• Title/Summary/Keyword: 회귀수

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Asymptotically Efficient L-Estimation for Regression Slope When Trimming is Given (절사가 주어질때 회귀기울기의 점근적 최량 L-추정법)

  • Sang Moon Han
    • The Korean Journal of Applied Statistics
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    • v.7 no.2
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    • pp.173-182
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    • 1994
  • By applying slope estimator under the arbitrary error distributions proposed by Han(1993), if we define regression quantiles to give upper and lower trimming part and blocks of data, we show the proposed slope estimator has asymptotically efficient slope estimator when the number of regression quantiles to from blocks of data goes to sufficiently large.

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퍼지확률회귀모형(確率回歸模型)

  • Lee, Ho-Sung;O, Chang-Hyeok
    • Journal of the Korean Data and Information Science Society
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    • v.5 no.1
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    • pp.49-57
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    • 1994
  • 기존의 퍼지회귀모형은 모수의 퍼지성질에 의해 관측된 종속변수의 변동을 설명하는 방법이다. 그러나 일반적으로 종속변수에 영향을 미치는 모든 독립변수를 모형화하는 일은 불가능하므로 종속변수가 삼각퍼지숫자로 관측된 경우 모형화되지 않은 변수들의 영향을 랜덤 오차항으로 두는 퍼지확률회귀모형을 소개하고 이에 따른 모수추정법을 다룬다. 이 방법은 통계적 회귀모형의 일반화로 간주할 수 있다.

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Development of Regional Regression Model for Estimating Flow Duration Curves in Ungauged Basins (미계측 유역의 유황곡선 산정을 위한 지역회귀모형의 개발)

  • Lee, Tae Hee;Lee, Min Ho;Yi, Jaeeung
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.36 no.3
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    • pp.427-437
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    • 2016
  • The objective of this study is to develop the regional regression models based on the physiographical and climatological characteristics for estimating flow duration curve (FDC) in ungauged bsisns. To this end, the lower sections with duration from 185 to 355 days of FDCs were constructed from the 16 gauged streamflow data, which were fitted to the two-parameter logarithmic type regression equation. Then, the parameters of the equation were regionalized using the basin characteristics such as basin area, basin slope, drainage density, mean annual precipitation, mean annual streamflow, runoff curve number in order that the proposed regression model can be used for ungauged basin. From the comparison of the estimated by the regional regression model with the observed ones, the model with the combination of basin area, runoff curve number, mean annual precipitation showed the best performance.

Calculation Of Critical Stress On Jointed Concrete Pavement By Using Neural Networks & Linear Regression Models (뉴럴 네트워크 및 선형 회귀식을 이용한 줄눈 콘크리트 포장의 한계 응력 계산)

  • Kang, Tae-Wook;Ryu, Sung-Woo;Kim, Seong-Min;Cho, Yoon-Ho
    • International Journal of Highway Engineering
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    • v.10 no.3
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    • pp.129-138
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    • 2008
  • The finite element method(FEM) was one of tools used to solve problem of previous Concrete Pavement and was applied to Korea Pavement Research Program Study. This study used the ABAQUS and the fortran analysis program to calculate the critical stress on jointed concrete pavement and compared and analyzed the results by using neural networks and linear regression model. In that case, which are not enough analysises by using FEM programs though many input variables, when the results of FEM with NN and linear regression models are compared, there are some differences. The other cases, which are reduced input variables and a lot of analysises each of them, results of Neural Networks(NN) and linear regression models are simulated to them of FEM. But, the result of NN is more exact than them of linear regression at the (0,0), (1,1). On the results of this study, it is suggested that the calculation of stress using NN is more compatible to Korea Pavement Research Program Study.

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Comparison between homogeneity test statistics for panel AR(1) model (패널 1차 자기회귀과정들의 동질성 검정 통계량 비교)

  • Lee, Sung Duck;Kim, Sun Woo;Jo, Na Rae
    • The Korean Journal of Applied Statistics
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    • v.29 no.1
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    • pp.123-132
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    • 2016
  • We can achieve the principle of parsimony and efficiency if homogeneity for panel time series model is satisfied. We suggest a Rao test statistic and a Wald test statistic for the test of homogeneity for panel AR(1) and derived the limit distribution. We performed a simulation to examine statistics with the same chisquare distribution when number of the individual is small and in common with large. We also simulated to compare the empirical power of the statistics in a small panel. In application, we fit panel AR(1) model using regional monthly economical active population data and test homogeneity for panel AR(1). It is satisfied homogeneity, so it could be fitted AR(1) using the sample mean at the time point. We also compare the power of prediction between each individual and pooled model.

Performance Improvement of General Regression Neural Network Using Principal Component Analysis (주요성분분석에 의한 일반회귀 신경망의 성능개선)

  • Cho, Yong-Hyun
    • The Transactions of the Korea Information Processing Society
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    • v.7 no.11
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    • pp.3408-3416
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    • 2000
  • This paper proposes an efficient method for improving the performance of a general regression neural network by using the feature to the independent variables as the center for partern-layer neurons. The adaptive principal component analysis is applied for extracting, efficiently the fcarures by reducing the dimension of given independent variables. In can acluevc a supertor property of the principal component analysis that converts input data into set of statistically independent features and the general regression neuralnetwork, espedtively. The proposed general regression neural network has been applied to regress the Solow's economy(2-independent variable set) and the wie elephone(1-independent vanable set). The simulation results show that the proposed meural networks have better performances of the regressionfor the lest data, in comparison with those using the means or the weighted means of independent variables. Also,it is affected less by the number of neurons and the scope of the smoothing factor.

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Irrigation Return Flow Measurements and Analysis in a Small Size Paddy Area (소규모 논지대의 관개회귀수량 실측조사 및 분석)

  • Chung, Sang-Ok;Park, Ki-Jung
    • Journal of Korea Water Resources Association
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    • v.37 no.7
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    • pp.517-526
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    • 2004
  • Agricultural water plays an important role in the national water management. Irrigation return flow is the amount of irrigated water that returns to the river system. In the water resources development planing and management, an accurate estimation of the irrigation return flow is very important. In this study, a 5.5 ha small size paddy area in Kyungbuk province is selected and the water balance components are measured during the 2003 growing season. The total irrigation return flow ratio was 53.7%, of which 30.2% was rapid return flow and 23.5% was delayed return flow.

Simple principal component analysis using Lasso (라소를 이용한 간편한 주성분분석)

  • Park, Cheolyong
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.3
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    • pp.533-541
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    • 2013
  • In this study, a simple principal component analysis using Lasso is proposed. This method consists of two steps. The first step is to compute principal components by the principal component analysis. The second step is to regress each principal component on the original data matrix by Lasso regression method. Each of new principal components is computed as the linear combination of original data matrix using the scaled estimated Lasso regression coefficient as the coefficients of the combination. This method leads to easily interpretable principal components with more 0 coefficients by the properties of Lasso regression models. This is because the estimator of the regression of each principal component on the original data matrix is the corresponding eigenvector. This method is applied to real and simulated data sets with the help of an R package for Lasso regression and its usefulness is demonstrated.

Regression Neural Networks for Improving the Learning Performance of Single Feature Split Regression Trees (단일특징 분할 회귀트리의 학습성능 개선을 위한 회귀신경망)

  • Lim, Sook;Kim, Sung-Chun
    • Journal of the Korean Institute of Telematics and Electronics B
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    • v.33B no.1
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    • pp.187-194
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    • 1996
  • In this paper, we propose regression neural networks based on regression trees. We map regression trees into three layered feedforward networks. We put multi feature split functions in the first layer so that the networks have a better chance to get optimal partitions of input space. We suggest two supervised learning algorithms for the network training and test both in single feature split and multifeature split functions. In experiments, the proposed regression neural networks is proved to have the better learning performance than those of the single feature split regression trees and the single feature split regression networks. Furthermore, we shows that the proposed learning schemes have an effect to prune an over-grown tree without degrading the learning performance.

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Analyzing financial time series data using the GARCH model (일반 자기회귀 이분산 모형을 이용한 시계열 자료 분석)

  • Kim, Sahm;Kim, Jin-A
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.3
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    • pp.475-483
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    • 2009
  • In this paper we introduced a class of nonlinear time series models to analyse KOSPI data. We introduce the Generalized Power-Transformation TGARCH (GPT-TGARCH) model and the model includes Zakoian (1993) and Li and Li (1996) models as the special cases. We showed the effectiveness and efficiency of the new model based on KOSPI data.

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