• 제목/요약/키워드: piecewise linear regression

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Tree-Structured Nonlinear Regression

  • Chang, Young-Jae;Kim, Hyeon-Soo
    • 응용통계연구
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    • 제24권5호
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    • pp.759-768
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    • 2011
  • Tree algorithms have been widely developed for regression problems. One of the good features of a regression tree is the flexibility of fitting because it can correctly capture the nonlinearity of data well. Especially, data with sudden structural breaks such as the price of oil and exchange rates could be fitted well with a simple mixture of a few piecewise linear regression models. Now that split points are determined by chi-squared statistics related with residuals from fitting piecewise linear models and the split variable is chosen by an objective criterion, we can get a quite reasonable fitting result which goes in line with the visual interpretation of data. The piecewise linear regression by a regression tree can be used as a good fitting method, and can be applied to a dataset with much fluctuation.

식물병(植物病) 진전(進展)의 한 유연적(柔軟的)인 통계적(統計的) 생장(生長) 모델 (A Flexible Statistical Growth Model for Describing Plant Disease Progress)

  • 김충회
    • 한국응용곤충학회지
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    • 제26권1호
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    • pp.31-36
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    • 1987
  • 식물병(植物病) 진전곡선(進展曲線)을 간편하고 융통성있게 기술하는 절편(切片) 1차(次) 회귀(回歸)모델이 본(本) 연구(硏究)에서 제안(提案)되었다. 이 모델은 병진전상황(病進展狀況)을 그 진전형태(進展形態)에 따라 소수(少數)의 1차(次) 회귀식(回歸式)으로 나누고 지표변수(指標變數)를 사용(使用)하여 다시 한개로 묶어 작성(作成)된다. 포장시험(圃場試驗)에서 얻은 12개(個)의 실제병진전상황(實際病進展狀況)에 대(對)한 절편(切片) 1차(次) 회귀(回歸)모델의 통계적(統計的) 적합도(適合度)는 기존(旣存)의 두모델(Logistic모델과 Gompertz모델)에 비(比)하여 증진(增進)되었으며 이 모델이 가진 단순성(單純性), 융통성 및 모수예측(母數豫測)의 용이성(容易性)이 논의(論議)되였다. 그 결과(結果), 절편(切片) 1차(次) 회귀(回歸)모델은 식물병(植物病) 진전(進展)을 기술(記述)하는 한 통계적(統計的) 모델로써 유용(有用)하게 사용(使用)될 수 있으리라 생각된다.

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On study for change point regression problems using a difference-based regression model

  • Park, Jong Suk;Park, Chun Gun;Lee, Kyeong Eun
    • Communications for Statistical Applications and Methods
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    • 제26권6호
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    • pp.539-556
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    • 2019
  • This paper derive a method to solve change point regression problems via a process for obtaining consequential results using properties of a difference-based intercept estimator first introduced by Park and Kim (Communications in Statistics - Theory Methods, 2019) for outlier detection in multiple linear regression models. We describe the statistical properties of the difference-based regression model in a piecewise simple linear regression model and then propose an efficient algorithm for change point detection. We illustrate the merits of our proposed method in the light of comparison with several existing methods under simulation studies and real data analysis. This methodology is quite valuable, "no matter what regression lines" and "no matter what the number of change points".

FCA 필릿 파이프 용접에서 다중 비선형 회귀 모형과 구간적 3차 에르미트 보간법을 통한 비드 형상 예측 (Expectation of Bead Shape using Non-linear Multiple Regression and Piecewise Cubic Hermite Interpolation in FCA Fillet Pipe Welding)

  • 조대원;나석주;이목영
    • Journal of Welding and Joining
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    • 제27권5호
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    • pp.42-48
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    • 2009
  • Pipe welding is used in various ranges such as civil engineering and ship building engineering. Until now, many technicians work for pipe welding manually under harmful, dangerous and difficult conditions. So it is necessary to install automation process. For automation pipe welding, relation between welding parameters & bead shape should be considered. Using this relation, bead shape could be expected from welding parameters. FCAW was used in this study. Instead of pipe workpiece, fillet joint plate is used, which were inclined 0,45,90,135,180 degree. By analyzing between welding parameters (current, welding speed, voltage) and bead shape parameters with non-linear multiple regression, bead shape parameters could be expected. Piecewise Cubic Hermite Interpolation was used to expect smooth curved bead shape with bead shape parameters. From these processes, bead shape could be expected from welding parameters.

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.

Reversible Data Hiding Using a Piecewise Autoregressive Predictor Based on Two-stage Embedding

  • Lee, Byeong Yong;Hwang, Hee Joon;Kim, Hyoung Joong
    • Journal of Electrical Engineering and Technology
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    • 제11권4호
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    • pp.974-986
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    • 2016
  • Reversible image watermarking, a type of digital data hiding, is capable of recovering the original image and extracting the hidden message with precision. A number of reversible algorithms have been proposed to achieve a high embedding capacity and a low distortion. While numerous algorithms for the achievement of a favorable performance regarding a small embedding capacity exist, the main goal of this paper is the achievement of a more favorable performance regarding a larger embedding capacity and a lower distortion. This paper therefore proposes a reversible data hiding algorithm for which a novel piecewise 2D auto-regression (P2AR) predictor that is based on a rhombus-embedding scheme is used. In addition, a minimum description length (MDL) approach is applied to remove the outlier pixels from a training set so that the effect of a multiple linear regression can be maximized. The experiment results demonstrate that the performance of the proposed method is superior to those of previous methods.

효율적인 태양광 발전량 예측을 위한 Dynamic Piecewise 일사량 예측 모델 (A Dynamic Piecewise Prediction Model of Solar Insolation for Efficient Photovoltaic Systems)

  • 양동헌;여나영;마평수
    • 정보과학회 컴퓨팅의 실제 논문지
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    • 제23권11호
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    • pp.632-640
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    • 2017
  • 일사량은 태양광 발전시스템의 전력 생산량에 가장 큰 영향을 미치는 기상요소이며, 다른 기상요소들과 달리 기상청의 일기예보를 통해 제공받을 수 없다. 따라서 효율적인 태양광 발전시스템 운용을 위해 일사량 예측에 관한 연구는 필수적이다. 본 연구는 기상정보 데이터 기반의 Dynamic Piecewise 일사량 예측 모델을 제안한다. Dynamic Piecewise 일사량 예측 모델은 유사한 태양고도와 유사한 날씨의 데이터 조각들로 나누어 학습하기 위해, 예측하는 시점의 태양고도와 운량을 기준으로 전체 데이터를 동적으로 나눈 후 기계학습 알고리즘인 다중 선형회귀 알고리즘으로 학습하여 일사량을 예측하는데 사용된다. 본 연구의 성능을 검증하기 위해 제안 모델인 Dynamic Piecewise 일사량 예측 모델과 이전 연구에서 제안한 모델, 기존의 상관관계식 기반 일사량 예측 모델에 동일한 기상정보 데이터 셋을 적용하여 비교하였으며, 비교결과 본 연구에서 제안한 모델이 가장 정확한 일사량 예측 성능을 보였다.

통행시간 정보 정확도에 대한 운전자들의 허용수준과 화폐가치 (Drivers' Acceptable levels of the Accuracy of Travel Time Information and Their Valuations)

  • 유정훈;최서윤
    • 한국도로학회논문집
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    • 제14권6호
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    • pp.139-148
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    • 2012
  • PURPOSES : The accuracy of travel time information is a key measure of effectiveness and reliability of advanced traveler information systems. This study aims at investigating drivers' perception on the acceptable level of information accuracy and their corresponding valuations. METHODS : A questionnaire survey was executed for collecting driver perception data to capture the expectation level of travel time information provided and their willingness to pay for the information. A Tobit model was adopted for exploring the relationship among the acceptable level, driver socioeconomic characteristics and travel attributes. Since drivers' willingness to pay for accurate travel time information can be different according to their travel lengths, a piecewise linear regression model was developed to capture the sensitivity of values of travel time information to travel length. RESULTS : The analysis results suggest that trip purpose and travel time are two dominant factors to determine drivers' acceptable level of travel time information. For business and short trips, drivers want more accurate information than for non-business and long trips. Drivers' willingness to pay for travel time information also varies depending on their incomes, trip purposes and travel lengths. The results also show that drivers' valuation of travel time information provided is sensitive to their travel length. For longer trips, drivers are less sensitive to travel time information and then put less value on the information provided. CONCLUSIONS : Censored nonlinear regression models are developed to estimate drivers' acceptable accuracy for travel time information and their valuation using questionnaire survey data. The findings on drivers perception to the required accuracy of travel time information and their corresponding willingness to pay can be used in the design and deployment of advanced traveler information system to improve its effectiveness and usefulness through high compliance.

가변 고장메카니즘을 가진 가속수명시험 데이타 분석방법 (An Analysis Method of Accelerated Life Test Data with a Change of Failure Mechanism)

  • 원영철;공명복
    • 대한산업공학회지
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    • 제20권1호
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    • pp.39-51
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    • 1994
  • Almost all accelerated life tests assume that no basic failure mechanism changes within the test stresses. But accelerated life test, considering failure mechanism changes, is needed since failure mechanism changes when accelerating beyond the used stress. This paper studies the analysis when the failure mechanism changes within the test stresses. The piecewise linear regression, which the join point of two lines is estimated, is applied In particular, two accelerated life tests, with and without a change in failure mechanism are examined.

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무선통신에서의 Non-Linear Detector System 설계 (The System of Non-Linear Detector over Wireless Communication)

  • 공형윤
    • 대한전자공학회:학술대회논문집
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    • 대한전자공학회 1998년도 하계종합학술대회논문집
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    • pp.106-109
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    • 1998
  • Wireless communication systems, in particular, must operate in a crowded electro-magnetic environmnet where in-band undesired signals are treated as noise by the receiver. These interfering signals are often random but not Gaussian Due to nongaussian noise, the distribution of the observables cannot be specified by a finite set of parameters; instead r-dimensioal sample space (pure noise samples) is equiprobably partitioned into a finite number of disjointed regions using quantiles and a vector quantizer based on training samples. If we assume that the detected symbols are correct, then we can observe the pure noise samples during the training and transmitting mode. The algorithm proposed is based on a piecewise approximation to a regression function based on quantities and conditional partition moments which are estimated by a RMSA (Robbins-Monro Stochastic Approximation) algorithm. In this paper, we develop a diversity combiner with modified detector, called Non-Linear Detector, and the receiver has a differential phase detector in each diversity branch and at the combiner each detector output is proportional to the second power of the envelope of branches. Monte-Carlo simulations were used as means of generating the system performance.

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