• Title/Summary/Keyword: Linear polynomial regression model

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Improving Polynomial Regression Using Principal Components Regression With the Example of the Numerical Inversion of Probability Generating Function (주성분회귀분석을 활용한 다항회귀분석 성능개선: PGF 수치역변환 사례를 중심으로)

  • Yang, Won Seok;Park, Hyun-Min
    • The Journal of the Korea Contents Association
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    • v.15 no.1
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    • pp.475-481
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    • 2015
  • We use polynomial regression instead of linear regression if there is a nonlinear relation between a dependent variable and independent variables in a regression analysis. The performance of polynomial regression, however, may deteriorate because of the correlation caused by the power terms of independent variables. We present a polynomial regression model for the numerical inversion of PGF and show that polynomial regression results in the deterioration of the estimation of the coefficients. We apply principal components regression to the polynomial regression model and show that principal components regression dramatically improves the performance of the parameter estimation.

Improvement of WRF forecast meteorological data by Model Output Statistics using linear, polynomial and scaling regression methods

  • Jabbari, Aida;Bae, Deg-Hyo
    • Proceedings of the Korea Water Resources Association Conference
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    • 2019.05a
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    • pp.147-147
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    • 2019
  • The Numerical Weather Prediction (NWP) models determine the future state of the weather by forcing current weather conditions into the atmospheric models. The NWP models approximate mathematically the physical dynamics by nonlinear differential equations; however these approximations include uncertainties. The errors of the NWP estimations can be related to the initial and boundary conditions and model parameterization. Development in the meteorological forecast models did not solve the issues related to the inevitable biases. In spite of the efforts to incorporate all sources of uncertainty into the forecast, and regardless of the methodologies applied to generate the forecast ensembles, they are still subject to errors and systematic biases. The statistical post-processing increases the accuracy of the forecast data by decreasing the errors. Error prediction of the NWP models which is updating the NWP model outputs or model output statistics is one of the ways to improve the model forecast. The regression methods (including linear, polynomial and scaling regression) are applied to the present study to improve the real time forecast skill. Such post-processing consists of two main steps. Firstly, regression is built between forecast and measurement, available during a certain training period, and secondly, the regression is applied to new forecasts. In this study, the WRF real-time forecast data, in comparison with the observed data, had systematic biases; the errors related to the NWP model forecasts were reflected in the underestimation of the meteorological data forecast by the WRF model. The promising results will indicate that the post-processing techniques applied in this study improved the meteorological forecast data provided by WRF model. A comparison between various bias correction methods will show the strength and weakness of the each methods.

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Identification of Fuzzy Systems by means of the Extended GMDH Algorithm

  • Park, Chun-Seong;Park, Jae-Ho;Oh, Sung-Kwun
    • 제어로봇시스템학회:학술대회논문집
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    • 1998.10a
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    • pp.254-259
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    • 1998
  • A new design methology is proposed to identify the structure and parameters of fuzzy model using PNN and a fuzzy inference method. The PNN is the extended structure of the GMDH(Group Method of Data Handling), and uses several types of polynomials such as linear, quadratic and cubic besides the biquadratic polynomial used in the GMDH. The FPNN(Fuzzy Polynomial Neural Networks) algorithm uses PNN(Polynomial Neural networks) structure and a fuzzy inference method. In the fuzzy inference method, the simplified and regression polynomial inference methods are used. Here a regression polynomial inference is based on consequence of fuzzy rules with a polynomial equations such as linear, quadratic and cubic equation. Each node of the FPNN is defined as fuzzy rules and its structure is a kind of neuro-fuzzy architecture. In this paper, we will consider a model that combines the advantage of both FPNN and PNN. Also we use the training and testing data set to obtain a balance between the approximation and generalization of process model. Several numerical examples are used to evaluate the performance of the our proposed model.

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Fuzzy Polynomial Neural Networks based on GMDH algorithm and Polynomial Fuzzy Inference (GMDH 알고리즘과 다항식 퍼지추론에 기초한 퍼지 다항식 뉴럴 네트워크)

  • 박호성;윤기찬;오성권
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 2000.05a
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    • pp.130-133
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    • 2000
  • In this paper, a new design methodology named FNNN(Fuzzy Polynomial Neural Network) algorithm is proposed to identify the structure and parameters of fuzzy model using PNN(Polynomial Neural Network) structure and a fuzzy inference method. The PNN is the extended structure of the GMDH(Group Method of Data Handling), and uses several types of polynomials such as linear, quadratic and modified quadratic besides the biquadratic polynomial used in the GMDH. The premise of fuzzy inference rules defines by triangular and gaussian type membership function. The fuzzy inference method uses simplified and regression polynomial inference method which is based on the consequence of fuzzy rule expressed with a polynomial such as linear, quadratic and modified quadratic equation are used. Each node of the FPNN is defined as fuzzy rules and its structure is a kind of neuro-fuzzy architecture Several numerical example are used to evaluate the performance of out proposed model. Also we used the training data and testing data set to obtain a balance between the approximation and generalization of proposed model.

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Estimation of the Polynomial Errors-in-variables Model with Decreasing Error Variances

  • Moon, Myung-Sang;R. F. Gunst
    • Journal of the Korean Statistical Society
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    • v.23 no.1
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    • pp.115-134
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    • 1994
  • Polynomial errors-in-variables model with one predictor variable and one response variable is defined and an estimator of model is derived following the Booth's linear model estimation procedure. Since polynomial model is nonlinear function of the unknown regression coefficients and error-free predictors, it is nonlinear model in errors-in-variables model. As a result of applying linear model estimation method to nonlinear model, some additional assumptions are necessary. Hence, an estimator is derived under the assumption that the error variances are decrasing as sample size increases. Asymptotic propoerties of the derived estimator are provided. A simulation study is presented to compare the small sample properties of the derived estimator with those of OLS estimator.

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MapReduce-based Localized Linear Regression for Electricity Price Forecasting (전기 가격 예측을 위한 맵리듀스 기반의 로컬 단위 선형회귀 모델)

  • Han, Jinju;Lee, Ingyu;On, Byung-Won
    • The Transactions of the Korean Institute of Electrical Engineers P
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    • v.67 no.4
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    • pp.183-190
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    • 2018
  • Predicting accurate electricity prices is an important task in the electricity trading market. To address the electricity price forecasting problem, various approaches have been proposed so far and it is known that linear regression-based approaches are the best. However, the use of such linear regression-based methods is limited due to low accuracy and performance. In traditional linear regression methods, it is not practical to find a nonlinear regression model that explains the training data well. If the training data is complex (i.e., small-sized individual data and large-sized features), it is difficult to find the polynomial function with n terms as the model that fits to the training data. On the other hand, as a linear regression model approximating a nonlinear regression model is used, the accuracy of the model drops considerably because it does not accurately reflect the characteristics of the training data. To cope with this problem, we propose a new electricity price forecasting method that divides the entire dataset to multiple split datasets and find the best linear regression models, each of which is the optimal model in each dataset. Meanwhile, to improve the performance of the proposed method, we modify the proposed localized linear regression method in the map and reduce way that is a framework for parallel processing data stored in a Hadoop distributed file system. Our experimental results show that the proposed model outperforms the existing linear regression model. Specifically, the accuracy of the proposed method is improved by 45% and the performance is faster 5 times than the existing linear regression-based model.

Design of Genetic Algorithms-based Fuzzy Polynomial Neural Networks Using Symbolic Encoding (기호 코딩을 이용한 유전자 알고리즘 기반 퍼지 다항식 뉴럴네트워크의 설계)

  • Lee, In-Tae;Oh, Sung-Kwun;Choi, Jeoung-Nae
    • Proceedings of the KIEE Conference
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    • 2006.04a
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    • pp.270-272
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    • 2006
  • In this paper, we discuss optimal design of Fuzzy Polynomial Neural Networks by means of Genetic Algorithms(GAs) using symbolic coding for non-linear data. One of the major subject of genetic algorithms is representation of chromosomes. The proposed model optimized by the means genetic algorithms which used symbolic code to represent chromosomes. The proposed gFPNN used a triangle and a Gaussian-like membership function in premise part of rules and design the consequent structure by constant and regression polynomial (linear, quadratic and modified quadratic) function between input and output variables. The performance of the proposed model is quantified through experimentation that exploits standard data already used in fuzzy modeling. These results reveal superiority of the proposed networks over the existing fuzzy and neural models.

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A Study on Multi-layer Fuzzy Inference System based on a Modified GMDH Algorithm (수정된 GMDH 알고리즘 기반 다층 퍼지 추론 시스템에 관한 연구)

  • Park, Byoung-Jun;Park, Chun-Seong;Oh, Sung-Kwun
    • Proceedings of the KIEE Conference
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    • 1998.11b
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    • pp.675-677
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    • 1998
  • In this paper, we propose the fuzzy inference algorithm with multi-layer structure. MFIS(Multi-layer Fuzzy Inference System) uses PNN(Polynomial Neural networks) structure and the fuzzy inference method. The PNN is the extended structure of the GMDH(Group Method of Data Hendling), and uses several types of polynomials such as linear, quadratic and cubic, as well as the biquadratic polynomial used in the GMDH. In the fuzzy inference method, the simplified and regression polynomial inference methods are used. Here, the regression polynomial inference is based on consequence of fuzzy rules with the polynomial equations such as linear, quadratic and cubic equation. Each node of the MFIS is defined as fuzzy rules and its structure is a kind of neuro-fuzzy structure. We use the training and testing data set to obtain a balance between the approximation and the generalization of process model. Several numerical examples are used to evaluate the performance of the our proposed model.

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Development of Statistical Model and Neural Network Model for Tensile Strength Estimation in Laser Material Processing of Aluminum Alloy (알루미늄 합금의 레이저 가공에서 인장 강도 예측을 위한 회귀 모델 및 신경망 모델의 개발)

  • Park, Young-Whan;Rhee, Se-Hun
    • Journal of the Korean Society for Precision Engineering
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    • v.24 no.4 s.193
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    • pp.93-101
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    • 2007
  • Aluminum alloy which is one of the light materials has been tried to apply to light weight vehicle body. In order to do that, welding technology is very important. In case of the aluminum laser welding, the strength of welded part is reduced due to porosity, underfill, and magnesium loss. To overcome these problems, laser welding of aluminum with filler wire was suggested. In this study, experiment about laser welding of AA5182 aluminum alloy with AA5356 filler wire was performed according to process parameters such as laser power, welding speed and wire feed rate. The tensile strength was measured to find the weldability of laser welding with filler wire. The models to estimate tensile strength were suggested using three regression models and one neural network model. For regression models, one was the multiple linear regression model, another was the second order polynomial regression model, and the other was the multiple nonlinear regression model. Neural network model with 2 hidden layers which had 5 and 3 nodes respectively was investigated to find the most suitable model for the system. Estimation performance was evaluated for each model using the average error rate. Among the three regression models, the second order polynomial regression model had the best estimation performance. For all models, neural network model has the best estimation performance.

A Study of the Nonlinear Characteristics Improvement for a Electronic Scale using Multiple Regression Analysis (다항식 회귀분석을 이용한 전자저울의 비선형 특성 개선 연구)

  • Chae, Gyoo-Soo
    • Journal of Convergence for Information Technology
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    • v.9 no.6
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    • pp.1-6
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    • 2019
  • In this study, the development of a weight estimation model of electronic scale with nonlinear characteristics is presented using polynomial regression analysis. The output voltage of the load cell was measured directly using the reference mass. And a polynomial regression model was obtained using the matrix and curve fitting function of MS Office Excel. The weight was measured in 100g units using a load cell electronic scale measuring up to 5kg and the polynomial regression model was obtained. The error was calculated for simple($1^{st}$), $2^{nd}$ and $3^{rd}$ order polynomial regression. To analyze the suitability of the regression function for each model, the coefficient of determination was presented to indicate the correlation between the estimated mass and the measured data. Using the third order polynomial model proposed here, a very accurate model was obtained with a standard deviation of 10g and the determinant coefficient of 1.0. Based on the theory of multi regression model presented here, it can be used in various statistical researches such as weather forecast, new drug development and economic indicators analysis using logistic regression analysis, which has been widely used in artificial intelligence fields.