• Communications for Statistical Applications and Methods
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• 제11권3호
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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.

• 응용통계연구
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• 제34권5호
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• pp.697-710
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• 2021

상대오차를 이용한 예측법은 상대오차(혹은 퍼센트오차)가 중요시되는 분야, 특히 계량경제학이나 소프트웨어 엔지니어링, 또는 정부기관 공식통계 부분에서 기존 예측방법 외에 선호되는 예측방법이다. 그 동안 상대오차를 이용한 예측법은 선형 혹은 비선형 회귀분석 뿐 아니라, 커널회귀를 이용한 비모수 회귀모형, 그리고 정상시계열분석에 이르기까지 그 범위가 확장되어 왔다. 그러나, 지금까지의 분석은 고정효과(fixed effect)만을 고려한 것이어서 임의효과(random effect)에 관한 상대오차 예측법에 대한 확장이 필요하였다. 본 논문의 목적은 상대오차예측법을 일반화선형혼합모형(GLMM)에 속한 감마회귀(gamma regression), 로그정규회귀(lognormal regression), 그리고 역가우스회귀(inverse gaussian regression)의 패널자료(panel data)에 적용시키는데 있다. 이를 위해 실제 자동차 보험회사의 손해액 자료를 사용하였고, 최량예측량과 최량상대오차예측량을 각각 적용-비교해 보았다.

• Communications for Statistical Applications and Methods
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• 제2권1호
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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.

• 한국산림과학회지
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• 제99권2호
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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.

• 한국도로학회논문집
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• 제19권2호
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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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• 제19권1호
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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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• 제29권4호
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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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• 제어로봇시스템학회 1988년도 한국자동제어학술회의논문집(국제학술편); 한국전력공사연수원, 서울; 21-22 Oct. 1988
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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.

• 한국시뮬레이션학회:학술대회논문집
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• 한국시뮬레이션학회 1998년도 The Korea Society for Simulation 98 춘계학술대회 논문집
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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.

• 한국경영과학회:학술대회논문집
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• 대한산업공학회/한국경영과학회 2002년도 춘계공동학술대회
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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.