• Title/Summary/Keyword: weighted least squares

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Hybrid Fuzzy Least Squares Support Vector Machine Regression for Crisp Input and Fuzzy Output

  • Shim, Joo-Yong;Seok, Kyung-Ha;Hwang, Chang-Ha
    • Communications for Statistical Applications and Methods
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    • v.17 no.2
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    • pp.141-151
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    • 2010
  • Hybrid fuzzy regression analysis is used for integrating randomness and fuzziness into a regression model. Least squares support vector machine(LS-SVM) has been very successful in pattern recognition and function estimation problems for crisp data. This paper proposes a new method to evaluate hybrid fuzzy linear and nonlinear regression models with crisp inputs and fuzzy output using weighted fuzzy arithmetic(WFA) and LS-SVM. LS-SVM allows us to perform fuzzy nonlinear regression analysis by constructing a fuzzy linear regression function in a high dimensional feature space. The proposed method is not computationally expensive since its solution is obtained from a simple linear equation system. In particular, this method is a very attractive approach to modeling nonlinear data, and is nonparametric method in the sense that we do not have to assume the underlying model function for fuzzy nonlinear regression model with crisp inputs and fuzzy output. Experimental results are then presented which indicate the performance of this method.

Enhancing Focus Measurements in Shape From Focus Through 3D Weighted Least Square (3차원 가중최소제곱을 이용한 SFF에서의 초점 측도 개선)

  • Mahmood, Muhammad Tariq;Ali, Usman;Choi, Young Kyu
    • Journal of the Semiconductor & Display Technology
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    • v.18 no.3
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    • pp.66-71
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    • 2019
  • In shape from focus (SFF) methods, the quality of image focus volume plays a vital role in the quality of 3D shape reconstruction. Traditionally, a linear 2D filter is applied to each slice of the image focus volume to rectify the noisy focus measurements. However, this approach is problematic because it also modifies the accurate focus measurements that should ideally remain intact. Therefore, in this paper, we propose to enhance the focus volume adaptively by applying 3-dimensional weighted least squares (3D-WLS) based regularization. We estimate regularization weights from the guidance volume extracted from the image sequences. To solve 3D-WLS optimization problem efficiently, we apply a technique to solve a series of 1D linear sub-problems. Experiments conducted on synthetic and real image sequences demonstrate that the proposed method effectively enhances the image focus volume, ultimately improving the quality of reconstructed shape.

On a Robust Subset Selection Procedure for the Slopes of Regression Equations

  • Song, Moon-Sup;Oh, Chang-Hyuck
    • Journal of the Korean Statistical Society
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    • v.10
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    • pp.105-121
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    • 1981
  • The problem of selection of a subset containing the largest of several slope parameters of regression equations is considered. The proposed selection procedure is based on the weighted median estimators for regression parameters and the median of rescaled absolute residuals for scale parameters. Those estimators are compared with the classical least squares estimators by a simulation study. A Monte Carlo comparison is also made between the new procedure based on the weighted median estiamtors and the procedure based on the least squares estimators. The results show that the proposed procedure is quite robust with respect to the heaviness of distribution tails.

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A Modified Weighted Least Squares Range Estimator for ASM (Anti-Ship Missile) Application

  • Whang Ick-Ho;Ra Won-Sang;Ahn Jo-Young
    • International Journal of Control, Automation, and Systems
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    • v.3 no.3
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    • pp.486-492
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    • 2005
  • A practical recursive WLS (weighted least squares) algorithm is proposed to estimate relative range using LOS (line-of-sight) information for ASM (anti-ship missile) application. Apart from the previous approaches based on the EKF (extended Kalman filter), to ensure good convergence properties in long range engagement situations, the proposed scheme utilizes LOS rate measurements instead of conventionally used LOS angle measurements. The estimation error property for the proposed filter is investigated and a simple error compensator is devised to enhance its estimation error performances. Simulation results indicate that the proposed filter produces very accurate range estimates with extremely small computations.

An RSS-Based Localization Scheme Using Direction Calibration and Reliability Factor Information for Wireless Sensor Networks

  • Tran-Xuan, Cong;Koo, In-Soo
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.4 no.1
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    • pp.45-61
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    • 2010
  • In the communication channel, the received signal is affected by many factors that can cause errors. These effects mean that received signal strength (RSS) based methods incur more errors in measuring distance and consequently result in low precision in the location detection process. As one of the approaches to overcome these problems, we propose using direction calibration to improve the performance of the RSS-based method for distance measurement, and sequentially a weighted least squares (WLS) method using reliability factors in conjunction with a conventional RSS weighting matrix is proposed to solve an over-determined localization process. The proposed scheme focuses on the features of the RSS method to improve the performance, and these effects are proved by the simulation results.

A Generalized Marginal Logit Model for Repeated Polytomous Response Data (반복측정의 다가 반응자료에 대한 일반화된 주변 로짓모형)

  • Choi, Jae-Sung
    • The Korean Journal of Applied Statistics
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    • v.21 no.4
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    • pp.621-630
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    • 2008
  • This paper discusses how to construct a generalized marginal logit model for analyzing repeated polytomous response data when some factors are applied to larger experimental units as treatments and time to a smaller experimental unit as a repeated measures factor. So, two different experimental sizes are considered. Weighted least squares(WLS) methods are used for estimating fixed effects in the suggested model.

A Study on the Design of an Adaptive pole Placement Controller with Improved Convergence Properties (개선된 수렴 특성을 갖는 적응 극배치 제어기의 설계에 관한 연구)

  • 홍연찬;김종환
    • The Transactions of the Korean Institute of Electrical Engineers
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    • v.41 no.3
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    • pp.311-319
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    • 1992
  • In this paper, a direct adaptive pole placement controller for an unknown linear time-invariant single-input single-output nonminimum phase plant is proposed. To design this direct adaptive pole placement controller, the auxiliary signals are introduced. Consequently, a linear equation error model is formulated for estimating both the controller parameters and the additional auxiliary parameters. To estimate the controller parameters and the additional auxiliary parameters, the exponentially weighted least-squares algorithm is implemented, and a method of selecting the characteristic polynomials of the sensitivity function filters is proposed. In this method, all the past measurement data are weighted exponentially. A series of simulations for a nonminimum phase plant is presented to illustrate some features of both the parameter estimation and the output response of this adaptive pole placement controller.

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Robust varying coefficient model using L1 regularization

  • Hwang, Changha;Bae, Jongsik;Shim, Jooyong
    • Journal of the Korean Data and Information Science Society
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    • v.27 no.4
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    • pp.1059-1066
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    • 2016
  • In this paper we propose a robust version of varying coefficient models, which is based on the regularized regression with L1 regularization. We use the iteratively reweighted least squares procedure to solve L1 regularized objective function of varying coefficient model in locally weighted regression form. It provides the efficient computation of coefficient function estimates and the variable selection for given value of smoothing variable. We present the generalized cross validation function and Akaike information type criterion for the model selection. Applications of the proposed model are illustrated through the artificial examples and the real example of predicting the effect of the input variables and the smoothing variable on the output.

Support Vector Quantile Regression with Weighted Quadratic Loss Function

  • Shim, Joo-Yong;Hwang, Chang-Ha
    • Communications for Statistical Applications and Methods
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    • v.17 no.2
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    • pp.183-191
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    • 2010
  • Support vector quantile regression(SVQR) is capable of providing more complete description of the linear and nonlinear relationships among random variables. In this paper we propose an iterative reweighted least squares(IRWLS) procedure to solve the problem of SVQR with a weighted quadratic loss function. Furthermore, we introduce the generalized approximate cross validation function to select the hyperparameters which affect the performance of SVQR. Experimental results are then presented which illustrate the performance of the IRWLS procedure for SVQR.

Alternative robust estimation methods for parameters of Gumbel distribution: an application to wind speed data with outliers

  • Aydin, Demet
    • Wind and Structures
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    • v.26 no.6
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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.