• 제목/요약/키워드: Nonlinear Regression Model

검색결과 423건 처리시간 0.031초

회귀기준식 이용 공조기 부위별 고장검출 (Regression Model-Based Fault Detection of an Air-Handling Unit)

  • 이원용;이봉도
    • 설비공학논문집
    • /
    • 제12권7호
    • /
    • pp.688-696
    • /
    • 2000
  • A scheme for fault detection on the subsystem level is presented. The method uses analytical redundancy and consists in generating residuals by comparing each measurement with an estimate computed from the reference models. In this study regression neural network models are used as reference models. The regression neural network is memory-based feed forward network that provides estimates of continuous variables. The simulation result demonstrated that the proposed method can effectively detect faults in an air handling unit(AHU). The results show that the regression models are accurate and reliable estimators of the highly nonlinear and complex AHU.

  • PDF

시계열 전이함수분석 이분산성의 비선형 모형화 (Nonlinear approach to modeling heteroscedasticity in transfer function analysis)

  • 황선영;김순영;이성덕
    • 응용통계연구
    • /
    • 제15권2호
    • /
    • pp.311-321
    • /
    • 2002
  • 시계열 자료의 전이함수분석에 있어서 조건부 이분산성을 도입하고 기존의 선형 이분산모형인 Engle(1982)의 ARCH 모형과 더불어 비선형 모형인 베타-ARCH 및 분계점-ARCH모형을 고려하였다. 모형적합절차를 간략히 소개하였으며 제안된 모형을 미국 나스닥지수와 국내 종합주가지수에 적용시켜본 결과 비선형 ARCH 모형이 우수함을 알 수 있었다.

서비스 가격지수를 이용한 PCS 시장규모 예측모형 (Effect of Price on the PCS Demand)

  • 장석권
    • 산업공학
    • /
    • 제9권3호
    • /
    • pp.44-51
    • /
    • 1996
  • The purpose of this paper is to develop a modeling framework for analyzing the effect of price on the PCS (Personal Commununications Service) demand. To achieve this aim, a nonlinear regression model was derived to capture the income effect on the PCS demand and then was combined into an integrated Bass diffusion model. The model was then applied to the emerging PCS market in Korea and the market demands up to the year 2006 were estimated. The results were reviewed and evaluated in various aspects. Finally, the possibilities of model enhancement and model extensions were explored.

  • PDF

Accuracy of Multiple Outlier Tests in Nonlinear Regression

  • Kahng, Myung-Wook
    • Communications for Statistical Applications and Methods
    • /
    • 제18권1호
    • /
    • pp.131-136
    • /
    • 2011
  • The original Bates-Watts framework applies only to the complete parameter vector. Thus, guidelines developed in that framework can be misleading when the adequacy of the linear approximation is very different for different subsets. The subset curvature measures appear to be reliable indicators of the adequacy of linear approximation for an arbitrary subset of parameters in nonlinear models. Given the specific mean shift outlier model, the standard approaches to obtaining test statistics for outliers are discussed. The accuracy of outlier tests is investigated using subset curvatures.

QR DECOMPOSITION IN NONLINEAR EXPERIMENTAL DESIGN

  • Oh, Im-Geol
    • 한국수학교육학회지시리즈B:순수및응용수학
    • /
    • 제2권2호
    • /
    • pp.133-140
    • /
    • 1995
  • The D-optimal design criterion for precise parameter estimation in nonlinear regression analysis is called the determinant criterion because the determinant of a matrix is to be maximized. In this thesis, we derive the gradient and the Hessian of the determinant criterion, and apply a QR decomposition for their efficient computations. We also propose an approximate form of the Hessian matrix which can be calculated from the first derivative of a model function with respect to the design variables. These equations can be used in a Gauss-Newton type iteration procedure.

  • PDF

A neural-based predictive model of the compressive strength of waste LCD glass concrete

  • Kao, Chih-Han;Wang, Chien-Chih;Wang, Her-Yung
    • Computers and Concrete
    • /
    • 제19권5호
    • /
    • pp.457-465
    • /
    • 2017
  • The Taiwanese liquid crystal display (LCD) industry has traditionally produced a huge amount of waste glass that is placed in landfills. Waste glass recycling can reduce the material costs of concrete and promote sustainable environmental protection activities. Concrete is always utilized as structural material; thus, the concrete compressive strength with a variety of mixtures must be studied using predictive models to achieve more precise results. To create an efficient waste LCD glass concrete (WLGC) design proportion, the related studies utilized a multivariable regression analysis to develop a compressive strength waste LCD glass concrete equation. The mix design proportion for waste LCD glass and the compressive strength relationship is complex and nonlinear. This results in a prediction weakness for the multivariable regression model during the initial growing phase of the compressive strength of waste LCD glass concrete. Thus, the R ratio for the predictive multivariable regression model is 0.96. Neural networks (NN) have a superior ability to handle nonlinear relationships between multiple variables by incorporating supervised learning. This study developed a multivariable prediction model for the determination of waste LCD glass concrete compressive strength by analyzing a series of laboratory test results and utilizing a neural network algorithm that was obtained in a related prior study. The current study also trained the prediction model for the compressive strength of waste LCD glass by calculating the effects of several types of factor combinations, such as the different number of input variables and the relevant filter for input variables. These types of factor combinations have been adjusted to enhance the predictive ability based on the training mechanism of the NN and the characteristics of waste LCD glass concrete. The selection priority of the input variable strategy is that evaluating relevance is better than adding dimensions for the NN prediction of the compressive strength of WLGC. The prediction ability of the model is examined using test results from the same data pool. The R ratio was determined to be approximately 0.996. Using the appropriate input variables from neural networks, the model validation results indicated that the model prediction attains greater accuracy than the multivariable regression model during the initial growing phase of compressive strength. Therefore, the neural-based predictive model for compressive strength promotes the application of waste LCD glass concrete.

Advanced Process Control of the Critical Dimension in Photolithography

  • Wu, Chien-Feng;Hung, Chih-Ming;Chen, Juhn-Horng;Lee, An-Chen
    • International Journal of Precision Engineering and Manufacturing
    • /
    • 제9권1호
    • /
    • pp.12-18
    • /
    • 2008
  • This paper describes two run-to-run controllers, a nonlinear multiple exponential-weight moving-average (NMEWMA) controller and a dynamic model-tuning minimum-variance (DMTMV) controller, for photolithography processes. The relationships between the input recipes (exposure dose and focus) and output variables (critical dimensions) were formed using an experimental design method, and the photolithography process model was built using a multiple regression analysis. Both the NMEWMA and DMTMV controllers could update the process model and obtain the optimal recipes for the next run. Quantified improvements were obtained from simulations and real photolithography processes.

다변량 분할 역회귀모형에 관한 연구 (A study on the multivariate sliced inverse regression)

  • 이용구;이덕기
    • 응용통계연구
    • /
    • 제10권2호
    • /
    • pp.293-308
    • /
    • 1997
  • 일변량 분할 역회귀 방법은 일반화 회귀모형에서 효과적인 차원축약방향과 공간을 추정하는 방법이다. 본 논문에서는 두 일반화 회귀모형을 동시에 고려하여 효과적인 차원축약방향과 공간을 추정하는 방법으로 이변량 분할 역회귀를 제안한다. 이러한 이변량 분할 역회귀 방법은 모형식이 선형, 이차형, 삼차형, 비선형 등의 여러 모형식에서 효과적인 차원축약방향을 추정하며, 일변량 분할 역회귀에 비하여 모형에 존재하는 오차에 크게 영향을 받지 않고 효과적인 차원축약방향을 추정한다. 특히 모형식이 대칭의 이차형인 경우에 일변량 분할 역회귀 방법이 효과적인 차원축약방향을 추정하지 못하는 문제를 해결할 수 있다.

  • PDF

진화적 기호회귀 분석기법 기반의 호우 특보 예측 알고리즘 (A Prediction Algorithm for a Heavy Rain Newsflash using the Evolutionary Symbolic Regression Technique)

  • 현병용;이용희;서기성
    • 제어로봇시스템학회논문지
    • /
    • 제20권7호
    • /
    • pp.730-735
    • /
    • 2014
  • This paper introduces a GP (Genetic Programming) based robust technique for the prediction of a heavy rain newsflash. The nature of prediction for precipitation is very complex, irregular and highly fluctuating. Especially, the prediction of heavy precipitation is very difficult. Because not only it depends on various elements, such as location, season, time and geographical features, but also the case data is rare. In order to provide a robust model for precipitation prediction, a nonlinear and symbolic regression method using GP is suggested. The remaining part of the study is to evaluate the performance of prediction for a heavy rain newsflash using a GP based nonlinear regression technique in Korean regions. Analysis of the feature selection is executed and various fitness functions are proposed to improve performances. The KLAPS data of 2006-2010 is used for training and the data of 2011 is adopted for verification.

ARMA 모델을 이용한 적응 모델예측제어에 관한 연구 (Adaptive model predictive control using ARMA models)

  • 이종구;김석준;박선원
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 제어로봇시스템학회 1993년도 한국자동제어학술회의논문집(국내학술편); Seoul National University, Seoul; 20-22 Oct. 1993
    • /
    • pp.754-759
    • /
    • 1993
  • An adaptive model predictive control (AMPC) strategy using auto-regression moving-average (ARMA) models is presented. The characteristic features of this methodology are the small computer memory requirement, high computational speed, robustness, and easy handling of nonlinear and time varying MIMO systems. Since the process dynamic behaviors are expressed by ARMA models, the model parameter adaptation is simple and fast to converge. The recursive least square (RLS) method with exponential forgetting is used to trace the process model parameters assuming the process is slowly time varying. The control performance of the AMPC is verified by both comparative simulation and experimental studies on distillation column control.

  • PDF