• Title/Summary/Keyword: Locally weighted regression smoothing

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Robust varying coefficient model using L1 regularization

  • Hwang, Changha;Bae, Jongsik;Shim, Jooyong
    • Journal of the Korean Data and Information Science Society
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    • v.27 no.4
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    • pp.1059-1066
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    • 2016
  • In this paper we propose a robust version of varying coefficient models, which is based on the regularized regression with L1 regularization. We use the iteratively reweighted least squares procedure to solve L1 regularized objective function of varying coefficient model in locally weighted regression form. It provides the efficient computation of coefficient function estimates and the variable selection for given value of smoothing variable. We present the generalized cross validation function and Akaike information type criterion for the model selection. Applications of the proposed model are illustrated through the artificial examples and the real example of predicting the effect of the input variables and the smoothing variable on the output.

Correction of Erroneous Individual Vehicle Speed Data Using Locally Weighted Regression (LWR) (국소가중다항회귀분석을 이용한 이상치제거 및 자료보정기법 개발 (GPS를 이용한 개별차량 주행속도를 중심으로))

  • Im, Hui-Seop;O, Cheol;Park, Jun-Hyeong;Lee, Geon-U
    • Journal of Korean Society of Transportation
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    • v.27 no.2
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    • pp.47-56
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    • 2009
  • Effective detection and correction of outliers of raw traffic data collected from the field is of keen interest because reliable traffic information is highly dependent on the quality of raw data. Global positioning system (GPS) based traffic surveillance systems are capable of producing individual vehicle speeds that are invaluable for various traffic management and information strategies. This study proposed a locally weighted regression (LWR) based filtering method for individual vehicle speed data. An important feature of this study was to propose a technique to generate synthetic outliers for more systematic evaluation of the proposed method. It was identified by performance evaluations that the proposed LWR-based method outperformed an exponential smoothing. The proposed method is expected to be effectively utilized for filtering out raw individual vehicle speed data.

Epidemiological application of the cycle threshold value of RT-PCR for estimating infection period in cases of SARS-CoV-2

  • Soonjong Bae;Jong-Myon Bae
    • Journal of Medicine and Life Science
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    • v.20 no.3
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    • pp.107-114
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    • 2023
  • Epidemiological control of coronavirus disease 2019 (COVID-19) is needed to estimate the infection period of confirmed cases and identify potential cases. The present study, targeting confirmed cases for which the time of COVID-19 symptom onset was disclosed, aimed to investigate the relationship between intervals (day) from symptom onset to testing the cycle threshold (CT) values of real-time reverse transcription-polymerase chain reaction. Of the COVID-19 confirmed cases, those for which the date of suspected symptom onset in the epidemiological investigation was specifically disclosed were included in this study. Interval was defined as the number of days from symptom onset (as disclosed by the patient) to specimen collection for testing. A locally weighted regression smoothing (LOWESS) curve was applied, with intervals as explanatory variables and CT values (CTR for RdRp gene and CTE for E gene) as outcome variables. After finding its non-linear relationship, a polynomial regression model was applied to estimate the 95% confidence interval values of CTR and CTE by interval. The application of LOWESS in 331 patients identified a U-shaped curve relationship between the CTR and CTE values according to the number of interval days, and both CTR and CTE satisfied the quadratic model for interval days. Active application of these results to epidemiological investigations would minimize the chance of failing to identify individuals who are in contact with COVID-19 confirmed cases, thereby reducing the potential transmission of the virus to local communities.

Improved Trend Estimation of Non-monotonic Time Series Through Increased Homogeneity in Direction of Time-variation (시변동의 동질성 증가에 의한 비단조적 시계열자료의 경향성 탐지력 향상)

  • Oh, Kyoung-Doo;Park, Soo-Yun;Lee, Soon-Cheol;Jun, Byong-Ho;Ahn, Won-Sik
    • Journal of Korea Water Resources Association
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    • v.38 no.8 s.157
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    • pp.617-629
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    • 2005
  • In this paper, a hypothesis is tested that division of non-monotonic time series into monotonic parts will improve the estimation of trends through increased homogeneity in direction of time-variation using LOWESS smoothing and seasonal Kendall test. From the trend analysis of generated time series and water temperature, discharge, air temperature and solar radiation of Lake Daechung, it is shown that the hypothesis is supported by improved estimation of trends and slopes. Also, characteristics in homogeneity variation of seasonal changes seems to be more clearly manifested as homogeneity in direction of time-variation is increased. And this will help understand the effects of human intervention on natural processes and seems to warrant more in-depth study on this subject. The proposed method can be used for trend analysis to detect monotonic trends and it is expected to improve understanding of long-term changes in natural environment.