• Title/Summary/Keyword: Ordinary least square Method

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Tutorial: Methodologies for sufficient dimension reduction in regression

  • Yoo, Jae Keun
    • Communications for Statistical Applications and Methods
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    • v.23 no.2
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    • pp.105-117
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    • 2016
  • In the paper, as a sequence of the first tutorial, we discuss sufficient dimension reduction methodologies used to estimate central subspace (sliced inverse regression, sliced average variance estimation), central mean subspace (ordinary least square, principal Hessian direction, iterative Hessian transformation), and central $k^{th}$-moment subspace (covariance method). Large-sample tests to determine the structural dimensions of the three target subspaces are well derived in most of the methodologies; however, a permutation test (which does not require large-sample distributions) is introduced. The test can be applied to the methodologies discussed in the paper. Theoretical relationships among the sufficient dimension reduction methodologies are also investigated and real data analysis is presented for illustration purposes. A seeded dimension reduction approach is then introduced for the methodologies to apply to large p small n regressions.

Modal Parameter Identification from Frequency Response Functions Using Legendre Polynomials (Legendre 다항식을 이용한 주파수 응답 함수의 곡선접합과 모드 매개변수 규명)

  • Park, Nam-Gyu;Jeon, Sang-Youn;Suh, Jeong-Min;Kim, Hyeong-Koo;Jang, Young-Ki;Kim, Kyu-Tae
    • Transactions of the Korean Society for Noise and Vibration Engineering
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    • v.16 no.7 s.112
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    • pp.769-776
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    • 2006
  • A measured frequency response function can be represented as a ratio of two polynomials. A curve-fitting of frequency responses with Legendre polynomialis suggested in the paper. And the suggested curve-fitting algorithm is based on the least-square error method. Since the Legendre polynomials satisfy the orthogonality condition, the curve-fitting with the polynomials results to more reliable curve-fitting than ordinary polynomial method. Though the proposed curve-fitting with Legendre polynomials cannot cover all frequency range of interest, example shows that the suggested method is quite applicable in a limited frequency band.

Proposing a Technique for Regional Flood Frequency Analysis: Bayesian-GLS Regression (국내 지역 홍수빈도해석을 위한 기법 제안: Bayesian-GLS 회귀)

  • Jeong, Dae-Il;Stedinger, Jery R.;Kim, Young-Oh;Sung, Jang-Hyun
    • Proceedings of the Korea Water Resources Association Conference
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    • 2007.05a
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    • pp.241-245
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    • 2007
  • 국내 홍수빈도 분포의 매개변수 추정에서 지점추정(at-site estimate) 방법은 유량 자료의 부족으로 발생하는 표본오차(sampling error)가 크기 때문에 충분한 유량 자료를 보유한 지점에 한하여 제한적으로 사용되고 있다. 대안으로 동질성을 가진 유역의 유량 자료를 모아 지역 매개변수를 추정하는 지수홍수법(Index Flood Method)이 제안되기도 하였으나, 이질성이 큰 우리나라의 유역특성 때문에 적용이 쉽지 않다. Stedinger와 Tasker가 1986년 제안한 GLS(Generalized Least Square) 기법은 유역을 동질지역으로 구분할 필요가 없으며 지점들간의 상관관계와 이분산성을 고려할 수 있어, 국내 홍수빈도 해석을 위해서 꼭 도입해야할 기법으로 생각된다. 본 연구에서는 기존의 GLS 기법의 단점을 보완한 Bayesian-GLS 기법을 이용하여, 국내 대유역에 골고루 위치하며 댐의 영향을 받지 않는 31개 지점의 연최대 일유량 시계열의 L-변동계수(L-moment coefficient variation)와 L-왜도계수(L-moment coefficient skewness)를 추정할 수 있는 회귀모형을 제안하였다. 위 회귀모형을 구성하기 위한 유역특성으로는 유역면적, 유역경사, 유역평균강우 등을 사용하였다. Bayesian-GLS (B-GLS) 적용 결과를 OLS(Ordinary Least Square) 및 Bayesian-GLS 기법에서 지점간의 상관관계를 고려하지 않는 Bayesian-WLS(Weighted Least Square)와 비교 평가하여 그 우수성을 입증하였다. 따라서 본 연구에서 제안된 B-GLS에 의한 지역회귀모형은 국내의 미계측유역이나 또는 관측 길이가 짧은 계측유역의 홍수빈도분석을 위해 매우 유용할 것으로 기대된다.년 홍수 피해가 발생하고 있지만, 다른 한편 인구밀도가 높고 1인당 가용 수자원이 상대적으로 적기 때문에 국지적 물 부족 문제를 경험하고 있다. 최근 국제적으로도 농업용수의 물 낭비 최소화와 절약 노력 및 타 분야 물 수요 증대에 대한 대응 능력 제고가 매우 중요한 과제로 부각되고 있다. 2006년 3월 멕시코에서 개최된 제4차 세계 물 포럼에서 국제 강 네트워크는 "세계 물 위기의 주범은 농경지", "농민들은 모든 물 위기 논의에서 핵심"이라고 주장하고, 전 프랑스 총리 미셀 로카르는 "...관개시설에 큰 문제점이 있고 덜 조방적 농업을 하도록 농민들을 설득해야 한다. 이는 전체 농경법을 바꾸는 문제..."(segye.com, 2006. 3. 19)라고 주장하는 등 세계 물 문제 해결을 위해서는 농업용수의 효율적 이용 관리가 중요함을 강조하였다. 본 연구는 이러한 국내외 여건 및 정책 환경 변화에 적극적으로 대처하고 물 분쟁에 따른 갈등해소 전략 수립과 효율적인 물 배분 및 이용을 위한 기초연구로서 농업용수 수리권과 관련된 법 및 제도를 분석하였다.. 삼요소의 시용 시험결과 그 적량은 10a당 질소 10kg, 인산 5kg, 및 가리 6kg 정도였으며 질소는 8kg 이상의 경우에는 분시할수록 비효가 높았으며 특히 벼의 후기 중점시비에 의하여 1수영화수와 결실율의 증대가 크게 이루어졌다. 3. 파종기와 파종량에 관한 시험결과는 공시품종선단의 파종적기는 4월 25일부터 5월 10일경까지 인데 이 기간중 일찍 파종하는 경우에 파종적량은 10a당 약 8${\ell}$이고 늦은 경우에는 12${\ell}$ 정도였다. 여기서 늦게 파종한 경우 감수의 가장 큰 원인은 1수영화수가 적어지기 때문이었다. 4. 건답직파에 대한 담수상태로 관수를 시작하는 적기는 파종후

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Sensitivity Analysis of Ordinary Kriging Interpolation According to Different Variogram Models (베리오그램 모델 변화에 따른 정규 크리깅 보간법의 민감도분석)

  • Woo, Kwang-Sung;Park, Jin-Hwan;Lee, Hui-Jeong
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.21 no.3
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    • pp.295-304
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    • 2008
  • This paper comprises two specific objectives. The first is to examine the applicability of Ordinary Kriging interpolation(OK) to finite element method that is based on variogram modeling in conjunction with different allowable limits of separation distance. The second is to investigate the accuracy according to theoretical variograms such as polynomial, Gauss, and spherical models. For this purpose, the weighted least square method is applied to obtain the estimated new stress field from the stress data at the Gauss points. The weight factor is determined by experimental and theoretical variograms for interpolation of stress data apart from the conventional interpolation methods that use an equal weight factor. The validity of the proposed approach has been tested by analyzing two numerical examples. It is noted that the numerical results by Gauss model using 25% allowable limit of separation distance show an excellent agreement with theoretical solutions in literature.

Intensive numerical studies of optimal sufficient dimension reduction with singularity

  • Yoo, Jae Keun;Gwak, Da-Hae;Kim, Min-Sun
    • Communications for Statistical Applications and Methods
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    • v.24 no.3
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    • pp.303-315
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    • 2017
  • Yoo (2015, Statistics and Probability Letters, 99, 109-113) derives theoretical results in an optimal sufficient dimension reduction with singular inner-product matrix. The results are promising, but Yoo (2015) only presents one simulation study. So, an evaluation of its practical usefulness is necessary based on numerical studies. This paper studies the asymptotic behaviors of Yoo (2015) through various simulation models and presents a real data example that focuses on ordinary least squares. Intensive numerical studies show that the $x^2$ test by Yoo (2015) outperforms the existing optimal sufficient dimension reduction method. The basis estimation by the former can be theoretically sub-optimal; however, there are no notable differences from that by the latter. This investigation confirms the practical usefulness of Yoo (2015).

Sensitivity Analysis in Latent Root Regression

  • Shin, Jae-Kyoung;Tomoyuki Tarumi;Yutaka Tanaka
    • Communications for Statistical Applications and Methods
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    • v.1 no.1
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    • pp.102-111
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    • 1994
  • We Propose a method of sensitivity analysis in latent root regression analysis (LRRA). For this purpose we derive the quantities ${\beta\limits^\wedge \;_{LRR}}^{(1)}$, which correspond to the theoretical influence function $I(x, y \;;\;\beta\limits^\wedge \;_{LRR})$ for the regression coefficient ${\beta\limits^\wedge}_{LRR}$ based on LRRA. We give a numerical example for illustration and also investigate numerically the relationship between the estimated values of ${\beta\limits^\wedge \;_{LRR}}^{(1)}$ with the values of the other measures called sample influence curve(SIC) based on the recomputation for the data with a single observation deleted. We also discuss the comparision among the results of LRRA, ordinary least square regression analysis (OLSRA) and ridge regression analysis(RRA).

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The Forecasting Model of the Change in Food Balance and Nutrient Intake under the Economic Growth (경제성장에 따른 식품수급 및 영양소 섭취 변화의 예측 모형)

  • Lee, Jong-Mee
    • Journal of the Korean Society of Food Culture
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    • v.5 no.4
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    • pp.481-485
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    • 1990
  • This study is designed to forecast the characteristics in food consumption patterns under per capita GNP growth. Ordinary least square(OLS)method was employed as analyzing technique. Equation was $Y=a_0+a_1X$, in which X was per capita GNP and Y were Engel coefficient, food supply, energy supply, nutrient intake and ratio of self-supply of food. The result obtained indicates that the intake of nutrient such as protein and fat will be increased, and wheat, corn and legume are expected to be imported wholly due to lower ratio of self-supply, and rice will be over-supplied continually. Therefore, the relevant policy of government must be established in the field of supply and demand of food, and the research of sound national health should be done.

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Study on a New Response Function Estimation Method Using Neural Network (신경망 기법을 이용한 새로운 반응함수 추정 방법에 관한 연구)

  • Hoang, Thanh-Tra;Le, Tuan-Ho;Shin, Sangmun;Jeong, Woo-Sik;Kim, Chul-Soo
    • Journal of Korean Society for Quality Management
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    • v.41 no.2
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    • pp.249-260
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    • 2013
  • Purpose: The main objective of this paper is to propose an RD method by developing a neural network (NN)-based estimation approach in order to provide an alternative aspect of response surface methodology (RSM). Methods: A specific modeling procedure for integrating NN principles into response function estimations is identified in order to estimate functional relationships between input factors and output responses. Finally, a comparative study based on simulation is performed as verification purposes. Results: This simulation study demonstrates that the proposed NN-based RD method provides better optimal solutions than RSM. Conclusion: The proposed NN-based RD approach can be a potential alternative method to utilize many RD problems in competitive manufacturing nowadays.

Comparative analysis of spatial interpolation methods of PM10 observation data in South Korea (남한지역 PM10 관측자료의 공간 보간법에 대한 비교 분석)

  • Kang, Jung-Hyuk;Lee, Seoyeon;Lee, Seung-Jae;Lee, Jae-Han
    • Korean Journal of Agricultural and Forest Meteorology
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    • v.24 no.2
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    • pp.124-132
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    • 2022
  • This study was aimed to visualize the spatial distribution of PM10 data measured at non-uniformly distributed observation sites in South Korea. Different spatial interpolation methods were applied to irregularly distributed PM10 observation data from January, 2019, when the concentration was the highest and in July, 2019, when the concentration was the lowest. Four interpolation methods with different parameters were used: Inverse Distance Weighted (IDW), Ordinary Kriging (OK), radial base function, and scattered interpolation. Six cases were cross-validated and the normalized root-mean-square error for each case was compared. The results showed that IDW using smoothing-related factors was the most appropriate method, while the OK method was least appropriate. Our results are expected to help users select the proper spatial interpolation method for PM10 data analysis with comparative reliability and effectiveness.

The Effect of Financial Restructuring on the Overall Financial Performance of the Commercial Banks in Vietnam

  • DUONG, Tam Thanh Nguyen;PHAN, Hai Thanh;HOANG, Tien Ngoc;VO, Tien Thuy Thi
    • The Journal of Asian Finance, Economics and Business
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    • v.7 no.9
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    • pp.75-84
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    • 2020
  • The study investigates and measures the impact of financial restructuring on overall financial performance of commercial banks in Vietnam. Survey data for this research were collected from audited financial reports of 28 commercial banks in Vietnam, for the period from 2008 to 2018. In the study, we have built a model of econometric regression with the dependent variable being financial results measured through ROA and ROE. The research methods used include Pooled Ordinary Least Square Model (POLS), Fixed Effects Model (FEM), Random Effects Model (REM), and different Generalized Method of Moments (GMM). The results showed that the account payables restructuring and owners' equity restructuring are much needed. Increasing the owners' equity, decreasing the account payables would improve the overall financial performance, bad debts restructuring to decrease bad debts would also improve the financial performance as well. However, the financial restructuring in the period 2012-2015 and 2016-2018, indeed worsen the financial performance during those times. The findings of this study suggest that the evaluation of the financial performance after restructuring of commercial banks in Vietnam must be based on longer data. At the same time, it is necessary to examine differences between various banking groups to draw accurate conclusions on financial performance.