• 제목/요약/키워드: nonlinear regression analysis

검색결과 365건 처리시간 0.031초

LINEARIZED MODELLING TECHNIQUES

  • Chang, Young-Woo;Lee, Kyong-Ho
    • 충청수학회지
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    • 제8권1호
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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
    • 한국수학교육학회지시리즈B:순수및응용수학
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    • 제2권2호
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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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    • 제13권3호
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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.

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

  • 나일용
    • 한국군사과학기술학회지
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    • 제16권5호
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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.

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

  • 서혜숙;최진욱;이홍규
    • 대한의용생체공학회:의공학회지
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    • 제22권4호
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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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비선형 회귀분석을 이용한 쇄석다짐말뚝의 극한지지력 예측 (Estimation of Ultimate Bearing Capacity of Gravel Compaction Piles Using Nonlinear Regression Analysis)

  • 박준모;한용배;장연수
    • 한국해안·해양공학회논문집
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    • 제25권2호
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    • pp.112-121
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    • 2013
  • 쇄석다짐말뚝의 한계상태설계법에서 신뢰성이론에 기반한 저항계수를 보정하기 위해서는 신뢰도 높은 극한지지력의 평가가 요구되고 있으며, 실무에서는 극한지지력을 예측하기 위하여 주로 정재하시험을 이용하고 있다. 정재하시험의 하중-침하량 곡선을 여러 도해법 등을 이용하여 극한지지력을 예측하는 평가법들이 설계기준에 제시되어 있으나, 기술자의 판단에 따라 극한하중이 일정하게 산정되지 못함으로써 신뢰성을 확보하기 어려운 단점이 있었다. 본 연구에서는 쇄석다짐말뚝의 정재하시험 결과를 비선형 회귀분석을 이용하여 극한지지력을 예측하고, 기존의 극한지지력 판정법과 비교함으로써 실제 극한지지력을 예측하는데 적합한 비선형 회귀모형을 제안하였다. 또한 극한지지력 판정법이 저항편향계수에 미치는 영향을 분석하고, 한계상태설계법을 위한 데이터베이스 축적을 목적으로 정재하시험을 계획하는데 필요한 시험조건을 검토하였다.

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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    • 제6권4호
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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.

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

  • 양신추;김은;이지하;신정렬
    • 한국철도학회:학술대회논문집
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    • 한국철도학회 2001년도 추계학술대회 논문집
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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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고속 안정성을 고려한 쇽업소버 최적 설계 (Optimal Design of Shock Absorber using High Speed Stability)

  • 이광기;모종운;양욱진
    • 한국자동차공학회논문집
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    • 제6권4호
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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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Wage Determinants Analysis by Quantile Regression Tree

  • Chang, Young-Jae
    • Communications for Statistical Applications and Methods
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    • 제19권2호
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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.