• The Korean Journal of Applied Statistics
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• v.4 no.2
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• pp.117-127
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• 1991

Coefficient of determination $R^2$ is most frequently used descriptive measure in practical use of linear regression analysis. But there have been controversies on defining this measure in the cases of linear regression without the intercept, weighted linear regression and robust linear regression. Several authors such as Kvalseth(1985) and Willet and Singer(1988) proposed many variations of $R^2$ to meet the situations. However, theire measures are not satisfactory due to the lack of a universal principle. In this study, we propose a unfied approach to defining the coefficient of determination $R^2$ using the concept of likelihood distance. This new measure is in good accordance with typical $R^2$ in linear regression and, moreover, can be applied to nonlinear regression models and generalized linear models such as logit and log-linear models.

• The Journal of Information Systems
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• v.4
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• pp.27-39
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• 1995

This study tests the fuzzy linear regression model to see if there is a performance difference between it and the classical linear regression model. These results show that FLR was better as f forecasting technique when compared with CLR. Another important find in the test of the two different regression methods is that they generate two different predicted P/E ratios from expected value test, variance test and error test of two different regressions, though we can not see a significant difference between two regression models doing test in error measurements (GMRAE, MAPE, MSE, MAD). So, in this financial setting we can conclude that FLR is not superior to CLR, comparing and testing between the t재 different regression models. However, FLR is better than CLR in the error measurements.

• 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.

• Journal of Environmental Science International
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• v.22 no.8
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• pp.953-963
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• 2013

Reliable long-term streamflow forecasting is invaluable for water resource planning and management which allocates water supply according to the demand of water users. Forecasting of seasonal inflow to Andong dam is performed and assessed using statistical methods based on hydrometeorological data. Predictors which is used to forecast seasonal inflow to Andong dam are selected from southern oscillation index, sea surface temperature, and 500 hPa geopotential height data in northern hemisphere. Predictors are selected by the following procedure. Primary predictors sets are obtained, and then final predictors are determined from the sets. The primary predictor sets for each season are identified using cross correlation and mutual information. The final predictors are identified using partial cross correlation and partial mutual information. In each season, there are three selected predictors. The values are determined using bootstrapping technique considering a specific significance level for predictor selection. Seasonal inflow forecasting is performed by multiple linear regression analysis using the selected predictors for each season, and the results of forecast using cross validation are assessed. Multiple linear regression analysis is performed using SAS. The results of multiple linear regression analysis are assessed by mean squared error and mean absolute error. And contingency table is established and assessed by Heidke skill score. The assessment reveals that the forecasts by multiple linear regression analysis are better than the reference forecasts.

• The Korean Journal of Applied Statistics
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• v.34 no.6
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• pp.937-944
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• 2021

The problem of selecting variables is addressed in partial linear regression. Model selection for partial linear models is not easy since it involves nonparametric estimation such as smoothing parameter selection and estimation for linear explanatory variables. In this work, several approaches for variable selection are proposed using a fast forward selection algorithm, least angle regression (LARS). The proposed procedures use t-test, all possible regressions comparisons or stepwise selection process with variables selected by LARS. An example based on real data and a simulation study on the performance of the suggested procedures are presented.

• International Journal of Computer Science & Network Security
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• v.23 no.9
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• pp.37-46
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• 2023

The main aim of the article is to solve the problem of automating price monitoring using marketing forecasting methods and Excel functionality under martial law. The study used the method of algorithms, trend analysis, correlation and regression analysis, ANOVA, extrapolation, index method, etc. The importance of monitoring consumer price developments in market pricing at the macro and micro levels is proved. The introduction of a Dummy variable to account for the influence of martial law in market pricing is proposed, both in linear multiple regression modelling and in forecasting the components of the Consumer Price Index. Experimentally, the high reliability of forecasting based on a five-factor linear regression model with a Dummy variable was proved in comparison with a linear trend equation and a four-factor linear regression model. Pessimistic, realistic and optimistic scenarios were developed for forecasting the Consumer Price Index for the situation of the end of the Russian-Ukrainian war until the end of 2023 and separately until the end of 2024.

• International Journal of Advanced Culture Technology
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• v.11 no.3
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• pp.310-314
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• 2023

The purpose of this study is to predict the remaining capacity of lithium-ion batteries and evaluate their performance using five artificial intelligence models, including linear regression analysis, decision tree, random forest, neural network, and ensemble model. We is in the study, measured Excel data from the CS2 lithium-ion battery was used, and the prediction accuracy of the model was measured using evaluation indicators such as mean square error, mean absolute error, coefficient of determination, and root mean square error. As a result of this study, the Root Mean Square Error(RMSE) of the linear regression model was 0.045, the decision tree model was 0.038, the random forest model was 0.034, the neural network model was 0.032, and the ensemble model was 0.030. The ensemble model had the best prediction performance, with the neural network model taking second place. The decision tree model and random forest model also performed quite well, and the linear regression model showed poor prediction performance compared to other models. Therefore, through this study, ensemble models and neural network models are most suitable for predicting the remaining capacity of lithium-ion batteries, and decision tree and random forest models also showed good performance. Linear regression models showed relatively poor predictive performance. Therefore, it was concluded that it is appropriate to prioritize ensemble models and neural network models in order to improve the efficiency of battery management and energy systems.

• Journal of the Korean Statistical Society
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• v.7 no.2
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• pp.105-108
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• 1978

Freund, Vail, and Ross, Goldberger and Jochems and Goldberger have given some results for the stepwise estimation of the parameters of a univariate regression model, D.G. Kabe gave similar results for a multivariate linear regression model. We give here alternative derivation of some results derived by D.G. Kabe.

• Journal of the Korean Statistical Society
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• v.5 no.1
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• pp.19-28
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• 1976

In empirical study for fitting a multiple linear regression model for successive cross-sections data observed on the same set of independent variables over several time periods, one often faces the problem of poor $R^2$, the multiple coefficient of determination, which provides a standard measure of how good a specified regression line fits the sample data.

• Proceedings of the Korean Society for Quality Management Conference
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• 1998.11a
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• pp.239-250
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• 1998

A method of finding optimal linear restriction on regression parameters in linear model for mixture experiments in the sense of minimizing integrated mean squared error is studied. We use the formulation of optimal restrictions on regression parameters for estimating responses proposed by Park(1981) by transforming mixture components to mathematically independent variables.