• Title/Summary/Keyword: Nonlinear Regression Model

Search Result 425, Processing Time 0.022 seconds

Estimating Fuzzy Regression with Crisp Input-Output Using Quadratic Loss Support Vector Machine

  • Hwang, Chang-Ha;Hong, Dug-Hun;Lee, Sang-Bock
    • 한국데이터정보과학회:학술대회논문집
    • /
    • 2004.10a
    • /
    • pp.53-59
    • /
    • 2004
  • Support vector machine(SVM) approach to regression can be found in information science literature. SVM implements the regularization technique which has been introduced as a way of controlling the smoothness properties of regression function. In this paper, we propose a new estimation method based on quadratic loss SVM for a linear fuzzy regression model of Tanaka's, and furthermore propose a estimation method for nonlinear fuzzy regression. This approach is a very attractive approach to evaluate nonlinear fuzzy model with crisp input and output data.

  • PDF

Comparison of Linear and Nonlinear Regressions and Elements Analysis for Wind Speed Prediction (풍속 예측을 위한 선형회귀분석과 비선형회귀분석 기법의 비교 및 인자분석)

  • Kim, Dongyeon;Seo, Kisung
    • Journal of the Korean Institute of Intelligent Systems
    • /
    • v.25 no.5
    • /
    • pp.477-482
    • /
    • 2015
  • Linear regressions and evolutionary nonlinear regression based compensation techniques for the short-range prediction of wind speed are investigated. 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 for wind speed prediction. The proposed method is compared to various linear regression methods for prediction of wind speed. Also, statistical analysis of distribution for UM elements for each method is executed. 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.

Asymptotic Properties of Regression Quanties Estimators in Nonlinear Models (비선형최소분위추정량의 점근적 성질)

  • Choi, Seung-Hoe;Kim, Tae-Soo;Park, Kyung-Ok
    • Journal of the Korean Data and Information Science Society
    • /
    • v.11 no.2
    • /
    • pp.235-245
    • /
    • 2000
  • In this paper, we consider the Regression Quantiles Estimators in nonlinear regression models. This paper provides the sufficient conditions for strong consistency and asymptotic normality of proposed estimation and drives asymptotic relative efficiency of proposed estimatiors with least square estimation. We give some examples and results of Monte Carlo simulation to compare least square and regression quantile estimators.

  • PDF

Introduction of a Nonlinear Regression Analysis System NLIN2000 (비선형회귀분석을 위한 통계소프트웨어 NLIN2000)

  • 강근석;심규호
    • The Korean Journal of Applied Statistics
    • /
    • v.17 no.1
    • /
    • pp.173-184
    • /
    • 2004
  • A statistical software for nonlinear regression analysis, NLIN2000, is introduced. This software, operated tinder the Window systems, has many user-friendly functions and Provides various statistics. As an upgraded version of the Previous Program operated under the DOS system, NLIN2000 provides easier steps for model specification and fitting process than any other statistical packages. Also it has a database system for model functions which has addition and deletion options. While it can be a useful research tool for statisticians, NLIN2000 can be used practically also by researchers in many other scientific fields, who needs nonlinear regression analysis for their study.

A predictive model for compressive strength of waste LCD glass concrete by nonlinear-multivariate regression

  • Wang, C.C.;Chen, T.T.;Wang, H.Y.;Huang, Chi
    • Computers and Concrete
    • /
    • v.13 no.4
    • /
    • pp.531-545
    • /
    • 2014
  • The purpose of this paper is to develop a prediction model for the compressive strength of waste LCD glass applied in concrete by analyzing a series of laboratory test results, which were obtained in our previous study. The hyperbolic function was used to perform the nonlinear-multivariate regression analysis of the compressive strength prediction model with the following parameters: water-binder ratio w/b, curing age t, and waste glass content G. According to the relative regression analysis, the compressive strength prediction model is developed. The calculated results are in accord with the laboratory measured data, which are the concrete compressive strengths of different mix proportions. In addition, a coefficient of determination $R^2$ value between 0.93 and 0.96 and a mean absolute percentage error MAPE between 5.4% and 8.4% were obtained by regression analysis using the predicted compressive analysis value, and the test results are also excellent. Therefore, the predicted results for compressive strength are highly accurate for waste LCD glass applied in concrete. Additionally, this predicted model exhibits a good predictive capacity when employed to calculate the compressive strength of washed glass sand concrete.

Modeling of High Density of Ozone in Seoul Area with Non-Linear Regression (비선형 회귀 모형을 이용한 서울지역 오존의 고농도 현상의 모형화)

  • Chung, Soo-Yeon;Cho, Ki-Heon
    • The Korean Journal of Applied Statistics
    • /
    • v.22 no.4
    • /
    • pp.865-877
    • /
    • 2009
  • While characterized initially as an urban-scale pollutant, ozone has increasingly been recognized as a regional and even global-scale phenomenon. The complexity of environmental data dynamics often requires models covering non-linearity. This study deals with modeling ozone with meteorology in Seoul area. The relationships are used to construct a nonlinear regression model relating ozone to meteorology. The model can be used to estimate that part of the trend in ozone levels that cannot be accounted for by trends in meteorology.

On Chaotic Behavior of Fuzzy Inferdence Rule Based Nonlinear Functions

  • Ikoma, Norikazu
    • Proceedings of the Korean Institute of Intelligent Systems Conference
    • /
    • 1993.06a
    • /
    • pp.861-864
    • /
    • 1993
  • This research provides the results of a trial to generate the chaos by using nonlinear function constructed by fuzzy inference rules. The chaos generation function or chaotic behavior can be obtained by using Takagi-Sugeno fuzzy model with some constraint of the relationship of its parameters. Two examples are shown in this research. The first is simple example that construct of logistic image by fuzzy model. The second is more complicated one that provide the chaotic time series by non-linear autoregression based on fuzzy model. Simulated results are shown in these examples.

  • PDF

Network traffic prediction model based on linear and nonlinear model combination

  • Lian Lian
    • ETRI Journal
    • /
    • v.46 no.3
    • /
    • pp.461-472
    • /
    • 2024
  • We propose a network traffic prediction model based on linear and nonlinear model combination. Network traffic is modeled by an autoregressive moving average model, and the error between the measured and predicted network traffic values is obtained. Then, an echo state network is used to fit the prediction error with nonlinear components. In addition, an improved slime mold algorithm is proposed for reservoir parameter optimization of the echo state network, further improving the regression performance. The predictions of the linear (autoregressive moving average) and nonlinear (echo state network) models are added to obtain the final prediction. Compared with other prediction models, test results on two network traffic datasets from mobile and fixed networks show that the proposed prediction model has a smaller error and difference measures. In addition, the coefficient of determination and index of agreement is close to 1, indicating a better data fitting performance. Although the proposed prediction model has a slight increase in time complexity for training and prediction compared with some models, it shows practical applicability.

CONFIDENCE CURVES FOR A FUNCTION OF PARAMETERS IN NONLINEAR REGRESSION

  • Kahng, Myung-Wook
    • Journal of the Korean Statistical Society
    • /
    • v.32 no.1
    • /
    • pp.1-10
    • /
    • 2003
  • We consider obtaining graphical summaries of uncertainty in estimates of parameters in nonlinear models. A nonlinear constrained optimization algorithm is developed for likelihood based confidence intervals for the functions of parameters in the model The results are applied to the problem of finding significance levels in nonlinear models.

Comparison of Local and Global Fitting for Exercise BP Estimation Using PTT (PTT를 이용한 운동 중 혈압 예측을 위한 Local과 Global Fitting의 비교)

  • Kim, Chul-Seung;Moon, Ki-Wook;Eom, Gwang-Moon
    • The Transactions of The Korean Institute of Electrical Engineers
    • /
    • v.56 no.12
    • /
    • pp.2265-2267
    • /
    • 2007
  • The purpose of this work is to compare the local fitting and global fitting approaches while applying regression model to the PTT-BP data for the prediction of exercise blood pressures. We used linear and nonlinear regression models to represent the PTT-BP relationship during exercise. PTT-BP data were acquired both under resting state and also after cycling exercise with several load conditions. PTT was calculated as the time between R-peak of ECG and the peak of differential photo-plethysmogram. For the identification of the regression models, we used local fitting which used only the resting state data and global fitting which used the whole region of data including exercise BP. The results showed that the global fitting was superior to the local fitting in terms of the coefficient of determination and the RMS (root mean square) error between the experimental and estimated BP. The nonlinear regression model which used global fitting showed slightly better performance than the linear one (no significant difference). We confirmed that the wide-range of data is required for the regression model to appropriately predict the exercise BP.