• Title/Summary/Keyword: Regression method

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ON THEIL'S METHOD IN FUZZY LINEAR REGRESSION MODELS

  • Choi, Seung Hoe;Jung, Hye-Young;Lee, Woo-Joo;Yoon, Jin Hee
    • Communications of the Korean Mathematical Society
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    • v.31 no.1
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    • pp.185-198
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    • 2016
  • Regression analysis is an analyzing method of regression model to explain the statistical relationship between explanatory variable and response variables. This paper propose a fuzzy regression analysis applying Theils method which is not sensitive to outliers. This 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. An example and two simulation results are given to show fuzzy Theils estimator is more robust than the fuzzy least squares estimator.

Prediction Intervals for LS-SVM Regression using the Bootstrap

  • Shim, Joo-Yong;Hwang, Chang-Ha
    • Journal of the Korean Data and Information Science Society
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    • v.14 no.2
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    • pp.337-343
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    • 2003
  • In this paper we present the prediction interval estimation method using bootstrap method for least squares support vector machine(LS-SVM) regression, which allows us to perform even nonlinear regression by constructing a linear regression function in a high dimensional feature space. The bootstrap method is applied to generate the bootstrap sample for estimation of the covariance of the regression parameters consisting of the optimal bias and Lagrange multipliers. Experimental results are then presented which indicate the performance of this algorithm.

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Fuzzy regression using regularlization method based on Tanaka's model

  • Hong Dug-Hun;Kim Kyung-Tae
    • Journal of the Korean Institute of Intelligent Systems
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    • v.16 no.4
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    • pp.499-505
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    • 2006
  • Regularlization approach to regression can be easily found in Statistics and Information Science literature. The technique of regularlization was introduced as a way of controlling the smoothness properties of regression function. In this paper, we have presented a new method to evaluate linear and non-linear fuzzy regression model based on Tanaka's model using the idea of regularlization technique. Especially this method is a very attractive approach to model non -linear fuzzy data.

Outlier Identification in Regression Analysis using Projection Pursuit

  • Kim, Hyojung;Park, Chongsun
    • Communications for Statistical Applications and Methods
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    • v.7 no.3
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    • pp.633-641
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    • 2000
  • In this paper, we propose a method to identify multiple outliers in regression analysis with only assumption of smoothness on the regression function. Our method uses single-linkage clustering algorithm and Projection Pursuit Regression (PPR). It was compared with existing methods using several simulated and real examples and turned out to be very useful in regression problem with the regression function which is far from linear.

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Imputation Method Using Local Linear Regression Based on Bidirectional k-nearest-components

  • Yonggeol, Lee
    • Journal of information and communication convergence engineering
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    • v.21 no.1
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    • pp.62-67
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    • 2023
  • This paper proposes an imputation method using a bidirectional k-nearest components search based local linear regression method. The bidirectional k-nearest-components search method selects components in the dynamic range from the missing points. Unlike the existing methods, which use a fixed-size window, the proposed method can flexibly select adjacent components in an imputation problem. The weight values assigned to the components around the missing points are calculated using local linear regression. The local linear regression method is free from the rank problem in a matrix of dependent variables. In addition, it can calculate the weight values that reflect the data flow in a specific environment, such as a blackout. The original missing values were estimated from a linear combination of the components and their weights. Finally, the estimated value imputes the missing values. In the experimental results, the proposed method outperformed the existing methods when the error between the original data and imputation data was measured using MAE and RMSE.

The Comparison Analysis of an Estimators of Nonlinear Regression Model using Monte Carlo Simulation (몬테칼로 시뮬레이션을 이용한 비선형회귀추정량들의 비교 분석)

  • 김태수;이영해
    • Journal of the Korea Society for Simulation
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    • v.9 no.3
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    • pp.43-51
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    • 2000
  • In regression model, we estimate the unknown parameters by using various methods. There are the least squares method which is the most general, the least absolute deviation method, the regression quantile method and the asymmetric least squares method. In this paper, we will compare each others with two cases: firstly the theoretical comparison in the asymptotic sense and then the practical comparison using Monte Carlo simulation for a small sample size.

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A comparative study of the Gini coefficient estimators based on the regression approach

  • Mirzaei, Shahryar;Borzadaran, Gholam Reza Mohtashami;Amini, Mohammad;Jabbari, Hadi
    • Communications for Statistical Applications and Methods
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    • v.24 no.4
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    • pp.339-351
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    • 2017
  • Resampling approaches were the first techniques employed to compute a variance for the Gini coefficient; however, many authors have shown that an analysis of the Gini coefficient and its corresponding variance can be obtained from a regression model. Despite the simplicity of the regression approach method to compute a standard error for the Gini coefficient, the use of the proposed regression model has been challenging in economics. Therefore in this paper, we focus on a comparative study among the regression approach and resampling techniques. The regression method is shown to overestimate the standard error of the Gini index. The simulations show that the Gini estimator based on the modified regression model is also consistent and asymptotically normal with less divergence from normal distribution than other resampling techniques.

A study on semi-supervised kernel ridge regression estimation (준지도 커널능형회귀모형에 관한 연구)

  • Seok, Kyungha
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.2
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    • pp.341-353
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    • 2013
  • In many practical machine learning and data mining applications, unlabeled data are inexpensive and easy to obtain. Semi-supervised learning try to use such data to improve prediction performance. In this paper, a semi-supervised regression method, semi-supervised kernel ridge regression estimation, is proposed on the basis of kernel ridge regression model. The proposed method does not require a pilot estimation of the label of the unlabeled data. This means that the proposed method has good advantages including less number of parameters, easy computing and good generalization ability. Experiments show that the proposed method can effectively utilize unlabeled data to improve regression estimation.

Comparisons of RDII Predictions Using the RTK-based and Regression Methods (RTK 방법 및 회귀분석 방법을 이용한 RDII 예측 결과 비교)

  • Kim, Jungruyl;Lee, Jaehyun;Oh, Jeill
    • Journal of Korean Society of Water and Wastewater
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    • v.30 no.2
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    • pp.179-185
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    • 2016
  • In this study, the RDII predictions were compared using two methodologies, i.e., the RTK-based and regression methods. Long-term (1/1/2011~12/31/2011) monitoring data, which consists of 10-min interval streamflow and the amount of precipitation, were collected at the domestic study area (1.36 km2 located in H county), and used for the construction of the RDII prediction models. The RTK method employs super position of tri-triangles, and each triangle (called, unit hydrograph) is defined by three parameters (i.e., R, T and K) determined/optimized using Genetic Algorithm (GA). In regression method, the MovingAverage (MA) filtering was used for data processing. Accuracies of RDII predictions from these two approaches were evaluated by comparing the root mean square error (RMSE) values from each model, in which the values were calculated to 320.613 (RTK method) and 420.653 (regression method), respectively. As a results, the RTK method was found to be more suitable for RDII prediction during extreme rainfall event, than the regression method.

Inference of Gene Regulatory Networks via Boolean Networks Using Regression Coefficients

  • Kim, Ha-Seong;Choi, Ho-Sik;Lee, Jae-K.;Park, Tae-Sung
    • Proceedings of the Korean Society for Bioinformatics Conference
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    • 2005.09a
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    • pp.339-343
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    • 2005
  • Boolean networks(BN) construction is one of the commonly used methods for building gene networks from time series microarray data. However, BN has two major drawbacks. First, it requires heavy computing times. Second, the binary transformation of the microarray data may cause a loss of information. This paper propose two methods using liner regression to construct gene regulatory networks. The first proposed method uses regression based BN variable selection method, which reduces the computing time significantly in the BN construction. The second method is the regression based network method that can flexibly incorporate the interaction of the genes using continuous gene expression data. We construct the network structure from the simulated data to compare the computing times between Boolean networks and the proposed method. The regression based network method is evaluated using a microarray data of cell cycle in Caulobacter crescentus.

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