• 제목/요약/키워드: Cross validation technique

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Validation Technique using variance and confidence interval of metamodel (근사모델의 분산과 신뢰구간을 이용한 모델의 정확도 평가법)

  • Han, In-Sik;Lee, Yong-Bin;Choi, Dong-Hoon
    • Proceedings of the KSME Conference
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    • 대한기계학회 2008년도 추계학술대회A
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    • pp.1169-1175
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    • 2008
  • The validation technique is classified with two methods whether to demand of additional experimental points. The method which requires additional experimental points such as RSME is actually impossible in engineering field. Therefore, the method which only use experimented points such as the cross validation technique is only available. But the cross validation not only requires considerable computational costs for generating metamodel each iterations, but also cannot measure quantitatively the fidelity of metamodel. In this research we propose a new validation technique for representative metamodels using an variance of metamodel and confidence interval information. The proposed validation technique computes confidence intervals using a variance information from the metamodel. This technique will have influence on choosing the accurate metamodel, constructing ensemble of each metamodels and advancing effectively sequential sampling technique.

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Mean-Variance-Validation Technique for Sequential Kriging Metamodels (순차적 크리깅모델의 평균-분산 정확도 검증기법)

  • Lee, Tae-Hee;Kim, Ho-Sung
    • Transactions of the Korean Society of Mechanical Engineers A
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    • 제34권5호
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    • pp.541-547
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    • 2010
  • The rigorous validation of the accuracy of metamodels is an important topic in research on metamodel techniques. Although a leave-k-out cross-validation technique involves a considerably high computational cost, it cannot be used to measure the fidelity of metamodels. Recently, the mean$_0$ validation technique has been proposed to quantitatively determine the accuracy of metamodels. However, the use of mean$_0$ validation criterion may lead to premature termination of a sampling process even if the kriging model is inaccurate. In this study, we propose a new validation technique based on the mean and variance of the response evaluated when sequential sampling method, such as maximum entropy sampling, is used. The proposed validation technique is more efficient and accurate than the leave-k-out cross-validation technique, because instead of performing numerical integration, the kriging model is explicitly integrated to accurately evaluate the mean and variance of the response evaluated. The error in the proposed validation technique resembles a root mean squared error, thus it can be used to determine a stop criterion for sequential sampling of metamodels.

Candidate Points and Representative Cross-Validation Approach for Sequential Sampling (후보점과 대표점 교차검증에 의한 순차적 실험계획)

  • Kim, Seung-Won;Jung, Jae-Jun;Lee, Tae-Hee
    • Transactions of the Korean Society of Mechanical Engineers A
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    • 제31권1호
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    • pp.55-61
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    • 2007
  • Recently simulation model becomes an essential tool for analysis and design of a system but it is often expensive and time consuming as it becomes complicate to achieve reliable results. Therefore, high-fidelity simulation model needs to be replaced by an approximate model, the so-called metamodel. Metamodeling techniques include 3 components of sampling, metamodel and validation. Cross-validation approach has been proposed to provide sequnatially new sample point based on cross-validation error but it is very expensive because cross-validation must be evaluated at each stage. To enhance the cross-validation of metamodel, sequential sampling method using candidate points and representative cross-validation is proposed in this paper. The candidate and representative cross-validation approach of sequential sampling is illustrated for two-dimensional domain. To verify the performance of the suggested sampling technique, we compare the accuracy of the metamodels for various mathematical functions with that obtained by conventional sequential sampling strategies such as maximum distance, mean squared error, and maximum entropy sequential samplings. Through this research we team that the proposed approach is computationally inexpensive and provides good prediction performance.

SVM Load Forecasting using Cross-Validation (교차검증을 이용한 SVM 전력수요예측)

  • Jo, Nam-Hoon
    • The Transactions of the Korean Institute of Electrical Engineers A
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    • 제55권11호
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    • pp.485-491
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    • 2006
  • In this paper, we study the problem of model selection for Support Vector Machine(SVM) predictor for short-term load forecasting. The model selection amounts to tuning SVM parameters, such as the cost coefficient C and kernel parameters and so on, in order to maximize the prediction performance of SVM. We propose that Cross-Validation method can be used as a model selection algorithm for SVM-based load forecasting technique. Through the various experiments on several data sets, we found that the difference between the prediction error of SVM using Cross-Validation and that of ideal SVM is less than 5%. This shows that SVM parameters for load forecasting can be efficiently tuned by using Cross-Validation.

Robust Cross Validation Score

  • Park, Dong-Ryeon
    • Communications for Statistical Applications and Methods
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    • 제12권2호
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    • pp.413-423
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    • 2005
  • Consider the problem of estimating the underlying regression function from a set of noisy data which is contaminated by a long tailed error distribution. There exist several robust smoothing techniques and these are turned out to be very useful to reduce the influence of outlying observations. However, no matter what kind of robust smoother we use, we should choose the smoothing parameter and relatively less attention has been made for the robust bandwidth selection method. In this paper, we adopt the idea of robust location parameter estimation technique and propose the robust cross validation score functions.

Developing a Molecular Prognostic Predictor of a Cancer based on a Small Sample

  • Kim Inyoung;Lee Sunho;Rha Sun Young;Kim Byungsoo
    • Proceedings of the Korean Statistical Society Conference
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    • 한국통계학회 2004년도 학술발표논문집
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    • pp.195-198
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    • 2004
  • One Important problem in a cancer microarray study is to identify a set of genes from which a molecular prognostic indicator can be developed. In parallel with this problem is to validate the chosen set of genes. We develop in this note a K-fold cross validation procedure by combining a 'pre-validation' technique and a bootstrap resampling procedure in the Cox regression . The pre-validation technique predicts the microarray predictor of a case without having seen the true class level of the case. It was suggested by Tibshirani and Efron (2002) to avoid the possible over-fitting in the regression in which a microarray based predictor is employed. The bootstrap resampling procedure for the Cox regression was proposed by Sauerbrei and Schumacher (1992) as a means of overcoming the instability of a stepwise selection procedure. We apply this K-fold cross validation to the microarray data of 92 gastric cancers of which the experiment was conducted at Cancer Metastasis Research Center, Yonsei University. We also share some of our experience on the 'false positive' result due to the information leak.

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Method Development and Cross Validation of Analysis of Hydroxylated Polycyclic Aromatic Hydrocarbons (OH-PAHs) in Human Urine (소변 중 다환방향족탄화수소 대사체의 분석법 확립 및 교차분석)

  • Park, Na-Youn;Jeon, Jung-Dae;Koo, Hyeryeong;Kim, Jung Hoan;Lee, Eun-Hee;Lee, Kyungmu;Mun, Cheoljin;Kho, Younglim
    • Journal of Environmental Health Sciences
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    • 제41권5호
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    • pp.358-367
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    • 2015
  • Objectives: This study was performed to evaluate the analytical method for PAH metabolites in human urine using enzyme hydrolysis and solid-phase extraction coupled with LC-(ESI)-MS/MS technique. Methods: We employed HPLC tandem mass spectrometry techniques with appropriate pre-treatment for analysis of 16 OH-PAHs in human urine. Samples were hydrolysis by ${\beta}$-flucuronidase/Aryl sulfatase, and target compounds were extracted by solid-phase extraction with a strata-x cartridge. Cross-validation was performed between Eulji University and Green Cross laboratories with 200 human urine samples. Results: The accuracies were between 90.3% and 118.8%, and precisions (relative standard deviations) were lower than 10%. The linearity obtained was satisfying for the 16 OH-PAH compounds, with a coefficient of determination ($r^2$) higher than 0.99. The results of cross-validation at the two organizations were compared by ICC (interclass correlation coefficient) values. The cross-validation results were excellent or good for all compounds. Conclusion: An analytical method was validated for low nanogram levels of 16 OH-PAHs in human urine. Also, satisfying results were obtained for method validation such as accuracy, precision and ICC of cross-validation.

Region of Interest (ROI) Selection of Land Cover Using SVM Cross Validation (SVM 교차검증을 활용한 토지피복 ROI 선정)

  • Jeong, Jong-Chul;Youn, Hyoung-Jin
    • Journal of Cadastre & Land InformatiX
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    • 제50권1호
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    • pp.75-85
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    • 2020
  • This study examines machine learning cross-validation to utilized create ROI for classification of land cover. The study area located in Sejong and one KOMPSAT-3A image was used in this analysis: procedure on October 28, 2019. We used four bands(Red, Green, Blue, Near infra-red) for learning cross validation process. In this study, we used K-fold method in cross validation and used SVM kernel type with cross validation result. In addition, we used 4 kernels of SVM(Linear, Polynomial, RBF, Sigmoid) for supervised classification land cover map using extracted ROI. During the cross validation process, 1,813 data extracted from 3,500 data, and the most of the building, road and grass class data were removed about 60% during cross validation process. Based on this, the supervised SVM linear technique showed the highest classification accuracy of 91.77% compared to other kernel methods. The grass' producer accuracy showed 79.43% and identified a large mis-classification in forests. Depending on the results of the study, extraction ROI using cross validation may be effective in forest, water and agriculture areas, but it is deemed necessary to improve the distinction of built-up, grass and bare-soil area.

Estimation of daily maximum air temperature using NOAA/AVHRR data (NOAA/AVHRR 자료를 이용한 일 최고기온 추정에 관한 연구)

  • 변민정;한영호;김영섭
    • Proceedings of the Korean Association of Geographic Inforamtion Studies Conference
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    • 한국GIS학회 2003년도 공동 춘계학술대회 논문집
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    • pp.291-296
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    • 2003
  • This study estimated surface temperature by using split-window technique and NOAA/AVHRR data was used. For surface monitoring, cloud masking procedure was carried out using threshold algorithm. The daily maximum air temperature is estimated by multiple regression method using independent variables such as satellite-derived surface temperature, EDD, and latitude. When the EDD data added, the highest correlation shown. This indicates that EDD data is the necessary element for estimation of the daily maximum air temperature. We derived correlation and experience equation by three approaching method to estimate daily maximum air temperature. 1) non-considering landcover method as season, 2) considering landcover method as season, and 3) just method as landcover. The last approaching method shows the highest correlation. So cross-validation procedure was used in third method for validation of the estimated value. For all landcover type 5, the results using the cross-validation procedure show reasonable agreement with measured values(slope=0.97, intercept=-0.30, R$^2$=0.84, RMSE=4.24$^{\circ}C$). Also, for all landcover type 7, the results using the cross-validation procedure show reasonable agreement with measured values(slope=0.993, Intercept=0.062, R$^2$=0.84, RMSE=4.43$^{\circ}C$).

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Buckling and vibration of symmetric laminated composite plates with edges elastically restrained

  • Ashour, Ahmed S.
    • Steel and Composite Structures
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    • 제3권6호
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    • pp.439-450
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    • 2003
  • The finite strip transition matrix technique, a semi analytical method, is employed to obtain the buckling loads and the natural frequencies of symmetric cross-ply laminated composite plates with edges elastically restrained against both translation and rotation. To illustrate the accuracy and the validation of the method several example of cross play laminated composite plates were analyzed. The buckling loads and the frequency parameters are presented and compared with available results in the literature. The convergence study and the excellent agreement with known results show the reliability of the purposed technique.