• Title/Summary/Keyword: and a multi-linear regression model

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Development of Ship Valuation Model by Neural Network (신경망기법을 활용한 선박 가치평가 모델 개발)

  • Kim, Donggyun;Choi, Jung-Suk
    • Journal of the Korean Society of Marine Environment & Safety
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    • v.27 no.1
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    • pp.13-21
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    • 2021
  • The purpose of this study is to develop the ship valuation model by utilizing the neural network model. The target of the valuation was secondhand VLCC. The variables were set as major factors inducing changes in the value of ship through prior research, and the corresponding data were collected on a monthly basis from January 2000 to August 2020. To determine the stability of subsequent variables, a multi-collinearity test was carried out and finally the research structure was designed by selecting six independent variables and one dependent variable. Based on this structure, a total of nine simulation models were designed using linear regression, neural network regression, and random forest algorithm. In addition, the accuracy of the evaluation results are improved through comparative verification between each model. As a result of the evaluation, it was found that the most accurate when the neural network regression model, which consist of a hidden layer composed of two layers, was simulated through comparison with actual VLCC values. The possible implications of this study first, creative research in terms of applying neural network model to ship valuation; this deviates from the existing formalized evaluation techniques. Second, the objectivity of research results was enhanced from a dynamic perspective by analyzing and predicting the factors of changes in the shipping. market.

A Study on the Program for Estimation of Electric Rates and the Analysis for Power Consumption in Complex Consumer (복합다용도 수용가의 전력소비특성 분석 및 전기요금 산정프로그램 개발)

  • Kim, Se-Dong;Yoo, Sang-Bong;Ki, Yoo-Kyung
    • Journal of the Korean Institute of Illuminating and Electrical Installation Engineers
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    • v.28 no.12
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    • pp.103-107
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    • 2014
  • Together with housings, general buildings and industrial facilities, multi-purpose complexes are equipped with various and special equipment. They are often used by many unspecified people, which causes an increase in annual electricity consumption. Because of this, a great amount of money has been spent for electric charge, far more in excess of the budget, so a reasonable electricity rate needs to be estimated. In this study, we surveyed the power consumption, average power use, and annual electricity bill of multi-purpose complexes in the past five years. To see the general tendency of the survey, we conducted a statistical analysis with such parameters as average, maximum, and minimum values. Through regression analysis, we could see the trend of the survey in linear way. Based on the survey, we have developed an electric-rate calculation program to estimate the next year's budget on electricity.

A Propose on Seismic Performance Evaluation Model of Slope using Artificial Neural Network Technique (인공신경망 기법을 이용한 사면의 내진성능평가 모델 제안)

  • Kwag, Shinyoung;Hahm, Daegi
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.32 no.2
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    • pp.93-101
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    • 2019
  • The objective of this study is to develop a model which can predict the seismic performance of the slope relatively accurately and efficiently by using artificial neural network(ANN) technique. The quantification of such the seismic performance of the slope is not easy task due to the randomness and the uncertainty of the earthquake input and slope model. Under these circumstances, probabilistic seismic fragility analyses of slope have been carried out by several researchers, and a closed-form equation for slope seismic performance was proposed through a multiple linear regression analysis. However, a traditional statistical linear regression analysis has shown a limit that cannot accurately represent the nonlinearistic relationship between the slope of various conditions and seismic performance. In order to overcome these problems, in this study, we attempted to apply the ANN to generate prediction models of the seismic performance of the slope. The validity of the derived model was verified by comparing this with the conventional multi-linear and multi-nonlinear regression models. As a result, the models obtained through the ANN basically showed excellent performance in predicting the seismic performance of the slope, compared to the models obtained by the statistical regression analyses of the previous study.

A New Constrained Parameter Estimation Approach in Preference Decomposition

  • Kim, Fung-Lam;Moy, Jane W.
    • Industrial Engineering and Management Systems
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    • v.1 no.1
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    • pp.73-78
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    • 2002
  • In this paper, we propose a constrained optimization model for conjoint analysis (a preference decomposition technique) to improve parameter estimation by restricting the relative importance of the attributes to an extent as decided by the respondents. Quite simply, respondents are asked to provide some pairwise attribute comparisons that are then incorporated as additional constraints in a linear programming model that estimates the partial preference values. This data collection method is typical in the analytic hierarchy process. Results of a simulation study show the new model can improve the predictive accuracy in partial value estimation by ordinal east squares (OLS) regression.

Performance Comparison of Mahalanobis-Taguchi System and Logistic Regression : A Case Study (마할라노비스-다구치 시스템과 로지스틱 회귀의 성능비교 : 사례연구)

  • Lee, Seung-Hoon;Lim, Geun
    • Journal of Korean Institute of Industrial Engineers
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    • v.39 no.5
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    • pp.393-402
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    • 2013
  • The Mahalanobis-Taguchi System (MTS) is a diagnostic and predictive method for multivariate data. In the MTS, the Mahalanobis space (MS) of reference group is obtained using the standardized variables of normal data. The Mahalanobis space can be used for multi-class classification. Once this MS is established, the useful set of variables is identified to assist in the model analysis or diagnosis using orthogonal arrays and signal-to-noise ratios. And other several techniques have already been used for classification, such as linear discriminant analysis and logistic regression, decision trees, neural networks, etc. The goal of this case study is to compare the ability of the Mahalanobis-Taguchi System and logistic regression using a data set.

Study of Design Flood Estimation by Watershed Characteristics (유역특성인자를 이용한 설계홍수량 추정에 관한 연구)

  • Park, Ki-Bum
    • Journal of Environmental Science International
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    • v.15 no.9
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    • pp.887-895
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    • 2006
  • Through this research of the analysis on the frequency flood discharges regarding basin property factors, a linear regression system was introduced, and as a result, the item with the highest correlation with the frequency flood discharges from Nakdong river basin is the basin area, and the second highest is the average width of basin and the river length. The following results were obtained after looking at the multi correlation between the flood discharge and the collected basin property factors using the data from the established river maintenance master plan of the one hundred twenty-five rivers in the Nakdong river basin. The result of analysis on multivariate correlation between the flood discharges and the most basic data in determining the flood discharges as basin area, river length, basin slope, river slope, average width of basin, shape factor and probability precipitation showed more than 0.9 of correlation in terms of the multi correlation coefficient and more than 0.85 for the determination coefficient. The model which induced a regression system through multi correlation analysis using basin property factors is concluded to be a good reference in estimating the design flood discharge of unmeasured basin.

Predicting the Young's modulus of frozen sand using machine learning approaches: State-of-the-art review

  • Reza Sarkhani Benemaran;Mahzad Esmaeili-Falak
    • Geomechanics and Engineering
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    • v.34 no.5
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    • pp.507-527
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    • 2023
  • Accurately estimation of the geo-mechanical parameters in Artificial Ground Freezing (AGF) is a most important scientific topic in soil improvement and geotechnical engineering. In order for this, one way is using classical and conventional constitutive models based on different theories like critical state theory, Hooke's law, and so on, which are time-consuming, costly, and troublous. The others are the application of artificial intelligence (AI) techniques to predict considered parameters and behaviors accurately. This study presents a comprehensive data-mining-based model for predicting the Young's Modulus of frozen sand under the triaxial test. For this aim, several single and hybrid models were considered including additive regression, bagging, M5-Rules, M5P, random forests (RF), support vector regression (SVR), locally weighted linear (LWL), gaussian process regression (GPR), and multi-layered perceptron neural network (MLP). In the present study, cell pressure, strain rate, temperature, time, and strain were considered as the input variables, where the Young's Modulus was recognized as target. The results showed that all selected single and hybrid predicting models have acceptable agreement with measured experimental results. Especially, hybrid Additive Regression-Gaussian Process Regression and Bagging-Gaussian Process Regression have the best accuracy based on Model performance assessment criteria.

Sustained Vowel Modeling using Nonlinear Autoregressive Method based on Least Squares-Support Vector Regression (최소 제곱 서포트 벡터 회귀 기반 비선형 자귀회귀 방법을 이용한 지속 모음 모델링)

  • Jang, Seung-Jin;Kim, Hyo-Min;Park, Young-Choel;Choi, Hong-Shik;Yoon, Young-Ro
    • Journal of the Korean Institute of Intelligent Systems
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    • v.17 no.7
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    • pp.957-963
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    • 2007
  • In this paper, Nonlinear Autoregressive (NAR) method based on Least Square-Support Vector Regression (LS-SVR) is introduced and tested for nonlinear sustained vowel modeling. In the database of total 43 sustained vowel of Benign Vocal Fold Lesions having aperiodic waveform, this nonlinear synthesizer near perfectly reproduced chaotic sustained vowels, and also conserved the naturalness of sound such as jitter, compared to Linear Predictive Coding does not keep these naturalness. However, the results of some phonation are quite different from the original sounds. These results are assumed that single-band model can not afford to control and decompose the high frequency components. Therefore multi-band model with wavelet filterbank is adopted for substituting single band model. As a results, multi-band model results in improved stability. Finally, nonlinear sustained vowel modeling using NAR based on LS-SVR can successfully reconstruct synthesized sounds nearly similar to original voiced sounds.

Electricity Price Forecasting in Ontario Electricity Market Using Wavelet Transform in Artificial Neural Network Based Model

  • Aggarwal, Sanjeev Kumar;Saini, Lalit Mohan;Kumar, Ashwani
    • International Journal of Control, Automation, and Systems
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    • v.6 no.5
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    • pp.639-650
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    • 2008
  • Electricity price forecasting has become an integral part of power system operation and control. In this paper, a wavelet transform (WT) based neural network (NN) model to forecast price profile in a deregulated electricity market has been presented. The historical price data has been decomposed into wavelet domain constitutive sub series using WT and then combined with the other time domain variables to form the set of input variables for the proposed forecasting model. The behavior of the wavelet domain constitutive series has been studied based on statistical analysis. It has been observed that forecasting accuracy can be improved by the use of WT in a forecasting model. Multi-scale analysis from one to seven levels of decomposition has been performed and the empirical evidence suggests that accuracy improvement is highest at third level of decomposition. Forecasting performance of the proposed model has been compared with (i) a heuristic technique, (ii) a simulation model used by Ontario's Independent Electricity System Operator (IESO), (iii) a Multiple Linear Regression (MLR) model, (iv) NN model, (v) Auto Regressive Integrated Moving Average (ARIMA) model, (vi) Dynamic Regression (DR) model, and (vii) Transfer Function (TF) model. Forecasting results show that the performance of the proposed WT based NN model is satisfactory and it can be used by the participants to respond properly as it predicts price before closing of window for submission of initial bids.

Physicochemical water quality characteristics in relation to land use pattern and point sources in the basin of the Dongjin River and the ecological health assessments using a fish multi-metric model

  • Jang, Geon-Su;An, Kwang-Guk
    • Journal of Ecology and Environment
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    • v.40 no.1
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    • pp.34-44
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    • 2016
  • Background: Little is known about how chemical water quality is associated with ecological stream health in relation to landuse patterns in a watershed. We evaluated spatial characteristics of water quality characteristics and the ecological health of Dongjin-River basin, Korea in relation to regional landuse pattern. The ecological health was assessed by the multi-metric model of Index of Biological Integrity (IBI), and the water chemistry data were compared with values obtained from the health model. Results: Nutrient and organic matter pollution in Dongjin-River basin, Korea was influenced by land use pattern and the major point sources, so nutrients of TN and TP increased abruptly in Site 4 (Jeongeup Stream), which is directly influenced by wastewater treatment plants along with values of electric conductivity (EC), bacterial number, and sestonic chlorophyll-a. Similar results are shown in the downstream (S7) of Dongjin River. The degradation of chemical water quality in the downstream resulted in greater impairment of the ecological health, and these were also closely associated with the landuse pattern. Forest region had low nutrients (N, P), organic matter, and ionic content (as the EC), whereas urban and agricultural regions had opposite in the parameters. Linear regression analysis of the landuse (arable land; $A_L$) on chemicals indicated that values of $A_L$ had positive linear relations with TP ($R^2=0.643$, p < 0.01), TN ($R^2=0.502$, p < 0.05), BOD ($R^2=0.739$, p < 0.01), and suspended solids (SS; ($R^2=0.866$, p < 0.01), and a negative relation with TDN:TDP ratios ($R^2=0.719$, p < 0.01). Conclusions: Chemical factors were closely associated with land use pattern in the watershed, and these factors influenced the ecological health, based on the multimetric fish IBI model. Overall, the impairments of water chemistry and the ecological health in Dongjin-River basin were mainly attributes to point-sources and land-use patterns.