• 제목/요약/키워드: Regression Analysis Method

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New approach for analysis of progressive Type-II censored data from the Pareto distribution

  • Seo, Jung-In;Kang, Suk-Bok;Kim, Ho-Yong
    • Communications for Statistical Applications and Methods
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    • 제25권5호
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    • pp.569-575
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    • 2018
  • Pareto distribution is important to analyze data in actuarial sciences, reliability, finance, and climatology. In general, unknown parameters of the Pareto distribution are estimated based on the maximum likelihood method that may yield inadequate inference results for small sample sizes and high percent censored data. In this paper, a new approach based on the regression framework is proposed to estimate unknown parameters of the Pareto distribution under the progressive Type-II censoring scheme. The proposed method provides a new regression type estimator that employs the spacings of exponential progressive Type-II censored samples. In addition, the provided estimator is a consistent estimator with superior performance compared to maximum likelihood estimators in terms of the mean squared error and bias. The validity of the proposed method is assessed through Monte Carlo simulations and real data analysis.

퍼지 신경망에 의한 퍼지 회귀분석 (Fuzzy Regression Analysis Using Fuzzy Neural Networks)

  • 권기택
    • 대한산업공학회지
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    • 제23권2호
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    • pp.371-383
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    • 1997
  • This paper propose a fuzzy regression method using fuzzy neural networks when a membership value is attached to each input-output pair. First, a method of linear fuzzy regression analysis is described by interpreting the reliability of each input-output pair as its membership values. Next, an architecture of fuzzy neural networks with fuzzy weights and fuzzy biases is shown. The fuzzy neural network maps a crisp input vector to a fuzzy output. A cost function is defined using the fuzzy output from the fuzzy neural network and the corresponding target output with a membership value. A learning algorithm is derived from the cost function. The derived learning algorithm trains the fuzzy neural network so that the level set of the fuzzy output includes the target output. Last, the proposed method is illustrated by computer simulations on numerical examples.

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벌점화 분위수 회귀나무모형에 대한 연구 (Penalized quantile regression tree)

  • 김재오;조형준;방성완
    • 응용통계연구
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    • 제29권7호
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    • pp.1361-1371
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    • 2016
  • 분위수 회귀모형은 설명변수가 반응변수의 조건부 분위수 함수에 어떻게 관계되는지 탐색함으로서 많은 유용한 정보를 제공한다. 그러나 설명변수와 반응변수가 비선형 관계를 갖는다면 선형형태를 가정하는 전통적인 분위수 회귀모형은 적합하지 않다. 또한 고차원 자료 또는 설명변수간 상관관계가 높은 자료에 대해서 변수선택의 방법이 필요하다. 이러한 이유로 본 연구에서는 벌점화 분위수 회귀나무모형을 제안하였다. 한편 제안한 방법의 분할규칙은 과도한 계산시간과 분할변수 선택편향 문제를 극복한 잔차 분석을 기반으로 하였다. 본 연구에서는 모의실험과 실증 예제를 통해 제안한 방법의 우수한 성능과 유용성을 확인하였다.

제진재의 최적배치를 이용한 차량공조시스템의 음질평가 (Sound Quality Evaluation for the Vehicle HVAC System Using Optimum Layout of Damping material)

  • 황동건;아미누딘 빈 아부;이정윤;오재응;유동호
    • 한국소음진동공학회:학술대회논문집
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    • 한국소음진동공학회 2005년도 춘계학술대회논문집
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    • pp.629-633
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    • 2005
  • The reduction of the Vehicle interior noise has been the main interest of NVH engineers. The driver's perception on the vehicle noise is affected largely by psychoacoustic characteristic of the noise as well as the SPL. In particular, the HVAC sound among the vehicle interior noise has been reflected sensitively in the side of psychology. In previous study, we have developed to verify identification of source for the vehicle HVAC system through multiple-dimensional spectral analysis. Also we carried out objective assessments on the vehicle HVAC noises and subjective assessments have been already performed with 30 subjects. In this study, the linear regression models were obtained for the subjective evaluation and the sound quality metrics. The regression procedure also allows you to produce diagnostic statistics to evaluate the regression estimates including appropriation and accuracy. Appropriation of regression model is necessary to $R^2$ value and F-value. And testing for regression model is necessary to Independence, Homoscedesticity and Normality. Also we selected optimum layout of damping material using Taguchi method. As a result of application, sound quality is improved by more quiet, powerful, expensive, smooth.

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Testing the Equality of Two Linear Regression Models : Comparison between Chow Test and a Permutation Test

  • Um, Yonghwan
    • 한국컴퓨터정보학회논문지
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    • 제26권8호
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    • pp.157-164
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    • 2021
  • 회귀분석은 반응변수와 예측변수들 간의 관련성을 설명하기 위해 사용되는 잘 알려진 통계 테크닉이다. 특히 연구자들은 두 개의 독립 모집단에서의 모형들의 회귀계수들(절편과 기울기)을 비교하는데 관심이 있다. Gregory Chow에 의해 제안된 Chow 검정은 회귀모형들을 비교하고 선형회귀모형 안에 구조적 브레이크가 존재하는지를 검정하기 위해 보통 사용되는 방법들 중의 하나이다. 본 연구에서는 두 독립 선형회귀모형들의 등가성을 검정하기 위해 퍼뮤테이션 방법을 제안하고 Chow 검정과 비교한다. 그리고 퍼뮤테이션 검정과 Chow 검정의 검정력을 조사하기 위해 시물레이션 연구를 진행하였다.

유입식 변압기의 열화시간에 따른 절연 열화특성 및 선형회귀법을 이용한 상관관계 분석 (Analysis for Insulating Degradation Characteristics with Aging Time for Oil-filled Transformers and/or Correlation between using Linear Regression Method)

  • 이승민
    • 전기학회논문지
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    • 제59권4호
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    • pp.693-699
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    • 2010
  • General transformer's life is known as paper insulation' life. If a transformer is degraded by these aging factors, it is known that electrical, mechanical and chemical characteristics for transformer's oil-paper are changed. When the kraft paper is aged, the cellulose polymer chains break down into shorter lengths. It causes decrease in both tensile strength and degree of polymerization of paper insulation. The paper breakdown is accompanied by an increase in the content of furanic compounds within the dielectric liquid. In this paper it is aimed at analysis on correlation between aging characteristics for insulating diagnosis of thermally aged paper. For investigating the accelerated aging process of oil-paper samples accelerating aging cell was manufactured for estimating variation of paper insulation during 500 hours at $140^{\circ}C$ temperature. To derive the results, it was performed analysis such as tensile strength(TS), depolymerization(DP), dielectric strength(DS), relative permittivity, water content(WC) and furan compound(FC) for aged paper. Also for analyzing correlation between insulating degradation characteristics, we used linear regression method. As as results of linear regression analysis, there was a close correlation between TS and DP. WC, FC. But dielectric strength was a weak correlation with aging time.

Milling tool wear forecast based on the partial least-squares regression analysis

  • Xu, Chuangwen;Chen, Hualing
    • Structural Engineering and Mechanics
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    • 제31권1호
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    • pp.57-74
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    • 2009
  • Power signals resulting from spindle and feed motor, present a rich content of physical information, the appropriate analysis of which can lead to the clear identification of the nature of the tool wear. The partial least-squares regression (PLSR) method has been established as the tool wear analysis method for this purpose. Firstly, the results of the application of widely used techniques are given and their limitations of prior methods are delineated. Secondly, the application of PLSR is proposed. The singular value theory is used to noise reduction. According to grey relational degree analysis, sample variable is filtered as part sample variable and all sample variables as independent variables for modelling, and the tool wear is taken as dependent variable, thus PLSR model is built up through adapting to several experimental data of tool wear in different milling process. Finally, the prediction value of tool wear is compare with actual value, in order to test whether the model of the tool wear can adopt to new measuring data on the independent variable. In the new different cutting process, milling tool wear was predicted by the methods of PLSR and MLR (Multivariate Linear Regression) as well as BPNN (BP Neural Network) at the same time. Experimental results show that the methods can meet the needs of the engineering and PLSR is more suitable for monitoring tool wear.

Bayesian Analysis in Generalized Log-Gamma Censored Regression Model

  • Younshik chung;Yoomi Kang
    • Communications for Statistical Applications and Methods
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    • 제5권3호
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    • pp.733-742
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    • 1998
  • For industrial and medical lifetime data, the generalized log-gamma regression model is considered. Then the Bayesian analysis for the generalized log-gamma regression with censored data are explained and following the data augmentation (Tanner and Wang; 1987), the censored data is replaced by simulated data. To overcome the complicated Bayesian computation, Makov Chain Monte Carlo (MCMC) method is employed. Then some modified algorithms are proposed to implement MCMC. Finally, one example is presented.

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FUZZY POLYNOMIAL REGRESSION ANALYSIS USING SHAPE PRESERVING IOERATION

  • Hong, Dug-Hun;Do, Hae-Young
    • Journal of applied mathematics & informatics
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    • 제8권3호
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    • pp.869-880
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    • 2001
  • In this paper, we describe a method for fuzzy polynomial regression analysis for fuzzy input-output data using shape preserving operations based on Tanaka’s approach. Shape preserving operations simplifies the computation of fuzzy arithmetic operations. We derive the solution using general linear program.

Fuzzy least squares polynomial regression analysis using shape preserving operations

  • Hong, Dug-Hun;Hwang, Chang-Ha;Do, Hae-Young
    • 한국지능시스템학회논문지
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    • 제13권5호
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    • pp.571-575
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    • 2003
  • In this paper, we describe a method for fuzzy polynomial regression analysis for fuzzy input--output data using shape preserving operations for least-squares fitting. Shape preserving operations simplifies the computation of fuzzy arithmetic operations. We derive the solution using mixed nonlinear program.