied to new input data without any change. If this model is applied directly to time series, the rate of prediction accuracy will be decreased. This paper proposes an incremental regression for time series prediction like typhoon track prediction. This technique considers the characteristic of time series which may be changed over time. It is composed of two steps. The first step executes a fractional process for applying input data to the regression model. The second step updates the model by using its information as new data. Additionally, the model is maintained by only recent data in a queue. This approach has the following two advantages. It maintains the minimum information of the model by using a matrix, so space complexity is reduced. Moreover, it prevents the increment of error rate by updating the model over time. Accuracy rate of the proposed method is measured by RME(Relative Mean Error) and RMSE(Root Mean Square Error). The results of typhoon track prediction experiment are performed by the proposed technique IMLR(Incremental Multiple Linear Regression) is more efficient than those of MLR(Multiple Linear Regression) and SVR(Support Vector Regression).

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Performance and Analysis of Linear Prediction Algorithm for Robust Localization System (앰비언트 디스플레이 위치추적 시스템의 데이터 손실에 대한 선형 예측 알고리즘 적용 및 분석)

  • Kim, Joo-Youn;Yun, Gi-Hun;Kim, Keon-Wook;Kim, Dae-Hee;Park, Soo-Jun
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.45 no.4
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    • pp.84-91
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    • 2008
  • This paper suggests the robust localization system in the application of ambient display with multiple ultrasonic range sensors. The ambient display provides the interactive image and video to improve the quality of life, especially for low mobility elders. Due to the limitation of indoor localization, this paper employs linear prediction algorithm to recover the missing information based on AR(Autoregressive) model by using Yule-Walker method. Numerous speculations from prediction error and computation load are considered to decide the optimal length of referred data and order. The results of these analyses demonstrate that the linear prediction algorithm with the 16th order and 50 reference data can improve reliability of the system in average 74.39% up to 97.97% to meet the performance of interactive system.

Development of AI Education Program for Prediction System Based on Linear Regression for Elementary School Students (선형회귀모델 기반의 초등학생용 인공지능 예측 시스템 교육 프로그램의 개발)

  • Lee, Soo Jeong;Moon, Gyo Sik
    • 한국정보교육학회:학술대회논문집
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    • 2021.08a
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    • pp.51-57
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    • 2021
  • Quite a few elementary school teachers began to utilize AI technology in order to provide students with customized, intelligent information services in recent years. However, learning principles of AI may be as important as utilizing AI in everyday life because understanding principles of AI can empower them to buildup adaptability to changes in highly technological world. In the paper, 'Linear Regression Algorithm' is selected for teaching AI-based prediction system to solve real world problems suitable for elementary students. A simulation program written in Scratch was developed so that students can find a solution of linear regression model using the program. The paper shows that students have learned analyzing data as well as comparing the accuracy of the prediction model. Also, they have shown the ability to solve real world problems by finding suitable prediction models.

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Price Determinant Factors of Artworks and Prediction Model Based on Machine Learning (작품 가격 추정을 위한 기계 학습 기법의 응용 및 가격 결정 요인 분석)

  • Jang, Dongryul;Park, Minjae
    • Journal of Korean Society for Quality Management
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    • v.47 no.4
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    • pp.687-700
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    • 2019
  • Purpose: The purpose of this study is to investigate the interaction effects between price determinants of artworks. We expand the methodology in art market by applying machine learning techniques to estimate the price of artworks and compare linear regression and machine learning in terms of prediction accuracy. Methods: Moderated regression analysis was performed to verify the interaction effects of artistic characteristics on price. The moderating effects were studied by confirming the significance level of the interaction terms of the derived regression equation. In order to derive price estimation model, we use multiple linear regression analysis, which is a parametric statistical technique, and k-nearest neighbor (kNN) regression, which is a nonparametric statistical technique in machine learning methods. Results: Mostly, the influences of the price determinants of art are different according to the auction types and the artist 's reputation. However, the auction type did not control the influence of the genre of the work on the price. As a result of the analysis, the kNN regression was superior to the linear regression analysis based on the prediction accuracy. Conclusion: It provides a theoretical basis for the complexity that exists between pricing determinant factors of artworks. In addition, the nonparametric models and machine learning techniques as well as existing parameter models are implemented to estimate the artworks' price.

The Prediction of Chaos Time Series Utilizing Inclined Vector (기울기백터를 이용한 카오스 시계열에 대한 예측)

  • Weon, Sek-Jun
    • The KIPS Transactions:PartB
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    • v.9B no.4
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    • pp.421-428
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    • 2002
  • The local prediction method utilizing embedding vector loses the prediction power when the parameter r estimation is not exact for predicting the chaos time series induced from the high order differential equation. In spite of the fact that there have been a lot of suggestions regarding how to estimate the delay time ($\tau$), no specific method is proposed to apply to any time series. The inclinded linear model, which utilizes inclinded netter, yields satisfying degree of prediction power without estimating exact delay time ($\tau$). The usefulness of this approach has been indicated not only theoretically but also in practical situation when the method w8s applied to economical time series analysis.