• Title/Summary/Keyword: 비선형 회귀

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Nonlinear feature extraction for regression problems (회귀문제를 위한 비선형 특징 추출 방법)

  • Kim, Seongmin;Kwak, Nojun
    • Proceedings of the Korean Society of Broadcast Engineers Conference
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    • 2010.11a
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    • pp.86-88
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    • 2010
  • 본 논문에서는 회귀문제를 위한 비선형 특징 추출방법을 제안하고 분류문제에 적용한다. 이 방법은 이미 제안된 선형판별 분석법을 회귀문제에 적용한 회귀선형판별분석법(Linear Discriminant Analysis for regression:LDAr)을 비선형 문제에 대해 확장한 것이다. 본 논문에서는 이를 위해 커널함수를 이용하여 비선형 문제로 확장하였다. 기본적인 아이디어는 입력 특징 공간을 커널 함수를 이용하여 새로운 고차원의 특징 공간으로 확장을 한 후, 샘플 간의 거리가 큰 것과 작은 것의 비율을 최대화하는 것이다. 일반적으로 얼굴 인식과 같은 응용 분야에서 얼굴의 크기, 회전과 같은 것들은 회귀문제에 있어서 비선형적이며 복잡한 문제로 인식되고 있다. 본 논문에서는 회귀 문제에 대한 간단한 실험을 수행하였으며 회귀선형판별분석법(LDAr)을 이용한 결과보다 향상된 결과를 얻을 수 있었다.

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Comparison of Linear and Nonlinear Regressions and Elements Analysis for Wind Speed Prediction (풍속 예측을 위한 선형회귀분석과 비선형회귀분석 기법의 비교 및 인자분석)

  • Kim, Dongyeon;Seo, Kisung
    • Journal of the Korean Institute of Intelligent Systems
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    • v.25 no.5
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    • pp.477-482
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    • 2015
  • Linear regressions and evolutionary nonlinear regression based compensation techniques for the short-range prediction of wind speed are investigated. Development of an efficient MOS(Model Output Statistics) is necessary to correct systematic errors of the model, but a linear regression based MOS is hard to manage an irregular nature of weather prediction. In order to solve the problem, a nonlinear and symbolic regression method using GP(Genetic Programming) is suggested for a development of MOS for wind speed prediction. The proposed method is compared to various linear regression methods for prediction of wind speed. Also, statistical analysis of distribution for UM elements for each method is executed. experiments are performed for KLAPS(Korea Local Analysis and Prediction System) re-analysis data from 2007 to 2013 year for Jeju Island and Busan area in South Korea.

Analysis on the Physical Properties of Gwangyang Marine Clay (광양지역 해성점토의 물리적 특성 분석)

  • Heo, Yol;Kwan, Seonwok;Gang, Seokberm;Park, Seonghoon
    • Journal of the Korean GEO-environmental Society
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    • v.11 no.12
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    • pp.63-74
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    • 2010
  • Normally consolidated and slightly overconsolidated soft clay layer is widely distributed in the south coast of Korea. To ensure the efficient and economical construction design of any structure to be built on this soft soil, exhaustive studies related to geotechnical and physical engineering properties are required. In this study, the relationship of the physical properties of southern Gwangyang marine clay in the Korea Peninsula were examined, including natural water content, specific gravity, total unit weight, initial void ratio, liquid limit, plastic limit, and physical properties of activity and soil parameters. For the parameter relationship analysis, the latest relatively reliable data on the large harbor construction work were used, optimum values were deducted with linear regression and non-linear regression between soil parameters, water content or initial void ratio appears to be very large. Moreover, in the linear and involution pattern regression, equal coefficient of determination appeared. The relationship of the different parameters was shown to be excellent in the non-linear regression of involution equation and exponential equation pattern compared with the findings of linear regression analysis.

Analysis on the Relationship of Soil Parameters of Marine Clay (해성점토의 토질정수 상관성 분석)

  • Heo, Yol;Yun, Seokhyun;Jung, Keunchae;Oh, Seungtak
    • Journal of the Korean GEO-environmental Society
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    • v.9 no.4
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    • pp.37-45
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    • 2008
  • Normally consolidated and slightly overconsolidated soft clay layer is widely distributed in the south coast of Korea. To ensure the efficient and economical construction design of any structure to be built on this soft soil, exhaustive studies are required related to geotechnical engineering properties. In this study, the relationship of the physical properties of southern marine clay in the Korea Peninsula were examined, including natural water content, specific gravity, total unit weight, initial void ratio, liquid limit, plastic limit, and physical properties of activity and soil parameters. For the parameter relationship analysis, the latest relatively reliable data on the large harbor construction work were used, optimum values were deducted with linear regression and non-linear regression between soil parameters, water content or initial void ratio appears to be very large. Moreover, in the linear and involution pattern regression, equal coefficient of determination appeared. The relationship of the different parameters was shown to be excellent in the non-linear regression of involution equation and exponential equation pattern compared with the findings of linear regression analysis.

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비선형회귀분석에서 편잔차그림에 대한 연구

  • 강명욱;김정혜
    • Communications for Statistical Applications and Methods
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    • v.5 no.3
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    • pp.571-580
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    • 1998
  • 선형회귀분석에서 새로운 변수가 모형에 추가될 때 변수변환의 필요성과 적절한 변환의 형태를 진단하는 기능이 있다고 알려져 있는 편잔차그림과 덧편잔차그림을 비선형회귀모형에 적용하고 이 그림들이 기능을 제대로 수행할 수 있는 조건을 알아보았다.

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Sustained Vowel Modeling using Nonlinear Autoregressive Method based on Least Squares-Support Vector Regression (최소 제곱 서포트 벡터 회귀 기반 비선형 자귀회귀 방법을 이용한 지속 모음 모델링)

  • Jang, Seung-Jin;Kim, Hyo-Min;Park, Young-Choel;Choi, Hong-Shik;Yoon, Young-Ro
    • Journal of the Korean Institute of Intelligent Systems
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    • v.17 no.7
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    • pp.957-963
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    • 2007
  • In this paper, Nonlinear Autoregressive (NAR) method based on Least Square-Support Vector Regression (LS-SVR) is introduced and tested for nonlinear sustained vowel modeling. In the database of total 43 sustained vowel of Benign Vocal Fold Lesions having aperiodic waveform, this nonlinear synthesizer near perfectly reproduced chaotic sustained vowels, and also conserved the naturalness of sound such as jitter, compared to Linear Predictive Coding does not keep these naturalness. However, the results of some phonation are quite different from the original sounds. These results are assumed that single-band model can not afford to control and decompose the high frequency components. Therefore multi-band model with wavelet filterbank is adopted for substituting single band model. As a results, multi-band model results in improved stability. Finally, nonlinear sustained vowel modeling using NAR based on LS-SVR can successfully reconstruct synthesized sounds nearly similar to original voiced sounds.

Nonstationary Frequency Analysis at Seoul Using a Power Model (Power 모형을 이용한 서울지점 비정상성 빈도해석)

  • Lee, Gi-Chun;Kim, Gwang-Seob;Choi, Kyu-Hyun
    • Proceedings of the Korea Water Resources Association Conference
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    • 2012.05a
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    • pp.461-461
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    • 2012
  • 본 연구는 서울 지점의 목표연도(2040, 2070, 2100년)별 재현기간에 따른 확률강수량을 산정하기 위해 지속시간 24시간에 대한 연 최대 강수량 자료를 구축하여 비정상성 빈도해석을 수행하였다. 연 최대강수량 자료를 이용해 초기 20년을 기준으로 1년씩 추가한 연 최대 강수량 누적 자료를 구축한 후, 누적 기간별 자료의 평균, 위치매개변수, 축척매개변수를 산정하였다. Gumbel 분포를 이용해 비정상성 빈도해석을 실시하였으며, 각 매개변수의 경우 확률가중모멘트법을 이용해 산정하였다. 산정된 누적평균 강수량과 연도와의 선형회귀분석을 실시한 방법뿐만 아니라 서울 지점이 속한 한강유역의 전 지점들을 이용한 유역의 누적평균 강수량 자료에 대하여 연도와의 Logsitic 회귀분석 및 Power Model을 이용해 서울 지점의 목표연도별 누적평균 강수량을 산정하였고 이를 통해 목표연도별 위치매개변수 및 축척매개변수를 구해 목표연도별 재현기간에 따른 확률강수량을 산정하였다. 선형회귀분석을 이용한 비정상성 빈도해석의 경우, 목표연도가 증가함에 따라 선형적인 증가에 의해 매우 높은 누적평균 강수량이 나타나 확률강수량의 경우에도 정상성임을 가정한 확률강수량에 비해 매우 높게 나타나 타당한 확률강수량이라 함에 한계가 있음을 보였다. 유역의 평균거동과 Logistic 회귀분석을 실시하여 확률강수량을 산정하였을 때에는, 선형 회귀분석에 비해 정상성임을 가정한 확률강수량보다 크게 증가하지 않고 비교적 안정적인 증가가 나타났다. 하지만 Logistic 회귀분석을 이용한 누적평균 강수량 산정에 있어서 목표연도 2040년에 도달하기 전에 미리 수렴하는 형태를 보여 모든 목표연도의 확률강수량이 동일한 값을 가지는 한계가 나타났다. 한강 유역의 평균거동과 Power Model을 이용한 비정상성 빈도해석의 경우, 선형회귀분석 및 Logistic 회귀분석을 통한 비정상성 빈도해석에서 나타난 문제점을 보완할 수 있는 확률강수량이 나타남을 보였다.

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유전자 알고리즘을 이용한 비모수 회귀분석

  • 김병도;노상규
    • Proceedings of the Korea Database Society Conference
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    • 1998.09a
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    • pp.584-594
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    • 1998
  • 선형회귀분석은 가장 널리 사용되는 데이터 분석기법이지만 독립변수와 종속변수간의 관계가 선형이라고 가정하기 때문에 문제점을 가지고 있다. 비모수 회귀분석(Nonparametric Regression)은 선형회귀분석의 문제점을 극복할 수 있는 방법으로 변수간의 관계의 형태를 미리 가정하지 않고 데이터에 의해 결정하는 방법이다. 본 연구에서는 유전자 알고리즘을 비모수 회귀분석법 중의 하나인 Regressoin Splines에 적용하였다. 인위적 데이터를 이용한 평가 결과 유전자 알고리즘은 다양한 상황에서 매우 우수한 것으로 나타났다.

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Settlement Prediction Accuracy Analysis of Weighted Nonlinear Regression Hyperbolic Method According to the Weighting Method (가중치 부여 방법에 따른 가중 비선형 회귀 쌍곡선법의 침하 예측 정확도 분석)

  • Kwak, Tae-Young ;Woo, Sang-Inn;Hong, Seongho ;Lee, Ju-Hyung;Baek, Sung-Ha
    • Journal of the Korean Geotechnical Society
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    • v.39 no.4
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    • pp.45-54
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    • 2023
  • The settlement prediction during the design phase is primarily conducted using theoretical methods. However, measurement-based settlement prediction methods that predict future settlements based on measured settlement data over time are primarily used during construction due to accuracy issues. Among these methods, the hyperbolic method is commonly used. However, the existing hyperbolic method has accuracy issues and statistical limitations. Therefore, a weighted nonlinear regression hyperbolic method has been proposed. In this study, two weighting methods were applied to the weighted nonlinear regression hyperbolic method to compare and analyze the accuracy of settlement prediction. Measured settlement plate data from two sites located in Busan New Port were used. The settlement of the remaining sections was predicted by setting the regression analysis section to 30%, 50%, and 70% of the total data. Thus, regardless of the weight assignment method, the settlement prediction based on the hyperbolic method demonstrated a remarkable increase in accuracy as the regression analysis section increased. The weighted nonlinear regression hyperbolic method predicted settlement more accurately than the existing linear regression hyperbolic method. In particular, despite a smaller regression analysis section, the weighted nonlinear regression hyperbolic method showed higher settlement prediction performance than the existing linear regression hyperbolic method. Thus, it was confirmed that the weighted nonlinear regression hyperbolic method could predict settlement much faster and more accurately.

Estimation of nonlinear GARCH-M model (비선형 평균 일반화 이분산 자기회귀모형의 추정)

  • Shim, Joo-Yong;Lee, Jang-Taek
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.5
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    • pp.831-839
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    • 2010
  • Least squares support vector machine (LS-SVM) is a kernel trick gaining a lot of popularities in the regression and classification problems. We use LS-SVM to propose a iterative algorithm for a nonlinear generalized autoregressive conditional heteroscedasticity model in the mean (GARCH-M) model to estimate the mean and the conditional volatility of stock market returns. The proposed method combines a weighted LS-SVM for the mean and unweighted LS-SVM for the conditional volatility. In this paper, we show that nonlinear GARCH-M models have a higher performance than the linear GARCH model and the linear GARCH-M model via real data estimations.