• 제목/요약/키워드: least squares

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한강유역의 중소하천에 대한 계획하폭 산정 (Determination of Design Width for Medium Streams in the Han River Basin)

  • 전세진;안태진;박정응
    • 한국수자원학회논문집
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    • 제31권6호
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    • pp.675-684
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    • 1998
  • 본 연구는 한강유역 중소하천 계획하폭 산정공식을 결정하기 위하여 216개 구간의 중소하천에서의 계획홍수량, 유역면적, 하상경사, 실제하폭을 수집한 후, 1) 최소자승법(least squares, LS), 2) 최소중간치자승법(least median squares, LMS) 및 3) 재가중최소자승법(reweighted least squares, RLS)을 이용하여 경험적인 계획 하폭 공식을 결정하였다. 한강유역에서의 기존하폭 산정공식과 비교하기 위하여 계획하폭 산정공식의 형식은 6가지 형으로 고려하였다. 기존하폭공식과 6가지 형의 공식을 평가하기 위하여 평균제곱근오차, 절대평균오차 및 평균오차를 계산하여 비교 검토한 결과, 하폭공식의 형식으로는 본 연구의 하폭-계획홍수량-하상경사로 표현된 공식이 적합한 것으로 나타났다. 본 연구에서 추정된 계획하폭 산정공식은 한강유역 중소하천 설계시 계획하폭 결정의 지표로 적용될 수 있으리라 기대된다.

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Weighted Least Absolute Error Estimation of Regression Parameters

  • Song, Moon-Sup
    • Journal of the Korean Statistical Society
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    • 제8권1호
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    • pp.23-36
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    • 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.

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완전최소자승법과 보통최소자승법을 이용한 물안정동위원소의 선형관계식 비교 (Comparison between Total Least Squares and Ordinary Least Squares for Linear Relationship of Stable Water Isotopes)

  • 이정훈;최혜빈;이원상;이승구
    • 자원환경지질
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    • 제50권6호
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    • pp.517-523
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    • 2017
  • 물의 두 안정동위원소인 산소와 수소의 선형관계는 물의 순환을 이해하는 데에 가장 기본으로 사용되는 방법이다. 선형관계의 기울기 및 절편은 물이 각 계를 이동하면서 어떠한 물리적 과정이 일어났는가를 지시할 수 있다. 선형관계를 파악하기 위하여 보통최소자승법(ordinary least squares method, OLS)이 사용되어 왔으나, 산소와 수소동위원소 모두 불확정성을 포함하고 있기 때문에 완전최소자승법(total least squares method, TLS)이 더 정확한 기울기와 절편을 제시할 수 있다. 본 연구에서는 남극 세종기지 주변의 눈과 융설의 안정동위원소 분석값과 Lee et al., (2013)에서 관찰된 국내 서해안의 수증기의 산소와 수소의 안정동위원소값을 이용하여 OLS와 TLS를 비교하였다. 남극 세종기지 눈 안정동위원소의 선형관계에서 기울기는 7.00(OLS), 7.16(TLS)이었으며, 수증기동위원소의 선형관계의 기울기는 7.75(OLS), 7.87(TLS)로 계산되었다. 세종기지 눈 안정동위원소값은 대부분의 눈 시료가 용융이 일어났음을 의미하여, 수증기동위원소 값은 해양에서 기원한 수증기가 직접 이동하였음을 알 수 있다. 두 방법으로 계산된 기울기 값은 물리적인 과정을 해석하는 데에는 큰 차이가 없음을 알 수 있다. 하지만, 지하수의 혼합과정을 이해하는 연구처럼 기울기의 절대값을 이용하는 연구에서는 기울기 값의 차이가 연구결과에 어떻게 영향을 미치는 가에 대한 연구가 필요할 것으로 판단된다.

비스듬히 던진 물체의 공기저항을 고려한 재귀 최소 자승법 기반 실시간 포물선 운동 궤적 추정 (Real-time Projectile Motion Trajectory Estimation Considering Air Resistance of Obliquely Thrown Object Using Recursive Least Squares Estimation)

  • 정상윤;좌동경
    • 전기학회논문지
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    • 제67권3호
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    • pp.427-432
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    • 2018
  • This paper uses a recursive least squares method to estimate the projectile motion trajectory of an object in real time. The equations of motion of the object are obtained considering the air resistance which occurs in the actual experiment environment. Because these equations consider air resistance, parameter estimation of nonlinear terms is required. However, nonlinear recursive least squares estimation is not suitable for estimating trajectory of projectile in that it requires a lot of computation time. Therefore, parameter estimation for real-time trajectory prediction is performed by recursive least square estimation after using Taylor series expansion to approximate nonlinear terms to polynomials. The proposed method is verified through experiments by using VICON Bonita motion capture system which can get three dimensional coordinates of projectile. The results indicate that proposed method is more accurate than linear Kalman filter method based on the equations of motion of projectile that does not consider air resistance.

LEAST-SQUARES METHOD FOR THE BUBBLE STABILIZATION BY THE GAUSS-NEWTON METHOD

  • Kim, Seung Soo;Lee, Yong Hun;Oh, Eun Jung
    • 호남수학학술지
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    • 제38권1호
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    • pp.47-57
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    • 2016
  • In the discrete formulation of the bubble stabilized Legendre Galerkin methods, the system of equations includes the artificial viscosity term as the parameter. We investigate the estimation of this parameter to get the least-squares solution which minimizes the sum of the squares of errors at each node points. Some numerical results are reported.

GEOMETRIC FITTING OF CIRCLES

  • Kim, Ik-Sung
    • Journal of applied mathematics & informatics
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    • 제7권3호
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    • pp.983-994
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    • 2000
  • We consider the problem of determining the circle of best fit to a set of data points in the plane. In [1] and [2] several algorithms already have been given for fitting a circle in least squares sense of minimizing the geometric distances to the given data points. In this paper we present another new descent algorithm which computes a parametric represented circle in order to minimize the sum of the squares of the distances to the given points. For any choice of starting values our algorithm has the advantage of ensuring convergence to a local minimum. Numerical examples are given.

사용편의성 모델수립을 위한 제품 설계 변수의 선별방법 : 유전자 알고리즘 접근방법 (A Method for Screening Product Design Variables for Building A Usability Model : Genetic Algorithm Approach)

  • 양희철;한성호
    • 대한인간공학회지
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    • 제20권1호
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    • pp.45-62
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    • 2001
  • This study suggests a genetic algorithm-based partial least squares (GA-based PLS) method to select the design variables for building a usability model. The GA-based PLS uses a genetic algorithm to minimize the root-mean-squared error of a partial least square regression model. A multiple linear regression method is applied to build a usability model that contains the variables seleded by the GA-based PLS. The performance of the usability model turned out to be generally better than that of the previous usability models using other variable selection methods such as expert rating, principal component analysis, cluster analysis, and partial least squares. Furthermore, the model performance was drastically improved by supplementing the category type variables selected by the GA-based PLS in the usability model. It is recommended that the GA-based PLS be applied to the variable selection for developing a usability model.

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Modeling of compressive strength of HPC mixes using a combined algorithm of genetic programming and orthogonal least squares

  • Mousavi, S.M.;Gandomi, A.H.;Alavi, A.H.;Vesalimahmood, M.
    • Structural Engineering and Mechanics
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    • 제36권2호
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    • pp.225-241
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    • 2010
  • In this study, a hybrid search algorithm combining genetic programming with orthogonal least squares (GP/OLS) is utilized to generate prediction models for compressive strength of high performance concrete (HPC) mixes. The GP/OLS models are developed based on a comprehensive database containing 1133 experimental test results obtained from previously published papers. A multiple least squares regression (LSR) analysis is performed to benchmark the GP/OLS models. A subsequent parametric study is carried out to verify the validity of the models. The results indicate that the proposed models are effectively capable of evaluating the compressive strength of HPC mixes. The derived formulas are very simple, straightforward and provide an analysis tool accessible to practicing engineers.

로버스트추정에 의한 지구물리자료의 역산 (Inversion of Geophysical Data with Robust Estimation)

  • 김희준
    • 자원환경지질
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    • 제28권4호
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    • pp.433-438
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    • 1995
  • The most popular minimization method is based on the least-squares criterion, which uses the $L_2$ norm to quantify the misfit between observed and synthetic data. The solution of the least-squares problem is the maximum likelihood point of a probability density containing data with Gaussian uncertainties. The distribution of errors in the geophysical data is, however, seldom Gaussian. Using the $L_2$ norm, large and sparsely distributed errors adversely affect the solution, and the estimated model parameters may even be completely unphysical. On the other hand, the least-absolute-deviation optimization, which is based on the $L_1$ norm, has much more robust statistical properties in the presence of noise. The solution of the $L_1$ problem is the maximum likelihood point of a probability density containing data with longer-tailed errors than the Gaussian distribution. Thus, the $L_1$ norm gives more reliable estimates when a small number of large errors contaminate the data. The effect of outliers is further reduced by M-fitting method with Cauchy error criterion, which can be performed by iteratively reweighted least-squares method.

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CONDITION NUMBERS WITH THEIR CONDITION NUMBERS FOR THE WEIGHTED MOORE-PENROSE INVERSE AND THE WEIGHTED LEAST SQUARES SOLUTION

  • Kang Wenhua;Xiang Hua
    • Journal of applied mathematics & informatics
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    • 제22권1_2호
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    • pp.95-112
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    • 2006
  • In this paper, the authors investigate the condition number with their condition numbers for weighted Moore-Penrose inverse and weighted least squares solution of min /Ax - b/M, where A is a rank-deficient complex matrix in $C^{m{\times}n} $ and b a vector of length m in $C^m$, x a vector of length n in $C^n$. For the normwise condition number, the sensitivity of the relative condition number itself is studied, the componentwise perturbation is also investigated.