• 제목/요약/키워드: Nonlinear Regression Model

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Testing Outliers in Nonlinear Regression

  • Kahng, Myung-Wook
    • Journal of the Korean Statistical Society
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    • 제24권2호
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    • pp.419-437
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    • 1995
  • Given the specific mean shift outlier model, several standard approaches to obtaining test statistic for outliers are discussed. Each of these is developed in detail for the nonlinear regression model, and each leads to an equivalent distribution. The geometric interpretations of the statistics and accuracy of linear approximation are also presented.

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비선형 회귀모형을 이용한 학년별 학생수 추계 (Estimations of the student numbers by nonlinear regression model)

  • 윤용화;김종태
    • Journal of the Korean Data and Information Science Society
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    • 제23권1호
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    • pp.71-77
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    • 2012
  • 본 연구는 코호트 조성법에 의해 구성된 진학률들을 사용한 비선형 회귀모형을 이용하여 장래 초등과 중등, 고등학교의 학년별 학생수를 추계 하는데 목적이 있다. 이러한 진학률들의 모형을 분석하기 위하여 경향-외삽법 중 하나인 비선형 회귀모형의 로그모형과 거듭제곱 모형을 이용하였다. 그 결과 로그모형에 의한 예측이 거듭제곱모형에 의한 예측보다 조금 더 신뢰할 수 있고, 학생수도 적게 예측됨을 알 수 있었다.

Semi-rigid connection modeling for steel frameworks

  • Liu, Yuxin
    • Structural Engineering and Mechanics
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    • 제35권4호
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    • pp.431-457
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    • 2010
  • This article provides a discussion of the mathematic modeling of connections for designing and qualifying structures, systems, and components subject to monotonic or cyclic loading. To characterize the force-deformation behavior of connections under monotonic loading, a review of the Ramberg-Osgood, Richard-Abbott, and Menegotto-Pinto models is conducted, and it is shown that these nonlinear functions can be mathematically derived by scaling up or down a linear force-deformation function. A generalized four-parameter model for simulating connection behavior is investigated to facilitate nonlinear regression analysis. In order to perform seismic analysis of frameworks, a hysteretic model accounting for loading, unloading, and reloading is described using the established monotonic model. For preliminary analysis, a method is provided to quickly determine the model parameters that fit approximately with the observed data. To reach more accurate values of the parameters, the methods of nonlinear regression analysis are investigated and the modified Levenberg-Marquardt and separable nonlinear least-square algorithms are applied in determining the model parameters. Example case studies illustrate the procedure for the computation through the use of experimental/analytical data taken form the literature. Transformation of connection curves from the three-parameter model to the four-parameter model for structural analysis is conducted based on the modeling of connections subject to fire.

MLR 및 SVR 기반 선형과 비선형회귀분석의 비교 - 풍속 예측 보정 (Comparison of MLR and SVR Based Linear and Nonlinear Regressions - Compensation for Wind Speed Prediction)

  • 김준봉;오승철;서기성
    • 전기학회논문지
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    • 제65권5호
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    • pp.851-856
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    • 2016
  • Wind speed is heavily fluctuated and quite local than other weather elements. It is difficult to improve the accuracy of prediction only in a numerical prediction model. An MOS (Model Output Statistics) technique is used to correct the systematic errors of the model using a statistical data analysis. The Most of previous MOS has used a linear regression model for weather prediction, but it is hard to manage an irregular nature of prediction of wind speed. In order to solve the problem, a nonlinear regression method using SVR (Support Vector Regression) is introduced for a development of MOS for wind speed prediction. Experiments are performed for KLAPS (Korea Local Analysis and Prediction System) re-analysis data from 2007 to 2013 year for Jeju Island and Busan area in South Korea. The MLR and SVR based linear and nonlinear methods are compared to each other for prediction accuracy of wind speed. Also, the comparison experiments are executed for the variation in the number of UM elements.

THE STRONG CONSISTENCY OF NONLINEAR REGRESSION QUANTILES ESTIMATORS

  • Choi, Seung-Hoe;Kim, Hae-Kyung
    • 대한수학회보
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    • 제36권3호
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    • pp.451-457
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    • 1999
  • This paper provides sufficient conditions which ensure the strong consistency of regression quantiles estimators of nonlinear regression models. The main result is supported by the application of an asymptotic property of the least absolute deviation estimators as a special case of the proposed estimators. some example is given to illustrate the application of the main result.

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A Score test for Detection of Outliers in Nonlinear Regression

  • Kahng, Myung-Wook
    • Journal of the Korean Statistical Society
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    • 제22권2호
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    • pp.201-208
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    • 1993
  • Given the specific mean shift outlier model, the score test for multiple outliers in nonlinear regression is discussed as an alternative to the likelihood ratio test. The geometric interpretation of the score statistic is also presented.

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THE STRONG CONSISTENCY OF THE ASYMMETRIC LEAST SQUARES ESTIMATORS IN NONLINEAR CENSORED REGRESSION MODELS

  • Choi, Seung-Hoe;Kim, Hae-Kyung
    • 대한수학회논문집
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    • 제18권4호
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    • pp.703-712
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    • 2003
  • This paper deals with the strong consistency of the asymmetric least squares for the nonlinear censored regression models which includes dependent variables cut off midway by any of external conditions, and provide the sufficient conditions which ensure the strong consistency of proposed estimators of the censored regression models. One example is given to illustrate the application of the main result.

Nonlinear structural modeling using multivariate adaptive regression splines

  • Zhang, Wengang;Goh, A.T.C.
    • Computers and Concrete
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    • 제16권4호
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    • pp.569-585
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    • 2015
  • Various computational tools are available for modeling highly nonlinear structural engineering problems that lack a precise analytical theory or understanding of the phenomena involved. This paper adopts a fairly simple nonparametric adaptive regression algorithm known as multivariate adaptive regression splines (MARS) to model the nonlinear interactions between variables. The MARS method makes no specific assumptions about the underlying functional relationship between the input variables and the response. Details of MARS methodology and its associated procedures are introduced first, followed by a number of examples including three practical structural engineering problems. These examples indicate that accuracy of the MARS prediction approach. Additionally, MARS is able to assess the relative importance of the designed variables. As MARS explicitly defines the intervals for the input variables, the model enables engineers to have an insight and understanding of where significant changes in the data may occur. An example is also presented to demonstrate how the MARS developed model can be used to carry out structural reliability analysis.

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

  • 현병용;이용희;서기성
    • 전기학회논문지
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    • 제64권1호
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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.