• Journal of the Korean Data and Information Science Society
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• v.22 no.1
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• pp.107-113
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• 2011

We present methods for studying the log-density ratio, which allow us to select which predictors are needed, and how they should be included in the logistic regression model. Under multivariate normal distributional assumptions, we investigate the form of the log-density ratio as a function of many predictors. The linear, quadratic and crossproduct terms are required in general. If two covariance matrices are equal, then the crossproduct and quadratic terms are not needed. If the variables are uncorrelated, we do not need the crossproduct terms, but we still need the linear and quadratic terms.

• Communications for Statistical Applications and Methods
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• v.8 no.1
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• pp.291-297
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• 2001

For a stochastic regression model in which the errors are assumed to form a stationary linear process, we show that the difference between the empirical distribution functions of the errors and the estimates of those errors converges uniformly in probability to zero at the rate of $o_{p}$ ( $n^{-}$$\frac{1}{2}$) as the sample size n increases.

• Journal of the Korean Data and Information Science Society
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• v.16 no.2
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• pp.445-449
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• 2005

Yen et al. [Fuzzy Sets and Systems 106 (1999) 167-177] calculated the fuzzy membership function for the output to find the non-symmetric triangular fuzzy number coefficients of a linear regression model for all given input-output data sets. In this note, we show that the result they obtained in their paper is invalid.

• Journal of the Korean Data and Information Science Society
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• v.16 no.4
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• pp.1087-1094
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• 2005

e-insensitive support vector regression(e-SVR) is capable of providing more complete description of the linear and nonlinear relationships among random variables. In this paper we propose an iterative reweighted least squares(IRWLS) procedure to solve the quadratic problem of e-SVR with a modified loss function. Furthermore, we introduce the generalized approximate cross validation function to select the hyperparameters which affect the performance of e-SVR. Experimental results are then presented which illustrate the performance of the IRWLS procedure for e-SVR.

• The KIPS Transactions:PartD
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• v.11D no.1
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• pp.163-172
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• 2004

In the software development project applying object-oriented development methodology, the research on the UCP(Use Case Point) as a method to estimate development effort is being carried on. The existing research proposes the linear model calculating the development effort that multiplies an invariant on AUCP(Adjusted Use Case Point) which applied technical and environmental factors. However, the statistical model that estimates the development effort using AUCP and UUCP(Unadjusted Use Case Point) is not being studied. The irrelevant relationship of the linear regression model, whose development period is increasing tremendously as the software size increases, is confirmed. Moreover, during the UCP calculating process, there can be errors in FP by applying the TCF(Technical Complexity Factor) and EF(Environmental Factor). This paper presents a non-linear regression model, that does not consider the TCF and EF, and that estimate the development effort from UUCP directly by utilizing the exponential function. An exponential function is selected among the linear, logarithm, polynomial, power, and exponential model via statistical evaluations of the models mentioned above.

• Journal of the Korean Data and Information Science Society
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• v.25 no.3
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• pp.677-684
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• 2014

Support vector quantile regression (SVQR) is capable of providing more complete description of the linear and nonlinear relationships among random variables. To improve the estimation performance of SVQR we propose to use SVQR ensemble with bagging (bootstrap aggregating), in which SVQRs are trained independently using the training data sets sampled randomly via a bootstrap method. Then, they are aggregated to obtain the estimator of the quantile regression function using the penalized objective function composed of check functions. Experimental results are then presented, which illustrate the performance of SVQR ensemble with bagging.

• 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.

• Korean Journal of Veterinary Research
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• v.50 no.1
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• pp.11-17
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• 2010

Linear and non-linear regressions were used to derive the calibration function for the measurement of roxithromycin plasma concentration. Their results were compared with weighted least squares regression by usual weight factors. In this paper the performance of a non-linear calibration equation with the capacity to account empirically for the curvature, y = ax$^{b}$ + c (b $\neq$ 1) is compared with the commonly used linear equation, y = ax + b, as well as the quadratic equation, y = ax$^{2}$+ bx + c. In the calibration curve (range of 0.01 to 10 ${\mu}g/mL$) of roxithromycin, both heteroscedasticity and nonlinearity were present therefore linear least squares regression methods could result in large errors in the determination of roxithromycin concentration. By the non-linear and weighted least squares regression, the accuracy of the analytical method was improved at the lower end of the calibration curve. This study suggests that the non-linear calibration equation should be considered when a curve is required to be fitted to low dose calibration data which exhibit slight curvature.

• Journal of the Korean Society of Safety
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• v.35 no.5
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• pp.15-21
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• 2020

Quantitative risk assessment (QRA) is used as a legal or voluntary safety management tool for the hazardous material industry and the utilization of the method is gradually increasing. Therefore, a leak frequency analysis based on reliable generic data is a critical element in the evolution of QRA and safety technologies. The aim of this paper is to derive the leak frequency function that can be applied more flexibly in QRA based on OGP report with high reliability and global utilization. For the purpose, we first reviewed the data on the 16 equipments included in the OGP report and selected the predictors. And then we found good equations to fit the OGP data using non-linear regression analysis. The various expectation functions were applied to search for suitable parameter to serve as a meaningful reference in the future. The results of this analysis show that the best fitting parameter is found in the form of DNV function and connection function in natural logarithm. In conclusion, the average percentage error between the fitted and the original value is very small as 3 %, so the derived prediction function can be applicable in the quantitative frequency analysis. This study is to contribute to expand the applicability of QRA and advance safety engineering as providing the generic equations for practical leak frequency analysis.

• The Korean Journal of Applied Statistics
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• v.18 no.3
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• pp.543-553
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• 2005

Linear logistic regression is one of the most widely used method for credit scoring in credit risk management. This paper deals with credit scoring using splines based on Logistic regression. Linear splines and an automatic basis selection algorithm are adopted. The final model is an example of the generalized additive model. A simulation using a real data set is used to illustrate the performance of the spline method.