• Title/Summary/Keyword: Squares

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REGRESSION WITH CENSORED DATA BY LEAST SQUARES SUPPORT VECTOR MACHINE

  • Kim, Dae-Hak;Shim, Joo-Yong;Oh, Kwang-Sik
    • Journal of the Korean Statistical Society
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    • v.33 no.1
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    • pp.25-34
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    • 2004
  • In this paper we propose a prediction method on the regression model with randomly censored observations of the training data set. The least squares support vector machine regression is applied for the regression function prediction by incorporating the weights assessed upon each observation in the optimization problem. Numerical examples are given to show the performance of the proposed prediction method.

Adaptive Identification of a Time-varying Volterra system using the FWLS (filtered weighted least squares) Algorithm (FWLS 적응 알고리듬을 이용한 시변 볼테라 시스템 식별)

  • Ahn, K.Y.;Jeong, I.S.;Nam, S.W.
    • Proceedings of the KIEE Conference
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    • 2004.05a
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    • pp.3-6
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    • 2004
  • In this paper, the problem of identifying a time-varying nonlinear system in an adaptive way was considered, whereby the time-varying second-order Volterra series was employed to model the system and the filtered weighted least squares (FWLS) algorithm was utilized for the fast parameter tracking capability with low computational burden. Finally, the performance of the proposed approach was demonstrated by providing some computer simulation results.

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One-step Least Squares Fitting of Variogram

  • Choi, Hye-Mi
    • Communications for Statistical Applications and Methods
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    • v.12 no.2
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    • pp.539-544
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    • 2005
  • In this paper, we propose the one-step least squares method based on the squared differences to estimate the parameters of the variogram used for spatial data modelling, and discuss its asymptotic efficiency. The proposed method does not require to specify lags of interest and partition lags, so that we can delete the subjectiveness and ambiguity originated from the lag selection in estimating spatial dependence.

Parameter Estimation of Permanent Magnet Synchronous Motors using a Least Squares Method (최소자승법을 이용한 영구자석 동기전동기의 파라미터 추정)

  • Kwon, Ki-Hoon;Lee, Kyo-Beum
    • Proceedings of the KIPE Conference
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    • 2018.11a
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    • pp.175-176
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    • 2018
  • This paper presents a method to estimate the parameter of permanent magnet synchronous motor using a least squares method. The approximate solution of the linear simultaneous equations is obtained by the pseudoinverse least squares method of the input current and output voltage data of the current controller. It is possible to obtain the current response of the same bandwidth to the general control target by using the Pole-zero Cancellation technique. This paper verifies the performance of the proposed method by comparing the results of estimation of parameters of different motors by simulation.

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Another Look at Combined Intrablock and Interblock Estimation in Block Designs

  • Paik, U.B.
    • Journal of the Korean Statistical Society
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    • v.15 no.2
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    • pp.118-126
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    • 1986
  • The relationships between combined estimators and generalized least squares estimators in block designs are reviewed. Here combined estimators mean the best linear combination of intrablock and interblock estimaters. It is well known that only for balanced incomplete block designs the combined estimators of Yates and of the generalized least squares estimators give the same result. In this paper, a general form of the combined estimators for treatment effects is derived and it can be seen that such estimators are equivalent to the generalized least squares estimators.

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A SIMPLE PROOF FOR JI-KIM-OH'S THEOREM

  • Byeong Moon Kim;Ji Young Kim
    • Korean Journal of Mathematics
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    • v.31 no.2
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    • pp.181-188
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    • 2023
  • In 1911, Dubouis determined all positive integers represented by sums of k nonvanishing squares for all k ≥ 4. As a generalization, Y.-S. Ji, M.-H. Kim and B.-K. Oh determined all positive definite binary quadratic forms represented by sums of k nonvanishing squares for all k ≥ 5. In this article, we give a simple proof for Ji-Kim-Oh's theorem for all k ≥ 10.

Robust Velocity Estimation of an Omnidirectional Mobile Robot Using a Polygonal Array of Optical Mice

  • Kim, Sung-Bok;Lee, Sang-Hyup
    • International Journal of Control, Automation, and Systems
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    • v.6 no.5
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    • pp.713-721
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    • 2008
  • This paper presents the robust velocity estimation of an omnidirectional mobile robot using a polygonal array of optical mice that are installed at the bottom of the mobile robot. First, the velocity kinematics from a mobile robot to an array of optical mice is derived as an overdetermined linear system. The least squares velocity estimate of a mobile robot is then obtained, which becomes the same as the simple average for a regular polygonal arrangement of optical mice. Next, several practical issues that need be addressed for the use of the least squares mobile robot velocity estimation using optical mice are investigated, which include measurement noises, partial malfunctions, and imperfect installation. Finally, experimental results with different number of optical mice and under different floor surface conditions are given to demonstrate the validity and performance of the proposed least squares mobile robot velocity estimation method.

The Generation of a Smooth C Extension Surface (부드러운 $C^2$확장 곡면 생성)

  • 김회섭
    • Korean Journal of Computational Design and Engineering
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    • v.9 no.2
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    • pp.143-147
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    • 2004
  • To design parts satisfying physical property in the continuous region, we do it in the discrete rectangular mesh points. Then we obtain points data from parts design and usually construct the surface using least squares method. In such case, that surface has an oscillation in the ineffective region which is inadequate for physical phenomena or NC machining. To solve both problems simultaneously, we extend the surface smoothly to have small curvature in the extended region. Up to now, we use the least squares method for the parts design in Color Picture Tube or Color Display Tube but in this paper, we use functions which is easily controllable. This surface has no error within the effective region compared to the least squares method.

LEAST-SQUARES METHOD FOR THE BUBBLE STABILIZATION BY THE GAUSS-NEWTON METHOD

  • Kim, Seung Soo;Lee, Yong Hun;Oh, Eun Jung
    • Honam Mathematical Journal
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    • v.38 no.1
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    • pp.47-57
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    • 2016
  • In the discrete formulation of the bubble stabilized Legendre Galerkin methods, the system of equations includes the artificial viscosity term as the parameter. We investigate the estimation of this parameter to get the least-squares solution which minimizes the sum of the squares of errors at each node points. Some numerical results are reported.

Estimation of Seasonal Cointegration under Conditional Heteroskedasticity

  • Seong, Byeongchan
    • Communications for Statistical Applications and Methods
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    • v.22 no.6
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    • pp.615-624
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    • 2015
  • We consider the estimation of seasonal cointegration in the presence of conditional heteroskedasticity (CH) using a feasible generalized least squares method. We capture cointegrating relationships and time-varying volatility for long-run and short-run dynamics in the same model. This procedure can be easily implemented using common methods such as ordinary least squares and generalized least squares. The maximum likelihood (ML) estimation method is computationally difficult and may not be feasible for larger models. The simulation results indicate that the proposed method is superior to the ML method when CH exists. In order to illustrate the proposed method, an empirical example is presented to model a seasonally cointegrated times series under CH.