• Title/Summary/Keyword: Weighted least squares method

Search Result 93, Processing Time 0.034 seconds

Asymmetric least squares regression estimation using weighted least squares support vector machine

  • Hwan, Chang-Ha
    • Journal of the Korean Data and Information Science Society
    • /
    • v.22 no.5
    • /
    • pp.999-1005
    • /
    • 2011
  • This paper proposes a weighted least squares support vector machine for asymmetric least squares regression. This method achieves nonlinear prediction power, while making no assumption on the underlying probability distributions. The cross validation function is introduced to choose optimal hyperparameters in the procedure. Experimental results are then presented which indicate the performance of the proposed model.

Robust inference for linear regression model based on weighted least squares

  • Park, Jin-Pyo
    • Journal of the Korean Data and Information Science Society
    • /
    • v.13 no.2
    • /
    • pp.271-284
    • /
    • 2002
  • In this paper we consider the robust inference for the parameter of linear regression model based on weighted least squares. First we consider the sequential test of multiple outliers. Next we suggest the way to assign a weight to each observation $(x_i,\;y_i)$ and recommend the robust inference for linear model. Finally, to check the performance of confidence interval for the slope using proposed method, we conducted a Monte Carlo simulation and presented some numerical results and examples.

  • PDF

Preference Map using Weighted Regression

  • S.Y. Hwang;Jung, Su-Jin;Kim, Young-Won
    • Communications for Statistical Applications and Methods
    • /
    • v.8 no.3
    • /
    • pp.651-659
    • /
    • 2001
  • Preference map is a widely used graphical method for the preference data set which is frequently encountered in the field of marketing research. This provides joint configuration usually in two dimensional space between "products" and their "attributes". Whereas the classical preference map adopts the ordinary least squares method in deriving map, the present article suggests the weighted least squares approach providing the better graphical display and interpretation compared to the classical one. Internet search engine data in Korea are analysed for illustration.

  • PDF

Weighted Least Absolute Error Estimation of Regression Parameters

  • Song, Moon-Sup
    • Journal of the Korean Statistical Society
    • /
    • v.8 no.1
    • /
    • pp.23-36
    • /
    • 1979
  • In the multiple linear regression model a class of weighted least absolute error estimaters, which minimize the sum of weighted absolute residuals, is proposed. It is shown that the weighted least absolute error estimators with Wilcoxon scores are equivalent to the Koul's Wilcoxon type estimator. Therefore, the asymptotic efficiency of the proposed estimator with Wilcoxon scores relative to the least squares estimator is the same as the Pitman efficiency of the Wilcoxon test relative to the Student's t-test. To find the estimates the iterative weighted least squares method suggested by Schlossmacher is applicable.

  • PDF

A Comparative Study on Single Time Schemes Based on the FEM for the Analysis of Structural Transient Problems (구조물의 시간에 따른 거동 해석을 위한 유한요소법에 기초한 단일 스텝 시간 범주들의 비교연구)

  • Kim, Woo-Ram;Choi, Youn-Dae
    • Journal of the Korea Institute of Military Science and Technology
    • /
    • v.14 no.5
    • /
    • pp.957-964
    • /
    • 2011
  • New time schemes based on the FEM were developed and their performances were tested with 2D wave equation. The least-squares and weighted residual methods are used to construct new time schemes based on traditional residual minimization method. To overcome some drawbacks that time schemes based on the least-squares and weighted residual methods have, ad-hoc method is considered to minimize residuals multiplied by others residuals as a new approach. And variational method is used to get necessary conditions of ad-hoc minimization. A-stability was chosen to check the stability of newly developed time schemes. Specific values of new time schemes are presented along with their numerical solutions which were compared with analytic solution.

Geographically weighted least squares-support vector machine

  • Hwang, Changha;Shim, Jooyong
    • Journal of the Korean Data and Information Science Society
    • /
    • v.28 no.1
    • /
    • pp.227-235
    • /
    • 2017
  • When the spatial information of each location is given specifically as coordinates it is popular to use the geographically weighted regression to incorporate the spatial information by assuming that the regression parameters vary spatially across locations. In this paper, we relax the linearity assumption of geographically weighted regression and propose a geographically weighted least squares-support vector machine for estimating geographically weighted mean by using the basic concept of kernel machines. Generalized cross validation function is induced for the model selection. Numerical studies with real datasets have been conducted to compare the performance of proposed method with other methods for predicting geographically weighted mean.

Type I projection sum of squares by weighted least squares (가중최소제곱법에 의한 제1종 사영제곱합)

  • Choi, Jaesung
    • Journal of the Korean Data and Information Science Society
    • /
    • v.25 no.2
    • /
    • pp.423-429
    • /
    • 2014
  • This paper discusses a method for getting Type I sums of squares by projections under a two-way fixed-effects model when variances of errors are not equal. The method of weighted least squares is used to estimate the parameters of the assumed model. The model is fitted to the data in a sequential manner by using the model comparison technique. The vector space generated by the model matrix can be composed of orthogonal vector subspaces spanned by submatrices consisting of column vectors related to the parameters. It is discussed how to get the Type I sums of squares by using the projections into the orthogonal vector subspaces.

Statistical Estimation and Algorithm in Nonlinear Functions

  • Jea-Young Lee
    • Communications for Statistical Applications and Methods
    • /
    • v.2 no.2
    • /
    • pp.135-145
    • /
    • 1995
  • A new algorithm was given to successively fit the multiexponential function/nonlinear function to data by a weighted least squares method, using Gauss-Newton, Marquardt, gradient and DUD methods for convergence. This study also considers the problem of linear-nonlimear weighted least squares estimation which is based upon the usual Taylor's formula process.

  • PDF

Comparative Analysis of Learning Methods of Fuzzy Clustering-based Neural Network Pattern Classifier (퍼지 클러스터링기반 신경회로망 패턴 분류기의 학습 방법 비교 분석)

  • Kim, Eun-Hu;Oh, Sung-Kwun;Kim, Hyun-Ki
    • The Transactions of The Korean Institute of Electrical Engineers
    • /
    • v.65 no.9
    • /
    • pp.1541-1550
    • /
    • 2016
  • In this paper, we introduce a novel learning methodology of fuzzy clustering-based neural network pattern classifier. Fuzzy clustering-based neural network pattern classifier depicts the patterns of given classes using fuzzy rules and categorizes the patterns on unseen data through fuzzy rules. Least squares estimator(LSE) or weighted least squares estimator(WLSE) is typically used in order to estimate the coefficients of polynomial function, but this study proposes a novel coefficient estimate method which includes advantages of the existing methods. The premise part of fuzzy rule depicts input space as "If" clause of fuzzy rule through fuzzy c-means(FCM) clustering, while the consequent part of fuzzy rule denotes output space through polynomial function such as linear, quadratic and their coefficients are estimated by the proposed local least squares estimator(LLSE)-based learning. In order to evaluate the performance of the proposed pattern classifier, the variety of machine learning data sets are exploited in experiments and through the comparative analysis of performance, it provides that the proposed LLSE-based learning method is preferable when compared with the other learning methods conventionally used in previous literature.

A Study on the Optimum Scheme for Determination of Operation Time of Line Feeders in Automatic Combination Weighers

  • Keraita James N.;Kim Kyo-Hyoung
    • Journal of Mechanical Science and Technology
    • /
    • v.20 no.10
    • /
    • pp.1567-1575
    • /
    • 2006
  • In an automatic combination weigher, the line feeders distribute the product to several weighing hoppers. The ability to supply appropriate amount of product to the weighing hoppers for each combination operation is crucial for the overall performance. Determining the right duration of operating a line feeder to supply a given amount of product becomes very challenging in case of products which are irregular in volume or specific gravity such as granular secondary processed foods. In this research, several schemes were investigated to determine the best way for a line feeder to approximate the next operating time in order to supply a set amount of irregular goods to the corresponding weighing hopper. Results obtained show that a weighted least squares method (WLS) employing 10 data points is the most effective in determining the operating times of line feeders.