• 제목/요약/키워드: nonparametric regression

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Nonparametic Kernel Regression model for Rating curve (수위-유량곡선을 위한 비매개 변수적 Kernel 회귀모형)

  • Moon, Young-Il;Cho, Sung-Jin;Chun, Si-Young
    • Journal of Korea Water Resources Association
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    • v.36 no.6
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    • pp.1025-1033
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    • 2003
  • In common with workers in hydrologic fields, scientists and engineers relate one variable to two or more other variables for purposes of predication, optimization, and control. Statistics methods have improved to establish such relationships. Regression, as it is called, is indeed the most commonly used statistics technique in hydrologic fields; relationship between the monitored variable stage and the corresponding discharges(rating curve). Regression methods expressed in the form of mathematical equations which has parameters, so called parametric methods. some times, the establishment of parameters is complicated and uncertain. Many non-parametric regression methods which have not parameters, have been proposed and studied. The most popular of these are kernel regression method. Kernel regression offer a way of estimation the regression function without the specification of a parametric model. This paper conducted comparisons of some bandwidth selection methods which are using the least squares and cross-validation.

MBRDR: R-package for response dimension reduction in multivariate regression

  • Heesung Ahn;Jae Keun Yoo
    • Communications for Statistical Applications and Methods
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    • v.31 no.2
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    • pp.179-189
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    • 2024
  • In multivariate regression with a high-dimensional response Y ∈ ℝr and a relatively low-dimensional predictor X ∈ ℝp (where r ≥ 2), the statistical analysis of such data presents significant challenges due to the exponential increase in the number of parameters as the dimension of the response grows. Most existing dimension reduction techniques primarily focus on reducing the dimension of the predictors (X), not the dimension of the response variable (Y). Yoo and Cook (2008) introduced a response dimension reduction method that preserves information about the conditional mean E(Y | X). Building upon this foundational work, Yoo (2018) proposed two semi-parametric methods, principal response reduction (PRR) and principal fitted response reduction (PFRR), then expanded these methods to unstructured principal fitted response reduction (UPFRR) (Yoo, 2019). This paper reviews these four response dimension reduction methodologies mentioned above. In addition, it introduces the implementation of the mbrdr package in R. The mbrdr is a unique tool in the R community, as it is specifically designed for response dimension reduction, setting it apart from existing dimension reduction packages that focus solely on predictors.

Predicting claim size in the auto insurance with relative error: a panel data approach (상대오차예측을 이용한 자동차 보험의 손해액 예측: 패널자료를 이용한 연구)

  • Park, Heungsun
    • The Korean Journal of Applied Statistics
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    • v.34 no.5
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    • pp.697-710
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    • 2021
  • Relative error prediction is preferred over ordinary prediction methods when relative/percentile errors are regarded as important, especially in econometrics, software engineering and government official statistics. The relative error prediction techniques have been developed in linear/nonlinear regression, nonparametric regression using kernel regression smoother, and stationary time series models. However, random effect models have not been used in relative error prediction. The purpose of this article is to extend relative error prediction to some of generalized linear mixed model (GLMM) with panel data, which is the random effect models based on gamma, lognormal, or inverse gaussian distribution. For better understanding, the real auto insurance data is used to predict the claim size, and the best predictor and the best relative error predictor are comparatively illustrated.

Intergenerational economic mobility in Korea using a quantile regression analysis (한국의 세대 간 경제적 이동성 - 분위수회귀분석을 중심으로 -)

  • Richey, Jeremiah;Jeong, Kiho
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.4
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    • pp.715-725
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    • 2014
  • This study uses a quantile regression analysis to investigate intergenerational economic mobility in Korea. The analysis is based on data from the 1st through 11th waves of the Korean Labor and Income Panel Study (KLIPS) conducted from 1998-2008. The household nature of the data allows us to link parents' incomes to children's incomes at different points in time. Using a quantile regression analysis instead of mean one reveals that the effect of fathers' earnings are different across the conditional distribution of sons' earnings, particularly being larger on the upper quantile than on the lower quantile. After controlling effect of sons' college education by including a dummy variable for the degree, however, the pattern among quantile effects for fathers' earnings is no longer clear. Instead a new pattern emerges that education has a much larger effect on the upper quantiles than on the lower ones. Using nonparametric estimates of conditional density curves based on the quantile regression results, we derive some interesting features in graphical forms, which are not obvious in numerical analysis.

On the Spatial Registration Considering Image Exposure Compensation (영상의 노출 보정을 고려한 공간 정합 알고리듬 연구)

  • Kim, Dong-Sik;Lee, Ki-Ryung
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.44 no.2 s.314
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    • pp.93-101
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    • 2007
  • To jointly optimize the spatial registration and the exposure compensation, an iterative registration algorithm, the Lucas-Kanade algorithm, is combined with an exposure compensation algorithm, which is based on the histogram transformation function. Based on a simple regression model, a nonparametric estimator, the empirical conditional mean, and its polynomial fitting are used as histogram transformation functions for the exposure compensation. Since the proposed algorithm is composed of separable optimization phases, the proposed algorithm is more advantageous than the joint approaches of Mann and Candocia in the aspect of implementation flexibility. The proposed algorithm performs a better registration for real images than the case of registration that does not consider the exposure difference.

The Information value-based document management technique using the Information Lifecycle Management Theory (정보주기관리 이론에 근거한 정보가치 기반문서 관리기법)

  • Im Ji-Hoon;Lee Chil-Gee;Lee Young-Joong
    • Journal of the Korea Society for Simulation
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    • v.14 no.4
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    • pp.19-30
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    • 2005
  • Due to explosive expansion in R & D efforts for advancement of technological predominance by Enterprises, the volume of technical information rapidly increases and emphasize on the valuation of this information has grown ever increasingly important. Therefore the requirement for systematic management and safeguard and accumulation of these intellectual properties of the Enterprise is in very high demand. A lot of effort and research has been carried out and many on going studies in progress to try to derive the optimum solution on how to manage information retention policy, processes, execution method, and hardware to execute the information with and etc. The intent of this thesis is to recommend a way for the Enterprise on how to evaluate the valuation of the data and to suggest the method on how to manage these intellectual properties by way of using Information Lifecycle Management theory which manages data according to the business valuation of the data. The decision on valuation of data and retention cycle is based on analytic method of a nonparametric regression, experimentation was carried out by applying to Enterprise Document Management System to present the suitable retention cycle according to the valuation and variety of attribute of data.

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Investigation of gene-gene interactions of clock genes for chronotype in a healthy Korean population

  • Park, Mira;Kim, Soon Ae;Shin, Jieun;Joo, Eun-Jeong
    • Genomics & Informatics
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    • v.18 no.4
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    • pp.38.1-38.9
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    • 2020
  • Chronotype is an important moderator of psychiatric illnesses, which seems to be controlled in some part by genetic factors. Clock genes are the most relevant genes for chronotype. In addition to the roles of individual genes, gene-gene interactions of clock genes substantially contribute to chronotype. We investigated genetic associations and gene-gene interactions of the clock genes BHLHB2, CLOCK, CSNK1E, NR1D1, PER1, PER2, PER3, and TIMELESS for chronotype in 1,293 healthy Korean individuals. Regression analysis was conducted to find associations between single nucleotide polymorphism (SNP) and chronotype. For gene-gene interaction analyses, the quantitative multifactor dimensionality reduction (QMDR) method, a nonparametric model-free method for quantitative phenotypes, were performed. No individual SNP or haplotype showed a significant association with chronotype by both regression analysis and single-locus model of QMDR. QMDR analysis identified NR1D1 rs2314339 and TIMELESS rs4630333 as the best SNP pairs among two-locus interaction models associated with chronotype (cross-validation consistency [CVC] = 8/10, p = 0.041). For the three-locus interaction model, the SNP combination of NR1D1 rs2314339, TIMELESS rs4630333, and PER3 rs228669 showed the best results (CVC = 4/10, p < 0.001). However, because the mean differences between genotype combinations were minor, the clinical roles of clock gene interactions are unlikely to be critical.

Analysis of Factors for Private Universities Educational Restitution Rate using Data Mining : Focusing on the Panel Fixed Effect Model and Non-parametric Regression Estimation (데이터 마이닝을 활용한 사립대학 교육비 환원요인 분석 : 패널 고정효과모형과 비모수회귀추정을 중심으로)

  • Chae, Dong Woo;Lee, Mun-Bum;Jung, Kun-Oh
    • Journal of Information Technology Applications and Management
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    • v.27 no.6
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    • pp.153-170
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    • 2020
  • The Educational Restitution Rate is an important parameter that determines the quality of university education. This paper analyzed data from 148 private universities over the 10 years from 2009 to 2018 using data mining techniques in Korea. A significant causal relationship is detected in the fixed effect model as a result of the panel estimation. And the scale of faculty expansion and fund management, which are the university evaluation indicators, and the size of basic funds, respectively, have a positive effect on the ERR, which is within the confidence interval. In the analysis, the more private universities improve the tuition dependence rate, the more decisively positive affecting ERR. As a result of nonparametric regression estimation, when the faculty expansion ratio is reinforced, the effect of economies of scale is detected in some sections, the improvement of the tuition dependence rate, and the result value is generated through the improvement that results are derived at a certain point in time. We hope that the university based on this study can be a basic Indicators for the diagnosis of basic competencies and policy of student-centered education.

Analysis of Daily Distress Symptoms: Threshold Estimation after Isolating the Distress Group (매일의 불편감 증상점수의 분석: 불편감 증후군의 탐색과 증상 변화추세의 검정)

  • Lee, Won-Nyung;Song, Hae-Hiang
    • The Korean Journal of Applied Statistics
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    • v.23 no.1
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    • pp.123-138
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    • 2010
  • After selecting a group of women with premenstrual syndrome based on daily distress scores of 28 days, one needs to estimate threshold for the change of symptoms, which would be useful for the clinician's diagnosis in hospitals. However, a test of whether a change has occurred has to precede the estimation of the threshold. In this paper, we apply parametric and nonparametric testing methods to an example data obtained from a group of women. Nonparametric method does not assume any distributional form of distress scores and parametric testing method is based on the normal distributions of linear regression lines. Therefore, the optimal situation of both methods would be different and we will assess it with a simulation study.

A comparison on coefficient estimation methods in single index models (단일지표모형에서 계수 추정방법의 비교)

  • Choi, Young-Woong;Kang, Kee-Hoon
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.6
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    • pp.1171-1180
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    • 2010
  • It is well known that the asymptotic convergence rates of nonparametric regression estimator gets worse as the dimension of covariates gets larger. One possible way to overcome this problem is reducing the dimension of covariates by using single index models. Two coefficient estimation methods in single index models are introduced. One is semiparametric least square estimation method, which tries to find approximate solution by using iterative computation. The other one is weighted average derivative estimation method, which is non-iterative method. Both of these methods offer the parametric convergence rate to normal distribution. However, practical comparison of these two methods has not been done yet. In this article, we compare these methods by examining the variances of estimators in various models.