• Title/Summary/Keyword: regression statistics

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Improvement of WRF forecast meteorological data by Model Output Statistics using linear, polynomial and scaling regression methods

  • Jabbari, Aida;Bae, Deg-Hyo
    • Proceedings of the Korea Water Resources Association Conference
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    • 2019.05a
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    • pp.147-147
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    • 2019
  • The Numerical Weather Prediction (NWP) models determine the future state of the weather by forcing current weather conditions into the atmospheric models. The NWP models approximate mathematically the physical dynamics by nonlinear differential equations; however these approximations include uncertainties. The errors of the NWP estimations can be related to the initial and boundary conditions and model parameterization. Development in the meteorological forecast models did not solve the issues related to the inevitable biases. In spite of the efforts to incorporate all sources of uncertainty into the forecast, and regardless of the methodologies applied to generate the forecast ensembles, they are still subject to errors and systematic biases. The statistical post-processing increases the accuracy of the forecast data by decreasing the errors. Error prediction of the NWP models which is updating the NWP model outputs or model output statistics is one of the ways to improve the model forecast. The regression methods (including linear, polynomial and scaling regression) are applied to the present study to improve the real time forecast skill. Such post-processing consists of two main steps. Firstly, regression is built between forecast and measurement, available during a certain training period, and secondly, the regression is applied to new forecasts. In this study, the WRF real-time forecast data, in comparison with the observed data, had systematic biases; the errors related to the NWP model forecasts were reflected in the underestimation of the meteorological data forecast by the WRF model. The promising results will indicate that the post-processing techniques applied in this study improved the meteorological forecast data provided by WRF model. A comparison between various bias correction methods will show the strength and weakness of the each methods.

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A Study on Domestic Drama Rating Prediction (국내 드라마 시청률 예측 및 영향요인 분석)

  • Kang, Suyeon;Jeon, Heejeong;Kim, Jihye;Song, Jongwoo
    • The Korean Journal of Applied Statistics
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    • v.28 no.5
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    • pp.933-949
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    • 2015
  • Audience rating competition in the domestic drama market has increased recently due to the introduction of commercial broadcasting and diversification of channels. There is now a need for thorough studies and analysis on audience rating. Especially, a drama rating is an important measure to estimate advertisement costs for producers and advertisers. In this paper, we study the drama rating prediction models using various data mining techniques such as linear regression, LASSO regression, random forest, and gradient boosting. The analysis results show that initial drama ratings are affected by structural elements such as broadcasting station and broadcasting time. Average drama ratings are also influenced by earlier public opinion such as the number of internet searches about the drama.

A Study of Generalized Maximum Entropy Estimator for the Panel Regression Model (패널회귀모형에서 최대엔트로피 추정량에 관한 연구)

  • Song, Seuck-Heun;Cheon, Soo-Young
    • The Korean Journal of Applied Statistics
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    • v.19 no.3
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    • pp.521-534
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    • 2006
  • This paper considers a panel regression model with ill-posed data and proposes the generalized maximum entropy(GME) estimator of the unknown parameters. These are natural extensions from the biometries, statistics and econometrics literature. The performance of this estimator is investigated by using of Monte Carlo experiments. The results indicate that the GME method performs the best in estimating the unknown parameters.

Screening Vital Few Variables and Development of Logistic Regression Model on a Large Data Set (대용량 자료에서 핵심적인 소수의 변수들의 선별과 로지스틱 회귀 모형의 전개)

  • Lim, Yong-B.;Cho, J.;Um, Kyung-A;Lee, Sun-Ah
    • Journal of Korean Society for Quality Management
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    • v.34 no.2
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    • pp.129-135
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    • 2006
  • In the advance of computer technology, it is possible to keep all the related informations for monitoring equipments in control and huge amount of real time manufacturing data in a data base. Thus, the statistical analysis of large data sets with hundreds of thousands observations and hundred of independent variables whose some of values are missing at many observations is needed even though it is a formidable computational task. A tree structured approach to classification is capable of screening important independent variables and their interactions. In a Six Sigma project handling large amount of manufacturing data, one of the goals is to screen vital few variables among trivial many variables. In this paper we have reviewed and summarized CART, C4.5 and CHAID algorithms and proposed a simple method of screening vital few variables by selecting common variables screened by all the three algorithms. Also how to develop a logistics regression model on a large data set is discussed and illustrated through a large finance data set collected by a credit bureau for th purpose of predicting the bankruptcy of the company.

Detection of multiple change points using penalized least square methods: a comparative study between ℓ0 and ℓ1 penalty (벌점-최소제곱법을 이용한 다중 변화점 탐색)

  • Son, Won;Lim, Johan;Yu, Donghyeon
    • The Korean Journal of Applied Statistics
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    • v.29 no.6
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    • pp.1147-1154
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    • 2016
  • In this paper, we numerically compare two penalized least square methods, the ${\ell}_0$-penalized method and the fused lasso regression (FLR, ${\ell}_1$ penalization), in finding multiple change points of a signal. We find that the ${\ell}_0$-penalized method performs better than the FLR, which produces many false detections in some cases as the theory tells. In addition, the computation of ${\ell}_0$-penalized method relies on dynamic programming and is as efficient as the FLR.

A nonparametric Bayesian seemingly unrelated regression model (비모수 베이지안 겉보기 무관 회귀모형)

  • Jo, Seongil;Seok, Inhae;Choi, Taeryon
    • The Korean Journal of Applied Statistics
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    • v.29 no.4
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    • pp.627-641
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    • 2016
  • In this paper, we consider a seemingly unrelated regression (SUR) model and propose a nonparametric Bayesian approach to SUR with a Dirichlet process mixture of normals for modeling an unknown error distribution. Posterior distributions are derived based on the proposed model, and the posterior inference is performed via Markov chain Monte Carlo methods based on the collapsed Gibbs sampler of a Dirichlet process mixture model. We present a simulation study to assess the performance of the model. We also apply the model to precipitation data over South Korea.

Identification of risk factors and development of the nomogram for delirium

  • Shin, Min-Seok;Jang, Ji-Eun;Lee, Jea-Young
    • Communications for Statistical Applications and Methods
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    • v.28 no.4
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    • pp.339-350
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    • 2021
  • In medical research, the risk factors associated with human diseases need to be identified to predict the incidence rate and determine the treatment plan. Logistic regression analysis is primarily used in order to select risk factors. However, individuals who are unfamiliar with statistics outcomes have trouble using these methods. In this study, we develop a nomogram that graphically represents the numerical association between the disease and risk factors in order to identify the risk factors for delirium and to interpret and use the results more effectively. By using the logistic regression model, we identify risk factors related to delirium, construct a nomogram and predict incidence rates. Additionally, we verify the developed nomogram using a receiver operation characteristics (ROC) curve and calibration plot. Nursing home, stroke/epilepsy, metabolic abnormality, hemodynamic instability, and analgesics were selected as risk factors. The validation results of the nomogram, built with the factors of training set and the test set of the AUC showed a statistically significant determination of 0.893 and 0.717, respectively. As a result of drawing the calibration plot, the coefficient of determination was 0.820. By using the nomogram developed in this paper, health professionals can easily predict the incidence rate of delirium for individual patients. Based on this information, the nomogram could be used as a useful tool to establish an individual's treatment plan.

Simplicial Regression Depth with Censored and Truncated Data

  • Park, Jinho
    • Communications for Statistical Applications and Methods
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    • v.10 no.1
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    • pp.167-175
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    • 2003
  • In this paper we develop a robust procedure to estimate regression coefficients for a linear model with censored and truncated data based on simplicial regression depth. Simplicial depth of a point is defined as the proportion of data simplices containing it. This simplicial depth can be extended to regression problem with censored and truncated data. Any line can be given a depth and the deepest regression line is the line with the maximum simplicial regression depth. We show how the proposed regression performs through analyzing AIDS incubation data.

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.

Missing Values Estimation for Time Course Gene Expression Data Using the Sequential Partial Least Squares Regression Fitting (순차적 부분최소제곱 회귀적합에 의한 시간경로 유전자 발현 자료의 결측치 추정)

  • Kim, Kyung-Sook;Oh, Mi-Ra;Baek, Jang-Sun;Son, Young-Sook
    • The Korean Journal of Applied Statistics
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    • v.21 no.2
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    • pp.275-290
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    • 2008
  • The size of microarray gene expression data is very big and its observation process is also very complex. Thus missing values are frequently occurred. In this paper we propose the sequential partial least squares(SPLS) regression fitting method to estimate missing values for time course gene expression data that has correlations among observations over time points. The SPLS method is to combine the sequential technique with the partial least squares(PLS) regression fitting method. The usefulness of method proposed is evaluated through some simulation study for three yeast time course data.