• Industrial Engineering and Management Systems
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• v.14 no.3
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• pp.312-317
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• 2015

The dynamic system approach in time series has been used in many real problems. Based on Taken's embedding theorem, we can build the predictive function where input is the time delay coordinates vector which consists of the lagged values of the observed series and output is the future values of the observed series. Although the time delay coordinates vector from multivariate time series brings more information than the one from univariate time series, it can exhibit statistical redundancy which disturbs the performance of the prediction function. We apply dimension reduction techniques to solve this problem and analyze the effect of this approach for prediction. Our experiment uses delayed Lorenz series; least squares support vector regression approximates the predictive function. The result shows that linearly preserving projection improves the prediction performance.

• Proceedings of the Korea Concrete Institute Conference
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• 1998.04a
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• pp.347-352
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• 1998

The purpose of this paper is to present and establish a procedure to predict the prestress forces during the service life of the structure. The statistical approach of this procedure is using the in-situ measurement data of the post-tensioning system to develop a nonlinear regression analysis. The method of least squares is used to fit a certain function a set of data. Use of a nonlinear model is achieved by its logarithmic transformation and sunsequent use of linear-regression theory. The regression analysis result can be used to check the prestress force during the service life so that the remaining prestress force is equal to or exceeds the design requirement. Results from the measurement data of PSC box girder bridge structure were used to demonstrate the procedures.

• YAKHAK HOEJI
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• v.43 no.2
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• pp.160-168
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• 1999

The purpose of this study was to determine pharmacokinetic parameters of vancomycin using peak and trough plasma level (PTL) and Bayesian analysis in 20 Korean normal volunteers, 16 gastric cancer and 12 lymphoma patients and also using the compartment model dependent (nonlinear least squares regression: NLSR) and compartment model independent (Lagrange) analysis in 10 ovarian cancer patients. Nonparametric expected maximum (NPEM) algorithm for calculation of the population pharmacokinetic parameters was used, and these parameters were applied for clinical pharmacokinetic parameters by Bayesian analysis. Vancomycin was administered as dose of 1.0 g every 12 hrs for 3 days by IV infusion over 60 minutes in normal volunteers, gastric cancer and lymphoma patients. Population pharmacokinetic parameters, K and Vd in gastric cancer and lymphoma patients using NPEM algorithm were $0.158{\pm}0.014{\;}hr^{-1},{\;}0.630{\pm}0.043{\;}L/kg{\;}and{\;}0.131{\pm}0.0261{\;}hr^{-1},{\;}0.631{\pm}0.089{\;}L/kg$ respectively. The K and Vd in gastric cancer and lymphoma patients using Bayesian analysis were $0.151{\pm}0.027,{\;}0.126{\pm}0.056{\;}hr^{-1}{\;}and{\;}0.62{\pm}0.105,{\;}0.63{\pm}0.095{\;}L/kg$. The K and Vd in ovarian cancer patient using the NLSR and Lagrange analysis were $0.109{\pm}0.008,{\;}0.126{\pm}0.012{\;}hr^{-1}{\;}and{\;} 0.76{\pm}0.08,{\;}0.69{\pm}0.19{\;}L/kg$, respectively. It is necessary for effective dosage regimen of vancomycin in cancer patients to use these population parameters.

• Journal of Microbiology and Biotechnology
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• v.12 no.3
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• pp.377-381
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• 2002

Recently, interests to remove nitrogen in the nitritation process have increased because of its economical advantages, since it could be a short-cut process to save both oxygen for nitrification and carbon for denitrification compared to a typical nitrification. However, the kinetics related with the nitritation process has not yet been fully understood. Furthermore, many useful models which have been successfully used for wastewater treatment processes cannot be used to estimate effluent nitrite concentration for evaluating performance of the nitritation process, since the process rate equations and population of microorganisms for nitrogen removal in these models have been set up only for the condition of full nitrification. Therefore, the present study was conducted to estimate an effluent nitrite concentration in the nitritation process with a concept of enzymatic inhibition kinetics based on long-term laboratory experiments. Using a nonlinear least squares regression method, kinetic parameters were accurately determined. By setting up a process rate equation along with a mass balance equation of the nitrite-oxidizing step, an effluent nitrite concentration in the nitritation process was then successfully estimated.

• YAKHAK HOEJI
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• v.57 no.1
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• pp.32-36
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• 2013

The purpose of this study was to determine the influence of assay error for improved pharmacokinetic modeling and simulation of vancomycin on the Bayesian and nonlinear least squares regression analysis in 24 Korean gastric cancer patients. Vancomycin 1.0 g was administered intravenously over 1 hr every 12 hr. Three specimens were collected at 72 hr after the first dose from all patients at the following times, at 0.5 hr before regularly scheduled infusion, at 0.5 hr and 2 hr after the end of 1 hr infusion. Serum vancomycin levels were analyzed by fluorescence polarization immunoassay technique with TDX-FLX. The standard deviation (SD) of the assay over its working range had been determined at the serum vancomycin concentrations of 0, 20, 40, 60, 80 and $120{\mu}g/ml$ in quadruplicate. The polynomial equation of vancomycin assay error was found to be SD $({\mu}g/ml)=0.0224+0.0540C+0.00173C^2$ ($R^2=0.935$). There were differences in the influence of weight with vancomycin assay error on pharmacokinetic parameters of vancomycin using the nonlinear least squares regression analysis but there were no differences on the Bayesian analysis. This polynomial equation can be used to improve the precision of fitting of pharmacokinetic models to optimize the process of model simulation both for population and for individualized pharmacokinetic models. The result suggests the improvement of dosage regimens for the better and safer care of patients receiving vancomycin.

• The Korean Journal of Applied Statistics
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• v.31 no.1
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• pp.123-137
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• 2018

A nonlinear mixed effects model is mainly used to analyze repeated measurement data in various fields. A nonlinear mixed effects model consists of two stages: the first-stage individual-level model considers intra-individual variation and the second-stage population model considers inter-individual variation. The individual-level model, which is the first stage of the nonlinear mixed effects model, estimates the parameters of the nonlinear regression model. It is the same as the general nonlinear regression model, and usually estimates parameters using the least squares estimation method. However, the least squares estimation method may have a problem that the estimated value of the parameters and standard errors become extremely large if the assumed nonlinear function is not explicitly revealed by the data. In this paper, a new estimation method is proposed to solve this problem by introducing the ridge regression method recently proposed in the nonlinear regression model into the first-stage individual-level model of the nonlinear mixed effects model. The performance of the proposed estimator is compared with the performance with the standard estimator through a simulation study. The proposed methodology is also illustrated using quantitative high throughput screening data obtained from the US National Toxicology Program.

• Smart Structures and Systems
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• v.16 no.1
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• pp.163-181
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• 2015

This research investigates the structural health monitoring of nonlinear structures after a major seismic event. It considers the identification of flag-shaped or pinched hysteresis behavior in response to structures as a more general case of a normal hysteresis curve without pinching. The method is based on the overall least squares methods and the log likelihood ratio test. In particular, the structural response is divided into different loading and unloading sub-half cycles. The overall least squares analysis is first implemented to obtain the minimum residual mean square estimates of structural parameters for each sub-half cycle with the number of segments assumed. The log likelihood ratio test is used to assess the likelihood of these nonlinear segments being true representations in the presence of noise and model error. The resulting regression coefficients for identified segmented regression models are finally used to obtain stiffness, yielding deformation and energy dissipation parameters. The performance of the method is illustrated using a single degree of freedom system and a suite of 20 earthquake records. RMS noise of 5%, 10%, 15% and 20% is added to the response data to assess the robustness of the identification routine. The proposed method is computationally efficient and accurate in identifying the damage parameters within 10% average of the known values even with 20% added noise. The method requires no user input and could thus be automated and performed in real-time for each sub-half cycle, with results available effectively immediately after an event as well as during an event, if required.

• Proceedings of the Korean Statistical Society Conference
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• 2004.11a
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• pp.67-72
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• 2004

Support vector machine (SVM) has been very successful in pattern recognition and function estimation problems for crisp data. This paper proposes a new method to evaluate interval linear and nonlinear regression models combining the possibility and necessity estimation formulation with the principle of SVM. For data sets with crisp inputs and interval outputs, the possibility and necessity models have been recently utilized, which are based on quadratic programming approach giving more diverse spread coefficients than a linear programming one. SVM also uses quadratic programming approach whose another advantage in interval regression analysis is to be able to integrate both the property of central tendency in least squares and the possibilistic property In fuzzy regression. However this is not a computationally expensive way. SVM allows us to perform interval nonlinear regression analysis by constructing an interval linear regression function in a high dimensional feature space. In particular, SVM is a very attractive approach to model nonlinear interval data. The proposed algorithm here is model-free method in the sense that we do not have to assume the underlying model function for interval nonlinear regression model with crisp inputs and interval output. Experimental results are then presented which indicate the performance of this algorithm.

• Journal of the Korean Data and Information Science Society
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• v.23 no.4
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• pp.739-748
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• 2012

In this paper we propose a mixed effects least squares support vector machine (LS-SVM) for the censored data which are observed from different groups. We use weights by which the randomly right censoring is taken into account in the nonlinear regression. The weights are formed with Kaplan-Meier estimates of censoring distribution. In the proposed model a random effects term representing inter-group variation is included. Furthermore generalized cross validation function is proposed for the selection of the optimal values of hyper-parameters. Experimental results are then presented which indicate the performance of the proposed LS-SVM by comparing with a standard LS-SVM for the censored data.

• Korean Journal of Fisheries and Aquatic Sciences
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• v.35 no.3
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• pp.216-222
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• 2002

Autocorrelation in time series data can affect statistical inference in correlation or regression analyses. To improve a regression model from which the residuals are autocorrelated, Yule-Walker method, nonlinear least squares estimation, maximum likelihood method and 'prewhitening' method have been used to estimate the parameters in a regression equation. This study reviewed on the estimation methods of preventing spurious correlation in the presence of autocorrelation and applied the former three methods, Yule-Walker, nonlinear least squares and maximum likelihood method, to a 20-year real data set. Monte carlo simulation was used to compare the three parameter estimation methods. However, the simulation results showed that the mean squared error distributions from the three methods simulated do not differ significantly.