• 제목/요약/키워드: Predictor model

검색결과 591건 처리시간 0.022초

A Combining Dynamic Graph of Added Variable Plot and Component plus Residual Plot

  • Park, Chong-sun
    • Communications for Statistical Applications and Methods
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    • 제4권1호
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    • pp.119-128
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    • 1997
  • Added variable plot and component-plus-residual plot are very useful for studying the role of a predictor in classical regression analysis. The former is usually used to check the effect of adding a new variable to existing model. The latter has been suggested as computationally convenient substitutes for the added variable plots, however, this plot is found to be better in detecting nonlinear relationships of a new predictor. By combining these two plots dynamically, we can take advantages of two plots simultaneously. And even further, we can get some knowledge of collinearity between a new predictor and predictors already in the model, and more accurate information about the possible outliers.

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Diagnostics for the Cox model

  • Xue, Yishu;Schifano, Elizabeth D.
    • Communications for Statistical Applications and Methods
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    • 제24권6호
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    • pp.583-604
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    • 2017
  • The most popular regression model for the analysis of time-to-event data is the Cox proportional hazards model. While the model specifies a parametric relationship between the hazard function and the predictor variables, there is no specification regarding the form of the baseline hazard function. A critical assumption of the Cox model, however, is the proportional hazards assumption: when the predictor variables do not vary over time, the hazard ratio comparing any two observations is constant with respect to time. Therefore, to perform credible estimation and inference, one must first assess whether the proportional hazards assumption is reasonable. As with other regression techniques, it is also essential to examine whether appropriate functional forms of the predictor variables have been used, and whether there are any outlying or influential observations. This article reviews diagnostic methods for assessing goodness-of-fit for the Cox proportional hazards model. We illustrate these methods with a case-study using available R functions, and provide complete R code for a simulated example as a supplement.

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

  • 방영근;이철희
    • 산업기술연구
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    • 제28권B호
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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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다양한 성능 만족을 위한 계층적 제어기 설계 (Design of Hierarchical Controller for Satisfaction of Multiple Performance)

  • 조준호
    • 전기학회논문지
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    • 제56권2호
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    • pp.396-406
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    • 2007
  • In this paper, we proposed development of improved model reduction and design of hierarchical controller using reduction model. The model reduction is considered that it is the transient response and the steady-state response through the use of nyquist curve. The hierarchical controller selected tuning of PID controller to ensure specified gain and phase margin and hybrid smith-predictor fuzzy controller using reduction model. Simulation examples are given to show the better performance of the proposed method than conventional methods.

Analysis of Linear Regression Model with Two Way Correlated Errors

  • Ssong, Seuck-Heun
    • Journal of the Korean Statistical Society
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    • 제29권2호
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    • pp.231-245
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    • 2000
  • This paper considers a linear regression model with space and time data in where the disturbances follow spatially correlated error components. We provide the best linear unbiased predictor for the one way error components. We provide the best linear unbiased predictor for the one way error component model with spatial autocorrelation. Further, we derive two diagnostic test statistics for the assessment of model specification due to spatial dependence and random effects as an application of the Lagrange Multiplier principle.

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스미스 예측기와 그레이 예측 방법을 적용한 시간 지연이 있는 비 가시 환경에서의 원격로봇제어 (Teleoperation by using Smith prediction and Grey prediction with a Time-delay in a Non-visible Environment)

  • 정재훈;김덕수;이장명
    • 로봇학회논문지
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    • 제11권4호
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    • pp.277-284
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    • 2016
  • A new prediction scheme has been proposed for the robust teleoperation in a non-visible environment. The positioning error caused by the time delay in the non-visible environment has been compensated for by the Smith predictor and the sensory data have been estimated by the Grey model. The Smith predictor is effective for the compensation of the positioning error caused by the time delay with a precise system model. Therefore the dynamic model of a mobile robot has been used in this research. To minimize the unstable and erroneous states caused by the time delay, the estimated sensor data have been sent to the operator. Through simulations, the possibility of compensating the errors caused by the time delay has been verified using the Smith predictor. Also the estimation reliability of the measurement data has been demonstrated. Robust teleoperations in a non-visible environment have been performed with a mobile robot to avoid the obstacles effective to go to the target position by the proposed prediction scheme which combines the Smith predictor and the Grey model. Even though the human operator is involved in the teleoperation loop, the compensation effects have been clearly demonstrated.

Machine learning based anti-cancer drug response prediction and search for predictor genes using cancer cell line gene expression

  • Qiu, Kexin;Lee, JoongHo;Kim, HanByeol;Yoon, Seokhyun;Kang, Keunsoo
    • Genomics & Informatics
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    • 제19권1호
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    • pp.10.1-10.7
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    • 2021
  • Although many models have been proposed to accurately predict the response of drugs in cell lines recent years, understanding the genome related to drug response is also the key for completing oncology precision medicine. In this paper, based on the cancer cell line gene expression and the drug response data, we established a reliable and accurate drug response prediction model and found predictor genes for some drugs of interest. To this end, we first performed pre-selection of genes based on the Pearson correlation coefficient and then used ElasticNet regression model for drug response prediction and fine gene selection. To find more reliable set of predictor genes, we performed regression twice for each drug, one with IC50 and the other with area under the curve (AUC) (or activity area). For the 12 drugs we tested, the predictive performance in terms of Pearson correlation coefficient exceeded 0.6 and the highest one was 17-AAG for which Pearson correlation coefficient was 0.811 for IC50 and 0.81 for AUC. We identify common predictor genes for IC50 and AUC, with which the performance was similar to those with genes separately found for IC50 and AUC, but with much smaller number of predictor genes. By using only common predictor genes, the highest performance was AZD6244 (0.8016 for IC50, 0.7945 for AUC) with 321 predictor genes.

An Estimation of The Unknown Theory Constants Using A Simulation Predictor

  • 박정수
    • 한국시뮬레이션학회논문지
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    • 제2권1호
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    • pp.125-133
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    • 1993
  • A statistical method is described for estimation of the unknown constants in a theory using both of the computer simulation data and the real experimental data, The best linear unbiased predictor based on a spatial linear model is fitted from the computer simulation data alone. Then nonlinear least squares estimation method is applied to the real experimental data using the fitted prediction model as if it were the true simulation model. An application to the computational nuclear fusion devices is presented, where the nonlinear least squares estimates of four transport coefficients of the theoretical nuclear fusion model are obtained.

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Use of partial least squares analysis in concrete technology

  • Tutmez, Bulent
    • Computers and Concrete
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    • 제13권2호
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    • pp.173-185
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    • 2014
  • Multivariate analysis is a statistical technique that investigates relationship between multiple predictor variables and response variable and it is a very commonly used statistical approach in cement and concrete industry. During model building stage, however, many predictor variables are included in the model and possible collinearity problems between these predictors are generally ignored. In this study, use of partial least squares (PLS) analysis for evaluating the relationships among the cement and concrete properties is investigated. This regression method is known to decrease the model complexity by reducing the number of predictor variables as well as to result in accurate and reliable predictions. The experimental studies showed that the method can be used in the multivariate problems of cement and concrete industry effectively.

A GENERALIZED MODEL-BASED OPTIMAL SAMPLE SELECTION METHOD

  • Hong, Ki-Hak;Lee, Gi-Sung;Son, Chang-Kyoon
    • Journal of applied mathematics & informatics
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    • 제9권2호
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    • pp.807-815
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    • 2002
  • We consider a more general linear regression super-population model than the one of Chaudhuri and Stronger(1992) . We can find the same type of the best linear unbiased(BLU) predictor as that of Chaudhuri and Stenger and see that the optimal design is again a purposive one which prescribes choosing one of the samples of size n which has $\chi$ closest to $\bar{X}$.