• Journal of the Korean Statistical Society
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• 제30권4호
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• pp.551-561
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• 2001

This paper deals with the asymptotic properties for statistical inferences of the parameters in nonlinear regression models. As an optimal criterion for robust estimators of the regression parameters, the regression quantile method is proposed. This paper defines the regression quintile estimators in the nonlinear models and provides simple and practical sufficient conditions for the asymptotic normality of the proposed estimators when the parameter space is compact. The efficiency of the proposed estimator is especially well compared with least squares estimator, least absolute deviation estimator under asymmetric error distribution.

• 한국국방경영분석학회지
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• 제13권1호
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• pp.91-100
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• 1987

This paper deals with an algorithm for solving nonlinear programming problems with equality constraints. Nonlinear programming problems are transformed into a square sums of nonlinear functions by the Lagrangian multiplier method. And an iteration method minimizing this square sums is suggested and then an algorithm is proposed. Also theoretical basis of the algorithm is presented.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1986년도 한국자동제어학술회의논문집; 한국과학기술대학, 충남; 17-18 Oct. 1986
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• pp.108-112
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• 1986

Several algorithms for bivariate time series modeling are reviewed : linear least square, nonlinear least squares, generalized least square, and multi-stage least square methods. Estimation results of simulated data by the above methods are discussed.

• Journal of applied mathematics & informatics
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• 제27권1_2호
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• pp.315-326
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• 2009

The unknown parameters in regression models are usually estimated by using various existing methods. There are several existing methods, such as the least squares method, which is the most common one, the least absolute deviation method, the regression quantile method, and the asymmetric least squares method. For the nonlinear time series regression models, which do not satisfy the general conditions, we will compare them in two ways: 1) a theoretical comparison in the asymptotic sense and 2) an empirical comparison using Monte Carlo simulation for a small sample size.

• Journal of the Korean Data and Information Science Society
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• 제14권2호
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• pp.153-165
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• 2003

This paper considers the likelihood ratio test statistic based on nonlinear regression quantiles estimators in order to test of hypothesis about the regression parameter $\theta_o$ and derives asymptotic distribution of proposed test statistic under the null hypothesis and a sequence of local alternative hypothesis. The paper also investigates asymptotic relative efficiency of the proposed test to the test based on the least squares estimators or the least absolute deviation estimators and gives some examples to illustrate the application of the main result.

• 한국전자파학회논문지
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• 제23권1호
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• pp.56-67
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• 2012

본 논문 연구에서는 고해상도 레이더 탐색기에 쓰이는 FMICW(Frequency Modulated Interrupted Continuous Wave) 또는 FMCW(Frequency Modulated Continuous Wave) 시스템의 비선형 특성에 의해서 발생되는 거리 해상도(range resolution) 성능 저하 현상을 보상하기 위하여, 하드웨어의 비선형 위상 오차 성분을 다양한 진폭, 위상을 가지는 사인함수와 랜덤 성분으로 모델링하고, 이를 추정할 수 있는 신호 처리 알고리즘을 새롭게 제안하였다. 이 방법은 알고 있는 거리에 위치한 두 개의 기준점 목표물(point target)로부터 각각 측정된 두 개의 IF 신호를 연립방정식화하여 희소 선형식(sparse linear equation)을 세우고, 최소 자승법(least squares) 관점에서 최적 해로서의 비선형 오차 성분을 추정하는 방법으로써 추정된 비선형 오차 성분은 비선형 오차 특성 보상을 위한 사전 왜곡(predistortion) 기법을 위해 사용될 수 있다.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2002년도 학술발표회 논문집(I)
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• pp.541-546
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• 2002

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1996년도 Proceedings of the Korea Automatic Control Conference, 11th (KACC); Pohang, Korea; 24-26 Oct. 1996
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• pp.227-230
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• 1996

The paper highlights the need for cautious least squares estimation when dealing with industrial applications of bilinear self-tuning control and indicates in qualitative terms the benefits of the approach over linear self-tuning control schemes. The cautious least squares algorithm is described and the use of cautious self-tuning in the context of both commissioning and implementation discussed.

• Journal of the Korean Data and Information Science Society
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• 제14권2호
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• pp.337-343
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• 2003

In this paper we present the prediction interval estimation method using bootstrap method for least squares support vector machine(LS-SVM) regression, which allows us to perform even nonlinear regression by constructing a linear regression function in a high dimensional feature space. The bootstrap method is applied to generate the bootstrap sample for estimation of the covariance of the regression parameters consisting of the optimal bias and Lagrange multipliers. Experimental results are then presented which indicate the performance of this algorithm.

• Journal of the Korean Data and Information Science Society
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• 제16권4호
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• pp.1087-1094
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• 2005

e-insensitive support vector regression(e-SVR) is capable of providing more complete description of the linear and nonlinear relationships among random variables. In this paper we propose an iterative reweighted least squares(IRWLS) procedure to solve the quadratic problem of e-SVR with a modified loss function. Furthermore, we introduce the generalized approximate cross validation function to select the hyperparameters which affect the performance of e-SVR. Experimental results are then presented which illustrate the performance of the IRWLS procedure for e-SVR.