• 제목/요약/키워드: least-squares methods

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Minimum Mean Squared Error Invariant Designs for Polynomial Approximation

  • Joong-Yang Park
    • Communications for Statistical Applications and Methods
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    • 제2권2호
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    • pp.376-386
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    • 1995
  • Designs for polynomial approximation to the unknown response function are considered. Optimality criteria are monotone functions of the mean squared error matrix of the least squares estimator. They correspond to the classical A-, D-, G- and Q-optimalities. Optimal first order designs are chosen from the invariant designs and then compared with optimal second order designs.

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Robust Estimation and Outlier Detection

  • Myung Geun Kim
    • Communications for Statistical Applications and Methods
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    • 제1권1호
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    • pp.33-40
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    • 1994
  • The conditional expectation of a random variable in a multivariate normal random vector is a multiple linear regression on its predecessors. Using this fact, the least median of squares estimation method developed in a multiple linear regression is adapted to a multivariate data to identify influential observations. The resulting method clearly detect outliers and it avoids the masking effect.

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Equivalence of GLS and Difference Estimator in the Linear Regression Model under Seasonally Autocorrelated Disturbances

  • Seuck Heun Song;Jong Hyup Lee
    • Communications for Statistical Applications and Methods
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    • 제1권1호
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    • pp.112-118
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    • 1994
  • The generalized least squares estimator in the linear regression model is equivalent to difference estimator irrespective of the particular form of the regressor matrix when the disturbances are generated by a seasonally autoregressive provess and autocorrelation is closed to unity.

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몬테카를로법을 이용한 비선형 확률계수모형의 추정 (Estimation Using Monte Carlo Methods in Nonlinear Random Coefficient Models)

  • 김성연
    • 한국시뮬레이션학회논문지
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    • 제10권3호
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    • pp.31-46
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    • 2001
  • Repeated measurements on units under different conditions are common in biological and biomedical studies. In a number of growth and pharmacokinetic studies, the relationship between the response and the covariates is assumed to be nonlinear in some unknown parameters and the form remains the same for all units. Nonlinear random coefficient models are used to analyze such repeated measurement data. Extended least squares methods are proposed in the literature for estimating the parameters of the model. However, neither objective function has closed form expression in practice. This paper proposes Monte Carlo methods to estimate the objective functions and the corresponding estimators. A simulation study that compare various methods is included.

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데이터 추출 과정을 적용한 Block-wise Adaptive Predictive PLS (Block-wise Adaptive Predictive PLS using Block-wise Data Extraction)

  • 김성영;정창복;최수형;이범석
    • 제어로봇시스템학회논문지
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    • 제12권7호
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    • pp.706-712
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    • 2006
  • Recursive Partial Least Squares(RPLS) method has been used for processing the on-line available multivariate chemical process data and modeling adaptive prediction model for process changes. However, RPLS method is unstable in PLS model updating because RPLS method updates PLS model by merging past PLS model and new data. In this study, Adaptive Predictive Partial Least Squres(APPLS) method is suggested for more sensitive adaptation to process changes. By expanding APPLS method, block-wise Adaptive Predictive Partial Least Squares(block-wise APPLS) method is suggested for a lager scale data of chemical processes. APPLS method has been applied to predict the reactor properties and the product quality of a direct esterification reactor for polyethylene terephthalate(PTT), and block-wise APPLS method has been applied to predict the cetane number using NIR Diesel Spectra data. APPLS and block-wise APPLS methods show better prediction and updating performance than RPLS method.

3차원 가중최소제곱을 이용한 SFF에서의 초점 측도 개선 (Enhancing Focus Measurements in Shape From Focus Through 3D Weighted Least Square)

  • 무하마드 타릭 마흐무드;우스만 알리;최영규
    • 반도체디스플레이기술학회지
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    • 제18권3호
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    • pp.66-71
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    • 2019
  • In shape from focus (SFF) methods, the quality of image focus volume plays a vital role in the quality of 3D shape reconstruction. Traditionally, a linear 2D filter is applied to each slice of the image focus volume to rectify the noisy focus measurements. However, this approach is problematic because it also modifies the accurate focus measurements that should ideally remain intact. Therefore, in this paper, we propose to enhance the focus volume adaptively by applying 3-dimensional weighted least squares (3D-WLS) based regularization. We estimate regularization weights from the guidance volume extracted from the image sequences. To solve 3D-WLS optimization problem efficiently, we apply a technique to solve a series of 1D linear sub-problems. Experiments conducted on synthetic and real image sequences demonstrate that the proposed method effectively enhances the image focus volume, ultimately improving the quality of reconstructed shape.

캘콘기를 가지는 메타크릴레이트 고분자: 모노머 반응성비와 열적 광학적 성질 (Methacrylate Polymers Having Pendant Chalcone Moieties: Monomer Reactivity Ratios, Thermal and Optical Properties)

  • Barim, Gamze;Altun, Ozgul;Yayla, Mustafa Gokhun
    • 폴리머
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    • 제39권1호
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    • pp.13-22
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    • 2015
  • A new methacrylate copolymer that includes chalcone as a side group, poly(4-methacryloyloxyphenyl-4'-methoxystyryl ketone-co-styrene) was synthesized by free radical copolymerization. FTIR and $^1H$ NMR spectroscopic techniques were used to characterize the homopolymers and copolymers. The copolymerizations were carried out to high conversions. Copolymer compositions were established by $^1H$ NMR spectra analysis. The monomer reactivity ratios for copolymer system were determined by the linearized Kelen $T{\ddot{u}}d{\ddot{o}}s$, and Extended Kelen $T{\ddot{u}}d{\ddot{o}}s$ methods and a non-linear least squares method. The molecular weights and polydispersity index of copolymers were measured by using the gel permeation chromatography (GPC). The effect of copolymer compositions on their thermal behavior were studied by differential scanning calorimetry and thermogravimetric analysis methods. The optical properties of the resulting copolymer were also investigated.

A Study on Factor Analytical Methods and Procedures for PLS-SEM (Partial Least Squares Structural Equation Modeling)

  • YIM, Myung-Seong
    • 산경연구논집
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    • 제10권5호
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    • pp.7-20
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    • 2019
  • Purpose - This study provides appropriate procedures for EFA to help researchers conduct empirical studies by using PLS-SEM. Research design, data, and methodology - This study addresses the absolute and relative sample size criteria, sampling adequacy, factor extraction models, factor rotation methods, the criterion for the number of factors to retain, interpretation of results, and reporting information. Results - The factor analysis procedure for PLS-SEM consists of the following five stages. First, it is important to look at whether both the Bartlett test of sphericity and the KMO MSA meet the qualitative criteria. Second, PAF is a better choice of methodology. Third, an oblique technique is a suitable method for PLS-SEM. Fourth, a combined approach is strongly recommended to factor retention. PA should be used at the onset. Next, it is recommended using the K1 criterion. In addition, it is necessary to extract factors that increase the total variance explanatory power through the PVA-FS. Finally, it is appropriate to select an item with a factor loading into 0.5 or higher and a communality of 0.5. Conclusions - It is expected that the accurate factor analysis processed for PLS-SEM as previously presented will help us extract more precise factors of the structural model.

통계적 오차보상 기법을 이용한 센서 네트워크에서의 RDOA 측정치 기반의 표적측위 (Stochastic Error Compensation Method for RDOA Based Target Localization in Sensor Network)

  • 최가형;나원상;박진배;윤태성
    • 전기학회논문지
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    • 제59권10호
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    • pp.1874-1881
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    • 2010
  • A recursive linear stochastic error compensation algorithm is newly proposed for target localization in sensor network which provides range difference of arrival(RDOA) measurements. Target localization with RDOA is a well-known nonlinear estimation problem. Since it can not solve with a closed-form solution, the numerical methods sensitive to initial guess are often used before. As an alternative solution, a pseudo-linear estimation scheme has been used but the auto-correlation of measurement noise still causes unacceptable estimation errors under low SNR conditions. To overcome these problems, a stochastic error compensation method is applied for the target localization problem under the assumption that a priori stochastic information of RDOA measurement noise is available. Apart from the existing methods, the proposed linear target localization scheme can recursively compute the target position estimate which converges to true position in probability. In addition, it is remarked that the suggested algorithm has a structural reconciliation with the existing one such as linear correction least squares(LCLS) estimator. Through the computer simulations, it is demonstrated that the proposed method shows better performance than the LCLS method and guarantees fast and reliable convergence characteristic compared to the nonlinear method.

Fuzzy Regression Model Using Trapezoidal Fuzzy Numbers for Re-auction Data

  • Kim, Il Kyu;Lee, Woo-Joo;Yoon, Jin Hee;Choi, Seung Hoe
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • 제16권1호
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    • pp.72-80
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    • 2016
  • Re-auction happens when a bid winner defaults on the payment without making second in-line purchase declaration even after determining sales permission. This is a process of selling under the court's authority. Re-auctioning contract price of real estate is largely influenced by the real estate business, real estate value, and the number of bidders. This paper is designed to establish a statistical model that deals with the number of bidders participating especially in apartment re-auctioning. For these, diverse factors are taken into consideration, including ratio of minimum sales value from the point of selling to re-auctioning, number of bidders at the time of selling, investment value of the real estate, and so forth. As an attempt to consider ambiguous and vague factors, this paper presents a comparatively vague concept of real estate and bidders as trapezoid fuzzy number. Two different methods based on the least squares estimation are applied to fuzzy regression model in this paper. The first method is the estimating method applying substitution after obtaining the estimators of regression coefficients, and the other method is to estimate directly from the estimating procedure without substitution. These methods are provided in application for re-auction data, and appropriate performance measure is also provided to compare the accuracies.