• Title/Summary/Keyword: 비모수 모형

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Factors Affecting Growth Curve Parameters of Hanwoo Cows (한우 암소의 성장곡선 모수에 영향을 미치는 요인)

  • Lee, C.W.;Choi, J.G.;Jeon, K.J.;Na, K.J.;Lee, C.;Hwang, J.M.;Kim, J.B.
    • Journal of Animal Science and Technology
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    • v.45 no.5
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    • pp.711-724
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    • 2003
  • Some growth curve models were used to fit individual growth of 1,083 Hanwoo cows born from 1970 to 2001 in Daekwanryeong branch, National Livestock Research Institute(NLRI). The effects of year-season of birth and age of dam were analyzed. In analysis of variance for growth curve parameters, the effects of birth year-season were significant for mature weight(A), growth ratio(b) and maturing rate(k)(P〈.01). The effects of age of dam were significant for growth ratio(b) but not significant for mature weight(A) and maturing rate(k). The linear term of the covariate of age at the final weights was significant for the A(P〈.01) and k(P〈.01) of Gompertz model, von Bertalanffy model and Logistic model. For the growth curve parameters fitted on individual data using Gompertz model, von Bertalanffy model and Logistic model, resulting the linear contrasts(fall-spring), Least square means of A in three nonlinear models were higher cows born at fall and A of Logistic model was significant(P〈.05) between the seasons. According to the results of the least square means of growth curve parameters by age of dam, least square means of mature weight(A) in Gompertz model was largest in 6 year and smallest estimating for 3 and 8 years of age of dam. The growth ratio(b) was largest in 2 year of age of dam and smallest estimating in 8 year. The A and k were not different by age of dam(p〉.05), On the other hand, the b was different by age of dam(p〈.01). The estimate of A in von Bertalanffy model was largest in 6 year and smallest in 8 and 9 years of age of dam. The b was largest in 2 year and tend to decline as age of dam increased. The A and k were not different by age of dam(p〉.05), On the other hand, the b was highly significant by age of dam(p〈.01).

Nonlinear impact of temperature change on electricity demand: estimation and prediction using partial linear model (기온변화가 전력수요에 미치는 비선형적 영향: 부분선형모형을 이용한 추정과 예측)

  • Park, Jiwon;Seo, Byeongseon
    • The Korean Journal of Applied Statistics
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    • v.32 no.5
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    • pp.703-720
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    • 2019
  • The influence of temperature on electricity demand is increasing due to extreme weather and climate change, and the climate impacts involves nonlinearity, asymmetry and complexity. Considering changes in government energy policy and the development of the fourth industrial revolution, it is important to assess the climate effect more accurately for stable management of electricity supply and demand. This study aims to analyze the effect of temperature change on electricity demand using the partial linear model. The main results obtained using the time-unit high frequency data for meteorological variables and electricity consumption are as follows. Estimation results show that the relationship between temperature change and electricity demand involves complexity, nonlinearity and asymmetry, which reflects the nonlinear effect of extreme weather. The prediction accuracy of in-sample and out-of-sample electricity forecasting using the partial linear model evidences better predictive accuracy than the conventional model based on the heating and cooling degree days. Diebold-Mariano test confirms significance of the predictive accuracy of the partial linear model.

Introduction of NLIN90, a software for nonlinear regression analysis (비선형 회귀분석을 위한 소프트웨어 NLIN90의 소개)

  • 강근석
    • The Korean Journal of Applied Statistics
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    • v.6 no.1
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    • pp.163-172
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    • 1993
  • A computer software for nonlinear regression analysis, NLIN90, was developed to provide easy access and useful information for more precise analysis which can be obtained from the newly developed theory. Together with the elementary statistics, it provides statistics for curvature analysis of model function and of each parameter, for curvaure analysis of transformed parameters, for experimental design analysis, and for residual analysis. Easy access is obtained by utilizing a database of nonlinear models.

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A comparison on coefficient estimation methods in single index models (단일지표모형에서 계수 추정방법의 비교)

  • Choi, Young-Woong;Kang, Kee-Hoon
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.6
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    • pp.1171-1180
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    • 2010
  • It is well known that the asymptotic convergence rates of nonparametric regression estimator gets worse as the dimension of covariates gets larger. One possible way to overcome this problem is reducing the dimension of covariates by using single index models. Two coefficient estimation methods in single index models are introduced. One is semiparametric least square estimation method, which tries to find approximate solution by using iterative computation. The other one is weighted average derivative estimation method, which is non-iterative method. Both of these methods offer the parametric convergence rate to normal distribution. However, practical comparison of these two methods has not been done yet. In this article, we compare these methods by examining the variances of estimators in various models.

Robust ridge regression for nonlinear mixed effects models with applications to quantitative high throughput screening assay data (비선형 혼합효과모형에서의 로버스트 능형회귀 방법과 정량적 고속 대량 스크리닝 자료에의 응용)

  • Yoo, Jiseon;Lim, Changwon
    • The Korean Journal of Applied Statistics
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    • v.31 no.1
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    • pp.123-137
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    • 2018
  • A nonlinear mixed effects model is mainly used to analyze repeated measurement data in various fields. A nonlinear mixed effects model consists of two stages: the first-stage individual-level model considers intra-individual variation and the second-stage population model considers inter-individual variation. The individual-level model, which is the first stage of the nonlinear mixed effects model, estimates the parameters of the nonlinear regression model. It is the same as the general nonlinear regression model, and usually estimates parameters using the least squares estimation method. However, the least squares estimation method may have a problem that the estimated value of the parameters and standard errors become extremely large if the assumed nonlinear function is not explicitly revealed by the data. In this paper, a new estimation method is proposed to solve this problem by introducing the ridge regression method recently proposed in the nonlinear regression model into the first-stage individual-level model of the nonlinear mixed effects model. The performance of the proposed estimator is compared with the performance with the standard estimator through a simulation study. The proposed methodology is also illustrated using quantitative high throughput screening data obtained from the US National Toxicology Program.

A Parameter Estimation of Software Reliability Growth Model with Change-Point (변화점을 고려한 소프트웨어 신뢰도 성장모형의 모수추정)

  • Kim, Do-Hoon;Park, Chun-Gun;Nam, Kyung-H.
    • The Korean Journal of Applied Statistics
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    • v.21 no.5
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    • pp.813-823
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    • 2008
  • The non-homogeneous Poisson process(NHPP) based software reliability growth models are proved quite successful in practical software reliability engineering. The fault detection rate is usually assumed to be the continuous and monotonic function. However, the fault detection rate can be affected by many factors such as the testing strategy, running environment and resource allocation. This paper describes a parameter estimation of software reliability growth model with change-point problem. We obtain the maximum likelihood estimate(MLE) and least square estimate(LSE), and compare goodness-of-fit.

Nonparametric method using linear statistics in analysis of covariance model (공분산분석에서 선형위치통계량을 이용한 비모수 검정법)

  • Choi, Yoonjung;Kim, Dongjae
    • The Korean Journal of Applied Statistics
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    • v.30 no.3
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    • pp.427-439
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    • 2017
  • Quade (1967) proposed RANK ANCOVA, which is a nonparametric method to test differences between treatments when there are covariates. Hwang and Kim (2012) also proposed a joint placement test on covariate-adjusted residuals. In this paper, we proposed a new nonparametric method to control the effect of covariate on a response variable that uses linear statistics on covariate adjusted-residuals. The score function used in the linear statistics was proposed by Jeon and Kim (2016). Monte Carlo simulation is also conducted to compare the empirical powers of the proposed method with previous methods.

오차분산의 추정에 대한 고찰

  • 김종태;고정환
    • Proceedings of the Korea Society for Industrial Systems Conference
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    • 1999.05a
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    • pp.185-190
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    • 1999
  • 비모수 회귀모형에 있어서의 오차분산을 추정하는 방법들 중 차분에 기저한 방법(difference-based methods)을 이용한 기존의 추정량들을 비교 분석하는데 목적이 있다. 특히 점근적인 최적 이차차분에 기저한 Hall과 Kay, Titterington(1990)의 HKT 추정량에 대한 그들의 추정량에 대한 문제점들을 제시하고, HKT추정량과, GSJS 추정량, Rice 추정량에 대하여 모의실험을 이용하여 모수에 대한 수렴속도를 비교 분석하였다. 또한 GSJS 추정량에 대한 일치성과 수렴 속도를 보였다.

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