• Title/Summary/Keyword: locally weighted regression

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Locally-Weighted Polynomial Neural Network for Daily Short-Term Peak Load Forecasting

  • Yu, Jungwon;Kim, Sungshin
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • v.16 no.3
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    • pp.163-172
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    • 2016
  • Electric load forecasting is essential for effective power system planning and operation. Complex and nonlinear relationships exist between the electric loads and their exogenous factors. In addition, time-series load data has non-stationary characteristics, such as trend, seasonality and anomalous day effects, making it difficult to predict the future loads. This paper proposes a locally-weighted polynomial neural network (LWPNN), which is a combination of a polynomial neural network (PNN) and locally-weighted regression (LWR) for daily shortterm peak load forecasting. Model over-fitting problems can be prevented effectively because PNN has an automatic structure identification mechanism for nonlinear system modeling. LWR applied to optimize the regression coefficients of LWPNN only uses the locally-weighted learning data points located in the neighborhood of the current query point instead of using all data points. LWPNN is very effective and suitable for predicting an electric load series with nonlinear and non-stationary characteristics. To confirm the effectiveness, the proposed LWPNN, standard PNN, support vector regression and artificial neural network are applied to a real world daily peak load dataset in Korea. The proposed LWPNN shows significantly good prediction accuracy compared to the other methods.

Locally Weighted Polynomial Forecasting Model (지역가중다항식을 이용한 예측모형)

  • Mun, Yeong-Il
    • Journal of Korea Water Resources Association
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    • v.33 no.1
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    • pp.31-38
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    • 2000
  • Relationships between hydrologic variables are often nonlinear. Usually the functional form of such a relationship is not known a priori. A multivariate, nonparametric regression methodology is provided here for approximating the underlying regression function using locally weighted polynomials. Locally weighted polynomials consider the approximation of the target function through a Taylor series expansion of the function in the neighborhood of the point of estimate. The utility of this nonparametric regression approach is demonstrated through an application to nonparametric short term forecasts of the biweekly Great Salt Lake volume.volume.

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Optimal Design for Locally Weighted Quasi-Likelihood Response Curve Estimator

  • Park, Dongryeon
    • Communications for Statistical Applications and Methods
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    • v.9 no.3
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    • pp.743-752
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    • 2002
  • The estimation of the response curve is the important problem in the quantal bioassay. When we estimate the response curve, we determine the design points in advance of the experiment. Then naturally we have a question of which design would be optimal. As a response curve estimator, locally weighted quasi-likelihood estimator has several more appealing features than the traditional nonparametric estimators. The optimal design density for the locally weighted quasi-likelihood estimator is derived and its ability both in theoretical and in empirical point of view are investigated.

Correction of Erroneous Individual Vehicle Speed Data Using Locally Weighted Regression (LWR) (국소가중다항회귀분석을 이용한 이상치제거 및 자료보정기법 개발 (GPS를 이용한 개별차량 주행속도를 중심으로))

  • Im, Hui-Seop;O, Cheol;Park, Jun-Hyeong;Lee, Geon-U
    • Journal of Korean Society of Transportation
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    • v.27 no.2
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    • pp.47-56
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    • 2009
  • Effective detection and correction of outliers of raw traffic data collected from the field is of keen interest because reliable traffic information is highly dependent on the quality of raw data. Global positioning system (GPS) based traffic surveillance systems are capable of producing individual vehicle speeds that are invaluable for various traffic management and information strategies. This study proposed a locally weighted regression (LWR) based filtering method for individual vehicle speed data. An important feature of this study was to propose a technique to generate synthetic outliers for more systematic evaluation of the proposed method. It was identified by performance evaluations that the proposed LWR-based method outperformed an exponential smoothing. The proposed method is expected to be effectively utilized for filtering out raw individual vehicle speed data.

Robust varying coefficient model using L1 regularization

  • Hwang, Changha;Bae, Jongsik;Shim, Jooyong
    • Journal of the Korean Data and Information Science Society
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    • v.27 no.4
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    • pp.1059-1066
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    • 2016
  • In this paper we propose a robust version of varying coefficient models, which is based on the regularized regression with L1 regularization. We use the iteratively reweighted least squares procedure to solve L1 regularized objective function of varying coefficient model in locally weighted regression form. It provides the efficient computation of coefficient function estimates and the variable selection for given value of smoothing variable. We present the generalized cross validation function and Akaike information type criterion for the model selection. Applications of the proposed model are illustrated through the artificial examples and the real example of predicting the effect of the input variables and the smoothing variable on the output.

Evaluation of Probability Precipitation using Climatic Indices in Korea (기상인자를 이용한 우리나라의 확률강수량 평가)

  • Oh, Tae-Suk;Moon, Young-Il
    • Journal of Korea Water Resources Association
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    • v.42 no.9
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    • pp.681-690
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    • 2009
  • In this research, design precipitation was calculated by reflecting the climatic indices and its uncertainty assessment was evaluated. Climatic indices used the sea surface temperature and moisture index which observed globally. The correlation coefficients were calculated between the annual maximum precipitation and the climatic indices. and then climatic indices which have the larger correlation coefficient were selected. Therefore, the regression relationship was established by a locally weighted polynomial regression. Next, climatic indices were generated by montecarlo simulation using kernel function. Finally, the design rainfall was calculated by the locally weighted polynomial regression using generated climatic indices. At the result, the comparison of design rainfall between the reflection of the climatic indices and the frequency analysis did not indicate a significant difference. Also, this result can be used as basic data for calculation of probability precipitation to reflect climate change.

Locally weighted linear regression prefetching method for hybrid memory system (하이브리드 메모리 시스템의 지역 가중 선형회귀 프리페치 방법)

  • Tang, Qian;Kim, Jeong-Geun;Kim, Shin-Dug
    • Proceedings of the Korea Information Processing Society Conference
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    • 2020.11a
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    • pp.12-15
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    • 2020
  • Data access characteristics can directly affect the efficiency of the system execution. This research is to design an accurate predictor by using historical memory access information, where highly accessible data can be migrated from low-speed storage (SSD/HHD) to high-speed memory (Memory/CPU Cache) in advance, thereby reducing data access latency and further improving overall performance. For this goal, we design a locally weighted linear regression prefetch scheme to cope with irregular access patterns in large graph processing applications for a DARM-PCM hybrid memory structure. By analyzing the testing result, the appropriate structural parameters can be selected, which greatly improves the cache prefetching performance, resulting in overall performance improvement.

Geographically Weighted Regression on the Environmental-Ecological Factors of Human Longevity (장수의 환경생태학적 요인에 관한 지리가중회귀분석)

  • Choi, Don Jeong;Suh, Yong Cheol
    • Journal of Korean Society for Geospatial Information Science
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    • v.20 no.3
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    • pp.57-63
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    • 2012
  • The ordinary least square (OLS) regression model is assumed that the relationship between distribution of longevity population and environmental factors to be identical. Therefore, the OLS regression analysis can't explain sufficiently the spatial characteristics of longevity phenomenon and related variables. The geographically weighted regression (GWR) model can be representing the spatial relationship of adjacent area using geographically weighted function. It also characterized which can locally explain the spatial variation of distribution of longevity population by environmental characteristics. From this point of view, this study was performed the comparative analysis between OLS and GWR model for ecological factors of longevity existing studies. In the results, GWR model has higher corresponded to model than OLS model and can be accounting for spatial variability about effect of specific environmental variables.