• 제목/요약/키워드: multiple regression techniques

검색결과 251건 처리시간 0.027초

단기수요예측 알고리즘 (An Algorithm of Short-Term Load Forecasting)

  • 송경빈;하성관
    • 대한전기학회논문지:전력기술부문A
    • /
    • 제53권10호
    • /
    • pp.529-535
    • /
    • 2004
  • Load forecasting is essential in the electricity market for the participants to manage the market efficiently and stably. A wide variety of techniques/algorithms for load forecasting has been reported in many literatures. These techniques are as follows: multiple linear regression, stochastic time series, general exponential smoothing, state space and Kalman filter, knowledge-based expert system approach (fuzzy method and artificial neural network). These techniques have improved the accuracy of the load forecasting. In recent 10 years, many researchers have focused on artificial neural network and fuzzy method for the load forecasting. In this paper, we propose an algorithm of a hybrid load forecasting method using fuzzy linear regression and general exponential smoothing and considering the sensitivities of the temperature. In order to consider the lower load of weekends and Monday than weekdays, fuzzy linear regression method is proposed. The temperature sensitivity is used to improve the accuracy of the load forecasting through the relation of the daily load and temperature. And the normal load of weekdays is easily forecasted by general exponential smoothing method. Test results show that the proposed algorithm improves the accuracy of the load forecasting in 1996.

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
    • /
    • 제47권4호
    • /
    • pp.687-700
    • /
    • 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.

Restricted support vector quantile regression without crossing

  • Shim, Joo-Yong;Lee, Jang-Taek
    • Journal of the Korean Data and Information Science Society
    • /
    • 제21권6호
    • /
    • pp.1319-1325
    • /
    • 2010
  • Quantile regression provides a more complete statistical analysis of the stochastic relationships among random variables. Sometimes quantile functions estimated at different orders can cross each other. We propose a new non-crossing quantile regression method applying support vector median regression to restricted regression quantile, restricted support vector quantile regression. The proposed method provides a satisfying solution to estimating non-crossing quantile functions when multiple quantiles for high dimensional data are needed. We also present the model selection method that employs cross validation techniques for choosing the parameters which aect the performance of the proposed method. One real example and a simulated example are provided to show the usefulness of the proposed method.

Simultaneous Identification of Multiple Outliers and High Leverage Points in Linear Regression

  • Rahmatullah Imon, A.H.M.;Ali, M. Masoom
    • Journal of the Korean Data and Information Science Society
    • /
    • 제16권2호
    • /
    • pp.429-444
    • /
    • 2005
  • The identification of unusual observations such as outliers and high leverage points has drawn a great deal of attention for many years. Most of these identifications techniques are based on case deletion that focuses more on the outliers than the high leverage points. But residuals together with leverage values may cause masking and swamping for which a good number of unusual observations remain undetected in the presence of multiple outliers and multiple high leverage points. In this paper we propose a new procedure to identify outliers and high leverage points simultaneously. We suggest an additive form of the residuals and the leverages that gives almost an equal focus on outliers and leverages. We analyzed several well-referred data set and discover few outliers and high leverage points that were undetected by the existing diagnostic techniques.

  • PDF

초음파를 이용한 중회귀분석법에 의한 콘크리트의 압축강도추정 (Estimate of Compressive Strength for Concrete using Ultrasonics by Multiple Regression Analysis Method)

  • 박익근;한응교;김완규
    • 비파괴검사학회지
    • /
    • 제11권2호
    • /
    • pp.22-31
    • /
    • 1991
  • Various types of ultrasonic techniques have been used for the estimation of compressive strength of concrete structures. However, conventional ultrasonic velocity method using only longitudial wave cannot be determined the compressive strength of concrete structures with accuracy. In this paper, by using the introduction of multiple parameter, e. g. velocity of shear wave, velocity of longitudinal wave, attenuation coefficient of shear wave, attenuation coefficient of longitudinal wave, combination condition, age and preservation method, multiple regression analysis method was applied to the determination of compressive strength of concrete structures. The experimental results show that velocity of shear wave can be estimated compressive strength of concrete with more accuracy compared with the velocity of longitudinal wave, accuracy of estimated error range of compressive strength of concrete structures can be enhanced within the range of ${\pm}$10% approximately.

  • PDF

다중 회귀 분석을 이용한 한자 난이도 예측 기법 연구 (Prediction Techniques for Difficulty Level of Hanja Using Multiple Linear Regression)

  • 최정환;노지우;김순태
    • 한국인터넷방송통신학회논문지
    • /
    • 제19권6호
    • /
    • pp.219-225
    • /
    • 2019
  • 한자 급수와 같이 기존 한자 난이도 선정 방식에 문제점이 있다. 실생활에서 쓰이는 한글 단어와 차이가 나며 해당 급수가 실제로 얼마나 많이 쓰이는지 알 수가 없다. 이러한 문제를 해결하기 위해 빈도수를 이용하여 다중 회귀 분석을 이용하여 한자 난이도를 측정한다. 초등 교과서를 기반으로 한자활용빈도수와 한글의미빈도수를 집계한다. 두 빈도수와 획수를 함께 사용하여 설문지를 작성하여 해당 한자의 학습 적정 시기를 답변 받아 이를 회귀에서 사용할 타겟 변수로 이용한다. 단계별 회귀분석을 이용하여 적절한 피처를 선택하고 다중 선형 회귀 분석을 한다. 모델의 R2는 0.1105가 나왔으며 RMSE는 0.1105의 결과가 나왔다.

Prediction of unconfined compressive and Brazilian tensile strength of fiber reinforced cement stabilized fly ash mixes using multiple linear regression and artificial neural network

  • Chore, H.S.;Magar, R.B.
    • Advances in Computational Design
    • /
    • 제2권3호
    • /
    • pp.225-240
    • /
    • 2017
  • This paper presents the application of multiple linear regression (MLR) and artificial neural network (ANN) techniques for developing the models to predict the unconfined compressive strength (UCS) and Brazilian tensile strength (BTS) of the fiber reinforced cement stabilized fly ash mixes. UCS and BTS is a highly nonlinear function of its constituents, thereby, making its modeling and prediction a difficult task. To establish relationship between the independent and dependent variables, a computational technique like ANN is employed which provides an efficient and easy approach to model the complex and nonlinear relationship. The data generated in the laboratory through systematic experimental programme for evaluating UCS and BTS of fiber reinforced cement fly ash mixes with respect to 7, 14 and 28 days' curing is used for development of the MLR and ANN model. The data used in the models is arranged in the format of four input parameters that cover the contents of cement and fibers along with maximum dry density (MDD) and optimum moisture contents (OMC), respectively and one dependent variable as unconfined compressive as well as Brazilian tensile strength. ANN models are trained and tested for various combinations of input and output data sets. Performance of networks is checked with the statistical error criteria of correlation coefficient (R), mean square error (MSE) and mean absolute error (MAE). It is observed that the ANN model predicts both, the unconfined compressive and Brazilian tensile, strength quite well in the form of R, RMSE and MAE. This study shows that as an alternative to classical modeling techniques, ANN approach can be used accurately for predicting the unconfined compressive strength and Brazilian tensile strength of fiber reinforced cement stabilized fly ash mixes.

Quantified Impact Analysis of Construction Delay Factors on Steel Staircase Systems

  • Kim, Hyun-Mi;Kim, Tae-Hyung;Shin, Young-Keun;Kim, Young-Suk;Han, Seungwoo
    • 한국건축시공학회지
    • /
    • 제12권6호
    • /
    • pp.636-647
    • /
    • 2012
  • Construction projects have become so large, complicated and incredibly high-tech that process management is currently considered one of the most important issues. Unlike typical manufacturing industries, most major construction activities are performed in the open air and thus are exposed to various environmental factors. Many studies have been conducted with the goal of establishing efficient techniques and tools for overcoming these limitations. Productivity analysis and prediction, one of the related research subjects, must be considered when evaluating approaches to reducing construction duration and costs. The aim of this research is to present a quantified impact analysis of construction delay factors on construction productivity of a steel staircase system, which has been widely applied to high rise building construction. It is also expected to improve the process by managing the factors, ultimately achieving an improvement in construction productivity. To achieve the research objectives, this paper analyzed different delay factors affecting construction duration by means of multiple regression analysis focusing on steel staircase systems, which have critical effects on the preceding and subsequent processes in structure construction. Statistical analysis on the multiple linear regression model indicated that the environment, labor and material delay factors were statistically significant, with 0.293, 0.491, and 0.203 as the respective quantified impacts on productivity.

The Impacts of Threat Emotions and Price on Indonesians' Smartphone Purchasing Decisions

  • PRADANA, Mahir;WISNU, Aditya
    • The Journal of Asian Finance, Economics and Business
    • /
    • 제8권2호
    • /
    • pp.1017-1023
    • /
    • 2021
  • This research aims to determine the effect of customers' threat emotion and price on the decision to purchase a certain smartphone product. This study uses a quantitative method with a type of descriptive and causal research. It employs non-probability sampling with purposive sampling, with 385 respondents to answer the questionnaires. Data analysis techniques used descriptive analysis and multiple linear regression analysis. Based on the results of descriptive analysis of emotion, price and purchasing decisions are in sync with each other. The results of multiple linear regression analysis techniques indicate the threat emotion and brand trust are influential against the positive decision to purchase smartphone products. The magnitude of the influence of emotions and price have simultaneous effect on purchasing decisions and other decision variables, which are not included in this study, also play minor role in determining purchase intention, such as product quality, brand image and others. Partially, threat emotion and brand trust have a positive effect toward purchasing decisions. The magnitude of the highest influence was the one of price, then followed by emotional threats. The findings of this study suggest that psychological and behavioral effects also play important roles in determining customers' purchase decision.

철강 생산 공정에서 Soft Computing 기술을 이용한 온도하락 예측 모형의 비교 연구 (Comparative Analysis of Models used to Predict the Temperature Decreases in the Steel Making Process using Soft Computing Techniques)

  • 김종한;성덕현
    • 제어로봇시스템학회논문지
    • /
    • 제13권2호
    • /
    • pp.173-178
    • /
    • 2007
  • This paper is to establish an appropriate model for predicting the temperature decreases in the batch transferred from the refining process to the caster in steel-making companies. Mathematical modeling of the temperature decreases between the processes is difficult, since the reaction mechanism by which the temperature changes in a molten steel batch is dynamic, uncertain and complex. Three soft computing techniques are examined using the same data, namely the multiple regression, fuzzy regression, and neural net (NN) models. To compare the accuracy of these three models, a limited number of input variables are selected from those variables significantly affecting the temperature decrease. The results show that the difference in accuracy between the three models is not statistically significant. Nonetheless, the NN model is recommended because of its adaptive ability and robustness. The method presented in this paper allows the temperature decrease to be predicted without requiring any precise metallurgical knowledge.