• Title/Summary/Keyword: regression analysis method

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New approach for analysis of progressive Type-II censored data from the Pareto distribution

  • Seo, Jung-In;Kang, Suk-Bok;Kim, Ho-Yong
    • Communications for Statistical Applications and Methods
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    • v.25 no.5
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    • pp.569-575
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    • 2018
  • Pareto distribution is important to analyze data in actuarial sciences, reliability, finance, and climatology. In general, unknown parameters of the Pareto distribution are estimated based on the maximum likelihood method that may yield inadequate inference results for small sample sizes and high percent censored data. In this paper, a new approach based on the regression framework is proposed to estimate unknown parameters of the Pareto distribution under the progressive Type-II censoring scheme. The proposed method provides a new regression type estimator that employs the spacings of exponential progressive Type-II censored samples. In addition, the provided estimator is a consistent estimator with superior performance compared to maximum likelihood estimators in terms of the mean squared error and bias. The validity of the proposed method is assessed through Monte Carlo simulations and real data analysis.

Fuzzy Regression Analysis Using Fuzzy Neural Networks (퍼지 신경망에 의한 퍼지 회귀분석)

  • Kwon, Ki-Taek
    • Journal of Korean Institute of Industrial Engineers
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    • v.23 no.2
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    • pp.371-383
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    • 1997
  • This paper propose a fuzzy regression method using fuzzy neural networks when a membership value is attached to each input-output pair. First, a method of linear fuzzy regression analysis is described by interpreting the reliability of each input-output pair as its membership values. Next, an architecture of fuzzy neural networks with fuzzy weights and fuzzy biases is shown. The fuzzy neural network maps a crisp input vector to a fuzzy output. A cost function is defined using the fuzzy output from the fuzzy neural network and the corresponding target output with a membership value. A learning algorithm is derived from the cost function. The derived learning algorithm trains the fuzzy neural network so that the level set of the fuzzy output includes the target output. Last, the proposed method is illustrated by computer simulations on numerical examples.

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Penalized quantile regression tree (벌점화 분위수 회귀나무모형에 대한 연구)

  • Kim, Jaeoh;Cho, HyungJun;Bang, Sungwan
    • The Korean Journal of Applied Statistics
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    • v.29 no.7
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    • pp.1361-1371
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    • 2016
  • Quantile regression provides a variety of useful statistical information to examine how covariates influence the conditional quantile functions of a response variable. However, traditional quantile regression (which assume a linear model) is not appropriate when the relationship between the response and the covariates is a nonlinear. It is also necessary to conduct variable selection for high dimensional data or strongly correlated covariates. In this paper, we propose a penalized quantile regression tree model. The split rule of the proposed method is based on residual analysis, which has a negligible bias to select a split variable and reasonable computational cost. A simulation study and real data analysis are presented to demonstrate the satisfactory performance and usefulness of the proposed method.

Sound Quality Evaluation for the Vehicle HVAC System Using Optimum Layout of Damping material (제진재의 최적배치를 이용한 차량공조시스템의 음질평가)

  • Hwang, Dong-Kun;Abu, Aminudin Bin;Lee, Jung-Youn;Oh, Jae-Eung;Yoo, Dong-Ho
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 2005.05a
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    • pp.629-633
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    • 2005
  • The reduction of the Vehicle interior noise has been the main interest of NVH engineers. The driver's perception on the vehicle noise is affected largely by psychoacoustic characteristic of the noise as well as the SPL. In particular, the HVAC sound among the vehicle interior noise has been reflected sensitively in the side of psychology. In previous study, we have developed to verify identification of source for the vehicle HVAC system through multiple-dimensional spectral analysis. Also we carried out objective assessments on the vehicle HVAC noises and subjective assessments have been already performed with 30 subjects. In this study, the linear regression models were obtained for the subjective evaluation and the sound quality metrics. The regression procedure also allows you to produce diagnostic statistics to evaluate the regression estimates including appropriation and accuracy. Appropriation of regression model is necessary to $R^2$ value and F-value. And testing for regression model is necessary to Independence, Homoscedesticity and Normality. Also we selected optimum layout of damping material using Taguchi method. As a result of application, sound quality is improved by more quiet, powerful, expensive, smooth.

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Testing the Equality of Two Linear Regression Models : Comparison between Chow Test and a Permutation Test

  • Um, Yonghwan
    • Journal of the Korea Society of Computer and Information
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    • v.26 no.8
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    • pp.157-164
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    • 2021
  • Regression analysis is a well-known statistical technique useful to explain the relationship between response variable and predictor variables. In particular, Researchers are interested in comparing the regression coefficients(intercepts and slopes) of the models in two independent populations. The Chow test, proposed by Gregory Chow, is one of the most commonly used methods for comparing regression models and for testing the presence of a structural break in linear models. In this study, we propose the use of permutation method and compare it with Chow test analysis for testing the equality of two independent linear regression models. Then simulation study is conducted to examine the powers of permutation test and Chow test.

Application of Logit Model in Qualitative Dependent Variables (로짓모형을 이용한 질적 종속변수의 분석)

  • Lee, Kil-Soon;Yu, Wann
    • Journal of Families and Better Life
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    • v.10 no.1 s.19
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    • pp.131-138
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    • 1992
  • Regression analysis has become a standard statistical tool in the behavioral science. Because of its widespread popularity. regression has been often misused. Such is the case when the dependent variable is a qualitative measure rather than a continuous, interval measure. Regression estimates with a qualitative dependent variable does not meet the assumptions underlying regression. It can lead to serious errors in the standard statistical inference. Logit model is recommended as alternatives to the regression model for qualitative dependent variables. Researchers can employ this model to measure the relationship between independent variables and qualitative dependent variables without assuming that logit model was derived from probabilistic choice theory. Coefficients in logit model are typically estimated by the method of Maximum Likelihood Estimation in contrast to ordinary regression model which estimated by the method of Least Squares Estimation. Goodness of fit in logit model is based on the likelihood ratio statistics and the t-statistics is used for testing the null hypothesis.

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Fuzzy Semiparametric Support Vector Regression for Seasonal Time Series Analysis

  • Shim, Joo-Yong;Hwang, Chang-Ha;Hong, Dug-Hun
    • Communications for Statistical Applications and Methods
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    • v.16 no.2
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    • pp.335-348
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    • 2009
  • Fuzzy regression is used as a complement or an alternative to represent the relation between variables among the forecasting models especially when the data is insufficient to evaluate the relation. Such phenomenon often occurs in seasonal time series data which require large amount of data to describe the underlying pattern. Semiparametric model is useful tool in the case where domain knowledge exists about the function to be estimated or emphasis is put onto understandability of the model. In this paper we propose fuzzy semiparametric support vector regression so that it can provide good performance on forecasting of the seasonal time series by incorporating into fuzzy support vector regression the basis functions which indicate the seasonal variation of time series. In order to indicate the performance of this method, we present two examples of predicting the seasonal time series. Experimental results show that the proposed method is very attractive for the seasonal time series in fuzzy environments.

Analysis for Insulating Degradation Characteristics with Aging Time for Oil-filled Transformers and/or Correlation between using Linear Regression Method (유입식 변압기의 열화시간에 따른 절연 열화특성 및 선형회귀법을 이용한 상관관계 분석)

  • Lee, Seung-Min
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.59 no.4
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    • pp.693-699
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    • 2010
  • General transformer's life is known as paper insulation' life. If a transformer is degraded by these aging factors, it is known that electrical, mechanical and chemical characteristics for transformer's oil-paper are changed. When the kraft paper is aged, the cellulose polymer chains break down into shorter lengths. It causes decrease in both tensile strength and degree of polymerization of paper insulation. The paper breakdown is accompanied by an increase in the content of furanic compounds within the dielectric liquid. In this paper it is aimed at analysis on correlation between aging characteristics for insulating diagnosis of thermally aged paper. For investigating the accelerated aging process of oil-paper samples accelerating aging cell was manufactured for estimating variation of paper insulation during 500 hours at $140^{\circ}C$ temperature. To derive the results, it was performed analysis such as tensile strength(TS), depolymerization(DP), dielectric strength(DS), relative permittivity, water content(WC) and furan compound(FC) for aged paper. Also for analyzing correlation between insulating degradation characteristics, we used linear regression method. As as results of linear regression analysis, there was a close correlation between TS and DP. WC, FC. But dielectric strength was a weak correlation with aging time.

Milling tool wear forecast based on the partial least-squares regression analysis

  • Xu, Chuangwen;Chen, Hualing
    • Structural Engineering and Mechanics
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    • v.31 no.1
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    • pp.57-74
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    • 2009
  • Power signals resulting from spindle and feed motor, present a rich content of physical information, the appropriate analysis of which can lead to the clear identification of the nature of the tool wear. The partial least-squares regression (PLSR) method has been established as the tool wear analysis method for this purpose. Firstly, the results of the application of widely used techniques are given and their limitations of prior methods are delineated. Secondly, the application of PLSR is proposed. The singular value theory is used to noise reduction. According to grey relational degree analysis, sample variable is filtered as part sample variable and all sample variables as independent variables for modelling, and the tool wear is taken as dependent variable, thus PLSR model is built up through adapting to several experimental data of tool wear in different milling process. Finally, the prediction value of tool wear is compare with actual value, in order to test whether the model of the tool wear can adopt to new measuring data on the independent variable. In the new different cutting process, milling tool wear was predicted by the methods of PLSR and MLR (Multivariate Linear Regression) as well as BPNN (BP Neural Network) at the same time. Experimental results show that the methods can meet the needs of the engineering and PLSR is more suitable for monitoring tool wear.

Bayesian Analysis in Generalized Log-Gamma Censored Regression Model

  • Younshik chung;Yoomi Kang
    • Communications for Statistical Applications and Methods
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    • v.5 no.3
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    • pp.733-742
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    • 1998
  • For industrial and medical lifetime data, the generalized log-gamma regression model is considered. Then the Bayesian analysis for the generalized log-gamma regression with censored data are explained and following the data augmentation (Tanner and Wang; 1987), the censored data is replaced by simulated data. To overcome the complicated Bayesian computation, Makov Chain Monte Carlo (MCMC) method is employed. Then some modified algorithms are proposed to implement MCMC. Finally, one example is presented.

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