• 한국데이터정보과학회:학술대회논문집
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• 한국데이터정보과학회 2005년도 추계학술대회
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• pp.161-169
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• 2005

In this paper we propose a fuzzy c-regression model based on weighted least squares support vector machine(LS-SVM), which can be used to detect outliers in the switching regression model while preserving simultaneous yielding the estimates of outputs together with a fuzzy c-partitions of data. It can be applied to the nonlinear regression which does not have an explicit form of the regression function. We illustrate the new algorithm with examples which indicate how it can be used to detect outliers and fit the mixed data to the nonlinear regression models.

• 한국시뮬레이션학회논문지
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• 제2권1호
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• pp.125-133
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• 1993

A statistical method is described for estimation of the unknown constants in a theory using both of the computer simulation data and the real experimental data, The best linear unbiased predictor based on a spatial linear model is fitted from the computer simulation data alone. Then nonlinear least squares estimation method is applied to the real experimental data using the fitted prediction model as if it were the true simulation model. An application to the computational nuclear fusion devices is presented, where the nonlinear least squares estimates of four transport coefficients of the theoretical nuclear fusion model are obtained.

• 한국시뮬레이션학회:학술대회논문집
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• 한국시뮬레이션학회 1992년도 제2회 정기총회 및 추계학술 발표회 발표논문 초록
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• pp.6-6
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• 1992

This work deals with nonlinear least squares method for estimating unknown universial constants C in a computer simulation code real experimental data(or database) and computer simulation data. The best linear unbiased predictor based on a spatial statistical model is fitted from the computer simulation data. Then nonlinear least squares estimation method is applied to the real data using the fitted prediction model(or simulation predictor) as if it were the true simulation model. An application to the computational nuclear fusion device is presented.

• 대한전기학회논문지:시스템및제어부문D
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• 제53권12호
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• pp.793-798
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• 2004

In this paper, the problem of adaptively identifying time-varying nonlinear systems is considered. For that purpose, the discrete time-varying Volterra series is employed as a system model, and the filtered weighted least squares (FWLS) algorithm, developed for adaptive identification of linear time-varying systems, is utilized for the adaptive identification of time-varying quadratic Volterra systems. To demonstrate the performance of the proposed approach, some simulation results are provided. Note that the FWLS algorithm, decomposing the conventional weighted basis function (WBF) algorithm into a cascade of two (i.e., estimation and filtering) procedures, leads to fast parameter tracking with low computational burden, and the proposed approach can be easily extended to the adaptive identification of time-varying higher-order Volterra systems.

• 제어로봇시스템학회논문지
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• 제21권12호
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• pp.1173-1177
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• 2015

This paper deals with estimating the acid concentration of pickling process using the Volterra inputs. To estimate the acid concentration, the whole pickling process is represented by the grey box model consists of the white box dealing with known system and the black box dealing with unknown system. Because there is a possibility of nonlinear term in the unknown system, the Volterra series are used to estimate the acid concentration. For the white box modeling, the acid tank solution level and concentration equations are used, and for the black box modeling, the acid concentration is estimated using the Volterra Least Mean Squares (LMS) algorithm and Least Squares (LS) algorithm. The LMS algorithm has the advantage of the simple structure and the low computation, and the LS algorithm has the advantage of lowest error. The simulation results compared to the measured data are included.

• 대한수학회논문집
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• 제20권1호
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• pp.145-159
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• 2005

In this paper we consider the problem of testing statistical hypotheses for unknown parameters in nonlinear regression models and propose three asymptotically equivalent tests based on regression quantiles estimators, which are Wald test, Lagrange Multiplier test and Likelihood Ratio test. We also derive the asymptotic distributions of the three test statistics both under the null hypotheses and under a sequence of local alternatives and verify that the asymptotic relative efficiency of the proposed test statistics with classical test based on least squares depends on the error distributions of the regression models. We give some examples to illustrate that the test based on the regression quantiles estimators performs better than the test based on the least squares estimators of the least absolute deviation estimators when the disturbance has asymmetric and heavy-tailed distribution.

• Journal of the Korean Data and Information Science Society
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• 제21권5호
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• pp.831-839
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• 2010

최소제곱 서포트벡터기계는 비선형회귀분석과 분류에 널리 쓰이는 커널기법이다. 본 논문에서는 금융시계열자료의 평균 및 변동성을 추정하기 위하여 평균의 추정 방법으로는 가중최소제곱 서포트벡터기계, 변동성의 추정 방법으로는 최소제곱 서포트벡터기계를 사용하는 비선형 평균 일반화 이분산 자기회귀모형을 제안한다. 제안된 모형은 선형 일반화 이분산 자기회귀모형 및 선형 평균 일반화 이분산 자기회귀모형보다 더 나은 추정 능력을 가진다는 것을 실제자료의 추정을 통하여 보였다.

• 한국시뮬레이션학회논문지
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• 제9권3호
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• pp.43-51
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• 2000

In regression model, we estimate the unknown parameters by using various methods. There are the least squares method which is the most general, the least absolute deviation method, the regression quantile method and the asymmetric least squares method. In this paper, we will compare each others with two cases: firstly the theoretical comparison in the asymptotic sense and then the practical comparison using Monte Carlo simulation for a small sample size.

• 한국지능시스템학회논문지
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• 제13권5호
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• pp.571-575
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• 2003

In this paper, we describe a method for fuzzy polynomial regression analysis for fuzzy input--output data using shape preserving operations for least-squares fitting. Shape preserving operations simplifies the computation of fuzzy arithmetic operations. We derive the solution using mixed nonlinear program.

• 한국시뮬레이션학회:학술대회논문집
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• 한국시뮬레이션학회 2000년도 추계학술대회 논문집
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• pp.6-10
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• 2000

In regression model we estimate the unknown parameters using various methods. There are the least squares method which is the most general, the least absolute deviation, the regression quantile and the asymmetric least squares method. In this paper, we will compare each others with two case: to begin with the theoretical comparison in the asymptotic sense, and then the practical comparison using Monte Carlo simulation for a small sample size.