• Title/Summary/Keyword: Non-linear regression method

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Non-convex penalized estimation for the AR process

  • Na, Okyoung;Kwon, Sunghoon
    • Communications for Statistical Applications and Methods
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    • v.25 no.5
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    • pp.453-470
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    • 2018
  • We study how to distinguish the parameters of the sparse autoregressive (AR) process from zero using a non-convex penalized estimation. A class of non-convex penalties are considered that include the smoothly clipped absolute deviation and minimax concave penalties as special examples. We prove that the penalized estimators achieve some standard theoretical properties such as weak and strong oracle properties which have been proved in sparse linear regression framework. The results hold when the maximal order of the AR process increases to infinity and the minimal size of true non-zero parameters decreases toward zero as the sample size increases. Further, we construct a practical method to select tuning parameters using generalized information criterion, of which the minimizer asymptotically recovers the best theoretical non-penalized estimator of the sparse AR process. Simulation studies are given to confirm the theoretical results.

A Climate Prediction Method Based on EMD and Ensemble Prediction Technique

  • Bi, Shuoben;Bi, Shengjie;Chen, Xuan;Ji, Han;Lu, Ying
    • Asia-Pacific Journal of Atmospheric Sciences
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    • v.54 no.4
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    • pp.611-622
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    • 2018
  • Observed climate data are processed under the assumption that their time series are stationary, as in multi-step temperature and precipitation prediction, which usually leads to low prediction accuracy. If a climate system model is based on a single prediction model, the prediction results contain significant uncertainty. In order to overcome this drawback, this study uses a method that integrates ensemble prediction and a stepwise regression model based on a mean-valued generation function. In addition, it utilizes empirical mode decomposition (EMD), which is a new method of handling time series. First, a non-stationary time series is decomposed into a series of intrinsic mode functions (IMFs), which are stationary and multi-scale. Then, a different prediction model is constructed for each component of the IMF using numerical ensemble prediction combined with stepwise regression analysis. Finally, the results are fit to a linear regression model, and a short-term climate prediction system is established using the Visual Studio development platform. The model is validated using temperature data from February 1957 to 2005 from 88 weather stations in Guangxi, China. The results show that compared to single-model prediction methods, the EMD and ensemble prediction model is more effective for forecasting climate change and abrupt climate shifts when using historical data for multi-step prediction.

An Implementation of Efficient Error-reducing Method Using DSP for LED I-V Source and Measurement System (DSP를 이용한 LED I-V 공급 및 측정 시스템에서의 효율적인 오차 감소 기법 구현)

  • Park, Chang Hee;Cho, Sung Ho
    • Journal of the Institute of Electronics and Information Engineers
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    • v.52 no.12
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    • pp.109-117
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    • 2015
  • In this paper, we proposed error-reducing method to source or measure a current or voltage for LED in the I-V characteristic analysis system using a digital signal processor (DSP). this method has the advantage of reducing a non-linear circuit error and random error. random error can be reduced using recursive averaging technique and non-linear circuit error can be reduced using 2rd polynomial regression calibration parameters fitting with measured sample data. it corrects measured error of IR, VR, VF1, VF2, VF3 of LED using calibration parameters. experimental results show that can be performed with about 0.017~0.043% accuracy.

Imitation Learning of Bimanual Manipulation Skills Considering Both Position and Force Trajectory (힘과 위치를 동시에 고려한 양팔 물체 조작 솜씨의 모방학습)

  • Kwon, Woo Young;Ha, Daegeun;Suh, Il Hong
    • The Journal of Korea Robotics Society
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    • v.8 no.1
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    • pp.20-28
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    • 2013
  • Large workspace and strong grasping force are required when a robot manipulates big and/or heavy objects. In that situation, bimanual manipulation is more useful than unimanual manipulation. However, the control of both hands to manipulate an object requires a more complex model compared to unimanual manipulation. Learning by human demonstration is a useful technique for a robot to learn a model. In this paper, we propose an imitation learning method of bimanual object manipulation by human demonstrations. For robust imitation of bimanual object manipulation, movement trajectories of two hands are encoded as a movement trajectory of the object and a force trajectory to grasp the object. The movement trajectory of the object is modeled by using the framework of dynamic movement primitives, which represent demonstrated movements with a set of goal-directed dynamic equations. The force trajectory to grasp an object is also modeled as a dynamic equation with an adjustable force term. These equations have an adjustable force term, where locally weighted regression and multiple linear regression methods are employed, to imitate complex non-linear movements of human demonstrations. In order to show the effectiveness our proposed method, a movement skill of pick-and-place in simulation environment is shown.

Engineering Valuation Based on Small Samples

  • Cho, Jin-Hyung;Lee, Sae-Jae;Seo, Bo-Chul
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.29 no.1
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    • pp.143-150
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    • 2006
  • Box-Cox model and T-factor method have been widely used to measure economic depreciations for industrial property. The Box-Cox model which combines economic efficiency with depreciation pattern is here extended to the reliability function. To do so a Rayleigh distribution which has been used to estimate the reliability of current assets was chosen as an efficiency curve of marginal productivity. Such an approach provides the possibility to classify the efficiency curves into four categories. It is also possible to analyze the types of depreciation curves. Therefore, the power family of a non-linear Box-Cox model could be set at certain constant values, then the model can be transformed into a linear model to estimate the economic depreciation rates by utilizing the reliability function. Estimating the resultant linear regression equation requires minimal number of observations, while at the same time facilitating the test of hypothesis on depreciation rates.

Optimal Design of Ferromagnetic Pole Pieces for Transmission Torque Ripple Reduction in a Magnetic-Geared Machine

  • Kim, Sung-Jin;Park, Eui-Jong;Kim, Yong-Jae
    • Journal of Electrical Engineering and Technology
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    • v.11 no.6
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    • pp.1628-1633
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    • 2016
  • This paper derives an effective shape of the ferromagnetic pole pieces (low-speed rotor) for the reduction of transmission torque ripple in a magnetic-geared machine based on a Box-Behnken design (BBD). In particular, using a non-linear finite element method (FEM) based on 2-D numerical analysis, we conduct a numerical investigation and analysis between independent variables (selected by the BBD) and reaction variables. In addition, we derive a regression equation for reaction variables according to the independent variables by using multiple regression analysis and analysis of variance (ANOVA). We assess the validity of the optimized design by comparing characteristics of the optimized model derived from a response surface analysis and an initial model.

The Theoretical Study of Absorbed Dose Distributions in Water Phantom Irradiated by High Energy Photon Beam (물팬톰에 조사된 고에너지 광자선의 선량 분포 특성에 관한 이론적 고찰)

  • 최동락;이명자
    • Progress in Medical Physics
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    • v.1 no.1
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    • pp.75-84
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    • 1990
  • We have claculated the absorbed dose distributions in water phantom irradiated by high energy photon beam. PDD (Percent Depth Dose) and Beam Profile can be represented by functions of depths and distances by using one dimensional model model based on transport theory. The parameters on scattering and absorption are evaluated by using non-linear regression process method. The values neeessary for calculation are obtained by simple experiment. The calculated values are in good agreement with the measured values.

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Calculation of Optimum Parameters on Dual Adsorption Isotherm System (등온이원흡착시스템에 있어서 최적 계수 산정)

  • 김홍성;최해욱
    • Textile Coloration and Finishing
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    • v.11 no.5
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    • pp.38-43
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    • 1999
  • A calculation method of optimum parameters on dual adsorption isotherm system was examined. The optimum parameters were obtained by non-linear regression analysis based upon a limited solute concentration of dual adsorption isotherm. The results were analyzed with adducing experimental data of formerly reported treaties. The percentage mean deviation of dual adsorption equation calculated with optimum parameters was less than about 5% of experimental data, which was far less than results obtained with parameters of the adduced treatises.

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Analysis of the Influence of Electrical Discharge Machining Parameters on Surface Roughness of CK45

  • Abedi, Esmail;Daneshmand, Saeed;Karimi, Iman;Neyestanak, A. A. Lotfi
    • Journal of Electrochemical Science and Technology
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    • v.6 no.4
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    • pp.131-138
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    • 2015
  • Electrical discharge machining is an unconventional machining process in which successive sparks applied to machine the electrically conductive materials. Any changes in electrical discharge machining parameters lead to the pieces with distinct surface roughness. The electrical discharge machining process is well applied for high hardness materials or when it is difficult to use traditional techniques to do material removing. Furthermore, this method is widely applied in industries such as aerospace, automobile, molding, and tool making. CK45 is one of the important steels in industrial and electrical discharge machining can be considered as a proper way for its machining because of high hardness of CK45 after thermal operation of the electrical discharge machining process. Optimization of surface roughness as an output parameters as well as electrical discharge machining parameters including current, voltage and frequency for electrical discharge machining of CK45 has been studied using copper tools and kerosene as the dielectric. For such a purpose and to achieve the precise statistical analysis of the experiment results design of experiment was applied while non linear regression method was chosen to assess the response of surface roughness. Then, the results were analyzed by means of ANOVA method and machining parameters with more effects on the desired outputs were determined. Finally, mathematical model obtained for surface roughness.

Accuracy and robustness of hysteresis loop analysis in the identification and monitoring of plastic stiffness for highly nonlinear pinching structures

  • Hamish Tomlinson;Geoffrey W. Rodgers;Chao Xu;Virginie Avot;Cong Zhou;J. Geoffrey Chase
    • Smart Structures and Systems
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    • v.31 no.2
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    • pp.101-111
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    • 2023
  • Structural health monitoring (SHM) covers a range of damage detection strategies for buildings. In real-time, SHM provides a basis for rapid decision making to optimise the speed and economic efficiency of post-event response. Previous work introduced an SHM method based on identifying structural nonlinear hysteretic parameters and their evolution from structural force-deformation hysteresis loops in real-time. This research extends and generalises this method to investigate the impact of a wide range of flag-shaped or pinching shape nonlinear hysteretic response and its impact on the SHM accuracy. A particular focus is plastic stiffness (Kp), where accurate identification of this parameter enables accurate identification of net and total plastic deformation and plastic energy dissipated, all of which are directly related to damage and infrequently assessed in SHM. A sensitivity study using a realistic seismic case study with known ground truth values investigates the impact of hysteresis loop shape, as well as added noise, on SHM accuracy using a suite of 20 ground motions from the PEER database. Monte Carlo analysis over 22,000 simulations with different hysteresis loops and added noise resulted in absolute percentage identification error (median, (IQR)) in Kp of 1.88% (0.79, 4.94)%. Errors were larger where five events (Earthquakes #1, 6, 9, 14) have very large errors over 100% for resulted Kp as an almost entirely linear response yielded only negligible plastic response, increasing identification error. The sensitivity analysis shows accuracy is reduces to within 3% when plastic drift is induced. This method shows clear potential to provide accurate, real-time metrics of non-linear stiffness and deformation to assist rapid damage assessment and decision making, utilising algorithms significantly simpler than previous non-linear structural model-based parameter identification SHM methods.