• Title/Summary/Keyword: 잔차 분석

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An Outlier Data Analysis using Support Vector Regression (Support Vector Regression을 이용한 이상치 데이터분석)

  • Jun, Sung-Hae
    • Journal of the Korean Institute of Intelligent Systems
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    • v.18 no.6
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    • pp.876-880
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    • 2008
  • Outliers are the observations which are very larger or smaller than most observations in the given data set. These are shown by some sources. The result of the analysis with outliers may be depended on them. In general, we do data analysis after removing outliers. But, in data mining applications such as fraud detection and intrusion detection, outliers are included in training data because they have crucial information. In regression models, simple and multiple regression models need to eliminate outliers from given training data by standadized and studentized residuals to construct good model. In this paper, we use support vector regression(SVR) based on statistical teaming theory to analyze data with outliers in regression. We verify the improved performance of our work by the experiment using synthetic data sets.

Kernel Regression Model based Gas Turbine Rotor Vibration Signal Abnormal State Analysis (커널회귀 모델기반 가스터빈 축진동 신호이상 분석)

  • Kim, Yeonwhan;Kim, Donghwan;Park, SunHwi
    • KEPCO Journal on Electric Power and Energy
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    • v.4 no.2
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    • pp.101-105
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    • 2018
  • In this paper, the kernel regression model is applied for the case study of gas turbine abnormal state analysis. In addition to vibration analysis at the remote site, the kernel regression model technique can is useful for analyzing abnormal state of rotor vibration signals of gas turbine in power plant. In monitoring based on data-driven techniques correlated measurements, the fault free training data of shaft vibration obtained during normal operations of gas turbine are used to develop a empirical model based on auto-associative kernel regression. This data-driven model can be used to predict virtual measurements, which are compared with real-time data, generating residuals. Any faults in the system may cause statistically abnormal changes in these residuals and could be detected. As the result, the kernel regression model provides information that can distinguish anomalies such as sensor failure in a shaft vibration signal.

Autocorrelation in Statistical Analyses of Fisheries Time Series Data (수산 관련 시계열 자료를 이용한 통계학적 분석에서의 자기상관에 대한 고찰)

  • Park Young Cheol;Hiyama Yoshiaki
    • Korean Journal of Fisheries and Aquatic Sciences
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    • v.35 no.3
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    • pp.216-222
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    • 2002
  • Autocorrelation in time series data can affect statistical inference in correlation or regression analyses. To improve a regression model from which the residuals are autocorrelated, Yule-Walker method, nonlinear least squares estimation, maximum likelihood method and 'prewhitening' method have been used to estimate the parameters in a regression equation. This study reviewed on the estimation methods of preventing spurious correlation in the presence of autocorrelation and applied the former three methods, Yule-Walker, nonlinear least squares and maximum likelihood method, to a 20-year real data set. Monte carlo simulation was used to compare the three parameter estimation methods. However, the simulation results showed that the mean squared error distributions from the three methods simulated do not differ significantly.

Remote Sensing을 이용한 태화강 하구 수심정보 획득 - Landsat 7 ETM 다중분광영상을 사용

  • Oh, Chang-Seok;Cho, Hong-Je;Song, Yeong-Min
    • Proceedings of the Korea Water Resources Association Conference
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    • 2006.05a
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    • pp.1530-1534
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    • 2006
  • 원격탐사 기법을 이용한 수심측정은 하나 혹은 그 이상의 파장대에서 수심과 반사되는 에너지 사이의 관계를 찾아내는데 달려 있다. 수심 정보를 획득하기 위한 스펙트럼의 최적 파장길이는 다중분광영상(Landsat 7 ETM)의 blue band에 해당하는 약 $0.48{\mu}m$이며, 이 band를 이용하여 연안의 수심을 측량하기도 한다. 하지만 단일밴드에 의해서 측정된 값을 이용한 수심측정은 해저표면에 의한 반사에 심각한 영향을 받을 수 있기 때문에 신뢰할 만한 결과를 얻을 수 없다. 따라서 본 연구에서는 해수와 관련한 여러 가지 변수들을 결정하기 위하여 다량의 실측 데이터를 필요로 하지 않는 선형다중밴드방식을 이용하여 2개의 Landsat 영상으로 태화강 하구의 수심정보를 추출하고 태화강 본류에 대한 수심정보획득과 하상변동에 대한 분석 가능성을 파악하였다. 그 결과 임의로 선정한 표본 50개 지점에 대한 영상분석에 의한 수심값과 해도의 수심값의 잔차 평균이 각각 2.29m, 2.43m로 비교적 큰 잔차를 보였다. 하지만 20m 미만의 수심대의 표본만을 확인한 결과 각각 1.73m, 1.88m로 잔차 평균이 크게 감소하였다. 2000년, 2003년 영상을 비교한 결과, 1번 2번 3번 지역에서 평균적으로 약 1.838m정도 2003년 수심이 감소한 것으로 나타났다. 본 연구에서 20m 미만의 수심 측량은 낮은 해상도의 위성영상이라도 실제 수심과 근접하고 있는 것으로 판단 할 수 있었다. 이것으로 넓은 지역을 경제적으로 수심자료를 획득할 수 있는 위성영상분석을 이용한 수심측정은 활용성이 있는 것으로 나타났다. 하지만 해저표면의 형태와 해수면의 상태 등 수심측정에 미치는 영향에 관한 실측데이터에 대한 자료수집과 분석이 선행된다면 더욱 좋은 결과를 도출할 수 있을 것으로 판단된다.A}$는 최대암모니아 섭취률을 이용하여 구한 결과 $0.65d^{-1}$로 나타났다.EX>$60%{\sim}87%$가 수심 10m 이내에 분포하였고, 녹조강과 남조강이 우점하는 하절기에는 5m 이내에 주로 분포하였다. 취수탑 지점의 수심이 연중 $25{\sim}35m$를 유지하는 H호의 경우 간헐식 폭기장치를 가동하는 기간은 물론 그 외 기간에도 취수구의 심도를 표층 10m 이하로 유지 할 경우 전체 조류 유입량을 60% 이상 저감할 수 있을 것으로 조사되었다.심볼 및 색채 디자인 등의 작업이 수반되어야 하며, 이들을 고려한 인터넷용 GIS기본도를 신규 제작한다. 상습침수지구와 관련된 각종 GIS데이타와 각 기관이 보유하고 있는 공공정보 가운데 공간정보와 연계되어야 하는 자료를 인터넷 GIS를 이용하여 효율적으로 관리하기 위해서는 단계별 구축전략이 필요하다. 따라서 본 논문에서는 인터넷 GIS를 이용하여 상습침수구역관련 정보를 검색, 처리 및 분석할 수 있는 상습침수 구역 종합정보화 시스템을 구축토록 하였다.N, 항목에서 보 상류가 높게 나타났으나, 철거되지 않은 검전보나 안양대교보에 비해 그 차이가 크지 않은 것으로 나타났다.의 기상변화가 자발성 기흉 발생에 영향을 미친다고 추론할 수 있었다. 향후 본 연구에서 추론된 기상변화와 기흉 발생과의 인과관계를 확인하고 좀 더 구체화하기 위한 연구가 필요할 것이다.게 이루어질 수 있을 것으로 기대된다.는 초과수익률이 상승하지만, 이후로는 감소하므로, 반전거래전략을 활용하는 경우 주식투자기간은 24개월이하의 중단기가 적합함을 발견하였다. 이상의 행태적 측면과 투자성과측면의 실증결과를 통하여 한국주식시장에 있어서 시장수익률을 평균적으로 초과할 수 있는 거래전략은 존재하므로 이러한 전략을 개발 및 활용할 수

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Non-stationary Rainfall Frequency Analysis Based on Residual Analysis (잔차시계열 분석을 통한 비정상성 강우빈도해석)

  • Jang, Sun-Woo;Seo, Lynn;Kim, Tae-Woong;Ahn, Jae-Hyun
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.31 no.5B
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    • pp.449-457
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    • 2011
  • Recently, increasing heavy rainfalls due to climate change and/or variability result in hydro-climatic disasters being accelerated. To cope with the extreme rainfall events in the future, hydrologic frequency analysis is usually used to estimate design rainfalls in a design target year. The rainfall data series applied to the hydrologic frequency analysis is assumed to be stationary. However, recent observations indicate that the data series might not preserve the statistical properties of rainfall in the future. This study incorporated the residual analysis and the hydrologic frequency analysis to estimate design rainfalls in a design target year considering the non-stationarity of rainfall. The residual time series were generated using a linear regression line constructed from the observations. After finding the proper probability density function for the residuals, considering the increasing or decreasing trend, rainfalls quantiles were estimated corresponding to specific design return periods in a design target year. The results from applying the method to 14 gauging stations indicate that the proposed method provides appropriate design rainfalls and reduces the prediction errors compared with the conventional rainfall frequency analysis which assumes that the rainfall data are stationary.

Assessment and Verification of Prediction Model(NIER('99)) for Road Traffic Noise in the Apartment Complex (아파트단지에서 국립환경과학원 도로교통소음 예측식('99)에 대한 통계학적 평가 및 검증)

  • Cho, Il-Hyoung;SunWoo, Young;Lee, Nae-Hyun
    • Journal of Korean Society of Environmental Engineers
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    • v.28 no.11
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    • pp.1198-1206
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    • 2006
  • We have carried out highway traffic noise prediction and measurement for 10 sites with representative road shapes and structures. A road traffic noise prediction model(NIER('99)) has been developed for environmental impact assessment in Korea. With the fitted regression analysis, the distribution ratio($R^2$) and Pearson correction coefficient(r) was 92.4% and 0.96 in $1^{st}$ floor, 38.7% and 0.66 in $3^{rd}$ floor, 42% and 0.65 in $5^{th}$ floor, 7.5% and 0.27 in $7^{th}$ floor, 28.4% and 0.53 in 10th floor, 35.6% and 0.60 in $13^{th}$ floor, 52.7% and 0.73 in $15^{th}$ floor, respectively. The measured values of the noise level except the 1st floor did not show a good agreement with the predicted noise level in the NIER('99) formula. Also, the NIER('99) formula demonstrated that the measured values weren't reasonably close to the predicted values, indicating the validity and adequacy of the predicted models with the fitted vs residual analysis in the 95% of confidence interval and 95% of predict interval. Using the equal variation on the basis of the residual vs fitted value, there was the significant difference for variation between $3^{rd}$ floor and $15^{th}$ floor except $1^{st}$ floor. The results suggested that the NIER('99) model obtained by the results according to the apartment floor must be improved and developed on the road traffic noise.

Population Distribution Estimation Using Regression-Kriging Model (Regression-Kriging 모형을 이용한 인구분포 추정에 관한 연구)

  • Kim, Byeong-Sun;Ku, Cha-Yong;Choi, Jin-Mu
    • Journal of the Korean Geographical Society
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    • v.45 no.6
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    • pp.806-819
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    • 2010
  • Population data has been essential and fundamental in spatial analysis and commonly aggregated into political boundaries. A conventional method for population distribution estimation was a regression model with land use data, but the estimation process has limitation because of spatial autocorrelation of the population data. This study aimed to improve the accuracy of population distribution estimation by adopting a Regression-Kriging method, namely RK Model, which combines a regression model with Kriging for the residuals. RK Model was applied to a part of Seoul metropolitan area to estimate population distribution based on the residential zones. Comparative results of regression model and RK model using RMSE, MAE, and G statistics revealed that RK model could substantially improve the accuracy of population distribution. It is expected that RK model could be adopted actively for further population distribution estimation.

Analysis of stage III proximal colon cancer using the Cox proportional hazards model (Cox 비례위험모형을 이용한 우측 대장암 3기 자료 분석)

  • Lee, Taeseob;Lee, Minjung
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.2
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    • pp.349-359
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    • 2017
  • In this paper, we conducted survival analyses by fitting the Cox proportional hazards model to stage III proximal colon cancer data obtained from the Surveillance, Epidemiology, and End Results program of the National Cancer Institute. We investigated the effect of covariates on the hazard function for death from proximal colon cancer in stage III with surgery performed and estimated the survival probability for a patient with specific covariates. We showed that the proportional hazards assumption is satisfied for covariates that were used to analyses, using a test based on the Schoenfeld residuals and plots of the Schoenfeld residuals and $log[-log\{{\hat{S}}(t)\}]$. We evaluated the model calibration and discriminatory accuracy by calibration plot and time-dependent area under the ROC curve, which were calculated using 10-fold cross validation.

Accuracy Analysis of Aerial Triangulation using UltraCamX which is Airborne Digital Camera (항공디지털카메라 UltraCamX의 사진기준점 정확도 분석)

  • Lee, Jae-One;Na, Jong-Gi;Jung, Chang-Sik;Bae, Kyoung-Ho
    • Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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    • v.27 no.2
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    • pp.177-186
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    • 2009
  • Nowadays, as going to information society based knowledge, the informations are acquired, processed, serviced based digital environment. In surveying field, the trend have been changed from the analog foundation to the digital foundation. Also, aerial photogrammetry is being changed from analog aerial photogrammetry to digital aerial photogrammetry. In this paper, the analysis of accuracy is performed for the comparison of traditional aerial photogrammetry with digital aerial photogrammetry usign UltracamX in AT and Block Adjustment. As the results, Bundle adjustment in digital aerial photogrammetry with GPS/INS have more advantages than traditional independent adjustment in analog aerial photogrammetry. Digital aerial photogrammetry contributes the higher accuracy in AT and block adjustment more than analog aerial photogrammetry.

Heterogeneity of Workers and the Entry into Self-employment - Focusing on the Entry of Wage Workers into Self-Employment - (근로자의 이질성과 자영업 선택에 관한 실증분석 - 임금근로에서 자영업으로의 진입을 중심으로 -)

  • Kim, Woo-Yung
    • Journal of Labour Economics
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    • v.36 no.2
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    • pp.1-36
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    • 2013
  • This study examines how the unobserved heterogeneity of workers, measured by residuals of the wage equation, affects the entry into self-employment using KLIPS 1998-2008. Following Joona and Wadensjo(2013), we treat the residuals as unobserved ability and find that both workers with higher and lower ability are more likely to become self-employed. However, this U-Shape relationship no longer holds when the sample is divided into males and females. The study also finds that the relationship between ability and entry into self-employment has changed over time, and that ability is positively associated with the performance of self-employed.

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