• Title/Summary/Keyword: 회귀 모형 함수

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A comparison study of multiple linear quantile regression using non-crossing constraints (비교차 제약식을 이용한 다중 선형 분위수 회귀모형에 관한 비교연구)

  • Bang, Sungwan;Shin, Seung Jun
    • The Korean Journal of Applied Statistics
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    • v.29 no.5
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    • pp.773-786
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    • 2016
  • Multiple quantile regression that simultaneously estimate several conditional quantiles of response given covariates can provide a comprehensive information about the relationship between the response and covariates. Some quantile estimates can cross if conditional quantiles are separately estimated; however, this violates the definition of the quantile. To tackle this issue, multiple quantile regression with non-crossing constraints have been developed. In this paper, we carry out a comparison study on several popular methods for non-crossing multiple linear quantile regression to provide practical guidance on its application.

Optimal Design of FRP Taper Spring Using Response Surface Analysis (반응표면분석법을 이용한 FRP Leaf Spring의 최적설계)

  • 임동진;이윤기;김민호;윤희석
    • Composites Research
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    • v.17 no.2
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    • pp.1-8
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    • 2004
  • The present paper is concerned with the optimum design of taper spring, in which the static spring rate of the fiber-reinforcement composite material spring is fitted to that of the steel leaf spring. The thickness and width of springs were selected as design variables. The object functions of the regression model were obtained through the analysis with a common analytic program. After regression coefficients were calculated to get functions of the regression model, optimal solutions were calculated with DOT. E-glass/epoxy and carbon/epoxy were used as fiber reinforcement materials in the design, which were compared and analyzed with the steel leaf spring. The result of the static spring rates show that optimized composite leaf springs agree with steel leaf spring within 1%.

Improved Parameter Computation Method Applications of Storage Function Model for the Han River Basin (저류함수모형 매개변수 산정 개선방법의 한강유역 적용)

  • Jeong, Dong-Kug;Jeon, Yong-Woon;Lee, Beum-Hee
    • Journal of the Korean Society of Hazard Mitigation
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    • v.8 no.2
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    • pp.149-158
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    • 2008
  • The parameters of each basin, required for the accurate analysis of flood runoff using Storage Function Model, are estimated. Prior to the estimation, sensitivity analysis and extraction of new regional topographic factors for Han River basin are conducted. Based on the result, the outflow constant of basin model is calculated through regression analysis in relation with pre-flood runoff depth. The storage constant of basin model is derived by the optimum storage constant equation, according to the flood event of each basin. The model using the mentioned parameters was compared with K-Water model of Korea Water Resources Corporation and the model of Han River Flood Control Office, and proved to correspond to the observed hydrograph more.

Variable Selection in Frailty Models using FrailtyHL R Package: Breast Cancer Survival Data (frailtyHL 통계패키지를 이용한 프레일티 모형의 변수선택: 유방암 생존자료)

  • Kim, Bohyeon;Ha, Il Do;Noh, Maengseok;Na, Myung Hwan;Song, Ho-Chun;Kim, Jahae
    • The Korean Journal of Applied Statistics
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    • v.28 no.5
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    • pp.965-976
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    • 2015
  • Determining relevant variables for a regression model is important in regression analysis. Recently, a variable selection methods using a penalized likelihood with various penalty functions (e.g. LASSO and SCAD) have been widely studied in simple statistical models such as linear models and generalized linear models. The advantage of these methods is that they select important variables and estimate regression coefficients, simultaneously; therefore, they delete insignificant variables by estimating their coefficients as zero. We study how to select proper variables based on penalized hierarchical likelihood (HL) in semi-parametric frailty models that allow three penalty functions, LASSO, SCAD and HL. For the variable selection we develop a new function in the "frailtyHL" R package. Our methods are illustrated with breast cancer survival data from the Medical Center at Chonnam National University in Korea. We compare the results from three variable-selection methods and discuss advantages and disadvantages.

A Derivation of a Hydrograph by Using Smoothed Dimensionless Unit Kernel Function (평활화된 무차원 단위핵함수를 이용한 단위도의 유도)

  • Seong, Kee-Won
    • Journal of Korea Water Resources Association
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    • v.41 no.6
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    • pp.559-564
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    • 2008
  • A practical method is derived for determining the unit hydrograph and S-curve from complex storm events by using a smoothed unit kernel approach. The using a unit kernel yields more convenient way of constructing a unit hydrograph and its S-curve than a conventional method. However, with use of real data, the unit kernel oscillates and is unstable so that a unit hydrograph and S-curve cannot easily obtained. The use of non-parametric ridge regression with a Laplacian matrix is suggested for deriving an event averaged unit kernel which reduces the computational efforts when dealing with the Nash instantaneous unit hydrograph as a basis of the kernel. A method changing the unit hydrograph duration is also presented. The procedure shown in this work will play an efficient role when any unit hydrograph works is involved.

Nonparametric Bayesian Statistical Models in Biomedical Research (생물/보건/의학 연구를 위한 비모수 베이지안 통계모형)

  • Noh, Heesang;Park, Jinsu;Sim, Gyuseok;Yu, Jae-Eun;Chung, Yeonseung
    • The Korean Journal of Applied Statistics
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    • v.27 no.6
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    • pp.867-889
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    • 2014
  • Nonparametric Bayesian (np Bayes) statistical models are popularly used in a variety of research areas because of their flexibility and computational convenience. This paper reviews the np Bayes models focusing on biomedical research applications. We review key probability models for np Bayes inference while illustrating how each of the models is used to answer different types of research questions using biomedical examples. The examples are chosen to highlight the problems that are challenging for standard parametric inference but can be solved using nonparametric inference. We discuss np Bayes inference in four topics: (1) density estimation, (2) clustering, (3) random effects distribution, and (4) regression.

A Simple Regression Model for Predicting the Wind Damage according to Correlation Analysis Between Wind Speed and Damage: Gyeongsangbuk-do (풍속과 피해액의 상관관계 분석에 따른 강풍 피해예측 단순회귀모형 개발: 경상북도)

  • Song, Chang-Young;Lee, Ho-Jin;Lee, Chang-Jae
    • Proceedings of the Korean Society of Disaster Information Conference
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    • 2016.11a
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    • pp.207-211
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    • 2016
  • 최근 세계적으로 기후변화에 따라 자연재해에 의한 피해가 대형화, 가속화 되면서 이를 예측하고 대응할 수 있는 체계적이며 국내 특성을 반영할 수 있는 피해예측 시스템의 필요성이 제기되고 있다. 국내에서는 경험적 통계기반의 강우예측에 대한 연구가 주로 진행되었으며, 강풍에 대한 연구는 부족한 상황이다. 본 연구는 기존의 연구와는 달리 모델링을 통한 예측이 아닌 실제 발생한 강풍 피해 자료를 기반으로 풍속에 따른 피해액을 예측할 수 있는 강풍 피해예측 단순회귀모형을 개발하는 것을 목적으로 한다.

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Bootstrap Estimation for GEE Models (일반화추정방정식(GEE)에 대한 부스트랩의 적용)

  • Park, Chong-Sun;Jeon, Yong-Moon
    • The Korean Journal of Applied Statistics
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    • v.24 no.1
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    • pp.207-216
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    • 2011
  • Bootstrap is a resampling technique to find an estimate of parameters or to evaluate the estimate. This technique has been used in estimating parameters in linear model(LM) and generalized linear model(GLM). In this paper, we explore the possibility of applying Bootstrapping Residuals, Pairs, and an Estimating Equation that are most widely used in LM and GLM to the generalized estimating equation(GEE) algorithm for modelling repeatedly measured regression data sets. We compared three bootstrapping methods with coefficient and standard error estimates of GEE models from one simulated and one real data set. Overall, the estimates obtained from bootstrap methods are quite comparable, except that estimates from bootstrapping pairs are somewhat different from others. We conjecture that the strange behavior of estimates from bootstrapping pairs comes from the inconsistency of those estimates. However, we need a more thorough simulation study to generalize it since those results are coming from only two small data sets.

Real-time fluvial sediment load monitoring method using H-ADCP and support vector regression (H-ADCP와 서포트벡터회귀를 이용한 실시간 하천 유사량 모니터링 방법)

  • Noh, Hyoseob;Son, GeunSoo;Kim, Dongsu;Park, Yong Sung
    • Proceedings of the Korea Water Resources Association Conference
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    • 2022.05a
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    • pp.25-25
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    • 2022
  • 하천의 개발 및 보전 계획을 수립하는 데에 있어 자연하천의 부유사량 및 총유사량을 계측하는 것은 매우 중요하다. 우리나라에서는 매년 국내 자연하천을 대상으로 부유사량을 실측하고 실측 부유사량을 바탕으로 수정 아인슈타인 방법을 적용해 총유사량을 산정하고 있으나 이 또한 홍수기에 국한되어 있다. 가장 일반적인 유사량 계측 방법인 시료 채집에 의한 방법은 많은 노력과 비용을 수반하기 때문에 유사량 관측소와 관측 빈도를 늘릴 수 없는 실정이다. 최근에는 ADCP 음파 신호의 후방산란도가 부유사 농도에 따라 증가한다는 성질을 이용해 부유사 농도 계측에 ADCP를 이용하고자 하는 노력이 계속되고 있다. 이러한 특성을 이용해 본 연구에서는 전라남도 나주시에 위치한 남평교 자동유량관측소에 설치된 횡방향 ADCP (H-ADCP)를 대상으로 서포트 벡터 회귀(SVR)를 적용한 실시간 유사량 모니터링 모형을 제안하였다. 여기서 제시하는 유사량산정 모형은 크게 유량과 초음파 산란도를 입력 변수로 해 부유사 농도를 산정하는 서포트 벡터 회귀 모형과 첫 번째 모형으로부터 산정된 부유사 농도와 흐름 정보를 이용해 총유사량을 산정하는 모형으로 구성되어 있다. 개발된 SVR 부유사량 및 총유사량 산정 모형의 정확도가 결정계수(R2) 기준으로 각각 0.82, 0.90 으로 나타났다. 주목할 점은, 본 연구에서 제시하는 SVR 모형을 이용해 멱함수 기반 유사량 관계식으로는 예측할 수 없는 유사량의 이력현상을 재현해낼 수 있다는 것이다. 본 연구에서 제시하는 H-ADCP 기반 총유사량 모니터링 방법은 기존 자동 유량 관측소 시설을 그대로 이용할 수 있다는 장점이 있다. 따라서 실무 적용 시 낮은 추가비용으로 양질의 유사량 모니터링이 가능할 것으로 기대된다.

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Planning of Streamflow Data Collection Network by Regionalized Regression Model (지역화회귀모형을 이용한 유량관측망의 계측)

  • 조국광;권순국
    • Water for future
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    • v.23 no.1
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    • pp.109-118
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    • 1990
  • In this study, the effectiveness of existing streamflow data collection networks in the Han and the Nakdong River Basin is evaluated for various gaging plans of 5, 10, 15 and 20years planning horizons by the nonlinear integer programming method, and also a technique for adjustment and planning of the existing network is provided for the purpose of increasing the efficiency of the network in terms of ecomony. The objective function is minimization of the average sampling mean square error of regional regression model with regression parameters estimated by generalized least squares method.

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