• Title/Summary/Keyword: linear regression models

검색결과 937건 처리시간 0.028초

MLR & ANN approaches for prediction of compressive strength of alkali activated EAFS

  • Ozturk, Murat;Cansiz, Omer F.;Sevim, Umur K.;Bankir, Muzeyyen Balcikanli
    • Computers and Concrete
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    • 제21권5호
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    • pp.559-567
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    • 2018
  • In this study alkali activation of Electric Arc Furnace Slag (EAFS) is studied with a comprehensive test program. Three different silicate moduli (1-1,5-2), three different sodium concentrations (4%-6%-8%) for each silicate module, two different curing conditions (45%-98% relative humidity) for each sodium concentration, two different curing temperatures ($400^{\circ}C-800^{\circ}C$) for each relative humidity condition and two different curing time (6h-12h) for each curing temperature variables are selected and their effects on compressive strength was evaluated then regression equations using multiple linear regressions methods are fitted. And then to select the best regression models confirm with using the variables, the regression models compared between itself. An Artificial Neural Network (ANN) models that use silicate moduli, sodium concentration, relative humidity, curing temperature and curing time variables, are formed. After the investigation of these ANN models' results, ANN and multiple linear regressions based models are compared with each other. After that, an explicit formula is developed with values of the ANN model. As a result of this study, the fluctuations of data set of the compressive strength were very well reflected using both of the methods, multiple linear regression with quadratic terms and ANN.

Tree-Structured Nonlinear Regression

  • Chang, Young-Jae;Kim, Hyeon-Soo
    • 응용통계연구
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    • 제24권5호
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    • pp.759-768
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    • 2011
  • Tree algorithms have been widely developed for regression problems. One of the good features of a regression tree is the flexibility of fitting because it can correctly capture the nonlinearity of data well. Especially, data with sudden structural breaks such as the price of oil and exchange rates could be fitted well with a simple mixture of a few piecewise linear regression models. Now that split points are determined by chi-squared statistics related with residuals from fitting piecewise linear models and the split variable is chosen by an objective criterion, we can get a quite reasonable fitting result which goes in line with the visual interpretation of data. The piecewise linear regression by a regression tree can be used as a good fitting method, and can be applied to a dataset with much fluctuation.

Generalized nonlinear percentile regression using asymmetric maximum likelihood estimation

  • Lee, Juhee;Kim, Young Min
    • Communications for Statistical Applications and Methods
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    • 제28권6호
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    • pp.627-641
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    • 2021
  • An asymmetric least squares estimation method has been employed to estimate linear models for percentile regression. An asymmetric maximum likelihood estimation (AMLE) has been developed for the estimation of Poisson percentile linear models. In this study, we propose generalized nonlinear percentile regression using the AMLE, and the use of the parametric bootstrap method to obtain confidence intervals for the estimates of parameters of interest and smoothing functions of estimates. We consider three conditional distributions of response variables given covariates such as normal, exponential, and Poisson for three mean functions with one linear and two nonlinear models in the simulation studies. The proposed method provides reasonable estimates and confidence interval estimates of parameters, and comparable Monte Carlo asymptotic performance along with the sample size and quantiles. We illustrate applications of the proposed method using real-life data from chemical and radiation epidemiological studies.

제한조건이 있는 선형회귀 모형에서의 베이지안 변수선택 (Bayesian Variable Selection in Linear Regression Models with Inequality Constraints on the Coefficients)

  • 오만숙
    • 응용통계연구
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    • 제15권1호
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    • pp.73-84
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    • 2002
  • 계수에 대한 부등 제한조건이 있는 선형 회귀모형은 경제모형에서 가장 흔하게 다루어지는 것 중의 하나이다. 이는 특정 설명변수에 대한 계수의 부호를 음양 중 하나로 제한하거나 계수들에 대하여 순서적 관계를 주기 때문이다. 본 논문에서는 이러한 부등 제한이 있는 선형회귀 모형에서 유의한 설명변수의 선택을 해결하는 베이지안 기법을 고려한다. 베이지안 변수선택은 가능한 모든 모형의 사후확률 계산이 요구되는데 본 논문에서는 이러한 사후확률들을 동시에 계산하는 방법을 제시한다. 구체적으로 가장 일반적인 모형의 모수에 대한 사후표본을 깁스 표본기법을 적용시켜 얻은 후 이를 이용하여 모든 가능한 모형의 사후확률을 계산하고 실제적인 자료에 본 논문에서 제안된 방법을 적용시켜 본다.

Partially linear support vector orthogonal quantile regression with measurement errors

  • Hwang, Changha
    • Journal of the Korean Data and Information Science Society
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    • 제26권1호
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    • pp.209-216
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    • 2015
  • Quantile regression models with covariate measurement errors have received a great deal of attention in both the theoretical and the applied statistical literature. A lot of effort has been devoted to develop effective estimation methods for such quantile regression models. In this paper we propose the partially linear support vector orthogonal quantile regression model in the presence of covariate measurement errors. We also provide a generalized approximate cross-validation method for choosing the hyperparameters and the ratios of the error variances which affect the performance of the proposed model. The proposed model is evaluated through simulations.

Leverage Measures in Nonlinear Regression

  • Kahng, Myung-Wook
    • Journal of the Korean Data and Information Science Society
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    • 제18권1호
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    • pp.229-235
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    • 2007
  • Measures of leverage in nonlinear regression models are discussed by extending the leverage in linear regression models. The connection between measures of leverage and nonlinearity of the models are explored. Illustrative example based on real data is presented.

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Support Vector Machine for Interval Regression

  • Hong Dug Hun;Hwang Changha
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2004년도 학술발표논문집
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    • pp.67-72
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    • 2004
  • Support vector machine (SVM) has been very successful in pattern recognition and function estimation problems for crisp data. This paper proposes a new method to evaluate interval linear and nonlinear regression models combining the possibility and necessity estimation formulation with the principle of SVM. For data sets with crisp inputs and interval outputs, the possibility and necessity models have been recently utilized, which are based on quadratic programming approach giving more diverse spread coefficients than a linear programming one. SVM also uses quadratic programming approach whose another advantage in interval regression analysis is to be able to integrate both the property of central tendency in least squares and the possibilistic property In fuzzy regression. However this is not a computationally expensive way. SVM allows us to perform interval nonlinear regression analysis by constructing an interval linear regression function in a high dimensional feature space. In particular, SVM is a very attractive approach to model nonlinear interval data. The proposed algorithm here is model-free method in the sense that we do not have to assume the underlying model function for interval nonlinear regression model with crisp inputs and interval output. Experimental results are then presented which indicate the performance of this algorithm.

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Forecasting daily PM10 concentrations in Seoul using various data mining techniques

  • Choi, Ji-Eun;Lee, Hyesun;Song, Jongwoo
    • Communications for Statistical Applications and Methods
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    • 제25권2호
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    • pp.199-215
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    • 2018
  • Interest in $PM_{10}$ concentrations have increased greatly in Korea due to recent increases in air pollution levels. Therefore, we consider a forecasting model for next day $PM_{10}$ concentration based on the principal elements of air pollution, weather information and Beijing $PM_{2.5}$. If we can forecast the next day $PM_{10}$ concentration level accurately, we believe that this forecasting can be useful for policy makers and public. This paper is intended to help forecast a daily mean $PM_{10}$, a daily max $PM_{10}$ and four stages of $PM_{10}$ provided by the Ministry of Environment using various data mining techniques. We use seven models to forecast the daily $PM_{10}$, which include five regression models (linear regression, Randomforest, gradient boosting, support vector machine, neural network), and two time series models (ARIMA, ARFIMA). As a result, the linear regression model performs the best in the $PM_{10}$ concentration forecast and the linear regression and Randomforest model performs the best in the $PM_{10}$ class forecast. The results also indicate that the $PM_{10}$ in Seoul is influenced by Beijing $PM_{2.5}$ and air pollution from power stations in the west coast.

A Study on the Development of Fuzzy Linear Regression I

  • Kim, Hakyun
    • 한국정보시스템학회지:정보시스템연구
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    • 제4권
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    • pp.27-39
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    • 1995
  • This study tests the fuzzy linear regression model to see if there is a performance difference between it and the classical linear regression model. These results show that FLR was better as f forecasting technique when compared with CLR. Another important find in the test of the two different regression methods is that they generate two different predicted P/E ratios from expected value test, variance test and error test of two different regressions, though we can not see a significant difference between two regression models doing test in error measurements (GMRAE, MAPE, MSE, MAD). So, in this financial setting we can conclude that FLR is not superior to CLR, comparing and testing between the t재 different regression models. However, FLR is better than CLR in the error measurements.

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다중 지역기후모델로부터 모의된 월 기온자료를 이용한 다중선형회귀모형들의 예측성능 비교 (Inter-comparison of Prediction Skills of Multiple Linear Regression Methods Using Monthly Temperature Simulated by Multi-Regional Climate Models)

  • 성민규;김찬수;서명석
    • 대기
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    • 제25권4호
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    • pp.669-683
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    • 2015
  • In this study, we investigated the prediction skills of four multiple linear regression methods for monthly air temperature over South Korea. We used simulation results from four regional climate models (RegCM4, SNURCM, WRF, and YSURSM) driven by two boundary conditions (NCEP/DOE Reanalysis 2 and ERA-Interim). We selected 15 years (1989~2003) as the training period and the last 5 years (2004~2008) as validation period. The four regression methods used in this study are as follows: 1) Homogeneous Multiple linear Regression (HMR), 2) Homogeneous Multiple linear Regression constraining the regression coefficients to be nonnegative (HMR+), 3) non-homogeneous multiple linear regression (EMOS; Ensemble Model Output Statistics), 4) EMOS with positive coefficients (EMOS+). It is same method as the third method except for constraining the coefficients to be nonnegative. The four regression methods showed similar prediction skills for the monthly air temperature over South Korea. However, the prediction skills of regression methods which don't constrain regression coefficients to be nonnegative are clearly impacted by the existence of outliers. Among the four multiple linear regression methods, HMR+ and EMOS+ methods showed the best skill during the validation period. HMR+ and EMOS+ methods showed a very similar performance in terms of the MAE and RMSE. Therefore, we recommend the HMR+ as the best method because of ease of development and applications.