• Title/Summary/Keyword: Regression algorithm

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Load Forecasting for Holidays Using a Fuzzy Least Squares Linear Regression Algorithm (퍼지 최소 자승 선형회귀분석 알고리즘을 이용한 특수일 전력수요예측)

  • Song Kyung-Bin;Ku Bon-Suk;Baek Young-Sik
    • The Transactions of the Korean Institute of Electrical Engineers D
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    • v.52 no.4
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    • pp.233-237
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    • 2003
  • An accurate load forecasting is essential for economics and stability power system operation. Due to high relationship between the electric power load and the electric power price, the participants of the competitive power market are very interested in load forecasting. The percentage errors of load forecasting for holidays is relatively large. In order to improve the accuarcy of load forecasting for holidays, this paper proposed load forecasting method for holidays using a fuzzy least squares linear regression algorithm. The proposed algorithm is tested for load forecasting for holidays in 1996, 1997, and 2000. The test results show that the proposed algorithm is better than the algorithm using fuzzy linear regression.

Evaluating Variable Selection Techniques for Multivariate Linear Regression (다중선형회귀모형에서의 변수선택기법 평가)

  • Ryu, Nahyeon;Kim, Hyungseok;Kang, Pilsung
    • Journal of Korean Institute of Industrial Engineers
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    • v.42 no.5
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    • pp.314-326
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    • 2016
  • The purpose of variable selection techniques is to select a subset of relevant variables for a particular learning algorithm in order to improve the accuracy of prediction model and improve the efficiency of the model. We conduct an empirical analysis to evaluate and compare seven well-known variable selection techniques for multiple linear regression model, which is one of the most commonly used regression model in practice. The variable selection techniques we apply are forward selection, backward elimination, stepwise selection, genetic algorithm (GA), ridge regression, lasso (Least Absolute Shrinkage and Selection Operator) and elastic net. Based on the experiment with 49 regression data sets, it is found that GA resulted in the lowest error rates while lasso most significantly reduces the number of variables. In terms of computational efficiency, forward/backward elimination and lasso requires less time than the other techniques.

Development of Virtual Metrology Models in Semiconductor Manufacturing Using Genetic Algorithm and Kernel Partial Least Squares Regression (유전알고리즘과 커널 부분최소제곱회귀를 이용한 반도체 공정의 가상계측 모델 개발)

  • Kim, Bo-Keon;Yum, Bong-Jin
    • IE interfaces
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    • v.23 no.3
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    • pp.229-238
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    • 2010
  • Virtual metrology (VM), a critical component of semiconductor manufacturing, is an efficient way of assessing the quality of wafers not actually measured. This is done based on a model between equipment sensor data (obtained for all wafers) and the quality characteristics of wafers actually measured. This paper considers principal component regression (PCR), partial least squares regression (PLSR), kernel PCR (KPCR), and kernel PLSR (KPLSR) as VM models. For each regression model, two cases are considered. One utilizes all explanatory variables in developing a model, and the other selects significant variables using the genetic algorithm (GA). The prediction performances of 8 regression models are compared for the short- and long-term etch process data. It is found among others that the GA-KPLSR model performs best for both types of data. Especially, its prediction ability is within the requirement for the short-term data implying that it can be used to implement VM for real etch processes.

Self-Organizing Fuzzy Modeling Based on Hyperplane-Shaped Clusters (다차원 평면 클러스터를 이용한 자기 구성 퍼지 모델링)

  • Koh, Taek-Beom
    • Journal of Institute of Control, Robotics and Systems
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    • v.7 no.12
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    • pp.985-992
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    • 2001
  • This paper proposes a self-organizing fuzzy modeling(SOFUM)which an create a new hyperplane shaped cluster and adjust parameters of the fuzzy model in repetition. The suggested algorithm SOFUM is composed of four steps: coarse tuning. fine tuning cluster creation and optimization of learning rates. In the coarse tuning fuzzy C-regression model(FCRM) clustering and weighted recursive least squared (WRLS) algorithm are used and in the fine tuning gradient descent algorithm is used to adjust parameters of the fuzzy model precisely. In the cluster creation, a new hyperplane shaped cluster is created by applying multiple regression to input/output data with relatively large fuzzy entropy based on parameter tunings of fuzzy model. And learning rates are optimized by utilizing meiosis-genetic algorithm in the optimization of learning rates To check the effectiveness of the suggested algorithm two examples are examined and the performance of the identified fuzzy model is demonstrated via computer simulation.

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Application of an Optimized Support Vector Regression Algorithm in Short-Term Traffic Flow Prediction

  • Ruibo, Ai;Cheng, Li;Na, Li
    • Journal of Information Processing Systems
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    • v.18 no.6
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    • pp.719-728
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    • 2022
  • The prediction of short-term traffic flow is the theoretical basis of intelligent transportation as well as the key technology in traffic flow induction systems. The research on short-term traffic flow prediction has showed the considerable social value. At present, the support vector regression (SVR) intelligent prediction model that is suitable for small samples has been applied in this domain. Aiming at parameter selection difficulty and prediction accuracy improvement, the artificial bee colony (ABC) is adopted in optimizing SVR parameters, which is referred to as the ABC-SVR algorithm in the paper. The simulation experiments are carried out by comparing the ABC-SVR algorithm with SVR algorithm, and the feasibility of the proposed ABC-SVR algorithm is verified by result analysis. Continuously, the simulation experiments are carried out by comparing the ABC-SVR algorithm with particle swarm optimization SVR (PSO-SVR) algorithm and genetic optimization SVR (GA-SVR) algorithm, and a better optimization effect has been attained by simulation experiments and verified by statistical test. Simultaneously, the simulation experiments are carried out by comparing the ABC-SVR algorithm and wavelet neural network time series (WNN-TS) algorithm, and the prediction accuracy of the proposed ABC-SVR algorithm is improved and satisfactory prediction effects have been obtained.

Support Vector Regression based on Immune Algorithm for Software Cost Estimation (소프트웨어 비용산정을 위한 면역 알고리즘 기반의 서포트 벡터 회귀)

  • Kwon, Ki-Tae;Lee, Joon-Gil
    • Journal of the Korea Society of Computer and Information
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    • v.14 no.7
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    • pp.17-24
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    • 2009
  • Increasing use of information system has led to larger amount of developing expenses and demands on software. Until recent days, the model using regression analysis based on statistical algorithm has been used. However, Machine learning is more investigated now. This paper estimates the software cost using SVR(Support Vector Regression). a sort of machine learning technique. Also, it finds the best set of parameters applying immune algorithm. In this paper, software cost estimation is performed by SVR based on immune algorithm while changing populations, memory cells, and number of allele. Finally, this paper analyzes and compares the result with existing other machine learning methods.

Symbolic regression based on parallel Genetic Programming (병렬 유전자 프로그래밍을 이용한 Symbolic Regression)

  • Kim, Chansoo;Han, Keunhee
    • Journal of Digital Convergence
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    • v.18 no.12
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    • pp.481-488
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    • 2020
  • Symbolic regression is an analysis method that directly generates a function that can explain the relationsip between dependent and independent variables for a given data in regression analysis. Genetic Programming is the leading technology of research in this field. It has the advantage of being able to directly derive a model that can be interpreted compared to other regression analysis algorithms that seek to optimize parameters from a fixed model. In this study, we propse a symbolic regression algorithm using parallel genetic programming based on a coarse grained parallel model, and apply the proposed algorithm to PMLB data to analyze the effectiveness of the algorithm.

Calibration of the Ridge Regression Model with the Genetic Algorithm:Study on the Regional Flood Frequency Analysis (유전알고리즘을 이용한 능형회귀모형의 검정 : 빈도별 홍수량의 지역분석을 대상으로)

  • Seong, Gi-Won
    • Journal of Korea Water Resources Association
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    • v.31 no.1
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    • pp.59-69
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    • 1998
  • A regression model with basin physiographic characteristics as independent variables was calibrated for regional flood frequency analysis. In case that high correlations existing among the independent variables the ridge regression has been known to have capability of overcoming the problems of multicollinearity. To optimize the ridge regression model the cost function including regularization parameter must be minimized. In this research the genetic algorithm was applied on this optimization problem. The genetic algorithm is a stochastic search method that mimic the metaphor of natural biological heredity. Using this method the regression model could have optimized and stable weights of variables.

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Estimation of software project effort with genetic algorithm and support vector regression (유전 알고리즘 기반의 서포트 벡터 회귀를 이용한 소프트웨어 비용산정)

  • Kwon, Ki-Tae;Park, Soo-Kwon
    • The KIPS Transactions:PartD
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    • v.16D no.5
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    • pp.729-736
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    • 2009
  • The accurate estimation of software development cost is important to a successful development in software engineering. Until recent days, the model using regression analysis based on statistical algorithm and machine learning method have been used. However, this paper estimates the software cost using support vector regression, a sort of machine learning technique. Also, it finds the best set of optimized parameters applying genetic algorithm. The proposed GA-SVR model outperform some recent results reported in the literature.

Multi-objective Genetic Algorithm for Variable Selection in Linear Regression Model and Application (선형회귀모델의 변수선택을 위한 다중목적 유전 알고리즘과 응용)

  • Kim, Dong-Il;Park, Cheong-Sool;Baek, Jun-Geol;Kim, Sung-Shick
    • Journal of the Korea Society for Simulation
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    • v.18 no.4
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    • pp.137-148
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    • 2009
  • The purpose of this study is to implement variable selection algorithm which helps construct a reliable linear regression model. If we use all candidate variables to construct a linear regression model, the significance of the model will be decreased and it will cause 'Curse of Dimensionality'. And if the number of data is less than the number of variables (dimension), we cannot construct the regression model. Due to these problems, we consider the variable selection problem as a combinatorial optimization problem, and apply GA (Genetic Algorithm) to the problem. Typical measures of estimating statistical significance are $R^2$, F-value of regression model, t-value of regression coefficients, and standard error of estimates. We design GA to solve multi-objective functions, because statistical significance of model is not to be estimated by a single measure. We perform experiments using simulation data, designed to consider various kinds of situations. As a result, it shows better performance than LARS (Least Angle Regression) which is an algorithm to solve variable selection problems. We modify algorithm to solve portfolio selection problem which construct portfolio by selecting stocks. We conclude that the algorithm is able to solve real problems.