• Title/Summary/Keyword: principal component regression

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Regional Geological Mapping by Principal Component Analysis of the Landsat TM Data in a Heavily Vegetated Area (식생이 무성한 지역에서의 Principal Component Analysis 에 의한 Landsat TM 자료의 광역지질도 작성)

  • 朴鍾南;徐延熙
    • Korean Journal of Remote Sensing
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    • v.4 no.1
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    • pp.49-60
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    • 1988
  • Principal Component Analysis (PCA) was applied for regional geological mapping to a multivariate data set of the Landsat TM data in the heavily vegetated and topographically rugged Chungju area. The multivariate data set selection was made by statistical analysis based on the magnitude of regression of squares in multiple regression, and it includes R1/2/R3/4, R2/3, R5/7/R4/3, R1/2, R3/4. R4/3. AND R4/5. As a result of application of PCA, some of later principal components (in this study PC 3 and PC 5) are geologically more significant than earlier major components, PC 1 and PC 2 herein. The earlier two major components which comprise 96% of the total information of the data set, mainly represent reflectance of vegetation and topographic effects, while though the rest represent 3% of the total information which statistically indicates the information unstable, geological significance of PC3 and PC5 in the study implies that application of the technique in more favorable areas should lead to much better results.

Water Demand Forecasting by Characteristics of City Using Principal Component and Cluster Analyses

  • Choi, Tae-Ho;Kwon, O-Eun;Koo, Ja-Yong
    • Environmental Engineering Research
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    • v.15 no.3
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    • pp.135-140
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    • 2010
  • With the various urban characteristics of each city, the existing water demand prediction, which uses average liter per capita day, cannot be used to achieve an accurate prediction as it fails to consider several variables. Thus, this study considered social and industrial factors of 164 local cities, in addition to population and other directly influential factors, and used main substance and cluster analyses to develop a more efficient water demand prediction model that considers unique localities of each city. After clustering, a multiple regression model was developed that proved that the $R^2$ value of the inclusive multiple regression model was 0.59; whereas, those of Clusters A and B were 0.62 and 0.74, respectively. Thus, the multiple regression model was considered more reasonable and valid than the inclusive multiple regression model. In summary, the water demand prediction model using principal component and cluster analyses as the standards to classify localities has a better modification coefficient than that of the inclusive multiple regression model, which does not consider localities.

Logistic Regression Classification by Principal Component Selection

  • Kim, Kiho;Lee, Seokho
    • Communications for Statistical Applications and Methods
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    • v.21 no.1
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    • pp.61-68
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    • 2014
  • We propose binary classification methods by modifying logistic regression classification. We use variable selection procedures instead of original variables to select the principal components. We describe the resulting classifiers and discuss their properties. The performance of our proposals are illustrated numerically and compared with other existing classification methods using synthetic and real datasets.

Sensitivity Analysis in Principal Component Regression : Numerical Investigation (주성분회귀(主成分回歸)에서의 민감도분석(敏感度分析) : 수치적(數値的) 연구(硏究))

  • Shin, Jae-Kyoung;Tarumi, Tomoyuki;Tanaka, Yutaka
    • Journal of the Korean Data and Information Science Society
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    • v.2
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    • pp.1-9
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    • 1991
  • Shin, Tarumi and Tanaka(1989) discussed a method of sensitivity analysis in principal component regression(PCR) based on an influence function derived by Tanaka(1988). The present paper is its continuation. In this paper we first consider two new influence measures, then apply the proposed method to various data sets and discuss some properties of sensitivity analysis in PCR.

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A study on principal component analysis using penalty method (페널티 방법을 이용한 주성분분석 연구)

  • Park, Cheolyong
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.4
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    • pp.721-731
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    • 2017
  • In this study, principal component analysis methods using Lasso penalty are introduced. There are two popular methods that apply Lasso penalty to principal component analysis. The first method is to find an optimal vector of linear combination as the regression coefficient vector of regressing for each principal component on the original data matrix with Lasso penalty (elastic net penalty in general). The second method is to find an optimal vector of linear combination by minimizing the residual matrix obtained from approximating the original matrix by the singular value decomposition with Lasso penalty. In this study, we have reviewed two methods of principal components using Lasso penalty in detail, and shown that these methods have an advantage especially in applying to data sets that have more variables than cases. Also, these methods are compared in an application to a real data set using R program. More specifically, these methods are applied to the crime data in Ahamad (1967), which has more variables than cases.

Model-based inverse regression for mixture data

  • Choi, Changhwan;Park, Chongsun
    • Communications for Statistical Applications and Methods
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    • v.24 no.1
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    • pp.97-113
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    • 2017
  • This paper proposes a method for sufficient dimension reduction (SDR) of mixture data. We consider mixture data containing more than one component that have distinct central subspaces. We adopt an approach of a model-based sliced inverse regression (MSIR) to the mixture data in a simple and intuitive manner. We employed mixture probabilistic principal component analysis (MPPCA) to estimate each central subspaces and cluster the data points. The results from simulation studies and a real data set show that our method is satisfactory to catch appropriate central spaces and is also robust regardless of the number of slices chosen. Discussions about root selection, estimation accuracy, and classification with initial value issues of MPPCA and its related simulation results are also provided.

Application of Regression Analysis Model to TOC Concentration Estimation - Osu Stream Watershed - (회귀분석에 의한 TOC 농도 추정 - 오수천 유역을 대상으로 -)

  • Park, Jinhwan;Moon, Myungjin;Han, Sungwook;Lee, Hyungjin;Jung, Soojung;Hwang, Kyungsup;Kim, Kapsoon
    • Journal of Environmental Impact Assessment
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    • v.23 no.3
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    • pp.187-196
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    • 2014
  • The objective of this study is to evaluate and analyze Osu stream watershed water environment system. The data were collected from January 2009 to December 2011 including water temperature, pH, DO, EC, BOD, COD, TOC, SS, T-N, T-P and discharge. The data were used for principle component analysis and factor analysis. The results are as followes. The primary factors obtained from both the principal component analysis and the factor analysis were BOD, COD, TOC, SS and T-P. Once principal component analysis and factor analysis have been performed with the collected data and then the results will be applied to both simple regression model and multiple regression model. The regression model was developed into case 1 using concentrations of water quality parameters and case 2 using delivery loads. The value of the coefficient of determination on case 1 fell between 0.629 and 0.866; this was lower than case 2 value which fell between 0.946 and 0.998. Therefore, case 2 model would be a reliable choice.The coefficient of determination between the estimated figure using data which was developed to the regression model in 2012 and the actual measurement value was over 0.6, overall. It can be safely deduced that the correlation value between the two findings was high. The same model can be applied to get TOC concentrations in future.

Principal Component and Multiple Regression Analysis for Steel Fiber Reinforced Concrete (SFRC) Beams

  • Islam, Mohammad S.;Alam, Shahria
    • International Journal of Concrete Structures and Materials
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    • v.7 no.4
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    • pp.303-317
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    • 2013
  • This study evaluates the shear strength of steel fiber reinforced concrete (SFRC) beams from a database, which consists of extensive experimental results of 222 SFRC beams having no stirrups. In order to predict the analytical shear strength of the SFRC beams more precisely, the selected beams were sorted into six different groups based on their ultimate concrete strength (low strength with $f_c^{\prime}$ <50 MPa and high strength with $f_c^{\prime}$ <50 MPa), span-depth ratio (shallow beam with $a/d{\geq}2.5 $and deep beam with a/d<2.5) and steel fiber shape (plain, crimped and hooked). Principal component and multiple regression analyses were performed to determine the most feasible model in predicting the shear strength of SFRC beams. A variety of statistical analyses were conducted, and compared with those of the existing equations in estimating the shear strength of SFRC beams. The results showed that the recommended empirical equations were best suited to assess the shear strength of SFRC beams more accurately as compared to those obtained by the previously developed models.

A Criterion for the Selection of Principal Components in the Robust Principal Component Regression (로버스트주성분회귀에서 최적의 주성분선정을 위한 기준)

  • Kim, Bu-Yong
    • Communications for Statistical Applications and Methods
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    • v.18 no.6
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    • pp.761-770
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    • 2011
  • Robust principal components regression is suggested to deal with both the multicollinearity and outlier problem. A main aspect of the robust principal components regression is the selection of an optimal set of principal components. Instead of the eigenvalue of the sample covariance matrix, a selection criterion is developed based on the condition index of the minimum volume ellipsoid estimator which is highly robust against leverage points. In addition, the least trimmed squares estimation is employed to cope with regression outliers. Monte Carlo simulation results indicate that the proposed criterion is superior to existing ones.

Principal Components Regression in Logistic Model (로지스틱모형에서의 주성분회귀)

  • Kim, Bu-Yong;Kahng, Myung-Wook
    • The Korean Journal of Applied Statistics
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    • v.21 no.4
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    • pp.571-580
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    • 2008
  • The logistic regression analysis is widely used in the area of customer relationship management and credit risk management. It is well known that the maximum likelihood estimation is not appropriate when multicollinearity exists among the regressors. Thus we propose the logistic principal components regression to deal with the multicollinearity problem. In particular, new method is suggested to select proper principal components. The selection method is based on the condition index instead of the eigenvalue. When a condition index is larger than the upper limit of cutoff value, principal component corresponding to the index is removed from the estimation. And hypothesis test is sequentially employed to eliminate the principal component when a condition index is between the upper limit and the lower limit. The limits are obtained by a linear model which is constructed on the basis of the conjoint analysis. The proposed method is evaluated by means of the variance of the estimates and the correct classification rate. The results indicate that the proposed method is superior to the existing method in terms of efficiency and goodness of fit.