• 제목/요약/키워드: Linear prediction analysis

검색결과 858건 처리시간 0.024초

A STUDY ON PREDICTION INTERVALS, FACTOR ANALYSIS MODELS AND HIGH-DIMENSIONAL EMPIRICAL LINEAR PREDICTION

  • Jee, Eun-Sook
    • Journal of applied mathematics & informatics
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    • 제14권1_2호
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    • pp.377-386
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    • 2004
  • A technique that provides prediction intervals based on a model called an empirical linear model is discussed. The technique, high-dimensional empirical linear prediction (HELP), involves principal component analysis, factor analysis and model selection. HELP can be viewed as a technique that provides prediction (and confidence) intervals based on a factor analysis models do not typically have justifiable theory due to nonidentifiability, we show that the intervals are justifiable asymptotically.

MLR 및 SVR 기반 선형과 비선형회귀분석의 비교 - 풍속 예측 보정 (Comparison of MLR and SVR Based Linear and Nonlinear Regressions - Compensation for Wind Speed Prediction)

  • 김준봉;오승철;서기성
    • 전기학회논문지
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    • 제65권5호
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    • pp.851-856
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    • 2016
  • Wind speed is heavily fluctuated and quite local than other weather elements. It is difficult to improve the accuracy of prediction only in a numerical prediction model. An MOS (Model Output Statistics) technique is used to correct the systematic errors of the model using a statistical data analysis. The Most of previous MOS has used a linear regression model for weather prediction, but it is hard to manage an irregular nature of prediction of wind speed. In order to solve the problem, a nonlinear regression method using SVR (Support Vector Regression) is introduced for a development of MOS for wind speed prediction. Experiments are performed for KLAPS (Korea Local Analysis and Prediction System) re-analysis data from 2007 to 2013 year for Jeju Island and Busan area in South Korea. The MLR and SVR based linear and nonlinear methods are compared to each other for prediction accuracy of wind speed. Also, the comparison experiments are executed for the variation in the number of UM elements.

부실기업예측모형의 판별력 비교 (A Comparison of the Discrimination of Business Failure Prediction Models)

  • 최태성;김형기;김성호
    • 한국경영과학회지
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    • 제27권2호
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    • pp.1-13
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    • 2002
  • In this paper, we compares the business failure prediction accuracy among Linear Programming Discriminant Analysis(LPDA) model, Multivariate Discriminant Analysis (MDA) model and logit analysis model. The Data for 417 companies analyzed were gathered from KIS-FAS Published by Korea Information Service in 1999. The result of comparison for four time horizons shows that LPDA Is advantageous in prediction accuracy over the other two models when over all tilt ratio and business failure accuracy are considered simultaneously.

풍속 예측을 위한 선형회귀분석과 비선형회귀분석 기법의 비교 및 인자분석 (Comparison of Linear and Nonlinear Regressions and Elements Analysis for Wind Speed Prediction)

  • 김동연;서기성
    • 한국지능시스템학회논문지
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    • 제25권5호
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    • pp.477-482
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    • 2015
  • 단기풍속 예측을 위한 진화적 선형 및 비선형 회귀분석 기반의 보정 기법을 비교한다. 모델의 체계적 오류를 교정하기 위한 효율적인 MOS(Model Output Statistics)의 개발이 필요하나, 기존의 선형회귀분석 기반의 보정기법은 다양한 기상요소의 복잡한 비선형 특성을 반영하기 힘들다. 이를 개선하기 위해서 유전 프로그래밍을 사용하여 풍속 예측에 대한 비선형 보정 수식을 생성하는 기법을 제안하고 기본 다중선형회귀분석법 및 Ridge, Lasso 회귀분석법과 비교한다. 더불어, 선형회귀분석법과 진화적 비선형회귀분석 기법의 인자 선택의 차이와 유사성을 비교하고 분석한다. 2007년~2013년의 KLAPS(Korea Local Analysis and Prediction System) 재분석자료를 사용하여 제주도와 부산지역의 격자점에 대한 실험을 수행한다.

주파수-변형률 곡선의 개발 및 검증 (Development & Verification of Frequency-Strain Dependence Curve)

  • 정창균;곽동엽;박두희
    • 한국지반공학회:학술대회논문집
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    • 한국지반공학회 2009년도 춘계 학술발표회
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    • pp.146-153
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    • 2009
  • One dimensional site response analysis is widely used in prediction of the ground motion that is induced by earthquake. Equivalent linear analysis is the most widely used method due to its simplicity and ease of use. However, the equivalent linear method has been known to be unreliable since it approximates the nonlinear soil behavior within the linear framework. To consider the nonlinearity of the ground at frequency domain, frequency dependent algorithms that can simulate shear strain - frequency dependency have been proposed. In this study, the results of the modified equivalent linear analysis are compared to evaluate the degree of improvement and the applicability of the modified algorithms. Results show the novel smoothed curve that is proposed by this study indicates the most stable prediction and can enhance the accuracy of the prediction.

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The Usage of an SNP-SNP Relationship Matrix for Best Linear Unbiased Prediction (BLUP) Analysis Using a Community-Based Cohort Study

  • Lee, Young-Sup;Kim, Hyeon-Jeong;Cho, Seoae;Kim, Heebal
    • Genomics & Informatics
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    • 제12권4호
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    • pp.254-260
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    • 2014
  • Best linear unbiased prediction (BLUP) has been used to estimate the fixed effects and random effects of complex traits. Traditionally, genomic relationship matrix-based (GRM) and random marker-based BLUP analyses are prevalent to estimate the genetic values of complex traits. We used three methods: GRM-based prediction (G-BLUP), random marker-based prediction using an identity matrix (so-called single-nucleotide polymorphism [SNP]-BLUP), and SNP-SNP variance-covariance matrix (so-called SNP-GBLUP). We used 35,675 SNPs and R package "rrBLUP" for the BLUP analysis. The SNP-SNP relationship matrix was calculated using the GRM and Sherman-Morrison-Woodbury lemma. The SNP-GBLUP result was very similar to G-BLUP in the prediction of genetic values. However, there were many discrepancies between SNP-BLUP and the other two BLUPs. SNP-GBLUP has the merit to be able to predict genetic values through SNP effects.

Characteristics of Cow´s Voices in Time and Frequency domains for Recognition

  • Ikeda, Yoshio;Ishii, Y.
    • Agricultural and Biosystems Engineering
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    • 제2권1호
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    • pp.15-23
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    • 2001
  • On the assumption that the voices of the cows are produced by the linear prediction filter, we characterized the cows’voices. The order of this filter was determined by examining the voice characteristics both in time and frequency domains. The proposed order of the linear prediction filter is 15 for modeling voice production of the cow. The characteristics of the amplitude envelope of the voice signal was investigated by analyzing the sequence of the short time variance both in time and frequency domains, and the new parameters were defined. One of the coefficients o the linear prediction filter generating the voice signal, the fundamental frequency, the slope of the straight line regressed from the log-log spectra of the short time variance and the coefficients of the linear prediction filter generating the sequence of the short time variance of the voice signal can differentiate the two cows.

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시계열 분석 모델을 이용한 조선 산업 주요물가의 예측에 관한 연구 (A Study on the Prediction of Major Prices in the Shipbuilding Industry Using Time Series Analysis Model)

  • 함주혁
    • 대한조선학회논문집
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    • 제58권5호
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    • pp.281-293
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    • 2021
  • Oil and steel prices, which are major pricescosts in the shipbuilding industry, were predicted. Firstly, the error of the moving average line (N=3-5) was examined, and in all three error analyses, the moving average line (N=3) was small. Secondly, in the linear prediction of data through existing theory, oil prices rise slightly, and steel prices rise sharply, but in reality, linear prediction using existing data was not satisfactory. Thirdly, we identified the limitations of linear prediction methods and confirmed that oil and steel price prediction was somewhat similar to actual moving average line prediction methods. Due to the high volatility of major price flows, large errors were inevitable in the forecast section. Through the time series analysis method at the end of this paper, we were able to achieve not bad results in all analysis items relative to artificial intelligence (Prophet). Predictive data through predictive analysis using eight predictive models are expected to serve as a good research foundation for developing unique tools or establishing evaluation systems in the future. This study compares the basic settings of artificial intelligence programs with the results of core price prediction in the shipbuilding industry through time series prediction theory, and further studies the various hyper-parameters and event effects of Prophet in the future, leaving room for improvement of predictability.

목표물 추정 향상을 위한 수정 선형 예측방법에 대한 연구 (A Study on Modified Linear Prediction Method to Improve Target Estimation)

  • 이관형;주종혁
    • 한국정보전자통신기술학회논문지
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    • 제9권4호
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    • pp.337-342
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    • 2016
  • 본 연구에서는 수정 선형예측방법으로 목표물의 신호를 정확히 추정하는 방법에 대해서 연구하였다. 선형예측방법은 임의의 안테나 배열소자를 다른 소자들과 선형 결합하여 도래방향 신호를 추정하는 방법이다. 수정 선형예측방법은 최적 가중치와 사후확률방법을 사용하였다. 모의실험을 이용하여 본 연구에서 제안한 방법과 Bartlett 및 MUSIC방법의 성능을 비교 분석하였다. 모의실험조건은 안테나 배열 소자 9개, 목표물 신호 4개[-5o, 0o, 5o, 10o]에서 방향을 추정한다. 모의실험에서 Bartlett과 MUSIC방법은 목표물 신호를 3개만 추정하였고, 본 연구에서 제안한 방법은 목표물 신호 4개를 모두 추정하였다. 본 연구에서 제안한 방법이 기존의 Bartlett 과 MUSIC방법보다 분해능이 우수함을 나타내었다.

CHARACTERISTICS OF COW′S VOICES IN TIME AND FREQUENCY DOMAINS FOR RECOGNITION

  • Ikeda, Y.;Ishii, Y.
    • 한국농업기계학회:학술대회논문집
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    • 한국농업기계학회 2000년도 THE THIRD INTERNATIONAL CONFERENCE ON AGRICULTURAL MACHINERY ENGINEERING. V.II
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    • pp.196-203
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    • 2000
  • On the assumption that the voices of the cows are produced by the linear prediction filter, we characterized the cows' voices. The order of this filter is determined by examining the voices characteristics both in time and frequency domains. The proposed order of the linear prediction filter is 15 for modeling voice production of the cow. The combination of the two parameters of the fundamental frequency, the slope of the straight line regressed from the log-log spectra of the amplitude-envelope and the only one coefficient involved in the linear prediction filter can differentiate the two cows.

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