• Title/Summary/Keyword: non-linear regression

Search Result 620, Processing Time 0.035 seconds

Inter-comparison of Prediction Skills of Multiple Linear Regression Methods Using Monthly Temperature Simulated by Multi-Regional Climate Models (다중 지역기후모델로부터 모의된 월 기온자료를 이용한 다중선형회귀모형들의 예측성능 비교)

  • Seong, Min-Gyu;Kim, Chansoo;Suh, Myoung-Seok
    • Atmosphere
    • /
    • v.25 no.4
    • /
    • pp.669-683
    • /
    • 2015
  • In this study, we investigated the prediction skills of four multiple linear regression methods for monthly air temperature over South Korea. We used simulation results from four regional climate models (RegCM4, SNURCM, WRF, and YSURSM) driven by two boundary conditions (NCEP/DOE Reanalysis 2 and ERA-Interim). We selected 15 years (1989~2003) as the training period and the last 5 years (2004~2008) as validation period. The four regression methods used in this study are as follows: 1) Homogeneous Multiple linear Regression (HMR), 2) Homogeneous Multiple linear Regression constraining the regression coefficients to be nonnegative (HMR+), 3) non-homogeneous multiple linear regression (EMOS; Ensemble Model Output Statistics), 4) EMOS with positive coefficients (EMOS+). It is same method as the third method except for constraining the coefficients to be nonnegative. The four regression methods showed similar prediction skills for the monthly air temperature over South Korea. However, the prediction skills of regression methods which don't constrain regression coefficients to be nonnegative are clearly impacted by the existence of outliers. Among the four multiple linear regression methods, HMR+ and EMOS+ methods showed the best skill during the validation period. HMR+ and EMOS+ methods showed a very similar performance in terms of the MAE and RMSE. Therefore, we recommend the HMR+ as the best method because of ease of development and applications.

Application of a Non-stationary Frequency Analysis Method for Estimating Probable Precipitation in Korea (전국 확률강수량 산정을 위한 비정상성 빈도해석 기법의 적용)

  • Kim, Gwang-Seob;Lee, Gi-Chun
    • Journal of The Korean Society of Agricultural Engineers
    • /
    • v.54 no.5
    • /
    • pp.141-153
    • /
    • 2012
  • In this study, we estimated probable precipitation amounts at the target year (2020, 2030, 2040) of 55 weather stations in Korea using the 24 hour annual maximum precipitation data from 1973 through 2009 which should be useful for management of agricultural reservoirs. Not only trend tests but also non-stationary tests were performed and non-stationary frequency analysis were conducted to all of 55 sites. Gumbel distribution was chosen and probability weighted moment method was used to estimate model parameters. The behavior of the mean of extreme precipitation data, scale parameter, and location parameter were analyzed. The probable precipitation amount at the target year was estimated by a non-stationary frequency analysis using the linear regression analysis for the mean of extreme precipitation data, scale parameter, and location parameter. Overall results demonstrated that the probable precipitation amounts using the non-stationary frequency analysis were overestimated. There were large increase of the probable precipitation amounts of middle part of Korea and decrease at several sites in Southern part. The non-stationary frequency analysis using a linear model should be applicable to relatively short projection periods.

Comparison of MLR and SVR Based Linear and Nonlinear Regressions - Compensation for Wind Speed Prediction (MLR 및 SVR 기반 선형과 비선형회귀분석의 비교 - 풍속 예측 보정)

  • Kim, Junbong;Oh, Seungchul;Seo, Kisung
    • The Transactions of The Korean Institute of Electrical Engineers
    • /
    • v.65 no.5
    • /
    • pp.851-856
    • /
    • 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.

A Study on Subjective Assessment of Knit Fabric by ANFIS

  • Ju Jeong-Ah;Ryu Hyo-Seon
    • Fibers and Polymers
    • /
    • v.7 no.2
    • /
    • pp.203-212
    • /
    • 2006
  • The purpose of this study was to examine the effects of the structural properties of plain knit fabrics on the subjective perception of textures, sensibilities, and preference among consumers. This study, then, aimed to provide useful information with respect to planning and designing knitted fabrics by predicting the subjective characteristics analyzed according to their structural properties. For this purpose, we employed statistical analysis tools, such as factor and regression analysis and an adaptive-network-based fuzzy inference system(ANFIS), thereby combining the merits of fuzzy and neural networks and presupposing a non-linear relationship. Through factor analysis, we also categorized the subjective textures into 'roughness', 'softness', 'bulkiness' and 'stretch-ability' with R2=70.32%: and categorized the sensibilities into 'Stable/Neat', 'Natural/Comfortable' and 'Feminine/Elegant' with R2=68.12%. We analyzed subjective textures, sensibilities, and preference with ANFIS, assuming non-linear relationships; consequently, we were able to generate three or four fuzzy rules using wool/rayon fiber content and loop length as input data. The textures of roughness and softness exhibited a linear relationship, but other subjective characteristics demonstrated a non-linear input-output relationship. Compared with linear regression analysis, the ANFIS exhibited had higher predictive power with respect to predicting subjective characteristics.

Expectation of Bead Shape using Non-linear Multiple Regression and Piecewise Cubic Hermite Interpolation in FCA Fillet Pipe Welding (FCA 필릿 파이프 용접에서 다중 비선형 회귀 모형과 구간적 3차 에르미트 보간법을 통한 비드 형상 예측)

  • Cho, Dae-Won;Na, Suck-Joo;Lee, Mok-Young
    • Journal of Welding and Joining
    • /
    • v.27 no.5
    • /
    • pp.42-48
    • /
    • 2009
  • Pipe welding is used in various ranges such as civil engineering and ship building engineering. Until now, many technicians work for pipe welding manually under harmful, dangerous and difficult conditions. So it is necessary to install automation process. For automation pipe welding, relation between welding parameters & bead shape should be considered. Using this relation, bead shape could be expected from welding parameters. FCAW was used in this study. Instead of pipe workpiece, fillet joint plate is used, which were inclined 0,45,90,135,180 degree. By analyzing between welding parameters (current, welding speed, voltage) and bead shape parameters with non-linear multiple regression, bead shape parameters could be expected. Piecewise Cubic Hermite Interpolation was used to expect smooth curved bead shape with bead shape parameters. From these processes, bead shape could be expected from welding parameters.

Generally non-linear regression model containing standardized lift for association number estimation (연관성 규칙 수의 추정을 위한 일반적인 비선형 회귀모형에서의 표준화 향상도 활용 방안)

  • Park, Hee Chang
    • Journal of the Korean Data and Information Science Society
    • /
    • v.27 no.3
    • /
    • pp.629-638
    • /
    • 2016
  • Among data mining techniques, the association rule is one of the most used in the real fields because it clearly displays the relationship between two or more items in large databases by quantifying the relationship between the items. There are three primary quality measures for association rule; support, confidence, and lift. We evaluate association rules using these measures. The approach taken in the previous literatures as to estimation of association rule number has been one of a determination function method or a regression modeling approach. In this paper, we proposed a few of non-linear regression equations useful in estimating the number of rules and also evaluated the estimated association rules using the quality measures. Furthermore we assessed their usefulness as compared to conventional regression models using the values of regression coefficients, F statistics, adjusted coefficients of determination and variation inflation factor.

Prediction Models of Residual Chlorine in Sediment Basin to Control Pre-chlorination in Water Treatment Plant (정수장 전염소 공정 제어를 위한 침전지 잔류 염소 농도 예측모델 개발)

  • Lee, Kyung-Hyuk;Kim, Ju-Hwan;Lim, Jae-Lim;Chae, Seon Ha
    • Journal of Korean Society of Water and Wastewater
    • /
    • v.21 no.5
    • /
    • pp.601-607
    • /
    • 2007
  • In order to maintain constant residual chlorine in sedimentation basin, It is necessary to develop real time prediction model of residual chlorine considering water treatment plant data such as water qualities, weather, and plant operation conditions. Based on the operation data acquired from K water treatment plant, prediction models of residual chlorine in sediment basin were accomplished. The input parameters applied in the models were water temperature, turbidity, pH, conductivity, flow rate, alkalinity and pre-chlorination dosage. The multiple regression models were established with linear and non-linear model with 5,448 data set. The corelation coefficient (R) for the linear and non-linear model were 0.39 and 0.374, respectively. It shows low correlation coefficient, that is, these multiple regression models can not represent the residual chlorine with the input parameters which varies independently with time changes related to weather condition. Artificial neural network models are applied with three different conditions. Input parameters are consisted of water quality data observed in water treatment process based on the structure of auto-regressive model type, considering a time lag. The artificial neural network models have better ability to predict residual chlorine at sediment basin than conventional linear and nonlinear multi-regression models. The determination coefficients of each model in verification process were shown as 0.742, 0.754, and 0.869, respectively. Consequently, comparing the results of each model, neural network can simulate the residual chlorine in sedimentation basin better than mathematical regression models in terms of prediction performance. This results are expected to contribute into automation control of water treatment processes.

A Study on Stochastic Estimation of Monthly Runoff by Multiple Regression Analysis (다중회귀분석에 의한 하천 월 유출량의 추계학적 추정에 관한 연구)

  • 김태철;정하우
    • Magazine of the Korean Society of Agricultural Engineers
    • /
    • v.22 no.3
    • /
    • pp.75-87
    • /
    • 1980
  • Most hydro]ogic phenomena are the complex and organic products of multiple causations like climatic and hydro-geological factors. A certain significant correlation on the run-off in river basin would be expected and foreseen in advance, and the effect of each these causual and associated factors (independant variables; present-month rainfall, previous-month run-off, evapotranspiration and relative humidity etc.) upon present-month run-off(dependent variable) may be determined by multiple regression analysis. Functions between independant and dependant variables should be treated repeatedly until satisfactory and optimal combination of independant variables can be obtained. Reliability of the estimated function should be tested according to the result of statistical criterion such as analysis of variance, coefficient of determination and significance-test of regression coefficients before first estimated multiple regression model in historical sequence is determined. But some error between observed and estimated run-off is still there. The error arises because the model used is an inadequate description of the system and because the data constituting the record represent only a sample from a population of monthly discharge observation, so that estimates of model parameter will be subject to sampling errors. Since this error which is a deviation from multiple regression plane cannot be explained by first estimated multiple regression equation, it can be considered as a random error governed by law of chance in nature. This unexplained variance by multiple regression equation can be solved by stochastic approach, that is, random error can be stochastically simulated by multiplying random normal variate to standard error of estimate. Finally hybrid model on estimation of monthly run-off in nonhistorical sequence can be determined by combining the determistic component of multiple regression equation and the stochastic component of random errors. Monthly run-off in Naju station in Yong-San river basin is estimated by multiple regression model and hybrid model. And some comparisons between observed and estimated run-off and between multiple regression model and already-existing estimation methods such as Gajiyama formula, tank model and Thomas-Fiering model are done. The results are as follows. (1) The optimal function to estimate monthly run-off in historical sequence is multiple linear regression equation in overall-month unit, that is; Qn=0.788Pn+0.130Qn-1-0.273En-0.1 About 85% of total variance of monthly runoff can be explained by multiple linear regression equation and its coefficient of determination (R2) is 0.843. This means we can estimate monthly runoff in historical sequence highly significantly with short data of observation by above mentioned equation. (2) The optimal function to estimate monthly runoff in nonhistorical sequence is hybrid model combined with multiple linear regression equation in overall-month unit and stochastic component, that is; Qn=0. 788Pn+0. l30Qn-1-0. 273En-0. 10+Sy.t The rest 15% of unexplained variance of monthly runoff can be explained by addition of stochastic process and a bit more reliable results of statistical characteristics of monthly runoff in non-historical sequence are derived. This estimated monthly runoff in non-historical sequence shows up the extraordinary value (maximum, minimum value) which is not appeared in the observed runoff as a random component. (3) "Frequency best fit coefficient" (R2f) of multiple linear regression equation is 0.847 which is the same value as Gaijyama's one. This implies that multiple linear regression equation and Gajiyama formula are theoretically rather reasonable functions.

  • PDF

Bayes Prediction Density in Linear Models

  • Kim, S.H.
    • Communications for Statistical Applications and Methods
    • /
    • v.8 no.3
    • /
    • pp.797-803
    • /
    • 2001
  • This paper obtained Bayes prediction density for the spatial linear model with non-informative prior. It showed the results that predictive inferences is completely unaffected by departures from the normality assumption in the direction of the elliptical family and the structure of prediction density is unchanged by more than one additional future observations.

  • PDF

A Causational Study for Urban 4-legged Signalized Intersections using Structural Equation Method (구조방정식을 이용한 도시부 4지 신호교차로의 사고원인 분석)

  • Oh, Jutaek;Lee, Sangkyu;Heo, Taeyoung;Hwang, Jeongwon
    • International Journal of Highway Engineering
    • /
    • v.14 no.6
    • /
    • pp.121-129
    • /
    • 2012
  • PURPOSES : Traffic accidents at intersections have been increased annually so that it is required to examine the causations to reduce the accidents. However, the current existing accident models were developed mainly with non-linear regression models such as Poisson methods. These non-linear regression methods lack to reveal complicated causations for traffic accidents, though they are right choices to study randomness and non-linearity of accidents. Therefore, to reveal the complicated causations of traffic accidents, this study used structural equation methods(SEM). METHODS : SEM used in this study is a statistical technique for estimating causal relations using a combination of statistical data and qualitative causal assumptions. SEM allow exploratory modeling, meaning they are suited to theory development. The method is tested against the obtained measurement data to determine how well the model fits the data. Among the strengths of SEM is the ability to construct latent variables: variables which are not measured directly, but are estimated in the model from several measured variables. This allows the modeler to explicitly capture the unreliability of measurement in the model, which allows the structural relations between latent variables to be accurately estimated. RESULTS : The study results showed that causal factors could be grouped into 3. Factor 1 includes traffic variables, and Factor 2 contains turning traffic variables. Factor 3 consists of other road element variables such as speed limits or signal cycles. CONCLUSIONS : Non-linear regression models can be used to develop accident predictions models. However, they lack to estimate causal factors, because they select only few significant variables to raise the accuracy of the model performance. Compared to the regressions, SEM has merits to estimate causal factors affecting accidents, because it allows the structural relations between latent variables. Therefore, this study used SEM to estimate causal factors affecting accident at urban signalized intersections.