• Title/Summary/Keyword: WLSE

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Design-Based Properties of Least Square Estimators of Panel Regression Coefficients Based on Complex Panel Data (복합패널 데이터에 기초한 최소제곱 패널회귀추정량의 설계기반 성질)

  • Kim, Kyu-Seong
    • Communications for Statistical Applications and Methods
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    • v.17 no.4
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    • pp.515-525
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    • 2010
  • We investigated design-based properties of the ordinary least square estimator(OLSE) and the weighted least square estimator(WLSE) in a panel regression model. Given a complex data we derive the magnitude of the design-based bias of two estimators and show that the bias of WLSE is smaller than that of OLSE. We also conducted a simulation study using Korean welfare panel data in order to compare design-based properties of two estimators numerically. In the study we found the followings. First, the relative bias of OLSE is nearly two times larger than that of WLSE and the bias ratio of OLSE is greater than that of WLSE. Also the relative bias of OLSE remains steady but that of WLSE becomes smaller as the sample size increases. Next, both the variance and mean square error(MSE) of two estimators decrease when the sample size increases. Also there is a tendency that the proportion of squared bias in MSE of OLSE increases as the sample size increase, but that of WLSE decreases. Finally, the variance of OLSE is smaller than that of WLSE in almost all cases and the MSE of OLSE is smaller in many cases. However, the number of cases of larger MSE of OLSE increases when the sample size increases.

Structural Design of FCM-based Fuzzy Inference System : A Comparative Study of WLSE and LSE (FCM기반 퍼지추론 시스템의 구조 설계: WLSE 및 LSE의 비교 연구)

  • Park, Wook-Dong;Oh, Sung-Kwun;Kim, Hyun-Ki
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.59 no.5
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    • pp.981-989
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    • 2010
  • In this study, we introduce a new architecture of fuzzy inference system. In the fuzzy inference system, we use Fuzzy C-Means clustering algorithm to form the premise part of the rules. The membership functions standing in the premise part of fuzzy rules do not assume any explicit functional forms, but for any input the resulting activation levels of such radial basis functions directly depend upon the distance between data points by means of the Fuzzy C-Means clustering. As the consequent part of fuzzy rules of the fuzzy inference system (being the local model representing input output relation in the corresponding sub-space), four types of polynomial are considered, namely constant, linear, quadratic and modified quadratic. This offers a significant level of design flexibility as each rule could come with a different type of the local model in its consequence. Either the Least Square Estimator (LSE) or the weighted Least Square Estimator (WLSE)-based learning is exploited to estimate the coefficients of the consequent polynomial of fuzzy rules. In fuzzy modeling, complexity and interpretability (or simplicity) as well as accuracy of the obtained model are essential design criteria. The performance of the fuzzy inference system is directly affected by some parameters such as e.g., the fuzzification coefficient used in the FCM, the number of rules(clusters) and the order of polynomial in the consequent part of the rules. Accordingly we can obtain preferred model structure through an adjustment of such parameters of the fuzzy inference system. Moreover the comparative experimental study between WLSE and LSE is analyzed according to the change of the number of clusters(rules) as well as polynomial type. The superiority of the proposed model is illustrated and also demonstrated with the use of Automobile Miles per Gallon(MPG), Boston housing called Machine Learning dataset, and Mackey-glass time series dataset.

Estimation on a two-parameter Rayleigh distribution under the progressive Type-II censoring scheme: comparative study

  • Seo, Jung-In;Seo, Byeong-Gyu;Kang, Suk-Bok
    • Communications for Statistical Applications and Methods
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    • v.26 no.2
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    • pp.91-102
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    • 2019
  • In this paper, we propose a new estimation method based on a weighted linear regression framework to obtain some estimators for unknown parameters in a two-parameter Rayleigh distribution under a progressive Type-II censoring scheme. We also provide unbiased estimators of the location parameter and scale parameter which have a nuisance parameter, and an estimator based on a pivotal quantity which does not depend on the other parameter. The proposed weighted least square estimator (WLSE) of the location parameter is not dependent on the scale parameter. In addition, the WLSE of the scale parameter is not dependent on the location parameter. The results are compared with the maximum likelihood method and pivot-based estimation method. The assessments and comparisons are done using Monte Carlo simulations and real data analysis. The simulation results show that the estimators ${\hat{\mu}}_u({\hat{\theta}}_p)$ and ${\hat{\theta}}_p({\hat{\mu}}_u)$ are superior to the other estimators in terms of the mean squared error (MSE) and bias.

Identification of Fuzzy-Radial Basis Function Neural Network Based on Mountain Clustering (Mountain Clustering 기반 퍼지 RBF 뉴럴네트워크의 동정)

  • Choi, Jeoung-Nae;Oh, Sung-Kwun;Kim, Hyun-Ki
    • The Journal of Korea Institute of Information, Electronics, and Communication Technology
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    • v.1 no.3
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    • pp.69-76
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    • 2008
  • This paper concerns Fuzzy Radial Basis Function Neural Network (FRBFNN) and automatic rule generation of extraction of the FRBFNN by means of mountain clustering. In the proposed network, the membership functions of the premise part of fuzzy rules do not assume any explicit functional forms such as Gaussian, ellipsoidal, triangular, etc., so its resulting fitness values (degree of membership) directly rely on the computation of the relevant distance between data points. Also, we consider high-order polynomial as the consequent part of fuzzy rules which represent input-output characteristic of sup-space. The number of clusters and the centers of clusters are automatically generated by using mountain clustering method based on the density of data. The centers of cluster which are obtained by using mountain clustering are used to determine a degree of membership and weighted least square estimator (WLSE) is adopted to estimate the coefficients of the consequent polynomial of fuzzy rules. The effectiveness of the proposed model have been investigated and analyzed in detail for the representative nonlinear function.

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Optimization of FCM-based Radial Basis Function Neural Network using PSO (PSO를 이용한 FCM 기반 RBF 뉴럴네트워크의 최적화)

  • Choi, Jeoung-Nae;Oh, Sung-Kwun;Kim, Hyun-Ki
    • Proceedings of the KIEE Conference
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    • 2008.07a
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    • pp.1857-1858
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    • 2008
  • 본 논문에서는 FCM 기반 RBF 뉴럴네트워크(FCM-RBFNN) 구조를 제안하고 PSO를 이용한 FCM-RBFNN의 구조 및 파라미터의 최적화 방법을 제시한다. 클러스터링 알고리즘은 퍼지 뉴럴 네트워크에서 멤버쉽함수의 중심점과 반경 등을 결정하는 학습에 일반적으로 사용된다. 제안된 FCM-RBFNN서는 방사기저함수로써 가우시안, 삼각형 타입 등의 정해진 형태를 사용하지 않고 데이터들 사이의 거리에 관계된 계산을 수행하는 FCM에 의해 결정된다. 기존의 RBFNN에서 후반부는 상수형태로써 방사기저함수의 선형결합으로써 표현되는 반면에 제안된 FCM-RBFNN의 후반부는 상수형, 선형, 2차식 등의 다양한 형태의 다항식으로 표현될 수 있으며 다항식의 계수는 WLSE를 이용하여 추정한다. FCM 기반 RBF 뉴럴 네트워크의 성능은 퍼지규칙의 수, 후반부 다항식의 차수 FCM의 퍼지화 계수에 의하여 결정기 때문에 FCM-RBFNN의 구조와 파라미터의 최적화가 요구된다. 본 논문에서는 PSO를 이용하여 FCM-RBFNN의 구조에 관련된 퍼지 규칙의 수, 후반부 다항식의 차수와 파라미터에 관련된 퍼지화 계수를 최적화한다. 또한 후반부 다항식의 계수는 WLSE를 사용하여 추정한다.

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Design of Event and Echo Classifier Realized with the Aid of Interval Type-2 FCM based RBFNN : Comparative Studies of LSE and WLSE (Interval Type-2 FCM based RBFNN의 도움으로 실현된 사례 및 에코 분류기 설계 : LSE와 WLSE의 비교연구)

  • Song, Chan-Seok;Oh, Sung-Kwun;Kim, Hyun-Ki
    • Proceedings of the KIEE Conference
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    • 2015.07a
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    • pp.1347-1348
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    • 2015
  • 본 논문에서는 기상레이더 데이터에서 섞여있는 강수에코 및 비강수에코를 분류하기 위하여 Interval Type-2 FCM based RBFNN의 도움으로 사례 및 에코 분류기의 설계를 제안한다. 학습과 테스트 데이터는 현재 기상청에서 사용하는 UF radar data를 사용하였으며, 사례 분류기와 에코패턴 분류기의 데이터를 각각 생성한다. 전처리 과정인 사례 분류를 통하여 강수사례 혹은 비강수사례를 분류하여 강수사례일 경우 에코패턴분류를 진행하며, 비강수사례일 경우 데이터에 관측된 모든 반사도 값을 제거한다. 사례 및 에코 분류기는 Interval Type-2 FCM based RBFNN을 통하여 패턴분류를 진행하며, 패턴분류 성능을 확인한다. 또한 후반부 파라미터의 동정 시, 각 규칙에 파라미터를 전역적으로 구하는 LSE와 각 규칙에 대한 파라미터를 독립적으로 구하는 WSLE의 비교연구를 수행한다. 분류기의 성능을 확인하기 위하여 사례 분류 후 에코패턴분류의 결과는 현재 기상청에서 사용하고는 품질검사(QC) 데이터와 비교하여 평가하였다.

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Tracking Detection using Fuzzy Radial Basis Neural Networks (퍼지 RBF 뉴럴 네트워크를 이용한 트랙킹 검출)

  • Choi, Jeoung-Nae;Kim, Young-Ill;Kweon, Young-Bok;Kim, Hong-Gil;Oh, Sung-Kwun
    • Proceedings of the KIEE Conference
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    • 2009.07a
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    • pp.1903_1904
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    • 2009
  • 본 논문은 퍼지 RBF 뉴럴네트워크를 이용한 트랙킹 검출 방법을 제시한다. IEC 60112에서 규정한 실험 장치와 방법에 따라 실험을 수행하였다. NI 장비를 사용하여 전류 파형을 측정하고, 측정된 전류 파형으로부터 FFT, 웨이블렛등의 신호처리 기법을 사용하여 12개의 특징점을 추출한다. 추출된 특징점들을 퍼지 RBF 뉴럴네트워크의 입력으로 사용하여 트랙킹 발생 유무를 검출한다. 퍼지 RBF 뉴럴네트워크는 WLSE를 사용하여 학습하고, HFC-PGA를 이용하여 특징점들의 선택, 퍼지 규칙의 수, 후반부 다항식 차수, 퍼지화 계수등을 최적화 하였다.

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Optimization of FCM-based Radial Basis Function Neural Network Using Particle Swarm Optimization (PSO를 이용한 FCM 기반 RBF 뉴럴 네트워크의 최적화)

  • Choi, Jeoung-Nae;Kim, Hyun-Ki;Oh, Sung-Kwun
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.57 no.11
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    • pp.2108-2116
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    • 2008
  • The paper concerns Fuzzy C-Means clustering based Radial Basis Function neural networks (FCM-RBFNN) and the optimization of the network is carried out by means of Particle Swarm Optimization(PSO). FCM-RBFNN is the extended architecture of Radial Basis Function Neural Network(RBFNN). In the proposed network, the membership functions of the premise part of fuzzy rules do not assume any explicit functional forms such as Gaussian, ellipsoidal, triangular, etc., so its resulting fitness values directly rely on the computation of the relevant distance between data points by means of FCM. Also, as the consequent part of fuzzy rules extracted by the FCM - RBFNN model, the order of four types of polynomials can be considered such as constant, linear, quadratic and modified quadratic. Weighted Least Square Estimator(WLSE) are used to estimates the coefficients of polynomial. Since the performance of FCM-RBFNN is affected by some parameters of FCM-RBFNN such as a specific subset of input variables, fuzzification coefficient of FCM, the number of rules and the order of polynomials of consequent part of fuzzy rule, we need the structural as well as parametric optimization of the network. In this study, the PSO is exploited to carry out the structural as well as parametric optimization of FCM-RBFNN. Moreover The proposed model is demonstrated with the use of numerical example and gas furnace data set.

Comparative Analysis of Learning Methods of Fuzzy Clustering-based Neural Network Pattern Classifier (퍼지 클러스터링기반 신경회로망 패턴 분류기의 학습 방법 비교 분석)

  • Kim, Eun-Hu;Oh, Sung-Kwun;Kim, Hyun-Ki
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.65 no.9
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    • pp.1541-1550
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    • 2016
  • In this paper, we introduce a novel learning methodology of fuzzy clustering-based neural network pattern classifier. Fuzzy clustering-based neural network pattern classifier depicts the patterns of given classes using fuzzy rules and categorizes the patterns on unseen data through fuzzy rules. Least squares estimator(LSE) or weighted least squares estimator(WLSE) is typically used in order to estimate the coefficients of polynomial function, but this study proposes a novel coefficient estimate method which includes advantages of the existing methods. The premise part of fuzzy rule depicts input space as "If" clause of fuzzy rule through fuzzy c-means(FCM) clustering, while the consequent part of fuzzy rule denotes output space through polynomial function such as linear, quadratic and their coefficients are estimated by the proposed local least squares estimator(LLSE)-based learning. In order to evaluate the performance of the proposed pattern classifier, the variety of machine learning data sets are exploited in experiments and through the comparative analysis of performance, it provides that the proposed LLSE-based learning method is preferable when compared with the other learning methods conventionally used in previous literature.

K-Means-Based Polynomial-Radial Basis Function Neural Network Using Space Search Algorithm: Design and Comparative Studies (공간 탐색 최적화 알고리즘을 이용한 K-Means 클러스터링 기반 다항식 방사형 기저 함수 신경회로망: 설계 및 비교 해석)

  • Kim, Wook-Dong;Oh, Sung-Kwun
    • Journal of Institute of Control, Robotics and Systems
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    • v.17 no.8
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    • pp.731-738
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    • 2011
  • In this paper, we introduce an advanced architecture of K-Means clustering-based polynomial Radial Basis Function Neural Networks (p-RBFNNs) designed with the aid of SSOA (Space Search Optimization Algorithm) and develop a comprehensive design methodology supporting their construction. In order to design the optimized p-RBFNNs, a center value of each receptive field is determined by running the K-Means clustering algorithm and then the center value and the width of the corresponding receptive field are optimized through SSOA. The connections (weights) of the proposed p-RBFNNs are of functional character and are realized by considering three types of polynomials. In addition, a WLSE (Weighted Least Square Estimation) is used to estimate the coefficients of polynomials (serving as functional connections of the network) of each node from output node. Therefore, a local learning capability and an interpretability of the proposed model are improved. The proposed model is illustrated with the use of nonlinear function, NOx called Machine Learning dataset. A comparative analysis reveals that the proposed model exhibits higher accuracy and superb predictive capability in comparison to some previous models available in the literature.