• Journal of the Korean Data and Information Science Society
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• 제18권1호
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• pp.229-235
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• 2007

Measures of leverage in nonlinear regression models are discussed by extending the leverage in linear regression models. The connection between measures of leverage and nonlinearity of the models are explored. Illustrative example based on real data is presented.

• Communications for Statistical Applications and Methods
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• 제14권2호
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• pp.281-286
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• 2007

Cook's distance is generalized to the multiple linear regression with linear constraints on regression coefficients. It is used for identifying influential observations in constrained regression models. A numerical example is provided for illustration.

• Communications for Statistical Applications and Methods
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• 제23권4호
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• pp.355-362
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• 2016

Ensemble methods often help increase prediction ability in various predictive models by combining multiple weak learners and reducing the variability of the final predictive model. In this work, we demonstrate that ensemble methods also enhance the accuracy of prediction under kernel ridge regression and kernel logistic regression classification. Here we apply bagging and random forests to two kernel-based predictive models; and present the procedure of how bagging and random forests can be embedded in kernel-based predictive models. Our proposals are tested under numerous synthetic and real datasets; subsequently, they are compared with plain kernel-based predictive models and their subsampling approach. Numerical studies demonstrate that ensemble approach outperforms plain kernel-based predictive models.

• 한국컴퓨터정보학회논문지
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• 제26권8호
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• pp.157-164
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• 2021

회귀분석은 반응변수와 예측변수들 간의 관련성을 설명하기 위해 사용되는 잘 알려진 통계 테크닉이다. 특히 연구자들은 두 개의 독립 모집단에서의 모형들의 회귀계수들(절편과 기울기)을 비교하는데 관심이 있다. Gregory Chow에 의해 제안된 Chow 검정은 회귀모형들을 비교하고 선형회귀모형 안에 구조적 브레이크가 존재하는지를 검정하기 위해 보통 사용되는 방법들 중의 하나이다. 본 연구에서는 두 독립 선형회귀모형들의 등가성을 검정하기 위해 퍼뮤테이션 방법을 제안하고 Chow 검정과 비교한다. 그리고 퍼뮤테이션 검정과 Chow 검정의 검정력을 조사하기 위해 시물레이션 연구를 진행하였다.

• 응용통계연구
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• 제25권5호
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• pp.859-864
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• 2012

Poisson regression and negative binomial regression are usually used to analyze counting data; however, these models are unsuitable for fit zero-inflated data that contain unexpected zero-valued observations. In this paper, we review the zero-inflated regression in which Bernoulli process and the counting process are hierarchically mixed. It is known that zero-inflated regression can efficiently model the over-dispersion problem. Vuong statistic is employed to compare performances of the zero-inflated models with other standard models.

• Communications for Statistical Applications and Methods
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• 제22권6호
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• pp.675-683
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• 2015

In the 21st century, we now face the serious problems of the enormous consumption of the energy resources. Depending on the power consumption increases, both China and South Korea face a reduction in available resources. This paper considers the regression models and time-series models to compare the performance of the forecasting accuracy based on Mean Absolute Percentage Error (MAPE) in order to forecast the electricity demand accurately on the short-term period (68 months) data in Northeast China and find the relationship with Korea. Among the models the support vector regression (SVR) model shows superior performance than time-series models for the short-term period data and the time-series models show similar results with the SVR model when we use long-term period data.

• 한국운동역학회지
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• 제26권4호
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• pp.353-360
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• 2016

Objective: The aim of this study was to investigate the relationship between aiming patterns and scores in archery shooting. Method: Four (N = 4) elementary-level archers from middle school participated in this study. Aiming pattern was defined by averaged acceleration data measured from accelerometers attached on the body during the aiming phase in archery shooting. Stepwise multiple regression analysis was used to test whether a model incorporating aiming patterns from all nine accelerometers could predict the scores. In order to extract period of interest (POI) data from raw data, a Dynamic Time Warping (DTW)-based extraction method was presented. Results: Regression models for all four subjects are conducted with different significance levels and variables. The significance levels of the regression models are 0.12%, 1.61%, 0.55%, and 0.4% respectively; the $R^2$ of the regression models is 64.04%, 27.93%, 72.02%, and 45.62% respectively; and the maximum significance levels of parameters in the regression models are 1.26%, 4.58%, 5.1%, and 4.98% respectively. Conclusion: Our results indicated that the relationship between aiming patterns and scores was described by a regression model. Analysis of the significance levels, variables, and parameters of the regression model showed that our approach - regression analysis with DTW - is an effective way to raise scores in archery shooting.

• Journal of applied mathematics & informatics
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• 제6권2호
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• pp.599-609
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• 1999

Neural networks are explored as an alternative to a regres-sion model for prediction of the number of daily household vehicular trips. This study focuses on contrasting a neural network model with a regression model in term of variable selection as well as the appli-cation of these models for prediction of extreme observations, The differences in the models regarding data transformation variable selec-tion and multicollinearity are considered. The results indicate that the neural network model is a viable alternative to the regression model for addressing both messy data problems and limitation in variable structure specification.

• Journal of the Korean Statistical Society
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• 제24권2호
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• pp.349-360
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• 1995

This paper deals with the robustness properties of the minimum disparity estimation in linear regression models. The estimators defined as statistical quantities whcih minimize the blended weight Hellinger distance between a weighted kernel density estimator of the residuals and a smoothed model density of the residuals. It is shown that if the weights of the density estimator are appropriately chosen, the estimates of the regression parameters are robust.

• 대한수학회논문집
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• 제18권4호
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• pp.703-712
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• 2003

This paper deals with the strong consistency of the asymmetric least squares for the nonlinear censored regression models which includes dependent variables cut off midway by any of external conditions, and provide the sufficient conditions which ensure the strong consistency of proposed estimators of the censored regression models. One example is given to illustrate the application of the main result.