• Title/Summary/Keyword: 비선형 회귀 분석

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A Study of the Nonlinear Characteristics Improvement for a Electronic Scale using Multiple Regression Analysis (다항식 회귀분석을 이용한 전자저울의 비선형 특성 개선 연구)

  • Chae, Gyoo-Soo
    • Journal of Convergence for Information Technology
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    • v.9 no.6
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    • pp.1-6
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    • 2019
  • In this study, the development of a weight estimation model of electronic scale with nonlinear characteristics is presented using polynomial regression analysis. The output voltage of the load cell was measured directly using the reference mass. And a polynomial regression model was obtained using the matrix and curve fitting function of MS Office Excel. The weight was measured in 100g units using a load cell electronic scale measuring up to 5kg and the polynomial regression model was obtained. The error was calculated for simple($1^{st}$), $2^{nd}$ and $3^{rd}$ order polynomial regression. To analyze the suitability of the regression function for each model, the coefficient of determination was presented to indicate the correlation between the estimated mass and the measured data. Using the third order polynomial model proposed here, a very accurate model was obtained with a standard deviation of 10g and the determinant coefficient of 1.0. Based on the theory of multi regression model presented here, it can be used in various statistical researches such as weather forecast, new drug development and economic indicators analysis using logistic regression analysis, which has been widely used in artificial intelligence fields.

Relationship Between Physical Properties and Compression Index for Marine Clay (해성점토의 물리적 특성과 압축지수의 상관성)

  • 김동후;김기웅;백영식
    • Journal of the Korean Geotechnical Society
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    • v.19 no.6
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    • pp.371-378
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    • 2003
  • The compression index of clay distributed in the west and south coast of the Korean Peninsula had been studied. Compression index was obtained from the conventional consolidation test, and was conducted accordingly to obtain the field virgin compression curve by means of Schmertmann's graphical correction. To examine a correlation closely between physical properties of soils($e_o$, LL, w) and compression index(Cc), linen. and non-linear regression analysis were employed based on the data collected from tests. The conclusions are as follows. The compression index obtained by means of Schmereann's graphical correction is about 1.16 times for the value of original oedometer test curve for U/D samples. Non-liner regression curve was preferable to establish a correlation equation rather than linear regression curve. All derived equations so far achieved have been summarized and given. However, linear equation is better for practical use so that part by part simplified linear equations were also suggested alternatively together with their own non-linear regression curve.

Information Arrival and Stock Market Volatility Dynamics (정보(情報)의 발생(發生)과 주가(株價)의 변동성(變動性))

  • Rhee, Il-King
    • The Korean Journal of Financial Management
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    • v.16 no.2
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    • pp.285-308
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    • 1999
  • 증권의 가격형성에 유리한 뉴스와 불리한 뉴스가 도착할 때 이 뉴스가 주가의 변동성에 미치는 영향의 정도는 차이가 있다. 불리한 뉴스가 변동성에 미치는 영향도가 유리한 뉴스가 변동성에 미치는 영향도보다 크다. 따라서 불리한 뉴스가 발생할 때 형성되는 변동성의 양이 유리한 뉴스의 도착시보다 크다. 그리고 충격의 크기에 따라 이 충격이 야기하는 변동성의 양의 크기에도 차이가 존재한다. 일반 자기회귀 조건부 이분산 과정은 유리한 뉴스와 불리한 뉴스를 대칭적으로 반영하고 있다. 이 뉴스들을 비대칭적으로 포착하는 자기회귀 조건부 이분산 과정의 모형들을 실증적으로 분석하였다. 뉴스의 비대칭성과 규모를 적절히 포착하고 있는 모형들이 비선형 일반 자기회귀 조건부 이분산 과정, 지수 일반 자기회귀 조건부 이분산 과정과 정보 포착 자기회귀 조건부 이분간 과정임이 발견되었다. 이 중 비선형 일반 자기회귀 조건부 이분산 과정이 가장 좋은 모형으로 보인다. 비선형 일반 자기회귀 조건부 이분산 과정의 경우 예측오차의 승멱(power)이 약 1.5이다. 따라서 일반 자기회귀 조건부 이분산 과정의 예측오차의 승멱인 2에 비하여 작다. 이 사실은 일반 자기회귀 조건부 이분산의 예측오차의 승멱이 과도하게 측정되고 없음을 알 수 있다. 뉴스의 비대칭성과 규모를 반영하고 있는 모형들은 한결같이 예측오차의 크기에 적절한 가중치를 부여하여 예측오차의 크기를 조정하고 있다. 이 모형의 성질과 실증분석의 결과에 의하여 예측오차의 승멱은 2 이하로 수정하여 사용해야 한다는 점이 시사되고 있다. 음의 충격이 양의 충격보다 주가의 변동성을 크게 하고 없음이 발견되었다. 주가형성에 유리한 뉴스와 불리한 뉴스가 주가의 변동성에 미치는 영향의 차이와 충격의 중대성을 양으로 표시하는 규모의 차이를 반영해주는 변수들의 추정된 계수가 미국과 일본보다 절대값에 있어서 상당히 작다. 이 현상은 뉴스의 비대칭성과 규모보다는 발생하는 충격, 즉 뉴스 자체에 보다 민감하게 반응하고 있음을 보여주고 있다. 물론 투자자들이 뉴스의 비대칭성과 규모를 완전히 무시하고 투자활동을 전개하고 있다는 것을 의미하는 것은 아니다.

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A Causation Study for car crashes at Rural 4-legged Signalized Intersections Using Nonlinear Regression and Structural Equation Methods (비선형 회귀분석과 구조방정식을 이용한 지방부 4지 신호교차로의 사고요인분석)

  • Oh, Ju Taek;Kweon, Ihl;Hwang, Jeong Won
    • Journal of Korean Society of Transportation
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    • v.31 no.1
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    • pp.65-76
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    • 2013
  • Traffic accidents at signalized intersections have been increased annually so that it is required to examine the causation to reduce the accidents. However, the current existing accident models were developed mainly by using non-linear regression models such as Poisson methods. These non-linear regression methods lack to reveal the complicated causation for traffic accidents, though they are the right choice to study randomness and non-linearity of accidents. Therefore, it is required to utilize another statistical method to make up for the lack of the non-linear regression methods. This study developed accident prediction models for 4 legged signalized intersections with Poisson methods and compared them with structural equation models. This study used structural equation methods to reveal the complicated causation of traffic accidents, because the structural equation method has merits to explain more causational factors for accidents than others.

The Influence of Assay Error on Amikacin Pharmacokinetics the Nonlinear Least Square Regression and Bayesian Analysis in Gastric Cancer Patients (위암환자에서 비선형최소자승 회귀분석과 베이시안 분석에 의한 아미카신의 약물동태에 분척오차의 영향)

  • Choi, Jun-Shik;Burm, Jin-Pil
    • Korean Journal of Clinical Pharmacy
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    • v.18 no.1
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    • pp.11-17
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    • 2008
  • 아미카신은 그람음성균 감염에 사용하는 아미노글리코사이드계 항생제로 이독성 및 신독성 등의 부작용과 큰 개인차로 혈중농도 모니터를 통한 투여계획이 필요한 약물이다. 본 연구에서는 16명의 위암환자에서 비선형최소자승 회귀분석과 베이시안 분석에 의한 아미카신의 약물동태에 분석오차의 영향을 연구하였다. 약물투여는 아미카신 7.5 mg/kg을 30분에 걸쳐 12시간 간격으로 등속 주입하였으며, 혈액 채취는 정상상태에 도달되었다고 판단되는 첫 약물투여 72시간 후에, 약물 주입 5분전과 주입이 끝난 뒤 30분과 2시간에서 세차례 채취하였다. 혈청중 약물농도는 형광편광면역법으로 측정하였다. 분석오차를 위해 0, 5, 15, 30, 60 및 $80\;{\mu}g/ml$에 해당하는 아미카신 혈중농도(C)을 네차례 측정하여 각 혈중농도의 표준편차 (SD)을 구하였다 아미카신 분석오차를 위한 다항식이 $SD=0.3017+(0.00538C)+(0.00112C^2)$, $R^2=0.974$이었다 이 식에서 구한 SD 값으로 분석시 가중치를 주었을 때, 비선형최소자승 회귀분석에 의한 아미카신의 약물동태학적 파라메타($V_d$, $K_{el}$, $K_{slpoe}$, $t_{1/2}$)에 유의성있는 영향을 주었으나, 베이시안 분석에 의한 아미카신의 약물동태학적 파라메타에는 영향이 없었다. 이 다항식에 의한 분석오차를 비선형최소자승 회귀분석에 의한 아미카신 약물동태학적 파라메타 분석시 적절히 사용하면 안전하고 효율적인 투여계획을 할 수 있다.

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Long-Term Prediction of Prestress in Concrete Bridge by Nonlinear Regression Analysis Method (비선형 회귀분석기법을 이용한 콘크리트 교량 프리스트레스의 장기 예측)

  • Yang, In-Hwan
    • Journal of the Korea Concrete Institute
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    • v.18 no.4 s.94
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    • pp.507-515
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    • 2006
  • The purpose of the paper is to propose a method to give a more accurate prediction of prestress changes in prestressed concrete(PSC) bridges. The statistical approach of the method is using the measurement data of the structural system to develop a nonlinear regression analysis. Long-term prediction of prestress is achieved using nonlinear regression analysis. The proposed method is applied to the prediction of prestress of an actual prestressed concrete box girder bridge. The present study represents that confidence interval of long-term prediction becomes progressively narrower with the increase of in-situ measurement data. Therefore, the numerical results prove that a more realistic long-term prediction of prestress changes in PSC structures can be achieved by employing the proposed method. The prediction results can be efficiently used to evaluate prestress during the service life of structure so that the remaining prestress exceeds the control criteria.

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.

Inelastic Displacement Ratio for Strength-limited Bilinear SDF Systems (강도한계 이선형 단자유도 시스템의 비탄성 변위비)

  • Han, Sang-Whan;Lee, Tae-Sub;Seok, Seung-Wook
    • Journal of the Earthquake Engineering Society of Korea
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    • v.14 no.4
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    • pp.23-28
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    • 2010
  • This study evaluated the effect of vibration, level of lateral yielding strength, site conditions, ductility factor, strain-hardening ratio, and post-capping ratio of the strength limited bilinear SDF systems on the inelastic displacement ratio. The nonlinear response history analysis was conducted using 240 ground motions which were collected at the sites classified as site classes B, C, and D according to the NEHRP. To account for the P-$\Delta$ effects, this study considered negative stiffness ratios ranging from -0.1 to -0.5 of elastic stiffness. Four different damping ratios are used: 2, 5, 10, and 20%. From this study, an equation of inelastic displacement ratio was proposed using nonlinear regression analysis.

Prediction for Nonlinear Time Series Data using Neural Network (신경망을 이용한 비선형 시계열 자료의 예측)

  • Kim, Inkyu
    • Journal of Digital Convergence
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    • v.10 no.9
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    • pp.357-362
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    • 2012
  • We have compared and predicted for non-linear time series data which are real data having different variences using GRCA(1) model and neural network method. In particular, using Korea Composite Stock Price Index rate, mean square errors of prediction are obtained in genaralized random coefficient autoregressive model and neural network method. Neural network method prove to be better in short-term forecasting, however GRCA(1) model perform well in long-term forecasting.

Unified Approach to Coefficient of Determination $R^2$ Using Likelihood Distancd (우도거리에 의한 결정계수 $R^2$에의한 통합적 접근)

  • 허명회;이종한;정진환
    • The Korean Journal of Applied Statistics
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    • v.4 no.2
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    • pp.117-127
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    • 1991
  • Coefficient of determination $R^2$ is most frequently used descriptive measure in practical use of linear regression analysis. But there have been controversies on defining this measure in the cases of linear regression without the intercept, weighted linear regression and robust linear regression. Several authors such as Kvalseth(1985) and Willet and Singer(1988) proposed many variations of $R^2$ to meet the situations. However, theire measures are not satisfactory due to the lack of a universal principle. In this study, we propose a unfied approach to defining the coefficient of determination $R^2$ using the concept of likelihood distance. This new measure is in good accordance with typical $R^2$ in linear regression and, moreover, can be applied to nonlinear regression models and generalized linear models such as logit and log-linear models.

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