• Title/Summary/Keyword: least-squares methods

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ANALYSIS OF VELOCITY-FLUX FIRST-ORDER SYSTEM LEAST-SQUARES PRINCIPLES FOR THE OPTIMAL CONTROL PROBLEMS FOR THE NAVIER-STOKES EQUATIONS

  • Choi, Young-Mi;Lee, Hyung-Chun
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.14 no.2
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    • pp.125-140
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    • 2010
  • This paper develops a least-squares approach to the solution of the optimal control problem for the Navier-Stokes equations. We recast the optimality system as a first-order system by introducing velocity-flux variables and associated curl and trace equations. We show that a least-squares principle based on $L^2$ norms applied to this system yields optimal discretization error estimates in the $H^1$ norm in each variable.

An Equivariant and Robust Estimator in Multivariate Regression Based on Least Trimmed Squares

  • Jung, Kang-Mo
    • Communications for Statistical Applications and Methods
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    • v.10 no.3
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    • pp.1037-1046
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    • 2003
  • We propose an equivariant and robust estimator in multivariate regression model based on the least trimmed squares (LTS) estimator in univariate regression. We call this estimator as multivariate least trimmed squares (MLTS) estimator. The MLTS estimator considers correlations among response variables and it can be shown that the proposed estimator has the appropriate equivariance properties defined in multivariate regression. The MLTS estimator has high breakdown point as does LTS estimator in univariate case. We develop an algorithm for MLTS estimate. Simulation are performed to compare the efficiencies of MLTS estimate with coordinatewise LTS estimate and a numerical example is given to illustrate the effectiveness of MLTS estimate in multivariate regression.

A Study on the Minimum Zone Algorithm for the Calculation of Roundness (진원도 계산을 위한 Minimum Zone 알고리즘 연구)

  • 이응석;김종길;신양기
    • Journal of the Korean Society for Precision Engineering
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    • v.17 no.7
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    • pp.156-161
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    • 2000
  • Least Squares and Minimum Zone method are known for obtaining a datum or a continuous approximate function of measured data. This study is for a Minimum Zone algorithm for a circle, which is useful to obtain the exact roundness from the reference circle of measured data. The proposed method is compared with the Least Squares Limacon method and Chrystal-Peirce algorithm. A computational algorithm for the Minimum Zone circle is suggested and results in less roundness than the other two methods. This Minimum Zone circle method will be used for other geometrical measured data, such as plane or sphere for obtaining the exact flatness or sphericity.

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A modified partial least squares regression for the analysis of gene expression data with survival information

  • Lee, So-Yoon;Huh, Myung-Hoe;Park, Mira
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.5
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    • pp.1151-1160
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    • 2014
  • In DNA microarray studies, the number of genes far exceeds the number of samples and the gene expression measures are highly correlated. Partial least squares regression (PLSR) is one of the popular methods for dimensional reduction and known to be useful for the classifications of microarray data by several studies. In this study, we suggest a modified version of the partial least squares regression to analyze gene expression data with survival information. The method is designed as a new gene selection method using PLSR with an iterative procedure of imputing censored survival time. Mean square error of prediction criterion is used to determine the dimension of the model. To visualize the data, plot for variables superimposed with samples are used. The method is applied to two microarray data sets, both containing survival time. The results show that the proposed method works well for interpreting gene expression microarray data.

Various Models of Fuzzy Least-Squares Linear Regression for Load Forecasting (전력수요예측을 위한 다양한 퍼지 최소자승 선형회귀 모델)

  • Song, Kyung-Bin
    • Journal of the Korean Institute of Illuminating and Electrical Installation Engineers
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    • v.21 no.7
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    • pp.61-67
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    • 2007
  • The load forecasting has been an important part of power system Accordingly, it has been proposed various methods for the load forecasting. The load patterns of the special days is quite different than those of ordinary weekdays. It is difficult to accurately forecast the load of special days due to the insufficiency of the load patterns compared with ordinary weekdays, so we have proposed fuzzy least squares linear regression algorithm for the load forecasting. In this paper we proposed four models for fuzzy least squares linear regression. It is separated by coefficients of fuzzy least squares linear regression equation. we compared model of H1 with H4 and prove it H4 has accurately forecast better than H1.

Approximate Optimization Using Moving Least Squares Response Surface Methods: Application to FPSO Riser Support Design

  • Song, Chang-Yong;Lee, Jong-Soo;Choung, Joon-Mo
    • Journal of Ocean Engineering and Technology
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    • v.24 no.1
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    • pp.20-33
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    • 2010
  • The paper deals with strength design of a riser support installed on floating production storage and offloading (FPSO) vessel under various loading conditions - operation, extreme, damaged, one line failure case (OLFC) and installation. The design problem is formulated such that thickness sizing variables are determined by minimizing the weight of a riser support structure subject to stresses constraints. The initial design model is generated based on an actual FPSO riser support specification. The finite element analysis (FEA) is conducted using MSC/NASTRAN, and optimal solutions are obtained via moving least squares method (MLSM) in the context of response surface based approximate optimization. For the meta-modeling of inequality constraint functions of stresses, a constraint-feasible moving least squares method (CF-MLSM) is used in the present study. The method of CF-MLSM, compared to a conventional MLSM, has been shown to ensure the constraint feasibility in a case where the approximate optimization process is employed. The optimization results present improved design performances under various riser operating conditions.

A new classification method using penalized partial least squares (벌점 부분최소자승법을 이용한 분류방법)

  • Kim, Yun-Dae;Jun, Chi-Hyuck;Lee, Hye-Seon
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.5
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    • pp.931-940
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    • 2011
  • Classification is to generate a rule of classifying objects into several categories based on the learning sample. Good classification model should classify new objects with low misclassification error. Many types of classification methods have been developed including logistic regression, discriminant analysis and tree. This paper presents a new classification method using penalized partial least squares. Penalized partial least squares can make the model more robust and remedy multicollinearity problem. This paper compares the proposed method with logistic regression and PCA based discriminant analysis by some real and artificial data. It is concluded that the new method has better power as compared with other methods.

Recursive Least Squares Run-to-Run Control with Time-Varying Metrology Delays

  • Fan, Shu-Kai;Chang, Yuan-Jung
    • Industrial Engineering and Management Systems
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    • v.9 no.3
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    • pp.262-274
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    • 2010
  • This article investigates how to adaptively predict the time-varying metrology delay that could realistically occur in the semiconductor manufacturing practice. Metrology delays pose a great challenge for the existing run-to-run (R2R) controllers, driving the process output significantly away from target if not adequately predicted. First, the expected asymptotic double exponentially weighted moving average (DEWMA) control output, by using the EWMA and recursive least squares (RLS) prediction methods, is derived. It has been found that the relationships between the expected control output and target in both estimation methods are parallel, and six cases are addressed. Within the context of time-varying metrology delay, this paper presents a modified recursive least squares-linear trend (RLS-LT) controller, in combination with runs test. Simulated single input-single output (SISO) R2R processes subject to various time-varying metrology delay scenarios are used as a testbed to evaluate the proposed algorithms. The simulation results indicate that the modified RLS-LT controller can yield the process output more accurately on target with smaller mean squared error (MSE) than the original RLSLT controller that only deals with constant metrology delays.

Algorithms for bivariate time series modeling in small size computers (2변수 시계열 모델 산출을 위한 소형컴퓨터용 알고리즘)

  • 김광준;문인혁;박병호
    • 제어로봇시스템학회:학술대회논문집
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    • 1986.10a
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    • pp.108-112
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    • 1986
  • Several algorithms for bivariate time series modeling are reviewed : linear least square, nonlinear least squares, generalized least square, and multi-stage least square methods. Estimation results of simulated data by the above methods are discussed.

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Determination of Probable Rainfall Intensity Formulas for Designing Storm Sewer Systems at Incheon District (우수거 설계를 위한 인천지방에서의 확률강우강도식의 산정)

  • Ahn, Tae-Jin;Kim, Kyung-Sub
    • Journal of Korean Society of Water and Wastewater
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    • v.12 no.3
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    • pp.99-106
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    • 1998
  • This paper presents a procedure for determining the design rainfall depth and the design rainfall intensity at Incheon city area in Korea. In this study the eight probability distributions are considered to estimate the probable rainfall depths for 11 different durations. The Kolmogorov - Smirnov test and the Chi-square test are adopted to test each distribution. The probable rainfall intensity formulas are then determined by i) the least squares (LS) method, ii) the least median squares (LMS) method, iii) the reweighted least squares method based on the LMS (RLS), and iv) the constrained regression (CR) model. The Talbot, the Sherman, the Japanese, and the Unified type are considered to determine the best type for the Incheon station. The root mean squared (RMS) errors are computed to test the formulas derived by four methods. It is found that the Unified type is the most reliable and that all methods presented herein are acceptable for determining the coefficients of rainfall intensity formulas from an engineering point of view.

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