• 제목/요약/키워드: Polynomial regression model

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주성분회귀분석을 활용한 다항회귀분석 성능개선: PGF 수치역변환 사례를 중심으로 (Improving Polynomial Regression Using Principal Components Regression With the Example of the Numerical Inversion of Probability Generating Function)

  • 양원석;박현민
    • 한국콘텐츠학회논문지
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    • 제15권1호
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    • pp.475-481
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    • 2015
  • 종속변수와 설명변수 사이의 관계가 선형이 아닌 경우에는 비선형 관계를 반영할 수 있는 다항회귀분석을 이용하여 회귀분석을 수행한다. 한편, 다항회귀분석에는 설명변수의 거듭제곱항들이 설명변수에 추가되므로 설명변수들 사이에 상관관계가 발생하여 다항회귀모형의 성능 저하 문제가 발생할 수 있다. 본 논문에서는 PGF 수치역변환 문제를 사례로 하여 주성분회귀분석을 통해 다항회귀분석의 성능을 극적으로 향상시킬 수 있음을 보인다. 본 논문에서는 PGF의 정의를 이용하여 PGF를 다항회귀분석으로 모형화한다. 다항회귀분석을 이용하여 PGF 전개식의 회귀계수를 추정하면 회귀계수의 추정 자체가 불가능하거나 계수 추정의 정확성이 저하되는 문제가 발생한다. 이 경우 다항회귀분석에 주성분회귀분석을 적용하면 계수 추정의 정확도가 극적으로 향상되어 다항회귀분석의 계수 추정 시 발생하는 문제를 해결할 수 있음을 밝힌다.

Selection of Data-adaptive Polynomial Order in Local Polynomial Nonparametric Regression

  • Jo, Jae-Keun
    • Communications for Statistical Applications and Methods
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    • 제4권1호
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    • pp.177-183
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    • 1997
  • A data-adaptive order selection procedure is proposed for local polynomial nonparametric regression. For each given polynomial order, bias and variance are estimated and the adaptive polynomial order that has the smallest estimated mean squared error is selected locally at each location point. To estimate mean squared error, empirical bias estimate of Ruppert (1995) and local polynomial variance estimate of Ruppert, Wand, Wand, Holst and Hossjer (1995) are used. Since the proposed method does not require fitting polynomial model of order higher than the model order, it is simpler than the order selection method proposed by Fan and Gijbels (1995b).

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다항식 회귀분석을 이용한 전자저울의 비선형 특성 개선 연구 (A Study of the Nonlinear Characteristics Improvement for a Electronic Scale using Multiple Regression Analysis)

  • 채규수
    • 융합정보논문지
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    • 제9권6호
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    • pp.1-6
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    • 2019
  • 본 연구에서는 다항식 회귀분석(Polynomial regression analysis) 방법을 이용하여 비선형 특성을 갖는 전자저울의 질량 추정 모델 개발이 이루어 졌다. 전자저울에 사용되는 로드셀의 출력 단자 전압을 기준 질량 추를 사용하여 직접 측정하였고 이 데이터를 이용하여 MS Office 엑셀의 행렬식 계산과 데이터 추세선 분석 기능을 이용하여 다항식 회귀모델을 구하였다. 5kg까지 측정 가능한 로드셀 전자저울을 사용하여 100g단위로 질량을 측정하였고 다항식 회귀분석(Multiple regression analysis) 모델을 구하였으며, 단순(1차), 2차, 3차 다항식 회귀분석에 대한 오차를 구하였다. 각 모델에 대한 회귀 방정식의 적합도 분석을 위해 결정계수(Coefficient of determination)를 제시하여 추정 질량과 측정 데이터와의 상관관계를 나타내었다. 본 연구에서 제안하는 3차 다항식 모델을 이용하여 추정 값의 표준편차가 10g, 결정계수 1.0으로 상당히 정확한 모델을 얻었다. 본 연구에 사용된 선형 회귀 분석 이론을 바탕으로 최근 인공지능 분야에서 많이 사용되고 있는 로지스틱 회귀 분석(Logistic regression analysis)을 활용하여 기상예측, 신약개발, 경제지표 분석 등의 분야에 대한 다양한 연구를 수행할 수 있을 것으로 생각된다.

Estimation of Ridge Regression Under the Integrate Mean Square Error Cirterion

  • Yong B. Lim;Park, Chi H.;Park, Sung H.
    • Journal of the Korean Statistical Society
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    • 제9권1호
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    • pp.61-77
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    • 1980
  • In response surface experiments, a polynomial model is often used to fit the response surface by the method of least squares. However, if the vectors of predictor variables are multicollinear, least squares estimates of the regression parameters have a high probability of being unsatisfactory. Hoerland Kennard have demonstrated that these undesirable effects of multicollinearity can be reduced by using "ridge" estimates in place of the least squares estimates. Ridge regrssion theory in literature has been mainly concerned with selection of k for the first order polynomial regression model and the precision of $\hat{\beta}(k)$, the ridge estimator of regression parameters. The problem considered in this paper is that of selecting k of ridge regression for a given polynomial regression model with an arbitrary order. A criterion is proposed for selection of k in the context of integrated mean square error of fitted responses, and illustrated with an example. Also, a type of admissibility condition is established and proved for the propose criterion.criterion.

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다항회귀분석을 활용한 혼합경량토의 강도산정 모델 개발 (Development of Strength Prediction Model for Lightweight Soil Using Polynomial Regression Analysis)

  • 임병권;김윤태
    • 한국해양공학회지
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    • 제26권2호
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    • pp.39-47
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    • 2012
  • The objective of this study was to develop a strength prediction model using a polynomial regression analysis based on the experimental results obtained from ninety samples. As the results of a correlation analysis between various mixing factors and unconfined compressive strength using SPSS (statistical package for the social sciences), the governing factors in the strength of lightweight soil were found to be the crumb rubber content, bottom ash content,and water-cement ratio. After selecting the governing factors affecting the strength through the correlation analysis, a strength prediction model, which consisted of the selected governing factors, was developed using the polynomial regression analysis. The strengths calculated from the proposed model were similar to those resulting from laboratory tests (R2=87.5%). Therefore, the proposed model can be used to predict the strength of lightweight mixtures with various mixing ratios without time-consuming experimental tests.

빅데이터분석을 통한 도시철도 역사부하 패턴 분석 (Analysis of Electrical Loads in the Urban Railway Station by Big Data Analysis)

  • 박종영
    • 전기학회논문지
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    • 제67권3호
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    • pp.460-466
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    • 2018
  • For the efficient energy consumption in an urban railway station, it is necessary to know the patterns of electrical loads for each usage in detail. The electrical loads in an urban railway station have different characteristics from other normal electrical load, such as the peak load timing during a day. The lighting, HVAC, communication, and commercial loads make up large amount of electrical load for equipment in an urban railway station, and each of them has the unique specificity. These loads for each usage were estimated without measuring device by the polynomial regression method with big data such as total amount of electrical load and weather data. In the simulation with real data, the optimal polynomial regression model was third order polynomial regression model with 9 or 10 independent variables.

다항식회귀곡선을 통한 임펠러의 역공학 적용에 관한 연구 (A Study on the Application of Reverse Engineering for Impeller using Polynomial Regression)

  • 황종대;정종윤;정윤교
    • 한국공작기계학회논문집
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    • 제13권5호
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    • pp.103-109
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    • 2004
  • This paper presents a fairing method for reverse engineering of a free-formed surface. Utilizing measured data points, reverse engineering is a useful method to construct a CAD model from physical model. Measured data points should be faired since raw data may have outliers. A fairing algorithm of polynomial regression model generates smooth curves of approximation in this paper. The faired curves are utilized to construct a free-formed surface. For a verifying example, an impeller blade is digitized with a CMM to collect raw data on the surfacce and a CAD model is constructed. This research produces impeller blades with 5-axis machining center through the CAD model and compares them with a physical model. As a result the produced surface modeled with the fairing method gives less error than that without the fairing.

알루미늄 합금의 레이저 가공에서 인장 강도 예측을 위한 회귀 모델 및 신경망 모델의 개발 (Development of Statistical Model and Neural Network Model for Tensile Strength Estimation in Laser Material Processing of Aluminum Alloy)

  • 박영환;이세헌
    • 한국정밀공학회지
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    • 제24권4호
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    • pp.93-101
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    • 2007
  • Aluminum alloy which is one of the light materials has been tried to apply to light weight vehicle body. In order to do that, welding technology is very important. In case of the aluminum laser welding, the strength of welded part is reduced due to porosity, underfill, and magnesium loss. To overcome these problems, laser welding of aluminum with filler wire was suggested. In this study, experiment about laser welding of AA5182 aluminum alloy with AA5356 filler wire was performed according to process parameters such as laser power, welding speed and wire feed rate. The tensile strength was measured to find the weldability of laser welding with filler wire. The models to estimate tensile strength were suggested using three regression models and one neural network model. For regression models, one was the multiple linear regression model, another was the second order polynomial regression model, and the other was the multiple nonlinear regression model. Neural network model with 2 hidden layers which had 5 and 3 nodes respectively was investigated to find the most suitable model for the system. Estimation performance was evaluated for each model using the average error rate. Among the three regression models, the second order polynomial regression model had the best estimation performance. For all models, neural network model has the best estimation performance.

Identification of Fuzzy Systems by means of the Extended GMDH Algorithm

  • Park, Chun-Seong;Park, Jae-Ho;Oh, Sung-Kwun
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1998년도 제13차 학술회의논문집
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    • pp.254-259
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    • 1998
  • A new design methology is proposed to identify the structure and parameters of fuzzy model using PNN and a fuzzy inference method. The PNN is the extended structure of the GMDH(Group Method of Data Handling), and uses several types of polynomials such as linear, quadratic and cubic besides the biquadratic polynomial used in the GMDH. The FPNN(Fuzzy Polynomial Neural Networks) algorithm uses PNN(Polynomial Neural networks) structure and a fuzzy inference method. In the fuzzy inference method, the simplified and regression polynomial inference methods are used. Here a regression polynomial inference is based on consequence of fuzzy rules with a polynomial equations such as linear, quadratic and cubic equation. Each node of the FPNN is defined as fuzzy rules and its structure is a kind of neuro-fuzzy architecture. In this paper, we will consider a model that combines the advantage of both FPNN and PNN. Also we use the training and testing data set to obtain a balance between the approximation and generalization of process model. Several numerical examples are used to evaluate the performance of the our proposed model.

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Improvement of WRF forecast meteorological data by Model Output Statistics using linear, polynomial and scaling regression methods

  • Jabbari, Aida;Bae, Deg-Hyo
    • 한국수자원학회:학술대회논문집
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    • 한국수자원학회 2019년도 학술발표회
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    • pp.147-147
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    • 2019
  • The Numerical Weather Prediction (NWP) models determine the future state of the weather by forcing current weather conditions into the atmospheric models. The NWP models approximate mathematically the physical dynamics by nonlinear differential equations; however these approximations include uncertainties. The errors of the NWP estimations can be related to the initial and boundary conditions and model parameterization. Development in the meteorological forecast models did not solve the issues related to the inevitable biases. In spite of the efforts to incorporate all sources of uncertainty into the forecast, and regardless of the methodologies applied to generate the forecast ensembles, they are still subject to errors and systematic biases. The statistical post-processing increases the accuracy of the forecast data by decreasing the errors. Error prediction of the NWP models which is updating the NWP model outputs or model output statistics is one of the ways to improve the model forecast. The regression methods (including linear, polynomial and scaling regression) are applied to the present study to improve the real time forecast skill. Such post-processing consists of two main steps. Firstly, regression is built between forecast and measurement, available during a certain training period, and secondly, the regression is applied to new forecasts. In this study, the WRF real-time forecast data, in comparison with the observed data, had systematic biases; the errors related to the NWP model forecasts were reflected in the underestimation of the meteorological data forecast by the WRF model. The promising results will indicate that the post-processing techniques applied in this study improved the meteorological forecast data provided by WRF model. A comparison between various bias correction methods will show the strength and weakness of the each methods.

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