• Title/Summary/Keyword: weighted least squares regression

Search Result 44, Processing Time 0.024 seconds

Improvement of Rating Curve Fitting Considering Variance Function with Pseudo-likelihood Estimation (의사우도추정법에 의한 분산함수를 고려한 수위-유량 관계 곡선 산정법 개선)

  • Lee, Woo-Seok;Kim, Sang-Ug;Chung, Eun-Sung;Lee, Kil-Seong
    • Journal of Korea Water Resources Association
    • /
    • v.41 no.8
    • /
    • pp.807-823
    • /
    • 2008
  • This paper presents a technique for estimating discharge rating curve parameters. In typical practical applications, the original non-linear rating curve is transformed into a simple linear regression model by log-transforming the measurement without examining the effect of log transformation. The model of pseudo-likelihood estimation is developed in this study to deal with heteroscedasticity of residuals in the original non-linear model. The parameters of rating curves and variance functions of errors are simultaneously estimated by the pseudo-likelihood estimation(P-LE) method. Simulated annealing, a global optimization technique, is adapted to minimize the log likelihood of the weighted residuals. The P-LE model was then applied to a hypothetical site where stage-discharge data were generated by incorporating various errors. Results of the P-LE model show reduced error values and narrower confidence intervals than those of the common log-transform linear least squares(LT-LR) model. Also, the limit of water levels for segmentation of discharge rating curve is estimated in the process of P-LE using the Heaviside function. Finally, model performance of the conventional log-transformed linear regression and the developed model, P-LE are computed and compared. After statistical simulation, the developed method is then applied to the real data sets from 5 gauge stations in the Geum River basin. It can be suggested that this developed strategy is applied to real sites to successfully determine weights taking into account error distributions from the observed discharge data.

Doubly-robust Q-estimation in observational studies with high-dimensional covariates (고차원 관측자료에서의 Q-학습 모형에 대한 이중강건성 연구)

  • Lee, Hyobeen;Kim, Yeji;Cho, Hyungjun;Choi, Sangbum
    • The Korean Journal of Applied Statistics
    • /
    • v.34 no.3
    • /
    • pp.309-327
    • /
    • 2021
  • Dynamic treatment regimes (DTRs) are decision-making rules designed to provide personalized treatment to individuals in multi-stage randomized trials. Unlike classical methods, in which all individuals are prescribed the same type of treatment, DTRs prescribe patient-tailored treatments which take into account individual characteristics that may change over time. The Q-learning method, one of regression-based algorithms to figure out optimal treatment rules, becomes more popular as it can be easily implemented. However, the performance of the Q-learning algorithm heavily relies on the correct specification of the Q-function for response, especially in observational studies. In this article, we examine a number of double-robust weighted least-squares estimating methods for Q-learning in high-dimensional settings, where treatment models for propensity score and penalization for sparse estimation are also investigated. We further consider flexible ensemble machine learning methods for the treatment model to achieve double-robustness, so that optimal decision rule can be correctly estimated as long as at least one of the outcome model or treatment model is correct. Extensive simulation studies show that the proposed methods work well with practical sample sizes. The practical utility of the proposed methods is proven with real data example.

Effects of Urban Environments on Pedestrian Behaviors: a Case of the Seoul Central Area (보행에 대한 도시환경의 차이: 서울 도심을 중심으로)

  • Kwon, Daeyoung;Suh, Tongjoo;Kim, Soyoon;Kim, Brian Hong Sok
    • Journal of Korean Society of Transportation
    • /
    • v.32 no.6
    • /
    • pp.638-650
    • /
    • 2014
  • The objective of this study is to identify the causes of pedestrian volume path to the destination by investigating the influential levels of regional and planning features in the central area of Seoul. Regional characteristics can be classified from the result of the analysis and through the spatial characteristics of pedestrian volume. For global scale analysis, Ordinary Least Squares (OLS) regression is used for the degree of influence of each characteristics to pedestrian volume. For the local scale, Geographically Weighted Regression (GWR) is used to identify regional influential factors with consideration for spatial differences. The results of OLS indicate that boroughs with transportation facilities, commercial business districts, universities, and planning features with education research facilities and planning facilities have a positive effect on pedestrian volume path to the destination. Correspondingly, transportation hubs and congested areas, commercial and business centers, and university towns and research facilities in the Seoul central area can be identified through the results of GWR. The results of this study can provide information with relevance to existing plans and policies about the importance of regional characteristics and spatial heterogeneity effects on pedestrian volume, as well as significance in the establishment of regional development plans.

Spatial Variation in Land Use and Topographic Effects on Water Quality at the Geum River Watershed (토지이용과 지형이 수질에 미치는 영향의 공간적 변동성에 관한 연구 - 금강 권역을 중심으로)

  • Park, Se-Rin;Choi, Kwan-Mo;Lee, Sang-Woo
    • Korean Journal of Ecology and Environment
    • /
    • v.52 no.2
    • /
    • pp.94-104
    • /
    • 2019
  • In this study, we investigated the spatial variation in land use and topographic effects on water quality at the Geum river watershed in South Korea, using the ordinary least squares(OLS) and geographically weighted regression (GWR) models. Understanding the complex interactions between land use, slope, elevation, and water quality is essential for water pollution control and watershed management. We monitored four water quality indicators -total phosphorus, total nitrogen, biochemical oxygen demand, and dissolved oxygen levels - across three land use types (urban, agricultural, and forested) and two topographic features (elevation and mean slope). Results from GWR modeling revealed that land use and topography did not affect water quality consistently through space, but instead exhibited substantial spatial non-stationarity. The GWR model performed better than the OLS model as it produced a higher adjusted $R^2$ value. Spatial variation in interactions among variables could be visualized by mapping $R^2$ values from the GWR model at fine spatial resolution. Using the GWR model, we were able to identify local pollution sources, determine habitat status, and recommend appropriate land-use planning policies for watershed management.