• 제목/요약/키워드: principal component regression

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A Study on the Several Robust Regression Estimators

  • Kim, Jee-Yun;Roh, Kyung-Mi;Hwang, Jin-Soo
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.2
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    • pp.307-316
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    • 2004
  • Principal Component Regression(PCR) and Partial Least Squares Regression(PLSR) are the two most popular regression techniques in chemometrics. In the field of chemometrics usually the number of regressor variables greatly exceeds the number of observation. So we have to reduce the number of regressors to avoid the identifiability problem. In this paper we compare PCR and PLSR techniques combined with various robust regression methods including regression depth estimation. We compare the efficiency, goodness-of-fit and robustness of each estimators under several contamination schemes.

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Estimation of S&T Knowledge Production Function Using Principal Component Regression Model (주성분 회귀모형을 이용한 과학기술 지식생산함수 추정)

  • Park, Su-Dong;Sung, Oong-Hyun
    • Journal of Korea Technology Innovation Society
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    • v.13 no.2
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    • pp.231-251
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    • 2010
  • The numbers of SCI paper or patent in science and technology are expected to be related with the number of researcher and knowledge stock (R&D stock, paper stock, patent stock). The results of the regression model showed that severe multicollinearity existed and errors were made in the estimation and testing of regression coefficients. To solve the problem of multicollinearity and estimate the effect of the independent variable properly, principal component regression model were applied for three cases with S&T knowledge production. The estimated principal component regression function was transformed into original independent variables to interpret properly its effect. The analysis indicated that the principal component regression model was useful to estimate the effect of the highly correlate production factors and showed that the number of researcher, R&D stock, paper or patent stock had all positive effect on the production of paper or patent.

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Shrinkage Structure of Ridge Partial Least Squares Regression

  • Kim, Jong-Duk
    • Journal of the Korean Data and Information Science Society
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    • v.18 no.2
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    • pp.327-344
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    • 2007
  • Ridge partial least squares regression (RPLS) is a regression method which can be obtained by combining ridge regression and partial least squares regression and is intended to provide better predictive ability and less sensitive to overfitting. In this paper, explicit expressions for the shrinkage factor of RPLS are developed. The structure of the shrinkage factor is explored and compared with those of other biased regression methods, such as ridge regression, principal component regression, ridge principal component regression, and partial least squares regression using a near infrared data set.

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Quantitative Analysis for Biomass Energy Problem Using a Radial Basis Function Neural Network (RBF 뉴럴네트워크를 사용한 바이오매스 에너지문제의 계량적 분석)

  • Baek, Seung Hyun;Hwang, Seung-June
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.36 no.4
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    • pp.59-63
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    • 2013
  • In biomass gasification, efficiency of energy quantification is a difficult part without finishing the process. In this article, a radial basis function neural network (RBFN) is proposed to predict biomass efficiency before gasification. RBFN will be compared with a principal component regression (PCR) and a multilayer perceptron neural network (MLPN). Due to the high dimensionality of data, principal component transform is first used in PCR and afterwards, ordinary regression is applied to selected principal components for modeling. Multilayer perceptron neural network (MLPN) is also used without any preprocessing. For this research, 3 wood samples and 3 other feedstock are used and they are near infrared (NIR) spectrum data with high-dimensionality. Ash and char are used as response variables. The comparison results of two responses will be shown.

Classification via principal differential analysis

  • Jang, Eunseong;Lim, Yaeji
    • Communications for Statistical Applications and Methods
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    • v.28 no.2
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    • pp.135-150
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    • 2021
  • We propose principal differential analysis based classification methods. Computations of squared multiple correlation function (RSQ) and principal differential analysis (PDA) scores are reviewed; in addition, we combine principal differential analysis results with the logistic regression for binary classification. In the numerical study, we compare the principal differential analysis based classification methods with functional principal component analysis based classification. Various scenarios are considered in a simulation study, and principal differential analysis based classification methods classify the functional data well. Gene expression data is considered for real data analysis. We observe that the PDA score based method also performs well.

Analyses of Power Consumption of the Heat Pump Dryer in the Automobile Drying Process by using the Principal Component Analysis and Multiple Regression (주성분 분석과 다중회귀모형을 사용한 자동차 건조 공정의 히트펌프 건조기 소모 전력 분석)

  • Lee, Chang-Yong;Song, Gensoo;Kim, Jinho
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.38 no.1
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    • pp.143-151
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    • 2015
  • In this paper, we investigate how the power consumption of a heat pump dryer depends on various factors in the drying process by analyzing variables that affect the power consumption. Since there are in general many variables that affect the power consumption, for a feasible analysis, we utilize the principal component analysis to reduce the number of variables (or dimensionality) to two or three. We find that the first component is correlated positively to the entrance temperature of various devices such as compressor, expander, evaporator, and the second, negatively to condenser. We then model the power consumption as a multiple regression with two and/or three transformed variables of the selected principal components. We find that fitted value from the multiple regression explains 80~90% of the observed value of the power consumption. This results can be applied to a more elaborate control of the power consumption in the heat pump dryer.

Unified Non-iterative Algorithm for Principal Component Regression, Partial Least Squares and Ordinary Least Squares

  • Kim, Jong-Duk
    • Journal of the Korean Data and Information Science Society
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    • v.14 no.2
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    • pp.355-366
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    • 2003
  • A unified procedure for principal component regression (PCR), partial least squares (PLS) and ordinary least squares (OLS) is proposed. The process gives solutions for PCR, PLS and OLS in a unified and non-iterative way. This enables us to see the interrelationships among the three regression coefficient vectors, and it is seen that the so-called E-matrix in the solution expression plays the key role in differentiating the methods. In addition to setting out the procedure, the paper also supplies a robust numerical algorithm for its implementation, which is used to show how the procedure performs on a real world data set.

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Bayesian Typhoon Track Prediction Using Wind Vector Data

  • Han, Minkyu;Lee, Jaeyong
    • Communications for Statistical Applications and Methods
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    • v.22 no.3
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    • pp.241-253
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    • 2015
  • In this paper we predict the track of typhoons using a Bayesian principal component regression model based on wind field data. Data is obtained at each time point and we applied the Bayesian principal component regression model to conduct the track prediction based on the time point. Based on regression model, we applied to variable selection prior and two kinds of prior distribution; normal and Laplace distribution. We show prediction results based on Bayesian Model Averaging (BMA) estimator and Median Probability Model (MPM) estimator. We analysis 8 typhoons in 2006 using data obtained from previous 6 years (2000-2005). We compare our prediction results with a moving-nest typhoon model (MTM) proposed by the Korea Meteorological Administration. We posit that is possible to predict the track of a typhoon accurately using only a statistical model and without a dynamical model.

Functional Forecasting of Seasonality (계절변동의 함수적 예측)

  • Lee, Geung-Hee
    • The Korean Journal of Applied Statistics
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    • v.28 no.5
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    • pp.885-893
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    • 2015
  • It is important to improve the forecasting accuracy of one-year-ahead seasonal factors in order to produce seasonally adjusted series of the following year. In this paper, seasonal factors of 8 monthly Korean economic time series are examined and forecast based on the functional principal component regression. One-year-ahead forecasts of seasonal factors from the functional principal component regression are compared with other forecasting methods based on mean absolute error (MAE) and mean absolute percentage error (MAPE). Forecasting seasonal factors via the functional principal component regression performs better than other comparable methods.

Algorithm for Finding the Best Principal Component Regression Models for Quantitative Analysis using NIR Spectra (근적외 스펙트럼을 이용한 정량분석용 최적 주성분회귀모델을 얻기 위한 알고리듬)

  • Cho, Jung-Hwan
    • Journal of Pharmaceutical Investigation
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    • v.37 no.6
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    • pp.377-395
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    • 2007
  • Near infrared(NIR) spectral data have been used for the noninvasive analysis of various biological samples. Nonetheless, absorption bands of NIR region are overlapped extensively. It is very difficult to select the proper wavelengths of spectral data, which give the best PCR(principal component regression) models for the analysis of constituents of biological samples. The NIR data were used after polynomial smoothing and differentiation of 1st order, using Savitzky-Golay filters. To find the best PCR models, all-possible combinations of available principal components from the given NIR spectral data were derived by in-house programs written in MATLAB codes. All of the extensively generated PCR models were compared in terms of SEC(standard error of calibration), $R^2$, SEP(standard error of prediction) and SECP(standard error of calibration and prediction) to find the best combination of principal components of the initial PCR models. The initial PCR models were found by SEC or Malinowski's indicator function and a priori selection of spectral points were examined in terms of correlation coefficients between NIR data at each wavelength and corresponding concentrations. For the test of the developed program, aqueous solutions of BSA(bovine serum albumin) and glucose were prepared and analyzed. As a result, the best PCR models were found using a priori selection of spectral points and the final model selection by SEP or SECP.