• Title/Summary/Keyword: least-squares problems

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A study on robust regression estimators in heteroscedastic error models

  • Son, Nayeong;Kim, Mijeong
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.5
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    • pp.1191-1204
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    • 2017
  • Weighted least squares (WLS) estimation is often easily used for the data with heteroscedastic errors because it is intuitive and computationally inexpensive. However, WLS estimator is less robust to a few outliers and sometimes it may be inefficient. In order to overcome robustness problems, Box-Cox transformation, Huber's M estimation, bisquare estimation, and Yohai's MM estimation have been proposed. Also, more efficient estimations than WLS have been suggested such as Bayesian methods (Cepeda and Achcar, 2009) and semiparametric methods (Kim and Ma, 2012) in heteroscedastic error models. Recently, Çelik (2015) proposed the weight methods applicable to the heteroscedasticity patterns including butterfly-distributed residuals and megaphone-shaped residuals. In this paper, we review heteroscedastic regression estimators related to robust or efficient estimation and describe their properties. Also, we analyze cost data of U.S. Electricity Producers in 1955 using the methods discussed in the paper.

Finite Element Model Updating of Framed Structures Using Constrained Optimization (구속조건을 가진 최적화기법을 이용한 골조구조물의 유한요소모델 개선기법)

  • Yu, Eun-Jong;Kim, Ho-Geun
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 2007.11a
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    • pp.446-451
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    • 2007
  • An Improved finite element model updating method to address the numerical difficulty associated with ill-conditioning and rank-deficiency. These difficulties frequently occur in model updating problems, when the identification of a larger number of physical parameters is attempted than that warranted by the information content of the experimental data. Based on the standard Bounded Variables Least-squares (BVLS) method, which incorporates the usual upper/lower-bound constraints, the proposed method is equipped with new constraints based on the correlation coefficients between the sensitivity vectors of updating parameters. The effectiveness of the proposed method is investigated through the numerical simulation of a simple framed structure by comparing the results of the proposed method with those obtained via pure BVLS and the regularization method. The comparison indicated that the proposed method and the regularization method yield approximate solutions with similar accuracy.

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A Study on the Strain Measuring of Structure Object (전자처리 및 Laser 간섭에 의한 구조물의 Strain측정에 관한 연구)

  • 김경석;최형철;양승필;정현철;김정호
    • Proceedings of the Korean Society of Precision Engineering Conference
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    • 1993.10a
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    • pp.267-272
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    • 1993
  • This paper presents the performance and problems in analysis method and testing system of Electronic Speckle Pattern Interferometry (ESPI) method, in measuring two-dimensional in-plane displacement. The anyalysis result of measurement by ESPI is quite comparable to that of measurement by strain gauge method. This implieds that the method of ESPI is a very effective tool in non-contact two-dimensional in-planc strain analysis. But there is a controversal point,measurment error. This error is discussed to be affected not by ESPI method itseif, but by its analysis scheme of the interference fringe,where the first-order interpolation has been applied to the points of strain measured. In this case, it is turned out that the more errors would be occured in the large interval of fringe. so, this paper describes a computer method for drawing when the height is available only for some arbitary collection of points, the method is based on a distance-weighted, least-squares approximation technique, with the weight varying with the distance of the data points.

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A Study on Power System State Estimation and bad data detection Using PSO (PSO기법을 이용한 전력계통의 상태추정해법과 불량정보처리에 관한 연구)

  • Ryu, Seung-Oh;Jeong, Hee-Myung;Park, June-Ho;Lee, Hwa-Seok
    • Proceedings of the KIEE Conference
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    • 2008.11a
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    • pp.261-263
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    • 2008
  • In power systems operation, state estimation takes an important role in security control. For the state estimation problem, the weighted least squares(WLS) method and the fast decoupled method have been widely used at present. But these algorithms have disadvantage of converging local optimal solution. In these days, a modern heuristic optimization method such as Particle Swarm Optimization(PSO), are introduced to overcome the problems of classical optimization. In this paper, we proposed particle swarm optimization (PSO) to search an optimal solution of state estimation in power systems. To demonstrate the usefulness of the proposed method, PSO algorithm was tested in the IEEE-57 bus systems. From the simulation results, we can find that the PSO algorithm is applicable for power system state estimation.

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Design of an Adaptive Neuro-Fuzzy Inference Precompensator for Load Frequency Control of Two-Area Power Systems (2지역 전력계통의 부하주파수 제어를 위한 적응 뉴로 퍼지추론 보상기 설계)

  • 정형환;정문규;한길만
    • Journal of Advanced Marine Engineering and Technology
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    • v.24 no.2
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    • pp.72-81
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    • 2000
  • In this paper, we design an adaptive neuro-fuzzy inference system(ANFIS) precompensator for load frequency control of 2-area power systems. While proportional integral derivative (PID) controllers are used in power systems, they may have some problems because of high nonlinearities of the power systems. So, a neuro-fuzzy-based precompensation scheme is incorporated with a convectional PID controller to obtain robustness to the nonlinearities. The proposed precompensation technique can be easily implemented by adding a precompensator to an existing PID controller. The applied neruo-fuzzy inference system precompensator uses a hybrid learning algorithm. This algorithm is to use both a gradient descent method to optimize the premise parameters and a least squares method to solve for the consequent parameters. Simulation results show that the proposed control technique is superior to a conventional Ziegler-Nichols PID controller in dynamic responses about load disturbances.

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A Study on State Estimation in Power Systems Using Adaptive Evolutionary Algorithm (적응진화 알고리즘을 이용한 전력계통의 상태추정에 관한 연구)

  • Jeong, Hee-Myung;Kim, Hyung-Su;Park, June-Ho;Lee, Hwa-Seok
    • Proceedings of the KIEE Conference
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    • 2006.07a
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    • pp.214-215
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    • 2006
  • In power systems, the state estimation takes an important role in security control. At present, the weighted least squares(WLS) method has been widely used to the state estimation computation. This paper presents an application of Adaptive Evolutionary Algorithm(AEA) to state estimation in power systems. AEA is a optimization method to overcome the problems of classical optimization. AEA is employed to solve state estimation on the 6 bus system.

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A Study on State Estimation in Power Systems using Particle Swarm Optimization (PSO 알고리즘을 이용한 전력계통의 상태추정에 관한 연구)

  • Jeong, Hee-Myung;Park, Jung-Ho;Lee, Hwa-Seok;Kim, Jong-Yul
    • Proceedings of the KIEE Conference
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    • 2006.11a
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    • pp.291-293
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    • 2006
  • In power systems, the state estimation takes an important role in security control. At present, the weighted least squares(WLS) method has been widely used to the state estimation computation. This paper presents an application of Particle Swarm Optimization(PSO) to state estimation in power systems. PSO is a modern heuristic optimization method to overcome the problems of classical optimization. PSO is employed to solve state estimation on the IEEE-30 bus system.

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The Estimation of Theoretical Semivariogram Adapting Genetic Algorithm for Kriging

  • Ryu, Je-Seon;Park, Young-Sun;Cha, Kyung-Joon
    • Communications for Statistical Applications and Methods
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    • v.11 no.2
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    • pp.355-368
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    • 2004
  • In order to use Kriging, one has to estimate three parameters(nugget, sill and range) of semivariogram, which shows the relationship in the given two sites. A visual fit of the semivariogram parameters to a few standard models is widely used. But, it does not give the suitable results and not provide the automated process of Kriging. The gradient based nonlinear least squares is another choices to estimate three parameters, but it has some problems such as initial value problem. In this paper, we suggest the genetic algorithm as a compatible alternative method to solve the above mentioned problem. Finally, we estimate three parameters of semivariogram of rain-fall by adapting the genetic algorithm, compute Kriging estimate and conclude its effectiveness and compatibility.

Iterative parameter estimation for nonlinear measurements (비선형 측정에 대한 반복 계수측정 기법)

  • Chung, Tae-Ho;Je, Chang-Hae;Lyou, Joon
    • 제어로봇시스템학회:학술대회논문집
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    • 1993.10a
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    • pp.314-317
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    • 1993
  • In this paper, the IPE(Iterative Parameter Estimation) methods for the nonlinear measurements are proposed. The IPE methods convert the problems of the parameter estimation for the nonlinear measurements to that of the solution of the nonlinear equations approximately and use several iterative numerical solutions, such as fixed points theory, Newton's methods, quasi-Newton's methods and steepest descent techniques. the IPE methods for the nonlinear measurements-in the case of the error estimation for the inertial navigation systems are simulated, and it is found that the estimation errors for the nonlinear measurements decrease rapidly and converge to almost that of the linear LSE(Least Squares Estimation) when the IPE methods are applied.

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An Isometric Shape Interpolation Method on Mesh Models (메쉬 모델에 대한 아이소메트릭 형상 보간 방법)

  • Baek, Seung-Yeob;Lee, Kunwoo
    • Korean Journal of Computational Design and Engineering
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    • v.19 no.2
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    • pp.119-128
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    • 2014
  • Computing the natural-looking interpolation of different shapes is a fundamental problem of computer graphics. It is proved by some researchers that such an interpolation can be achieved by pursuing the isometry. In this paper, a novel coordinate system that is invariant under isometries is defined. The coordinate system can easily be converted from the global vertex coordinates. Furthermore, the global coordinates can be efficiently recovered from the new coordinates by simply solving two sparse least-squares problems. Since the proposed coordinate system is invariant under isometries, then transformations such as global rigid trans-formations, articulated posture deformations, or any other isometric deformations, do not change the coordinate values. Therefore, shape interpolation can be done in this framework without being affected by the distortions caused by the isometry.