• Title/Summary/Keyword: Residuals

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The Least-Squares Meshfree Method for the Analysis of Rigid-Plastic Deformation (강소성 변형 해석을 위한 최소 제곱 무요소법)

  • 윤성기;권기찬
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.28 no.12
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    • pp.2019-2031
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    • 2004
  • The least-squares formulation for rigid-plasticity based on J$_2$-flow rule and infinitesimal theory and its meshfree implementation using moving least-squares approximation are proposed. In the least-squares formulation the squared residuals of the constitutive and equilibrium equations are minimized. Those residuals are represented in a form of first-order differential system using the velocity and stress components as independent variables. For the enforcement of the boundary and frictional contact conditions, penalty scheme is employed. Also the reshaping of nodal supports is introduced to avoid the difficulties due to the severe local deformation near the contact interface. The proposed least-squares meshfree method does not require any structure of extrinsic cells during the whole process of analysis. Through some numerical examples of metal forming processes, the validity and effectiveness of the method are investigated.

Remarks on correlated error tests

  • Kim, Tae Yoon;Ha, Jeongcheol
    • Journal of the Korean Data and Information Science Society
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    • v.27 no.2
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    • pp.559-564
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    • 2016
  • The Durbin-Watson (DW) test in regression model and the Ljung-Box (LB) test in ARMA (autoregressive moving average) model are typical examples of correlated error tests. The DW test is used for detecting autocorrelation of errors using the residuals from a regression analysis. The LB test is used for specifying the correct ARMA model using the first some sample autocorrelations based on the residuals of a tted ARMA model. In this article, simulations with four data generating processes have been carried out to evaluate their performances as correlated error tests. Our simulations show that the DW test is severely dependent on the assumed AR(1) model but isn't sensitive enough to reject the misspecified model and that the LB test reports lackluster performance in general.

A study on robust regression estimators in heteroscedastic error models

  • Son, Nayeong;Kim, Mijeong
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.5
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    • pp.1191-1204
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    • 2017
  • Weighted least squares (WLS) estimation is often easily used for the data with heteroscedastic errors because it is intuitive and computationally inexpensive. However, WLS estimator is less robust to a few outliers and sometimes it may be inefficient. In order to overcome robustness problems, Box-Cox transformation, Huber's M estimation, bisquare estimation, and Yohai's MM estimation have been proposed. Also, more efficient estimations than WLS have been suggested such as Bayesian methods (Cepeda and Achcar, 2009) and semiparametric methods (Kim and Ma, 2012) in heteroscedastic error models. Recently, Çelik (2015) proposed the weight methods applicable to the heteroscedasticity patterns including butterfly-distributed residuals and megaphone-shaped residuals. In this paper, we review heteroscedastic regression estimators related to robust or efficient estimation and describe their properties. Also, we analyze cost data of U.S. Electricity Producers in 1955 using the methods discussed in the paper.

A Robust Method of Fault Diagnosis for Steer-by-Wire System's Sensor (Steer-by-Wire 시스템의 감지기에 대한 강인한 이상진단기법)

  • Moon S.W.;Ji Y.K.;Huh K.S.;Cho D.I.;Park J.H.
    • Proceedings of the Korean Society of Precision Engineering Conference
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    • 2005.06a
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    • pp.1463-1467
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    • 2005
  • This paper proposes an analytical redundancy technique for fault diagnostics of the sensor in steer-by-wire system. We use incorporating vehicle dynamics modeling into the design of a diagnostic system for steer-by-wire system. The use of a model of vehicle dynamics improves the speed and accuracy of the diagnoses. The proposed fault diagnostics algorithm is based on parity-space methods to generate residuals. To reduce the effects of modeling uncertainty and dynamic transients, the residuals are subject to filtering. We construct diagnostic system consisting residual threshold for detection and isolator with using the directional residual vector.

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A Comparative Study on Single Time Schemes Based on the FEM for the Analysis of Structural Transient Problems (구조물의 시간에 따른 거동 해석을 위한 유한요소법에 기초한 단일 스텝 시간 범주들의 비교연구)

  • Kim, Woo-Ram;Choi, Youn-Dae
    • Journal of the Korea Institute of Military Science and Technology
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    • v.14 no.5
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    • pp.957-964
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    • 2011
  • New time schemes based on the FEM were developed and their performances were tested with 2D wave equation. The least-squares and weighted residual methods are used to construct new time schemes based on traditional residual minimization method. To overcome some drawbacks that time schemes based on the least-squares and weighted residual methods have, ad-hoc method is considered to minimize residuals multiplied by others residuals as a new approach. And variational method is used to get necessary conditions of ad-hoc minimization. A-stability was chosen to check the stability of newly developed time schemes. Specific values of new time schemes are presented along with their numerical solutions which were compared with analytic solution.

Comparison of Haseman-Elston Linkage Tests with Age-of-Onset or Affection Trait

  • Jung, Kyoung-Hee;Song, Hae-Hiang
    • Communications for Statistical Applications and Methods
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    • v.13 no.3
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    • pp.635-649
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    • 2006
  • In this paper, we perform a simulation study of genetic model-free age-of-onset methods in linkage tests which has been proposed by Zhu et al. (1997). They performe. Haseman-Elston regression on a set of bipolar pedigree data using each of three dependent variables: a binary trait indicating disease concordance or discordance, a binary trait adjusted for age-of-onset, and the residuals from a survival analysis. We compare the powers of the proposed test statistics for various situations. Simulations that we have carried out show that the gains in power are observed when the residuals from a survival analysis are used in linkage tests.

A Study on Support Vectors of Least Squares Support Vector Machine

  • Seok, Kyungha;Cho, Daehyun
    • Communications for Statistical Applications and Methods
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    • v.10 no.3
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    • pp.873-878
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    • 2003
  • LS-SVM(Least-Squares Support Vector Machine) has been used as a promising method for regression as well as classification. Suykens et al.(2000) used only the magnitude of residuals to obtain SVs(Support Vectors). Suykens' method behaves well for homogeneous model. But in a heteroscedastic model, the method shows a poor behavior. The present paper proposes a new method to get SVs. The proposed method uses the variance of noise as well as the magnitude of residuals to obtain support vectors. Through the simulation study we justified excellence of our proposed method.

Outward Testing Procedure for the Identification of Multiple Outliers (다수 이상치 인식(認識)을 위한 외향성 검정 절차)

  • Yum, Joon-Keun;Kim, Jong-Woo
    • Journal of Korean Society for Quality Management
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    • v.24 no.3
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    • pp.50-64
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    • 1996
  • This article is concerned with procedures for detecting multiple y outliers in linear regression. The outward-testing procedure, which is controled by the initial subset and the minimum residuals, is suggested by two phases. The performance of this procedure is compared with others by Monte Carlo techniques and found to be superior. The procedure, however, fails in detecting y outliers that are on high-leverage cases in Phase 1. Thus, we proposed ELMS algorithm for a set of suspect observations, in Phase 1. In Phase 2, the proposed testing is conducted using the studentized residuals to see which of the suspect cases are outliers. Several examples are analyzed.

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Test for Distribution Change of Dependent Errors (종속 오차에 대한 분포 변화 검정법)

  • Na, Seong-Ryong
    • Communications for Statistical Applications and Methods
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    • v.16 no.4
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    • pp.587-594
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    • 2009
  • In this paper the change point problem of the error terms in linear regression models is considered. Since fixed or stochastic independent variables and weakly dependent errors are assumed, usual multiple regression models and time series models including ARMA are covered. We use the estimates of probability density function based on residuals in order to test the distribution change of the unobserved errors. Under some mild conditions, the test using the residuals is proved to have the same limiting distribution as the test based on true errors.

Bayesian Modeling of Mortality Rates for Colon Cancer

  • Kim Hyun-Joong
    • Communications for Statistical Applications and Methods
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    • v.13 no.1
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    • pp.177-190
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    • 2006
  • The aim of this study is to propose a Bayesian model for fitting mortality rate of colon cancer. For the analysis of mortality rate of a disease, factors such as age classes of population and spatial characteristics of the location are very important. The model proposed in this study allows the age class to be a random effect in addition to its conventional role as the covariate of a linear regression, while the spatial factor being a random effect. The model is fitted using Metropolis-Hastings algorithm. Posterior expected predictive deviances, standardized residuals, and residual plots are used for comparison of models. It is found that the proposed model has smaller residuals and better predictive accuracy. Lastly, we described patterns in disease maps for colon cancer.