• 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.

• 대한안전경영과학회지
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• 제15권4호
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• pp.197-207
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• 2013

OSHA(Occupational Safety and Health Act) generally regulates employer's business principles in the workplace to maintain safety environment. This act has the fundamental purpose to protect employee's safety and health in the workplace by reducing industrial accidents. Authors tried to investigate the correlation between 'occupational injuries and illnesses' and level of regulation compliance using Survey on Current Status of Occupational Safety & Health data by the various statistical methods, such as generalized regression analysis, logistic regression analysis and poison regression analysis in order to compare the results of those methods. The results have shown that the significant affecting compliance factors were different among those statistical methods. This means that specific interpretation should be considered based on each statistical method. In the future, relevant statistical technique will be developed considering the distribution type of occupational injuries.

• 한국가스학회지
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• 제11권3호
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• pp.13-18
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• 2007

다변량 통계 분석법(Multivariate statistical analysis method)의 대표적 방법인 다중 선형 회귀법(Multiple linear regression. MLR)을 이용하여 2성분계 혼합물의 인화점을 회귀 분석하고 예측하였다. 가연성 물질의 인화점에 대한 예측은 실제 화학 공정 설계에서 화재 및 폭발 위험성을 판단하는 중요한 부분 중의 하나이다. 본 연구에서는 순수 성분의 물성 자료만을 이용하여 2성분계 혼합물의 인화점 실험 자료에 대해 다중 선형 회귀법(MLR)을 수행하였고, 이를 이용하여 새로운 혼합물에 대한 인화점을 예측하였다. 2성분계 혼합물의 인화점에 대한 MLR의 회귀 성능과 새로운 혼합물에 대한 예측 성능을 알아보기 위해, 기존의 인화점 추정 방법인 Raoult의 법칙과 Van Laar식에 의한 추정값과 비교해 보았다.

• Communications for Statistical Applications and Methods
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• 제8권2호
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• pp.319-325
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• 2001

In this note, we propose a simple fuzzy linear regression model for fuzzy input-output data based on Tanaka's approach. Then an LP-based method to derived the satisfying solution of the decision making is developed.

• Journal of the Korean Statistical Society
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• 제16권2호
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• pp.55-70
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• 1987

The principal components regression is one of the substitues for least squares method when there exists multicollinearity in the multiple linear regression model. It is observed graphically that the performance of the principal components regression is strongly dependent upon the values of the parameters. Accordingly, a new deletion criterion which determines proper principal components to be deleted from the analysis is developed and its usefulness is checked by simulations.

• 한국통계학회:학술대회논문집
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• 한국통계학회 2003년도 추계 학술발표회 논문집
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• pp.137-141
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• 2003

LS-SVM(least squares support vector machine) is a widely applicable and useful machine learning technique for classification and regression analysis. LS-SVM can be a good substitute for statistical method but computational difficulties are still remained to operate the inversion of matrix of huge data set. In modern information society, we can easily get huge data sets by on line or batch mode. For these kind of huge data sets, we suggest an on line pruning regression method by LS-SVM. With relatively small number of pruned support vectors, we can have almost same performance as regression with full data set.

• Communications for Statistical Applications and Methods
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• 제8권2호
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• pp.327-336
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• 2001

This work concerns estimating a regression function, which is not linear, using aggregate data. In much of the empirical research, data are aggregated for various reasons before statistical analysis. In a traditional parametric approach, a linear estimation of the non-linear function with aggregate data can result in unstable estimators of the parameters. More serious consequence is the bias in the estimation of the non-linear function. The approach we employ is the kernel regression smoothing. We describe the conditions when the aggregate data can be used to estimate the regression function efficiently. Numerical examples will illustrate our findings.

• 한국통계학회:학술대회논문집
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• 한국통계학회 2004년도 학술발표논문집
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• pp.67-72
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• 2004

Support vector machine (SVM) has been very successful in pattern recognition and function estimation problems for crisp data. This paper proposes a new method to evaluate interval linear and nonlinear regression models combining the possibility and necessity estimation formulation with the principle of SVM. For data sets with crisp inputs and interval outputs, the possibility and necessity models have been recently utilized, which are based on quadratic programming approach giving more diverse spread coefficients than a linear programming one. SVM also uses quadratic programming approach whose another advantage in interval regression analysis is to be able to integrate both the property of central tendency in least squares and the possibilistic property In fuzzy regression. However this is not a computationally expensive way. SVM allows us to perform interval nonlinear regression analysis by constructing an interval linear regression function in a high dimensional feature space. In particular, SVM is a very attractive approach to model nonlinear interval data. The proposed algorithm here is model-free method in the sense that we do not have to assume the underlying model function for interval nonlinear regression model with crisp inputs and interval output. Experimental results are then presented which indicate the performance of this algorithm.

• Journal of the Korean Statistical Society
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• 제20권2호
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• pp.177-190
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• 1991

In this paper, we discuss and review various measures which have been presented for studying outliers. high-leverage points, and influential observations when principal component regression is adopted. We suggest several diagnostics measures when principal component regression is used. A numerical example is illustrated. Some individual data points may be flagged as outliers, high-leverage point, or influential points.

• Communications for Statistical Applications and Methods
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• 제7권2호
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• pp.605-616
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• 2000

Three primary interests frequently raised by mortgage companies are introduced and the corresponding statistical approaches for the default probability in mortgage companies are examined. Statistical models considered in this paper are time series, logistic regression, decision tree, neural network, and discrete time models. Usage of the models is illustrated using an artificially modified data set and the corresponding models are evaluated in appropriate manners.