• 제목/요약/키워드: local least squares estimator

검색결과 11건 처리시간 0.018초

퍼지 클러스터링기반 신경회로망 패턴 분류기의 학습 방법 비교 분석 (Comparative Analysis of Learning Methods of Fuzzy Clustering-based Neural Network Pattern Classifier)

  • 김은후;오성권;김현기
    • 전기학회논문지
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    • 제65권9호
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    • pp.1541-1550
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    • 2016
  • In this paper, we introduce a novel learning methodology of fuzzy clustering-based neural network pattern classifier. Fuzzy clustering-based neural network pattern classifier depicts the patterns of given classes using fuzzy rules and categorizes the patterns on unseen data through fuzzy rules. Least squares estimator(LSE) or weighted least squares estimator(WLSE) is typically used in order to estimate the coefficients of polynomial function, but this study proposes a novel coefficient estimate method which includes advantages of the existing methods. The premise part of fuzzy rule depicts input space as "If" clause of fuzzy rule through fuzzy c-means(FCM) clustering, while the consequent part of fuzzy rule denotes output space through polynomial function such as linear, quadratic and their coefficients are estimated by the proposed local least squares estimator(LLSE)-based learning. In order to evaluate the performance of the proposed pattern classifier, the variety of machine learning data sets are exploited in experiments and through the comparative analysis of performance, it provides that the proposed LLSE-based learning method is preferable when compared with the other learning methods conventionally used in previous literature.

Multiple Structural Change-Point Estimation in Linear Regression Models

  • Kim, Jae-Hee
    • Communications for Statistical Applications and Methods
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    • 제19권3호
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    • pp.423-432
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    • 2012
  • This paper is concerned with the detection of multiple change-points in linear regression models. The proposed procedure relies on the local estimation for global change-point estimation. We propose a multiple change-point estimator based on the local least squares estimators for the regression coefficients and the split measure when the number of change-points is unknown. Its statistical properties are shown and its performance is assessed by simulations and real data applications.

Local Influence of the Quasi-likelihood Estimators in Generalized Linear Models

  • Jung, Kang-Mo
    • Communications for Statistical Applications and Methods
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    • 제14권1호
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    • pp.229-239
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    • 2007
  • We present a diagnostic method for the quasi-likelihood estimators in generalized linear models. Since these estimators can be usually obtained by iteratively reweighted least squares which are well known to be very sensitive to unusual data, a diagnostic step is indispensable to analysis of data. We extend the local influence approach based on the maximum likelihood function to that on the quasi-likelihood function. Under several perturbation schemes local influence diagnostics are derived. An illustrative example is given and we compare the results provided by local influence and deletion.

Estimation of error variance in nonparametric regression under a finite sample using ridge regression

  • Park, Chun-Gun
    • Journal of the Korean Data and Information Science Society
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    • 제22권6호
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    • pp.1223-1232
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    • 2011
  • Tong and Wang's estimator (2005) is a new approach to estimate the error variance using least squares method such that a simple linear regression is asymptotically derived from Rice's lag- estimator (1984). Their estimator highly depends on the setting of a regressor and weights in small sample sizes. In this article, we propose a new approach via a local quadratic approximation to set regressors in a small sample case. We estimate the error variance as the intercept using a ridge regression because the regressors have the problem of multicollinearity. From the small simulation study, the performance of our approach with some existing methods is better in small sample cases and comparable in large cases. More research is required on unequally spaced points.

OFDM 시스템에서의 Sequential Least Squares 채널 추정 방식 (Sequential Least Square Channel Estimation in OFDM Systems)

  • 고은석;박병준;천현수;강창언;홍대식
    • 대한전자공학회:학술대회논문집
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    • 대한전자공학회 2000년도 하계종합학술대회 논문집(1)
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    • pp.45-48
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    • 2000
  • The use of multi-level modulation scheme in the wireless LAN(Local Area Networks) system requires an accurate channel estimation. In this paper, we present sequential least squares(LS) channel estimation scheme based on decision-directed channel tracking scheme. The proposed scheme improves the performance of the conventional LS estimator for wireless LAN. In addition, its structure is suitable for the high-rate wireless LAN. Simulation results show that the proposed scheme achieves about IdB Packet Error Rate(PER) gain compared to the LS scheme in a frequency selective channel.

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Test of Hypotheses based on LAD Estimators in Nonlinear Regression Models

  • Seung Hoe Choi
    • Communications for Statistical Applications and Methods
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    • 제2권2호
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    • pp.288-295
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    • 1995
  • In this paper a hypotheses test procedure based on the least absolute deviation estimators for the unknown parameters in nonlinear regression models is investigated. The asymptotic distribution of the proposed likelihood ratio test statistic are established voth under the null hypotheses and a sequence of local alternative hypotheses. The asymptotic relative efficiency of the proposed test with classical test based on the least squares estimator is also discussed.

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Stable activation-based regression with localizing property

  • Shin, Jae-Kyung;Jhong, Jae-Hwan;Koo, Ja-Yong
    • Communications for Statistical Applications and Methods
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    • 제28권3호
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    • pp.281-294
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    • 2021
  • In this paper, we propose an adaptive regression method based on the single-layer neural network structure. We adopt a symmetric activation function as units of the structure. The activation function has a flexibility of its form with a parametrization and has a localizing property that is useful to improve the quality of estimation. In order to provide a spatially adaptive estimator, we regularize coefficients of the activation functions via ℓ1-penalization, through which the activation functions to be regarded as unnecessary are removed. In implementation, an efficient coordinate descent algorithm is applied for the proposed estimator. To obtain the stable results of estimation, we present an initialization scheme suited for our structure. Model selection procedure based on the Akaike information criterion is described. The simulation results show that the proposed estimator performs favorably in relation to existing methods and recovers the local structure of the underlying function based on the sample.

FCM기반 퍼지추론 시스템의 구조 설계: WLSE 및 LSE의 비교 연구 (Structural Design of FCM-based Fuzzy Inference System : A Comparative Study of WLSE and LSE)

  • 김욱동;오성권;김현기
    • 전기학회논문지
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    • 제59권5호
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    • pp.981-989
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    • 2010
  • In this study, we introduce a new architecture of fuzzy inference system. In the fuzzy inference system, we use Fuzzy C-Means clustering algorithm to form the premise part of the rules. The membership functions standing in the premise part of fuzzy rules do not assume any explicit functional forms, but for any input the resulting activation levels of such radial basis functions directly depend upon the distance between data points by means of the Fuzzy C-Means clustering. As the consequent part of fuzzy rules of the fuzzy inference system (being the local model representing input output relation in the corresponding sub-space), four types of polynomial are considered, namely constant, linear, quadratic and modified quadratic. This offers a significant level of design flexibility as each rule could come with a different type of the local model in its consequence. Either the Least Square Estimator (LSE) or the weighted Least Square Estimator (WLSE)-based learning is exploited to estimate the coefficients of the consequent polynomial of fuzzy rules. In fuzzy modeling, complexity and interpretability (or simplicity) as well as accuracy of the obtained model are essential design criteria. The performance of the fuzzy inference system is directly affected by some parameters such as e.g., the fuzzification coefficient used in the FCM, the number of rules(clusters) and the order of polynomial in the consequent part of the rules. Accordingly we can obtain preferred model structure through an adjustment of such parameters of the fuzzy inference system. Moreover the comparative experimental study between WLSE and LSE is analyzed according to the change of the number of clusters(rules) as well as polynomial type. The superiority of the proposed model is illustrated and also demonstrated with the use of Automobile Miles per Gallon(MPG), Boston housing called Machine Learning dataset, and Mackey-glass time series dataset.

Fiscal Decentralization, Corruption, and Income Inequality: Evidence from Vietnam

  • NGUYEN, Hung Thanh;VO, Thuy Hoang Ngoc;LE, Duc Doan Minh;NGUYEN, Vu Thanh
    • The Journal of Asian Finance, Economics and Business
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    • 제7권11호
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    • pp.529-540
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    • 2020
  • The objective of this research paper is to study the simultaneous relationship between fiscal decentralization, corruption, and income inequality among Vietnamese provinces. We use a balanced panel data set of 63 provinces/cities in Vietnam in the period from 2011 to 2018. The study used 3SLS-GMM (Three Stage Least Squares - Generalized Method of Moments estimator) and GMM-HAC (Generalized Method of Moments - Heteroskedastic and Autocorrelation Consistent estimator). Empirical evidence shows a strong simultaneous relationship: increased corruption will increase regional income disparities, income inequality, and increase fiscal decentralization. In addition, the results also suggest that an increase in per-capita income will reduce the level of corruption, or better control corruption of each province. The degree of increase in income inequality, which reduces fiscal decentralization, is the same for trade liberalization. All demonstrate that there is a simultaneous relationship between fiscal decentralization, corruption, and income inequality. In a region of high public governance quality, fiscal decentralization positively effects its economic growth. This issue will indirectly increase income inequality between provinces within a country. Our findings imply that a country's fiscal decentralization strategy should be linked to improving corruption control and local governance effectiveness, indirectly improving income inequality between localities or regions.

라만분광법에 의한 흑색 플라스틱 선별을 위한 퍼지 클러스터링기반 신경회로망 분류기 설계 (Design of Fuzzy Clustering-based Neural Networks Classifier for Sorting Black Plastics with the Aid of Raman Spectroscopy)

  • 김은후;배종수;오성권
    • 전기학회논문지
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    • 제66권7호
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    • pp.1131-1140
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    • 2017
  • This study is concerned with a design methodology of optimized fuzzy clustering-based neural network classifier for classifying black plastic. Since the amount of waste plastic is increased every year, the technique for recycling waste plastic is getting more attention. The proposed classifier is on a basis of architecture of radial basis function neural network. The hidden layer of the proposed classifier is composed to FCM clustering instead of activation functions, while connection weights are formed as the linear functions and their coefficients are estimated by the local least squares estimator (LLSE)-based learning. Because the raw dataset collected from Raman spectroscopy include high-dimensional variables over about three thousands, principal component analysis(PCA) is applied for the dimensional reduction. In addition, artificial bee colony(ABC), which is one of the evolutionary algorithm, is used in order to identify the architecture and parameters of the proposed network. In experiment, the proposed classifier sorts the three kinds of plastics which is the most largely discharged in the real world. The effectiveness of the proposed classifier is proved through a comparison of performance between dataset obtained from chemical analysis and entire dataset extracted directly from Raman spectroscopy.