• Title/Summary/Keyword: multiple linear regression model

Search Result 621, Processing Time 0.03 seconds

TIME SERIES PREDICTION USING INCREMENTAL REGRESSION

  • Kim, Sung-Hyun;Lee, Yong-Mi;Jin, Long;Chai, Duck-Jin;Ryu, Keun-Ho
    • Proceedings of the KSRS Conference
    • /
    • v.2
    • /
    • pp.635-638
    • /
    • 2006
  • Regression of conventional prediction techniques in data mining uses the model which is generated from the training step. This model is applied to new input data without any change. If this model is applied directly to time series, the rate of prediction accuracy will be decreased. This paper proposes an incremental regression for time series prediction like typhoon track prediction. This technique considers the characteristic of time series which may be changed over time. It is composed of two steps. The first step executes a fractional process for applying input data to the regression model. The second step updates the model by using its information as new data. Additionally, the model is maintained by only recent data in a queue. This approach has the following two advantages. It maintains the minimum information of the model by using a matrix, so space complexity is reduced. Moreover, it prevents the increment of error rate by updating the model over time. Accuracy rate of the proposed method is measured by RME(Relative Mean Error) and RMSE(Root Mean Square Error). The results of typhoon track prediction experiment are performed by the proposed technique IMLR(Incremental Multiple Linear Regression) is more efficient than those of MLR(Multiple Linear Regression) and SVR(Support Vector Regression).

  • PDF

Traffic Accident Models of 3-Legged Signalized Intersections in the Case of Cheongju (3지 신호교차로의 교통사고 발생모형 - 청주시를 사례로 -)

  • Park, Byung-Ho;Han, Sang-Uk;Kim, Tae-Young
    • Journal of the Korean Society of Safety
    • /
    • v.24 no.2
    • /
    • pp.94-99
    • /
    • 2009
  • This study deals with the traffic accidents at the 3-legged signalized intersections in Cheongu. The goals are to analyze the geometric, traffic and operational conditions of intersections and to develop a various functional forms that predict the accidents. The models are developed through the correlation analysis, the multiple linear, the multiple nonlinear, Poisson and negative binomial regression analysis. In this study, two multiple linear, two multiple nonlinear and two negative binomial regression models were calibrated. These models were all analyzed to be statistically significant. All the models include 2 common variables(traffic volume and lane width) and model-specific variables. These variables are, therefore, evaluated to be critical to the accident reduction of Cheongju.

A Study on the Weight Estimation Model of Floating Offshore Structures using the Non-linear Regression Analysis (비선형 회귀 분석을 이용한 부유식 해양 구조물의 중량 추정 모델 연구)

  • Seo, Seong-Ho;Roh, Myung-Il;Shin, Hyunkyoung
    • Journal of the Society of Naval Architects of Korea
    • /
    • v.51 no.6
    • /
    • pp.530-538
    • /
    • 2014
  • The weight estimation of floating offshore structures such as FPSO, TLP, semi-Submersibles, Floating Offshore Wind Turbines etc. in the preliminary design, is one of important measures of both construction cost and basic performance. Through both literature investigation and internet search, the weight data of floating offshore structures such as FPSO and TLP was collected. In this study, the weight estimation model was suggested for FPSO. The weight estimation model using non-linear regression analysis was established by fixing independent variables based on this data and the multiple regression analysis was introduced into the weight estimation model. Its reliability was within 4% of error rate.

Multiple linear regression model-based voltage imbalance estimation for high-power series battery pack (다중선형회귀모델 기반 고출력 직렬 배터리 팩의 전압 불균형 추정)

  • Kim, Seung-Woo;Lee, Pyeong-Yeon;Han, Dong-Ho;Kim, Jong-hoon
    • Journal of IKEEE
    • /
    • v.23 no.1
    • /
    • pp.1-8
    • /
    • 2019
  • In this paper, the electrical characteristics with various C-rates are tested with a high power series battery pack comprised of 18650 cylindrical nickel cobalt aluminum(NCA) lithium-ion battery. The electrical characteristics of discharge capacity test with 14S1P battery pack and electric vehicle (EV) cycle test with 4S1P battery pack are compared and analyzed by the various of C-rates. Multiple linear regression is used to estimate voltage imbalance of 14S1P and 4S1P battery packs with various C-rates based on experimental data. The estimation accuracy is evaluated by root mean square error(RMSE) to validate multiple linear regression. The result of this paper is contributed that to use for estimating the voltage imbalance of discharge capacity test with 14S1P battery pack using multiple linear regression better than to use the voltage imbalance of EV cycle with 4S1P battery pack.

A Multivariate Analysis of Korean Professional Players Salary (한국 프로스포츠 선수들의 연봉에 대한 다변량적 분석)

  • Song, Jong-Woo
    • The Korean Journal of Applied Statistics
    • /
    • v.21 no.3
    • /
    • pp.441-453
    • /
    • 2008
  • We analyzed Korean professional basketball and baseball players salary under the assumption that it depends on the personal records and contribution to the team in the previous year. We extensively used data visualization tools to check the relationship among the variables, to find outliers and to do model diagnostics. We used multiple linear regression and regression tree to fit the model and used cross-validation to find an optimal model. We check the relationship between variables carefully and chose a set of variables for the stepwise regression instead of using all variables. We found that points per game, number of assists, number of free throw successes, career are important variables for the basketball players. For the baseball pitchers, career, number of strike-outs per 9 innings, ERA, number of homeruns are important variables. For the baseball hitters, career, number of hits, FA are important variables.

Estimation of Soil Moisture Using Multiple Linear Regression Model and COMS Land Surface Temperature Data (다중선형 회귀모형과 천리안 지면온도를 활용한 토양수분 산정 연구)

  • Lee, Yong Gwan;Jung, Chung Gil;Cho, Young Hyun;Kim, Seong Joon
    • Journal of The Korean Society of Agricultural Engineers
    • /
    • v.59 no.1
    • /
    • pp.11-20
    • /
    • 2017
  • This study is to estimate the spatial soil moisture using multiple linear regression model (MLRM) and 15 minutes interval Land Surface Temperature (LST) data of Communication, Ocean and Meteorological Satellite (COMS). For the modeling, the input data of COMS LST, Terra MODIS Normalized Difference Vegetation Index (NDVI), daily rainfall and sunshine hour were considered and prepared. Using the observed soil moisture data at 9 stations of Automated Agriculture Observing System (AAOS) from January 2013 to May 2015, the MLRMs were developed by twelve scenarios of input components combination. The model results showed that the correlation between observed and modelled soil moisture increased when using antecedent rainfalls before the soil moisture simulation day. In addition, the correlation increased more when the model coefficients were evaluated by seasonal base. This was from the reverse correlation between MODIS NDVI and soil moisture in spring and autumn season.

Comparison of Different Multiple Linear Regression Models for Real-time Flood Stage Forecasting (실시간 수위 예측을 위한 다중선형회귀 모형의 비교)

  • Choi, Seung Yong;Han, Kun Yeun;Kim, Byung Hyun
    • KSCE Journal of Civil and Environmental Engineering Research
    • /
    • v.32 no.1B
    • /
    • pp.9-20
    • /
    • 2012
  • Recently to overcome limitations of conceptual, hydrological and physics based models for flood stage forecasting, multiple linear regression model as one of data-driven models have been widely adopted for forecasting flood streamflow(stage). The objectives of this study are to compare performance of different multiple linear regression models according to regression coefficient estimation methods and determine most effective multiple linear regression flood stage forecasting models. To do this, the time scale was determined through the autocorrelation analysis of input data and different flood stage forecasting models developed using regression coefficient estimation methods such as LS(least square), WLS(weighted least square), SPW(stepwise) was applied to flood events in Jungrang stream. To evaluate performance of established models, fours statistical indices were used, namely; Root mean square error(RMSE), Nash Sutcliffe efficiency coefficient (NSEC), mean absolute error (MAE), adjusted coefficient of determination($R^{*2}$). The results show that the flood stage forecasting model using SPW(stepwise) parameter estimation can carry out the river flood stage prediction better in comparison with others, and the flood stage forecasting model using LS(least square) parameter estimation is also found to be slightly better than the flood stage forecasting model using WLS(weighted least square) parameter estimation.

Relation between the Building Exterior Conditions and Energy Costs in the Running period of the Apartment Housing (공동주택의 건물외부조건과 에너지비용과의 관계분석)

  • Lee, Kang-Hee;Ryu, Seung-Hoon;Lee, Yeun-Taek
    • KIEAE Journal
    • /
    • v.9 no.1
    • /
    • pp.107-113
    • /
    • 2009
  • The energy cost is resulted from the energy use. Its sources are divided into some types and depended on the building use or energy-use type. The energy cost should be affected by the amount of the energy use. The cost could be calculated to consider various factors such as the insulation, heating type, building shape and others. But it can not consider all of the affect factors to the energy cost and need to categorize the factors to the condition for estimating the cost. In this paper, it aimed at providing the estimation model in linear equation and multiple linear regression, utilizing the building exterior condition and management characteristics in apartment housing. Its survey are conducted in two parts of management characteristics and building exterior condition. The correlation analysis is conducted to get rid of the multicolinearity among the inputted factors. The number of linear equation model is 11 and includes the 1st, 2nd and 3rd equation function, power function and others. Among these, it suggested the 2nd and 3rd function and power function in terms of the statistics. In multiple linear regression model, the building volume and management area are inputted to the estimation.

Robust inference for linear regression model based on weighted least squares

  • Park, Jin-Pyo
    • Journal of the Korean Data and Information Science Society
    • /
    • v.13 no.2
    • /
    • pp.271-284
    • /
    • 2002
  • In this paper we consider the robust inference for the parameter of linear regression model based on weighted least squares. First we consider the sequential test of multiple outliers. Next we suggest the way to assign a weight to each observation $(x_i,\;y_i)$ and recommend the robust inference for linear model. Finally, to check the performance of confidence interval for the slope using proposed method, we conducted a Monte Carlo simulation and presented some numerical results and examples.

  • PDF

Clustering Observations for Detecting Multiple Outliers in Regression Models

  • Seo, Han-Son;Yoon, Min
    • The Korean Journal of Applied Statistics
    • /
    • v.25 no.3
    • /
    • pp.503-512
    • /
    • 2012
  • Detecting outliers in a linear regression model eventually fails when similar observations are classified differently in a sequential process. In such circumstances, identifying clusters and applying certain methods to the clustered data can prevent a failure to detect outliers and is computationally efficient due to the reduction of data. In this paper, we suggest to implement a clustering procedure for this purpose and provide examples that illustrate the suggested procedure applied to the Hadi-Simonoff (1993) method, reverse Hadi-Simonoff method, and Gentleman-Wilk (1975) method.