• Title/Summary/Keyword: Surface Regression

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Instability in nonlinear regression model (비선형회귀모형에서의 불안정성)

  • Bark, Pyeng-Mu;Kim, Youngil;Jang, Dae-Heung
    • The Korean Journal of Applied Statistics
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    • v.30 no.1
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    • pp.195-202
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    • 2017
  • We can sometimes find instability against numerical solutions in nonlinear regression. All iterative procedures in nonlinear regression require initial parameter values to be selected. Poor starting values may result in convergence to an unwanted stationary point of the error sum of squares surface. Starting values can sometimes cause the chaos effect in the nonlinear regression model. We can find the chaos phenomena with the convergence plot of starting values in the parameter space.

Gaussian Process Regression and Its Application to Mathematical Finance (가우시언 과정의 회귀분석과 금융수학의 응용)

  • Lim, Hyuncheul
    • Journal for History of Mathematics
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    • v.35 no.1
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    • pp.1-18
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    • 2022
  • This paper presents a statistical machine learning method that generates the implied volatility surface under the rareness of the market data. We apply the practitioner's Black-Scholes model and Gaussian process regression method to construct a Bayesian inference system with observed volatilities as a prior information and estimate the posterior distribution of the unobserved volatilities. The variance instead of the volatility is the target of the estimation, and the radial basis function is applied to the mean and kernel function of the Gaussian process regression. We present two types of Gaussian process regression methods and empirically analyze them.

A Study on the Mechanism of Arm Surface Changes for the development of Sleeve Drafting Standard (소매설계기준 개발을 위한 상지체표변화구조에 관한 연구)

  • 최해주
    • Journal of the Korean Society of Clothing and Textiles
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    • v.20 no.5
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    • pp.852-859
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    • 1996
  • The factors and mechanism of arm surface changes were analyzed by regression analysis for the relationship between changes in arm joint angle and arm surface changes, according to the direction of upper extremity motion. Body surface change patterns among subjects were tested also. Experiments were carried out on 3 female subjects of different body types to examine 26 motions in 4 directions for 4 upper extremity parts. The major conclusions of the study are as follows: 1. The expansion or contraction of arm surface length depends on the direction of upper extremity motion. 2. Arm surface length changes by linear expansion or contraction according to the joint angle of the direction of motion. The mechanism of arm surface changes is represented by a linear relation between arm surface changes and the (actors of the direction of upper extremity motion and arm joint angle. 3. Arm surface length shows the same pattern of body surface changes regardless of body type. A quantitative model of body surface changes at upper extremity should be developed for functional sleeve design.

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Approximate estimation of soil moisture from NDVI and Land Surface Temperature over Andong region, Korea

  • Kim, Hyunji;Ryu, Jae-Hyun;Seo, Min Ji;Lee, Chang Suk;Han, Kyung-Soo
    • Korean Journal of Remote Sensing
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    • v.30 no.3
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    • pp.375-381
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    • 2014
  • Soil moisture is an essential satellite-driven variable for understanding hydrologic, pedologic and geomorphic processes. The European Space Agency (ESA) has endorsed soil moisture as one of Climate Change Initiates (CCI) and had merged multi-satellites over 30 years. The $0.25^{\circ}$ coarse resolution soil moisture satellite data showed correlations with variables of a water stress index, Temperature-Vegetation Dryness Index (TVDI), from a stepwise regression analysis. The ancillary data from TVDI, Land Surface Temperature (LST) and Normalized Difference Vegetation Index (NDVI) from MODIS were inputted to a multi-regression analysis for estimating the surface soil moisture. The estimated soil moisture was validated with in-situ soil moisture data from April, 2012 to March, 2013 at Andong observation sites in South Korea. The soil moisture estimated using satellite-based LST and NDVI showed a good agreement with the observed ground data that this approach is plausible to define spatial distribution of surface soil moisture.

Estimation of Sensible and Latent Heat Fluxes Using the Satellite and Buoy Data (위성과 부이자료를 이용한 현.잠열 추정에 관한 연구)

  • 홍기만;김영섭;윤홍주;박경원
    • Proceedings of the KSRS Conference
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    • 2001.03a
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    • pp.104-110
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    • 2001
  • Ocean heat fluxes over a wide region are generally estimated by an aerodynamic bulk fromula. Though a remote sensing technique can be expected to estimated global heat flux, it is difficult to obtain air temperature and specific humidity at sea surface by a remote sensor. In this study present a new method with which to determine near-sea surface air temperature from in situ data. Also, These methods compared with other methods. A new method used a linear regression equation between sea surface temperature and air temperature of the buoys data. In this study new method is validated using observed monthly mean data at the Japan Meteorological Agency(JMA), National Data Buoy Center(NDBC) and Tropical Ocean-Global Atmosphere(TOGA)-Tropical Atmosphere Ocean(TAO) buoys. The result that bias and rmse are 0.28, 1.5$0^{\circ}C$ respectively. The correlation coefficient is 0.98. Also, to retrieve near-sea surface specific humidity(Q) from good nonlinear regression relationship between vapor pressure(Ea) of buoy data and air temperature, after obtained the third-order polynomial function, compared with that of estimated from SSM/I empirical equation by Schussel et al(1995). The result that bias and rmse are -1.42 and 1.75(g/kg).

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Meteorologically Adjusted Ozone Trends in the Seoul and Susan Metropolitan Areas (서울과 부산지역 기상의 영향을 제거한 오존농도 추세)

  • 김유근;오인보;황미경
    • Journal of Korean Society for Atmospheric Environment
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    • v.19 no.5
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    • pp.561-568
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    • 2003
  • Surface ozone concentrations are highly sensitive to meteorological variability. Therefore, in order to reveal the long-term changes in ozone due to the changes in precursor emissions, we need to remove the effects of meteorological fluctuations on the annual distribution of surface ozone. In this paper, the meteorologically adjusted trends of daily maximum surface ozone concentrations in two major Korean cities (Seoul and Busan) are investigated based on ozone data from 11 (Seoul) and 6 (Busan) sites over the period 1992 ∼ 2000. The original time series consisting of the logarithm of daily maximum ozone concentrations are splitted into long-term, seasonal and short-term component using Kolmogorov-Zurbenko (KZ) filter. Meteorological effects are removed from filtered ozone series using multiple linear regression based on meteorologcial variables. The long-term evolution of ozone forming capability due to changes in precursor emission can be obtained applying the KZ filter to the residuals of the regression. The results indicated that meteorologically adjusted long-term daily maximum ozone concentrations had a significant upward trend (Seoul: + 3.02% yr$^{-1}$ , Busan: + 3.45% yr$^{-1}$ ). These changes of meteorologically adjusted ozone concentrations represent the effects of changing background ozone concentrations as well as the more localized changes in emissions.

A Study for Measurement of the Fuel Surface Temperature in Hybrid Rocket (하이브리드 로켓에서의 연료 표면 온도 측정에 관한 연구)

  • Kim, Hak-Chul;Woo, Kyoung-Jin;Lee, Jung-Pyo;Kim, Gi-Hun;Cho, Jung-Tae;Kim, Soo-Jong;Moon, Hee-Jang;Sung, Hong-Gye;Kim, Jin-Kon
    • Proceedings of the Korean Society of Propulsion Engineers Conference
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    • 2009.05a
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    • pp.237-240
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    • 2009
  • To estimate the surface temperature for the hybrid solid fuels correctly is very important for the modelling of the hybrid combustion. Because it is used for the calculation of regression rate. In this study, The measurement of the surface temperature were performed with the solid fuels inserted the thermocouple. Its variation was investigated in the range of mass flux for an oxidizer.

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The Prediction Equation for Bending Stress of Rail in Concrete Track by the Linear Multiple Regression Analysis (중회귀분석을 통한 콘크리트궤도 레일 휨응력 예측식)

  • Sung, Deok-Yong;Lim, Hyoung-Jun;Lee, Dong-Wook;Kim, Bag-Jin;Park, Yong-Gul
    • Proceedings of the KSR Conference
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    • 2010.06a
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    • pp.315-323
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    • 2010
  • It is suggested that the service life of the continuous welded rail(CWR) is estimated by the relationship between the rail surface irregularity according to the accumulated passing tonnage and bending fatigue of welded part in CWR. In this study, it measured bending stress of rail according to the rail surface irregularity in the concrete track on the Seoul Metro. In addition, the relationship between rail surface irregularity and bending stress in concrete track is analyzed by results of the field test. Finally, this study clarified the relationship among bending stress(Y) of rail, train speed(U), rail surface irregularity(v, w) in concrete track. The result of this study is able to use the basis data to establishing the periodic replacements criterion of CWR.

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Experimental analysis and modeling of steel fiber reinforced SCC using central composite design

  • Kandasamy, S.;Akila, P.
    • Computers and Concrete
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    • v.15 no.2
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    • pp.215-229
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    • 2015
  • The emerging technology of self compacting concrete, fiber reinforcement together reduces vibration and substitute conventional reinforcement which help in improving the economic efficiency of the construction. The objective of this work is to find the regression model to determine the response surface of mix proportioning Steel Fiber Reinforced Self Compacting Concrete (SFSCC) using statistical investigation. A total of 30 mixtures were designed and analyzed based on Design of Experiment (DOE). The fresh properties of SCC and mechanical properties of concrete were studied using Response Surface Methodology (RSM). The results were analyzed by limited proportion of fly ash, fiber, volume combination ratio of two steel fibers with aspect ratio of 50/35: 60/30 and super plasticizer (SP) dosage. The center composite designs (CCD) have selected to produce the response in quadratic equation. The model responses included in the primary stage were flowing ability, filling ability, passing ability and segregation index whereas in harden stage of concrete, compressive strength, split tensile strength and flexural strength at 28 days were tested. In this paper, the regression model and the response surface plots have been discussed, and optimal results were found for all the responses.

Evaluation of Ice Adhesion Strength on the Oxidation of Transmission Line ACSR Cable (송전선로 ACSR 케이블의 산화에 따른 결빙 특성 평가)

  • Cho, Hui Jae;Kim, You Sub;Jung, Yong Chan;Lee, Soo Yeol
    • Korean Journal of Materials Research
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    • v.29 no.6
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    • pp.378-384
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    • 2019
  • Ice accumulation on Aluminum Conductor Steel Reinforced(ACSR) cable during winter is an important matter in terms of safety, economy, and efficient power supply. In this work, the ice adhesion strengths of ACSR cable oxidized during different periods(7 years oxidized and 15 years oxidized) are evaluated. At first, a plate type dry oxidation standard specimen, whose surface characteristics are similar to those of ACSR cable, is prepared. Dry oxidation standard specimens are heat-treated at $500^{\circ}C$ for 20, 60, and 120 minutes in order to obtain different degrees of oxidation. After the dry oxidation, surface properties are analyzed using contact angle analyzer, atomic force microscopy, spectrophotometer, and gloss meter. The ice adhesion strengths are measured using an ice pull-off tester. Correlations between the surface properties and the ice adhesion strength are obtained through a regression analysis indicating a Boltzmann equation. It is revealed that the ice adhesion strength of 15-year oxidized ACSR cable is approximately 8 times higher than that of ACSR-bare.