• 제목/요약/키워드: Cross validation technique

검색결과 126건 처리시간 0.022초

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

  • 한인식;이용빈;최동훈
    • 대한기계학회:학술대회논문집
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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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순차적 크리깅모델의 평균-분산 정확도 검증기법 (Mean-Variance-Validation Technique for Sequential Kriging Metamodels)

  • 이태희;김호성
    • 대한기계학회논문집A
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    • 제34권5호
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    • pp.541-547
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    • 2010
  • 메타모델의 정확도를 엄밀하게 검증하는 것은 메타모델링에서 중요한 연구주제이다. k 점 선택교차검증기법이 많은 계산시간을 요구하면서도 메타모델의 정확도를 정략적으로 측정하지 못한다. 최근들어, 평균 $_0$ 기준이 메타모델의 정확도를 정량적으로 제공하기 위하여 제안되었다. 그러나 평균 $_0$ 검증 기준은 크리깅 메타모델이 부정확함에도 불구하고 일찍 수렴하는 경향이 있다. 따라서 본 연구에서는 최대엔트로피를 이용한 순차적 실험계획에서 크리깅모델의 평균과 분산을 이용한 정확도 평가기법을 제안한다. 이 제안한 기법은 평균 및 분산을 계산할 때 수치해석으로 구하는 것이 아니라 크리깅메타모델을 직접 적분하여 구하기 때문에 k 점 선택교차검증기법보다 효율적이며 정확하다. 제안한 기준은 실제 응답의 평균제곱오차의 경향과 매우 유사하여 순차적 실험계획의 수렴기준으로 사용할 수 있다.

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

  • 김승원;정재준;이태희
    • 대한기계학회논문집A
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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.

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

  • 조남훈
    • 대한전기학회논문지:전력기술부문A
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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
    • 한국통계학회:학술대회논문집
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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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소변 중 다환방향족탄화수소 대사체의 분석법 확립 및 교차분석 (Method Development and Cross Validation of Analysis of Hydroxylated Polycyclic Aromatic Hydrocarbons (OH-PAHs) in Human Urine)

  • 박나연;전중대;구혜령;김정환;이은희;이경무;문철진;고영림
    • 한국환경보건학회지
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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.

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

  • 정종철;윤형진
    • 지적과 국토정보
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    • 제50권1호
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    • pp.75-85
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    • 2020
  • 본 연구는 토지피복 분류에 사용 가능한 ROI 생성 과정에서 기계학습 기반 교차검증을 활용하였다. 연구지역은 세종시를 포함한 2019년 10월 28일 단시기 KOMPSAT-3A 영상을 활용하였다. 연구 과정에서 4개의 밴드(Red, Green, Blue, Near Infra-red)를 독립변수로 교차검증 과정에서 학습시켰다. 또한 SVM의 4가지 기법(Linear, Polynomial, RBF, Sigmoid)을 활용하여 추출된 ROI를 기반으로 토지피복 분류를 실시하였다. 교차검증 과정에서 훈련된 3,500개의 데이터 중 1,813개의 데이터가 추출되었으며 건물, 도로, 그리고 초지에서 약 60%의 데이터가 제거되었다. 추출된 ROI를 기반으로 다른 SVM기법에 비해 SVM Linear 기법이 91.77%로 가장 높은 분류 정확도를 나타냈다. 분류 클래스 중 초지의 경우 산림과의 오분류가 가장 많이 발생하며 79.43%의 생산자 정확도로 가장 낮은 분류 정확도를 보여주었다. 연구 결과에 따라 교차검증에서 추출된 ROI는 산림, 수역, 그리고 농업지역에 대해서는 90%이상의 분류정확도를 보여주며 효과적인 분류결과를 도출할 수 있었으나, 80%의 분류정확도를 보여주는 건물, 도로, 나대지, 그리고 초지 지역을 분류하는 방법에 대해서는 추가적인 연구가 진행되어야 할 필요성이 존재한다.

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

  • 변민정;한영호;김영섭
    • 한국GIS학회:학술대회논문집
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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.