• Communications for Statistical Applications and Methods
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• v.17 no.2
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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.

• The Transactions of The Korean Institute of Electrical Engineers
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• v.64 no.12
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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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• v.25 no.6
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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.

• Journal of the Korean Geotechnical Society
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• v.39 no.4
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• pp.45-54
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• 2023

The settlement prediction during the design phase is primarily conducted using theoretical methods. However, measurement-based settlement prediction methods that predict future settlements based on measured settlement data over time are primarily used during construction due to accuracy issues. Among these methods, the hyperbolic method is commonly used. However, the existing hyperbolic method has accuracy issues and statistical limitations. Therefore, a weighted nonlinear regression hyperbolic method has been proposed. In this study, two weighting methods were applied to the weighted nonlinear regression hyperbolic method to compare and analyze the accuracy of settlement prediction. Measured settlement plate data from two sites located in Busan New Port were used. The settlement of the remaining sections was predicted by setting the regression analysis section to 30%, 50%, and 70% of the total data. Thus, regardless of the weight assignment method, the settlement prediction based on the hyperbolic method demonstrated a remarkable increase in accuracy as the regression analysis section increased. The weighted nonlinear regression hyperbolic method predicted settlement more accurately than the existing linear regression hyperbolic method. In particular, despite a smaller regression analysis section, the weighted nonlinear regression hyperbolic method showed higher settlement prediction performance than the existing linear regression hyperbolic method. Thus, it was confirmed that the weighted nonlinear regression hyperbolic method could predict settlement much faster and more accurately.

• Journal of the Korean Statistical Society
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• v.30 no.4
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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.

• Communications for Statistical Applications and Methods
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• v.28 no.6
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• pp.627-641
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• 2021

An asymmetric least squares estimation method has been employed to estimate linear models for percentile regression. An asymmetric maximum likelihood estimation (AMLE) has been developed for the estimation of Poisson percentile linear models. In this study, we propose generalized nonlinear percentile regression using the AMLE, and the use of the parametric bootstrap method to obtain confidence intervals for the estimates of parameters of interest and smoothing functions of estimates. We consider three conditional distributions of response variables given covariates such as normal, exponential, and Poisson for three mean functions with one linear and two nonlinear models in the simulation studies. The proposed method provides reasonable estimates and confidence interval estimates of parameters, and comparable Monte Carlo asymptotic performance along with the sample size and quantiles. We illustrate applications of the proposed method using real-life data from chemical and radiation epidemiological studies.

• Transactions on Electrical and Electronic Materials
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• v.6 no.6
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• pp.256-261
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• 2005

This paper presents that the modeling to predict the characteristics with respect to the performance of solenoid embedded inductors manufactured by LTCC process via the nonlinear regression model based on the quasi-Newton method. In order to reduce the runs, the design of experiments (DOE) was used to generate the design space. The nonlinear process models were constructed by the piecewise regression model based on the quasi-Newton method for estimating the model coefficient with the break point on the statistical confidence intervals. Those models were verified by the model accuracy checking based on the assumption statistically.

• Journal of the Korean Geosynthetics Society
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• v.15 no.2
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• pp.65-75
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• 2016

In this study, we constructed a database by collecting field pullout test data of the soil nailing using pressurized grouting, and suggested a method to estimate the ultimate pullout resistance using nonlinear regression analysis to overcome the problems of ultimate pullout resistance estimation using graphical methods. The load-displacement curve estimated by nonlinear regression showed a very high correlation with the field pullout test data. Estimated ultimate pullout load by nonlinear regression method was average 29% higher than estimated ultimate pullout load using previous graphical method. A sigmoidal growth model was found to be the best-fitting nonlinear regression model against rapid pullout failure. Further, an asymptotic regression model was found to be the best fit against progressive nail pullout. The unit ultimate skin friction suggested in this research reflected in the domestic geotechnical characteristics and the specifications of the pressurized grouting method. This research is expected to contribute towards establishing an independent design standard for the soil nailing by providing solutions to the problems that occur when using design charts based on foreign research.

• Proceedings of the Korean Statistical Society Conference
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• 2004.11a
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• pp.67-72
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• 2004

Support vector machine (SVM) has been very successful in pattern recognition and function estimation problems for crisp data. This paper proposes a new method to evaluate interval linear and nonlinear regression models combining the possibility and necessity estimation formulation with the principle of SVM. For data sets with crisp inputs and interval outputs, the possibility and necessity models have been recently utilized, which are based on quadratic programming approach giving more diverse spread coefficients than a linear programming one. SVM also uses quadratic programming approach whose another advantage in interval regression analysis is to be able to integrate both the property of central tendency in least squares and the possibilistic property In fuzzy regression. However this is not a computationally expensive way. SVM allows us to perform interval nonlinear regression analysis by constructing an interval linear regression function in a high dimensional feature space. In particular, SVM is a very attractive approach to model nonlinear interval data. The proposed algorithm here is model-free method in the sense that we do not have to assume the underlying model function for interval nonlinear regression model with crisp inputs and interval output. Experimental results are then presented which indicate the performance of this algorithm.

• Communications for Statistical Applications and Methods
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• v.8 no.3
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• pp.633-641
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• 2001

The least squares method is usually applied when estimating the parameters in the regression models. However the least square estimator is not very efficient when the distribution of the error is skewed. In this paper, we propose the asymmetric least square estimator for a particular nonlinear time series regression model, and give the simple and practical sufficient conditions for the strong consistency of the estimators.