• 제목/요약/키워드: Linear Regression Algorithm

검색결과 282건 처리시간 0.031초

탄산 가스 아크 용접에서 회귀 분석과 인공 신경망을 이용한 아크 센서 모델 개발 (Development of Arc Sensor Model Using Regression Analysis and Artificial Neural Network in $CO_2$ Arc Welding)

  • 김용재;이세헌
    • Journal of Welding and Joining
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    • 제20권6호
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    • pp.776-782
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    • 2002
  • The experimental model of arc sensor in $CO_2$ arc welding has been individually developed according to welding condition and welding procedure. Therefore, the development of new arc sensor having the features of all conventional arc sensor is important in point of its application to various welding environment. In this study, the arc sensor experimental models comprised of a regression model and noise term were formulated using conventional arc sensing algorithm such as current area difference, current integration difference and weaving end current difference method, and their features were observed. The new regression arc sensor model was suggested using multiple linear regression analysis using current variables as independent variables of regression analysis. The artificial neural network model was also suggested where current variables and offset distance was used input/out variables of input/output node.

Penalized rank regression estimator with the smoothly clipped absolute deviation function

  • Park, Jong-Tae;Jung, Kang-Mo
    • Communications for Statistical Applications and Methods
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    • 제24권6호
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    • pp.673-683
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    • 2017
  • The least absolute shrinkage and selection operator (LASSO) has been a popular regression estimator with simultaneous variable selection. However, LASSO does not have the oracle property and its robust version is needed in the case of heavy-tailed errors or serious outliers. We propose a robust penalized regression estimator which provide a simultaneous variable selection and estimator. It is based on the rank regression and the non-convex penalty function, the smoothly clipped absolute deviation (SCAD) function which has the oracle property. The proposed method combines the robustness of the rank regression and the oracle property of the SCAD penalty. We develop an efficient algorithm to compute the proposed estimator that includes a SCAD estimate based on the local linear approximation and the tuning parameter of the penalty function. Our estimate can be obtained by the least absolute deviation method. We used an optimal tuning parameter based on the Bayesian information criterion and the cross validation method. Numerical simulation shows that the proposed estimator is robust and effective to analyze contaminated data.

Development of the Algorithm for Optimizing Wavelength Selection in Multiple Linear Regression

  • Hoeil Chung
    • Near Infrared Analysis
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    • 제1권1호
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    • pp.1-7
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    • 2000
  • A convenient algorithm for optimizing wavelength selection in multiple linear regression (MLR) has been developed. MOP (MLP Optimization Program) has been developed to test all possible MLR calibration models in a given spectral range and finally find an optimal MLR model with external validation capability. MOP generates all calibration models from all possible combinations of wavelength, and simultaneously calculates SEC (Standard Error of Calibration) and SEV (Standard Error of Validation) by predicting samples in a validation data set. Finally, with determined SEC and SEV, it calculates another parameter called SAD (Sum of SEC, SEV, and Absolute Difference between SEC and SEV: sum(SEC+SEV+Abs(SEC-SEV)). SAD is an useful parameter to find an optimal calibration model without over-fitting by simultaneously evaluating SEC, SEV, and difference of error between calibration and validation. The calibration model corresponding to the smallest SAD value is chosen as an optimum because the errors in both calibration and validation are minimal as well as similar in scale. To evaluate the capability of MOP, the determination of benzene content in unleaded gasoline has been examined. MOP successfully found the optimal calibration model and showed the better calibration and independent prediction performance compared to conventional MLR calibration.

Identification of Regression Outliers Based on Clustering of LMS-residual Plots

  • Kim, Bu-Yong;Oh, Mi-Hyun
    • Communications for Statistical Applications and Methods
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    • 제11권3호
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    • pp.485-494
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    • 2004
  • An algorithm is proposed to identify multiple outliers in linear regression. It is based on the clustering of residuals from the least median of squares estimation. A cut-height criterion for the hierarchical cluster tree is suggested, which yields the optimal clustering of the regression outliers. Comparisons of the effectiveness of the procedures are performed on the basis of the classic data and artificial data sets, and it is shown that the proposed algorithm is superior to the one that is based on the least squares estimation. In particular, the algorithm deals very well with the masking and swamping effects while the other does not.

Prediction Intervals for LS-SVM Regression using the Bootstrap

  • Shim, Joo-Yong;Hwang, Chang-Ha
    • Journal of the Korean Data and Information Science Society
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    • 제14권2호
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    • pp.337-343
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    • 2003
  • In this paper we present the prediction interval estimation method using bootstrap method for least squares support vector machine(LS-SVM) regression, which allows us to perform even nonlinear regression by constructing a linear regression function in a high dimensional feature space. The bootstrap method is applied to generate the bootstrap sample for estimation of the covariance of the regression parameters consisting of the optimal bias and Lagrange multipliers. Experimental results are then presented which indicate the performance of this algorithm.

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The skew-t censored regression model: parameter estimation via an EM-type algorithm

  • Lachos, Victor H.;Bazan, Jorge L.;Castro, Luis M.;Park, Jiwon
    • Communications for Statistical Applications and Methods
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    • 제29권3호
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    • pp.333-351
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    • 2022
  • The skew-t distribution is an attractive family of asymmetrical heavy-tailed densities that includes the normal, skew-normal and Student's-t distributions as special cases. In this work, we propose an EM-type algorithm for computing the maximum likelihood estimates for skew-t linear regression models with censored response. In contrast with previous proposals, this algorithm uses analytical expressions at the E-step, as opposed to Monte Carlo simulations. These expressions rely on formulas for the mean and variance of a truncated skew-t distribution, and can be computed using the R library MomTrunc. The standard errors, the prediction of unobserved values of the response and the log-likelihood function are obtained as a by-product. The proposed methodology is illustrated through the analyses of simulated and a real data application on Letter-Name Fluency test in Peruvian students.

차선관련 파라미터의 대칭성과 선형회귀에 기반한 차선이탈 인식 (A Lane-Departure Identification Based on Linear Regression and Symmetry of Lane-Related Parameters)

  • 이운근;이준웅
    • 제어로봇시스템학회논문지
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    • 제11권5호
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    • pp.435-444
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    • 2005
  • This paper presents a lane-departure identification (LDI) algorithm for a traveling vehicle on a structured road. The algorithm makes up for the weak points of the former method based on EDF[1] by introducing a Lane Boundary Pixel Extractor (LBPE), the well known Hough transform, and liner regression. As a filter to extract pixels expected to be on lane boundaries, the LBPE plays an important role in enhancing the robustness of LDI. Utilizing the pixels from the LBPE the Hough transform provides the lane-related parameters composed of orientation and distance, which are used in the LDI. The proposed LDI is based on the fact the lane-related parameters of left and right lane boundaries are symmetrical as for as the optical axis of a camera mounted on a vehicle is coincident with the center of lane; as the axis deviates from the center of lane, the symmetrical property is correspondingly lessened. In addition, the LDI exploits a linear regression of the lane-related parameters of a series of successive images. It plays the key role of determining the trend of a vehicle's traveling direction and minimizing the noise effect. Except for the two lane-related parameters, the proposed algorithm does not use other information such as lane width, a curvature, time to lane crossing, and of feet between the center of a lane and the optical axis of a camera. The system performed successfully under various degrees of illumination and on various road types.

On relationship among h value, membership function, and spread in fuzzy linear regression using shape-preserving operations

  • Hong, Dug-Hun
    • 한국지능시스템학회:학술대회논문집
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    • 한국지능시스템학회 2008년도 춘계학술대회 학술발표회 논문집
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    • pp.306-310
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    • 2008
  • Fuzzy regression, a nonparametric method, can be quite useful in estimating the relationships among variables where the available data are very limited and imprecise. It can also serve as a sound methodology that can be applied to a variety of management and engineering problems where variables are interacting in an uncertain, qualitative, and fuzzy way. A close examination of the fuzzy regression algorithm reveals that the resulting possibility distribution of fuzzy parameters, which makes this technique attractive in a fuzzy environment, is dependent upon an h parameter value. The h value, which is between 0 and 1, is referred to as the degree of fit of the estimated fuzzy linear model to the given data, and is subjectively selected by a decision maker (DM) as an input to the model. The selection of a proper value of h is important in fuzzy regression, because it determines the range of the posibility ditributions of the fuzzy parameters. In this paper, we discuss the interdependent relationship among the h value, membership function shape, and the spreads of fuzzy parameters in fuzzy linear regression with fuzzy input-output using shape-preserving operations.

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Relationship Among h Value, Membership Function, and Spread in Fuzzy Linear Regression using Shape-preserving Operations

  • Hong, Dug-Hun
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • 제8권4호
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    • pp.306-311
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    • 2008
  • Fuzzy regression, a nonparametric method, can be quite useful in estimating the relationships among variables where the available data are very limited and imprecise. It can also serve as a sound methodology that can be applied to a variety of management and engineering problems where variables are interacting in an uncertain, qualitative, and fuzzy way. A close examination of the fuzzy regression algorithm reveals that the resulting possibility distribution of fuzzy parameters, which makes this technique attractive in a fuzzy environment, is dependent upon an h parameter value. The h value, which is between 0 and 1, is referred to as the degree of fit of the estimated fuzzy linear model to the given data, and is subjectively selected by a decision maker (DM) as an input to the model. The selection of a proper value of h is important in fuzzy regression, because it determines the range of the posibility ditributions of the fuzzy parameters. In this paper, we discuss the interdependent relationship among the h value, membership function shape, and the spreads of fuzzy parameters in fuzzy linear regression with fuzzy input-output using shape-preserving operations.

유전자 알고리듬을 이용한 다중이상치 탐색

  • 고영현;이혜선;전치혁
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2000년도 추계학술발표회 논문집
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    • pp.173-179
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    • 2000
  • Genetic algorithm(GA) is applied for detecting multiple outliers. GA is a heuristic optimization tool solving for near optimal solution. We compare the performance of GA and the other diagnostic measures commonly used for detecting outliers in regression model. The results show that GA seems to have better performance than the others for the detection of multiple outliers.

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