• Title/Summary/Keyword: least-squares methods

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Iterative Least-Squares Method for Velocity Stack Inversion - Part B: CGG Method (속도중합역산을 위한 반복적 최소자승법 - Part B: CGG 방법)

  • Ji Jun
    • Geophysics and Geophysical Exploration
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    • v.8 no.2
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    • pp.170-176
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    • 2005
  • Recently the velocity stack inversion is having many attentions as an useful way to perform various seismic data processing. In order to be used in various seismic data processing, the inversion method used should have properties such as robustness to noise and parsimony of the velocity stack result. The IRLS (Iteratively Reweighted Least-Squares) method that minimizes ${L_1}-norm$ is the one used mostly. This paper introduce another method, CGG (Conjugate Guided Gradient) method, which can be used to achieve the same goal as the IRLS method does. The CGG method is a modified CG (Conjugate Gradient) method that minimizes ${L_1}-norm$. This paper explains the CGG method and compares the result of it with the one of IRSL methods. Testing on synthetic and real data demonstrates that CGG method can be used as an inversion method f3r minimizing various residual/model norms like IRLS methods.

Evaluation of RTK Methods for Moving Vehicles and Practical Recommendations

  • Kim, Sae-Kyeol;Kim, Euiho
    • Journal of Positioning, Navigation, and Timing
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    • v.10 no.4
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    • pp.253-262
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    • 2021
  • Global Navigation Satellite Systems (GNSS) based precise positioning using Real Time Kinematic (RTK) technique has been proposed as an enabler of the formation operation of moving vehicles. In RTK methods, the integer ambiguity of GNSS carrier phase measurements must be resolved. Although there have been many proposed algorithms for the integer ambiguity resolution, the widelane combination of carrier phase measurements and LAMBDA methods have gained the most popularity in literatures when dual frequency GNSS measurements were used. In this paper, we evaluated five alternative methods to determine relative positions of moving base and rover receivers; the round-off scheme of widelane carrier phase, instant least-squares and Kalman filter-based LAMBDA with widelane carrier phase, instant least-squares and Kalman filter-based LAMBDA with dual frequency measurements. The paper presented the performance of each method using flight test data, which showed their strength and weakness in the aspects of time-to-first-fix, ambiguity resolution success ratio, and relative position errors. Based on that, we provided practical recommendations of RTK operations for moving vehicles.

A Study on Internet Traffic Forecasting by Combined Forecasts (결합예측 방법을 이용한 인터넷 트래픽 수요 예측 연구)

  • Kim, Sahm
    • The Korean Journal of Applied Statistics
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    • v.28 no.6
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    • pp.1235-1243
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    • 2015
  • Increased data volume in the ICT area has increased the importance of forecasting accuracy for internet traffic. Forecasting results may have paper plans for traffic management and control. In this paper, we propose combined forecasts based on several time series models such as Seasonal ARIMA and Taylor's adjusted Holt-Winters and Fractional ARIMA(FARIMA). In combined forecasting methods, we use simple-combined method, MSE based method (Armstrong, 2001), Ordinary Least Squares (OLS) method and Equality Restricted Least Squares (ERLS) method. The results show that the Seasonal ARIMA model outperforms in 3 hours ahead forecasts and that combined forecasts outperform in longer periods.

A Hybrid Fault Diagnosis Method based on SDG and PLS;Tennessee Eastman Challenge Process

  • Lee, Gi-Baek
    • 제어로봇시스템학회:학술대회논문집
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    • 2004.08a
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    • pp.110-115
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    • 2004
  • The hybrid fault diagnosis method based on a combination of the signed digraph (SDG) and the partial least-squares (PLS) has the advantage of improving the diagnosis resolution, accuracy and reliability, compared to those of previous qualitative methods, and of enhancing the ability to diagnose multiple fault. In this study, the method is applied for the multiple fault diagnosis of the Tennessee Eastman challenge process, which is a realistic industrial process for evaluating process contol and monitoring methods. The process is decomposed using the local qualitative relationships of each measured variable. Dynamic PLS (DPLS) model is built to estimate each measured variable, which is then compared with the estimated value in order to diagnose the fault. Through case studies of 15 single faults and 44 double faults, the proposed method demonstrated a good diagnosis capability compared with previous statistical methods.

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A Study for Obtaining Weights in Pairwise Comparison Matrix in AHP

  • Jeong, Hyeong-Chul;Lee, Jong-Chan;Jhun, Myoung-Shic
    • The Korean Journal of Applied Statistics
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    • v.25 no.3
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    • pp.531-541
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    • 2012
  • In this study, we consider various methods to estimate the weights of a pairwise comparison matrix in the Analytic Hierarchy Process widely applied in various decision-making fields. This paper uses a data dependent simulation to evaluate the statistical accuracy, minimum violation and minimum norm of the obtaining weight methods from a reciprocal symmetric matrix. No method dominates others in all criteria. Least squares methods perform best in point of mean squared errors; however, the eigenvectors method has an advantage in the minimum norm.

Meshless equilibrium on line method (MELM) for linear elasticity

  • Sadeghirad, A.;Mohammadi, S.;Kani, I. Mahmoudzadeh
    • Structural Engineering and Mechanics
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    • v.35 no.4
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    • pp.511-533
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    • 2010
  • As a truly meshfree method, meshless equilibrium on line method (MELM), for 2D elasticity problems is presented. In MELM, the problem domain is represented by a set of distributed nodes, and equilibrium is satisfied on lines for any node within this domain. In contrary to conventional meshfree methods, test domains are lines in this method, and all integrals can be easily evaluated over straight lines along x and y directions. Proposed weak formulation has the same concept as the equilibrium on line method which was previously used by the authors for enforcement of the Neumann boundary conditions in the strong-form meshless methods. In this paper, the idea of the equilibrium on line method is developed to use as the weak forms of the governing equations at inner nodes of the problem domain. The moving least squares (MLS) approximation is used to interpolate solution variables in this paper. Numerical studies have shown that this method is simple to implement, while leading to accurate results.

Weighted Least Absolute Deviation Lasso Estimator

  • Jung, Kang-Mo
    • Communications for Statistical Applications and Methods
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    • v.18 no.6
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    • pp.733-739
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    • 2011
  • The linear absolute shrinkage and selection operator(Lasso) method improves the low prediction accuracy and poor interpretation of the ordinary least squares(OLS) estimate through the use of $L_1$ regularization on the regression coefficients. However, the Lasso is not robust to outliers, because the Lasso method minimizes the sum of squared residual errors. Even though the least absolute deviation(LAD) estimator is an alternative to the OLS estimate, it is sensitive to leverage points. We propose a robust Lasso estimator that is not sensitive to outliers, heavy-tailed errors or leverage points.

Robust Singular Value Decomposition BaLsed on Weighted Least Absolute Deviation Regression

  • Jung, Kang-Mo
    • Communications for Statistical Applications and Methods
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    • v.17 no.6
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    • pp.803-810
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    • 2010
  • The singular value decomposition of a rectangular matrix is a basic tool to understand the structure of the data and particularly the relationship between row and column factors. However, conventional singular value decomposition used the least squares method and is not robust to outliers. We propose a simple robust singular value decomposition algorithm based on the weighted least absolute deviation which is not sensitive to leverage points. Its implementation is easy and the computation time is reasonably low. Numerical results give the data structure and the outlying information.

Prediction of unmeasured mode shapes and structural damage detection using least squares support vector machine

  • Kourehli, Seyed Sina
    • Structural Monitoring and Maintenance
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    • v.5 no.3
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    • pp.379-390
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    • 2018
  • In this paper, a novel and effective damage diagnosis algorithm is proposed to detect and estimate damage using two stages least squares support vector machine (LS-SVM) and limited number of attached sensors on structures. In the first stage, LS-SVM1 is used to predict the unmeasured mode shapes data based on limited measured modal data and in the second stage, LS-SVM2 is used to predicting the damage location and severity using the complete modal data from the first-stage LS-SVM1. The presented methods are applied to a three story irregular frame and cantilever plate. To investigate the noise effects and modeling errors, two uncertainty levels have been considered. Moreover, the performance of the proposed methods has been verified through using experimental modal data of a mass-stiffness system. The obtained damage identification results show the suitable performance of the proposed damage identification method for structures in spite of different uncertainty levels.

Diagnostic Study of Problems under Asymptotically Generalized Least Squares Estimation of Physical Health Model

  • Kim, Jung-Hee
    • Journal of Korean Academy of Nursing
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    • v.29 no.5
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    • pp.1030-1041
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    • 1999
  • This study examined those problems noticed under the Asymptotically Generalized Least Squares estimator in evaluating a structural model of physical health. The problems were highly correlated parameter estimates and high standard errors of some parameter estimates. Separate analyses of the endogenous part of the model and of the metric of a latent factor revealed a highly skewed and kurtotic measurement indicator as the focal point of the manifested problems. Since the sample sizes are far below that needed to produce adequate AGLS estimates in the given modeling conditions, the adequacy of the Maximum Likelihood estimator is further examined with the robust statistics and the bootstrap method. These methods demonstrated that the ML methods were unbiased and statistical decisions based upon the ML standard errors remained almost the same. Suggestions are made for future studies adopting structural equation modeling technique in terms of selecting of a reference indicator and adopting those statistics corrected for nonormality.

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