• Title/Summary/Keyword: least angle regression

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Variable selection in partial linear regression using the least angle regression (부분선형모형에서 LARS를 이용한 변수선택)

  • Seo, Han Son;Yoon, Min;Lee, Hakbae
    • The Korean Journal of Applied Statistics
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    • v.34 no.6
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    • pp.937-944
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    • 2021
  • The problem of selecting variables is addressed in partial linear regression. Model selection for partial linear models is not easy since it involves nonparametric estimation such as smoothing parameter selection and estimation for linear explanatory variables. In this work, several approaches for variable selection are proposed using a fast forward selection algorithm, least angle regression (LARS). The proposed procedures use t-test, all possible regressions comparisons or stepwise selection process with variables selected by LARS. An example based on real data and a simulation study on the performance of the suggested procedures are presented.

Computational performance and accuracy of compressive sensing algorithms for range-Doppler estimation (거리-도플러 추정을 위한 압축 센싱 알고리즘의 계산 성능과 정확도)

  • Lee, Hyunkyu;Lee, Keunhwa;Hong, Wooyoung;Lim, Jun-Seok;Cheong, Myoung-Jun
    • The Journal of the Acoustical Society of Korea
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    • v.38 no.5
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    • pp.534-542
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    • 2019
  • In active SONAR, several different methods are used to detect range-Doppler information of the target. Compressive sensing based method is more accurate than conventional methods and shows superior performance. There are several compressive sensing algorithms for range-Doppler estimation of active sonar. The ability of each algorithm depends on algorithm type, mutual coherence of sensing matrix, and signal to noise ratio. In this paper, we compared and analyzed computational performance and accuracy of various compressive sensing algorithms for range-Doppler estimation of active sonar. The performance of OMP (Orthogonal Matching Pursuit), CoSaMP (Compressive Sampling Matching Pursuit), BPDN (CVX) (Basis Pursuit Denoising), LARS (Least Angle Regression) algorithms is respectively estimated for varying SNR (Signal to Noise Ratio), and mutual coherence. The optimal compressive sensing algorithm is presented according to the situation.

Prediction of Cobb-angle for Monitoring System in Adolescent Girls with Idiopathic Scoliosis using Multiple Regression Analysis

  • Seo, Eun Ji;Choi, Ahnryul;Oh, Seung Eel;Park, Hyun Joon;Lee, Dong Jun;Mun, Joung H.
    • Journal of Biosystems Engineering
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    • v.38 no.1
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    • pp.64-71
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    • 2013
  • Purpose: The purpose of this study was to select standing posture parameters that have a significant difference according to the severity of spinal deformity, and to develop a novel Cobb angle prediction model for adolescent girls with idiopathic scoliosis. Methods: Five normal adolescents girls with no history of musculoskeletal disorders, 13 mild scoliosis patients (Cobb angle: $10^{\circ}-25^{\circ}$), and 14 severe scoliosis patients (Cobb angle: $25^{\circ}-50^{\circ}$) participated in this study. Six infrared cameras (VICON) were used to acquire data and 35 standing parameters of scoliosis patients were extracted from previous studies. Using the ANOVA and post-hoc test, parameters that had significant differences were extracted. In addition, these standing posture parameters were utilized to develop a Cobb-angle prediction model through multiple regression analysis. Results: Twenty two of the parameters showed differences between at least two of the three groups and these parameters were used to develop the multi-linear regression model. This model showed a good agreement ($R^2$ = 0.92) between the predicted and the measured Cobb angle. Also, a blind study was performed using 5 random datasets that had not been used in the model and the errors were approximately $3.2{\pm}1.8$. Conclusions: In this study, we demonstrated the possibility of clinically predicting the Cobb angle using a non-invasive technique. Also, monitoring changes in patients with a progressive disease, such as scoliosis, will make possible to have determine the appropriate treatment and rehabilitation strategies without the need for radiation exposure.

Multi-objective Genetic Algorithm for Variable Selection in Linear Regression Model and Application (선형회귀모델의 변수선택을 위한 다중목적 유전 알고리즘과 응용)

  • Kim, Dong-Il;Park, Cheong-Sool;Baek, Jun-Geol;Kim, Sung-Shick
    • Journal of the Korea Society for Simulation
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    • v.18 no.4
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    • pp.137-148
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    • 2009
  • The purpose of this study is to implement variable selection algorithm which helps construct a reliable linear regression model. If we use all candidate variables to construct a linear regression model, the significance of the model will be decreased and it will cause 'Curse of Dimensionality'. And if the number of data is less than the number of variables (dimension), we cannot construct the regression model. Due to these problems, we consider the variable selection problem as a combinatorial optimization problem, and apply GA (Genetic Algorithm) to the problem. Typical measures of estimating statistical significance are $R^2$, F-value of regression model, t-value of regression coefficients, and standard error of estimates. We design GA to solve multi-objective functions, because statistical significance of model is not to be estimated by a single measure. We perform experiments using simulation data, designed to consider various kinds of situations. As a result, it shows better performance than LARS (Least Angle Regression) which is an algorithm to solve variable selection problems. We modify algorithm to solve portfolio selection problem which construct portfolio by selecting stocks. We conclude that the algorithm is able to solve real problems.

Development of Empirical Correlation to Calculate Pool Boiling Heat Transfer Coefficient on Inclined Tube Surface (경사진 튜브 표면의 풀비등 열전달계수 계산을 위한 실험식 개발)

  • Kang, Myeong-Gie
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.40 no.8
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    • pp.527-533
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    • 2016
  • A new empirical correlation was developed to identify the effect of an inclination angle on pool boiling heat transfer coefficient of a tube submerged in the saturated water at atmospheric pressure. Through the experiments and the survey of published results 431 data points were obtained and the nonlinear least square method was used as a regression technique. The heat flux of the tube($0{\sim}120kW/m^2$), inclination angle($0^{\circ}{\sim}90^{\circ}$), and the length divided by the diameter of a tube(18~42.52) were selected as major parameters. The newly developed correlation well predicts the experimental data within ${\pm}18%$, with some exceptions.

Gaussian process regression model to predict factor of safety of slope stability

  • Arsalan, Mahmoodzadeh;Hamid Reza, Nejati;Nafiseh, Rezaie;Adil Hussein, Mohammed;Hawkar Hashim, Ibrahim;Mokhtar, Mohammadi;Shima, Rashidi
    • Geomechanics and Engineering
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    • v.31 no.5
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    • pp.453-460
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    • 2022
  • It is essential for geotechnical engineers to conduct studies and make predictions about the stability of slopes, since collapse of a slope may result in catastrophic events. The Gaussian process regression (GPR) approach was carried out for the purpose of predicting the factor of safety (FOS) of the slopes in the study that was presented here. The model makes use of a total of 327 slope cases from Iran, each of which has a unique combination of geometric and shear strength parameters that were analyzed by PLAXIS software in order to determine their FOS. The K-fold (K = 5) technique of cross-validation (CV) was used in order to conduct an analysis of the accuracy of the models' predictions. In conclusion, the GPR model showed excellent ability in the prediction of FOS of slope stability, with an R2 value of 0.8355, RMSE value of 0.1372, and MAPE value of 6.6389%, respectively. According to the results of the sensitivity analysis, the characteristics (friction angle) and (unit weight) are, in descending order, the most effective, the next most effective, and the least effective parameters for determining slope stability.

A Study On the Diagnosis Breakdown Using Fractal Characteristics and the Method of Acoustic Emission in Low Density Polyethylene (프랙탈 특성과 음향방출 계측법을 이용한 LDPE 시료에서의 트리잉 파괴진단에 관한 연구)

  • Yoon, H.J.;Park, J.J.;Shin, S.J.;Choi, J.K.;Kim, S.H.;Kim, J.H.
    • Proceedings of the KIEE Conference
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    • 1997.07e
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    • pp.1758-1760
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    • 1997
  • Automatic detection system to detect acoustic emission pulse and fractal dimension were developed, to observe tree deterioration phenomena in LDPE. The purpose of our work are to use acoustic emission system and fractal dimension and to investigate the treeing phenomena in polymeric insulation under applied AC voltage 11[kV] with an artificial needle-shaped void(1.5[mm]) using the above system. We analyzed and phase angle-acoustic emission pulse amplitude-deterioration time ($\Phi$-AEA-t) pattern and phase angle-acoustic emission pulse number-deterioration time($\Phi$-AEN-t) pattern using statistical operators such as skewness, fractal dimension. In this paper show that the correlation of $\Phi$-AEA-t, $\Phi$-AEN-t, fractal dimension using regression analysis by the method of least squares can be used to predict the breakdown just before the breakdown occurs.

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Calibration of a Five-Hole Pressure Probe using a Single Sector Error Interpolation Model (단일영역 오차보간 모델을 이용한 5-Hole Pressure Probe의 교정)

  • O, Se-Yun;An, Seung-Gi;Jo, Cheol-Yeong
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.34 no.5
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    • pp.30-38
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    • 2006
  • A new calibration method for five-hole pressure probe is presented. This method provides accuracies better than those based on the traditional regression method. The calibration algorithm uses a single sector interpolation response surface calculated by comparing the regression curve fits with the actual calibration data. A five-hole pressure probe with hemispherical tip was fabricated and calibrated at Reynolds number of $4.11{\times}10^6$/m and flow angle of ${\pm}48$ degrees. Two data prediction models, the least-square regression and a single sector error interpolation, were evaluated. The comparison of these two calibration methods to a five-hole probe is described and discussed. An evaluation of the calibration accuracy is also given.

Fish length dependence of acoustic target strength for 12 dominant fish species caught in the Korean waters at 75 kHz (한국 연근해에서 어획된 주요 12어종의 75 kHz에 대한 음향 반사 강도의 체장 의존성)

  • Lee, Dae-Jae
    • Journal of the Korean Society of Fisheries and Ocean Technology
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    • v.41 no.4
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    • pp.296-305
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    • 2005
  • Acoustic target strength (TS) of 12 commercially important fish species caught in the Korean waters had been investigated and their results were presented. Laboratory measurements of target strength on 12 dominant fish species were carried out at a frequencies of 75 kHz by single beam method under the controlled condition of the water tank with the 241 samples of dead and live fishes. The target strength pattern on individual fish of each species was measured as a function of tilt angle, ranging from $-45^{\circ}$ (head down aspect) to $45^{\circ}$ (head up aspect) in $0.2^{\circ}$ intervals, and the averaged target strength was estimated by assuming the tilt angle distribution as N ($-5.0^{\circ}$, $^15.0{\circ}$). The 75 to fish length relationship for each species was independently derived by a least - squares fitting procedure. Also, a linear regression analysis for all species was performed to reduce the data to a set of empirical equations showing the variation of target strength to fish length and fish species. An empirical model for fish target strength(TS, dB) averaged over the dorsal aspect of 158 fishes of 7 species and which spans the fish length(L, m) to wavelength(${\lambda}$, m) ratio between 6.2 and 21.3 was derived: TS: 27.03 Log(L)-7.7Log(${\kanbda}$)-17.21, ($r^2$=0.59).

An improved polynomial model for top -and seat- angle connection

  • Prabha, P.;Marimuthu, V.;Jayachandran, S. Arul;Seetharaman, S.;Raman, N.
    • Steel and Composite Structures
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    • v.8 no.5
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    • pp.403-421
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    • 2008
  • The design provisions for semi-rigid steel frames have been incorporated in codes of practice for steel structures. In order to do the same, it is necessary to know the experimental moment-relative rotation (M-${\theta}_r$) behaviour of beam-to-column connections. In spite of numerous publications and collection of several connection databases, there is no unified approach for the semi-rigid design of steel frames. Amongst the many connection models available, the Frye-Morris polynomial model, with its limitations reported in the literature, is simple to adopt at least for the linear design space. However this model requires more number of connection tests and regression analyses to make it a realistic prediction model. In this paper, 3D nonlinear finite element (FE) analysis of beam-column connection specimens, carried out using ABAQUS software, for evaluating the M-${\theta}_r$ behaviour of semi-rigid top and seat-angle (TSA) bolted connections are described. The finite element model is validated against experimental behaviour of the same connection with regard to their moment-rotation behaviour, stress distribution and mode of failure of the connections. The calibrated FE model is used to evaluate the performance of the Frye-Morris polynomial model. The results of the numerical parametric studies carried out using the validated FE model have been used in proposing modifications to the Frye-Morris model for TSA connection in terms of the powers of the size parameters.