• Title/Summary/Keyword: prediction error methods

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Bayesian small area estimations with measurement errors

  • Goo, You Mee;Kim, Dal Ho
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.4
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    • pp.885-893
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    • 2013
  • This paper considers Bayes estimations of the small area means under Fay-Herriot model with measurement errors. We provide empirical Bayes predictors of small area means with the corresponding jackknifed mean squared prediction errors. Also we obtain hierarchical Bayes predictors and the corresponding posterior standard deviations using Gibbs sampling. Numerical studies are provided to illustrate our methods and compare their eciencies.

Creep-Life Prediction and Standard Error Analysis of Type 316LN Stainless Steel by Time-Temperature Parametric Methods (시간-온도 파라미터 방법에 의한 Type 316LN 강의 크리프 수명 예측과 표준오차 분석)

  • Yoon Song Nam;Ryu Woo Seog;Yi Won;Kim Woo Gon
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.29 no.1 s.232
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    • pp.74-80
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    • 2005
  • A number of creep rupture data for type 316LN stainless steels were collected through literature survey or experimental data produced in KAERI. Using these data, polynomial equations for predicting creep life were obtained by Larson-Miller (L-M), Orr-Sherby-Dorn (O-S-D) and Manson-Haferd (M-H) parameters using time-temperature parametric (TTP) methods. Standard error of estimate (SEE) values for the each parameter was obtained with different temperatures through the statistical process of the creep data. The results of L-M, O-S-D and M-H methods showed good creep-life prediction, but M-H method showed better agreement than L-M and O-S-D methods. Especially, it was found that SEE values of M-H method at $700^{\circ}C$ were lower than that of L-M and O-S-D methods.

Selection of a Predictive Coverage Growth Function

  • Park, Joong-Yang;Lee, Gye-Min
    • Communications for Statistical Applications and Methods
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    • v.17 no.6
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    • pp.909-916
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    • 2010
  • A trend in software reliability engineering is to take into account the coverage growth behavior during testing. A coverage growth function that represents the coverage growth behavior is an essential factor in software reliability models. When multiple competitive coverage growth functions are available, there is a need for a criterion to select the best coverage growth functions. This paper proposes a selection criterion based on the prediction error. The conditional coverage growth function is introduced for predicting future coverage growth. Then the sum of the squares of the prediction error is defined and used for selecting the best coverage growth function.

Prediction of California bearing ratio (CBR) for coarse- and fine-grained soils using the GMDH-model

  • Mintae Kim;Seyma Ordu;Ozkan Arslan;Junyoung Ko
    • Geomechanics and Engineering
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    • v.33 no.2
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    • pp.183-194
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    • 2023
  • This study presents the prediction of the California bearing ratio (CBR) of coarse- and fine-grained soils using artificial intelligence technology. The group method of data handling (GMDH) algorithm, an artificial neural network-based model, was used in the prediction of the CBR values. In the design of the prediction models, various combinations of independent input variables for both coarse- and fine-grained soils have been used. The results obtained from the designed GMDH-type neural networks (GMDH-type NN) were compared with other regression models, such as linear, support vector, and multilayer perception regression methods. The performance of models was evaluated with a regression coefficient (R2), root-mean-square error (RMSE), and mean absolute error (MAE). The results showed that GMDH-type NN algorithm had higher performance than other regression methods in the prediction of CBR value for coarse- and fine-grained soils. The GMDH model had an R2 of 0.938, RMSE of 1.87, and MAE of 1.48 for the input variables {G, S, and MDD} in coarse-grained soils. For fine-grained soils, it had an R2 of 0.829, RMSE of 3.02, and MAE of 2.40, when using the input variables {LL, PI, MDD, and OMC}. The performance evaluations revealed that the GMDH-type NN models were effective in predicting CBR values of both coarse- and fine-grained soils.

Logistic Regression Type Small Area Estimations Based on Relative Error

  • Hwang, Hee-Jin;Shin, Key-Il
    • The Korean Journal of Applied Statistics
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    • v.24 no.3
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    • pp.445-453
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    • 2011
  • Almost all small area estimations are obtained by minimizing the mean squared error. Recently relative error prediction methods have been developed and adapted to small area estimation. Usually the estimators obtained by using relative error prediction is called a shrinkage estimator. Especially when data set consists of large range values, the shrinkage estimator is known as having good statistical properties and an easy interpretation. In this paper we study the shrinkage estimators based on logistic regression type estimators for small area estimation. Some simulation studies are performed and the Economically Active Population Survey data of 2005 is used for comparison.

Prediction of Quantitative Traits Using Common Genetic Variants: Application to Body Mass Index

  • Bae, Sunghwan;Choi, Sungkyoung;Kim, Sung Min;Park, Taesung
    • Genomics & Informatics
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    • v.14 no.4
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    • pp.149-159
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    • 2016
  • With the success of the genome-wide association studies (GWASs), many candidate loci for complex human diseases have been reported in the GWAS catalog. Recently, many disease prediction models based on penalized regression or statistical learning methods were proposed using candidate causal variants from significant single-nucleotide polymorphisms of GWASs. However, there have been only a few systematic studies comparing existing methods. In this study, we first constructed risk prediction models, such as stepwise linear regression (SLR), least absolute shrinkage and selection operator (LASSO), and Elastic-Net (EN), using a GWAS chip and GWAS catalog. We then compared the prediction accuracy by calculating the mean square error (MSE) value on data from the Korea Association Resource (KARE) with body mass index. Our results show that SLR provides a smaller MSE value than the other methods, while the numbers of selected variables in each model were similar.

New Calibration Methods with Asymmetric Data

  • Kim, Sung-Su
    • The Korean Journal of Applied Statistics
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    • v.23 no.4
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    • pp.759-765
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    • 2010
  • In this paper, two new inverse regression methods are introduced. One is a distance based method, and the other is a likelihood based method. While a model is fitted by minimizing the sum of squared prediction errors of y's and x's in the classical and inverse methods, respectively. In the new distance based method, we simultaneously minimize the sum of both squared prediction errors. In the likelihood based method, we propose an inverse regression with Arnold-Beaver Skew Normal(ABSN) error distribution. Using the cross validation method with an asymmetric real data set, two new and two existing methods are studied based on the relative prediction bias(RBP) criteria.

Creep-Life Prediction and Standard Error Analysis of Type 316LN Stainless Steel (Type 316LN 스테인리스 강의 크리프 수명 예측과 표준오차 분석)

  • Yun S.N.;Kim W.G.;Liu W.S.;Yi W.
    • Proceedings of the Korean Society of Precision Engineering Conference
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    • 2005.06a
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    • pp.1406-1411
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    • 2005
  • The creep rupture data for type 316LN stainless steels were collected through literature survey or experimental data produced in KAERI. Using these data, polynomial equations for predicting creep life were obtained by Larson-Miller (L-M), Orr-Sherby-Dorn (O-S-D) and Manson-Haferd (M-H) etc. time-temperature parametric (TTP) methods. Standard error of estimate (SEE) values for the each parameter was obtained with different temperatures through the statistical process of the creep data. The results of L-M, O-S-D and M-H methods showed good creep-life prediction, but M-H method showed better agreement than L-M and O-S-D methods. Especially, it was found that SEE values of M-H method at $700^{\circ}C$ were lower than that of L-M and O-S-D methods.

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A Consensus Technique for Tropical Cyclone Intensity Prediction over the Western North Pacific (북서태평양 태풍 강도 예측 컨센서스 기법)

  • Oh, Youjung;Moon, Il-Ju;Lee, Woojeong
    • Atmosphere
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    • v.28 no.3
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    • pp.291-303
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    • 2018
  • In this study, a new consensus technique for predicting tropical cyclone (TC) intensity in the western North Pacific was developed. The most important feature of the present consensus model is to select and combine the guidance numerical models with the best performance in the previous years based on various evaluation criteria and averaging methods. Specifically, the performance of the guidance models was evaluated using both the mean absolute error and the correlation coefficient for each forecast lead time, and the number of the numerical models used for the consensus model was not fixed. In averaging multiple models, both simple and weighted methods are used. These approaches are important because that the performance of the available guidance models differs according to forecast lead time and is changing every year. In particular, this study develops both a multi-consensus model (M-CON), which constructs the best consensus models with the lowest error for each forecast lead time, and a single best consensus model (S-CON) having the lowest 72-hour cumulative mean error, through on training process. The evaluation results of the selected consensus models for the training and forecast periods reveal that the M-CON and S-CON outperform the individual best-performance guidance models. In particular, the M-CON showed the best overall performance, having advantages in the early stages of prediction. This study finally suggests that forecaster needs to use the latest evaluation results of the guidance models every year rather than rely on the well-known accuracy of models for a long time to reduce prediction error.

Comparison and optimization of deep learning-based radiosensitivity prediction models using gene expression profiling in National Cancer Institute-60 cancer cell line

  • Kim, Euidam;Chung, Yoonsun
    • Nuclear Engineering and Technology
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    • v.54 no.8
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    • pp.3027-3033
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    • 2022
  • Background: In this study, various types of deep-learning models for predicting in vitro radiosensitivity from gene-expression profiling were compared. Methods: The clonogenic surviving fractions at 2 Gy from previous publications and microarray gene-expression data from the National Cancer Institute-60 cell lines were used to measure the radiosensitivity. Seven different prediction models including three distinct multi-layered perceptrons (MLP), four different convolutional neural networks (CNN) were compared. Folded cross-validation was applied to train and evaluate model performance. The criteria for correct prediction were absolute error < 0.02 or relative error < 10%. The models were compared in terms of prediction accuracy, training time per epoch, training fluctuations, and required calculation resources. Results: The strength of MLP-based models was their fast initial convergence and short training time per epoch. They represented significantly different prediction accuracy depending on the model configuration. The CNN-based models showed relatively high prediction accuracy, low training fluctuations, and a relatively small increase in the memory requirement as the model deepens. Conclusion: Our findings suggest that a CNN-based model with moderate depth would be appropriate when the prediction accuracy is important, and a shallow MLP-based model can be recommended when either the training resources or time are limited.