• Communications for Statistical Applications and Methods
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• 제17권6호
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• pp.803-810
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• 2010

The singular value decomposition of a rectangular matrix is a basic tool to understand the structure of the data and particularly the relationship between row and column factors. However, conventional singular value decomposition used the least squares method and is not robust to outliers. We propose a simple robust singular value decomposition algorithm based on the weighted least absolute deviation which is not sensitive to leverage points. Its implementation is easy and the computation time is reasonably low. Numerical results give the data structure and the outlying information.

• Communications for Statistical Applications and Methods
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• 제18권6호
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• pp.733-739
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• 2011

The linear absolute shrinkage and selection operator(Lasso) method improves the low prediction accuracy and poor interpretation of the ordinary least squares(OLS) estimate through the use of $L_1$ regularization on the regression coefficients. However, the Lasso is not robust to outliers, because the Lasso method minimizes the sum of squared residual errors. Even though the least absolute deviation(LAD) estimator is an alternative to the OLS estimate, it is sensitive to leverage points. We propose a robust Lasso estimator that is not sensitive to outliers, heavy-tailed errors or leverage points.

• Wind and Structures
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• 제26권6호
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• pp.383-395
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• 2018

An accurate determination of wind speed distribution is the basis for an evaluation of the wind energy potential required to design a wind turbine, so it is important to estimate unknown parameters of wind speed distribution. In this paper, Gumbel distribution is used in modelling wind speed data, and alternative robust estimation methods to estimate its parameters are considered. The methodologies used to obtain the estimators of the parameters are least absolute deviation, weighted least absolute deviation, median/MAD and least median of squares. The performances of the estimators are compared with traditional estimation methods (i.e., maximum likelihood and least squares) according to bias, mean square deviation and total mean square deviation criteria using a Monte-Carlo simulation study for the data with and without outliers. The simulation results show that least median of squares and median/MAD estimators are more efficient than others for data with outliers in many cases. However, median/MAD estimator is not consistent for location parameter of Gumbel distribution in all cases. In real data application, it is firstly demonstrated that Gumbel distribution fits the daily mean wind speed data well and is also better one to model the data than Weibull distribution with respect to the root mean square error and coefficient of determination criteria. Next, the wind data modified by outliers is analysed to show the performance of the proposed estimators by using numerical and graphical methods.

• 응용통계연구
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• 제23권6호
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• pp.1235-1243
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• 2010

다차원 분할표를 구성하는 범주형 변수들의 연관관계를 식별하기 위하여 널리 이용되는 로그선형모형을 위한 절사 LAD(least absolute deviations) 추정방법을 제안하였다. 제안된 방법은 가중 LAD 추정을 반복하여 계산이 수행되므로 분할표 분석을 위해 적용할 수 있는 여러 연관성 모형(association models)에 직접 적용할 수 있다. 또한 붓스트랩을 이용한 최적절사율을 결정하는 방법이 갖는 공분산행렬을 과소추정하는 문제를 해결하기위한 절사율 결정 방법을 제안하였다. 모의실험을 통해 제안된 방법이 붓스트랩 방법에 비하여 항상 우수한 절사율을 보인다는 것을 설명하였으며, 제안된 방법들의 실제 자료분석 결과를 제시하였다.

• 설비공학논문집
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• 제19권6호
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• pp.457-463
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• 2007

Various correlations of saturated vapor density in a truncated power series form are tested and compared in this study. Saturated vapor density correlation can be expressed relating logarithmic reduced density to the reduced temperature. Five types of correlation has been investigated using saturated vapor density data for 22 pure substance refrigerants from ASHRAE (American Society of Heating, Reftigerating and Air-Conditioning Engineers, Inc.) property tables and NIST (National Institute of Standards and Technology) Chemistry Webbook. Correlations are fitted to the data points by least squares method. Data points are equally weighted. The best type of correlation among the five types is suggested. The results obtained indicate that the best correlations with 3, 4, and 5 terms yield average AAD's (Average Absolute Deviation) of 0.27%, 0.04%, and 0.02%, respectively, while widely used conventional correlations with 3, 4, and 5 terms yield those of 1.19%, 0.61%, and 0.17%. The suggested type of correlation could reduce the number of terms while improving performance.

• Korean Journal of Radiology
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• 제23권11호
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• pp.1078-1088
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• 2022

Objective: To develop and validate a model using radiomics features from apparent diffusion coefficient (ADC) map to diagnose local tumor recurrence in head and neck squamous cell carcinoma (HNSCC). Materials and Methods: This retrospective study included 285 patients (mean age ± standard deviation, 62 ± 12 years; 220 male, 77.2%), including 215 for training (n = 161) and internal validation (n = 54) and 70 others for external validation, with newly developed contrast-enhancing lesions at the primary cancer site on the surveillance MRI following definitive treatment of HNSCC between January 2014 and October 2019. Of the 215 and 70 patients, 127 and 34, respectively, had local tumor recurrence. Radiomics models using radiomics scores were created separately for T2-weighted imaging (T2WI), contrast-enhanced T1-weighted imaging (CE-T1WI), and ADC maps using non-zero coefficients from the least absolute shrinkage and selection operator in the training set. Receiver operating characteristic (ROC) analysis was used to evaluate the diagnostic performance of each radiomics score and known clinical parameter (age, sex, and clinical stage) in the internal and external validation sets. Results: Five radiomics features from T2WI, six from CE-T1WI, and nine from ADC maps were selected and used to develop the respective radiomics models. The area under ROC curve (AUROC) of ADC radiomics score was 0.76 (95% confidence interval [CI], 0.62-0.89) and 0.77 (95% CI, 0.65-0.88) in the internal and external validation sets, respectively. These were significantly higher than the AUROC values of T2WI (0.53 [95% CI, 0.40-0.67], p = 0.006), CE-T1WI (0.53 [95% CI, 0.40-0.67], p = 0.012), and clinical parameters (0.53 [95% CI, 0.39-0.67], p = 0.021) in the external validation set. Conclusion: The radiomics model using ADC maps exhibited higher diagnostic performance than those of the radiomics models using T2WI or CE-T1WI and clinical parameters in the diagnosis of local tumor recurrence in HNSCC following definitive treatment.

• Korean Journal of Radiology
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• 제23권8호
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• pp.811-820
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• 2022

Objective: To develop a model incorporating radiomic features and clinical factors to accurately predict acute ischemic stroke (AIS) outcomes. Materials and Methods: Data from 522 AIS patients (382 male [73.2%]; mean age ± standard deviation, 58.9 ± 11.5 years) were randomly divided into the training (n = 311) and validation cohorts (n = 211). According to the modified Rankin Scale (mRS) at 6 months after hospital discharge, prognosis was dichotomized into good (mRS ≤ 2) and poor (mRS > 2); 1310 radiomics features were extracted from diffusion-weighted imaging and apparent diffusion coefficient maps. The minimum redundancy maximum relevance algorithm and the least absolute shrinkage and selection operator logistic regression method were implemented to select the features and establish a radiomics model. Univariable and multivariable logistic regression analyses were performed to identify the clinical factors and construct a clinical model. Ultimately, a multivariable logistic regression analysis incorporating independent clinical factors and radiomics score was implemented to establish the final combined prediction model using a backward step-down selection procedure, and a clinical-radiomics nomogram was developed. The models were evaluated using calibration, receiver operating characteristic (ROC), and decision curve analyses. Results: Age, sex, stroke history, diabetes, baseline mRS, baseline National Institutes of Health Stroke Scale score, and radiomics score were independent predictors of AIS outcomes. The area under the ROC curve of the clinical-radiomics model was 0.868 (95% confidence interval, 0.825-0.910) in the training cohort and 0.890 (0.844-0.936) in the validation cohort, which was significantly larger than that of the clinical or radiomics models. The clinical radiomics nomogram was well calibrated (p > 0.05). The decision curve analysis indicated its clinical usefulness. Conclusion: The clinical-radiomics model outperformed individual clinical or radiomics models and achieved satisfactory performance in predicting AIS outcomes.