• 제목/요약/키워드: least squares problem

검색결과 347건 처리시간 0.024초

Combining Ridge Regression and Latent Variable Regression

  • Kim, Jong-Duk
    • Journal of the Korean Data and Information Science Society
    • /
    • 제18권1호
    • /
    • pp.51-61
    • /
    • 2007
  • Ridge regression (RR), principal component regression (PCR) and partial least squares regression (PLS) are among popular regression methods for collinear data. While RR adds a small quantity called ridge constant to the diagonal of X'X to stabilize the matrix inversion and regression coefficients, PCR and PLS use latent variables derived from original variables to circumvent the collinearity problem. One problem of PCR and PLS is that they are very sensitive to overfitting. A new regression method is presented by combining RR and PCR and PLS, respectively, in a unified manner. It is intended to provide better predictive ability and improved stability for regression models. A real-world data from NIR spectroscopy is used to investigate the performance of the newly developed regression method.

  • PDF

WorldView-2 pan-sharpening by minimization of spectral distortion with least squares

  • Choi, Myung-Jin
    • 대한원격탐사학회지
    • /
    • 제27권3호
    • /
    • pp.353-357
    • /
    • 2011
  • Although the intensity-hue-saturation (IHS) method for pan-sharpening has a spectral distortion problem, it is a popular method in the remote sensing community and has been used as a standard procedure in many commercial packages due to its fast computing and easy implementation. Recently, IHS-like approaches have tried to overcome the spectral distortion problem inherited from the IHS method itself and yielded a good result. In this paper, a similar IHS-like method with least squares for WorldView-2 pan-sharpening is presented. In particular, unlike the previous methods with three or four-band multispectral images for pan-sharpening, six bands of WorldView-2 multispectral image located within the range of panchromatic spectral radiance responses are considered in order to reduce the spectral distortion during the merging process. As a result, the new approach provides a satisfactory result, both visually and quantitatively. Furthermore, this shows great value in spectral fidelity of WorldView-2 eight-band multispectral imagery.

Blockwise analysis for solving linear systems of equations

  • Smoktunowicz, Alicja
    • Journal of the Korean Society for Industrial and Applied Mathematics
    • /
    • 제3권1호
    • /
    • pp.31-41
    • /
    • 1999
  • We investigate some techniques of iterative refinement of solutions of a nonsingular system Ax = b with A partitioned into blocks using only single precision arithmetic. We prove that iterative refinement improves a blockwise measure of backward stability. Some applications of the results for the least squares problem (LS) will be also considered.

  • PDF

EXPERIMENTAL RESULTS OF W-CYCLE MULTIGRID FOR PLANAR LINEAR ELASTICITY

  • Yoo, Jae-Chil
    • East Asian mathematical journal
    • /
    • 제14권2호
    • /
    • pp.399-410
    • /
    • 1998
  • In [3], Franca and Stenberg developed several Galerkin least squares methods for the solution of the problem of linear elasticity. That work concerned itself only with the error estimates of the method. It did not address the related problem of finding effective methods for the solution of the associated-linear systems. In this work, we present computational experiments of W-cycle multigrid method. Computational experiments show that the convergence is uniform as the parameter, $\nu$, goes to 1/2.

  • PDF

GEOMETRIC FITTING OF CIRCLES

  • Kim, Ik-Sung
    • Journal of applied mathematics & informatics
    • /
    • 제7권3호
    • /
    • pp.983-994
    • /
    • 2000
  • We consider the problem of determining the circle of best fit to a set of data points in the plane. In [1] and [2] several algorithms already have been given for fitting a circle in least squares sense of minimizing the geometric distances to the given data points. In this paper we present another new descent algorithm which computes a parametric represented circle in order to minimize the sum of the squares of the distances to the given points. For any choice of starting values our algorithm has the advantage of ensuring convergence to a local minimum. Numerical examples are given.

Approximate Optimization Using Moving Least Squares Response Surface Methods: Application to FPSO Riser Support Design

  • Song, Chang-Yong;Lee, Jong-Soo;Choung, Joon-Mo
    • 한국해양공학회지
    • /
    • 제24권1호
    • /
    • pp.20-33
    • /
    • 2010
  • The paper deals with strength design of a riser support installed on floating production storage and offloading (FPSO) vessel under various loading conditions - operation, extreme, damaged, one line failure case (OLFC) and installation. The design problem is formulated such that thickness sizing variables are determined by minimizing the weight of a riser support structure subject to stresses constraints. The initial design model is generated based on an actual FPSO riser support specification. The finite element analysis (FEA) is conducted using MSC/NASTRAN, and optimal solutions are obtained via moving least squares method (MLSM) in the context of response surface based approximate optimization. For the meta-modeling of inequality constraint functions of stresses, a constraint-feasible moving least squares method (CF-MLSM) is used in the present study. The method of CF-MLSM, compared to a conventional MLSM, has been shown to ensure the constraint feasibility in a case where the approximate optimization process is employed. The optimization results present improved design performances under various riser operating conditions.

확장된 이동최소제곱 유한차분법을 이용한 이동경계문제의 해석 (Analysis of Moving Boundary Problem Using Extended Moving Least Squares Finite Difference Method)

  • 윤영철;김도완
    • 한국전산구조공학회논문집
    • /
    • 제22권4호
    • /
    • pp.315-322
    • /
    • 2009
  • 본 논문은 확장된 이동최소제곱 유한차분법을 이용하여 1차원 Stefan 문제를 해석할 수 있는 새로운 수치기법이 제시한다. 이동하는 계면경계의 자유로운 수치적인 묘사를 위해 요소망이나 그리드 없이 절점만을 사용하는 이동최소제곱 유한차분법을 도입하고, 계면경계의 특이성을 모형화하기 위해 Taylor 다항식에 쐐기함수를 도입하여 확장했다. 지배방정식의 차분은 안정성을 보장해 주는 음해법(implicit method)을 이용한다. 이동경계를 포함한 반무한 융해문제, 실린더 형상의 고체화 문제의 수치해석을 통해 확장된 이동최소제곱 유한차분법이 높은 정확성과 효율성을 갖는 것을 보였다.

CONDITION NUMBERS WITH THEIR CONDITION NUMBERS FOR THE WEIGHTED MOORE-PENROSE INVERSE AND THE WEIGHTED LEAST SQUARES SOLUTION

  • Kang Wenhua;Xiang Hua
    • Journal of applied mathematics & informatics
    • /
    • 제22권1_2호
    • /
    • pp.95-112
    • /
    • 2006
  • In this paper, the authors investigate the condition number with their condition numbers for weighted Moore-Penrose inverse and weighted least squares solution of min /Ax - b/M, where A is a rank-deficient complex matrix in $C^{m{\times}n} $ and b a vector of length m in $C^m$, x a vector of length n in $C^n$. For the normwise condition number, the sensitivity of the relative condition number itself is studied, the componentwise perturbation is also investigated.

A Recursive Data Least Square Algorithm and Its Channel Equalization Application

  • Lim, Jun-Seok;Kim, Jae-Soo
    • The Journal of the Acoustical Society of Korea
    • /
    • 제25권2E호
    • /
    • pp.43-48
    • /
    • 2006
  • Abstract-Using the recursive generalized eigendecomposition method, we develop a recursive form solution to the data least squares (DLS) problem, in which the error is assumed to lie in the data matrix only. Simulations demonstrate that DLS outperforms ordinary least square for certain types of deconvolution problems.

상관관계가 강한 독립변수들을 포함한 데이터 시스템 분석을 위한 편차 - 복구 알고리듬 (Biased-Recovering Algorithm to Solve a Highly Correlated Data System)

  • 이미영
    • 한국경영과학회지
    • /
    • 제28권3호
    • /
    • pp.61-66
    • /
    • 2003
  • In many multiple regression analyses, the “multi-collinearity” problem arises since some independent variables are highly correlated with each other. Practically, the Ridge regression method is often adopted to deal with the problems resulting from multi-collinearity. We propose a better alternative method using iteration to obtain an exact least squares estimator. We prove the solvability of the proposed algorithm mathematically and then compare our method with the traditional one.