• Title/Summary/Keyword: Multivariate Regression Model

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An evolutionary hybrid optimization of MARS model in predicting settlement of shallow foundations on sandy soils

  • Luat, Nguyen-Vu;Nguyen, Van-Quang;Lee, Seunghye;Woo, Sungwoo;Lee, Kihak
    • Geomechanics and Engineering
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    • v.21 no.6
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    • pp.583-598
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    • 2020
  • This study is attempted to propose a new hybrid artificial intelligence model called integrative genetic algorithm with multivariate adaptive regression splines (GA-MARS) for settlement prediction of shallow foundations on sandy soils. In this hybrid model, the evolution algorithm - Genetic Algorithm (GA) was used to search and optimize the hyperparameters of multivariate adaptive regression splines (MARS). For this purpose, a total of 180 experimental data were collected and analyzed from available researches with five-input variables including the bread of foundation (B), length to width (L/B), embedment ratio (Df/B), foundation net applied pressure (qnet), and average SPT blow count (NSPT). In further analysis, a new explicit formulation was derived from MARS and its accuracy was compared with four available formulae. The attained results indicated that the proposed GA-MARS model exhibited a more robust and better performance than the available methods.

A predictive model for compressive strength of waste LCD glass concrete by nonlinear-multivariate regression

  • Wang, C.C.;Chen, T.T.;Wang, H.Y.;Huang, Chi
    • Computers and Concrete
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    • v.13 no.4
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    • pp.531-545
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    • 2014
  • The purpose of this paper is to develop a prediction model for the compressive strength of waste LCD glass applied in concrete by analyzing a series of laboratory test results, which were obtained in our previous study. The hyperbolic function was used to perform the nonlinear-multivariate regression analysis of the compressive strength prediction model with the following parameters: water-binder ratio w/b, curing age t, and waste glass content G. According to the relative regression analysis, the compressive strength prediction model is developed. The calculated results are in accord with the laboratory measured data, which are the concrete compressive strengths of different mix proportions. In addition, a coefficient of determination $R^2$ value between 0.93 and 0.96 and a mean absolute percentage error MAPE between 5.4% and 8.4% were obtained by regression analysis using the predicted compressive analysis value, and the test results are also excellent. Therefore, the predicted results for compressive strength are highly accurate for waste LCD glass applied in concrete. Additionally, this predicted model exhibits a good predictive capacity when employed to calculate the compressive strength of washed glass sand concrete.

Multivariate adaptive regression spline applied to friction capacity of driven piles in clay

  • Samui, Pijush
    • Geomechanics and Engineering
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    • v.3 no.4
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    • pp.285-290
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    • 2011
  • This article employs Multivariate Adaptive Regression Spline (MARS) for determination of friction capacity of driven piles in clay. MARS is non-parametric adaptive regression procedure. Pile length, pile diameter, effective vertical stress, and undrained shear strength are considered as input of MARS and the output of MARS is friction capacity. The developed MARS gives an equation for determination of $f_s$ of driven piles in clay. The results of the developed MARS have been compared with the Artificial Neural Network. This study shows that the developed MARS is a robust model for prediction of $f_s$ of driven piles in clay.

Evaluation of mental and physical load using inverse regression on sinus arrhythmia scores

  • Lee, Dhong-H.;Park, Kyung-S.
    • Journal of the Ergonomics Society of Korea
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    • v.6 no.1
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    • pp.3-8
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    • 1987
  • This paper develops a statistical mode which estimates mental and physical loads of light work from sinus arrhythmia (SA) scores. During experiments, various levels of mental and physical loads (respectively scored by information processing and finger tapping rates) were imposed on subjects and SA scores were measured from the subjects. Two methods were used in developing workload estimation model. One is an algebraic inverse function of a multivariate regression equation, where mental and physical loads are independent variables and SA scores are dependent variables. The other is a statistical multivariate inverse regression. Of the two methods, inverse function resulted in larger mean squqre error in predicting mental and physical loads. Hence, inverse regression model is recommended for precise workload estimation.

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Partially linear multivariate regression in the presence of measurement error

  • Yalaz, Secil;Tez, Mujgan
    • Communications for Statistical Applications and Methods
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    • v.27 no.5
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    • pp.511-521
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    • 2020
  • In this paper, a partially linear multivariate model with error in the explanatory variable of the nonparametric part, and an m dimensional response variable is considered. Using the uniform consistency results found for the estimator of the nonparametric part, we derive an estimator of the parametric part. The dependence of the convergence rates on the errors distributions is examined and demonstrated that proposed estimator is asymptotically normal. In main results, both ordinary and super smooth error distributions are considered. Moreover, the derived estimators are applied to the economic behaviors of consumers. Our method handles contaminated data is founded more effectively than the semiparametric method ignores measurement errors.

Leave-one-out Bayesian model averaging for probabilistic ensemble forecasting

  • Kim, Yongdai;Kim, Woosung;Ohn, Ilsang;Kim, Young-Oh
    • Communications for Statistical Applications and Methods
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    • v.24 no.1
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    • pp.67-80
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    • 2017
  • Over the last few decades, ensemble forecasts based on global climate models have become an important part of climate forecast due to the ability to reduce uncertainty in prediction. Moreover in ensemble forecast, assessing the prediction uncertainty is as important as estimating the optimal weights, and this is achieved through a probabilistic forecast which is based on the predictive distribution of future climate. The Bayesian model averaging has received much attention as a tool of probabilistic forecasting due to its simplicity and superior prediction. In this paper, we propose a new Bayesian model averaging method for probabilistic ensemble forecasting. The proposed method combines a deterministic ensemble forecast based on a multivariate regression approach with Bayesian model averaging. We demonstrate that the proposed method is better in prediction than the standard Bayesian model averaging approach by analyzing monthly average precipitations and temperatures for ten cities in Korea.

Applications of response dimension reduction in large p-small n problems

  • Minjee Kim;Jae Keun Yoo
    • Communications for Statistical Applications and Methods
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    • v.31 no.2
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    • pp.191-202
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    • 2024
  • The goal of this paper is to show how multivariate regression analysis with high-dimensional responses is facilitated by the response dimension reduction. Multivariate regression, characterized by multi-dimensional response variables, is increasingly prevalent across diverse fields such as repeated measures, longitudinal studies, and functional data analysis. One of the key challenges in analyzing such data is managing the response dimensions, which can complicate the analysis due to an exponential increase in the number of parameters. Although response dimension reduction methods are developed, there is no practically useful illustration for various types of data such as so-called large p-small n data. This paper aims to fill this gap by showcasing how response dimension reduction can enhance the analysis of high-dimensional response data, thereby providing significant assistance to statistical practitioners and contributing to advancements in multiple scientific domains.

Principal selected response reduction in multivariate regression (다변량회귀에서 주선택 반응변수 차원축소)

  • Yoo, Jae Keun
    • The Korean Journal of Applied Statistics
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    • v.34 no.4
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    • pp.659-669
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    • 2021
  • Multivariate regression often appears in longitudinal or functional data analysis. Since multivariate regression involves multi-dimensional response variables, it is more strongly affected by the so-called curse of dimension that univariate regression. To overcome this issue, Yoo (2018) and Yoo (2019a) proposed three model-based response dimension reduction methodologies. According to various numerical studies in Yoo (2019a), the default method suggested in Yoo (2019a) is least sensitive to the simulated models, but it is not the best one. To release this issue, the paper proposes an selection algorithm by comparing the other two methods with the default one. This approach is called principal selected response reduction. Various simulation studies show that the proposed method provides more accurate estimation results than the default one by Yoo (2019a), and it confirms practical and empirical usefulness of the propose method over the default one by Yoo (2019a).

Developing a Combined Forecasting Model on Hospital Closure (병원도산의 예측모형 개발연구)

  • 정기택;이훈영
    • Health Policy and Management
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    • v.10 no.2
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    • pp.1-21
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    • 2000
  • This study reviewde various parametic and nonparametic method for forexasting hospital closures in Korea. We compared multivariate discriminant analysis, multivartiate logistic regression, classfication and regression tree, and neural network method based on hit ratio of each model for forecasting hospital closure. Like other studies in the literture, neural metwork analysis showed highest average hit ratio. For policy and business purposes, we combined the four analytical method and constructed a foreasting model that can be easily used to predict the probabolity of hospital closure given financial information of a hospital.

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Multivariate Analysis for Clinicians (임상의를 위한 다변량 분석의 실제)

  • Oh, Joo Han;Chung, Seok Won
    • Clinics in Shoulder and Elbow
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    • v.16 no.1
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    • pp.63-72
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    • 2013
  • In medical research, multivariate analysis, especially multiple regression analysis, is used to analyze the influence of multiple variables on the result. Multiple regression analysis should include variables in the model and the problem of multi-collinearity as there are many variables as well as the basic assumption of regression analysis. The multiple regression model is expressed as the coefficient of determination, $R^2$ and the influence of independent variables on result as a regression coefficient, ${\beta}$. Multiple regression analysis can be divided into multiple linear regression analysis, multiple logistic regression analysis, and Cox regression analysis according to the type of dependent variables (continuous variable, categorical variable (binary logit), and state variable, respectively), and the influence of variables on the result is evaluated by regression coefficient${\beta}$, odds ratio, and hazard ratio, respectively. The knowledge of multivariate analysis enables clinicians to analyze the result accurately and to design the further research efficiently.