• Title/Summary/Keyword: nonlinear regression analysis

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LINEARIZED MODELLING TECHNIQUES

  • Chang, Young-Woo;Lee, Kyong-Ho
    • Journal of the Chungcheong Mathematical Society
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    • v.8 no.1
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    • pp.1-10
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    • 1995
  • For analyzing systems of multi-variate nonlinear equations, the linearized modelling techniques are elaborated. The technique applies Newton-Raphson iteration, partial differentiation and matrix operation providing solvable solutions to complicated problems. Practical application examples are given in; determining the zero point of functions, determining maximum (or minimum) point of functions, nonlinear regression analysis, and solving complex co-efficient polynomials. Merits and demerits of linearized modelling techniques are also discussed.

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QR DECOMPOSITION IN NONLINEAR EXPERIMENTAL DESIGN

  • Oh, Im-Geol
    • The Pure and Applied Mathematics
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    • v.2 no.2
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    • pp.133-140
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    • 1995
  • The D-optimal design criterion for precise parameter estimation in nonlinear regression analysis is called the determinant criterion because the determinant of a matrix is to be maximized. In this thesis, we derive the gradient and the Hessian of the determinant criterion, and apply a QR decomposition for their efficient computations. We also propose an approximate form of the Hessian matrix which can be calculated from the first derivative of a model function with respect to the design variables. These equations can be used in a Gauss-Newton type iteration procedure.

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Optimal intensity measures for probabilistic seismic demand models of RC high-rise buildings

  • Pejovic, Jelena R.;Serdar, Nina N.;Pejovic, Radenko R.
    • Earthquakes and Structures
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    • v.13 no.3
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    • pp.221-230
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    • 2017
  • One of the important phases of probabilistic performance-based methodology is establishing appropriate probabilistic seismic demand models (PSDMs). These demand models relate ground motion intensity measures (IMs) to demand measures (DMs). The objective of this paper is selection of the optimal IMs in probabilistic seismic demand analysis (PSDA) of the RC high-rise buildings. In selection process features such as: efficiency, practically, proficiency and sufficiency are considered. RC high-rise buildings with core wall structural system are selected as a case study building class with the three characteristic heights: 20-storey, 30-storey and 40-storey. In order to determine the most optimal IMs, 720 nonlinear time-history analyses are conducted for 60 ground motion records with a wide range of magnitudes and distances to source, and for various soil types, thus taking into account uncertainties during ground motion selection. The non-linear 3D models of the case study buildings are constructed. A detailed regression analysis and statistical processing of results are performed and appropriate PSDMs for the RC high-rise building are derived. Analyzing a large number of results it are adopted conclusions on the optimality of individual ground motion IMs for the RC high-rise building.

A Reliability Prediction Method for Weapon Systems using Support Vector Regression (지지벡터회귀분석을 이용한 무기체계 신뢰도 예측기법)

  • Na, Il-Yong
    • Journal of the Korea Institute of Military Science and Technology
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    • v.16 no.5
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    • pp.675-682
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    • 2013
  • Reliability analysis and prediction of next failure time is critical to sustain weapon systems, concerning scheduled maintenance, spare parts replacement and maintenance interventions, etc. Since 1981, many methodology derived from various probabilistic and statistical theories has been suggested to do that activity. Nowadays, many A.I. tools have been used to support these predictions. Support Vector Regression(SVR) is a nonlinear regression technique extended from support vector machine. SVR can fit data flexibly and it has a wide variety of applications. This paper utilizes SVM and SVR with combining time series to predict the next failure time based on historical failure data. A numerical case using failure data from the military equipment is presented to demonstrate the performance of the proposed approach. Finally, the proposed approach is proved meaningful to predict next failure point and to estimate instantaneous failure rate and MTBF.

A comparison of Multilayer Perceptron with Logistic Regression for the Risk Factor Analysis of Type 2 Diabetes Mellitus (제2형 당뇨병의 위험인자 분석을 위한 다층 퍼셉트론과 로지스틱 회귀 모델의 비교)

  • 서혜숙;최진욱;이홍규
    • Journal of Biomedical Engineering Research
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    • v.22 no.4
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    • pp.369-375
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    • 2001
  • The statistical regression model is one of the most frequently used clinical analysis methods. It has basic assumption of linearity, additivity and normal distribution of data. However, most of biological data in medical field are nonlinear and unevenly distributed. To overcome the discrepancy between the basic assumption of statistical model and actual biological data, we propose a new analytical method based on artificial neural network. The newly developed multilayer perceptron(MLP) is trained with 120 data set (60 normal, 60 patient). On applying test data, it shows the discrimination power of 0.76. The diabetic risk factors were also identified from the MLP neural network model and the logistic regression model. The signigicant risk factors identified by MLP model were post prandial glucose level(PP2), sex(male), fasting blood sugar(FBS) level, age, SBP, AC and WHR. Those from the regression model are sex(male), PP2, age and FBS. The combined risk factors can be identified using the MLP model. Those are total cholesterol and body weight, which is consistent with the result of other clinical studies. From this experiment we have learned that MLP can be applied to the combined risk factor analysis of biological data which can not be provided by the conventional statistical method.

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Estimation of Ultimate Bearing Capacity of Gravel Compaction Piles Using Nonlinear Regression Analysis (비선형 회귀분석을 이용한 쇄석다짐말뚝의 극한지지력 예측)

  • Park, Joon Mo;Han, Yong Bae;Jang, Yeon Soo
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.25 no.2
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    • pp.112-121
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    • 2013
  • The calibration of resistance factor in reliability theory for limit state design of gravel compaction piles (GCP) requires a reliable estimate of ultimate bearing capacity. The static load test is commonly used in geotechnical engineering practice to predict the ultimate bearing capacity. Many graphical methods are specified in the design standard to define the ultimate bearing capacity based on the load-settlement curve. However, it has some disadvantages to ensure reliability to obtain an uniform ultimate load depend on engineering judgement. In this study, a well-fitting nonlinear regression model is proposed to estimate the ultimate bearing capacity, for which a nonlinear regression analysis is applied to estimate the ultimate bearing capacity of GCP and the results are compared with those calculated using previous graphical method. Affect the resistance factor of the estimate method were analyzed. To provide a database in the development of limit state design, the load test conditions for predicting the ultimate bearing capacity from static load test are examined.

Probabilistic distribution of displacement response of frictionally damped structures excited by seismic loads

  • Lee, S.H.;Youn, K.J.;Min, K.W.;Park, J.H.
    • Smart Structures and Systems
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    • v.6 no.4
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    • pp.363-372
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    • 2010
  • Accurate peak response estimation of a seismically excited structure with frictional damping system (FDS) is very difficult since the structure with FDS shows nonlinear behavior dependent on the structural period, loading characteristics, and relative magnitude between the frictional force and the excitation load. Previous studies have estimated the peak response of the structure with FDS by replacing a nonlinear system with an equivalent linear one or by employing the response spectrum obtained based on nonlinear time history and statistical analysis. In case that earthquake excitation is defined probabilistically, corresponding response of the structure with FDS becomes to have probabilistic distribution. In this study, nonlinear time history analyses were performed for the structure with FDS subjected to artificial earthquake excitation generated using Kanai-Tajimi filter. An equation for the probability density function (PDF) of the displacement response is proposed by adapting the PDF of the normal distribution. Coefficients of the proposed PDF are obtained by regression of the statistical distribution of the time history responses. Finally, the correlation between the resulting PDFs and statistical response distribution is investigated.

Wage Determinants Analysis by Quantile Regression Tree

  • Chang, Young-Jae
    • Communications for Statistical Applications and Methods
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    • v.19 no.2
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    • pp.293-301
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    • 2012
  • Quantile regression proposed by Koenker and Bassett (1978) is a statistical technique that estimates conditional quantiles. The advantage of using quantile regression is the robustness in response to large outliers compared to ordinary least squares(OLS) regression. A regression tree approach has been applied to OLS problems to fit flexible models. Loh (2002) proposed the GUIDE algorithm that has a negligible selection bias and relatively low computational cost. Quantile regression can be regarded as an analogue of OLS, therefore it can also be applied to GUIDE regression tree method. Chaudhuri and Loh (2002) proposed a nonparametric quantile regression method that blends key features of piecewise polynomial quantile regression and tree-structured regression based on adaptive recursive partitioning. Lee and Lee (2006) investigated wage determinants in the Korean labor market using the Korean Labor and Income Panel Study(KLIPS). Following Lee and Lee, we fit three kinds of quantile regression tree models to KLIPS data with respect to the quantiles, 0.05, 0.2, 0.5, 0.8, and 0.95. Among the three models, multiple linear piecewise quantile regression model forms the shortest tree structure, while the piecewise constant quantile regression model has a deeper tree structure with more terminal nodes in general. Age, gender, marriage status, and education seem to be the determinants of the wage level throughout the quantiles; in addition, education experience appears as the important determinant of the wage level in the highly paid group.

Development of Empirical Equation for Prediction of Minimal Track Buckling Strength (곡선부 궤도의 최소좌굴강도 추정식의 개발)

  • Yang, Sin-Chu;Kim, Eun;Lee, Jee-Ha;Shin, Jung-Ryul
    • Proceedings of the KSR Conference
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    • 2001.10a
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    • pp.475-480
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    • 2001
  • In this study, a empirical equation which can be feasibly used to evaluate minimal track buckling strength without exact numerical analysis is presented. Parameter studies we carried out to investigate the effects of the individual factor on buckling strength. In order to simulate track buckling in the field as precisely as possible, a rigorous buckling model which accounts for all the important parameters is adopted. A empirical equation for prediction of minimal track buckling strength is derived by taking nonlinear regression of data which are obtained from numerical analyses. Its characteristics and applicability are investigated by comparing the results by the presented equation with the one by the equation which was presented in japan, and is frequently using in korea when designing track structure.

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Optimal Design of Shock Absorber using High Speed Stability (고속 안정성을 고려한 쇽업소버 최적 설계)

  • 이광기;모종운;양욱진
    • Transactions of the Korean Society of Automotive Engineers
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    • v.6 no.4
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    • pp.1-8
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    • 1998
  • In order to solve the conflict problem between the ride comfort and the road holding, the optimal design of shock absorber that minimizes the r.m.s. of sprung mass vertical acceleration and pitch rate with the understeer characteristics constraints in the high speed stability is proposed. The design of experiments and the nonlinear optimization algorithm are used together to obtain the optimal design of shock absorber. The second order regression models of the input variables(front and rear damping coefficients) and the output variables (ride comfort index and road holding one) are obtained by the central composite design in the design of experiments. Then the optimal design of shock absorber can be systematically adjusted with applying the nonlinear optimization algorithm to the obtained second order regression model. The frequency response analysis of sprung mass acceleration and pitch rate shows the effectiveness of the proposed optimal design of shock absorber in the sprung mass resonance range with the understeer characteristics constraints.

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