• Title/Summary/Keyword: Non-linear regression model

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Adsorption Kinetics of metals (Cu, Cd, Pb) in Tidal Flat Sediments and Yellow Loesses (갯벌과 황토에 의한 중금속 (Cu, Cd, Pb)의 흡착 kinetics)

  • YOU Sun-Jae;KIM Jong-Gu;KIM Jong-Bae
    • Korean Journal of Fisheries and Aquatic Sciences
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    • v.33 no.3
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    • pp.250-256
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    • 2000
  • The purpose of this study was to investigate the adsorption kinetics of heavy metals (Cu, Cd and Pb) using three tidal flat sediments and two yellow loesses. The relationship between adsorption rate calculated by non-linear regression model and chemical parameters was estimated. The contents of ignitiot loss (I.L.) am Fe, Mn and Al oxides of yellow loess were higher $1.5{\~}6 times$ than those of tidal flat sediments. But the contents of silt and clay of tidal flat sediment in Eueunri was higher than others. Heavy metals adsorption were occured rapidly in the intial 30 min and the concentration of adsorbed heavy metals were $4.1{\~}14.7\;{\mu}g/g\;for\;Cu,\;2.8{\~}16.7\;{\mu}g/g\;for\;Cd\;and\;43.4{\~}101.7\;{\mu}g/g$ for Pb, showing a high cumulative adsorption of $8{\~}70{\%}\;for\;Cu,\;18{\~}31{\%}\;for\;Cd and\;19{\~}52{\%}$ for Pb after 3hr. In initial concentration of $0.5{\times}10^(-5)M$, adsorption rate of heavy metals by the tidal flat sediments and yellow loesses was the sequence Pb>Cu^gt;Cd. The adsorption kinetics of Cu, Cd and Pb was found to be one-site kinetic model. Especially, in the case of Cu, there was a high negative ($R^2= -0.88{\~}-0.99$) linear correlation between chemical parameter such as I.L., Al oxide, silt and clay, and adsorption rate coefficients ($K_a$) calculated by non-linear model.

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An Additive Sparse Penalty for Variable Selection in High-Dimensional Linear Regression Model

  • Lee, Sangin
    • Communications for Statistical Applications and Methods
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    • v.22 no.2
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    • pp.147-157
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    • 2015
  • We consider a sparse high-dimensional linear regression model. Penalized methods using LASSO or non-convex penalties have been widely used for variable selection and estimation in high-dimensional regression models. In penalized regression, the selection and prediction performances depend on which penalty function is used. For example, it is known that LASSO has a good prediction performance but tends to select more variables than necessary. In this paper, we propose an additive sparse penalty for variable selection using a combination of LASSO and minimax concave penalties (MCP). The proposed penalty is designed for good properties of both LASSO and MCP.We develop an efficient algorithm to compute the proposed estimator by combining a concave convex procedure and coordinate descent algorithm. Numerical studies show that the proposed method has better selection and prediction performances compared to other penalized methods.

A System Dynamics Model for Basic Material Price and Fare Analysis and Forecasting (시스템 시뮬레이션을 통한 원자재 가격 및 운송 운임 모델)

  • Jung, Jae-Heon
    • Korean System Dynamics Review
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    • v.10 no.1
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    • pp.61-76
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    • 2009
  • We try to use system dynamics to forecast the demand/supply and price, also transportation fare for iron ore. Iron ore is very important mineral resource for industrial production. The structure for this system dynamics shows non-linear pattern and we anticipated the system dynamic method will catch this non-linear reality better than the regression analysis. Our model is calibrated and tested for the past 6 year monthly data (2003-2008) and used for next 6 year monthly data(2008-2013) forecasting. The test results show that our system dynamics approach fits the real data with higher accuracy than the regression one. And we have run the simulations for scenarios made by possible future changes in demand or supply and fare related variables. This simulations imply some meaningful price and fare change patterns.

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Prediction of Solvent Effects on Rate Constant of [2+2] Cycloaddition Reaction of Diethyl Azodicarboxylate with Ethyl Vinyl Ether Using Artificial Neural Networks

  • Habibi-Yangjeh, Aziz;Nooshyar, Mahdi
    • Bulletin of the Korean Chemical Society
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    • v.26 no.1
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    • pp.139-145
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    • 2005
  • Artificial neural networks (ANNs), for a first time, were successfully developed for the modeling and prediction of solvent effects on rate constant of [2+2] cycloaddition reaction of diethyl azodicarboxylate with ethyl vinyl ether in various solvents with diverse chemical structures using quantitative structure-activity relationship. The most positive charge of hydrogen atom (q$^+$), dipole moment ($\mu$), the Hildebrand solubility parameter (${\delta}_H^2$) and total charges in molecule (q$_t$) are inputs and output of ANN is log k$_2$ . For evaluation of the predictive power of the generated ANN, the optimized network with 68 various solvents as training set was used to predict log k$_2$ of the reaction in 16 solvents in the prediction set. The results obtained using ANN was compared with the experimental values as well as with those obtained using multi-parameter linear regression (MLR) model and showed superiority of the ANN model over the regression model. Mean square error (MSE) of 0.0806 for the prediction set by MLR model should be compared with the value of 0.0275 for ANN model. These improvements are due to the fact that the reaction rate constant shows non-linear correlations with the descriptors.

Improvement of Rating Curve Fitting Considering Variance Function with Pseudo-likelihood Estimation (의사우도추정법에 의한 분산함수를 고려한 수위-유량 관계 곡선 산정법 개선)

  • Lee, Woo-Seok;Kim, Sang-Ug;Chung, Eun-Sung;Lee, Kil-Seong
    • Journal of Korea Water Resources Association
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    • v.41 no.8
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    • pp.807-823
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    • 2008
  • This paper presents a technique for estimating discharge rating curve parameters. In typical practical applications, the original non-linear rating curve is transformed into a simple linear regression model by log-transforming the measurement without examining the effect of log transformation. The model of pseudo-likelihood estimation is developed in this study to deal with heteroscedasticity of residuals in the original non-linear model. The parameters of rating curves and variance functions of errors are simultaneously estimated by the pseudo-likelihood estimation(P-LE) method. Simulated annealing, a global optimization technique, is adapted to minimize the log likelihood of the weighted residuals. The P-LE model was then applied to a hypothetical site where stage-discharge data were generated by incorporating various errors. Results of the P-LE model show reduced error values and narrower confidence intervals than those of the common log-transform linear least squares(LT-LR) model. Also, the limit of water levels for segmentation of discharge rating curve is estimated in the process of P-LE using the Heaviside function. Finally, model performance of the conventional log-transformed linear regression and the developed model, P-LE are computed and compared. After statistical simulation, the developed method is then applied to the real data sets from 5 gauge stations in the Geum River basin. It can be suggested that this developed strategy is applied to real sites to successfully determine weights taking into account error distributions from the observed discharge data.

Software Cost Estimation Model Based on Use Case Points by using Regression Model (회귀분석을 이용한 UCP 기반 소프트웨어 개발 노력 추정 모델)

  • Park, Ju-Seok;Yang, Hea-Sool
    • The Journal of the Korea Contents Association
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    • v.9 no.8
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    • pp.147-157
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    • 2009
  • Recently, there has been continued research on UCP from the development effort estimation method to a software development project applying object oriented development methodology. Current research proposes a linear model estimating the developmenteffort by multiplying a constant to AUCP which applies technical and environmental factors. However, the fact that a non-linear regression model is more appropriate as the software size increases, the development period increases exponentially. In addition, in the UCP calculation process the occurrence of FP errors due to the application of TCF and EF, it is unrealistic to estimate the size with AUCP. This paper presents the issue of current research based on UCP without considering problems of the research, for example, TCF and EF and expresses the models (linear, logarithmic, polynomial, power and exponential type) estimating the development effort directly from UUCP. Consequently, the exponential model within non-linear models exhibit more accurate results than the current linear model. Therefore, after calculating the UUCP of the developing software system, using the proposed model to estimate the development effort, it is possible to estimate the direct cost required in development.

Efficient Prediction in the Semi-parametric Non-linear Mixed effect Model

  • So, Beong-Soo
    • Journal of the Korean Statistical Society
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    • v.28 no.2
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    • pp.225-234
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    • 1999
  • We consider the following semi-parametric non-linear mixed effect regression model : y\ulcorner=f($\chi$\ulcorner;$\beta$)+$\sigma$$\mu$($\chi$\ulcorner)+$\sigma$$\varepsilon$\ulcorner,i=1,…,n,y*=f($\chi$;$\beta$)+$\sigma$$\mu$($\chi$) where y'=(y\ulcorner,…,y\ulcorner) is a vector of n observations, y* is an unobserved new random variable of interest, f($\chi$;$\beta$) represents fixed effect of known functional form containing unknown parameter vector $\beta$\ulcorner=($\beta$$_1$,…,$\beta$\ulcorner), $\mu$($\chi$) is a random function of mean zero and the known covariance function r(.,.), $\varepsilon$'=($\varepsilon$$_1$,…,$\varepsilon$\ulcorner) is the set of uncorrelated measurement errors with zero mean and unit variance and $\sigma$ is an unknown dispersion(scale) parameter. On the basis of finite-sample, small-dispersion asymptotic framework, we derive an absolute lower bound for the asymptotic mean squared errors of prediction(AMSEP) of the regular-consistent non-linear predictors of the new random variable of interest y*. Then we construct an optimal predictor of y* which attains the lower bound irrespective of types of distributions of random effect $\mu$(.) and measurement errors $\varepsilon$.

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Model selection algorithm in Gaussian process regression for computer experiments

  • Lee, Youngsaeng;Park, Jeong-Soo
    • Communications for Statistical Applications and Methods
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    • v.24 no.4
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    • pp.383-396
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    • 2017
  • The model in our approach assumes that computer responses are a realization of a Gaussian processes superimposed on a regression model called a Gaussian process regression model (GPRM). Selecting a subset of variables or building a good reduced model in classical regression is an important process to identify variables influential to responses and for further analysis such as prediction or classification. One reason to select some variables in the prediction aspect is to prevent the over-fitting or under-fitting to data. The same reasoning and approach can be applicable to GPRM. However, only a few works on the variable selection in GPRM were done. In this paper, we propose a new algorithm to build a good prediction model among some GPRMs. It is a post-work of the algorithm that includes the Welch method suggested by previous researchers. The proposed algorithms select some non-zero regression coefficients (${\beta}^{\prime}s$) using forward and backward methods along with the Lasso guided approach. During this process, the fixed were covariance parameters (${\theta}^{\prime}s$) that were pre-selected by the Welch algorithm. We illustrated the superiority of our proposed models over the Welch method and non-selection models using four test functions and one real data example. Future extensions are also discussed.

Resource Demand/Supply and Price Forecasting -A Case of Nickel- (자원 수급 및 가격 예측 -니켈 사례를 중심으로-)

  • Jung, Jae-Heon
    • Korean System Dynamics Review
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    • v.9 no.1
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    • pp.125-141
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    • 2008
  • It is very difficult to predict future demand/supply, price for resources with acceptable accuracy using regression analysis. We try to use system dynamics to forecast the demand/supply and price for nickel. Nickel is very expensive mineral resource used for stainless production or other industrial production like battery, alloy making. Recent nickel price trend showed non-linear pattern and we anticipated the system dynamic method will catch this non-linear pattern better than the regression analysis. Our model has been calibrated for the past 6 year quarterly data (2002-2007) and tested for next 5 year quarterly data(2008-2012). The results were acceptable and showed higher accuracy than the results obtained from the regression analysis. And we ran the simulations for scenarios made by possible future changes in demand or supply related variables. This simulations implied some meaningful price change patterns.

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A Comparison Study on Compression Index of Marine Clay with High-Plasticity (고소성 해성점토지반의 압축지수에 대한 비교 연구)

  • Jung, Gil-Soo;Park, Byung-Soo;Hong, Young-Kil;Yoo, Nam-Jae
    • Journal of Industrial Technology
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    • v.25 no.A
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    • pp.57-65
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    • 2005
  • In this paper, for the highly plastic marine soft clay distributed in west and southern coast of Korean peninsula of Kwangyang and Busan New Port areas, correlation between compression index and other indices representing geotechnical engineering properties such as liquid limit, void ratio and natural water content were analyzed. Appropriate empirical equations of being able to estimate the compressibility of clays in the specific areas were proposed and compared with other existing empirical ones. For analyses of the data and test results, data for marine clays were used from areas of the South Container Port of the Busan New Port, East Breakwater, Passenger Quay, Jungma Reclamation and Reclamation Containment in the 3rd stage in Kwangyang. In order to find the best regression model by using the commercially available software, MS EXCEL 2000, results obtained from the simple linear regression analysis, using the values of liquid limit, initial void ratio and natural water content as independent variables, were compared with the existing empirical equations. Multiple linear regression was also performed to find the best fit regression curves for compression index and other soil properties by combining those independent variables. On the other hands, another software of SPSS for non-linear regression was used to analyze the correlations between compression index and other soil properties.

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