• 제목/요약/키워드: Linear-regression

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On study for change point regression problems using a difference-based regression model

  • Park, Jong Suk;Park, Chun Gun;Lee, Kyeong Eun
    • Communications for Statistical Applications and Methods
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    • 제26권6호
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    • pp.539-556
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    • 2019
  • This paper derive a method to solve change point regression problems via a process for obtaining consequential results using properties of a difference-based intercept estimator first introduced by Park and Kim (Communications in Statistics - Theory Methods, 2019) for outlier detection in multiple linear regression models. We describe the statistical properties of the difference-based regression model in a piecewise simple linear regression model and then propose an efficient algorithm for change point detection. We illustrate the merits of our proposed method in the light of comparison with several existing methods under simulation studies and real data analysis. This methodology is quite valuable, "no matter what regression lines" and "no matter what the number of change points".

Diagnostics for Regression with Finite-Order Autoregressive Disturbances

  • Lee, Young-Hoon;Jeong, Dong-Bin;Kim, Soon-Kwi
    • Journal of the Korean Statistical Society
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    • 제31권2호
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    • pp.237-250
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    • 2002
  • Motivated by Cook's (1986) assessment of local influence by investigating the curvature of a surface associated with the overall discrepancy measure, this paper extends this idea to the linear regression model with AR(p) disturbances. Diagnostic for the linear regression models with AR(p) disturbances are discussed when simultaneous perturbations of the response vector are allowed. For the derived criterion, numerical studies demonstrate routine application of this work.

Support Vector Machine for Linear Regression

  • Hwang, Changha;Seok, Kyungha
    • Communications for Statistical Applications and Methods
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    • 제6권2호
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    • pp.337-344
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    • 1999
  • Support vector machine(SVM) is a new and very promising regression and classification technique developed by Vapnik and his group at AT&T Bell laboratories. This article provides a brief overview of SVM focusing on linear regression. We explain from statistical point of view why SVM might be attractive and how this could be compared with other linear regression techniques. Furthermore. we explain model selection based on VC-theory.

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Robustness of Minimum Disparity Estimators in Linear Regression Models

  • Pak, Ro-Jin
    • Journal of the Korean Statistical Society
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    • 제24권2호
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    • pp.349-360
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    • 1995
  • This paper deals with the robustness properties of the minimum disparity estimation in linear regression models. The estimators defined as statistical quantities whcih minimize the blended weight Hellinger distance between a weighted kernel density estimator of the residuals and a smoothed model density of the residuals. It is shown that if the weights of the density estimator are appropriately chosen, the estimates of the regression parameters are robust.

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Quantitative Analysis by Derivative Spectrophotometry (III) -Simultaneous quantitation of vitamin B group and vitamin C in by multiple linear regression analysis-

  • Park, Man-Ki;Cho, Jung-Hwan
    • Archives of Pharmacal Research
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    • 제11권1호
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    • pp.45-51
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    • 1988
  • The feature of resolution enhancement by derivative operation is linked to one of the multivariate analysis, which is multiple linear regression with two options, all possible and stepwise regression. Examined samples were synthetic mixtures of 5 vitamins, thiamine mononitrate, riboflavin phosphate, nicotinamide, pyridoxine hydrochloride and ascorbic acid. All components in mixture were quantified with reasonably good accuracy and precision. Whole data processing procedure was accomplished on-line by the development of three computer programs written in APPLESOFT BASIC language.

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LACTATION CURVE OF HOLSTEIN FRIESIAN COWS IN THE KINGDOM OF SAUDI ARABIA

  • Ali, A.K.A.;Al-Jumaah, R.S.;Hayes, E.
    • Asian-Australasian Journal of Animal Sciences
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    • 제9권4호
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    • pp.439-447
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    • 1996
  • Monthly test day production for 12,020 records, were collected from six of the largest specialized dairy farms located in central region of the Kingdom of Saudi Arabia. The records described lactating cows in four parities and two seasons of calving. Monthly test day records were fitted using Wood's model $At{{^b}{_e}}^{-ct}$ with multiple and additive error term. Linear and non-linear regression models were used to find the estimates of the parameters necessary to draw the lactation curves. The shape of the lactation curves of different parities showed that third lactation has the heighest peak (43.08 kg) for linear regression model and (42.08 kg) for non-linear regression model. Fourth lactation has the lowest peak (24.00kg) for linear regression model and (25.64 kg) for non-linear regression models. Cows of second and third lactations reached the peak at 58 day for both linear and non-linear regression models. Cows of first lactation were more persistent and had late peak at 68 and 67 days for both models respectively. While, third lactation cows were lower persistent and had early peak at 58 day for both models. Cows calved at winter months have higher starting values (A), higher ascending slope (b) and higher decending slope (c). Least square means of milk yield of the first four parities and for overall data were 6,653, 7,659, 7,482, 6,988 and 7,614 kg respectively. The corresponding lactation period were 358, 367, 350, 363 and 364 days respectively.

Tree-Structured Nonlinear Regression

  • Chang, Young-Jae;Kim, Hyeon-Soo
    • 응용통계연구
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    • 제24권5호
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    • pp.759-768
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    • 2011
  • Tree algorithms have been widely developed for regression problems. One of the good features of a regression tree is the flexibility of fitting because it can correctly capture the nonlinearity of data well. Especially, data with sudden structural breaks such as the price of oil and exchange rates could be fitted well with a simple mixture of a few piecewise linear regression models. Now that split points are determined by chi-squared statistics related with residuals from fitting piecewise linear models and the split variable is chosen by an objective criterion, we can get a quite reasonable fitting result which goes in line with the visual interpretation of data. The piecewise linear regression by a regression tree can be used as a good fitting method, and can be applied to a dataset with much fluctuation.

식물병(植物病) 진전(進展)의 한 유연적(柔軟的)인 통계적(統計的) 생장(生長) 모델 (A Flexible Statistical Growth Model for Describing Plant Disease Progress)

  • 김충회
    • 한국응용곤충학회지
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    • 제26권1호
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    • pp.31-36
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    • 1987
  • 식물병(植物病) 진전곡선(進展曲線)을 간편하고 융통성있게 기술하는 절편(切片) 1차(次) 회귀(回歸)모델이 본(本) 연구(硏究)에서 제안(提案)되었다. 이 모델은 병진전상황(病進展狀況)을 그 진전형태(進展形態)에 따라 소수(少數)의 1차(次) 회귀식(回歸式)으로 나누고 지표변수(指標變數)를 사용(使用)하여 다시 한개로 묶어 작성(作成)된다. 포장시험(圃場試驗)에서 얻은 12개(個)의 실제병진전상황(實際病進展狀況)에 대(對)한 절편(切片) 1차(次) 회귀(回歸)모델의 통계적(統計的) 적합도(適合度)는 기존(旣存)의 두모델(Logistic모델과 Gompertz모델)에 비(比)하여 증진(增進)되었으며 이 모델이 가진 단순성(單純性), 융통성 및 모수예측(母數豫測)의 용이성(容易性)이 논의(論議)되였다. 그 결과(結果), 절편(切片) 1차(次) 회귀(回歸)모델은 식물병(植物病) 진전(進展)을 기술(記述)하는 한 통계적(統計的) 모델로써 유용(有用)하게 사용(使用)될 수 있으리라 생각된다.

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GMA용접의 단락이행영역에 있어서 아크 상태 평가를 위한 모델 개발 (Development of the Index for Estimating the Arc Status in the Short-circuiting Transfer Region of GMA Welding)

  • 강문진;이세헌;엄기원
    • Journal of Welding and Joining
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    • 제17권4호
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    • pp.85-92
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    • 1999
  • In GMAW, the spatter is generated because of the variation of the arc state. If the arc state is quantitatively assessed, the control method to make the spatter be reduced is able to develop. This study was attempted to develop the optimal model that could estimate the arc state quantitatively. To do this, the generated spatters was captured under the limited welding conditions, and the waveforms of the arc voltage and of the welding current were collected. From the collected waveforms, the waveform factors and their standard deviations were produced, and the linear and non-linear regression models constituted using the factors and their standard deviations are proposed to estimate the arc state. the performance test to the proposed models was practiced. Obtained results are as follow. From the results of correlation analysis between the factors and the amount of the generated spatters, the standard deviations of the waveform factors have more the multiple regression coefficients than the waveform factors. Because the correlation coefficient between T and {TEX}$T_{a}${/TEX}, and s[T] and s[{TEX}$T_{a}${/TEX}] was nearly one, it was found that these factors have the same effect to the spatter generation. In the regression models to estimate the arc state, it was fond that the linear and the non linear models were also consisted of similar factors. In addition, the linear regression model was assessed the optimal model for estimating the arc state because the variance of data was narrow and multiple regression coefficient was highest among the models. But in the welding conditions which the amount of the generated spatters were small, it was found that the non linear regression model had better the estimation performance for the spatter generation than the linear.

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광양지역 해성점토의 물리적 특성 분석 (Analysis on the Physical Properties of Gwangyang Marine Clay)

  • 허열;권선욱;강석범;박성훈
    • 한국지반환경공학회 논문집
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    • 제11권12호
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    • pp.63-74
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    • 2010
  • 우리나라 서, 남해안은 정규압밀 또는 약간 과압밀된 연약 점토층이 널리 분포하고 있다. 이러한 연약지반의 효율적이고 경제적인 설계와 시공을 위해서는 사전에 지반공학적 및 점토의 물리적 특성을 상세히 파악하는 것이 중요하다. 본 연구에서는 한반도 남해안 광양지역 해성점토에 대하여 자연함수비, 비중, 전체단위중량, 초기간극비, 액성한계, 소성한계, 활성도의 물리적 특성을 파악하고 토질정수간의 물리적 특성의 상관성을 규명하였다. 분석을 위하여 비교적 신뢰성이 크다고 볼 수 있는 대형 항만공사용 최근자료를 수집하여 이용하였다. 상관관계분석에서 선형회귀분석과 비선형회귀분석을 통하여 최적의 값을 도출하였다. 본 분석에 사용된 통계 소프트웨어는 SPSS(Version10.0)을 이용하였다. 분석결과 물리적 토질정수 사이의 선형및 비선형 회귀분석결과 함수비와 초기간극비의 상관성이 가장 큰 것으로 나타났으며 선형 및 누승형 회귀분석에서 동일한 결정계수를 나타내 주고 있다. 기타 다른 정수사이의 상관성은 누승식 및 지수승식 형태의 비선형 회귀분석이 선형회귀분석보다 양호한 상관성을 보여주고 있다.