• Communications for Statistical Applications and Methods
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• 제27권3호
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• pp.365-376
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• 2020

Interval-valued data, a type of symbolic data, is given as an interval in which the observation object is not a single value. It can also occur frequently in the process of aggregating large databases into a form that is easy to manage. Various regression methods for interval-valued data have been proposed relatively recently. In this paper, we introduce a nonparametric regression model using the kernel function and a nonlinear regression model for the interval-valued data. We also propose applying the local linear regression model, one of the nonparametric methods, to the interval-valued data. Simulations based on several distributions of the center point and the range are conducted using each of the methods presented in this paper. Various conditions confirm that the performance of the proposed local linear estimator is better than the others.

• Journal of applied mathematics & informatics
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• 제13권1_2호
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• pp.479-485
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• 2003

The influence of observations on the Wilks' lambda test of a linear hypothesis in multivariate regression is investigated using the local influence method. The perturbation scheme of case-weights is considered. A numerical example is given to show the effectiveness of the local influence method in identifying the influential observations.

• 전기학회논문지
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• 제65권5호
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• pp.851-856
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• 2016

Wind speed is heavily fluctuated and quite local than other weather elements. It is difficult to improve the accuracy of prediction only in a numerical prediction model. An MOS (Model Output Statistics) technique is used to correct the systematic errors of the model using a statistical data analysis. The Most of previous MOS has used a linear regression model for weather prediction, but it is hard to manage an irregular nature of prediction of wind speed. In order to solve the problem, a nonlinear regression method using SVR (Support Vector Regression) is introduced for a development of MOS for wind speed prediction. Experiments are performed for KLAPS (Korea Local Analysis and Prediction System) re-analysis data from 2007 to 2013 year for Jeju Island and Busan area in South Korea. The MLR and SVR based linear and nonlinear methods are compared to each other for prediction accuracy of wind speed. Also, the comparison experiments are executed for the variation in the number of UM elements.

• 전기학회논문지
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• 제56권12호
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• pp.2265-2267
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• 2007

The purpose of this work is to compare the local fitting and global fitting approaches while applying regression model to the PTT-BP data for the prediction of exercise blood pressures. We used linear and nonlinear regression models to represent the PTT-BP relationship during exercise. PTT-BP data were acquired both under resting state and also after cycling exercise with several load conditions. PTT was calculated as the time between R-peak of ECG and the peak of differential photo-plethysmogram. For the identification of the regression models, we used local fitting which used only the resting state data and global fitting which used the whole region of data including exercise BP. The results showed that the global fitting was superior to the local fitting in terms of the coefficient of determination and the RMS (root mean square) error between the experimental and estimated BP. The nonlinear regression model which used global fitting showed slightly better performance than the linear one (no significant difference). We confirmed that the wide-range of data is required for the regression model to appropriately predict the exercise BP.

• 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.

• Journal of the Korean Statistical Society
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• 제31권2호
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• pp.237-250
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• 2002

Motivated by Cook's (1986) assessment of local influence by investigating the curvature of a surface associated with the overall discrepancy measure, this paper extends this idea to the linear regression model with AR(p) disturbances. Diagnostic for the linear regression models with AR(p) disturbances are discussed when simultaneous perturbations of the response vector are allowed. For the derived criterion, numerical studies demonstrate routine application of this work.

• Communications for Statistical Applications and Methods
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• 제10권1호
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• pp.31-38
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• 2003

A simple method is proposed to detect the number of change points and test the location and size of multiple change points with jump discontinuities in an otherwise smooth regression model. The proposed estimators are based on a local linear regression fit by the comparison of left and right one-side kernel smoother. Our proposed methodology is explained and applied to real data and simulated data.

• 한국지능시스템학회논문지
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• 제25권5호
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• pp.477-482
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• 2015

단기풍속 예측을 위한 진화적 선형 및 비선형 회귀분석 기반의 보정 기법을 비교한다. 모델의 체계적 오류를 교정하기 위한 효율적인 MOS(Model Output Statistics)의 개발이 필요하나, 기존의 선형회귀분석 기반의 보정기법은 다양한 기상요소의 복잡한 비선형 특성을 반영하기 힘들다. 이를 개선하기 위해서 유전 프로그래밍을 사용하여 풍속 예측에 대한 비선형 보정 수식을 생성하는 기법을 제안하고 기본 다중선형회귀분석법 및 Ridge, Lasso 회귀분석법과 비교한다. 더불어, 선형회귀분석법과 진화적 비선형회귀분석 기법의 인자 선택의 차이와 유사성을 비교하고 분석한다. 2007년~2013년의 KLAPS(Korea Local Analysis and Prediction System) 재분석자료를 사용하여 제주도와 부산지역의 격자점에 대한 실험을 수행한다.

• Communications for Statistical Applications and Methods
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• 제30권6호
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• pp.605-629
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• 2023

This paper proposes some diagnostics procedures for the skew-t linear regression model with censored response. The skew-t distribution is an attractive family of asymmetrical heavy-tailed densities that includes the normal, skew-normal and student's-t distributions as special cases. Inspired by the power and wide applicability of the EM-type algorithm, local and global influence analysis, based on the conditional expectation of the complete-data log-likelihood function are developed, following Zhu and Lee's approach. For the local influence analysis, four specific perturbation schemes are discussed. Two real data sets, from education and economics, which are right and left censoring, respectively, are analyzed in order to illustrate the usefulness of the proposed methodology.

• Communications for Statistical Applications and Methods
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• 제13권2호
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• pp.273-283
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• 2006

In bioassay, the response curve is usually assumed monotone increasing, but its exact form is unknown, so it is very difficult to select the proper functional form for the parametric model. Therefore, we should probably use the nonparametric regression model rather than the parametric model unless we have at least the partial information about the true response curve. However, it is well known that the nonparametric regression estimate is not necessarily monotone. Therefore the monotonizing transformation technique is of course required. In this paper, we compare the finite sample properties of the monotone transformation methods which can be applied to the local linear quasi-likelihood response curve estimate.