• Title/Summary/Keyword: empirical regression model

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Two-step LS-SVR for censored regression

  • Bae, Jong-Sig;Hwang, Chang-Ha;Shim, Joo-Yong
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.2
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    • pp.393-401
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    • 2012
  • This paper deals with the estimations of the least squares support vector regression when the responses are subject to randomly right censoring. The estimation is performed via two steps - the ordinary least squares support vector regression and the least squares support vector regression with censored data. We use the empirical fact that the estimated regression functions subject to randomly right censoring are close to the true regression functions than the observed failure times subject to randomly right censoring. The hyper-parameters of model which affect the performance of the proposed procedure are selected by a generalized cross validation function. Experimental results are then presented which indicate the performance of the proposed procedure.

Efficient estimation and variable selection for partially linear single-index-coefficient regression models

  • Kim, Young-Ju
    • Communications for Statistical Applications and Methods
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    • v.26 no.1
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    • pp.69-78
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    • 2019
  • A structured model with both single-index and varying coefficients is a powerful tool in modeling high dimensional data. It has been widely used because the single-index can overcome the curse of dimensionality and varying coefficients can allow nonlinear interaction effects in the model. For high dimensional index vectors, variable selection becomes an important question in the model building process. In this paper, we propose an efficient estimation and a variable selection method based on a smoothing spline approach in a partially linear single-index-coefficient regression model. We also propose an efficient algorithm for simultaneously estimating the coefficient functions in a data-adaptive lower-dimensional approximation space and selecting significant variables in the index with the adaptive LASSO penalty. The empirical performance of the proposed method is illustrated with simulated and real data examples.

A Multiple Regression Model for the Estimation of Monthly Runoff from Ungaged Watersheds (미계측 중소유역의 월유출량 산정을 위한 다중회귀모형 연구)

  • 윤용남;원석연
    • Water for future
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    • v.24 no.3
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    • pp.71-82
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    • 1991
  • Methods of predicting water resources availiability of a river basin can be classified as empirical formula, water budget analysis and regression analysis. The purpose of this study is to develop a method to estimate the monthly runoff required for long-term water resources development project. Using the monthly runoff data series at gaging stations alternative multiple regression models were constructed and evaluated. Monthly runoff volume along with the meteorological and physiographic parameters of 48 gaging stations are used, those of 43 stations to construct the model and the remaining 5 stations to verify the model. Regression models are named to be Model-1, Model-2, Model-3 and Model-4 developing on the way of data processing for the multiple regressions. From the verification, Model-2 is found to be the best-fit model. A comparison of the selected regression model with the Kajiyama's formula is made based on the predicted monthly and annual runoff of the 5 watersheds. The result showed that the present model is fairly resonable and convinient to apply in practice.

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Kernel Regression Model based Gas Turbine Rotor Vibration Signal Abnormal State Analysis (커널회귀 모델기반 가스터빈 축진동 신호이상 분석)

  • Kim, Yeonwhan;Kim, Donghwan;Park, SunHwi
    • KEPCO Journal on Electric Power and Energy
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    • v.4 no.2
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    • pp.101-105
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    • 2018
  • In this paper, the kernel regression model is applied for the case study of gas turbine abnormal state analysis. In addition to vibration analysis at the remote site, the kernel regression model technique can is useful for analyzing abnormal state of rotor vibration signals of gas turbine in power plant. In monitoring based on data-driven techniques correlated measurements, the fault free training data of shaft vibration obtained during normal operations of gas turbine are used to develop a empirical model based on auto-associative kernel regression. This data-driven model can be used to predict virtual measurements, which are compared with real-time data, generating residuals. Any faults in the system may cause statistically abnormal changes in these residuals and could be detected. As the result, the kernel regression model provides information that can distinguish anomalies such as sensor failure in a shaft vibration signal.

A study on the turning-motion of T/S SAEBADA in shallow water (실습선 새바다호의 천수역 선회운동에 관한 연구)

  • KIM, Su-Hyung;LEE, Chun-Ki
    • Journal of the Korean Society of Fisheries and Ocean Technology
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    • v.55 no.3
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    • pp.273-283
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    • 2019
  • The authors has predicted the maneuvering characteristics of a fishing vessel in deep water using Kijima's empirical formula in a previous study. Since the Kijima's empirical formula was developed by a regression analysis of merchant vessels which have dimensions ($C_b$, L/B, etc.) that are different from those of fishing vessels, it was possible to make a prediction approximately even with inaccurate estimation. In this study, the authors estimated the turning-motion characteristics of a model ship of fisheries training ship in shallow water based on the results of its previous study. The turning-motion characteristics of the model ship in shallow water was found out through quantitative analysis according to the water depth to ship draft ratio (H/d). In conclusion, the turning-motion characteristics of the model ship had significant changes immediately after an H/d 1.5, and this result will be helpful for sailing in shallow water.

Assessment of seismic damage inspection and empirical vulnerability probability matrices for masonry structure

  • Li, Si-Qi;Chen, Yong-Sheng;Liu, Hong-Bo;Du, Ke;Chi, Bo
    • Earthquakes and Structures
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    • v.22 no.4
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    • pp.387-399
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    • 2022
  • To study the seismic damage of masonry structures and understand the characteristics of the multi-intensity region, according to the Dujiang weir urbanization of China Wenchuan earthquake, the deterioration of 3991 masonry structures was summarized and statistically analysed. First, the seismic damage of multistory masonry structures in this area was investigated. The primary seismic damage of components was as follows: Damage of walls, openings, joints of longitudinal and transverse walls, windows (lower) walls, and tie columns. Many masonry structures with seismic designs were basically intact. Second, according to the main factors of construction, seismic intensity code levels survey, and influence on the seismic capacity, a vulnerability matrix calculation model was proposed to establish a vulnerability prediction matrix, and a comparative analysis was made based on the empirical seismic damage investigation matrix. The vulnerability prediction matrix was established using the proposed vulnerability matrix calculation model. The fitting relationship between the vulnerability prediction matrix and the actual seismic damage investigation matrix was compared and analysed. The relationship curves of the mean damage index for macrointensity and ground motion parameters were drawn through calculation and analysis, respectively. The numerical analysis was performed based on actual ground motion observation records, and fitting models of PGA, PGV, and MSDI were proposed.

An Empirical Analysis on the Service Quality and the User Satisfaction in e-Trade Portal Sites (전자무역 포탈사이트의 서비스품질과 이용자만족도에 관한 실증적 연구)

  • Moon, Hee-Cheol;Song, Woo-Yong;Hwang, Kyung-Yun
    • International Commerce and Information Review
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    • v.6 no.1
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    • pp.77-98
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    • 2004
  • This paper examines the major determinants affecting the user satisfaction on e-Trade portal sites in small and medium-sized exporters. The development of our research model is based on the empirical studies on the service quality of information system, web sites or Internet shopping mall, and on the factors influencing the user satisfaction. With the help of a regression analysis and factor analysis, five hypotheses are derived and tested. The results from regression analysis suggest that the user satisfaction of e-Trade portal sites is affected by information characteristics and ease of use of e-Trade portal sites. In addition, the user satisfaction of e-Trade portal sites is enhanced by support for international trade. Our findings will be useful, especially for those who are planning to build user-oriented e-Trade portal sites.

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Empirical process optimization through response surface experiments and model building

  • PARK, SUNG H.
    • Journal of Korean Society for Quality Management
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    • v.8 no.1
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    • pp.3-7
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    • 1980
  • In many industrial processes, there are more than two responses (i.e., yield, percent impurity, etc.) of interest, and it is desirable to determine the optimal levels of the factors (i.e., temperature, pressure, etc.) that influence the responses. Suppose the response relationships are assumed to be approximated by second-order polynomial regression models. The problems considered in this paper is, first, to propose how to select polynomial terms to fit the multivariate regression surfaces for a given set of data, and, second, to propose how to analyze the data to obtain an optimal operating condition for the factors. The proposed techniques were applied for empirical process optimization in a tire company in Korea. This case is presented as an illustration.

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An Improved Calibration Method for the COCOMO II Post-Architecture Model

  • Yoon, Myoung-Young
    • Journal of Korea Society of Industrial Information Systems
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    • v.5 no.2
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    • pp.47-55
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    • 2000
  • To date many software engineering cost models have been developed to predict cost, schedule, and effort of the software under development. The COCOMO Ⅱ is well- suited for the new software development life cycle such as non-sequential and rapid- development processes. The traditional regression approach based on the least square criterion is the most commonly used technique for empirical calibration in the COCOMO Ⅱ model. It has a few assumptions frequently violated by software engineering data sets. The source data is also generally imprecise in reporting size effort, and cost-driver ratings, particularly across different organizations. And that the outlier for the source data is a peculiarity and indicates a data point. To cope with difficulties, in this paper, we propose a new regression method for calibrating COCOMO Ⅱ post-architecture model based on the minimum relative error(MRE) criterion. The characteristic of the proposed method is insensitive to the extreme values of the data in the empirical calibration. As the experimental results, It is evident that our proposed calibration method MRE was shown to be superior to the traditional regression approach for model calibration, as illustrated by the values obtained for standard deviation(^σ), and prediction at level LPRED(L) measures.

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Has Container Shipping Industry been Fixing Prices in Collusion?: A Korean Market Case

  • Jaewoong Yoon;Yunseok Hur
    • Journal of Korea Trade
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    • v.27 no.1
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    • pp.79-100
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    • 2023
  • Purpose - The purpose of this study is to analyze the market power of the Korea Container Shipping Market (Intra Asia, Korea-Europe, and Korea-U.S.) to verify the existence of collusion empirically, and to answer whether the joint actions of liner market participants in Korea have formed market dominance for each route. Precisely, it will be verified through the Lerner index as to whether the regional market of Asia is a monopoly, oligopoly, or perfect competition. Design/methodology - This study used a Lerner index adjusted with elasticity presented in the New Imperial Organization (NEIO) studies. NEIO refers to a series of empirical studies that estimate parameters to judge market power from industrial data. This study uses B-L empirical models by Bresnahan (1982) and Lau (1982). In addition, NEIO research data statistically contain self-regression and stability problems as price and time series data. A dynamic model following Steen and Salvanes' Error Correction Model was used to solve this problem. Findings - The empirical results are as follows. First, λ, representing market power, is nearly zero in all three markets. Second, the Korean shipping market shows low demand elasticity on average. Nevertheless, the markup is low, a characteristic that is difficult to see in other industries. Third, the Korean shipping market generally remains close to perfect competition from 2014 to 2022, but extreme market power appears in a specific period, such as COVID-19. Fourth, there was no market power in the Intra Asia market from 2008 to 2014. Originality/value - Doubts about perfect competition in the liner market continued, but there were few empirical cases. This paper confirmed that the Korea liner market is a perfect competition market. This paper is the first to implement dynamics using ECM and recursive regression to demonstrate market power in the Korean liner market by dividing the shipping market into Deep Sea and Intra Asia separately. It is also the first to prove the most controversial problems in the current shipping industry numerically and academically.