• Journal of applied mathematics & informatics
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• 제13권1_2호
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• pp.373-384
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• 2003

In this paper, we consider the asymptotic properties of regression quantile estimators for the nonlinear regression model when dependent variables are subject to censoring time, and propose the sufficient conditions which ensure consistency and asymptotic normality for regression quantile estimators in censored nonlinear regression model. Also, we drive the asymptotic relative efficiency of the censored regression model with respect to the ordinary regression model.

• 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.

• 전기학회논문지
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• 제64권12호
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• pp.1748-1755
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• 2015

A linear regression is widely used for prediction problem, but it is hard to manage an irregular nature of nonlinear system. Although nonlinear regression methods have been adopted, most of them are only fit to low and limited structure problem with small number of independent variables. However, real-world problem, such as weather prediction required complex nonlinear regression with large number of variables. GP(Genetic Programming) based evolutionary nonlinear regression method is an efficient approach to attach the challenging problem. This paper introduces the improvement of an GP based nonlinear regression method using ADF(Automatically Defined Function). It is believed ADFs allow the evolution of modular solutions and, consequently, improve the performance of the GP technique. The suggested ADF based GP nonlinear regression methods are compared with UM, MLR, and previous GP method for 3 days prediction of wind speed using MOS(Model Output Statistics) for partial South Korean regions. The UM and KLAPS data of 2007-2009, 2011-2013 years are used for experimentation.

• Journal of the Korean Data and Information Science Society
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• 제13권1호
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• pp.157-164
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• 2002

In this paper, we consider the strong consistency of the regression quantiles estimators for the nonlinear regression models when dependent variables are subject to censoring, and provide the sufficient conditions which ensure the strong consistency of proposed estimators of the censored regression models. one example is given to illustrate the application of the main result.

• Journal of the Korean Data and Information Science Society
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• 제20권5호
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• pp.913-917
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• 2009

The measures of leverage in linear regression has been extended to nonlinear regression models. We consider several curvature measures of nonlinearity in an estimation situation. The relationship between measures of leverage and statistical curvature are explored in nonlinear regression models. The circumstances under which the Jacobian leverage reduces to a tangent plane leverage are discussed in connection with the effective residual curvature of the nonlinear model.

• Journal of the Korean Data and Information Science Society
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• 제25권6호
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• pp.1539-1547
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• 2014

In this paper we apply the autoregressive process to the nonlinear quantile regression in order to infer nonlinear quantile regression models for the autocorrelated data. We propose a kernel method for the autoregressive data which estimates the nonlinear quantile regression function by kernel machines. Artificial and real examples are provided to indicate the usefulness of the proposed method for the estimation of quantile regression function in the presence of autocorrelation between data.

• Communications for Statistical Applications and Methods
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• 제17권2호
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• pp.141-151
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• 2010

Hybrid fuzzy regression analysis is used for integrating randomness and fuzziness into a regression model. Least squares support vector machine(LS-SVM) has been very successful in pattern recognition and function estimation problems for crisp data. This paper proposes a new method to evaluate hybrid fuzzy linear and nonlinear regression models with crisp inputs and fuzzy output using weighted fuzzy arithmetic(WFA) and LS-SVM. LS-SVM allows us to perform fuzzy nonlinear regression analysis by constructing a fuzzy linear regression function in a high dimensional feature space. The proposed method is not computationally expensive since its solution is obtained from a simple linear equation system. In particular, this method is a very attractive approach to modeling nonlinear data, and is nonparametric method in the sense that we do not have to assume the underlying model function for fuzzy nonlinear regression model with crisp inputs and fuzzy output. Experimental results are then presented which indicate the performance of this method.

• 대한수학회보
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• 제36권3호
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• pp.451-457
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• 1999

This paper provides sufficient conditions which ensure the strong consistency of regression quantiles estimators of nonlinear regression models. The main result is supported by the application of an asymptotic property of the least absolute deviation estimators as a special case of the proposed estimators. some example is given to illustrate the application of the main result.

• 응용통계연구
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• 제30권1호
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• pp.195-202
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• 2017

가끔 비선형회귀분석에서 수치해를 사용시 불안정성을 보게 된다. 비선형회귀분석에서 모든 반복처리 방법들은 초기추정값을 요구한다. 그러나, 오차제곱합에 복수 개의 국소최소값이 존재하면 잘못된 초기추정값은 원하지 않는 정상점에 수렴하게 된다. 이런 경우 초기추정값은 카오스 현상을 일으킨다.

• 대한수학회보
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• 제33권3호
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• pp.377-383
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• 1996

We consider in this paper the following nonlinear regression model $$ (1.1) y_t = f(x_t, \theta_o) + \in_t, t = 1, \ldots, n, $$ where $y_t$ is the tth response, $x_t$ is m-vector imput variable, $\theta_o$ is a p-vector of unknown parameter belong to a parameter space $\Theta, f:R^m \times \Theta \ to R^1$ is a nonlinear known function, and $\in_t$ are independent unobservable random errors with finite second moment.