• Journal of the Korean Data and Information Science Society
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• 제13권2호
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• pp.271-284
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• 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.

• Journal of applied mathematics & informatics
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• 제4권2호
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• pp.501-512
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• 1997

In multiple linear regression model we have presupposed assumptions (independence normality variance homogeneity and so on) on error term. When case weights are given because of variance heterogeneity we can estimate efficiently regression parameter using weighted least squares estimator. Unfortunately this estimator is sen-sitive to outliers like ordinary least squares estimator. Thus in this paper we proposed some statistics for detection of outliers in weighted least squares regression.

• 조명전기설비학회논문지
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• 제21권7호
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• pp.61-67
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• 2007

전력수요예측은 전력계통의 운용을 위해 필수적이다. 따라서 다양한 방법이 제시되어 왔으며, 특히 특수일의 수요예측은 평일과 구분되며, 부하 패턴을 축출하기에 충분한 자료 확보가 어려워 예측 오차가 크게 나타난다. 본 논문에서는 특수일의 부하예측 정확도를 개선하기 위해 퍼지 최소자승 선형회귀 모델을 분석한다. 4종류의 퍼지 최소자승 선형회귀 모델에 대해 분석과 사례연구를 통하여 가장 정확한 모델을 제시한다.

• 대한전기학회논문지:시스템및제어부문D
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• 제52권4호
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• pp.233-237
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• 2003

An accurate load forecasting is essential for economics and stability power system operation. Due to high relationship between the electric power load and the electric power price, the participants of the competitive power market are very interested in load forecasting. The percentage errors of load forecasting for holidays is relatively large. In order to improve the accuarcy of load forecasting for holidays, this paper proposed load forecasting method for holidays using a fuzzy least squares linear regression algorithm. The proposed algorithm is tested for load forecasting for holidays in 1996, 1997, and 2000. The test results show that the proposed algorithm is better than the algorithm using fuzzy linear regression.

• Journal of applied mathematics & informatics
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• 제18권1_2호
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• pp.649-656
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• 2005

In this paper we consider a fuzzy least absolute deviation method in order to construct fuzzy linear regression model with fuzzy input and fuzzy output. We also consider two numerical examples to evaluate an effectiveness of the fuzzy least absolute deviation method and the fuzzy least squares method.

• Communications for Statistical Applications and Methods
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• 제13권2호
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• pp.233-241
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• 2006

Classical principal component analysis (PCA) can be formulated as finding the linear subspace that best accommodates multidimensional data points in the sense that the sum of squared residual distances is minimized. As alternatives to such LS (least squares) fitting approach, we produce LMS (least median of squares) and LTS (least trimmed squares)-type PCA by minimizing the median of squared residual distances and the trimmed sum of squares, in a similar fashion to Rousseeuw (1984)'s alternative approaches to LS linear regression. Proposed methods adopt the data-driven optimization algorithm of Croux and Ruiz-Gazen (1996, 2005) that is conceptually simple and computationally practical. Numerical examples are given.

• Journal of the Korean Data and Information Science Society
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• 제24권2호
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• pp.391-399
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• 2013

Partially linear regression is capable of providing more complete description of the linear and nonlinear relationships among random variables. In support vector regression (SVR) the hyper-parameters are known to affect the performance of regression. In this paper we propose an iterative reweighted least squares (IRWLS) procedure to solve the quadratic problem of partially linear support vector regression with a modified loss function, which enables us to use the generalized approximate cross validation function to select the hyper-parameters. Experimental results are then presented which illustrate the performance of the partially linear SVR using IRWLS procedure.

• 대한수의학회지
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• 제50권1호
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• pp.11-17
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• 2010

Linear and non-linear regressions were used to derive the calibration function for the measurement of roxithromycin plasma concentration. Their results were compared with weighted least squares regression by usual weight factors. In this paper the performance of a non-linear calibration equation with the capacity to account empirically for the curvature, y = ax$^{b}$ + c (b $\neq$ 1) is compared with the commonly used linear equation, y = ax + b, as well as the quadratic equation, y = ax$^{2}$+ bx + c. In the calibration curve (range of 0.01 to 10 ${\mu}g/mL$) of roxithromycin, both heteroscedasticity and nonlinearity were present therefore linear least squares regression methods could result in large errors in the determination of roxithromycin concentration. By the non-linear and weighted least squares regression, the accuracy of the analytical method was improved at the lower end of the calibration curve. This study suggests that the non-linear calibration equation should be considered when a curve is required to be fitted to low dose calibration data which exhibit slight curvature.

• Communications for Statistical Applications and Methods
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• 제17권2호
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• pp.141-151
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• 2010

Hybrid fuzzy regression analysis is used for integrating randomness and fuzziness into a regression model. Least squares support vector machine(LS-SVM) has been very successful in pattern recognition and function estimation problems for crisp data. This paper proposes a new method to evaluate hybrid fuzzy linear and nonlinear regression models with crisp inputs and fuzzy output using weighted fuzzy arithmetic(WFA) and LS-SVM. LS-SVM allows us to perform fuzzy nonlinear regression analysis by constructing a fuzzy linear regression function in a high dimensional feature space. The proposed method is not computationally expensive since its solution is obtained from a simple linear equation system. In particular, this method is a very attractive approach to modeling nonlinear data, and is nonparametric method in the sense that we do not have to assume the underlying model function for fuzzy nonlinear regression model with crisp inputs and fuzzy output. Experimental results are then presented which indicate the performance of this method.

• Communications for Statistical Applications and Methods
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• 제19권3호
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• pp.423-432
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• 2012

This paper is concerned with the detection of multiple change-points in linear regression models. The proposed procedure relies on the local estimation for global change-point estimation. We propose a multiple change-point estimator based on the local least squares estimators for the regression coefficients and the split measure when the number of change-points is unknown. Its statistical properties are shown and its performance is assessed by simulations and real data applications.