• 제목/요약/키워드: multiple linear regression models

검색결과 321건 처리시간 0.026초

On study for change point regression problems using a difference-based regression model

  • Park, Jong Suk;Park, Chun Gun;Lee, Kyeong Eun
    • Communications for Statistical Applications and Methods
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    • 제26권6호
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    • pp.539-556
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    • 2019
  • This paper derive a method to solve change point regression problems via a process for obtaining consequential results using properties of a difference-based intercept estimator first introduced by Park and Kim (Communications in Statistics - Theory Methods, 2019) for outlier detection in multiple linear regression models. We describe the statistical properties of the difference-based regression model in a piecewise simple linear regression model and then propose an efficient algorithm for change point detection. We illustrate the merits of our proposed method in the light of comparison with several existing methods under simulation studies and real data analysis. This methodology is quite valuable, "no matter what regression lines" and "no matter what the number of change points".

APPAREL PRODUCTS RETRIEVAL SYSTEM BASED ON PSYCOLOGICAL FEATURE SPACE

  • Ohtake, Atsushi;Takatera, Masayuki;Furukawa, Takao;Shimizu, Yoshio
    • 한국감성과학회:학술대회논문집
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    • 한국감성과학회 2000년도 춘계 학술대회 및 국제 감성공학 심포지움 논문집 Proceeding of the 2000 Spring Conference of KOSES and International Sensibility Ergonomics Symposium
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    • pp.240-243
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    • 2000
  • An apparel products retrieval system was proposed in which users can refer to products using Kansei evaluation values. The system adopts relevance feedback using history of the retrieval to learn the tendency of user evaluation. The system is based on a vector space retrieval model using products images expression as semantic scales. The system makes a query from user inputting information and retrieves closest products from the database. Revising algorithms of the difference method. linear multiple regression performed to investigate the effectiveness and criteria of the search. As a result of evaluation of the accuracy, it was found that the linear multiple regression and the neural network models are effective for the retrieval considering the individual Kansei.

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Optimized Neural Network Weights and Biases Using Particle Swarm Optimization Algorithm for Prediction Applications

  • Ahmadzadeh, Ezat;Lee, Jieun;Moon, Inkyu
    • 한국멀티미디어학회논문지
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    • 제20권8호
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    • pp.1406-1420
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    • 2017
  • Artificial neural networks (ANNs) play an important role in the fields of function approximation, prediction, and classification. ANN performance is critically dependent on the input parameters, including the number of neurons in each layer, and the optimal values of weights and biases assigned to each neuron. In this study, we apply the particle swarm optimization method, a popular optimization algorithm for determining the optimal values of weights and biases for every neuron in different layers of the ANN. Several regression models, including general linear regression, Fourier regression, smoothing spline, and polynomial regression, are conducted to evaluate the proposed method's prediction power compared to multiple linear regression (MLR) methods. In addition, residual analysis is conducted to evaluate the optimized ANN accuracy for both training and test datasets. The experimental results demonstrate that the proposed method can effectively determine optimal values for neuron weights and biases, and high accuracy results are obtained for prediction applications. Evaluations of the proposed method reveal that it can be used for prediction and estimation purposes, with a high accuracy ratio, and the designed model provides a reliable technique for optimization. The simulation results show that the optimized ANN exhibits superior performance to MLR for prediction purposes.

Quantitative Structure Activity Relationship Prediction of Oral Bioavailabilities Using Support Vector Machine

  • Fatemi, Mohammad Hossein;Fadaei, Fatemeh
    • 대한화학회지
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    • 제58권6호
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    • pp.543-552
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    • 2014
  • A quantitative structure activity relationship (QSAR) study is performed for modeling and prediction of oral bioavailabilities of 216 diverse set of drugs. After calculation and screening of molecular descriptors, linear and nonlinear models were developed by using multiple linear regression (MLR), artificial neural network (ANN), support vector machine (SVM) and random forest (RF) techniques. Comparison between statistical parameters of these models indicates the suitability of SVM over other models. The root mean square errors of SVM model were 5.933 and 4.934 for training and test sets, respectively. Robustness and reliability of the developed SVM model was evaluated by performing of leave many out cross validation test, which produces the statistic of $Q^2_{SVM}=0.603$ and SPRESS = 7.902. Moreover, the chemical applicability domains of model were determined via leverage approach. The results of this study revealed the applicability of QSAR approach by using SVM in prediction of oral bioavailability of drugs.

분광분석법을 이용한 단립 쌀의 함수율 및 단백질 함량 예측모델 개발 (Development of Prediction Model for Moisture and Protein Content of Single Kernel Rice using Spectroscopy)

  • 김재민;최창현;민봉기;김종훈
    • Journal of Biosystems Engineering
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    • 제23권1호
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    • pp.49-56
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    • 1998
  • The objectives of this study were to develop models to predict the contents of moisture and protein of single kernel of brown rice based on visible/NIR (near-infrared) spectroscopic technique. The reflectance spectra of rice were obtained in the range of the wavelength 400 to 2,500 nm with 2 nm intervals. Multiple linear regression(MLR) and partial least squares (PLS) were used to develop the models. The MLR model using the first derivative spectra(10 nm of gap) with Standard Normal Variate and Detrending (SNV and Drt.) preprocessing showed the best results to predict moisture content of the sin린e kernel brown rice. To predict the protein content of a single kernel of brown ricer the PLS model used the raw spectra with multiplicative scatter correction(MSC) preprocessing over the wavelength of 1,100~1,500 nm.

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A Cost Estimation Model for Highway Projects in Korea

  • Kim, Soo-Yong;Kim, Young-Mok;Luu, Truong-Van
    • 한국건설관리학회:학술대회논문집
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    • 한국건설관리학회 2008년도 정기학술발표대회 논문집
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    • pp.922-925
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    • 2008
  • Many highway projects are under way in Korea. However, owners frequently find that the project cost exceeds the budget and they are unable to identify the underlining reasons. The main purpose of this research is to develop cost models for transportation projects in Korea using the multiple linear regression (MLR). The data consist of 27 completed transportation projects, built from 1991 to 2001, The technique of multiple regression analysis is used to develop the parametric cost estimating model for total budget cost per highway square meter (TBC/$m^2$). Findings of the study indicated that MLR car be applied to highway projects in Korea. There are twf) major contributions of this research. (1) the identification of transportation parameters as a significant cost driver for transportation costs and (2) the successful development of the parametric cost estimating models for transportation projects in Korea.

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작품 가격 추정을 위한 기계 학습 기법의 응용 및 가격 결정 요인 분석 (Price Determinant Factors of Artworks and Prediction Model Based on Machine Learning)

  • 장동률;박민재
    • 품질경영학회지
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    • 제47권4호
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    • pp.687-700
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    • 2019
  • Purpose: The purpose of this study is to investigate the interaction effects between price determinants of artworks. We expand the methodology in art market by applying machine learning techniques to estimate the price of artworks and compare linear regression and machine learning in terms of prediction accuracy. Methods: Moderated regression analysis was performed to verify the interaction effects of artistic characteristics on price. The moderating effects were studied by confirming the significance level of the interaction terms of the derived regression equation. In order to derive price estimation model, we use multiple linear regression analysis, which is a parametric statistical technique, and k-nearest neighbor (kNN) regression, which is a nonparametric statistical technique in machine learning methods. Results: Mostly, the influences of the price determinants of art are different according to the auction types and the artist 's reputation. However, the auction type did not control the influence of the genre of the work on the price. As a result of the analysis, the kNN regression was superior to the linear regression analysis based on the prediction accuracy. Conclusion: It provides a theoretical basis for the complexity that exists between pricing determinant factors of artworks. In addition, the nonparametric models and machine learning techniques as well as existing parameter models are implemented to estimate the artworks' price.

전자출판에서 입.출력 장치의 컬러 관리에 관한 연구 (I) (A Study on Color Management of Input and Output Device in Electronic Publishing (I))

  • 조가람;김재해;구철회
    • 한국인쇄학회지
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    • 제25권1호
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    • pp.11-26
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    • 2007
  • In this paper, an experiment was done where the input device used the linear multiple regression and the sRGB color space to perform a color transformation. The output device used the GOG, GOGO and sRGB for the color transformation. After the input device underwent a color transformation, a $3\;{\times}\;20\;size$ matrix was used in a linear multiple regression and the scanner's color representation of scanner was better than a digital still camera's color representation. When using the sRGB color space, the original copy and the output copy had a color difference of 11. Therefore it was more efficient to use the linear multiple regression method than using the sRGB color space. After the input device underwent a color transformation, the additivity of the LCD monitor's R, G and B signal value improved and therefore the error in the linear formula transformation decreased. From this change, the LCD monitor with the GOG model applied to the color transformation became better than LCD monitors with other models applied to the color transformation. Also, the color difference varied more than 11 from the original target in CRT and LCD monitors when a sRGB color transformation was done in restricted conditions.

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중회귀 모형을 이용한 울산지역 오존 포텐셜 모형의 설계 및 평가 (Design and Assessment of an Ozone Potential Forecasting Model using Multi-regression Equations in Ulsan Metropolitan Area)

  • 김유근;이소영;임윤규;송상근
    • 한국대기환경학회지
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    • 제23권1호
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    • pp.14-28
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    • 2007
  • This study presented the selection of ozone ($O_3$) potential factors and designed and assessed its potential prediction model using multiple-linear regression equations in Ulsan area during the springtime from April to June, $2000{\sim}2004$. $O_3$ potential factors were selected by analyzing the relationship between meterological parameters and surface $O_3$ concentrations. In addition, cluster analysis (e.g., average linkage and K-means clustering techniques) was performed to identify three major synoptic patterns (e.g., $P1{\sim}P3$) for an $O_3$ potential prediction model. P1 is characterized by a presence of a low-pressure system over northeastern Korea, the Ulsan was influenced by the northwesterly synoptic flow leading to a retarded sea breeze development. P2 is characterized by a weakening high-pressure system over Korea, and P3 is clearly associated with a migratory anticyclone. The stepwise linear regression was performed to develop models for prediction of the highest 1-h $O_3$ occurring in the Ulsan. The results of the models were rather satisfactory, and the high $O_3$ simulation accuracy for $P1{\sim}P3$ synoptic patterns was found to be 79, 85, and 95%, respectively ($2000{\sim}2004$). The $O_3$ potential prediction model for $P1{\sim}P3$ using the predicted meteorological data in 2005 showed good high $O_3$ prediction performance with 78, 75, and 70%, respectively. Therefore the regression models can be a useful tool for forecasting of local $O_3$ concentration.

선형회귀 모형에서 자기공분산 기반 추정 (Autocovariance based estimation in the linear regression model)

  • 박철용
    • Journal of the Korean Data and Information Science Society
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    • 제22권5호
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    • pp.839-847
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    • 2011
  • 이 연구에서는 다중 선형회귀 모형에서 자기공분산에 근거한 회귀 계수의 추정량을 도출하였다. 자기공분산에 근거한 방법은 Park (2009)에 제시된 방법으로 직관적으로 매혹적이지는 않지만, 이것에 근거한 추정량이 회귀 계수의 불편추정량이 된다. 설명변수 벡터가 어떤 정칙조건을 만족한다면, 오차가 자기회귀이동평균 모형을 따르면 만족되는 약한 조건 하에서 이 추정량이 최소제곱 추정량과 점근적으로 동일한 분포를 가지며 또한 회귀 계수에 확률 상 수렴한다는 것을 보였다. 마지막으로 모의실험을 통해 이 성질들이 소표본에서도 성립하는 것을 보였다.