• 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.

• 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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• 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.

• 한국지반공학회논문집
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• 제39권4호
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• pp.45-54
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• 2023

설계 단계에서의 침하 예측은 주로 이론적 침하 예측 방법에 의해 수행되지만, 정확도의 문제로 인해 시공 단계에서는 주로 시간에 따른 침하량 계측 결과를 토대로 장래 침하량을 예측하는 계측 기반 침하 예측 방법을 적용하고 있다. 계측 기반 침하 예측 방법 중에서도 쌍곡선법이 주로 쓰이고 있으나 기존의 쌍곡선법은 정확도가 떨어지며 통계적 측면에서 한계점이 명확하기 때문에, 가중 비선형 회귀 분석 기반의 쌍곡선법이 제안된 바 있다. 본 연구에서는 가중 비선형 회귀 쌍곡선법에 두 가지 가중치 부여 방식을 적용하여 침하 예측 정확도를 비교 분석하였다. 부산 신항에 위치한 두 현장에서 측정한 지표침하판 데이터를 활용했으며, 회귀분석 구간을 전체 데이터에 30, 50, 70%로 설정해 나머지 구간의 침하를 예측했다. 그 결과, 가중치 부여 방식과 무관하게 쌍곡선법 기반의 침하 예측 방법은 모두 회귀 분석 구간이 증가할수록 정확도가 높게 나타났으며, 가중 비선형 회귀 쌍곡선법을 통해 기존 선형 회귀 쌍곡선법 보다 정확하게 침하를 예측할 수 있었다. 특히 더 작은 회귀분석 구간이 적용되었음에도 가중 비선형 회귀 쌍곡선법이 기존 선형 회귀 쌍곡선법에 비해 높은 침하 예측 성능을 보여, 가중 비선형 회귀 쌍곡선법을 통해 훨씬 빠르고 정확하게 침하량을 예측할 수 있음을 확인했다.

• 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.

• Communications for Statistical Applications and Methods
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• 제28권6호
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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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• 제6권6호
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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.

• 한국지반신소재학회논문집
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• 제15권2호
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• pp.65-75
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• 2016

본 연구에서는 최근 적용사례가 급증하고 있는 가압식 그라우팅을 이용한 쏘일네일링의 현장인발시험 자료를 수집하여 데이터베이스를 구성하였으며, 기존의 도해법을 이용한 극한인발저항력 판정법의 문제점을 보완하기 위하여 비선형회귀분석을 이용하여 극한인발저항력을 판정하는 방법을 제안하였다. 비선형회귀분석에 의해 추정된 하중-변위곡선은 현장인발시험 자료와 매우 높은 상관성을 보였으며, 도해법에 의해 판정된 극한인발하중에 비해 평균 29% 정도 크게 판정되었다. 쏘일네일의 하중-변위곡선이 항복하중 이후에 급격한 변위를 보이는 경우에는 S자 성장곡선 회귀모형이 가장 적합하며, 인발하중과 변위의 증가량이 점진적으로 감소하는 파괴거동을 보이는 하중-변위곡선은 점근적 방법이 가장 적합한 회귀모형으로 평가되었다. 본 연구로부터 제안된 단위극한주면 마찰 저항력은 국내 지반특성과 가압식 그라우팅 공법의 특성이 반영된 것으로 해외 연구결과로부터 제시된 설계도표를 이용하던 문제점을 개선함으로써 독자적인 설계기준을 확보하는데 기여할 수 있을 것으로 기대된다.

• 한국통계학회:학술대회논문집
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• 한국통계학회 2004년도 학술발표논문집
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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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• 제8권3호
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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.