• Title/Summary/Keyword: Multiple regression method

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Outlier Identification in Regression Analysis using Projection Pursuit

  • Kim, Hyojung;Park, Chongsun
    • Communications for Statistical Applications and Methods
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    • v.7 no.3
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    • pp.633-641
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    • 2000
  • In this paper, we propose a method to identify multiple outliers in regression analysis with only assumption of smoothness on the regression function. Our method uses single-linkage clustering algorithm and Projection Pursuit Regression (PPR). It was compared with existing methods using several simulated and real examples and turned out to be very useful in regression problem with the regression function which is far from linear.

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A Comparison Study of Ensemble Approach Using WRF/CMAQ Model - The High PM10 Episode in Busan (앙상블 방법에 따른 WRF/CMAQ 수치 모의 결과 비교 연구 - 2013년 부산지역 고농도 PM10 사례)

  • Kim, Taehee;Kim, Yoo-Keun;Shon, Zang-Ho;Jeong, Ju-Hee
    • Journal of Korean Society for Atmospheric Environment
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    • v.32 no.5
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    • pp.513-525
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    • 2016
  • To propose an effective ensemble methods in predicting $PM_{10}$ concentration, six experiments were designed by different ensemble average methods (e.g., non-weighted, single weighted, and cluster weighted methods). The single weighted method was calculated the weighted value using both multiple regression analysis and singular value decomposition and the cluster weighted method was estimated the weighted value based on temperature, relative humidity, and wind component using multiple regression analysis. The effects of ensemble average methods were significantly better in weighted average than non-weight. The results of ensemble experiments using weighted average methods were distinguished according to methods calculating the weighted value. The single weighted average method using multiple regression analysis showed the highest accuracy for hourly $PM_{10}$ concentration, and the cluster weighted average method based on relative humidity showed the highest accuracy for daily mean $PM_{10}$ concentration. However, the result of ensemble spread analysis showed better reliability in the single weighted average method than the cluster weighted average method based on relative humidity. Thus, the single weighted average method was the most effective method in this study case.

Weekly Maximum Electric Load Forecasting Method for 104 Weeks Using Multiple Regression Models (다중회귀모형을 이용한 104주 주 최대 전력수요예측)

  • Jung, Hyun-Woo;Kim, Si-Yeon;Song, Kyung-Bin
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.63 no.9
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    • pp.1186-1191
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    • 2014
  • Weekly and monthly electric load forecasting are essential for the generator maintenance plan and the systematic operation of the electric power reserve. This paper proposes the weekly maximum electric load forecasting model for 104 weeks with the multiple regression model. Input variables of the multiple regression model are temperatures and GDP that are highly correlated with electric loads. The weekly variable is added as input variable to improve the accuracy of electric load forecasting. Test results show that the proposed algorithm improves the accuracy of electric load forecasting over the seasonal autoregressive integrated moving average model. We expect that the proposed algorithm can contribute to the systematic operation of the power system by improving the accuracy of the electric load forecasting.

Study on the Critical Storm Duration Decision of the Rivers Basin (중소하천유역의 임계지속시간 결정에 관한 연구)

  • Ahn, Seung-Seop;Lee, Hyeo-Jung;Jung, Do-June
    • Journal of Environmental Science International
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    • v.16 no.11
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    • pp.1301-1312
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    • 2007
  • The objective of this study is to propose a critical storm duration forecasting model on storm runoff in small river basin. The critical storm duration data of 582 sub-basin which introduced disaster impact assessment report on the National Emergency Management Agency during the period from 2004 to 2007 were collected, analyzed and studied. The stepwise multiple regression method are used to establish critical storm duration forecasting models(Linear and exponential type). The results of multiple regression analysis discriminated the linear type more than exponential type. The results of multiple linear regression analysis between the critical storm duration and 5 basin characteristics parameters such as basin area, main stream length, average slope of main stream, shape factor and CN showed more than 0.75 of correlation in terms of the multi correlation coefficient.

Estimation of HCHO Column Using a Multiple Regression Method with OMI and MODIS Data

  • Hong, Hyunkee;Yang, Jiwon;Kang, Hyeongwoo;Kim, Daewon;Lee, Hanlim
    • Korean Journal of Remote Sensing
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    • v.35 no.4
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    • pp.503-516
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    • 2019
  • We have estimated the vertical column density (VCD) of formaldehyde (HCHO) on a global scale using a multiple linear regression method (MRM) with Ozone Monitoring Instrument (OMI) and Moderate-Resolution Imaging Spectroradiometer (MODIS) data. HCHO VCDs were estimated in regions of biogenic, pyrogenic, and anthropogenic emissions using independent variables, including $NO_2$ VCD, land surface temperature (LST), an enhanced vegetation index (EVI), and the mean fire radiative power (MFRP), which are strongly correlated with HCHO. To evaluate the HCHO estimates obtained using the MRM, we compared estimates of HCHO VCD data measured by OMI ($HCHO_{OMI}$) with those estimated by multiple linear regression equations (MRE) ($HCHO_{MRE}$). Good MRM performances were found, having the average statistical values (R = 0.91, slope = 1.03, mean bias = $-0.12{\times}10^{15}molecules\;cm^{-2}$, percent difference = 11.27%) between $HCHO_{MRE}$ and $HCHO_{OMI}$ in our study regions where high HCHO levels are present. Our results demonstrate that the MRM can be a useful tool for estimating atmospheric HCHO levels.

Autocovariance based estimation in the linear regression model (선형회귀 모형에서 자기공분산 기반 추정)

  • Park, Cheol-Yong
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.5
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    • pp.839-847
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    • 2011
  • In this study, we derive an estimator based on autocovariance for the regression coefficients vector in the multiple linear regression model. This method is suggested by Park (2009), and although this method does not seem to be intuitively attractive, this estimator is unbiased for the regression coefficients vector. When the vectors of exploratory variables satisfy some regularity conditions, under mild conditions which are satisfied when errors are from autoregressive and moving average models, this estimator has asymptotically the same distribution as the least squares estimator and also converges in probability to the regression coefficients vector. Finally we provide a simulation study that the forementioned theoretical results hold for small sample cases.

Prediction of Jominy Hardness Curves Using Multiple Regression Analysis, and Effect of Alloying Elements on the Hardenability (다중 회귀 분석을 이용한 보론강의 조미니 경도 곡선 예측 및 합금 원소가 경화능에 미치는 영향)

  • Wi, Dong-Yeol;Kim, Kyu-Sik;Jung, Byoung-In;Lee, Kee-Ahn
    • Korean Journal of Materials Research
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    • v.29 no.12
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    • pp.781-789
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    • 2019
  • The prediction of Jominy hardness curves and the effect of alloying elements on the hardenability of boron steels (19 different steels) are investigated using multiple regression analysis. To evaluate the hardenability of boron steels, Jominy end quenching tests are performed. Regardless of the alloy type, lath martensite structure is observed at the quenching end, and ferrite and pearlite structures are detected in the core. Some bainite microstructure also appears in areas where hardness is sharply reduced. Through multiple regression analysis method, the average multiplying factor (regression coefficient) for each alloying element is derived. As a result, B is found to be 6308.6, C is 71.5, Si is 59.4, Mn is 25.5, Ti is 13.8, and Cr is 24.5. The valid concentration ranges of the main alloying elements are 19 ppm < B < 28 ppm, 0.17 < C < 0.27 wt%, 0.19 < Si < 0.30 wt%, 0.75 < Mn < 1.15 wt%, 0.15 < Cr < 0.82 wt%, and 3 < N < 7 ppm. It is possible to predict changes of hardenability and hardness curves based on the above method. In the validation results of the multiple regression analysis, it is confirmed that the measured hardness values are within the error range of the predicted curves, regardless of alloy type.

Restricted support vector quantile regression without crossing

  • Shim, Joo-Yong;Lee, Jang-Taek
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.6
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    • pp.1319-1325
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    • 2010
  • Quantile regression provides a more complete statistical analysis of the stochastic relationships among random variables. Sometimes quantile functions estimated at different orders can cross each other. We propose a new non-crossing quantile regression method applying support vector median regression to restricted regression quantile, restricted support vector quantile regression. The proposed method provides a satisfying solution to estimating non-crossing quantile functions when multiple quantiles for high dimensional data are needed. We also present the model selection method that employs cross validation techniques for choosing the parameters which aect the performance of the proposed method. One real example and a simulated example are provided to show the usefulness of the proposed method.

APPAREL PRODUCTS RETRIEVAL SYSTEM BASED ON PSYCOLOGICAL FEATURE SPACE

  • Ohtake, Atsushi;Takatera, Masayuki;Furukawa, Takao;Shimizu, Yoshio
    • Proceedings of the Korean Society for Emotion and Sensibility Conference
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    • 2000.04a
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    • pp.240-243
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    • 2000
  • An apparel products retrieval system was proposed in which users can refer to products using Kansei evaluation values. The system adopts relevance feedback using history of the retrieval to learn the tendency of user evaluation. The system is based on a vector space retrieval model using products images expression as semantic scales. The system makes a query from user inputting information and retrieves closest products from the database. Revising algorithms of the difference method. linear multiple regression performed to investigate the effectiveness and criteria of the search. As a result of evaluation of the accuracy, it was found that the linear multiple regression and the neural network models are effective for the retrieval considering the individual Kansei.

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Development of Cost Estimation Method using Multiple-Regression Analysis for Rural Planning -Case Study for Land Consolidation - (농촌계획에 있어 다중회귀분석법에 의한 사업비 결정 - 경지정리사업비의 예 -)

  • Yun, Seong-Su;Lee, Jeong-Jae;Jo, Rae-Cheong
    • Journal of Korean Society of Rural Planning
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    • v.2 no.2
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    • pp.103-108
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    • 1996
  • In rural planning, the cost estimation of project is a key factor for planning. Therefore, development of reliable cost estimation method is essential. Recently, new techniques are suggested for determination of project cost using historical cost data. In this study, a multiple-regression analysis was used to determine the cost of the farm land consolidation. The results demonstrated that multiple regression analysis using historical cost data can be applicable to project cost estimation.

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