• KSCE Journal of Civil and Environmental Engineering Research
• /
• v.26 no.1B
• /
• pp.39-50
• /
• 2006

The flood control offices of main rivers have used a storage function model to forecast flood stage in Korea and studies of flood forecasting actively have been done even now. On this account, the storage function model, which is used in flood control office, regression models and artificial neural network model are applied into flood forecasting of study watershed in this paper. The result obtained by each method are analyzed for the comparative study. In case of storage function model, this paper uses the representative parameters of the flood control offices and the optimized parameters. Regression coefficients are obtained by regression analysis and neural network is trained by backpropagation algorithm after selecting four events between 1995 to 2001. As a result of this study, it is shown that the optimized parameters are superior to the representative parameters for flood forecasting. The results obtained by multiple, robust, stepwise regression analysis, one of the regression methods, show very good forecasts. Although the artificial neural network model shows less exact results than the regression model, it can be efficient way to produce a good forecasts.

• Proceedings of the Korea Water Resources Association Conference
• /
• 2012.05a
• /
• pp.369-370
• /
• 2012

일반적으로 회귀분석의 최적화는 평균적인 개념을 확장하여 사용되어지고 있다. 평균은 관찰값들에 관한 모든 정보와 관련된 통계량으로써 많은 연구에 이용되어지고 있다. 정규분포를 이루는 모집단의 경우 평균을 사용한 추정이 바람직하지만, 이상치로 인한 분포의 꼬리가 두꺼워지는 경우 중위수(median)를 사용하는 것이 바람직하다고 알려져 있다. 강수량의 분포형태는 꼬리(tail)가 두꺼운 왜곡된 형태를 갖고 있으므로 robust 통계량인 Quantile을 이용한 강수량의 분석 및 평가를 실시하였다. 본 연구에서는 Quantile에 따른 회귀선의 변화를 이용하여 강수량의 경향성을 평가하고, 극치강수량의 변화를 보여줄 수 있는 Quantle값을 추출해 보고자 한다. 또한 bootstrap 방법을 이용하여 Quantile에 따른 회귀계수의 신뢰구간을 분석하여 회귀인자의 신뢰성을 평가하였다. 본 연구에서 적용한 Quantile Regression 기법은 회귀계수의 추정에 있어서 회귀인자의 신뢰성을 Quantile-회귀계수 그래프를 통해 분석할 수 있으며, 이상값의 영향을 저감시키는 평균과 달리 이상값의 영향을 효과적으로 분리 및 재현시킬 수 있어 극치값에 따른 변화를 효과적으로 평가할 수 있으며, robust 통계량의 특징인 분산이 적은 안정적인 추정량을 확보할 수 있다.

• The Korean Journal of Applied Statistics
• /
• v.31 no.4
• /
• pp.463-473
• /
• 2018

Variable selection algorithms for linear regression models of large data are considered. Many algorithms are proposed focusing on the speed and the robustness of algorithms. Among them variance inflation factor (VIF) regression is fast and accurate due to the use of a streamwise regression approach. But a VIF regression is susceptible to outliers because it estimates a model by a least-square method. A robust criterion using a weighted estimator has been proposed for the robustness of algorithm; in addition, a robust VIF regression has also been proposed for the same purpose. In this article a fast and robust variable selection method is suggested via a VIF regression with detecting and removing potential outliers. A simulation study and an analysis of a dataset are conducted to compare the suggested method with other methods.

• The Korean Journal of Applied Statistics
• /
• v.32 no.6
• /
• pp.889-898
• /
• 2019

The problem of missing value imputation for variables in surveys that include item missing becomes complicated if outliers and logical boundary conditions between other survey items cannot be ignored. If there are outliers and boundaries in a variable including missing values, imputed values based on previous regression-based imputation methods are likely to be biased and not meet boundary conditions. In this paper, we approach these difficulties in imputation by combining various robust regression models and multiple imputation methods. Through a simulation study on various scenarios of outliers and boundaries, we find and discuss the optimal combination of robust regression and multiple imputation method.

• Journal of the Institute of Electronics Engineers of Korea SP
• /
• v.45 no.5
• /
• pp.25-34
• /
• 2008

By comparing two images, which are captured with the same scene at different time, we can detect a set of outliers, such as occluding objects due to moving vehicles. To reduce the influence from the different intensity properties of the images, an intensity compensation scheme, which is based on the polynomial regression model, is employed. For an accurate detection of outliers alleviating the influence from a set of outliers, a simple technique that reruns the regression is employed. In this paper, an algorithm that iteratively reruns the regression is theoretically analyzed by observing the convergence property of the estimates of the noise variance. Using a correction constant for the estimate of the noise variance is proposed. The correction enables the detection algorithm robust to the choice of thresholds for selecting outliers. Numerical analysis using both synthetic and Teal images are also shown in this paper to show the robust performance of the detection algorithm.

• Journal of the Korean Institute of Intelligent Systems
• /
• v.23 no.4
• /
• pp.366-370
• /
• 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.

• Journal of the Korean Data and Information Science Society
• /
• v.11 no.1
• /
• pp.1-18
• /
• 2000

In this paper, we study several parameter estimation methods used for autoregressive processes and compare them in view of forecasting. The least square estimation, least absolute deviation estimation, robust estimation are compared through Monte Carlo simulations.

• The Korean Journal of Applied Statistics
• /
• v.22 no.3
• /
• pp.531-539
• /
• 2009

Logistic regression is widely used as a datamining technique for the customer relationship management. The maximum likelihood estimator has highly inflated variance when multicollinearity exists among the regressors, and it is not robust against outliers. Thus we propose the robust principal components logistic regression to deal with both multicollinearity and outlier problem. A procedure is suggested for the selection of principal components, which is based on the condition index. When a condition index is larger than the cutoff value obtained from the model constructed on the basis of the conjoint analysis, the corresponding principal component is removed from the logistic model. In addition, we employ an algorithm for the robust estimation, which strives to dampen the effect of outliers by applying the appropriate weights and factors to the leverage points and vertical outliers identified by the V-mask type criterion. The Monte Carlo simulation results indicate that the proposed procedure yields higher rate of correct classification than the existing method.

• Journal of the Korean Institute of Telematics and Electronics B
• /
• v.32B no.7
• /
• pp.974-988
• /
• 1995

In this paper, we propose a range image segmentation algorithm using robust regression. We derive a least $\kappa$th-order square (LKS) method by generalizing the least median of squares (LMedS) method and compare it with the conventional robust regressions. The LKS is robuster against outliers than the LMedS and shows performance similar to the residual consensus (RESC). The RESC uses the predetermined number of sorted residuals, whereas the LKS uses an adaptive parameter determined by given observations rather than the a priori knowledge. Computer simulation with synthetic and real range images shows that the proposed LKS algorithm gives better performance than the conventional ones.

• Journal of the Institute of Electronics Engineers of Korea SP
• /
• v.46 no.1
• /
• pp.14-22
• /
• 2009

By calculating the differences between two images, which are captured with the same scene at different time, we can detect a set of outliers, such as occluding objects due to moving vehicles. To reduce the influence from the different intensity properties of the images, a simple technique that reruns the regression, which is based on the polynomial regression model, is employed. For a robust detection of outliers, the image difference is normalized by the noise variance. Hence, an accurate estimate of the noise variance is very important. In this paper, using an empirically obtained correction constant is proposed. Numerical analysis using both synthetic and real images are also shown in this paper to show the robust performance of the detection algorithm.