• Title/Summary/Keyword: Prediction Error

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Average Mean Square Error of Prediction for a Multiple Functional Relationship Model

  • Yum, Bong-Jin
    • Journal of the Korean Statistical Society
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    • v.13 no.2
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    • pp.107-113
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    • 1984
  • In a linear regression model the idependent variables are frequently subject to measurement errors. For this case, the problem of estimating unknown parameters has been extensively discussed in the literature while very few has been concerned with the effect of measurement errors on prediction. This paper investigates the behavior of the predicted values of the dependent variable in terms of the average mean square error of prediction (AMSEP). AMSEP may be used as a criterion for selecting an appropriate estimation method, for designing an estimation experiment, and for developing cost-effective future sampling schemes.

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Comparison of Boosting and SVM

  • Kim, Yong-Dai;Kim, Kyoung-Hee;Song, Seuck-Heun
    • Journal of the Korean Data and Information Science Society
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    • v.16 no.4
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    • pp.999-1012
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    • 2005
  • We compare two popular algorithms in current machine learning and statistical learning areas, boosting method represented by AdaBoost and kernel based SVM (Support Vector Machine) using 13 real data sets. This comparative study shows that boosting method has smaller prediction error in data with heavy noise, whereas SVM has smaller prediction error in the data with little noise.

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Development of a Criterion for Assessing the Influence of the Measurement Errors in the Independent Variables on Prediction (독립변수의 측정오차가 예측에 미치는 영향을 평가하기 위한 기준개발)

  • Byun, Jai-Hyun
    • Journal of Korean Institute of Industrial Engineers
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    • v.19 no.1
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    • pp.39-46
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    • 1993
  • In developing a multiple regression relationship, independent variables are frequently measured with error. For these situations the problem of estimating unknown parameters has been extensively discussed in the literature while little attention has been given to the prediction problem. In this paper a criterion is developed for assessing the severeness of measurement errors in each independent variable on the predicted values. Using the developed criterion we can present a guideline as to which measurement error should be controlled for a more accurate prediction. Proposed methods are illustrated with a standard data system in work measurement.

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Fault Detection of Cutting Force in Turning Process using RBF/ART-1 (RBF/ART1을 이용한 선삭에서 절삭력을 이상신호 검출)

  • 임상만;이명재;유봉환
    • Proceedings of the Korean Society of Precision Engineering Conference
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    • 1994.10a
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    • pp.15-19
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    • 1994
  • The application of neural network for fault dection of cutting force in turning was introduced. This monitoring system consist of a RBF predicton model and a ART-1 pattern classifier. RBF prediction model predict a cutting force signal. Prediction error of predictor is used for a input vector of ART-1 pattern classifier. Prediction error could be successfully performed to fault signal monitoring of ART-1 pattern classifier.

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The Computer Fault Prediction and Diagnosis Fuzzy Expert System (컴퓨터 고장 예측 및 진단 퍼지 전문가 시스템)

  • 최성운
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.23 no.54
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    • pp.155-165
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    • 2000
  • The fault diagnosis is a systematic and unified method to find based on the observing data resulting in noises. This paper presents the fault prediction and diagnosis using fuzzy expert system technique to manipulate the uncertainties efficiently in predictive perspective. We apply a fuzzy event tree analysis to the computer system, and build up the fault prediction and diagnosis using fuzzy expert system that predicts and diagnoses the error of the system in the advance of error.

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A Study on Forecast of Oyster Production using Time Series Models (시계열모형을 이용한 굴 생산량 예측 가능성에 관한 연구)

  • Nam, Jong-Oh;Noh, Seung-Guk
    • Ocean and Polar Research
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    • v.34 no.2
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    • pp.185-195
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    • 2012
  • This paper focused on forecasting a short-term production of oysters, which have been farmed in Korea, with distinct periodicity of production by year, and different production level by month. To forecast a short-term oyster production, this paper uses monthly data (260 observations) from January 1990 to August 2011, and also adopts several econometrics methods, such as Multiple Regression Analysis Model (MRAM), Seasonal Autoregressive Integrated Moving Average (SARIMA) Model, and Vector Error Correction Model (VECM). As a result, first, the amount of short-term oyster production forecasted by the multiple regression analysis model was 1,337 ton with prediction error of 246 ton. Secondly, the amount of oyster production of the SARIMA I and II models was forecasted as 12,423 ton and 12,442 ton with prediction error of 11,404 ton and 11,423 ton, respectively. Thirdly, the amount of oyster production based on the VECM was estimated as 10,425 ton with prediction errors of 9,406 ton. In conclusion, based on Theil inequality coefficient criterion, short-term prediction of oyster by the VECM exhibited a better fit than ones by the SARIMA I and II models and Multiple Regression Analysis Model.

PREDICTION OF DIAMETRAL CREEP FOR PRESSURE TUBES OF A PRESSURIZED HEAVY WATER REACTOR USING DATA BASED MODELING

  • Lee, Jae-Yong;Na, Man-Gyun
    • Nuclear Engineering and Technology
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    • v.44 no.4
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    • pp.355-362
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    • 2012
  • The aim of this study was to develop a bundle position-wise linear model (BPLM) to predict Pressure Tube (PT) diametral creep employing the previously measured PT diameters and operating conditions. There are twelve bundles in a fuel channel, and for each bundle a linear model was developed by using the dependent variables, such as the fast neutron fluences and the bundle coolant temperatures. The training data set was selected using the subtractive clustering method. The data of 39 channels that consist of 80 percent of a total of 49 measured channels from Units 2, 3, and 4 of the Wolsung nuclear plant in Korea were used to develop the BPLM. The data from the remaining 10 channels were used to test the developed BPLM. The BPLM was optimized by the maximum likelihood estimation method. The developed BPLM to predict PT diametral creep was verified using the operating data gathered from Units 2, 3, and 4. Two error components for the BPLM, which are the epistemic error and the aleatory error, were generated. The diametral creep prediction and two error components will be used for the generation of the regional overpower trip setpoint at the corresponding effective full power days. The root mean square (RMS) errors were also generated and compared to those from the current prediction method. The RMS errors were found to be less than the previous errors.

A Prediction Model of the Sum of Container Based on Combined BP Neural Network and SVM

  • Ding, Min-jie;Zhang, Shao-zhong;Zhong, Hai-dong;Wu, Yao-hui;Zhang, Liang-bin
    • Journal of Information Processing Systems
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    • v.15 no.2
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    • pp.305-319
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    • 2019
  • The prediction of the sum of container is very important in the field of container transport. Many influencing factors can affect the prediction results. These factors are usually composed of many variables, whose composition is often very complex. In this paper, we use gray relational analysis to set up a proper forecast index system for the prediction of the sum of containers in foreign trade. To address the issue of the low accuracy of the traditional prediction models and the problem of the difficulty of fully considering all the factors and other issues, this paper puts forward a prediction model which is combined with a back-propagation (BP) neural networks and the support vector machine (SVM). First, it gives the prediction with the data normalized by the BP neural network and generates a preliminary forecast data. Second, it employs SVM for the residual correction calculation for the results based on the preliminary data. The results of practical examples show that the overall relative error of the combined prediction model is no more than 1.5%, which is less than the relative error of the single prediction models. It is hoped that the research can provide a useful reference for the prediction of the sum of container and related studies.

Large-sample comparisons of calibration procedures when both measurements are subject to error

  • Lee, Seung-Hoon;Yum, Bong-Jin
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 1990.04a
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    • pp.254-262
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    • 1990
  • A predictive functional relationship model is presented for the calibration problem in which the standard as well as the nonstandard measurements are subject to error. For the estimation of the relationship between the two measurements, the ordinary least squares and maximum likelihood estimation methods are considered, while for the prediction of unknown standard measurementswe consider direct and inverse approaches. Relative performances of those calibration procedures are compared in terms of the asymptotic mean square error of prediction.

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A Simple Bias-Correction Rule for the Apparent Prediction Error

  • Beong-Soo So
    • Communications for Statistical Applications and Methods
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    • v.2 no.2
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    • pp.146-154
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    • 1995
  • By using simple Taylor expansion, we derive an easy bias-correction rule for the apparent prodiction error of the predictor defined by the general M-estimators with respect to an arbitrary measure of prediction error. Our method has a considerable computational advantage over the previous methods based on the resampling thchnique such as Cross-validaton and Boothtrap. Connections with AIC, Cross-Validation and Boothtrap are discussed too.

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