• 제목/요약/키워드: robust regression

검색결과 365건 처리시간 0.027초

The Sequential Testing of Multiple Outliers in Linear Regression

  • Park, Jinpyo;Park, Heechang
    • Communications for Statistical Applications and Methods
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    • 제8권2호
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    • pp.337-346
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    • 2001
  • In this paper we consider the problem of identifying and testing the outliers in linear regression. first we consider the problem for testing the null hypothesis of no outliers. The test based on the ratio of two scale estimates is proposed. We show the asymptotic distribution of the test statistic by Monte Carlo simulation and investigate its properties. Next we consider the problem of identifying the outliers. A forward sequential procedure based on the suggested test is proposed and shown to perform fairly well. The forward sequential procedure is unaffected by masking and swamping effects because the test statistic is based on robust estimate.

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회전 속도가 급격히 변화하는 베어링의 양부 검사 기법 개발 및 검사 기준 최적화 (Development of Inspection Methods for Bearing Faults with a Rapid Change of Rotation Speed and Optimization of Pass/Fail Criteria)

  • 양원석;이원표;이종우
    • 한국자동차공학회논문집
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    • 제25권3호
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    • pp.273-286
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    • 2017
  • We develop an inspection method for bearing faults with a rapid change in the rotation speed and present indexes for the pass/fail inspection. At the end of line, impulse noises generated by the operation of machines and conveyors may distort the inspection results. In this paper, we present robust inspection indexes for bearing faults under impulse noises, by taking into account fault signals having pulse train. Using logistic regression, we optimize the pass/fail criterion for each index and evaluate the performance of the inspection indexes based on the total error rate.

Looperless Tension Control in Hot Rolling Process Using SVR

  • Shim, Jun-Hong;Han, Dong-Chang;Kim, Jeong-Don;Park, Cheol-Jae;Park, Hae-Doo;Lee, Suk-Gyu
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2005년도 ICCAS
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    • pp.403-407
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    • 2005
  • This paper proposes a looperless tension control algorithm which is robust to disturbance and tensional variation in rolling process using SVR(Support Vector Regression). Hot rolling process which is global technology to coil steel after continuous finishing process for welded bars followed by roughing mill process, becomes hot issue. Finishing mill process not only makes it possible to produce ultra thin steel strip(0.8 mm) but enhance the quality of terminals of coil, which increases the productivity due to faster process. Constant tension control between stands in hot rolling process is essential to enhance the quality of steel. Sensorless tension control is under research by some advanced companies to replace the conventional tension control method because in continuous finishing mill process, it is impossible to install the looper used in conventional control system. Simulation results show the effectiveness of the proposed algorithm.

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The Scale Ratio Testing of Multiple Outliers in Linear Regression

  • Park, Jin-Pyo
    • Journal of the Korean Data and Information Science Society
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    • 제14권3호
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    • pp.673-685
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    • 2003
  • In this paper we consider the problem of identifying and testing outliers in linear regression. First we consider the problem for testing the null hypothesis of no outliers. A test based on the ratio of two residual scale estimates is proposed. We show the asymptotic distribution of the test statistics by Monte Carlo simulation and investigate its properties. Next we consider the problem of identifying the outliers. A forward sequential procedure using the suggested test is proposed and shown to perform fairly well. Unlike other forward procedures, the present one is unaffected by masking and swamping effects because the test statistic is based on robust scale estimate.

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A Generalized M-Estimator in Linear Regression

  • Song, Moon-Sup;Park, Chang-Soon;Nam, Ho-Soo
    • Communications for Statistical Applications and Methods
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    • 제1권1호
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    • pp.27-32
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    • 1994
  • We propose a robust regression estimator which has both a high breakdown point and a bounded influence function. The main contribution of this article is to present a weight function in the generalized M (GM)-estimator. The weighting schemes which control leverage points only without considering residuals cannot be efficient, since control leverage points only without considering residuals cannot be efficient, since these schemes inevitably downweight some good leverage points. In this paper we propose a weight function which depends both on design points and residuals, so as not to downweight good leverage points. Some motivating illustrations are also given.

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The Forward Sequential Procedure for the Identifying Multiple Outliers in Linear Regression

  • Park, Jin-Pyo
    • Journal of the Korean Data and Information Science Society
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    • 제16권4호
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    • pp.1053-1066
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    • 2005
  • In this paper we consider the problem of identifying and testing outliers in linear regression. First we consider the use of the so-called scale ratio tests for testing the null hypothesis of no outliers. This test is based on the ratio of two residual scale estimates. We show the asymptotic distribution of the test statistics and investigate its properties. Next we consider the problem of identifying the outliers. A forward sequential procedure using the suggested test is proposed. The new method is compared with classical procedure in the real data example. Unlike other forward procedures, the present one is unaffected by masking and swamping effects because the test statistic is based on robust scale estimate.

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The Detection and Testing of Multiple Outliers in Linear Regression

  • Park, Jin-Pyo;Zamar, Ruben H.
    • Journal of the Korean Data and Information Science Society
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    • 제15권4호
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    • pp.921-934
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    • 2004
  • We consider the problem of identifying and testing outliers in linear regression. First, we consider the scale-ratio tests for testing the null hypothesis of no outliers. A test based on the ratio of two residual scale estimates is proposed. We show the asymptotic distribution of test statistics and investigate the properties of the test. Next we consider the problem of identifying the outliers. A forward procedure based on the suggested test is proposed and shown to perform fairly well. The forward procedure is unaffected by masking and swamping effects because the test statistics used a robust scale estimate.

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유전 프로그래밍 기반 단기 기온 예보의 보정 기법 (Genetic Programming Based Compensation Technique for Short-range Temperature Prediction)

  • 현병용;현수환;이용희;서기성
    • 전기학회논문지
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    • 제61권11호
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    • pp.1682-1688
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    • 2012
  • This paper introduces a GP(Genetic Programming) based robust technique for temperature compensation in short-range prediction. Development of an efficient MOS(Model Output Statistics) is necessary to correct systematic errors of the model, because forecast models do not reliably determine weather conditions. Most of MOS use a linear regression to compensate a prediction model, therefore it is hard to manage an irregular nature of prediction. In order to solve the problem, a nonlinear and symbolic regression method using GP is suggested. The purpose of this study is to evaluate the accuracy of the estimation by a GP based nonlinear MOS for 3 days temperatures in Korean regions. This method is then compared to the UM model and has shown superior results. The training period of 2007-2009 summer is used, and the data of 2010 summer is adopted for verification.

Time Dependent Extension and Failure Analysis of Structural Adhesive Assemblies Under Static Load Conditions

  • Young, Patrick H.;Miller, Zachary K.;Gwasdacus, Jeffrey M.
    • 접착 및 계면
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    • 제21권1호
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    • pp.6-13
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    • 2020
  • The objective of the current study is to characterize the long-term stability and efficacy of a structural adhesive assembly under static load. An apparatus was designed to be used in the Instron tensile test machine that would allow for real time modeling of the failure characteristics of an assembly utilizing a moisture- cure adhesive which was bonded to concrete. A regression model was developed that followed a linear - natural log function which was used to predict the expected life of the assembly. Evaluations at different curing times confirmed the structure was more robust with longer cure durations prior to loading. Finally, the results show that under the conditions the assembly was tested, there was only a small amount of inelastic creep and the regression models demonstrated the potential for a stable structure lasting several decades.

실시간 오차 보정을 위한 열변형 오차 모델의 최적 변수 선택 (Optimal Variable Selection in a Thermal Error Model for Real Time Error Compensation)

  • 황석현;이진현;양승한
    • 한국정밀공학회지
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    • 제16권3호통권96호
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    • pp.215-221
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    • 1999
  • The object of the thermal error compensation system in machine tools is improving the accuracy of a machine tool through real time error compensation. The accuracy of the machine tool totally depends on the accuracy of thermal error model. A thermal error model can be obtained by appropriate combination of temperature variables. The proposed method for optimal variable selection in the thermal error model is based on correlation grouping and successive regression analysis. Collinearity matter is improved with the correlation grouping and the judgment function which minimizes residual mean square is used. The linear model is more robust against measurement noises than an engineering judgement model that includes the higher order terms of variables. The proposed method is more effective for the applications in real time error compensation because of the reduction in computational time, sufficient model accuracy, and the robustness.

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