• 제목/요약/키워드: Random regression

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PGA 투어의 골프 스코어 예측 및 분석 (Prediction of golf scores on the PGA tour using statistical models)

  • 임정은;임영인;송종우
    • 응용통계연구
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    • 제30권1호
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    • pp.41-55
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    • 2017
  • 최근 골프는 많은 사람들의 취미 생활로서 자리를 잡아가고 있으며 골프와 관련된 연구도 다양하게 이루어지고 있다. 본 연구에서는 데이터 마이닝 기법을 사용하여 PGA 투어에 참여하는 선수들의 평균스코어를 예측하고 스코어에 유의한 영향을 미치는 변수들을 제시하고자 한다. 그리고 추가적으로 4개의 PGA 투어 플레이오프에 대해 상위 10명, 상위 25명의 선수들을 예측하는 것을 목표로 한다. 우리는 다양한 선형/비선형 회귀분석 방법을 이용하여 평균스코어를 예측하는데, 선형회귀분석 방법으로는 단계적 선택법, 모든 가능한 회귀모형, 라소(LASSO), 능형회귀, 주성분회귀분석을 사용하였으며 비선형회귀분석 방법으로는 트리(CART), 배깅, 그래디언트 부스팅, 신경망 모형, 랜덤 포레스트, 최근접이웃방법(KNN)을 사용하였다. 대부분의 모형에서 공통적으로 선택된 변수들을 살펴보면 페어웨이의 단단함와 그린의 풀의 높이, 평균최대풍속이 높을수록 선수들의 평균스코어는 높아지며 반대로 한 번에 퍼팅을 성공시키는 횟수와 그린적중률 실패 후 버디나 이글로 점수를 만드는 scrambling 변수들, 그리고 공을 멀리 보낼 수 있는 능력을 나타내는 longest drive는 그 값이 높아짐에 따라 선수들의 평균스코어가 낮아지는 경향이 있음을 알 수 있었다. 11가지 모형 모두 테스트 데이터인 2015년 경기 결과를 예측하는데 낮은 오류율을 보였으나 배깅과 랜덤 포레스트의 예측률이 가장 좋았으며 두 모형 모두 상위 10명과 상위 25명의 랭킹을 예측할 때 상당히 높은 적중률을 보였다.

Prediction of concrete compressive strength using non-destructive test results

  • Erdal, Hamit;Erdal, Mursel;Simsek, Osman;Erdal, Halil Ibrahim
    • Computers and Concrete
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    • 제21권4호
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    • pp.407-417
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    • 2018
  • Concrete which is a composite material is one of the most important construction materials. Compressive strength is a commonly used parameter for the assessment of concrete quality. Accurate prediction of concrete compressive strength is an important issue. In this study, we utilized an experimental procedure for the assessment of concrete quality. Firstly, the concrete mix was prepared according to C 20 type concrete, and slump of fresh concrete was about 20 cm. After the placement of fresh concrete to formworks, compaction was achieved using a vibrating screed. After 28 day period, a total of 100 core samples having 75 mm diameter were extracted. On the core samples pulse velocity determination tests and compressive strength tests were performed. Besides, Windsor probe penetration tests and Schmidt hammer tests were also performed. After setting up the data set, twelve artificial intelligence (AI) models compared for predicting the concrete compressive strength. These models can be divided into three categories (i) Functions (i.e., Linear Regression, Simple Linear Regression, Multilayer Perceptron, Support Vector Regression), (ii) Lazy-Learning Algorithms (i.e., IBk Linear NN Search, KStar, Locally Weighted Learning) (iii) Tree-Based Learning Algorithms (i.e., Decision Stump, Model Trees Regression, Random Forest, Random Tree, Reduced Error Pruning Tree). Four evaluation processes, four validation implements (i.e., 10-fold cross validation, 5-fold cross validation, 10% split sample validation & 20% split sample validation) are used to examine the performance of predictive models. This study shows that machine learning regression techniques are promising tools for predicting compressive strength of concrete.

LM Tests in Nested Serially Correlated Error Components Model with Panel Data

  • Song, Seuck-Heun;Jung, Byoung-Cheol;Myoungshic Jhun
    • Journal of the Korean Statistical Society
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    • 제30권4호
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    • pp.541-550
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    • 2001
  • This paper considers a panel data regression model in which the disturbances follow a nested error components with serial correlation. Given this model, this paper derives several Lagrange Multiplier(LM) testis for the presence of serial correlation as well as random individual effects, nested effects, and for existence of serial correlation given random individual and nested effects.

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Graphical Methods for Correlation and Independence

  • Hong, Chong-Sun;Yoon, Jang-Sub
    • Communications for Statistical Applications and Methods
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    • 제13권2호
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    • pp.219-231
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    • 2006
  • When the correlation of two random variables is weak, the value of one variable can not be used effectively to predict the other. Even when most of the values are overlapped, it is difficult to find a linear relationship. In this paper, we propose two graphical methods of representing the measures of correlation and independence between two random variables. The first method is used to represent their degree of correlation, and the other is used to represent their independence. Both of these methods are based on the cumulative distribution functions defined in this work.

Geographically weighted kernel logistic regression for small area proportion estimation

  • Shim, Jooyong;Hwang, Changha
    • Journal of the Korean Data and Information Science Society
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    • 제27권2호
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    • pp.531-538
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    • 2016
  • In this paper we deal with the small area estimation for the case that the response variables take binary values. The mixed effects models have been extensively studied for the small area estimation, which treats the spatial effects as random effects. However, when the spatial information of each area is given specifically as coordinates it is popular to use the geographically weighted logistic regression to incorporate the spatial information by assuming that the regression parameters vary spatially across areas. In this paper, relaxing the linearity assumption and propose a geographically weighted kernel logistic regression for estimating small area proportions by using basic principle of kernel machine. Numerical studies have been carried out to compare the performance of proposed method with other methods in estimating small area proportion.

Hourly Steel Industry Energy Consumption Prediction Using Machine Learning Algorithms

  • Sathishkumar, VE;Lee, Myeong-Bae;Lim, Jong-Hyun;Shin, Chang-Sun;Park, Chang-Woo;Cho, Yong Yun
    • 한국정보처리학회:학술대회논문집
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    • 한국정보처리학회 2019년도 추계학술발표대회
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    • pp.585-588
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    • 2019
  • Predictions of Energy Consumption for Industries gain an important place in energy management and control system, as there are dynamic and seasonal changes in the demand and supply of energy. This paper presents and discusses the predictive models for energy consumption of the steel industry. Data used includes lagging and leading current reactive power, lagging and leading current power factor, carbon dioxide (tCO2) emission and load type. In the test set, four statistical models are trained and evaluated: (a) Linear regression (LR), (b) Support Vector Machine with radial kernel (SVM RBF), (c) Gradient Boosting Machine (GBM), (d) random forest (RF). Root Mean Squared Error (RMSE), Mean Absolute Error (MAE) and Mean Absolute Percentage Error (MAPE) are used to measure the prediction efficiency of regression designs. When using all the predictors, the best model RF can provide RMSE value 7.33 in the test set.

Exploring modern machine learning methods to improve causal-effect estimation

  • Kim, Yeji;Choi, Taehwa;Choi, Sangbum
    • Communications for Statistical Applications and Methods
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    • 제29권2호
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    • pp.177-191
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    • 2022
  • This paper addresses the use of machine learning methods for causal estimation of treatment effects from observational data. Even though conducting randomized experimental trials is a gold standard to reveal potential causal relationships, observational study is another rich source for investigation of exposure effects, for example, in the research of comparative effectiveness and safety of treatments, where the causal effect can be identified if covariates contain all confounding variables. In this context, statistical regression models for the expected outcome and the probability of treatment are often imposed, which can be combined in a clever way to yield more efficient and robust causal estimators. Recently, targeted maximum likelihood estimation and causal random forest is proposed and extensively studied for the use of data-adaptive regression in estimation of causal inference parameters. Machine learning methods are a natural choice in these settings to improve the quality of the final estimate of the treatment effect. We explore how we can adapt the design and training of several machine learning algorithms for causal inference and study their finite-sample performance through simulation experiments under various scenarios. Application to the percutaneous coronary intervention (PCI) data shows that these adaptations can improve simple linear regression-based methods.

Analysis of Online Behavior and Prediction of Learning Performance in Blended Learning Environments

  • JO, Il-Hyun;PARK, Yeonjeong;KIM, Jeonghyun;SONG, Jongwoo
    • Educational Technology International
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    • 제15권2호
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    • pp.71-88
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    • 2014
  • A variety of studies to predict students' performance have been conducted since educational data such as web-log files traced from Learning Management System (LMS) are increasingly used to analyze students' learning behaviors. However, it is still challenging to predict students' learning achievement in blended learning environment where online and offline learning are combined. In higher education, diverse cases of blended learning can be formed from simple use of LMS for administrative purposes to full usages of functions in LMS for online distance learning class. As a result, a generalized model to predict students' academic success does not fulfill diverse cases of blended learning. This study compares two blended learning classes with each prediction model. The first blended class which involves online discussion-based learning revealed a linear regression model, which explained 70% of the variance in total score through six variables including total log-in time, log-in frequencies, log-in regularities, visits on boards, visits on repositories, and the number of postings. However, the second case, a lecture-based class providing regular basis online lecture notes in Moodle show weaker results from the same linear regression model mainly due to non-linearity of variables. To investigate the non-linear relations between online activities and total score, RF (Random Forest) was utilized. The results indicate that there are different set of important variables for the two distinctive types of blended learning cases. Results suggest that the prediction models and data-mining technique should be based on the considerations of diverse pedagogical characteristics of blended learning classes.

Machine learning-based analysis and prediction model on the strengthening mechanism of biopolymer-based soil treatment

  • Haejin Lee;Jaemin Lee;Seunghwa Ryu;Ilhan Chang
    • Geomechanics and Engineering
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    • 제36권4호
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    • pp.381-390
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    • 2024
  • The introduction of bio-based materials has been recommended in the geotechnical engineering field to reduce environmental pollutants such as heavy metals and greenhouse gases. However, bio-treated soil methods face limitations in field application due to short research periods and insufficient verification of engineering performance, especially when compared to conventional materials like cement. Therefore, this study aimed to develop a machine learning model for predicting the unconfined compressive strength, a representative soil property, of biopolymer-based soil treatment (BPST). Four machine learning algorithms were compared to determine a suitable model, including linear regression (LR), support vector regression (SVR), random forest (RF), and neural network (NN). Except for LR, the SVR, RF, and NN algorithms exhibited high predictive performance with an R2 value of 0.98 or higher. The permutation feature importance technique was used to identify the main factors affecting the strength enhancement of BPST. The results indicated that the unconfined compressive strength of BPST is affected by mean particle size, followed by biopolymer content and water content. With a reliable prediction model, the proposed model can present guidelines prior to laboratory testing and field application, thereby saving a significant amount of time and money.

Random Regression Models Are Suitable to Substitute the Traditional 305-Day Lactation Model in Genetic Evaluations of Holstein Cattle in Brazil

  • Padilha, Alessandro Haiduck;Cobuci, Jaime Araujo;Costa, Claudio Napolis;Neto, Jose Braccini
    • Asian-Australasian Journal of Animal Sciences
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    • 제29권6호
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    • pp.759-767
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    • 2016
  • The aim of this study was to compare two random regression models (RRM) fitted by fourth ($RRM_4$) and fifth-order Legendre polynomials ($RRM_5$) with a lactation model (LM) for evaluating Holstein cattle in Brazil. Two datasets with the same animals were prepared for this study. To apply test-day RRM and LMs, 262,426 test day records and 30,228 lactation records covering 305 days were prepared, respectively. The lowest values of Akaike's information criterion, Bayesian information criterion, and estimates of the maximum of the likelihood function (-2LogL) were for $RRM_4$. Heritability for 305-day milk yield (305MY) was 0.23 ($RRM_4$), 0.24 ($RRM_5$), and 0.21 (LM). Heritability, additive genetic and permanent environmental variances of test days on days in milk was from 0.16 to 0.27, from 3.76 to 6.88 and from 11.12 to 20.21, respectively. Additive genetic correlations between test days ranged from 0.20 to 0.99. Permanent environmental correlations between test days were between 0.07 and 0.99. Standard deviations of average estimated breeding values (EBVs) for 305MY from $RRM_4$ and $RRM_5$ were from 11% to 30% higher for bulls and around 28% higher for cows than that in LM. Rank correlations between RRM EBVs and LM EBVs were between 0.86 to 0.96 for bulls and 0.80 to 0.87 for cows. Average percentage of gain in reliability of EBVs for 305-day yield increased from 4% to 17% for bulls and from 23% to 24% for cows when reliability of EBVs from RRM models was compared to those from LM model. Random regression model fitted by fourth order Legendre polynomials is recommended for genetic evaluations of Brazilian Holstein cattle because of the higher reliability in the estimation of breeding values.