• Communications for Statistical Applications and Methods
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• v.11 no.3
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• pp.575-582
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• 2004

We explore the structure and usefulness of CERES plot as a basic tool for dealing with curvature as a function of the new predictor in generalized linear models. If a predictor has a nonlinear effect and there are nonlinear relationships among the predictors, the partial residual plot and augmented partial residual plot are not able to display the correct functional form of the predictor. Unlike these plots, the CERES plot can show the correct form. This is illustrated by simulated data.

• 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.

• Communications for Statistical Applications and Methods
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• v.2 no.1
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• pp.1-12
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• 1995

An estimator of coefficients of polynomial measurement error model with vector predictor and first-order interaction terms is derived using Hermite polynomial. Asymptotic normality of estimator is provided and some simulation study is performed to compare the small sample properties of derived estimator with those of OLS estimator.

• Journal of Korean Society of Forest Science
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• v.99 no.2
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• pp.204-212
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• 2010

This study was performed in 22 unthinned Larix olgensis plantations in northeast China. Data were collected on 95 sample trees of different canopy positions and the diameter at breast height ($d_{1.3}$) ranged from 5.7 cm to 40.2 cm. The individual tree models for the prediction of vertical distribution of live crown, branch and needle biomass were built. Our study showed that the crown, branch and needle biomass distributions were most in the location of 60% crown length. These results were also parallel to previous crown studies. The cumulative relative biomass of live crown, branch and needle were fitted by the sigmoid shape curve and the fitting results were quite well. Meanwhile, we developed the crown ratio and width models. Tree height was the most important predictor for crown ratio model. A negative competition factor, ccf and bas which reflected the effect of suppression on a tree, reduced the crown ratio estimates. The height-diameter ratio was a significant predictor. The higher the height-diameter ratio, the higher crown ratio is. Diameter at breast height is the strongest predictor in crown width model. The models can be used for the planning of harvesting operations, for the selection of feasible harvesting methods, and for the estimation of nutrient removals of different harvesting practices.

• International Journal of Highway Engineering
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• v.19 no.2
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• pp.35-44
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• 2017

PURPOSES: This study suggests a specific methodology for the prediction of road surface temperature using vehicular ambient temperature sensors. In addition, four kind of models is developed based on machine learning algorithms. METHODS : Thermal Mapping System is employed to collect road surface and vehicular ambient temperature data on the defined survey route in 2015 and 2016 year, respectively. For modelling, all types of collected temperature data should be classified into response and predictor before applying a machine learning tool such as MATLAB. In this study, collected road surface temperature are considered as response while vehicular ambient temperatures defied as predictor. Through data learning using machine learning tool, models were developed and finally compared predicted and actual temperature based on average absolute error. RESULTS : According to comparison results, model enables to estimate actual road surface temperature variation pattern along the roads very well. Model III is slightly better than the rest of models in terms of estimation performance. CONCLUSIONS : When correlation between response and predictor is high, when plenty of historical data exists, and when a lot of predictors are available, estimation performance of would be much better.

• Genomics & Informatics
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• v.19 no.1
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• pp.10.1-10.7
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• 2021

Although many models have been proposed to accurately predict the response of drugs in cell lines recent years, understanding the genome related to drug response is also the key for completing oncology precision medicine. In this paper, based on the cancer cell line gene expression and the drug response data, we established a reliable and accurate drug response prediction model and found predictor genes for some drugs of interest. To this end, we first performed pre-selection of genes based on the Pearson correlation coefficient and then used ElasticNet regression model for drug response prediction and fine gene selection. To find more reliable set of predictor genes, we performed regression twice for each drug, one with IC₅₀ and the other with area under the curve (AUC) (or activity area). For the 12 drugs we tested, the predictive performance in terms of Pearson correlation coefficient exceeded 0.6 and the highest one was 17-AAG for which Pearson correlation coefficient was 0.811 for IC₅₀ and 0.81 for AUC. We identify common predictor genes for IC₅₀ and AUC, with which the performance was similar to those with genes separately found for IC₅₀ and AUC, but with much smaller number of predictor genes. By using only common predictor genes, the highest performance was AZD6244 (0.8016 for IC₅₀, 0.7945 for AUC) with 321 predictor genes.

• Journal of the Korean Statistical Society
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• v.29 no.4
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• pp.407-422
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• 2000

This article is concerned with the selecting predictor variables to be included in building a class of binary response t-link regression models where both probit and logistic regression models can e approximately taken as members of the class. It is based on a modification of the stochastic search variable selection method(SSVS), intended to propose and develop a Bayesian procedure that used probabilistic considerations for selecting promising subsets of predictor variables. The procedure reformulates the binary response t-link regression setup in a hierarchical truncated normal mixture model by introducing a set of hyperparameters that will be used to identify subset choices. In this setup, the most promising subset of predictors can be identified as that with highest posterior probability in the marginal posterior distribution of the hyperparameters. To highlight the merit of the procedure, an illustrative numerical example is given.

• 제어로봇시스템학회:학술대회논문집
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• 1988.10b
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• pp.1041-1044
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• 1988

This paper considers the design problem of adaptive filters based an the state-space models for linear discrete-time stationary stochastic signal processes. The adaptive state estimator consists of both the predictor and the sequential prediction error estimator. The discrete Chandrasakhar filter developed by author is employed as the predictor and the nonlinear least-squares estimator is used as the sequential prediction error estimator. Two models are presented for calculating the parameter sensitivity functions in the adaptive filter. One is the exact model called the linear innovations model and the other is the simplified model obtained by neglecting the sensitivities of the Chandrasekhar X and Y functions with respect to the unknown parameters in the exact model.

• Proceedings of the Korea Society for Simulation Conference
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• 1998.03a
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• pp.101-105
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• 1998

A large system predictor, which can perform prediction of sales trend in a huge number of distribution centers, is presented using neural predictive model. There are 20,000 number of distribution centers, and each distribution center need to forecast future demand in order to establish a reasonable inventory policy. Therefore, the number of forecasting models corresponds to the number of distribution centers, which is not possible to estimate that kind of huge number of accurate models in ERP (Enterprise Resource Planning)module. Multilayer neural net as universal approximation is employed for fitting the prediction model. In order to improve prediction accuracy, a sequential simulation procedure is performed to get appropriate network structure and also to improve forecasting accuracy. The proposed simulation procedure includes neural structure identification and virtual predictive model generation. The predictive model generation consists of generating virtual signals and estimating predictive model. The virtual predictive model plays a key role in tuning the real model by absorbing the real model errors. The complement approach, based on real and virtual model, could forecast the future demands of various distribution centers.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 2002.05a
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• pp.949-952
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• 2002

A regression model is used in predicting the response variable given predictor variables However, in case of large number of predictor variables, a regression model has some problems such as multicollinearity, interpretation of the functional relationship between the response and predictors and prediction accuracy. A clustering method and stepwise regression could be used to reduce the amount of data by grouping predictors having similar properties and by selecting the subset of predictors. respectively. This paper proposes a prediction method combining clustering method and stepwise regression. The proposed method fits a global model and local models and predicts responses given new observations by using both models. The paper also compares the performance of proposed method with stepwise regression via a real data of ample obtained in a steel process.