• Title/Summary/Keyword: Predictor Selection

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Multiple Model Prediction System Based on Optimal TS Fuzzy Model and Its Applications to Time Series Forecasting (최적 TS 퍼지 모델 기반 다중 모델 예측 시스템의 구현과 시계열 예측 응용)

  • Bang, Young-Keun;Lee, Chul-Heui
    • Journal of Industrial Technology
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    • v.28 no.B
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    • pp.101-109
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    • 2008
  • In general, non-stationary or chaos time series forecasting is very difficult since there exists a drift and/or nonlinearities in them. To overcome this situation, we suggest a new prediction method based on multiple model TS fuzzy predictors combined with preprocessing of time series data, where, instead of time series data, the differences of them are applied to predictors as input. In preprocessing procedure, the candidates of optimal difference interval are determined by using con-elation analysis and corresponding difference data are generated. And then, for each of them, TS fuzzy predictor is constructed by using k-means clustering algorithm and least squares method. Finally, the best predictor which minimizes the performance index is selected and it works on hereafter for prediction. Computer simulation is performed to show the effectiveness and usefulness of our method.

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Motion Adaptive Lossless Image Compression Algorithm (움직임 적응적인 무손실 영상 압축 알고리즘)

  • Kim, Young-Ro;Park, Hyun-Sang
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.10 no.4
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    • pp.736-739
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    • 2009
  • In this paper, an efficient lossless compression algorithm using motion adaptation is proposed. It is divided into two parts: a motion adaptation based nonlinear predictor part and a residual data coding part. The proposed nonlinear predictor can reduce prediction error by learning from its past prediction errors using motion adaption. The predictor decides the proper selection of the intra and inter prediction values according to the past prediction error. The reduced error is coded by existing context adaptive coding method. Experimental results show that the proposed algorithm has the higher compression ratio than context modeling methods, such as FELICS, CALIC, and JPEG-LS.

The Improvement of Continuation Power Flow System Including the Algorithm of Practical Step Length Selection (실용적인 스텝크기 선택 알고리듬을 고려한 연속조류계산 시스템의 개발)

  • Song, Hwa-Chang;Lee, Byong-Jun;Kwon, Se-Hyuk
    • The Transactions of the Korean Institute of Electrical Engineers A
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    • v.48 no.3
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    • pp.190-196
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    • 1999
  • Continuation power flow has been developed to remove the ill-condition problem caused by singularity of power flow Jacobian at and near at steady-state voltage instability point in conventional power flow. Continuation power flow consists of predictor and corrector. In prddictor, the direction vector at the resent solution is caluculated and the initial guess of next solution is determined at the distance of step length. The selection of step length is a very important part, since computational speed and convergence performance are both greatly affected by the choice of the step length. This paper presents the practical step length selection algorithm using the reactive power generation sensitivith. In numulation, the proposed algorithm is compared with step length selection algorithm using TVI(tangent vector index).

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A Study on Selection of Split Variable in Constructing Classification Tree (의사결정나무에서 분리 변수 선택에 관한 연구)

  • 정성석;김순영;임한필
    • The Korean Journal of Applied Statistics
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    • v.17 no.2
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    • pp.347-357
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    • 2004
  • It is very important to select a split variable in constructing the classification tree. The efficiency of a classification tree algorithm can be evaluated by the variable selection bias and the variable selection power. The C4.5 has largely biased variable selection due to the influence of many distinct values in variable selection and the QUEST has low variable selection power when a continuous predictor variable doesn't deviate from normal distribution. In this thesis, we propose the SRT algorithm which overcomes the drawback of the C4.5 and the QUEST. Simulations were performed to compare the SRT with the C4.5 and the QUEST. As a result, the SRT is characterized with low biased variable selection and robust variable selection power.

SVM Load Forecasting using Cross-Validation (교차검증을 이용한 SVM 전력수요예측)

  • Jo, Nam-Hoon
    • The Transactions of the Korean Institute of Electrical Engineers A
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    • v.55 no.11
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    • pp.485-491
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    • 2006
  • In this paper, we study the problem of model selection for Support Vector Machine(SVM) predictor for short-term load forecasting. The model selection amounts to tuning SVM parameters, such as the cost coefficient C and kernel parameters and so on, in order to maximize the prediction performance of SVM. We propose that Cross-Validation method can be used as a model selection algorithm for SVM-based load forecasting technique. Through the various experiments on several data sets, we found that the difference between the prediction error of SVM using Cross-Validation and that of ideal SVM is less than 5%. This shows that SVM parameters for load forecasting can be efficiently tuned by using Cross-Validation.

Least absolute deviation estimator based consistent model selection in regression

  • Shende, K.S.;Kashid, D.N.
    • Communications for Statistical Applications and Methods
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    • v.26 no.3
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    • pp.273-293
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    • 2019
  • We consider the problem of model selection in multiple linear regression with outliers and non-normal error distributions. In this article, the robust model selection criterion is proposed based on the robust estimation method with the least absolute deviation (LAD). The proposed criterion is shown to be consistent. We suggest proposed criterion based algorithms that are suitable for a large number of predictors in the model. These algorithms select only relevant predictor variables with probability one for large sample sizes. An exhaustive simulation study shows that the criterion performs well. However, the proposed criterion is applied to a real data set to examine its applicability. The simulation results show the proficiency of algorithms in the presence of outliers, non-normal distribution, and multicollinearity.

Forecasting the Baltic Dry Index Using Bayesian Variable Selection (베이지안 변수선택 기법을 이용한 발틱건화물운임지수(BDI) 예측)

  • Xiang-Yu Han;Young Min Kim
    • Korea Trade Review
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    • v.47 no.5
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    • pp.21-37
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    • 2022
  • Baltic Dry Index (BDI) is difficult to forecast because of the high volatility and complexity. To improve the BDI forecasting ability, this study apply Bayesian variable selection method with a large number of predictors. Our estimation results based on the BDI and all predictors from January 2000 to September 2021 indicate that the out-of-sample prediction ability of the ADL model with the variable selection is superior to that of the AR model in terms of point and density forecasting. We also find that critical predictors for the BDI change over forecasts horizon. The lagged BDI are being selected as an key predictor at all forecasts horizon, but commodity price, the clarksea index, and interest rates have additional information to predict BDI at mid-term horizon. This implies that time variations of predictors should be considered to predict the BDI.

The Characteristics and Biomass Distribution in Crown of Larix olgensis in Northeastern China

  • Chen, Dongsheng;Li, Fengri
    • Journal of Korean Society of Forest Science
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    • v.99 no.2
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    • pp.204-212
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    • 2010
  • This study was performed in 22 unthinned Larix olgensis plantations in northeast China. Data were collected on 95 sample trees of different canopy positions and the diameter at breast height ($d_{1.3}$) ranged from 5.7 cm to 40.2 cm. The individual tree models for the prediction of vertical distribution of live crown, branch and needle biomass were built. Our study showed that the crown, branch and needle biomass distributions were most in the location of 60% crown length. These results were also parallel to previous crown studies. The cumulative relative biomass of live crown, branch and needle were fitted by the sigmoid shape curve and the fitting results were quite well. Meanwhile, we developed the crown ratio and width models. Tree height was the most important predictor for crown ratio model. A negative competition factor, ccf and bas which reflected the effect of suppression on a tree, reduced the crown ratio estimates. The height-diameter ratio was a significant predictor. The higher the height-diameter ratio, the higher crown ratio is. Diameter at breast height is the strongest predictor in crown width model. The models can be used for the planning of harvesting operations, for the selection of feasible harvesting methods, and for the estimation of nutrient removals of different harvesting practices.

Analysis of Body Circumference Measures in Predicting Percentage of Body Fat (인체둘레치수를 활용한 체지방율 예측 다중회귀모델 개발)

  • Park, Sung Ha
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.38 no.2
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    • pp.1-7
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    • 2015
  • As a measure of health, the percentage of body fat has been utilized for many ergonomist, physician, athletic trainers, and work physiologists. Underwater weighing procedure for measuring the percentage of body fat is popular and accurate. However, it is relatively expensive, difficult to perform and requires large space. Anthropometric techniques can be utilized to predict the percentage of body fat in the field setting because they are easy to implement and require little space. In this concern, the purpose of this study was to find a regression model to easily predict the percentage of body fat using the anthropometric circumference measurements as predictor variables. In this study, the data for 10 anthropometric circumference measurements for 252 men were analyzed. A full model with ten predictor variables was constructed based on subjective knowledge and literature. The linear regression modeling consists of variable selection and various assumptions regarding the anticipated model. All possible regression models and the assumptions are evaluated using various statistical methods. Based on the evaluation, a reduced model was selected with five predictor variables to predict the percentage of body fat. The model is : % Body Fat = 2.704-0.601 (Neck Circumference) + 0.974 (Abdominal Circumference) -0.332 (Hip Circumference) + 0.409 (Arm Circumference) - 1.618 (Wrist Circumference) + $\epsilon$. This model can be used to estimate the percentage of body fat using only a tape measure.

Motion Vector Predictor selection method for multi-view video coding (다시점 비디오 부호화를 위한 움직임벡터 예측값 선택 방법)

  • Choi, Won-Jun;Suh, Doug-Young;Kim, Kyu-Heon;Park, Gwang-Hoon
    • Journal of Broadcast Engineering
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    • v.12 no.6
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    • pp.565-573
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    • 2007
  • In this paper, we propose a method to select motion vector predictor by considering prediction structure of a multi view content for coding efficiency of multi view coding which is being standardized in JVT. Motion vector of a different tendency is happened while carrying out temporal and view reference prediction of multi-view video coding. Also, due to the phenomena of motion vectors being searched in both temporal and view order, the motion vectors do not agree with each other resulting a decline in coding efficiency. This paper is about how the motion vector predictor are selected with information of prediction structure. By using the proposed method, a compression ratio of the proposed method in multi-view video coding is increased, and finally $0.03{\sim}0.1$ dB PSNR(Peak Signal-to-Noise Ratio) improvement was obtained compared with the case of JMVM 3.6 method.