• Title/Summary/Keyword: regression models

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Taxi-demand forecasting using dynamic spatiotemporal analysis

  • Gangrade, Akshata;Pratyush, Pawel;Hajela, Gaurav
    • ETRI Journal
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    • v.44 no.4
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    • pp.624-640
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    • 2022
  • Taxi-demand forecasting and hotspot prediction can be critical in reducing response times and designing a cost effective online taxi-booking model. Taxi demand in a region can be predicted by considering the past demand accumulated in that region over a span of time. However, other covariates-like neighborhood influence, sociodemographic parameters, and point-of-interest data-may also influence the spatiotemporal variation of demand. To study the effects of these covariates, in this paper, we propose three models that consider different covariates in order to select a set of independent variables. These models predict taxi demand in spatial units for a given temporal resolution using linear and ensemble regression. We eventually combine the characteristics (covariates) of each of these models to propose a robust forecasting framework which we call the combined covariates model (CCM). Experimental results show that the CCM performs better than the other models proposed in this paper.

Support Vector Machine for Interval Regression

  • Hong Dug Hun;Hwang Changha
    • Proceedings of the Korean Statistical Society Conference
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    • 2004.11a
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    • pp.67-72
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    • 2004
  • Support vector machine (SVM) has been very successful in pattern recognition and function estimation problems for crisp data. This paper proposes a new method to evaluate interval linear and nonlinear regression models combining the possibility and necessity estimation formulation with the principle of SVM. For data sets with crisp inputs and interval outputs, the possibility and necessity models have been recently utilized, which are based on quadratic programming approach giving more diverse spread coefficients than a linear programming one. SVM also uses quadratic programming approach whose another advantage in interval regression analysis is to be able to integrate both the property of central tendency in least squares and the possibilistic property In fuzzy regression. However this is not a computationally expensive way. SVM allows us to perform interval nonlinear regression analysis by constructing an interval linear regression function in a high dimensional feature space. In particular, SVM is a very attractive approach to model nonlinear interval data. The proposed algorithm here is model-free method in the sense that we do not have to assume the underlying model function for interval nonlinear regression model with crisp inputs and interval output. Experimental results are then presented which indicate the performance of this algorithm.

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A comparison study on regression with stationary nonparametric autoregressive errors (정상 비모수 자기상관 오차항을 갖는 회귀분석에 대한 비교 연구)

  • Yu, Kyusang
    • The Korean Journal of Applied Statistics
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    • v.29 no.1
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    • pp.157-169
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    • 2016
  • We compare four methods to estimate a regression coefficient under linear regression models with serially correlated errors. We assume that regression errors are generated with nonlinear autoregressive models. The four methods are: ordinary least square estimator, general least square estimator, parametric regression error correction method, and nonparametric regression error correction method. We also discuss some properties of nonlinear autoregressive models by presenting numerical studies with typical examples. Our numerical study suggests that no method dominates; however, the nonparametric regression error correction method works quite well.

Development of the Index for Estimating the Arc Status in the Short-circuiting Transfer Region of GMA Welding (GMA용접의 단락이행영역에 있어서 아크 상태 평가를 위한 모델 개발)

  • 강문진;이세헌;엄기원
    • Journal of Welding and Joining
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    • v.17 no.4
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    • pp.85-92
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    • 1999
  • In GMAW, the spatter is generated because of the variation of the arc state. If the arc state is quantitatively assessed, the control method to make the spatter be reduced is able to develop. This study was attempted to develop the optimal model that could estimate the arc state quantitatively. To do this, the generated spatters was captured under the limited welding conditions, and the waveforms of the arc voltage and of the welding current were collected. From the collected waveforms, the waveform factors and their standard deviations were produced, and the linear and non-linear regression models constituted using the factors and their standard deviations are proposed to estimate the arc state. the performance test to the proposed models was practiced. Obtained results are as follow. From the results of correlation analysis between the factors and the amount of the generated spatters, the standard deviations of the waveform factors have more the multiple regression coefficients than the waveform factors. Because the correlation coefficient between T and {TEX}$T_{a}${/TEX}, and s[T] and s[{TEX}$T_{a}${/TEX}] was nearly one, it was found that these factors have the same effect to the spatter generation. In the regression models to estimate the arc state, it was fond that the linear and the non linear models were also consisted of similar factors. In addition, the linear regression model was assessed the optimal model for estimating the arc state because the variance of data was narrow and multiple regression coefficient was highest among the models. But in the welding conditions which the amount of the generated spatters were small, it was found that the non linear regression model had better the estimation performance for the spatter generation than the linear.

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First Order Difference-Based Error Variance Estimator in Nonparametric Regression with a Single Outlier

  • Park, Chun-Gun
    • Communications for Statistical Applications and Methods
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    • v.19 no.3
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    • pp.333-344
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    • 2012
  • We consider some statistical properties of the first order difference-based error variance estimator in nonparametric regression models with a single outlier. So far under an outlier(s) such difference-based estimators has been rarely discussed. We propose the first order difference-based estimator using the leave-one-out method to detect a single outlier and simulate the outlier detection in a nonparametric regression model with the single outlier. Moreover, the outlier detection works well. The results are promising even in nonparametric regression models with many outliers using some difference based estimators.

Asymmetric Least Squares Estimation for A Nonlinear Time Series Regression Model

  • Kim, Tae Soo;Kim, Hae Kyoung;Yoon, Jin Hee
    • Communications for Statistical Applications and Methods
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    • v.8 no.3
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    • pp.633-641
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    • 2001
  • The least squares method is usually applied when estimating the parameters in the regression models. However the least square estimator is not very efficient when the distribution of the error is skewed. In this paper, we propose the asymmetric least square estimator for a particular nonlinear time series regression model, and give the simple and practical sufficient conditions for the strong consistency of the estimators.

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Effects of curvature on leverage in nonlinear regression

  • Kahng, Myung-Wook
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.5
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    • pp.913-917
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    • 2009
  • The measures of leverage in linear regression has been extended to nonlinear regression models. We consider several curvature measures of nonlinearity in an estimation situation. The relationship between measures of leverage and statistical curvature are explored in nonlinear regression models. The circumstances under which the Jacobian leverage reduces to a tangent plane leverage are discussed in connection with the effective residual curvature of the nonlinear model.

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Leverage in Regression Models with MA(1) Errors (오차항이 MA(1) 과정을 따르는 회귀모형에서의 Leverage)

  • 이종협
    • Journal of Applied Reliability
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    • v.3 no.2
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    • pp.127-136
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    • 2003
  • This paper investigates the effect of individual observations in regression models with MA(1) errors through the 'hat matrix' It shows that the first observation has the largest hat matrix diagonal component for $\theta$<0 in the regression model with an intercept. This provides additional evidence for retaining the first observation in performing estimation in this setting. When the regression model goes to the origin and the independent variable has a deterministic trend, the last observation has the greatest leverage for │$\theta$│<1 and may have potentially large impact on parameter estimation.

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Urban and Rural Roundabout Accident Occurrence Models (도시 및 지방 회전교차로 사고 발생 모형)

  • Beck, Tea Hun;Lim, Jin Kang;Park, Byung Ho
    • International Journal of Highway Engineering
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    • v.17 no.5
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    • pp.39-46
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    • 2015
  • PURPOSES: The operational characteristics of roundabouts are generally influenced by location as well as traffic volume. The goal of this study is to develop urban and rural roundabout accident models and to discuss safety improvement guidelines based on the model. METHODS : To analyze accidents, count data models are utilized in this study. This study used accident data from 2010 to 2013 for 56 roundabouts collected from the Traffic Accident Analysis System (TASS) of Road Traffic Authority. Poisson and negative binomial regression models were developed for this study using NLOGIT 4.0. RESULTS : The main results are as follows. First, the hypotheses that there are distributional differences in the number of accidents and injuries/fatalities among rural and urban roundabouts were accepted. Second, Poisson and negative binomial regression accident models, which were all statistically significant, were developed. Seven independent variables, which were statistically significant, were adopted. Third, the common variable of models was evaluated to be traffic volume. CONCLUSIONS : This study developed two negative binomial roundabout accident models and suggested some accident reduction strategies. The results are expected to give some implications to the safety improvement of roundabout.

Switching Regression Analysis via Fuzzy LS-SVM

  • Hwang, Chang-Ha
    • Journal of the Korean Data and Information Science Society
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    • v.17 no.2
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    • pp.609-617
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    • 2006
  • A new fuzzy c-regression algorithm for switching regression analysis is presented, which combines fuzzy c-means clustering and least squares support vector machine. This algorithm can detect outliers in switching regression models while yielding the simultaneous estimates of the associated parameters together with a fuzzy c-partitions of data. It can be employed for the model-free nonlinear regression which does not assume the underlying form of the regression function. We illustrate the new approach with some numerical examples that show how it can be used to fit switching regression models to almost all types of mixed data.

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