• Title/Summary/Keyword: Nonlinear Regression Method

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Robust ridge regression for nonlinear mixed effects models with applications to quantitative high throughput screening assay data (비선형 혼합효과모형에서의 로버스트 능형회귀 방법과 정량적 고속 대량 스크리닝 자료에의 응용)

  • Yoo, Jiseon;Lim, Changwon
    • The Korean Journal of Applied Statistics
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    • v.31 no.1
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    • pp.123-137
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    • 2018
  • A nonlinear mixed effects model is mainly used to analyze repeated measurement data in various fields. A nonlinear mixed effects model consists of two stages: the first-stage individual-level model considers intra-individual variation and the second-stage population model considers inter-individual variation. The individual-level model, which is the first stage of the nonlinear mixed effects model, estimates the parameters of the nonlinear regression model. It is the same as the general nonlinear regression model, and usually estimates parameters using the least squares estimation method. However, the least squares estimation method may have a problem that the estimated value of the parameters and standard errors become extremely large if the assumed nonlinear function is not explicitly revealed by the data. In this paper, a new estimation method is proposed to solve this problem by introducing the ridge regression method recently proposed in the nonlinear regression model into the first-stage individual-level model of the nonlinear mixed effects model. The performance of the proposed estimator is compared with the performance with the standard estimator through a simulation study. The proposed methodology is also illustrated using quantitative high throughput screening data obtained from the US National Toxicology Program.

Kernel-Based Fuzzy Regression Machine For Predicting Turbulent Flows

  • Hong, Dug-Hun;Hwang, Chang-Ha
    • 한국데이터정보과학회:학술대회논문집
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    • 2004.04a
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    • pp.91-101
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    • 2004
  • The turbulent flow is of fundamental interest because the conservation equations for thermodynamics, mass and momentum are linked together. This turbulent flow consists of some coherent time- and space-organized vortical structures. Research has already shown that some dynamic systems and experimental models still cannot provide a good nonlinear analysis of turbulent time series. In the real turbulent flow, very complicated nonlinear behaviors, which are affected by many vague factors are present. In this paper, a kernel-based machine for fuzzy nonlinear regression analysis is proposed to predict the nonlinear time series of turbulent flows. In order to show the practicality and usefulness of this model, we present an example of predicting the near-wall turbulence time series as a verifiable model and compare with fuzzy piecewise regression. The results of practical applications show that the proposed method is appropriate and appears to be useful in nonlinear analysis and in fuzzy environments to predict the turbulence time series.

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Nonlinear Regression Analysis of Acid-Base Titration System (산-염기 적정 시스템의 비선형 회귀분석에 관한 고찰)

  • Park, Chung-Oh;Hong, Jae-Jin
    • Korean Journal of Clinical Laboratory Science
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    • v.40 no.1
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    • pp.18-25
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    • 2008
  • In classical titrimetric analyses, the major concern is the concentration of titrant, usually the aqueous solution of hydrochloric acid or sodium hydroxide, that could be changed as time goes by and it is accompanied with the inaccuracy of the resulting data. And the statistical approach, the nonlinear regression analysis, which is a well-known statistical method, was introduced to determine the accurate concentration of the titrant and the exact value of parameters, $K_a$, r, $C_a$, $C_b$, for 0.01 M aqueous solutions of analytes, sodium pyruvate, sodium acetate, sodium bicarbonate, ammonium hydroxide, ammonium chloride and acetic acid at $25^{\circ}C$. We used Gauss-Newton method for the linearlization of the nonlinear titration system and the two-parameter fitting showed appreciable convergent data for the parameters of the analytes set with the various range of $K_a$ value.

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EVALUATION OF PARAMETER ESTIMATION METHODS FOR NONLINEAR TIME SERIES REGRESSION MODELS

  • Kim, Tae-Soo;Ahn, Jung-Ho
    • Journal of applied mathematics & informatics
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    • v.27 no.1_2
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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.

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Application of Bootstrap Method to Primary Model of Microbial Food Quality Change

  • Lee, Dong-Sun;Park, Jin-Pyo
    • Food Science and Biotechnology
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    • v.17 no.6
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    • pp.1352-1356
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    • 2008
  • Bootstrap method, a computer-intensive statistical technique to estimate the distribution of a statistic was applied to deal with uncertainty and variability of the experimental data in stochastic prediction modeling of microbial growth on a chill-stored food. Three different bootstrapping methods for the curve-fitting to the microbial count data were compared in determining the parameters of Baranyi and Roberts growth model: nonlinear regression to static version function with resampling residuals onto all the experimental microbial count data; static version regression onto mean counts at sampling times; dynamic version fitting of differential equations onto the bootstrapped mean counts. All the methods outputted almost same mean values of the parameters with difference in their distribution. Parameter search according to the dynamic form of differential equations resulted in the largest distribution of the model parameters but produced the confidence interval of the predicted microbial count close to those of nonlinear regression of static equation.

Computational Methods for Detection of Multiple Outliers in Nonlinear Regression

  • Myung-Wook Kahng
    • Communications for Statistical Applications and Methods
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    • v.3 no.2
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    • pp.1-11
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    • 1996
  • The detection of multiple outliers in nonlinear regression models can be computationally not feasible. As a compromise approach, we consider the use of simulated annealing algorithm, an approximate approach to combinatorial optimization. We show that this method ensures convergence and works well in locating multiple outliers while reducing computational time.

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Analysis of the Limitations of the Existing Subsidence Prediction Method Based on the Subsidence Measurement Data and Suggestions for Improvement Method Through Weighted Nonlinear Regression Analysis (기존 계측 기반 침하 예측 이론식 한계점 도출 및 가중 비선형 회귀분석을 통한 침하 예측 개선방안 제시)

  • Kwak, Tae-Young;Hong, Seongho;Lee, Ju-Hyung;Woo, Sang-Inn
    • Journal of the Korean Geotechnical Society
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    • v.38 no.12
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    • pp.103-112
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    • 2022
  • The existing subsidence prediction method based on the measurement data were confirmed in this study through literature research. It was confirmed that the hyperbolic method and the Asaoka method showed high accuracy, while the other prediction methods showed significantly low accuracy. Based on the analysis results, the limitations of the existing prediction equations were derived, and the improvement method of the settlement prediction equations was suggested. In this study, a weighted nonlinear regression analysis method that gives higher weight to the later data was proposed to improve the existing hyperbolic method.

A comparison study on regression with stationary nonparametric autoregressive errors (정상 비모수 자기상관 오차항을 갖는 회귀분석에 대한 비교 연구)

  • Yu, Kyusang
    • The Korean Journal of Applied Statistics
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    • v.29 no.1
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    • pp.157-169
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    • 2016
  • We compare four methods to estimate a regression coefficient under linear regression models with serially correlated errors. We assume that regression errors are generated with nonlinear autoregressive models. The four methods are: ordinary least square estimator, general least square estimator, parametric regression error correction method, and nonparametric regression error correction method. We also discuss some properties of nonlinear autoregressive models by presenting numerical studies with typical examples. Our numerical study suggests that no method dominates; however, the nonparametric regression error correction method works quite well.

Evolutionary Nonlinear Regression Based Compensation Technique for Short-range Prediction of Wind Speed using Automatic Weather Station (AWS 지점별 기상데이타를 이용한 진화적 회귀분석 기반의 단기 풍속 예보 보정 기법)

  • Hyeon, Byeongyong;Lee, Yonghee;Seo, Kisung
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.64 no.1
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    • pp.107-112
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    • 2015
  • This paper introduces an evolutionary nonlinear regression based compensation technique for the short-range prediction of wind speed using AWS(Automatic Weather Station) data. Development of an efficient MOS(Model Output Statistics) is necessary to correct systematic errors of the model, but a linear regression based MOS is hard to manage an irregular nature of weather prediction. In order to solve the problem, a nonlinear and symbolic regression method using GP(Genetic Programming) is suggested for a development of MOS wind forecast guidance. Also FCM(Fuzzy C-Means) clustering is adopted to mitigate bias of wind speed data. The purpose of this study is to evaluate the accuracy of the estimation by a GP based nonlinear MOS for 3 days prediction of wind speed in South Korean regions. This method is then compared to the UM model and has shown superior results. Data for 2007-2009, 2011 is used for training, and 2012 is used for testing.