• 한국데이터정보과학회:학술대회논문집
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• 2005.04a
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• pp.155-163
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• 2005

This paper applies Support Vector Regression (SVR) to estimate and forecast nonlinear autoregressive integrated (ARI) model of the daily exchange rates of four currencies (Swiss Francs, Indian Rupees, South Korean Won and Philippines Pesos) against U.S. dollar. The forecasting abilities of SVR are compared with linear ARI model which is estimated by OLS. Sensitivity of SVR results are also examined to kernel type and other free parameters. Empirical findings are in favor of SVR. SVR method forecasts exchange rate level better than linear ARI model and also has superior ability in forecasting the exchange rates direction in short test phase but has similar performance with OLS when forecasting the turning points in long test phase.

• International Journal of Fuzzy Logic and Intelligent Systems
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• v.14 no.1
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• pp.1-7
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• 2014

This paper presents a novel method for simultaneously and automatically choosing the nonlinear structures of regressors or discriminant functions, as well as the number of terms to include in a rule-based regression model or pattern classifier. Variables are first partitioned into subsets each of which has a linguistic term (called a causal condition) associated with it; fuzzy sets are used to model the terms. Candidate interconnections (causal combinations) of either a term or its complement are formed, where the connecting word is AND which is modeled using the minimum operation. The data establishes which of the candidate causal combinations survive. A novel theoretical result leads to an exponential speedup in establishing this.

• Journal of Korean Association for Spatial Structures
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• v.20 no.4
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• pp.111-121
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• 2020

There has been increasing interest in UHPC (Ultra-High Performance Concrete) materials in recent years. Owing to the superior mechanical properties and durability, the UHPC has been widely used for the design of various types of structures. In this paper, machine learning based compressive strength prediction methods of the UHPC are proposed. Various regression-based machine learning models were built to train dataset. For train and validation, 110 data samples collected from the literatures were used. Because the proportion between the compressive strength and its composition is a highly nonlinear, more advanced regression models are demanded to obtain better results. The complex relationship between mixture proportion and concrete compressive strength can be predicted by using the selected regression method.

• The Transactions of the Korean Institute of Electrical Engineers A
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• v.51 no.3
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• pp.109-117
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• 2002

High accuracy of the load forecasting for power systems improves the security of the power system and generation cost. However, the forecasting problem is difficult to handle due to the nonlinear and the random-like behavior of system loads as well as weather conditions and variation of economical environments. So far. many studies on the problem have been made to improve the prediction accuracy using deterministic, stochastic, knowledge based and artificial neural net(ANN) method. In the conventional load forecasting method, the load forecasting maximum error occurred for the holidays on Saturday and Monday. In order to reduce the load forecasting error of the daily peak load for the holidays on Saturday and Monday, fuzzy concept and linear regression theory have been adopted into the load forecasting problem. The proposed algorithm shows its good accuracy that the average percentage errors are 2.11% in 1996 and 2.84% in 1997.

• Communications for Statistical Applications and Methods
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• v.26 no.1
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• pp.69-78
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• 2019

A structured model with both single-index and varying coefficients is a powerful tool in modeling high dimensional data. It has been widely used because the single-index can overcome the curse of dimensionality and varying coefficients can allow nonlinear interaction effects in the model. For high dimensional index vectors, variable selection becomes an important question in the model building process. In this paper, we propose an efficient estimation and a variable selection method based on a smoothing spline approach in a partially linear single-index-coefficient regression model. We also propose an efficient algorithm for simultaneously estimating the coefficient functions in a data-adaptive lower-dimensional approximation space and selecting significant variables in the index with the adaptive LASSO penalty. The empirical performance of the proposed method is illustrated with simulated and real data examples.

• The Journal of the Institute of Internet, Broadcasting and Communication
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• v.22 no.2
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• pp.103-108
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• 2022

In this paper, we propose a new image analysis method based on regression manifold 3-D PCA. The proposed method is a new image analysis method consisting of a regression analysis algorithm with a structure designed based on an autoencoder capable of nonlinear expansion of manifold 3-D PCA and PCA for efficient dimension reduction when entering large-capacity image data. With the configuration of an autoencoder, a regression manifold 3-DPCA, which derives the best hyperplane through three-dimensional rotation of image pixel values, and a Bayesian rule structure similar to a deep learning structure, are applied. Experiments are performed to verify performance. The image is improved by utilizing the fine dust image, and accuracy performance evaluation is performed through the classification model. As a result, it can be confirmed that it is effective for deep learning performance.

• The Korean Journal of Applied Statistics
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• v.30 no.1
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• pp.41-55
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• 2017

This study predicts the average scores of top 150 PGA golf players on 132 PGA Tour tournaments (2013-2015) using data mining techniques and statistical analysis. This study also aims to predict the Top 10 and Top 25 best players in 4 different playoffs. Linear and nonlinear regression methods were used to predict average scores. Stepwise regression, all best subset, LASSO, ridge regression and principal component regression were used for the linear regression method. Tree, bagging, gradient boosting, neural network, random forests and KNN were used for nonlinear regression method. We found that the average score increases as fairway firmness or green height or average maximum wind speed increases. We also found that the average score decreases as the number of one-putts or scrambling variable or longest driving distance increases. All 11 different models have low prediction error when predicting the average scores of PGA Tournaments in 2015 which is not included in the training set. However, the performances of Bagging and Random Forest models are the best among all models and these two models have the highest prediction accuracy when predicting the Top 10 and Top 25 best players in 4 different playoffs.

• Smart Structures and Systems
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• v.16 no.1
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• pp.163-181
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• 2015

This research investigates the structural health monitoring of nonlinear structures after a major seismic event. It considers the identification of flag-shaped or pinched hysteresis behavior in response to structures as a more general case of a normal hysteresis curve without pinching. The method is based on the overall least squares methods and the log likelihood ratio test. In particular, the structural response is divided into different loading and unloading sub-half cycles. The overall least squares analysis is first implemented to obtain the minimum residual mean square estimates of structural parameters for each sub-half cycle with the number of segments assumed. The log likelihood ratio test is used to assess the likelihood of these nonlinear segments being true representations in the presence of noise and model error. The resulting regression coefficients for identified segmented regression models are finally used to obtain stiffness, yielding deformation and energy dissipation parameters. The performance of the method is illustrated using a single degree of freedom system and a suite of 20 earthquake records. RMS noise of 5%, 10%, 15% and 20% is added to the response data to assess the robustness of the identification routine. The proposed method is computationally efficient and accurate in identifying the damage parameters within 10% average of the known values even with 20% added noise. The method requires no user input and could thus be automated and performed in real-time for each sub-half cycle, with results available effectively immediately after an event as well as during an event, if required.

• Journal of Microbiology and Biotechnology
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• v.12 no.3
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• pp.377-381
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• 2002

Recently, interests to remove nitrogen in the nitritation process have increased because of its economical advantages, since it could be a short-cut process to save both oxygen for nitrification and carbon for denitrification compared to a typical nitrification. However, the kinetics related with the nitritation process has not yet been fully understood. Furthermore, many useful models which have been successfully used for wastewater treatment processes cannot be used to estimate effluent nitrite concentration for evaluating performance of the nitritation process, since the process rate equations and population of microorganisms for nitrogen removal in these models have been set up only for the condition of full nitrification. Therefore, the present study was conducted to estimate an effluent nitrite concentration in the nitritation process with a concept of enzymatic inhibition kinetics based on long-term laboratory experiments. Using a nonlinear least squares regression method, kinetic parameters were accurately determined. By setting up a process rate equation along with a mass balance equation of the nitrite-oxidizing step, an effluent nitrite concentration in the nitritation process was then successfully estimated.

• Journal of the Korean Society of Environmental Restoration Technology
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• v.16 no.1
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• pp.83-97
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• 2013

This study was carried out to suggest an experimental base in selecting the drought resistance of plants. Adopting the natural drought method, this paper studies the drought resistance of 12 kinds of ground cover plants. focusing on analyzing the changes of relative water content on leaf, relative electric conductivity and chlorophyll content in 12 kinds of plants, and and the relation between soil water content under drought stress. The drought resistance of the plants were subject to laboratory and rooftop drought resistance treatments. The Logistic model of nonlinear regression analysis was used to evaluate the lethal time that were predicted with the range of 10.4~30.1d on roof top, and 19.5~39.0d on hothouse. The result shows that with the increase of stress time, relative water content and chlorophyll content on leaf were in a downward trend; the relative electric conductivity was upward tendency. Among 12 species of ground cover plants, exclude Pulsatilla koreana, Ainsliaea acerifolia were selected for rooftop plants because they showed resist drought strongly and took adaptive ability.