• Journal of the Korean Data and Information Science Society
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• v.17 no.2
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• pp.467-474
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• 2006

In this paper we present a weighted support vector machine(SVM) and a weighted least squares support vector machine(LS-SVM) for the prediction in the heteroscedastic regression model. By adding weights to standard SVM and LS-SVM the better fitting ability can be achieved when errors are heteroscedastic. In the numerical studies, we illustrate the prediction performance of the proposed procedure by comparing with the procedure which combines standard SVM and LS-SVM and wild bootstrap for the prediction.

• Communications for Statistical Applications and Methods
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• v.18 no.6
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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.

• The Korean Journal of Applied Statistics
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• v.21 no.1
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• pp.1-17
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• 2008

The ordinary least squares regression method of Haseman and Elston(1972) is most widely used in genetic linkage studies for continuous traits of sib pairs. Kruglyak and Lander(1995) suggested a statistic which appears to be a nonparametric counterpart to the Haseman and Elston(1972)'s regression method, but in fact these two methods are quite different. In this paper the relationships between these two methods are described and will be compared by simulation studies. One of the characteristics of the sib-pair linkage study is that the explanatory variable has only three different values and thus dependent variable is heavily replicated in each value of the explanatory variable. We propose a weighted least squares regression method which is more appropriate to this situation and the efficiency of the weighted regression in genetic linkage study was explored with normal and non-normal simulated continuous traits data. Simulation studies demonstrated that the weighted regression is more powerful than other tests.

• Communications for Statistical Applications and Methods
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• v.9 no.3
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• pp.639-647
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• 2002

Efforts to obtain more power for unit root tests have continued. Pantula at el.(1994) compared empirical powers of several unit root test statistics and addressed that the weighted symmetric estimator(WSE) and the unconditional maximum likelihood estimator(UMLE) are the best among them. One can easily see that the powers of these two statistics are almost the same. In this paper we explain a connection between WSE and UMLE and suggest a unit root test statistic which may explain the connection between them.

• Communications for Statistical Applications and Methods
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• v.13 no.3
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• pp.765-776
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• 2006

In this paper we propose an estimation method on the regression model with randomly censored observations of the training data set. The weighted least squares support vector machine regression is applied for the regression function estimation by incorporating the weights assessed upon each observation in the optimization problem. Numerical examples are given to show the performance of the proposed estimation method.

• International Journal of Aeronautical and Space Sciences
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• v.16 no.2
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• pp.278-294
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• 2015

Considering the guidance and control problem of the near space interceptor (NSI) during the terminal course, this paper proposes a three-channel independent integrated guidance and control (IGC) scheme based on the backstepping sliding mode and finite time disturbance observer (FTDO). Initially, the three-channel independent IGC model is constructed based on the interceptor-target relative motion and nonlinear dynamic model of the interceptor, in which the channel coupling term and external disturbance are regarded as the total disturbances of the corresponding channel. Then, the FTDO is introduced to estimate the target acceleration and control system loop disturbances, and the feed-forward compensation term based on the estimated values is employed to effectively remove the effect of disturbances in finite time. Subsequently, the IGC algorithm based on the backstepping sliding mode is also given to obtain the virtual control moment. Furthermore, a robust least-squares weighted control allocation (RLSWCA) algorithm is employed to distribute the previous virtual control moment among the corresponding aerodynamic fins and reaction jets, which also takes into account the uncertainty in the control effectiveness matrix. Finally, simulation results show that the proposed IGC method can obtain the small miss distance and smooth interceptor trajectories.

• The Korean Journal of Applied Statistics
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• v.28 no.4
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• pp.703-719
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• 2015

We propose an extension of the Lee and Jho (2015) mean reverting the two factor mortality model by incorporating a period-specific cohort effect. We found that the consideration of cohort effect improves the mortality fit of Korea male data above age 65. Parameters are estimated by the weighted least squares method and Metropolis algorithm. We also emphasize that the cohort effect is necessary to choose the base survival index to calculate longevity bond issue price. A key contribution of the article is the proposal and development of a method to calculate the longevity bond price to hedge the longevity risk exposed to Korea National Pension Services.

• The Transactions of The Korean Institute of Electrical Engineers
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• v.62 no.7
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• pp.987-993
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• 2013

Integrity of the control and instrumental cables in nuclear power plant is important to maintain the stability of the nuclear power plants. In order to diagnose the integrity of the cables, the diagnostic methods based on reflectometry have been studied. The reflectometry is a non-destructive method and it is applicable to diagnose the live cables. We introduce a Gaussian enveloped linear chirp reflectometry to diagnose the cables in the nuclear power plants. In this paper, we estimate the instantaneous frequency of the Gaussian enveloped linear chirp signal by using the weighted robust least squares filtering to localize the impedance discontinuities in the class 1E instrumental cable.

• The Transactions of The Korean Institute of Electrical Engineers
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• v.58 no.12
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• pp.2520-2528
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• 2009

In this paper, we proposed tracking detection methodology using information granulation-based fuzzy radial basis function neural networks (IG-FRBFNN). According to IEC 60112, tracking device is manufactured and utilized for experiment. We consider 12 features that can be used to decide whether tracking phenomenon happened or not. These features are considered by signal processing methods such as filtering, Fast Fourier Transform(FFT) and Wavelet. Such some effective features are used as the inputs of the IG-FRBFNN, the tracking phenomenon is confirmed by using the IG-FRBFNN. The learning of the premise and the consequent part of rules in the IG-FRBFNN is carried out by Fuzzy C-Means (FCM) clustering algorithm and weighted least squares method (WLSE), respectively. Also, Hierarchical Fair Competition-based Parallel Genetic Algorithm (HFC-PGA) is exploited to optimize the IG-FRBFNN. Effective features to be selected and the number of fuzzy rules, the order of polynomial of fuzzy rules, the fuzzification coefficient used in FCM are optimized by the HFC-PGA. Tracking inference engine is implemented by using the LabVIEW and loaded into embedded system. We show the superb performance and feasibility of the tracking detection system through some experiments.

• Computers and Concrete
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• v.18 no.6
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• pp.1065-1082
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• 2016

The main aim of this study is to predict the compressive and flexural strengths of self-compacting mortar (SCM) containing $nano-SiO_2$, $nano-Fe_2O_3$ and nano-CuO using wavelet-based weighted least squares-support vector machines (WLS-SVM) approach which is called WWLS-SVM. The WWLS-SVM regression model is a relatively new metamodel has been successfully introduced as an excellent machine learning algorithm to engineering problems and has yielded encouraging results. In order to achieve the aim of this study, first, the WLS-SVM and WWLS-SVM models are developed based on a database. In the database, nine variables which consist of cement, sand, NS, NF, NC, superplasticizer dosage, slump flow diameter and V-funnel flow time are considered as the input parameters of the models. The compressive and flexural strengths of SCM are also chosen as the output parameters of the models. Finally, a statistical analysis is performed to demonstrate the generality performance of the models for predicting the compressive and flexural strengths. The numerical results show that both of these metamodels have good performance in the desirable accuracy and applicability. Furthermore, by adopting these predicting metamodels, the considerable cost and time-consuming laboratory tests can be eliminated.