• Title/Summary/Keyword: Regression method

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Separate Fuzzy Regression with Fuzzy Input and Output

  • Choi, Seung-Hoe
    • Communications for Statistical Applications and Methods
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    • v.14 no.1
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    • pp.183-193
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    • 2007
  • This paper shows that a response function for the center of fuzzy output nay not be the same as that for the spread in a fuzzy linear regression model and then suggests a separate fuzzy regression model makes a distinction between response functions of the center and the spread of fuzzy output. Also we use a least squares method to estimate the separate fuzzy regression model and compare an accuracy of proposed model with another fuzzy regression model developed by Diamond (1988) and Kao and Chyu (2003).

Semi-supervised regression based on support vector machine

  • Seok, Kyungha
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.2
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    • pp.447-454
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    • 2014
  • In many practical machine learning and data mining applications, unlabeled training examples are readily available but labeled ones are fairly expensive to obtain. Therefore semi-supervised learning algorithms have attracted much attentions. However, previous research mainly focuses on classication problems. In this paper, a semi-supervised regression method based on support vector regression (SVR) formulation that is proposed. The estimator is easily obtained via the dual formulation of the optimization problem. The experimental results with simulated and real data suggest superior performance of the our proposed method compared with standard SVR.

Support vector quantile regression for autoregressive data

  • Hwang, Hyungtae
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.6
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    • pp.1539-1547
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    • 2014
  • In this paper we apply the autoregressive process to the nonlinear quantile regression in order to infer nonlinear quantile regression models for the autocorrelated data. We propose a kernel method for the autoregressive data which estimates the nonlinear quantile regression function by kernel machines. Artificial and real examples are provided to indicate the usefulness of the proposed method for the estimation of quantile regression function in the presence of autocorrelation between data.

Two-dimensional fuel regression simulations with level set method for hybrid rocket internal ballistics

  • Funami, Yuki
    • Advances in aircraft and spacecraft science
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    • v.6 no.4
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    • pp.333-348
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    • 2019
  • Low fuel regression rate is the main drawback of hybrid rocket which should be overcome. One of the improvement techniques to this problem is usage of a solid fuel grain with a complicated geometry port, which has been promoted owing to the recent development of additive manufacturing technologies. In the design of a hybrid rocket fuel grain with a complicated geometry port, the understanding of fuel regression behavior is very important. Numerical investigations of fuel regression behavior requires a capturing method of solid fuel surface, i.e. gas-solid interface. In this study, level set method is employed as such a method and the preliminary numerical tool for capturing a hybrid rocket solid fuel surface is developed. At first, to test the adequacy of the numerical modeling, the simulation results for circular port are compared to the experimental results in open literature. The regression rates and oxidizer to fuel ratios show good agreements between the simulations and the experiments, after passing enough time. However, during the early period of combustion, there are the discrepancies between the simulations and the experiments, owing to transient phenomena. Second, the simulations of complicated geometry ports are demonstrated. In this preliminary step, a star shape is employed as complicated geometry of port. The slot number effect in star port is investigated. The regression rate decreases with increasing the slot number, except for the star port with many slots (8 slots) in the latter half of combustion. The oxidizer to fuel ratio increases with increasing the slot number.

Optimized Neural Network Weights and Biases Using Particle Swarm Optimization Algorithm for Prediction Applications

  • Ahmadzadeh, Ezat;Lee, Jieun;Moon, Inkyu
    • Journal of Korea Multimedia Society
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    • v.20 no.8
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    • pp.1406-1420
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    • 2017
  • Artificial neural networks (ANNs) play an important role in the fields of function approximation, prediction, and classification. ANN performance is critically dependent on the input parameters, including the number of neurons in each layer, and the optimal values of weights and biases assigned to each neuron. In this study, we apply the particle swarm optimization method, a popular optimization algorithm for determining the optimal values of weights and biases for every neuron in different layers of the ANN. Several regression models, including general linear regression, Fourier regression, smoothing spline, and polynomial regression, are conducted to evaluate the proposed method's prediction power compared to multiple linear regression (MLR) methods. In addition, residual analysis is conducted to evaluate the optimized ANN accuracy for both training and test datasets. The experimental results demonstrate that the proposed method can effectively determine optimal values for neuron weights and biases, and high accuracy results are obtained for prediction applications. Evaluations of the proposed method reveal that it can be used for prediction and estimation purposes, with a high accuracy ratio, and the designed model provides a reliable technique for optimization. The simulation results show that the optimized ANN exhibits superior performance to MLR for prediction purposes.

A comparison study on regression with stationary nonparametric autoregressive errors (정상 비모수 자기상관 오차항을 갖는 회귀분석에 대한 비교 연구)

  • Yu, Kyusang
    • The Korean Journal of Applied Statistics
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    • v.29 no.1
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    • pp.157-169
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    • 2016
  • We compare four methods to estimate a regression coefficient under linear regression models with serially correlated errors. We assume that regression errors are generated with nonlinear autoregressive models. The four methods are: ordinary least square estimator, general least square estimator, parametric regression error correction method, and nonparametric regression error correction method. We also discuss some properties of nonlinear autoregressive models by presenting numerical studies with typical examples. Our numerical study suggests that no method dominates; however, the nonparametric regression error correction method works quite well.

Local Bandwidth Selection for Nonparametric Regression

  • Lee, Seong-Woo;Cha, Kyung-Joon
    • Communications for Statistical Applications and Methods
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    • v.4 no.2
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    • pp.453-463
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    • 1997
  • Nonparametric kernel regression has recently gained widespread acceptance as an attractive method for the nonparametric estimation of the mean function from noisy regression data. Also, the practical implementation of kernel method is enhanced by the availability of reliable rule for automatic selection of the bandwidth. In this article, we propose a method for automatic selection of the bandwidth that minimizes the asymptotic mean square error. Then, the estimated bandwidth by the proposed method is compared with the theoretical optimal bandwidth and a bandwidth by plug-in method. Simulation study is performed and shows satisfactory behavior of the proposed method.

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MapReduce-based Localized Linear Regression for Electricity Price Forecasting (전기 가격 예측을 위한 맵리듀스 기반의 로컬 단위 선형회귀 모델)

  • Han, Jinju;Lee, Ingyu;On, Byung-Won
    • The Transactions of the Korean Institute of Electrical Engineers P
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    • v.67 no.4
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    • pp.183-190
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    • 2018
  • Predicting accurate electricity prices is an important task in the electricity trading market. To address the electricity price forecasting problem, various approaches have been proposed so far and it is known that linear regression-based approaches are the best. However, the use of such linear regression-based methods is limited due to low accuracy and performance. In traditional linear regression methods, it is not practical to find a nonlinear regression model that explains the training data well. If the training data is complex (i.e., small-sized individual data and large-sized features), it is difficult to find the polynomial function with n terms as the model that fits to the training data. On the other hand, as a linear regression model approximating a nonlinear regression model is used, the accuracy of the model drops considerably because it does not accurately reflect the characteristics of the training data. To cope with this problem, we propose a new electricity price forecasting method that divides the entire dataset to multiple split datasets and find the best linear regression models, each of which is the optimal model in each dataset. Meanwhile, to improve the performance of the proposed method, we modify the proposed localized linear regression method in the map and reduce way that is a framework for parallel processing data stored in a Hadoop distributed file system. Our experimental results show that the proposed model outperforms the existing linear regression model. Specifically, the accuracy of the proposed method is improved by 45% and the performance is faster 5 times than the existing linear regression-based model.

Fuzzy Theil regression Model (Theil방법을 이용한 퍼지회귀모형)

  • Yoon, Jin Hee;Lee, Woo-Joo;Choi, Seung-Hoe
    • Journal of the Korean Institute of Intelligent Systems
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    • v.23 no.4
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    • pp.366-370
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    • 2013
  • Regression Analysis is an analyzing method of regression model to explain the statistical relationship between explanatory variable and response variables. This paper introduce Theil's method to find a fuzzy regression model which explain the relationship between explanatory variable and response variables. Theil's method is a robust method which is not sensive to outliers. Theil's method use medians of rate of increment based on randomly chosen pairs of each components of ${\alpha}$-level sets of fuzzy data in order to estimate the coefficients of fuzzy regression model. We propose an example to show Theil's estimator is robust than the Least squares estimator.

Numerical Investigations in Choosing the Number of Principal Components in Principal Component Regression - CASE I

  • Shin, Jae-Kyoung;Moon, Sung-Ho
    • Journal of the Korean Data and Information Science Society
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    • v.8 no.2
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    • pp.127-134
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    • 1997
  • A method is proposed for the choice of the number of principal components in principal component regression based on the predicted error sum of squares. To do this, we approximately evaluate that statistic using a linear approximation based on the perturbation expansion. In this paper, we apply the proposed method to various data sets and discuss some properties in choosing the number of principal components in principal component regression.

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