• Title/Summary/Keyword: parametric regression

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Continuous Speech Recognition based on Parmetric Trajectory Segmental HMM (모수적 궤적 기반의 분절 HMM을 이용한 연속 음성 인식)

  • 윤영선;오영환
    • The Journal of the Acoustical Society of Korea
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    • v.19 no.3
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    • pp.35-44
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    • 2000
  • In this paper, we propose a new trajectory model for characterizing segmental features and their interaction based upon a general framework of hidden Markov models. Each segment, a sequence of vectors, is represented by a trajectory of observed sequences. This trajectory is obtained by applying a new design matrix which includes transitional information on contiguous frames, and is characterized as a polynomial regression function. To apply the trajectory to the segmental HMM, the frame features are replaced with the trajectory of a given segment. We also propose the likelihood of a given segment and the estimation of trajectory parameters. The obervation probability of a given segment is represented as the relation between the segment likelihood and the estimation error of the trajectories. The estimation error of a trajectory is considered as the weight of the likelihood of a given segment in a state. This weight represents the probability of how well the corresponding trajectory characterize the segment. The proposed model can be regarded as a generalization of a conventional HMM and a parametric trajectory model. The experimental results are reported on the TIMIT corpus and performance is show to improve significantly over that of the conventional HMM.

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Multivariate adaptive regression spline applied to friction capacity of driven piles in clay

  • Samui, Pijush
    • Geomechanics and Engineering
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    • v.3 no.4
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    • pp.285-290
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    • 2011
  • This article employs Multivariate Adaptive Regression Spline (MARS) for determination of friction capacity of driven piles in clay. MARS is non-parametric adaptive regression procedure. Pile length, pile diameter, effective vertical stress, and undrained shear strength are considered as input of MARS and the output of MARS is friction capacity. The developed MARS gives an equation for determination of $f_s$ of driven piles in clay. The results of the developed MARS have been compared with the Artificial Neural Network. This study shows that the developed MARS is a robust model for prediction of $f_s$ of driven piles in clay.

Energy Regression Analysis for Economic Evaluation of Cooling Plants (냉방열원의 경제성 평가를 위한 건물에너지 회귀식 산출)

  • 김영섭;김강수
    • Korean Journal of Air-Conditioning and Refrigeration Engineering
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    • v.14 no.5
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    • pp.377-384
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    • 2002
  • For economic evaluation of cooling plant equipments, it is necessary to simplify energy Prediction method, which should includes efficiency corrected by part-load ratio. This study proposed simplified method with regression equations of time-average partial loads and refrigerator capacity. DOE-2 Program was used to carry out a parametric study of twelve design variables. Five input variables were considered to be significant and were used in the regression equations. To test accuracy of simplified method, calculated results were compared with DOE-2 simulated results. Test result showes a good agreement with the simulation result with an error of 5.9∼7.6%. It is expected that this method can be used as an easy prediction tool for comparing energy use of different cooling plants during the early design stage.

Multivariate adaptive regression splines model for reliability assessment of serviceability limit state of twin caverns

  • Zhang, Wengang;Goh, Anthony T.C.
    • Geomechanics and Engineering
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    • v.7 no.4
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    • pp.431-458
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    • 2014
  • Construction of a new cavern close to an existing cavern will result in a modification of the state of stresses in a zone around the existing cavern as interaction between the twin caverns takes place. Extensive plane strain finite difference analyses were carried out to examine the deformations induced by excavation of underground twin caverns. From the numerical results, a fairly simple nonparametric regression algorithm known as multivariate adaptive regression splines (MARS) has been used to relate the maximum key point displacement and the percent strain to various parameters including the rock quality, the cavern geometry and the in situ stress. Probabilistic assessments on the serviceability limit state of twin caverns can be performed using the First-order reliability spreadsheet method (FORM) based on the built MARS model. Parametric studies indicate that the probability of failure $P_f$ increases as the coefficient of variation of Q increases, and $P_f$ decreases with the widening of the pillar.

Generalized nonlinear percentile regression using asymmetric maximum likelihood estimation

  • Lee, Juhee;Kim, Young Min
    • Communications for Statistical Applications and Methods
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    • v.28 no.6
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    • pp.627-641
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    • 2021
  • An asymmetric least squares estimation method has been employed to estimate linear models for percentile regression. An asymmetric maximum likelihood estimation (AMLE) has been developed for the estimation of Poisson percentile linear models. In this study, we propose generalized nonlinear percentile regression using the AMLE, and the use of the parametric bootstrap method to obtain confidence intervals for the estimates of parameters of interest and smoothing functions of estimates. We consider three conditional distributions of response variables given covariates such as normal, exponential, and Poisson for three mean functions with one linear and two nonlinear models in the simulation studies. The proposed method provides reasonable estimates and confidence interval estimates of parameters, and comparable Monte Carlo asymptotic performance along with the sample size and quantiles. We illustrate applications of the proposed method using real-life data from chemical and radiation epidemiological studies.

A comparison study on regression with stationary nonparametric autoregressive errors (정상 비모수 자기상관 오차항을 갖는 회귀분석에 대한 비교 연구)

  • Yu, Kyusang
    • The Korean Journal of Applied Statistics
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    • v.29 no.1
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    • pp.157-169
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    • 2016
  • We compare four methods to estimate a regression coefficient under linear regression models with serially correlated errors. We assume that regression errors are generated with nonlinear autoregressive models. The four methods are: ordinary least square estimator, general least square estimator, parametric regression error correction method, and nonparametric regression error correction method. We also discuss some properties of nonlinear autoregressive models by presenting numerical studies with typical examples. Our numerical study suggests that no method dominates; however, the nonparametric regression error correction method works quite well.

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.

Conceptual Cost Estimation Model Using by a Parametric Method for High-speed Railroad (매개변수기법을 이용한 고속철도 노반공사의 개략공사비 예측모델)

  • Lee, Young Joo;Jang, Seong Yong
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.31 no.4D
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    • pp.595-601
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    • 2011
  • There is currently applied to the unit cost per a distance (KRW/km) for estimating the conceptual cost of civil work on basic planning stage of high speed railroad. This unit cost is an arithmetic average value based on historical data, which could be in big error. It also is difficult to explain the deficiency comparing the estimated cost derived from next basic design stage. This study provides the conceptual estimation model using by the parametric method and regression analysis. Independent variables are the distance and the geological materials (earth, weathered rock, soft-rock, hard-rock), extracting from the actual data to 36 contracts. The deviation between the unit costs estimated using the developed model and the actual cost data is presented in the range from -0.4% to +31%. This range is acceptable compared the typical range "-30% to + 50%". This model will improve the accuracy of existing method and be expected to contribute to effective total cost management and the economic aspects, reduce the financial expenditure.

Price Determinant Factors of Artworks and Prediction Model Based on Machine Learning (작품 가격 추정을 위한 기계 학습 기법의 응용 및 가격 결정 요인 분석)

  • Jang, Dongryul;Park, Minjae
    • Journal of Korean Society for Quality Management
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    • v.47 no.4
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    • pp.687-700
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    • 2019
  • Purpose: The purpose of this study is to investigate the interaction effects between price determinants of artworks. We expand the methodology in art market by applying machine learning techniques to estimate the price of artworks and compare linear regression and machine learning in terms of prediction accuracy. Methods: Moderated regression analysis was performed to verify the interaction effects of artistic characteristics on price. The moderating effects were studied by confirming the significance level of the interaction terms of the derived regression equation. In order to derive price estimation model, we use multiple linear regression analysis, which is a parametric statistical technique, and k-nearest neighbor (kNN) regression, which is a nonparametric statistical technique in machine learning methods. Results: Mostly, the influences of the price determinants of art are different according to the auction types and the artist 's reputation. However, the auction type did not control the influence of the genre of the work on the price. As a result of the analysis, the kNN regression was superior to the linear regression analysis based on the prediction accuracy. Conclusion: It provides a theoretical basis for the complexity that exists between pricing determinant factors of artworks. In addition, the nonparametric models and machine learning techniques as well as existing parameter models are implemented to estimate the artworks' price.

Selection of bandwidth for local linear composite quantile regression smoothing (국소 선형 복합 분위수 회귀에서의 평활계수 선택)

  • Jhun, Myoungshic;Kang, Jongkyeong;Bang, Sungwan
    • The Korean Journal of Applied Statistics
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    • v.30 no.5
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    • pp.733-745
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    • 2017
  • Local composite quantile regression is a useful non-parametric regression method widely used for its high efficiency. Data smoothing methods using kernel are typically used in the estimation process with performances that rely largely on the smoothing parameter rather than the kernel. However, $L_2$-norm is generally used as criterion to estimate the performance of the regression function. In addition, many studies have been conducted on the selection of smoothing parameters that minimize mean square error (MSE) or mean integrated square error (MISE). In this paper, we explored the optimality of selecting smoothing parameters that determine the performance of non-parametric regression models using local linear composite quantile regression. As evaluation criteria for the choice of smoothing parameter, we used mean absolute error (MAE) and mean integrated absolute error (MIAE), which have not been researched extensively due to mathematical difficulties. We proved the uniqueness of the optimal smoothing parameter based on MAE and MIAE. Furthermore, we compared the optimal smoothing parameter based on the proposed criteria (MAE and MIAE) with existing criteria (MSE and MISE). In this process, the properties of the proposed method were investigated through simulation studies in various situations.