• 제목/요약/키워드: least-squares methods

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로버스트주성분회귀에서 최적의 주성분선정을 위한 기준 (A Criterion for the Selection of Principal Components in the Robust Principal Component Regression)

  • 김부용
    • Communications for Statistical Applications and Methods
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    • 제18권6호
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    • pp.761-770
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    • 2011
  • 회귀모형에 연관성이 높은 설명변수들이 포함되면 다중공선성의 문제가 야기되며, 동시에 자료에 회귀 이상점들이 포함되면 최소자승추정량에 바탕을 둔 제반 통계적 추론은 심각한 결함을 갖게 된다. 이러한 현상들은 데이터마이닝 분야에서 많이 볼 수 있는데, 본 논문에서는 두 가지 문제를 동시에 해결하기 위한 방안으로서 로버스트주성분회귀를 제안하였다. 특히 최적의 주성분을 선정하기 위한 새로운 기준을 개발하였는데, 설명변수들의 표본공분산 대신에 MVE-추정량을 기반으로 하였으며, 고유치가 아니라 상태지수의 크기에 바탕을 둔 선정기준을 제안하였다. 그리고 주성분모형에서의 추정을 위하여 회귀이상점에 대해 로버스트한 LTS-추정을 도입하였다. 제안된 선정기준이 기존의 기준들보다 다중공선성과 이상점이 유발하는 문제들을 잘 해결할 수 있음을 모의실험을 통하여 확인하였다.

A LOCALIZED GLOBAL DEFORMATION MODEL TO TRACK MYOCARDIAL MOTION USING ECHOCARDIOGRAPHY

  • Ahn, Chi Young
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • 제18권2호
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    • pp.181-192
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    • 2014
  • In this paper, we propose a robust real-time myocardial border tracking algorithm for echocardiography. Commonly, after an initial contour of LV border is traced at one or two frame from the entire cardiac cycle, LV contour tracking is performed over the remaining frames. Among a variety of tracking techniques, optical flow method is the most widely used for motion estimation of moving objects. However, when echocardiography data is heavily corrupted in some local regions, the errors bring the tracking point out of the endocardial border, resulting in distorted LV contours. This shape distortion often occurs in practice since the data acquisition is affected by ultrasound artifacts, dropout or shadowing phenomena of cardiac walls. The proposed method deals with this shape distortion problem and reflects the motion realistic LV shape by applying global deformation modeled as affine transform partitively to the contour. We partition the tracking points on the contour into a few groups and determine each affine transform governing the motion of the partitioned contour points. To compute the coefficients of each affine transform, we use the least squares method with equality constraints that are given by the relationship between the coefficients and a few contour points showing good tracking results. Many real experiments show that the proposed method supports better performance than existing methods.

무선센서네트워크에서 노드의 위치추정을 위한 반복최소자승법의 지역최소 문제점 및 이에 대한 해결책 (Local Minimum Problem of the ILS Method for Localizing the Nodes in the Wireless Sensor Network and the Clue)

  • 조성윤
    • 제어로봇시스템학회논문지
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    • 제17권10호
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    • pp.1059-1066
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    • 2011
  • This paper makes a close inquiry into ill-conditioning that may be occurred in wireless localization of the sensor nodes based on network signals in the wireless sensor network and provides the clue for solving the problem. In order to estimate the location of a node based on the range information calculated using the signal propagation time, LS (Least Squares) method is usually used. The LS method estimates the solution that makes the squared estimation error minimal. When a nonlinear function is used for the wireless localization, ILS (Iterative Least Squares) method is used. The ILS method process the LS method iteratively after linearizing the nonlinear function at the initial nominal point. This method, however, has a problem that the final solution may converge into a LM (Local Minimum) instead of a GM (Global Minimum) according to the deployment of the fixed nodes and the initial nominal point. The conditions that cause the problem are explained and an adaptive method is presented to solve it, in this paper. It can be expected that the stable location solution can be provided in implementation of the wireless localization methods based on the results of this paper.

보수적 근사모델을 적용한 신뢰성 기반 강건 최적설계 방법 (Study of Reliability-Based Robust Design Optimization Using Conservative Approximate Meta-Models)

  • 심형민;송창용;이종수;최하영
    • 한국해양공학회지
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    • 제26권6호
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    • pp.80-85
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    • 2012
  • The methods of robust design optimization (RDO) and reliability-based robust design optimization (RBRDO) were implemented in the present study. RBRDO is an integrated method that accounts for the design robustness of an objective function and for the reliability of constraints. The objective function in RBRDO is expressed in terms of the mean and standard deviation of an original objective function. Thus, a multi-objective formulation is employed. The regressive approximate models are generated via the moving least squares method (MLSM) and constraint-feasible moving least squares method (CF-MLSM), which make it possible to realize the feasibility regardless of the multimodality/nonlinearity of the constraint function during the approximate optimization processes. The regression model based RBRDO is newly devised and its numerical characteristics are explored using the design of an actively controlled ten bar truss structure.

4차원 산포된 자료 선형 보간의 가시화 -자료 값을 고려한 사면체 분할법에 의한- (Visualization of 4-Dimensional Scattered Data Linear Interpolation Based on Data Dependent Tetrahedrization)

  • 이건
    • 한국정보처리학회논문지
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    • 제3권6호
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    • pp.1553-1567
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    • 1996
  • 표면 보간법을 응용하는 분야에는 모델링 자연현상 가시화 등을 비롯하여 여러 가지를 들 수 있다. 사면체 분할법은 사차원적 표면 형성을 위한 전 처리 단계 중의 하나이다. 사차원 공간상에서 피스와이즈(piecewise) 선형보간법의 질은 삼차원에서 의 자료 점의 분포에 영향을 받을 뿐 아니라 자료 값에도 영향을 받는다. 자료 값을 고려한 사면체 분할법이 추정의 질을 개선시킬 있음을 사차원 공간의 가시화를 통하 여 보여준다. 본 논문에서는 Delaunay 사면분할법의 구 기준(Sphere criterion)과 자 료 의존형 사면체 분할법 중의 하나인 최소 제공제곱 근사기준(least squares fitting criterion)을 논의하였다. 본 논문은 또한 새로운 자료 값을 고려한 기준인 gradient difference와 jump in normal direction derivative들을 논의하였다.

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FT-IR을 이용한 계면활성제 혼합물의 정량 (A quantitative determination of surfactant mixtures by FT-IR)

  • 최종근;노경원
    • 대한화장품학회지
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    • 제21권2호
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    • pp.129-139
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    • 1995
  • FT-IR의 정량 법 중 Partial least-squares(PLS) 방법과 Multiple scattering correction(MSC) 방법을 이용한 계면활성제 분석의 타당성을 조사하기 위하여 LAS, MES 그리고 ELA-9을 이들 방법으로 정량 하였다. 계면활성제 표준품을 각각 다른 비율로, 50% 에탄올에 가열 용해 시킨 다음, 건조 시켜 액막법으로 IR 스펙트럼을 측정하였다. 얻어진 스펙트럼으로부터 Variance(분산 ) 스펙트럼을 구하고 이를 참고하여 여러 파수 영역에서 반복하여 검량선을 작성하고 상관계수를 구하였다. 1245-1130 cm -1 의 범위와 1070-1010 cm -1 범위의 파수를 선정한 결과 상관계수의 값이 모두 1.000이었다. 또한 정량 결과, 오차가 0.32%이하로써 매우 만족할 만한 결과를 얻었다. 따라서 FT-IR을 이용한 정량 법에서 PLS 방법과 MSC 방법은 계면활성제 분석에 유효하며, 본 정량 방법이 매우 간단하므로 품질관리 목적의 분석에 적합하다는 결론에 도달하였다.

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Plotting positions and approximating first two moments of order statistics for Gumbel distribution: estimating quantiles of wind speed

  • Hong, H.P.;Li, S.H.
    • Wind and Structures
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    • 제19권4호
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    • pp.371-387
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    • 2014
  • Probability plotting positions are popular and used as the basis for distribution fitting and for inspecting the quality of the fit because of its simplicity. The plotting positions that lead to excellent approximation to the mean of the order statistics should be used if the objective of the fitting is to estimate quantiles. Since the mean depends on the sample size and is not amenable for simple to use closed form solution, many plotting positions have been presented in the literature, including a new plotting position that is derived based on the weighted least-squares method. In this study, the accuracy of using the new plotting position to fit the Gumbel distribution for estimating quantiles is assessed. Also, plotting positions derived by fitting the mean of the order statistics for all ranks is proposed, and an approximation to the covariance of the order statistics for the Gumbel (and Weibull) variate is given. Relative bias and root-mean-square-error of the estimated quantiles by using the proposed plotting position are shown. The use of the proposed plotting position to estimate the quantiles of annual maximum wind speed is illustrated.

Unemployment and Shadow Economy in ASEAN Countries

  • TRAN, Toan Khanh Pham
    • The Journal of Asian Finance, Economics and Business
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    • 제8권11호
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    • pp.41-46
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    • 2021
  • The purpose of this study is to investigate the relationship between unemployment and shadow economy for 7 selected ASEAN countries using panel data from 2000-2017. This study uses a sample of 7 ASEAN countries including Cambodia, Indonesia, Malaysia, the Philippines, Singapore, Thailand, and Vietnam covering the 2000-2017 period. The stationarity of the variables is determined by Pesaran panel unit-root tests. The Westerlund panel co-integration technique is used to examine the long-run relationship among the variables. In addition, dynamic ordinary least squares (DOLS) and fully modified ordinary least squares (FMOLS) methods are also employed. The DOLS and FMOLS results indicate that unemployment acts as an important driver for the increase in the shadow economy. In addition, the study results also reveal that GDP per capita has a negative impact on the shadow economy. Moreover, government expenditure, bank credit, and inflation are positively related to the shadow economy. The empirical results indicate that the size of the shadow economy is boosted by unemployment in the selected ASEAN economies. In addition, it is also evident that an increase of GDP per capita in the sample countries results in a lower shadow economy. Besides, government expenditure, bank credit, and inflation play a crucial role in the shadow economy.

Comparison of 12 Isoflavone Profiles of Soybean (Glycine max (L.) Merrill) Seed Sprouts from Three Different Countries

  • Park, Soo-Yun;Kim, Jae Kwang;Kim, Eun-Hye;Kim, Seung-Hyun;Prabakaran, Mayakrishnan;Chung, Ill-Min
    • 한국작물학회지
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    • 제63권4호
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    • pp.360-377
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    • 2018
  • The levels of 12 isoflavones were measured in soybean (Glycine max (L.) Merrill) sprouts of 68 genetic varieties from three countries (China, Japan, and Korea). The isoflavone profile differences were analyzed using data mining methods. A principal component analysis (PCA) revealed that the CSRV021 variety was separated from the others by the first two principal components. This variety appears to be most suited for functional food production due to its high isoflavone levels. Partial least squares discriminant analysis (PLS-DA) and orthogonal projections to latent structures discriminant analysis (OPLS-DA) showed that there are meaningful isoflavone compositional differences in samples that have different countries of origin. Hierarchical clustering analysis (HCA) of these phytochemicals resulted in clusters derived from closely related biochemical pathways. These results indicate the usefulness of metabolite profiling combined with chemometrics as a tool for assessing the quality of foods and identifying metabolic links in biological systems.

The Impact of Ownership Structure on Credit Risk of Commercial Banks: An Empirical Study in Vietnam

  • PHAM, Thi Bich Duyen;PHAM, Thi Kieu Khanh
    • The Journal of Asian Finance, Economics and Business
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    • 제8권7호
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    • pp.195-201
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    • 2021
  • This study aims to assess the impact of ownership structure of commercial banks on bank credit risk in Vietnam. The authors used the unbalanced table data of 28 commercial banks in the period from 2004 to 2020 with 439 observations. The ratio of loan loss provisioning to loans (CR) is selected as a dependent variable representing credit risk at commercial banks. The regression methods used include: least squares method (OLS), fixed-effect model (FEM), random-effect model (REM) and general least squares method (GLS). The results reveal that, with interaction variable between the ratio of equity to total assets and foreign ownership, the national GDP annual growth rate is negatively associated with credit risk. With the ratio of equity to total assets, the interaction variable between equity and state ownership, and bank size have a significant positive impact on credit risk. In addition, inflation has negligible impact on the credit risk of commercial banks in Vietnam over the research period. The findings of this study suggest that, if foreign-owned banks increase equity capital, there will be a stronger impact on reducing credit risk than other banks. On the other hand, when state-owned commercial banks in Vietnam increase equity, they will have higher credit risk.