• 제목/요약/키워드: Linear polynomial regression model

검색결과 67건 처리시간 0.025초

주성분회귀분석을 활용한 다항회귀분석 성능개선: PGF 수치역변환 사례를 중심으로 (Improving Polynomial Regression Using Principal Components Regression With the Example of the Numerical Inversion of Probability Generating Function)

  • 양원석;박현민
    • 한국콘텐츠학회논문지
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    • 제15권1호
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    • pp.475-481
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    • 2015
  • 종속변수와 설명변수 사이의 관계가 선형이 아닌 경우에는 비선형 관계를 반영할 수 있는 다항회귀분석을 이용하여 회귀분석을 수행한다. 한편, 다항회귀분석에는 설명변수의 거듭제곱항들이 설명변수에 추가되므로 설명변수들 사이에 상관관계가 발생하여 다항회귀모형의 성능 저하 문제가 발생할 수 있다. 본 논문에서는 PGF 수치역변환 문제를 사례로 하여 주성분회귀분석을 통해 다항회귀분석의 성능을 극적으로 향상시킬 수 있음을 보인다. 본 논문에서는 PGF의 정의를 이용하여 PGF를 다항회귀분석으로 모형화한다. 다항회귀분석을 이용하여 PGF 전개식의 회귀계수를 추정하면 회귀계수의 추정 자체가 불가능하거나 계수 추정의 정확성이 저하되는 문제가 발생한다. 이 경우 다항회귀분석에 주성분회귀분석을 적용하면 계수 추정의 정확도가 극적으로 향상되어 다항회귀분석의 계수 추정 시 발생하는 문제를 해결할 수 있음을 밝힌다.

Improvement of WRF forecast meteorological data by Model Output Statistics using linear, polynomial and scaling regression methods

  • Jabbari, Aida;Bae, Deg-Hyo
    • 한국수자원학회:학술대회논문집
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    • 한국수자원학회 2019년도 학술발표회
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    • pp.147-147
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    • 2019
  • The Numerical Weather Prediction (NWP) models determine the future state of the weather by forcing current weather conditions into the atmospheric models. The NWP models approximate mathematically the physical dynamics by nonlinear differential equations; however these approximations include uncertainties. The errors of the NWP estimations can be related to the initial and boundary conditions and model parameterization. Development in the meteorological forecast models did not solve the issues related to the inevitable biases. In spite of the efforts to incorporate all sources of uncertainty into the forecast, and regardless of the methodologies applied to generate the forecast ensembles, they are still subject to errors and systematic biases. The statistical post-processing increases the accuracy of the forecast data by decreasing the errors. Error prediction of the NWP models which is updating the NWP model outputs or model output statistics is one of the ways to improve the model forecast. The regression methods (including linear, polynomial and scaling regression) are applied to the present study to improve the real time forecast skill. Such post-processing consists of two main steps. Firstly, regression is built between forecast and measurement, available during a certain training period, and secondly, the regression is applied to new forecasts. In this study, the WRF real-time forecast data, in comparison with the observed data, had systematic biases; the errors related to the NWP model forecasts were reflected in the underestimation of the meteorological data forecast by the WRF model. The promising results will indicate that the post-processing techniques applied in this study improved the meteorological forecast data provided by WRF model. A comparison between various bias correction methods will show the strength and weakness of the each methods.

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Identification of Fuzzy Systems by means of the Extended GMDH Algorithm

  • Park, Chun-Seong;Park, Jae-Ho;Oh, Sung-Kwun
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1998년도 제13차 학술회의논문집
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    • pp.254-259
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    • 1998
  • A new design methology is proposed to identify the structure and parameters of fuzzy model using PNN and a fuzzy inference method. The PNN is the extended structure of the GMDH(Group Method of Data Handling), and uses several types of polynomials such as linear, quadratic and cubic besides the biquadratic polynomial used in the GMDH. The FPNN(Fuzzy Polynomial Neural Networks) algorithm uses PNN(Polynomial Neural networks) structure and a fuzzy inference method. In the fuzzy inference method, the simplified and regression polynomial inference methods are used. Here a regression polynomial inference is based on consequence of fuzzy rules with a polynomial equations such as linear, quadratic and cubic equation. Each node of the FPNN is defined as fuzzy rules and its structure is a kind of neuro-fuzzy architecture. In this paper, we will consider a model that combines the advantage of both FPNN and PNN. Also we use the training and testing data set to obtain a balance between the approximation and generalization of process model. Several numerical examples are used to evaluate the performance of the our proposed model.

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GMDH 알고리즘과 다항식 퍼지추론에 기초한 퍼지 다항식 뉴럴 네트워크 (Fuzzy Polynomial Neural Networks based on GMDH algorithm and Polynomial Fuzzy Inference)

  • 박호성;윤기찬;오성권
    • 한국지능시스템학회:학술대회논문집
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    • 한국퍼지및지능시스템학회 2000년도 춘계학술대회 학술발표 논문집
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    • pp.130-133
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    • 2000
  • In this paper, a new design methodology named FNNN(Fuzzy Polynomial Neural Network) algorithm is proposed to identify the structure and parameters of fuzzy model using PNN(Polynomial Neural Network) structure and a fuzzy inference method. The PNN is the extended structure of the GMDH(Group Method of Data Handling), and uses several types of polynomials such as linear, quadratic and modified quadratic besides the biquadratic polynomial used in the GMDH. The premise of fuzzy inference rules defines by triangular and gaussian type membership function. The fuzzy inference method uses simplified and regression polynomial inference method which is based on the consequence of fuzzy rule expressed with a polynomial such as linear, quadratic and modified quadratic equation are used. Each node of the FPNN is defined as fuzzy rules and its structure is a kind of neuro-fuzzy architecture Several numerical example are used to evaluate the performance of out proposed model. Also we used the training data and testing data set to obtain a balance between the approximation and generalization of proposed model.

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Estimation of the Polynomial Errors-in-variables Model with Decreasing Error Variances

  • Moon, Myung-Sang;R. F. Gunst
    • Journal of the Korean Statistical Society
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    • 제23권1호
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    • pp.115-134
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    • 1994
  • Polynomial errors-in-variables model with one predictor variable and one response variable is defined and an estimator of model is derived following the Booth's linear model estimation procedure. Since polynomial model is nonlinear function of the unknown regression coefficients and error-free predictors, it is nonlinear model in errors-in-variables model. As a result of applying linear model estimation method to nonlinear model, some additional assumptions are necessary. Hence, an estimator is derived under the assumption that the error variances are decrasing as sample size increases. Asymptotic propoerties of the derived estimator are provided. A simulation study is presented to compare the small sample properties of the derived estimator with those of OLS estimator.

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전기 가격 예측을 위한 맵리듀스 기반의 로컬 단위 선형회귀 모델 (MapReduce-based Localized Linear Regression for Electricity Price Forecasting)

  • 한진주;이인규;온병원
    • 전기학회논문지P
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    • 제67권4호
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    • pp.183-190
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    • 2018
  • Predicting accurate electricity prices is an important task in the electricity trading market. To address the electricity price forecasting problem, various approaches have been proposed so far and it is known that linear regression-based approaches are the best. However, the use of such linear regression-based methods is limited due to low accuracy and performance. In traditional linear regression methods, it is not practical to find a nonlinear regression model that explains the training data well. If the training data is complex (i.e., small-sized individual data and large-sized features), it is difficult to find the polynomial function with n terms as the model that fits to the training data. On the other hand, as a linear regression model approximating a nonlinear regression model is used, the accuracy of the model drops considerably because it does not accurately reflect the characteristics of the training data. To cope with this problem, we propose a new electricity price forecasting method that divides the entire dataset to multiple split datasets and find the best linear regression models, each of which is the optimal model in each dataset. Meanwhile, to improve the performance of the proposed method, we modify the proposed localized linear regression method in the map and reduce way that is a framework for parallel processing data stored in a Hadoop distributed file system. Our experimental results show that the proposed model outperforms the existing linear regression model. Specifically, the accuracy of the proposed method is improved by 45% and the performance is faster 5 times than the existing linear regression-based model.

기호 코딩을 이용한 유전자 알고리즘 기반 퍼지 다항식 뉴럴네트워크의 설계 (Design of Genetic Algorithms-based Fuzzy Polynomial Neural Networks Using Symbolic Encoding)

  • 이인태;오성권;최정내
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2006년도 심포지엄 논문집 정보 및 제어부문
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    • pp.270-272
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    • 2006
  • In this paper, we discuss optimal design of Fuzzy Polynomial Neural Networks by means of Genetic Algorithms(GAs) using symbolic coding for non-linear data. One of the major subject of genetic algorithms is representation of chromosomes. The proposed model optimized by the means genetic algorithms which used symbolic code to represent chromosomes. The proposed gFPNN used a triangle and a Gaussian-like membership function in premise part of rules and design the consequent structure by constant and regression polynomial (linear, quadratic and modified quadratic) function between input and output variables. The performance of the proposed model is quantified through experimentation that exploits standard data already used in fuzzy modeling. These results reveal superiority of the proposed networks over the existing fuzzy and neural models.

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수정된 GMDH 알고리즘 기반 다층 퍼지 추론 시스템에 관한 연구 (A Study on Multi-layer Fuzzy Inference System based on a Modified GMDH Algorithm)

  • 박병준;박춘성;오성권
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 1998년도 추계학술대회 논문집 학회본부 B
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    • pp.675-677
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    • 1998
  • In this paper, we propose the fuzzy inference algorithm with multi-layer structure. MFIS(Multi-layer Fuzzy Inference System) uses PNN(Polynomial Neural networks) structure and the fuzzy inference method. The PNN is the extended structure of the GMDH(Group Method of Data Hendling), and uses several types of polynomials such as linear, quadratic and cubic, as well as the biquadratic polynomial used in the GMDH. In the fuzzy inference method, the simplified and regression polynomial inference methods are used. Here, the regression polynomial inference is based on consequence of fuzzy rules with the polynomial equations such as linear, quadratic and cubic equation. Each node of the MFIS is defined as fuzzy rules and its structure is a kind of neuro-fuzzy structure. We use the training and testing data set to obtain a balance between the approximation and the generalization of process model. Several numerical examples are used to evaluate the performance of the our proposed model.

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알루미늄 합금의 레이저 가공에서 인장 강도 예측을 위한 회귀 모델 및 신경망 모델의 개발 (Development of Statistical Model and Neural Network Model for Tensile Strength Estimation in Laser Material Processing of Aluminum Alloy)

  • 박영환;이세헌
    • 한국정밀공학회지
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    • 제24권4호
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    • pp.93-101
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    • 2007
  • Aluminum alloy which is one of the light materials has been tried to apply to light weight vehicle body. In order to do that, welding technology is very important. In case of the aluminum laser welding, the strength of welded part is reduced due to porosity, underfill, and magnesium loss. To overcome these problems, laser welding of aluminum with filler wire was suggested. In this study, experiment about laser welding of AA5182 aluminum alloy with AA5356 filler wire was performed according to process parameters such as laser power, welding speed and wire feed rate. The tensile strength was measured to find the weldability of laser welding with filler wire. The models to estimate tensile strength were suggested using three regression models and one neural network model. For regression models, one was the multiple linear regression model, another was the second order polynomial regression model, and the other was the multiple nonlinear regression model. Neural network model with 2 hidden layers which had 5 and 3 nodes respectively was investigated to find the most suitable model for the system. Estimation performance was evaluated for each model using the average error rate. Among the three regression models, the second order polynomial regression model had the best estimation performance. For all models, neural network model has the best estimation performance.

다항식 회귀분석을 이용한 전자저울의 비선형 특성 개선 연구 (A Study of the Nonlinear Characteristics Improvement for a Electronic Scale using Multiple Regression Analysis)

  • 채규수
    • 융합정보논문지
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    • 제9권6호
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    • pp.1-6
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    • 2019
  • 본 연구에서는 다항식 회귀분석(Polynomial regression analysis) 방법을 이용하여 비선형 특성을 갖는 전자저울의 질량 추정 모델 개발이 이루어 졌다. 전자저울에 사용되는 로드셀의 출력 단자 전압을 기준 질량 추를 사용하여 직접 측정하였고 이 데이터를 이용하여 MS Office 엑셀의 행렬식 계산과 데이터 추세선 분석 기능을 이용하여 다항식 회귀모델을 구하였다. 5kg까지 측정 가능한 로드셀 전자저울을 사용하여 100g단위로 질량을 측정하였고 다항식 회귀분석(Multiple regression analysis) 모델을 구하였으며, 단순(1차), 2차, 3차 다항식 회귀분석에 대한 오차를 구하였다. 각 모델에 대한 회귀 방정식의 적합도 분석을 위해 결정계수(Coefficient of determination)를 제시하여 추정 질량과 측정 데이터와의 상관관계를 나타내었다. 본 연구에서 제안하는 3차 다항식 모델을 이용하여 추정 값의 표준편차가 10g, 결정계수 1.0으로 상당히 정확한 모델을 얻었다. 본 연구에 사용된 선형 회귀 분석 이론을 바탕으로 최근 인공지능 분야에서 많이 사용되고 있는 로지스틱 회귀 분석(Logistic regression analysis)을 활용하여 기상예측, 신약개발, 경제지표 분석 등의 분야에 대한 다양한 연구를 수행할 수 있을 것으로 생각된다.