• Title/Summary/Keyword: robust regression

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Number of sampling leaves for reflectance measurement of Chinese cabbage and kale

  • Chung, Sun-Ok;Ngo, Viet-Duc;Kabir, Md. Shaha Nur;Hong, Soon-Jung;Park, Sang-Un;Kim, Sun-Ju;Park, Jong-Tae
    • Korean Journal of Agricultural Science
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    • v.41 no.3
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    • pp.169-175
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    • 2014
  • Objective of this study was to investigate effects of pre-processing method and number of sampling leaves on stability of the reflectance measurement for Chinese cabbage and kale leaves. Chinese cabbage and kale were transplanted and cultivated in a plant factory. Leaf samples of the kale and cabbage were collected at 4 weeks after transplanting of the seedlings. Spectra data were collected with an UV/VIS/NIR spectrometer in the wavelength region from 190 to 1130 nm. All leaves (mature and young leaves) were measured on 9 and 12 points in the blade part in the upper area for kale and cabbage leaves, respectively. To reduce the spectral noise, the raw spectral data were preprocessed by different methods: i) moving average, ii) Savitzky-Golay filter, iii) local regression using weighted linear least squares and a $1^{st}$ degree polynomial model (lowess), iv) local regression using weighted linear least squares and a $2^{nd}$ degree polynomial model (loess), v) a robust version of 'lowess', vi) a robust version of 'loess', with 7, 11, 15 smoothing points. Effects of number of sampling leaves were investigated by reflectance difference (RD) and cross-correlation (CC) methods. Results indicated that the contribution of the spectral data collected at 4 sampling leaves were good for both of the crops for reflectance measurement that does not change stability of measurement much. Furthermore, moving average method with 11 smoothing points was believed to provide reliable pre-processed data for further analysis.

Social Responsibility Activities and Financial Performance of the Financial Industry (금융업의 사회적 책임활동과 재무성과)

  • Xia, Xuehao;Bae, Soo Hyun
    • The Journal of the Convergence on Culture Technology
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    • v.5 no.3
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    • pp.71-78
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    • 2019
  • The importance of social responsibility such as ethical management and social contribution activities is emphasized for the sustainable growth of companies. Although there is a great deal of research on corporate social responsibility due to the increase in social interest and expectation, most of them have been limited to research on general manufacturing industry. The purpose of this study is to analyze the effect of social responsibility activities on financial performance. In addition, we want to analyze the difference in the financial performance of companies with excellent social responsibility activities announced by the Institute of Economic Justice and others. The analysis period is from 2011 to 2016, and we analyze using the robust regression methodology which is relatively effective in solving the autocorrelation and this dispersion problem. First, it is proved that the higher the KEJI index, the more positive effect on financial performance. In addition, we found that there is a significant difference in the financial performance of companies with excellent social responsibility activities and those with other social responsibility activities. These results will have important implications for establishing a firm's financial strategy and will serve as useful information for the financial industry that is striving for sustainable management.

Development of an optimized model to compute the undrained shaft friction adhesion factor of bored piles

  • Alzabeebee, Saif;Zuhaira, Ali Adel;Al-Hamd, Rwayda Kh. S.
    • Geomechanics and Engineering
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    • v.28 no.4
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    • pp.397-404
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    • 2022
  • Accurate prediction of the undrained shaft resistance is essential for robust design of bored piles in undrained condition. The undrained shaft resistance is calculated using the undrained adhesion factor multiplied by the undrained cohesion of the soil. However, the available correlations to predict the undrained adhesion factor have been developed using simple regression techniques and the accuracy of these correlations has not been thoroughly assessed in previous studies. The lack of the assessment of these correlations made it difficult for geotechnical engineers to select the most accurate correlation in routine designs. Furthermore, limited attempts have been made in previous studies to use advanced data mining techniques to develop simple and accurate correlation to predict the undrained adhesion factor. This research, therefore, has been conducted to fill these gaps in knowledge by developing novel and robust correlation to predict the undrained adhesion factor. The development of the new correlation has been conducted using the multi-objective evolutionary polynomial regression analysis. The new correlation outperformed the available empirical correlations, where the new correlation scored lower mean absolute error, mean square error, root mean square error and standard deviation of measured to predicted adhesion factor, and higher mean, a20-index and coefficient of correlation. The correlation also successfully showed the influence of the undrained cohesion and the effective stress on the adhesion factor. Hence, the new correlation enhances the design accuracy and can be used by practitioner geotechnical engineers to ensure optimized designs of bored piles in undrained conditions.

Cable damage identification of cable-stayed bridge using multi-layer perceptron and graph neural network

  • Pham, Van-Thanh;Jang, Yun;Park, Jong-Woong;Kim, Dong-Joo;Kim, Seung-Eock
    • Steel and Composite Structures
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    • v.44 no.2
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    • pp.241-254
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    • 2022
  • The cables in a cable-stayed bridge are critical load-carrying parts. The potential damage to cables should be identified early to prevent disasters. In this study, an efficient deep learning model is proposed for the damage identification of cables using both a multi-layer perceptron (MLP) and a graph neural network (GNN). Datasets are first generated using the practical advanced analysis program (PAAP), which is a robust program for modeling and analyzing bridge structures with low computational costs. The model based on the MLP and GNN can capture complex nonlinear correlations between the vibration characteristics in the input data and the cable system damage in the output data. Multiple hidden layers with an activation function are used in the MLP to expand the original input vector of the limited measurement data to obtain a complete output data vector that preserves sufficient information for constructing the graph in the GNN. Using the gated recurrent unit and set2set model, the GNN maps the formed graph feature to the output cable damage through several updating times and provides the damage results to both the classification and regression outputs. The model is fine-tuned with the original input data using Adam optimization for the final objective function. A case study of an actual cable-stayed bridge was considered to evaluate the model performance. The results demonstrate that the proposed model provides high accuracy (over 90%) in classification and satisfactory correlation coefficients (over 0.98) in regression and is a robust approach to obtain effective identification results with a limited quantity of input data.

Modeling of Flow-Accelerated Corrosion using Machine Learning: Comparison between Random Forest and Non-linear Regression (기계학습을 이용한 유동가속부식 모델링: 랜덤 포레스트와 비선형 회귀분석과의 비교)

  • Lee, Gyeong-Geun;Lee, Eun Hee;Kim, Sung-Woo;Kim, Kyung-Mo;Kim, Dong-Jin
    • Corrosion Science and Technology
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    • v.18 no.2
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    • pp.61-71
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    • 2019
  • Flow-Accelerated Corrosion (FAC) is a phenomenon in which a protective coating on a metal surface is dissolved by a flow of fluid in a metal pipe, leading to continuous wall-thinning. Recently, many countries have developed computer codes to manage FAC in power plants, and the FAC prediction model in these computer codes plays an important role in predictive performance. Herein, the FAC prediction model was developed by applying a machine learning method and the conventional nonlinear regression method. The random forest, a widely used machine learning technique in predictive modeling led to easy calculation of FAC tendency for five input variables: flow rate, temperature, pH, Cr content, and dissolved oxygen concentration. However, the model showed significant errors in some input conditions, and it was difficult to obtain proper regression results without using additional data points. In contrast, nonlinear regression analysis predicted robust estimation even with relatively insufficient data by assuming an empirical equation and the model showed better predictive power when the interaction between DO and pH was considered. The comparative analysis of this study is believed to provide important insights for developing a more sophisticated FAC prediction model.

PREPROCESSING EFFECTS ON ON-LINE SSC MEASUREMENT OF FUJI APPLE BY NIR SPECTROSCOPY

  • Ryu, D.S.;Noh, S.H.;Hwang, I.G.
    • Proceedings of the Korean Society for Agricultural Machinery Conference
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    • 2000.11c
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    • pp.560-568
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    • 2000
  • The aims of this research were to investigate the preprocessing effect of spectrum data on prediction performance and to develop a robust model to predict SSC in intact apple. Spectrum data of 320 Fuji apples were measured with the on-line transmittance measurement system at the wavelength range of 550∼1100nm. Preprocess methods adopted for the tests were Savitzky Golay, MSC, SNV, first derivative and OSC. Several combinations of those methods were applied to the raw spectrum data set to investigate the relative effect of each method on the performance of the calibration model. PLS method was used to regress the preprocessed data set and the SSCs of samples, and the cross-validation was to select the optimal number of PLS factors. Smoothing and scattering corection were essential in increasing the prediction performance of PLS regression model and the OSC contributed to reduction of the number of PLS factors. The first derivative resulted in unfavorable effect on the prediction performance. MSC and SNV showed similar effect. A robust calibration model could be developed by the preprocessing combination of Savitzky Golay smoothing, MSC and OSC, which resulted in SEP= 0.507, bias=0.032 and R$^2$=0.8823.

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Jensen's Alpha Estimation Models in Capital Asset Pricing Model

  • Phuoc, Le Tan
    • The Journal of Asian Finance, Economics and Business
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    • v.5 no.3
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    • pp.19-29
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    • 2018
  • This research examined the alternatives of Jensen's alpha (α) estimation models in the Capital Asset Pricing Model, discussed by Treynor (1961), Sharpe (1964), and Lintner (1965), using the robust maximum likelihood type m-estimator (MM estimator) and Bayes estimator with conjugate prior. According to finance literature and practices, alpha has often been estimated using ordinary least square (OLS) regression method and monthly return data set. A sample of 50 securities is randomly selected from the list of the S&P 500 index. Their daily and monthly returns were collected over a period of the last five years. This research showed that the robust MM estimator performed well better than the OLS and Bayes estimators in terms of efficiency. The Bayes estimator did not perform better than the OLS estimator as expected. Interestingly, we also found that daily return data set would give more accurate alpha estimation than monthly return data set in all three MM, OLS, and Bayes estimators. We also proposed an alternative market efficiency test with the hypothesis testing Ho: α = 0 and was able to prove the S&P 500 index is efficient, but not perfect. More important, those findings above are checked with and validated by Jackknife resampling results.

Objects Recognition and Intelligent Walking for Quadruped Robots based on Genetic Programming (4족 보행로봇의 물체 인식 및 GP 기반 지능적 보행)

  • Kim, Young-Kyun;Hyun, Soo-Hwan;Jang, Jae-Young;Seo, Ki-Sung
    • Journal of the Korean Institute of Intelligent Systems
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    • v.20 no.5
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    • pp.603-609
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    • 2010
  • This paper introduces an objects recognition algorithm based on SURF(Speeded Up Robust Features) and GP(Genetic Programming) based gaits generation. Combining both methods, a recognition based intelligent walking for quadruped robots is proposed. The gait of quadruped robots is generated by means of symbolic regression for each joint trajectories using GP. A position and size of target object are recognized by SURF which enables high speed feature extraction, and then the distance to the object is calculated. Experiments for objects recognition and autonomous walking for quadruped robots are executed for ODE based Webots simulation and real robot.

Support vector machine for prediction of the compressive strength of no-slump concrete

  • Sobhani, J.;Khanzadi, M.;Movahedian, A.H.
    • Computers and Concrete
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    • v.11 no.4
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    • pp.337-350
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    • 2013
  • The sensitivity of compressive strength of no-slump concrete to its ingredient materials and proportions, necessitate the use of robust models to guarantee both estimation and generalization features. It was known that the problem of compressive strength prediction owes high degree of complexity and uncertainty due to the variable nature of materials, workmanship quality, etc. Moreover, using the chemical and mineral additives, superimposes the problem's complexity. Traditionally this property of concrete is predicted by conventional linear or nonlinear regression models. In general, these models comprise lower accuracy and in most cases they fail to meet the extrapolation accuracy and generalization requirements. Recently, artificial intelligence-based robust systems have been successfully implemented in this area. In this regard, this paper aims to investigate the use of optimized support vector machine (SVM) to predict the compressive strength of no-slump concrete and compare with optimized neural network (ANN). The results showed that after optimization process, both models are applicable for prediction purposes with similar high-qualities of estimation and generalization norms; however, it was indicated that optimization and modeling with SVM is very rapid than ANN models.

Modelling the deflection of reinforced concrete beams using the improved artificial neural network by imperialist competitive optimization

  • Li, Ning;Asteris, Panagiotis G.;Tran, Trung-Tin;Pradhan, Biswajeet;Nguyen, Hoang
    • Steel and Composite Structures
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    • v.42 no.6
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    • pp.733-745
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    • 2022
  • This study proposed a robust artificial intelligence (AI) model based on the social behaviour of the imperialist competitive algorithm (ICA) and artificial neural network (ANN) for modelling the deflection of reinforced concrete beams, abbreviated as ICA-ANN model. Accordingly, the ICA was used to adjust and optimize the parameters of an ANN model (i.e., weights and biases) aiming to improve the accuracy of the ANN model in modelling the deflection reinforced concrete beams. A total of 120 experimental datasets of reinforced concrete beams were employed for this aim. Therein, applied load, tensile reinforcement strength and the reinforcement percentage were used to simulate the deflection of reinforced concrete beams. Besides, five other AI models, such as ANN, SVM (support vector machine), GLMNET (lasso and elastic-net regularized generalized linear models), CART (classification and regression tree) and KNN (k-nearest neighbours), were also used for the comprehensive assessment of the proposed model (i.e., ICA-ANN). The comparison of the derived results with the experimental findings demonstrates that among the developed models the ICA-ANN model is that can approximate the reinforced concrete beams deflection in a more reliable and robust manner.