• 제목/요약/키워드: regression estimation

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Kernel Regression Estimation Under Dependence

  • Kim, Tae-Yoon;Kim, Donghoh
    • Journal of the Korean Statistical Society
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    • 제31권3호
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    • pp.359-368
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    • 2002
  • Nonparametric kernel regression problem is considered for a stationary dependent sequence {(Xi, Yj) 1 j $\geq$ 1 }. In particular consistency and rates of convergence are discussed, which gives some useful insight for the effect of dependence for stationary $\alpha$-mixing sequences.

다중회귀분석에 의한 하천 월 유출량의 추계학적 추정에 관한 연구 (A Study on Stochastic Estimation of Monthly Runoff by Multiple Regression Analysis)

  • 김태철;정하우
    • 한국농공학회지
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    • 제22권3호
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    • pp.75-87
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    • 1980
  • Most hydro]ogic phenomena are the complex and organic products of multiple causations like climatic and hydro-geological factors. A certain significant correlation on the run-off in river basin would be expected and foreseen in advance, and the effect of each these causual and associated factors (independant variables; present-month rainfall, previous-month run-off, evapotranspiration and relative humidity etc.) upon present-month run-off(dependent variable) may be determined by multiple regression analysis. Functions between independant and dependant variables should be treated repeatedly until satisfactory and optimal combination of independant variables can be obtained. Reliability of the estimated function should be tested according to the result of statistical criterion such as analysis of variance, coefficient of determination and significance-test of regression coefficients before first estimated multiple regression model in historical sequence is determined. But some error between observed and estimated run-off is still there. The error arises because the model used is an inadequate description of the system and because the data constituting the record represent only a sample from a population of monthly discharge observation, so that estimates of model parameter will be subject to sampling errors. Since this error which is a deviation from multiple regression plane cannot be explained by first estimated multiple regression equation, it can be considered as a random error governed by law of chance in nature. This unexplained variance by multiple regression equation can be solved by stochastic approach, that is, random error can be stochastically simulated by multiplying random normal variate to standard error of estimate. Finally hybrid model on estimation of monthly run-off in nonhistorical sequence can be determined by combining the determistic component of multiple regression equation and the stochastic component of random errors. Monthly run-off in Naju station in Yong-San river basin is estimated by multiple regression model and hybrid model. And some comparisons between observed and estimated run-off and between multiple regression model and already-existing estimation methods such as Gajiyama formula, tank model and Thomas-Fiering model are done. The results are as follows. (1) The optimal function to estimate monthly run-off in historical sequence is multiple linear regression equation in overall-month unit, that is; Qn=0.788Pn+0.130Qn-1-0.273En-0.1 About 85% of total variance of monthly runoff can be explained by multiple linear regression equation and its coefficient of determination (R2) is 0.843. This means we can estimate monthly runoff in historical sequence highly significantly with short data of observation by above mentioned equation. (2) The optimal function to estimate monthly runoff in nonhistorical sequence is hybrid model combined with multiple linear regression equation in overall-month unit and stochastic component, that is; Qn=0. 788Pn+0. l30Qn-1-0. 273En-0. 10+Sy.t The rest 15% of unexplained variance of monthly runoff can be explained by addition of stochastic process and a bit more reliable results of statistical characteristics of monthly runoff in non-historical sequence are derived. This estimated monthly runoff in non-historical sequence shows up the extraordinary value (maximum, minimum value) which is not appeared in the observed runoff as a random component. (3) "Frequency best fit coefficient" (R2f) of multiple linear regression equation is 0.847 which is the same value as Gaijyama's one. This implies that multiple linear regression equation and Gajiyama formula are theoretically rather reasonable functions.

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오브젝트-파라미터 통합 오피스 마감공사비 개산견적 모델 (Object-Parameter Integrated Schematic Estimation Model for Predicting Office Building Interior-finishing Costs)

  • 박성호;구교진;박성철
    • 한국건축시공학회:학술대회논문집
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    • 한국건축시공학회 2008년도 추계 학술논문 발표대회
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    • pp.159-165
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    • 2008
  • For deciding the profitability and feasibility of the construction project, the schematic estimation has to not only link the design decision-making but also estimate the cost with reliability. The Object-based schematic estimation system was developed for easily linking with design-making and supports to evaluate the design alternatives in the design development stage but didn't consider the cost estimated by object supplementary and parameter work item. This research presents the Integrated Object-Parameter Schematic Estimation Model in the design development stage that can lead to more accurately estimate the cost through analyzing historical data from the high-storied office buildings. For the development of the proposed model for schematic estimation, after analyzing and classifying the work items from the Bills of Quantities(BOQs) and drawings of historical data, this research proposed the methods of estimating cost in accordance with attributes of each work item using regression analysis. In addition, a case study is performed for the effectiveness as comparing the proposed model with the previous estimating model.

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레이저 미세 가공 공정에서 광센서를 이용한 선폭 예측을 위한 통계적 모델의 개발 (Development of Statistical Model for Line Width Estimation in Laser Micro Material Processing Using Optical Sensor)

  • 박영환;이세헌
    • 한국정밀공학회지
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    • 제22권7호
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    • pp.27-37
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    • 2005
  • Direct writing technology on the silicon wafer surface is used to reduce the size of the chip as the miniature trend in electronic circuit. In order to improve the productivity and efficiency, the real time quality estimation is very important in each semiconductor process. In laser marking, marking quality is determined by readability which is dependant on the contrast of surface, the line width, and the melting depth. Many researchers have tried to find theoretical and numerical estimation models fur groove geometry. However, these models are limited to be applied to the real system. In this study, the estimation system for the line width during the laser marking was proposed by process monitoring method. The light intensity emitted by plasma which is produced when irradiating the laser to the silicon wafer was measured using the optical sensor. Because the laser marking is too fast to measure with external sensor, we build up the coaxial monitoring system. Analysis for the correlation between the acquired signals and the line width according to the change of laser power was carried out. Also, we developed the models enabling the estimation of line width of the laser marking through the statistical regression models and may see that their estimating performances were excellent.

Comparison of theoretical and machine learning models to estimate gamma ray source positions using plastic scintillating optical fiber detector

  • Kim, Jinhong;Kim, Seunghyeon;Song, Siwon;Park, Jae Hyung;Kim, Jin Ho;Lim, Taeseob;Pyeon, Cheol Ho;Lee, Bongsoo
    • Nuclear Engineering and Technology
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    • 제53권10호
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    • pp.3431-3437
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    • 2021
  • In this study, one-dimensional gamma ray source positions are estimated using a plastic scintillating optical fiber, two photon counters and via data processing with a machine learning algorithm. A nonlinear regression algorithm is used to construct a machine learning model for the position estimation of radioactive sources. The position estimation results of radioactive sources using machine learning are compared with the theoretical position estimation results based on the same measured data. Various tests at the source positions are conducted to determine the improvement in the accuracy of source position estimation. In addition, an evaluation is performed to compare the change in accuracy when varying the number of training datasets. The proposed one-dimensional gamma ray source position estimation system with plastic scintillating fiber using machine learning algorithm can be used as radioactive leakage scanners at disposal sites.

Bayes Prediction for Small Area Estimation

  • Lee, Sang-Eun
    • Communications for Statistical Applications and Methods
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    • 제8권2호
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    • pp.407-416
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    • 2001
  • Sample surveys are usually designed and analyzed to produce estimates for a large area or populations. Therefore, for the small area estimations, sample sizes are often not large enough to give adequate precision. Several small area estimation methods were proposed in recent years concerning with sample sizes. Here, we will compare simple Bayesian approach with Bayesian prediction for small area estimation based on linear regression model. The performance of the proposed method was evaluated through unemployment population data form Economic Active Population(EAP) Survey.

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와이블분포(分布) 모수추정(母數推定)의 컴퓨터 프로그램 (A Computer Program for Weibull Parameter Estimation)

  • 엄태원;정수일
    • 품질경영학회지
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    • 제9권1호
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    • pp.51-60
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    • 1981
  • This paper deals with the estimation of the Weibull parameters, which have a close relation with product reliability characteristics. Among the many kinds of estimation methods, Ishikawa's Weibull Probability Paper (WPP) is commonly used. The WPP is very convenient, but it has a great disadvantage in estimation accuracy by plotting method. It is very difficult to get the same results even if one use the same data several times. A computer program for the regression method is used for the parameter estimation to reduce these errors.

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모바일 기기에서 이상치 데이터 처리 정책에 따른 배터리 잔여 시간 예측 기법의 평가 (Performance Evaluation of Battery Remaining Time Estimation Methods According to Outlier Data Processing Policies in Mobile Devices)

  • 탁성우
    • 한국정보통신학회논문지
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    • 제26권7호
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    • pp.1078-1090
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    • 2022
  • 모바일 기기 배터리의 잔여 시간 예측은 배터리 잔량별 사용 시간 데이터의 분포 특성에 영향을 받는다. 특히 이상치 데이터가 존재하는 경우, 통계적 회귀 기법의 예측 성능을 왜곡시킬 수 있다. 이에 본 논문에서는 통계적 회귀 기법의 예측 성능 향상을 위해 이상치 데이터를 탐지 및 처리하는 프레임워크를 제안하였다. 제안한 프레임워크는 먼저 배터리 잔여 시간 예측에 영향을 주는 이상치 데이터를 탐지한다. 탐지된 이상치 데이터는 평활 과정을 통해 새로운 값으로 치환된 후, 이상치 데이터와 치환된 데이터 간의 차이를 개별 데이터에 분배한다. 마지막으로 개별 데이터를 재강화하여 예측 성능을 향상시키고자 한다. 제안한 프레임워크의 성능 분석을 수행한 결과, 배터리 잔여 시간의 예측 성능이 향상됨을 확인하였다.

단순 선형회귀 모형에서 자기공분산에 근거한 최적 추정 방법 (An estimation method based on autocovariance in the simple linear regression model)

  • 박철용
    • Journal of the Korean Data and Information Science Society
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    • 제20권2호
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    • pp.251-260
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    • 2009
  • 이 논문에서는 단순 선형회귀 모형에서 회귀 계수의 최적 추정량을 구할 수 있는 자기공분산에 근거한 추정 방법을 제시하였다. 이 방법이 직관적으로 매혹적이지는 않지만 이 최적 추정량이 해당 회귀 계수의 불편추정량이 된다. 설명변수가 0과 1사이의 균등간격의 값을 가지면, 오차가 자기회귀 이동평균 모형을 따르면 성립하는 조건 하에서 이 최적 추정량이 최소제곱 추정량과 점근적으로 통일한 분포를 가진다는 것을 보였다. 추가적으로 똑같은 조건 하에서 이 최적 추정량이 해당 회귀 계수에 확률상 수렴한다는 것을 자체적으로 입증하였다.

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A Generalized Calorie Estimation Algorithm Using 3-Axis Accelerometer

  • Choi, Jee-Hyun;Lee, Jeong-Whan;Shin, Kun-Soo
    • 대한의용생체공학회:의공학회지
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    • 제27권6호
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    • pp.301-309
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    • 2006
  • The main purpose of this study is to derive a regression equation that predicts the individual differences in activity energy expenditure (AEE) using accelerometer during different types of activity. Two subject groups were recruited separately in time: One is a homogeneous group of 94 healthy young adults with age ranged from $20\sim35$ yrs. The other subject group has a broad spectrum of physical characteristics in terms of age and fat ratio. 226 adolescents and adults of age ranged from $12\sim57$ yrs and fat ratio from $4.1\sim39.7%$ were in the second group. The wireless 3-axis accelerometers were developed and carefully fixed at the waist belt level. Simultaneously the total calorie expenditure was measured by gas analyzer. Each subject performed walking and running at speeds of 1.5, 3.0, 4.5, 6.0, 6.5, 7.5, and 8.5 km/hr. A generalized sensor-independent regression equation for AEE was derived. The regression equation was developed fur walking and running. The regression coefficients were predicted as functions of physical factors-age, gender, height, and weight with multivariable regression analysis. The generalized calorie estimation equation predicts AEE with correlation coefficient of 0.96 and the average accuracy of the accumulated calorie was $89.6{\pm}7.9%$.