• Title/Summary/Keyword: regression function

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e-SVR using IRWLS Procedure

  • Shim, Joo-Yong
    • Journal of the Korean Data and Information Science Society
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    • 제16권4호
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    • pp.1087-1094
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    • 2005
  • e-insensitive support vector regression(e-SVR) is capable of providing more complete description of the linear and nonlinear relationships among random variables. In this paper we propose an iterative reweighted least squares(IRWLS) procedure to solve the quadratic problem of e-SVR with a modified loss function. Furthermore, we introduce the generalized approximate cross validation function to select the hyperparameters which affect the performance of e-SVR. Experimental results are then presented which illustrate the performance of the IRWLS procedure for e-SVR.

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Mixed-effects LS-SVR for longitudinal dat

  • Cho, Dae-Hyeon
    • Journal of the Korean Data and Information Science Society
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    • 제21권2호
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    • pp.363-369
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    • 2010
  • In this paper we propose a mixed-effects least squares support vector regression (LS-SVR) for longitudinal data. We add a random-effect term in the optimization function of LS-SVR to take random effects into LS-SVR for analyzing longitudinal data. We also present the model selection method that employs generalized cross validation function for choosing the hyper-parameters which affect the performance of the mixed-effects LS-SVR. A simulated example is provided to indicate the usefulness of mixed-effect method for analyzing longitudinal data.

Local linear regression analysis for interval-valued data

  • Jang, Jungteak;Kang, Kee-Hoon
    • Communications for Statistical Applications and Methods
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    • 제27권3호
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    • pp.365-376
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    • 2020
  • Interval-valued data, a type of symbolic data, is given as an interval in which the observation object is not a single value. It can also occur frequently in the process of aggregating large databases into a form that is easy to manage. Various regression methods for interval-valued data have been proposed relatively recently. In this paper, we introduce a nonparametric regression model using the kernel function and a nonlinear regression model for the interval-valued data. We also propose applying the local linear regression model, one of the nonparametric methods, to the interval-valued data. Simulations based on several distributions of the center point and the range are conducted using each of the methods presented in this paper. Various conditions confirm that the performance of the proposed local linear estimator is better than the others.

지역가중다항식을 이용한 예측모형 (Locally Weighted Polynomial Forecasting Model)

  • 문영일
    • 한국수자원학회논문집
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    • 제33권1호
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    • pp.31-38
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    • 2000
  • 수문변량 사이의 관계는 대부분 비선형 관계를 보이고 있다. 일반적으로 이런 비선형 관계는 어떤 선행하는 명백한 하나의 함수적인 형태로 표현할 수 없는 것이 일반적이다. 본 논문에서는, 비매개변수적 다변량 회귀분석 방법을 지역적으로 가중된 다항식을 이용하여 비선형 예상 함수를 추정하였다. 지역적으로 가중된 다항식은 추정치 각 점에서의 인접한 이웃자료를 가지고 목적 함수를 테일러 급수 확장을 통하여 고려하였다. 이런 비매개변수적 회귀분석을 실용성을 Great Salt Lake의 격주 체적자료에 대한 단기간 예측을 통하여 보여주었다.

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Support Vector Quantile Regression Using Asymmetric e-Insensitive Loss Function

  • Shim, Joo-Yong;Seok, Kyung-Ha;Hwang, Chang-Ha;Cho, Dae-Hyeon
    • Communications for Statistical Applications and Methods
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    • 제18권2호
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    • pp.165-170
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    • 2011
  • Support vector quantile regression(SVQR) is capable of providing a good description of the linear and nonlinear relationships among random variables. In this paper we propose a sparse SVQR to overcome a limitation of SVQR, nonsparsity. The asymmetric e-insensitive loss function is used to efficiently provide sparsity. The experimental results are presented to illustrate the performance of the proposed method by comparing it with nonsparse SVQR.

On relationship among h value, membership function, and spread in fuzzy linear regression using shape-preserving operations

  • Hong, Dug-Hun
    • 한국지능시스템학회:학술대회논문집
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    • 한국지능시스템학회 2008년도 춘계학술대회 학술발표회 논문집
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    • pp.306-310
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    • 2008
  • Fuzzy regression, a nonparametric method, can be quite useful in estimating the relationships among variables where the available data are very limited and imprecise. It can also serve as a sound methodology that can be applied to a variety of management and engineering problems where variables are interacting in an uncertain, qualitative, and fuzzy way. A close examination of the fuzzy regression algorithm reveals that the resulting possibility distribution of fuzzy parameters, which makes this technique attractive in a fuzzy environment, is dependent upon an h parameter value. The h value, which is between 0 and 1, is referred to as the degree of fit of the estimated fuzzy linear model to the given data, and is subjectively selected by a decision maker (DM) as an input to the model. The selection of a proper value of h is important in fuzzy regression, because it determines the range of the posibility ditributions of the fuzzy parameters. In this paper, we discuss the interdependent relationship among the h value, membership function shape, and the spreads of fuzzy parameters in fuzzy linear regression with fuzzy input-output using shape-preserving operations.

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Relationship Among h Value, Membership Function, and Spread in Fuzzy Linear Regression using Shape-preserving Operations

  • Hong, Dug-Hun
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • 제8권4호
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    • pp.306-311
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    • 2008
  • Fuzzy regression, a nonparametric method, can be quite useful in estimating the relationships among variables where the available data are very limited and imprecise. It can also serve as a sound methodology that can be applied to a variety of management and engineering problems where variables are interacting in an uncertain, qualitative, and fuzzy way. A close examination of the fuzzy regression algorithm reveals that the resulting possibility distribution of fuzzy parameters, which makes this technique attractive in a fuzzy environment, is dependent upon an h parameter value. The h value, which is between 0 and 1, is referred to as the degree of fit of the estimated fuzzy linear model to the given data, and is subjectively selected by a decision maker (DM) as an input to the model. The selection of a proper value of h is important in fuzzy regression, because it determines the range of the posibility ditributions of the fuzzy parameters. In this paper, we discuss the interdependent relationship among the h value, membership function shape, and the spreads of fuzzy parameters in fuzzy linear regression with fuzzy input-output using shape-preserving operations.

The Effect of Vitamin D and Calcium on Cognitive Function and Depression in the Elderly Living in a City

  • Lee, Yu-Jin;Kim, Yun-Su
    • 지역사회간호학회지
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    • 제28권3호
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    • pp.251-259
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    • 2017
  • Purpose: This study aims to examine the influence of vitamin D and calcium on depression and cognitive function of the elderly living alone in a city. Methods: The participants were registered in eight senior centers in S city and they had lived alone. Data were collected between November 28, 2014 and March 7, 2015. A total of 155 people participated in data collection to measure the serum vitamin D, the serum calcium, depression, and cognitive function. The data were analyzed with t-test, ANOVA, Pearson's correlation and multiple regression analysis. Results: There were significant differences in depression according to gender and perceptions of health status. Depression correlated significantly with the serum calcium and perceptions of health status, and a stepwise regression analysis showed that the perceptions of health status were significant. There were significant differences in cognitive function according to education level and age. Cognitive function correlated significantly with the serum vitamin D and a stepwise regression analysis showed that education level and age were significant. Conclusion: Consequently, elderly people with poor perceptions of their health status need a depressive intervention program and those with a higher age and lower level of education need a cognitive function intervention program.

선형함수 fitting을 위한 선형회귀분석, 역전파신경망 및 성현 Hebbian 신경망의 성능 비교 (Performance Evaluation of Linear Regression, Back-Propagation Neural Network, and Linear Hebbian Neural Network for Fitting Linear Function)

  • 이문규;허해숙
    • 한국경영과학회지
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    • 제20권3호
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    • pp.17-29
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    • 1995
  • Recently, neural network models have been employed as an alternative to regression analysis for point estimation or function fitting in various field. Thus far, however, no theoretical or empirical guides seem to exist for selecting the tool which the most suitable one for a specific function-fitting problem. In this paper, we evaluate performance of three major function-fitting techniques, regression analysis and two neural network models, back-propagation and linear-Hebbian-learning neural networks. The functions to be fitted are simple linear ones of a single independent variable. The factors considered are size of noise both in dependent and independent variables, portion of outliers, and size of the data. Based on comutational results performed in this study, some guidelines are suggested to choose the best technique that can be used for a specific problem concerned.

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Robust varying coefficient model using L1 regularization

  • Hwang, Changha;Bae, Jongsik;Shim, Jooyong
    • Journal of the Korean Data and Information Science Society
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    • 제27권4호
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    • pp.1059-1066
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    • 2016
  • In this paper we propose a robust version of varying coefficient models, which is based on the regularized regression with L1 regularization. We use the iteratively reweighted least squares procedure to solve L1 regularized objective function of varying coefficient model in locally weighted regression form. It provides the efficient computation of coefficient function estimates and the variable selection for given value of smoothing variable. We present the generalized cross validation function and Akaike information type criterion for the model selection. Applications of the proposed model are illustrated through the artificial examples and the real example of predicting the effect of the input variables and the smoothing variable on the output.