• 제목/요약/키워드: Linear Quadratic Estimation

검색결과 79건 처리시간 0.035초

Quadratic Loss Support Vector Interval Regression Machine for Crisp Input-Output Data

  • Hwang, Chang-Ha
    • Journal of the Korean Data and Information Science Society
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    • 제15권2호
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    • pp.449-455
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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 regression models for crisp input-output data. The proposed method is based on quadratic loss SVM, which implements quadratic programming approach giving more diverse spread coefficients than a linear programming one. The proposed algorithm here is model-free method in the sense that we do not have to assume the underlying model function. Experimental result is then presented which indicate the performance of this algorithm.

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Comparison of Snow Cover Fraction Functions to Estimate Snow Depth of South Korea from MODIS Imagery

  • Kim, Daeseong;Jung, Hyung-Sup;Kim, Jeong-Cheol
    • 대한원격탐사학회지
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    • 제33권4호
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    • pp.401-410
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    • 2017
  • Estimation of snow depth using optical image is conducted by using correlation with Snow Cover Fraction (SCF). Various algorithms have been proposed for the estimation of snow cover fraction based on Normalized Difference Snow Index (NDSI). In this study we tested linear, quadratic, and exponential equations for the generation of snow cover fraction maps using data from the Moderate Resolution Imaging Spectroradiometer (MODIS) Aqua satellite in order to evaluate their applicability to the complex terrain of South Korea and to search for improvements to the estimation of snow depth on this landscape. The results were validated by comparison with in-situ snowfall data from weather stations, with Root Mean Square Error (RMSE) calculated as 3.43, 2.37, and 3.99 cm for the linear, quadratic, and exponential approaches, respectively. Although quadratic results showed the best RMSE, this was due to the limitations of the data used in the study; there are few number of in-situ data recorded on the station at the time of image acquisition and even the data is mostly recorded on low snowfall. So, we conclude that linear-based algorithms are better suited for use in South Korea. However, in the case of using the linear equation, the SCF with a negative value can be calculated, so it should be corrected. Since the coefficients of the equation are not optimized for this area, further regression analysis is needed. In addition, if more variables such as Normalized Difference Vegetation Index (NDVI), land cover, etc. are considered, it could be possible that estimation of national-scale snow depth with higher accuracy.

서포트 추정을 이용한 빠른 이미지 사영 기반 타원형 물체 복원 기법 (Fast Elliptic Object Reconstruction from Projections by Support Estimation)

  • 고경준;이정우
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2007년도 심포지엄 논문집 정보 및 제어부문
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    • pp.105-106
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    • 2007
  • We present a fast reconstruction technique for elliptic objects, which can be applied to real-time computer tomography (CT) for simple geometric objects. It will be also shown that only 3 projections are needed to reconstruct an ellipse. A piecewise quadratic model is also proposed for more efficient Kalman filter based support estimation, which is used for the fast reconstruction technique. The performance of the piecewise quadratic model is compared with that of the existing piecewise linear model. Simulation results for the fast reconstruction are also presented.

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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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ONNEGATIVE MINIMUM BIASED ESTIMATION IN VARIANCE COMPONENT MODELS

  • Lee, Jong-Hoo
    • East Asian mathematical journal
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    • 제5권1호
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    • pp.95-110
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    • 1989
  • In a general variance component model, nonnegative quadratic estimators of the components of variance are considered which are invariant with respect to mean value translaion and have minimum bias (analogously to estimation theory of mean value parameters). Here the minimum is taken over an appropriate cone of positive semidefinite matrices, after having made a reduction by invariance. Among these estimators, which always exist the one of minimum norm is characterized. This characterization is achieved by systems of necessary and sufficient condition, and by a cone restricted pseudoinverse. In models where the decomposing covariance matrices span a commutative quadratic subspace, a representation of the considered estimator is derived that requires merely to solve an ordinary convex quadratic optimization problem. As an example, we present the two way nested classification random model. An unbiased estimator is derived for the mean squared error of any unbiased or biased estimator that is expressible as a linear combination of independent sums of squares. Further, it is shown that, for the classical balanced variance component models, this estimator is the best invariant unbiased estimator, for the variance of the ANOVA estimator and for the mean squared error of the nonnegative minimum biased estimator. As an example, the balanced two way nested classification model with ramdom effects if considered.

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Suboptimal Robust Generalized H2 Filtering using Linear Matrix Inequalities

  • Ra, Won-Sang;Jin, Seung-Hee;Yoon, Tae-Sung;Park, Jin-Bae
    • Transactions on Control, Automation and Systems Engineering
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    • 제1권2호
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    • pp.134-140
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    • 1999
  • The robust generalized H2 filtering problem for a class of discrete time uncertain linear systems satisfying the sum quadratic constraints(SQCs) is considered. The objective of this paper is to develop robust stability condition using SQCs and design a robust generalized Ha filter to take place of the existing robust Kalman filter. The robust generalized H2 filter is designed based on newly derived robust stability condition. The robust generalized Ha filter bounds the energy to peak gain from the energy bounded exogenous disturbances to the estimation errors under the given positive scalar ${\gamma}$. Unlike the robust Lalman filter, it does not require any spectral assumptions about the exogenous disturbances . Therefore the robust generalized H2 filter can be considered as a deterministic formulation of the robust Kalman filter. Moreover, the variance of the estimation error obtained by the proposed filter is lower than that by the existing robust Kalman filter. The robustness of the robust generalized H2 filter against the uncertainty and the exogenous signal is illustrated by a simple numerical example.

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SUPERCONVERGENCE AND POSTPROCESSING OF EQUILIBRATED FLUXES FOR QUADRATIC FINITE ELEMENTS

  • KWANG-YEON KIM
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • 제27권4호
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    • pp.245-271
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    • 2023
  • In this paper we discuss some recovery of H(div)-conforming flux approximations from the equilibrated fluxes of Ainsworth and Oden for quadratic finite element methods of second-order elliptic problems. Combined with the hypercircle method of Prager and Synge, these flux approximations lead to a posteriori error estimators which provide guaranteed upper bounds on the numerical error. Furthermore, we prove some superconvergence results for the flux approximations and asymptotic exactness for the error estimator under proper conditions on the triangulation and the exact solution. The results extend those of the previous paper for linear finite element methods.

Evaluation of crude protein levels in White Pekin duck diet for 21 days after hatching

  • Cho, Hyun Min;Wickramasuriya, Samiru Sudharaka;Macelline, Shemil Priyan;Hong, Jun Seon;Lee, Bowon;Heo, Jung Min
    • Journal of Animal Science and Technology
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    • 제62권5호
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    • pp.628-637
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    • 2020
  • In poultry diets, a requirement of crude protein is one of the most important factors in poultry productivity. Besides, the Pekin duck requirement of crude protein is still not clear. This experiment was conducted to determine the crude protein requirement of Pekin duck on diet formulation by investigation of growth performance, carcass trait, and analysis of blood parameter for a hatch to 21-day (d) of age. A total of 432 male White Pekin ducks were randomly allocated to six levels of crude protein (i.e., 15%, 17%, 19%, 21%, 23%, and 25%) to give six replicate pens per treatment with 12 ducklings per each pen. Body weight and feed intake were measured weekly by calculating feed conversion ratio and protein intake. Two ducklings each pen was euthanized via cervical dislocation for analysis of carcass trait and plasma blood on 21-d of age. Data were applied on both prediction linear-plateau and quadratic-plateau models by estimation of the crude protein requirements. Data were applied on both prediction linear-plateau and quadratic-plateau models by estimation of the crude protein requirements. The level of crude protein requirements of Pekin ducks for 21 days after the hatch was estimated to be 20.63% and 23.25% diet for maximum daily gain, and minimum feed conversion ratio, respectively.

Nonnegative variance component estimation for mixed-effects models

  • Choi, Jaesung
    • Communications for Statistical Applications and Methods
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    • 제27권5호
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    • pp.523-533
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    • 2020
  • This paper suggests three available methods for finding nonnegative estimates of variance components of the random effects in mixed models. The three proposed methods based on the concepts of projections are called projection method I, II, and III. Each method derives sums of squares uniquely based on its own method of projections. All the sums of squares in quadratic forms are calculated as the squared lengths of projections of an observation vector; therefore, there is discussion on the decomposition of the observation vector into the sum of orthogonal projections for establishing a projection model. The projection model in matrix form is constructed by ascertaining the orthogonal projections defined on vector subspaces. Nonnegative estimates are then obtained by the projection model where all the coefficient matrices of the effects in the model are orthogonal to each other. Each method provides its own system of linear equations in a different way for the estimation of variance components; however, the estimates are given as the same regardless of the methods, whichever is used. Hartley's synthesis is used as a method for finding the coefficients of variance components.

단순선형회귀에서의 변화점에 대한 연구 (A study on change-points in simple linear regression)

  • 정광모;한미혜
    • 응용통계연구
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    • 제5권1호
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    • pp.29-39
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    • 1992
  • 단순선형회귀모형에서 어떤 미지의 시점을 전후하여 회귀계수에 변화가 있었는지에 대한 통계적 가설을 검정하고 변화점의 추정방법을 논의한다. 이차형식의 통계량을 제안하고 그 근사분포 및 유의수준제어를 살펴보았다. 또한 하나의 예를 통하여 제안된 방법을 적용하고 우도비검정과 비교하였다.

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