• Title/Summary/Keyword: Interval regression

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Interval Regression Models Using Variable Selection

  • Choi Seung-Hoe
    • Communications for Statistical Applications and Methods
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    • v.13 no.1
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    • pp.125-134
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    • 2006
  • This study confirms that the regression model of endpoint of interval outputs is not identical with that of the other endpoint of interval outputs in interval regression models proposed by Tanaka et al. (1987) and constructs interval regression models using the best regression model given by variable selection. Also, this paper suggests a method to minimize the sum of lengths of a symmetric difference among observed and predicted interval outputs in order to estimate interval regression coefficients in the proposed model. Some examples show that the interval regression model proposed in this study is more accuracy than that introduced by Inuiguchi et al. (2001).

Support Vector Machine for Interval Regression

  • Hong Dug Hun;Hwang Changha
    • Proceedings of the Korean Statistical Society Conference
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    • 2004.11a
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    • pp.67-72
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    • 2004
  • Support vector machine (SVM) has been very successful in pattern recognition and function estimation problems for crisp data. This paper proposes a new method to evaluate interval linear and nonlinear regression models combining the possibility and necessity estimation formulation with the principle of SVM. For data sets with crisp inputs and interval outputs, the possibility and necessity models have been recently utilized, which are based on quadratic programming approach giving more diverse spread coefficients than a linear programming one. SVM also uses quadratic programming approach whose another advantage in interval regression analysis is to be able to integrate both the property of central tendency in least squares and the possibilistic property In fuzzy regression. However this is not a computationally expensive way. SVM allows us to perform interval nonlinear regression analysis by constructing an interval linear regression function in a high dimensional feature space. In particular, SVM is a very attractive approach to model nonlinear interval data. The proposed algorithm here is model-free method in the sense that we do not have to assume the underlying model function for interval nonlinear regression model with crisp inputs and interval output. Experimental results are then presented which indicate the performance of this algorithm.

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A Note for Speed-Up of Interval Regression Neural Network (구간회귀 신경망의 속도개선)

  • 이중우;권순학
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 2001.05a
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    • pp.101-104
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    • 2001
  • This paper deals with the speed-up of interval regression neural network. We propose an improved method of adjusting the parameter alpha used in the interval regression neural network to improve the learning speed and regression performance. Finally, we provide numerical examples to evaluate the performance of the proposed method.

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Local linear regression analysis for interval-valued data

  • Jang, Jungteak;Kang, Kee-Hoon
    • Communications for Statistical Applications and Methods
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    • v.27 no.3
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    • pp.365-376
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    • 2020
  • Interval-valued data, a type of symbolic data, is given as an interval in which the observation object is not a single value. It can also occur frequently in the process of aggregating large databases into a form that is easy to manage. Various regression methods for interval-valued data have been proposed relatively recently. In this paper, we introduce a nonparametric regression model using the kernel function and a nonlinear regression model for the interval-valued data. We also propose applying the local linear regression model, one of the nonparametric methods, to the interval-valued data. Simulations based on several distributions of the center point and the range are conducted using each of the methods presented in this paper. Various conditions confirm that the performance of the proposed local linear estimator is better than the others.

Confidence intervals on variance components in multiple regression model with one-fold nested error strucutre (중첩오차를 갖는 중회귀모형에서 분산의 신뢰구간)

  • 박동준
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 1996.04a
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    • pp.495-498
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    • 1996
  • Regression model with nested error structure interval estimations about variability on different stages are proposed. This article derives an approximate confidence interval on the variance in the first stage and an exact confidence interval on the variance in the second stage in two stage regression model. The approximate confidence interval is based on Ting et al. (1990) method. Computer simulation is provided to show that the approximate confidence interval maintains the stated confidence coefficient.

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Confidence Intervals on Variance Components in Two Stage Regression Model

  • Park, Dong-Joon
    • Communications for Statistical Applications and Methods
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    • v.3 no.2
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    • pp.29-36
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    • 1996
  • In regression model with nested error structure interval estimations about variability on different stages are proposed. This article derives an approximate confidence interval on the variance in the first stage and an exact confidence interval on the variance in the second stage in two stage regression model. The approximate confidence interval is vased on Ting et al. (1990) method. Computer simulation is procided to show that the approximate confidence interval maintains the stated confidence coeffient.

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Estimation of the Actual Working Time by Interval Linear Regression Models with Constraint Conditions (제약부 구간 선형 회귀모델에 의한 실동시간의 견적)

  • Hwang, S. G.;Seo, Y. J.
    • Journal of the Korean Operations Research and Management Science Society
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    • v.14 no.2
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    • pp.105-114
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    • 1989
  • The actual working time of jobs, in general, is different to the standard time of jobs. In this paper, in order to analyze the actual working time of each job in production, we use the total production amount and the encessary total working time. The method which analyzes the actual working time is as follows. In this paper, we propose the interval regression analysis for obtaining an interval linear regression model with constraint conditions with respect to interval parameters. The merits of this method are the following.1) it is easy to obtain an interval linear model by solving a LP problem to which the formulation of proposed regression analysis is reduced, 2) it is easy to add constraint conditions about interval parameters, which are a sort of expert knowledge. As an application, within a case which has given certain data, the actual working time of jobs and the number of workers in a future plan are estimated through the real data obtianed from the operation of processing line in a heavy industry company. It results from the proposed method that the actual working time and the number of workers can be estimated as intervals by the interval regression model.

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Regression analysis of interval censored competing risk data using a pseudo-value approach

  • Kim, Sooyeon;Kim, Yang-Jin
    • Communications for Statistical Applications and Methods
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    • v.23 no.6
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    • pp.555-562
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    • 2016
  • Interval censored data often occur in an observational study where the subject is followed periodically. Instead of observing an exact failure time, two inspection times that include it are available. There are several methods to analyze interval censored failure time data (Sun, 2006). However, in the presence of competing risks, few methods have been suggested to estimate covariate effect on interval censored competing risk data. A sub-distribution hazard model is a commonly used regression model because it has one-to-one correspondence with a cumulative incidence function. Alternatively, Klein and Andersen (2005) proposed a pseudo-value approach that directly uses the cumulative incidence function. In this paper, we consider an extension of the pseudo-value approach into the interval censored data to estimate regression coefficients. The pseudo-values generated from the estimated cumulative incidence function then become response variables in a generalized estimating equation. Simulation studies show that the suggested method performs well in several situations and an HIV-AIDS cohort study is analyzed as a real data example.

On Predicting with Kernel Ridge Regression

  • Hwang, Chang-Ha
    • Journal of the Korean Data and Information Science Society
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    • v.14 no.1
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    • pp.103-111
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    • 2003
  • Kernel machines are used widely in real-world regression tasks. Kernel ridge regressions(KRR) and support vector machines(SVM) are typical kernel machines. Here, we focus on two types of KRR. One is inductive KRR. The other is transductive KRR. In this paper, we study how differently they work in the interpolation and extrapolation areas. Furthermore, we study prediction interval estimation method for KRR. This turns out to be a reliable and practical measure of prediction interval and is essential in real-world tasks.

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Quadratic Loss Support Vector Interval Regression Machine for Crisp Input-Output Data

  • Hwang, Chang-Ha
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.2
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    • pp.449-455
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    • 2004
  • Support vector machine (SVM) has been very successful in pattern recognition and function estimation problems for crisp data. This paper proposes a new method to evaluate interval regression models for crisp input-output data. The proposed method is based on quadratic loss SVM, which implements quadratic programming approach giving more diverse spread coefficients than a linear programming one. The proposed algorithm here is model-free method in the sense that we do not have to assume the underlying model function. Experimental result is then presented which indicate the performance of this algorithm.

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