• 제목/요약/키워드: regression models

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EVALUATION OF PARAMETER ESTIMATION METHODS FOR NONLINEAR TIME SERIES REGRESSION MODELS

  • Kim, Tae-Soo;Ahn, Jung-Ho
    • Journal of applied mathematics & informatics
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    • 제27권1_2호
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    • pp.315-326
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    • 2009
  • The unknown parameters in regression models are usually estimated by using various existing methods. There are several existing methods, such as the least squares method, which is the most common one, the least absolute deviation method, the regression quantile method, and the asymmetric least squares method. For the nonlinear time series regression models, which do not satisfy the general conditions, we will compare them in two ways: 1) a theoretical comparison in the asymptotic sense and 2) an empirical comparison using Monte Carlo simulation for a small sample size.

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타이어 설계 인자들에 대한 회귀모형의 수립 (Building Regression Models for Tire Design Factors)

  • 박정수;황현식;조완현
    • 품질경영학회지
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    • 제24권3호
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    • pp.94-110
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    • 1996
  • Two regression models for explaining the tire performances (especially conering coefficients) by tire design and experimental factors are built. One is the ordinary regression model, and the explaining variables in the model are selected by a stepwise method. The other model is built by a modern nonparametric regression technique, called projection pursuit regression. Then two models are compared and combined, so that the relationship between the tire performances and design factors are well figured out. The optimal experimental design issue and future research ideas are also discussed.

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ILL-CONDITIONING IN LINEAR REGRESSION MODELS AND ITS DIAGNOSTICS

  • Ghorbani, Hamid
    • 한국수학교육학회지시리즈B:순수및응용수학
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    • 제27권2호
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    • pp.71-81
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    • 2020
  • Multicollinearity is a common problem in linear regression models when two or more regressors are highly correlated, which yields some serious problems for the ordinary least square estimates of the parameters as well as model validation and interpretation. In this paper, first the problem of multicollinearity and its subsequent effects on the linear regression along with some important measures for detecting multicollinearity is reviewed, then the role of eigenvalues and eigenvectors in detecting multicollinearity are bolded. At the end a real data set is evaluated for which the fitted linear regression models is investigated for multicollinearity diagnostics.

Applied linear and nonlinear statistical models for evaluating strength of Geopolymer concrete

  • Prem, Prabhat Ranjan;Thirumalaiselvi, A.;Verma, Mohit
    • Computers and Concrete
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    • 제24권1호
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    • pp.7-17
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    • 2019
  • The complex phenomenon of the bond formation in geopolymer is not well understood and therefore, difficult to model. This paper present applied statistical models for evaluating the compressive strength of geopolymer. The applied statistical models studied are divided into three different categories - linear regression [least absolute shrinkage and selection operator (LASSO) and elastic net], tree regression [decision and bagging tree] and kernel methods (support vector regression (SVR), kernel ridge regression (KRR), Gaussian process regression (GPR), relevance vector machine (RVM)]. The performance of the methods is compared in terms of error indices, computational effort, convergence and residuals. Based on the present study, kernel based methods (GPR and KRR) are recommended for evaluating compressive strength of Geopolymer concrete.

Comparison of tree-based ensemble models for regression

  • Park, Sangho;Kim, Chanmin
    • Communications for Statistical Applications and Methods
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    • 제29권5호
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    • pp.561-589
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    • 2022
  • When multiple classifications and regression trees are combined, tree-based ensemble models, such as random forest (RF) and Bayesian additive regression trees (BART), are produced. We compare the model structures and performances of various ensemble models for regression settings in this study. RF learns bootstrapped samples and selects a splitting variable from predictors gathered at each node. The BART model is specified as the sum of trees and is calculated using the Bayesian backfitting algorithm. Throughout the extensive simulation studies, the strengths and drawbacks of the two methods in the presence of missing data, high-dimensional data, or highly correlated data are investigated. In the presence of missing data, BART performs well in general, whereas RF provides adequate coverage. The BART outperforms in high dimensional, highly correlated data. However, in all of the scenarios considered, the RF has a shorter computation time. The performance of the two methods is also compared using two real data sets that represent the aforementioned situations, and the same conclusion is reached.

Bayesian Methods for Wavelet Series in Single-Index Models

  • Park, Chun-Gun;Vannucci, Marina;Hart, Jeffrey D.
    • 한국데이터정보과학회:학술대회논문집
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    • 한국데이터정보과학회 2005년도 춘계학술대회
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    • pp.83-126
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    • 2005
  • Single-index models have found applications in econometrics and biometrics, where multidimensional regression models are often encountered. Here we propose a nonparametric estimation approach that combines wavelet methods for non-equispaced designs with Bayesian models. We consider a wavelet series expansion of the unknown regression function and set prior distributions for the wavelet coefficients and the other model parameters. To ensure model identifiability, the direction parameter is represented via its polar coordinates. We employ ad hoc hierarchical mixture priors that perform shrinkage on wavelet coefficients and use Markov chain Monte Carlo methods for a posteriori inference. We investigate an independence-type Metropolis-Hastings algorithm to produce samples for the direction parameter. Our method leads to simultaneous estimates of the link function and of the index parameters. We present results on both simulated and real data, where we look at comparisons with other methods.

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국내 4지 원형교차로 법규위반별 사고모형 개발 (Development of Accident Model by Traffic Violation Type in Korea 4-legged Circular Intersections)

  • 박병호;김경용
    • 한국안전학회지
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    • 제30권2호
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    • pp.70-76
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    • 2015
  • This study deals with the traffic accident of circular intersections. The purpose of the study is to develop the accident models by traffic violation type. In pursuing the above, this study gives particular attention to analyzing various factors that influence traffic accident and developing such the optimal models as Poisson and Negative binomial regression models. The main results are the followings. First, 4 negative binomial models which were statistically significant were developed. This was because the over-dispersion coefficients had a value greater than 1.96. Second, the common variables in these models were not adopted. The specific variables by model were analyzed to be traffic volume, conflicting ratio, number of circulatory lane, width of circulatory lane, number of traffic island by access road, number of reduction facility, feature of central island and crosswalk.

회귀모형과 신경회로망 모형을 이용한 단기 최대전력수요예측 (Short-term Peak Load Forecasting using Regression Models and Neural Networks)

  • 고희석;지봉호;이현무;이충식;이철우
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2000년도 하계학술대회 논문집 A
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    • pp.295-297
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    • 2000
  • In case of power demand forecasting the most important problem is to deal with the load of special-days, Accordingly, this paper presents a method that forecasting special-days load with regression models and neural networks. Special-days load in summer season was forecasted by the multiple regression models using weekday change ratio Neural networks models uses pattern conversion ratio, and orthogonal polynomial models was directly forecasted using past special-days load data. forecasting result obtains % forecast error of about $1{\sim}2[%]$. Therefore, it is possible to forecast long and short special-days load.

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Statistic Microwave Path Loss Modeling in Urban Line-of-Sight Area Using Fuzzy Linear Regression

  • Phaiboon, Supachai;Phokharatkul, Pisit;Somkurnpanit, Suripon
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2005년도 ICCAS
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    • pp.1249-1253
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    • 2005
  • This paper presents a method to model the path loss characteristics in microwave urban line-of-sight (LOS) propagation. We propose new upper- and lower-bound models for the LOS path loss using fuzzy linear regression (FLR). The spread of upper- and lower-bound of FLR depends on max and min value of a sample path loss data while the conventional upper- and lower-bound models, the spread of the bound intervals are fixed and do not depend on the sample path loss data. Comparison of our models to conventional upper- and lower-bound models indicate that improvements in accuracy over the conventional models are achieved.

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3지 신호교차로의 교통사고 발생모형 - 청주시를 사례로 - (Traffic Accident Models of 3-Legged Signalized Intersections in the Case of Cheongju)

  • 박병호;한상욱;김태영
    • 한국안전학회지
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    • 제24권2호
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    • pp.94-99
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    • 2009
  • This study deals with the traffic accidents at the 3-legged signalized intersections in Cheongu. The goals are to analyze the geometric, traffic and operational conditions of intersections and to develop a various functional forms that predict the accidents. The models are developed through the correlation analysis, the multiple linear, the multiple nonlinear, Poisson and negative binomial regression analysis. In this study, two multiple linear, two multiple nonlinear and two negative binomial regression models were calibrated. These models were all analyzed to be statistically significant. All the models include 2 common variables(traffic volume and lane width) and model-specific variables. These variables are, therefore, evaluated to be critical to the accident reduction of Cheongju.