• 제목/요약/키워드: least-squares methods

검색결과 628건 처리시간 0.023초

선형 구조계의 동특성 추정법 (Identification of Linear Structural Systems)

  • 윤정방
    • 한국전산구조공학회:학술대회논문집
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    • 한국전산구조공학회 1989년도 가을 학술발표회 논문집
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    • pp.46-50
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    • 1989
  • Methods for the estimation of the coefficient matrices in the equation of motion for a linear multi-degree-of-freedom structure arc studied. For this purpose, the equation of motion is transformed into an auto-regressive and moving average with auxiliary input (ARMAX) model. The ARMAX parameters are evaluated using several methods of parameter estimation; such as toe least squares, the instrumental variable, the maximum likelihood and the limited Information maximum likelihood methods. Then the parameters of the equation of motion are recovered therefrom. Numerical example is given for a 3-story building model subjected to an earthquake exitation.

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Bayesian Analysis for a Functional Regression Model with Truncated Errors in Variables

  • Kim, Hea-Jung
    • Journal of the Korean Statistical Society
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    • 제31권1호
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    • pp.77-91
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    • 2002
  • This paper considers a functional regression model with truncated errors in explanatory variables. We show that the ordinary least squares (OLS) estimators produce bias in regression parameter estimates under misspecified models with ignored errors in the explanatory variable measurements, and then propose methods for analyzing the functional model. Fully parametric frequentist approaches for analyzing the model are intractable and thus Bayesian methods are pursued using a Markov chain Monte Carlo (MCMC) sampling based approach. Necessary theories involved in modeling and computation are provided. Finally, a simulation study is given to illustrate and examine the proposed methods.

An effective online delay estimation method based on a simplified physical system model for real-time hybrid simulation

  • Wang, Zhen;Wu, Bin;Bursi, Oreste S.;Xu, Guoshan;Ding, Yong
    • Smart Structures and Systems
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    • 제14권6호
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    • pp.1247-1267
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    • 2014
  • Real-Time Hybrid Simulation (RTHS) is a novel approach conceived to evaluate dynamic responses of structures with parts of a structure physically tested and the remainder parts numerically modelled. In RTHS, delay estimation is often a precondition of compensation; nonetheless, system delay may vary during testing. Consequently, it is sometimes necessary to measure delay online. Along these lines, this paper proposes an online delay estimation method using least-squares algorithm based on a simplified physical system model, i.e., a pure delay multiplied by a gain reflecting amplitude errors of physical system control. Advantages and disadvantages of different delay estimation methods based on this simplified model are firstly discussed. Subsequently, it introduces the least-squares algorithm in order to render the estimator based on Taylor series more practical yet effective. As a result, relevant parameter choice results to be quite easy. Finally in order to verify performance of the proposed method, numerical simulations and RTHS with a buckling-restrained brace specimen are carried out. Relevant results show that the proposed technique is endowed with good convergence speed and accuracy, even when measurement noises and amplitude errors of actuator control are present.

이동 최소제곱 근사법을 이용한 파면오차 계산 알고리즘 (Wave-Front Error Reconstruction Algorithm Using Moving Least-Squares Approximation)

  • 연정흠;강금실;윤형식
    • 한국광학회지
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    • 제17권4호
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    • pp.359-365
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    • 2006
  • 광학계의 파면오차는 광학계의 성능을 나타내는 주요 지표이며, 광학면의 변형에 의해 발생한다. 광기계의 개발에 있어서 주요 하중조건에서 발생하는 파면오차 양은 중요 규격으로 설정되고 관리되어 진다. 광학면의 변형은 유한요소해석 등의 발달과 더불어 정확한 수준까지 계산할 수 있게 되었다. 유한요소해석 결과로부터 파면오차를 계산하기 위해서는 광학면에서의 변형량을 근사하고 분석해야 한다. 이를 위해 추가적인 격자나 요소망으로 결과를 변화하여 근사하는 방법이 사용되고 있으나, 격자 구성의 번거로움과 변환으로 인한 오차 발생 소지를 가지고 있다. 본 연구에서는 추가적인 격자의 구성없이 절점 정보만으로 효과적인 근사를 할 수 있는 이동 최소제곱 근사법을 사용하여 변형량을 근사하고 파면오차를 계산하는 방법을 제안하였다. 제안된 방법의 효용성을 보이기 위하여 해양탑재체 스캔 미러의 자중에 의한 파면오차를 계산하였고, 기존의 방법과 비교 분석하였다.

부분 최소제곱법을 이용한 얼굴 인식에 관한 연구 (A Study on Face Recognition based on Partial Least Squares)

  • 이창범;김도향;백장선;박혁로
    • 정보처리학회논문지B
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    • 제13B권4호
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    • pp.393-400
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    • 2006
  • 얼굴 인식에서 얼굴 이미지의 특정 추출 방법에는 여러 가지가 있다. 그러나, 얼굴 이미지의 대부분은 표본의 수보다 특정 변수의 수가 많기 때문에 이러한 점을 고려한 특정 추출 방법이 필요하다. 본 논문에서는 부분 최소제곱법을 이용하여 특정 벡터의 차원을 축소하는 방법을 제안한다. 전통적인 차원 축소 방법인 주성분 분석은 클래스의 정보를 고려하지 않고 최대 변이를 가지는 성분을 추출하기 때문에, 클래스의 구분에 필요한 특정을 필수적으로 추출하지 못한다. 이에 비해, 부분 최소제곱법은 클래스 변수에 대한 정보를 포함하여 성분을 추출한다. 그러므로, 분류를 하는데 있어서는 주성분 분석에 의해 추출된 성분보다는 부분 최소제곱법에 의해 추출된 성분이 보다 더 예측적이다. 맨체스터와 ORL 얼굴 데이터베이스를 이용하여 실험한 결과, 분류와 차원 축소 측면에서 주성분 분석 방법보다는 부분 최소제곱법을 이용한 방법이 그 성능이 우수함을 알 수 있었다.

희소 부분 최소 제곱법을 이용한 우리나라 청소년 인터넷 중독 자료 분석 (Analysis of internet addiction in Korean adolescents using sparse partial least-squares regression)

  • 한정섭;박수빈;이동환
    • 응용통계연구
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    • 제31권2호
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    • pp.253-263
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    • 2018
  • 본 연구에서는 우리나라 청소년의 인터넷 중독 자료를 희소 부분 최소제곱법을 적용 하여 분석하였다. 서울 성모병원에서 수집된 자가보고 방식의 인터넷 중독 측도와 다양한 임상 및 정신 병리학적 설문 문항들을 자료로 활용하였다. 표본의 개수보다 설문 문항의 수가 많은 고차원 자료이며, 각 세부문항끼리는 상관관계가 높아 부분 최소제곱법이 좋은 회귀분석 모형이다. 보다 높은 예측 성능과 해석력을 얻기위해 희소성 제약 조건이 가능한 희소 부분 최소 제곱법을 이용하였고, 2가지 다른 벌칙함수를 이용하여 가장 좋은 방법을 선택하였다. 또한, 제안된 최종 모형을 통해 인터넷 중독이 임상 및 정신 병리학적 측도들로 잘 설명됨을 보이고, 공격성과 관련된 다른 설문 문항이 설문 문항이 모형의 잠재성분을 구별하고 설명하는데 역할을 한다는 유의미한 결과를 도출하였다.

유기물의 자연발화점 예측을 위한 부분최소자승법과 SVM의 비교 (Comparison of Partial Least Squares and Support Vector Machine for the Autoignition Temperature Prediction of Organic Compounds)

  • 이기백
    • 한국가스학회지
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    • 제16권1호
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    • pp.26-32
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    • 2012
  • 화학물질의 화재위험을 나타내는 가장 중요한 물성의 하나인 자연발화점의 실험 데이터는 그 필요에도 불구하고 데이터를 얻는 것이 어려운 경우가 많다. 이 연구에서는 DIPPR 801에서 얻은 503개 유기물의 자연발화점 실험데이터로부터 자연발화점을 예측하는 부분최소자승법(PLS) 및 support vector machine(SVM) 모델을 만들고 비교하였다. 그룹기여법을 이용하여 59개 작용기가 이 예측모델의 독립변수가 되었다. 두 모델에서 결정해야 할 매개변수는 교차검증으로 계산된 오차를 이용하여 결정되었고, SVM모델은 그 매개변수가 많아 particle swarm optimization을 이용한 최적화를 이용하였다. 전체 데이터에 대해 계산된 평균절대오차는 PLS가 58.59K였고, SVM이 29.11K여서 SVM이 PLS에 비해 매우 우수한 예측성능을 보였다.

김장굴의 수요 분석 및 예측 (Forecast and Demand Analysis of Oyster as Kimchi's Ingredients)

  • 남종오;노승국
    • 수산경영론집
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    • 제42권2호
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    • pp.69-83
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    • 2011
  • This paper estimates demand functions of oyster as Kimchi's ingredients of capital area, other areas excluding a capital area, and a whole area in Korea to forecast its demand quantities in 2011~2015. To estimate oyster demand function, this paper uses pooled data produced from Korean housewives over 30 years old in 2009 and 2010. Also, this paper adopts several econometrics methods such as Ordinary Least Squares and Feasible Generalized Least Squares. First of all, to choose appropriate variables of oyster demand functions by area, this paper carries out model's specification with joint significance test. Secondly, to remedy heteroscedasticity with pooled data, this paper attempts residual plotting between estimated squared residuals and estimated dependent variable and then, if it happens, undertakes White test to care the problem. Thirdly, to test multicollinearity between variables with pooled data, this paper checks correlations between variables by area. In this analysis, oyster demand functions of a capital area and a whole area need price of the oyster, price of the cabbage for Gimjang, and income as independent variables. The function on other areas excluding a capital area only needs price of the oyster and income as ones. In addition, the oyster demand function of a whole area needed White test to care a heteroscedasticity problem and demand functions of the other two regions did not have the problem. Thus, first model was estimated by FGLS and second two models were carried out by OLS. The results suggest that oyster demand quantities per a household as Kimchi's ingredients are going to slightly increase in a capital area and a whole area, but slightly decrease in other areas excluding a capital area in 2011~2015. Also, the results show that oyster demand quantities as kimchi's ingredients for total household targeting housewives over 30 years old are going to slightly increase in three areas in 2011~2015.

GC-MS 기반 대사체학 기술을 응용한 참당귀의 산지비교분석 (Comparative Analysis of Cultivation Region of Angelica gigas Using a GC-MS-Based Metabolomics Approach)

  • 강귀보;임재윤
    • 한국약용작물학회지
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    • 제24권2호
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    • pp.93-100
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    • 2016
  • Background: A set of logical criteria that can accurately identify and verify the cultivation region of raw materials is a critical tool for the scientific management of traditional herbal medicine. Methods and Results: Volatile compounds were obtained from 19 and 32 samples of Angelica gigas Nakai cultivated in Korea and China, respectively, by using steam distillation extraction. The metabolites were identified using GC/MS by querying against the NIST reference library. Data binning was performed to normalize the number of variables used in statistical analysis. Multivariate statistical analyses, such as Principal Component Analysis (PCA), Partial Least Squares-Discriminant Analysis (PLS-DA), and Orthogonal Partial Least Squares-Discriminant Analysis (OPLS-DA) were performed using the SIMCA-P software. Significant variables with a Variable Importance in the Projection (VIP) score higher than 1.0 as obtained through OPLS-DA and those that resulted in p-values less than 0.05 through one-way ANOVA were selected to verify the marker compounds. Among the 19 variables extracted, styrene, ${\alpha}$-pinene, and ${\beta}$-terpinene were selected as markers to indicate the origin of A. gigas. Conclusions: The statistical model developed was suitable for determination of the geographical origin of A. gigas. The cultivation regions of six Korean and eight Chinese A. gigas. samples were predicted using the established OPLS-DA model and it was confirmed that 13 of the 14 samples were accurately classified.

Comparative Study of Estimation Methods of the Endpoint Temperature in Basic Oxygen Furnace Steelmaking Process with Selection of Input Parameters

  • Park, Tae Chang;Kim, Beom Seok;Kim, Tae Young;Jin, Il Bong;Yeo, Yeong Koo
    • 대한금속재료학회지
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    • 제56권11호
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    • pp.813-821
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    • 2018
  • The basic oxygen furnace (BOF) steelmaking process in the steel industry is highly complicated, and subject to variations in raw material composition. During the BOF steelmaking process, it is essential to maintain the carbon content and the endpoint temperature at their set points in the liquid steel. This paper presents intelligent models used to estimate the endpoint temperature in the basic oxygen furnace (BOF) steelmaking process. An artificial neural network (ANN) model and a least-squares support vector machine (LSSVM) model are proposed and their estimation performance compared. The classical partial least-squares (PLS) method was also compared with the others. Results of the estimations using the ANN, LSSVM and PLS models were compared with the operation data, and the root-mean square error (RMSE) for each model was calculated to evaluate estimation performance. The RMSE of the LSSVM model 15.91, which turned out to be the best estimation. RMSE values for the ANN and PLS models were 17.24 and 21.31, respectively, indicating their relative estimation performance. The essential input parameters used in the models can be selected by sensitivity analysis. The RMSE for each model was calculated again after a sequential input selection process was used to remove insignificant input parameters. The RMSE of the LSSVM was then 13.21, which is better than the previous RMSE with all 16 parameters. The results show that LSSVM model using 13 input parameters can be utilized to calculate the required values for oxygen volume and coolant needed to optimally adjust the steel target temperature.