• Title/Summary/Keyword: Nonlinear regression model

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Estimation of the Polynomial Errors-in-variables Model with Decreasing Error Variances

  • Moon, Myung-Sang;R. F. Gunst
    • Journal of the Korean Statistical Society
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    • v.23 no.1
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    • pp.115-134
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    • 1994
  • Polynomial errors-in-variables model with one predictor variable and one response variable is defined and an estimator of model is derived following the Booth's linear model estimation procedure. Since polynomial model is nonlinear function of the unknown regression coefficients and error-free predictors, it is nonlinear model in errors-in-variables model. As a result of applying linear model estimation method to nonlinear model, some additional assumptions are necessary. Hence, an estimator is derived under the assumption that the error variances are decrasing as sample size increases. Asymptotic propoerties of the derived estimator are provided. A simulation study is presented to compare the small sample properties of the derived estimator with those of OLS estimator.

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Nonlinear Finite Element Analysis Model for Ultimate Capacity Estimation of End-Plate Connection (단부평판 접합부의 극한저항능력 평가를 위한 비선형 유한요소해석 모델)

  • 최창근;정기택
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 1992.10a
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    • pp.23-28
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    • 1992
  • The ultimate capacity of end-plate connection is investigated through nonlinear finite element analysis. The example models are divided into stiffened case and unstiffened one. The refined finite element models are analyzed by utilizing a general purpose structural analysis computer program ADINA and the moment-rotation relationships of the connection are determined. The results are compared with the regression equation deduced by Krishnamurthy. It is planned to deduce a bilinear regression equation through a parametric study on various dimensions of the connection.

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Asymptotic Properties of Nonlinear Least Absolute Deviation Estimators

  • Kim, Hae-Kyung;Park, Seung-Hoe
    • Journal of the Korean Statistical Society
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    • v.24 no.1
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    • pp.127-139
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    • 1995
  • This paper is concerned with the asymptotic properties of the least absolute deviation estimators for nonlinear regression models. The simple and practical sufficient conditions for the strong consistency and the asymptotic normality of the least absolute deviation estimators are given. It is confirmed that the extension of these properties to wide class of regression functions can be established by imposing some condition on the input values. A confidence region based on the least absolute deviation estimators is proposed and some desirable asymptotic properties including the asymptotic relative efficiency also discussed for various error distributions. Some examples are given to illustrate the application of main results.

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Traffic Accident Models of 3-Legged Signalized Intersections in the Case of Cheongju (3지 신호교차로의 교통사고 발생모형 - 청주시를 사례로 -)

  • Park, Byung-Ho;Han, Sang-Uk;Kim, Tae-Young
    • Journal of the Korean Society of Safety
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    • v.24 no.2
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    • pp.94-99
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    • 2009
  • This study deals with the traffic accidents at the 3-legged signalized intersections in Cheongu. The goals are to analyze the geometric, traffic and operational conditions of intersections and to develop a various functional forms that predict the accidents. The models are developed through the correlation analysis, the multiple linear, the multiple nonlinear, Poisson and negative binomial regression analysis. In this study, two multiple linear, two multiple nonlinear and two negative binomial regression models were calibrated. These models were all analyzed to be statistically significant. All the models include 2 common variables(traffic volume and lane width) and model-specific variables. These variables are, therefore, evaluated to be critical to the accident reduction of Cheongju.

Forecasting Energy Consumption of Steel Industry Using Regression Model (회귀 모델을 활용한 철강 기업의 에너지 소비 예측)

  • Sung-Ho KANG;Hyun-Ki KIM
    • Journal of Korea Artificial Intelligence Association
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    • v.1 no.2
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    • pp.21-25
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    • 2023
  • The purpose of this study was to compare the performance using multiple regression models to predict the energy consumption of steel industry. Specific independent variables were selected in consideration of correlation among various attributes such as CO2 concentration, NSM, Week Status, Day of week, and Load Type, and preprocessing was performed to solve the multicollinearity problem. In data preprocessing, we evaluated linear and nonlinear relationships between each attribute through correlation analysis. In particular, we decided to select variables with high correlation and include appropriate variables in the final model to prevent multicollinearity problems. Among the many regression models learned, Boosted Decision Tree Regression showed the best predictive performance. Ensemble learning in this model was able to effectively learn complex patterns while preventing overfitting by combining multiple decision trees. Consequently, these predictive models are expected to provide important information for improving energy efficiency and management decision-making at steel industry. In the future, we plan to improve the performance of the model by collecting more data and extending variables, and the application of the model considering interactions with external factors will also be considered.

Expected shortfall estimation using kernel machines

  • Shim, Jooyong;Hwang, Changha
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.3
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    • pp.625-636
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    • 2013
  • In this paper we study four kernel machines for estimating expected shortfall, which are constructed through combinations of support vector quantile regression (SVQR), restricted SVQR (RSVQR), least squares support vector machine (LS-SVM) and support vector expectile regression (SVER). These kernel machines have obvious advantages such that they achieve nonlinear model but they do not require the explicit form of nonlinear mapping function. Moreover they need no assumption about the underlying probability distribution of errors. Through numerical studies on two artificial an two real data sets we show their effectiveness on the estimation performance at various confidence levels.

A Dynamic-Stochastic Model for Air Pollutant Concentration (大氣汚染濃度에 관한 動的確率모델)

  • 김해경
    • Journal of Korean Society for Atmospheric Environment
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    • v.7 no.3
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    • pp.156-168
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    • 1991
  • The purpose of this paper is to develop a stochastic model for daily sulphur dioxide $(SO_2)$ concentrations prediction in urban area (Seoul). For this, the influence of the meteorological parameters on the $SO_2$ concentrations is investigated by a statistical analysis of the 24-hr averaged $SO_2$ levels of Seoul area during 1989 $\sim$ 1990. The annual fluctuations of the regression trend, periodicity and dependence of the daily concentration are also analyzed. Based on these, a nonlinear regression transfer function model for the prediction of daily $SO_2$ concentrations is derived. A statistical procedure for using the model to predict the concentration level is also proposed.

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A Stochastic Model for Air Pollutant Concentration (大氣汚染濃度에 관한 確率모델)

  • 김해경
    • Journal of Korean Society for Atmospheric Environment
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    • v.7 no.2
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    • pp.127-136
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    • 1991
  • This paper is concerned with the development and application of a stochastic model for daily sulphur dioxide $(SO_2)$ concentrations in urban area (Seoul). For this, the characteristics of the regression trend, periodicity and dependence of the daily $SO_2$ concentration are investigated by a statistisical analysis of the daily average $SO_2$ values measured in Seoul area during 1989 $\sim$ 1990. Based on these, nonlinear regression time series model for the prediction of daily $SO_2$ concentrations is derived. A statistical procedure for using the model to predict the concentration level is also proposed.

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