• 제목/요약/키워드: regression estimation

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준지도 커널능형회귀모형에 관한 연구 (A study on semi-supervised kernel ridge regression estimation)

  • 석경하
    • Journal of the Korean Data and Information Science Society
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    • 제24권2호
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    • pp.341-353
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    • 2013
  • 데이터마이닝과 기계학습의 응용분야에서는 라벨 없는 자료를 이용하는 연구가 많이 진행되고 있다. 이러한 연구는 분류문제에 집중되었다가 최근에 회귀분석문제로 관심이 모아지고 있다. 본 연구에서는 커널능형회귀모형 형태의 준지도 회귀분석 방법을 제시한다. 제안된 방법은 기존의 전환적 방법과는 달리 라벨 없는 자료의 라벨을 추정하는 과정을 필요로 하지 않기 때문에 선택해야 할 모수의 수도 적고, 계산과정도 단순할 뿐 아니라 일반화에 강점이 있다. 모의실험과 실제 자료 분석을 통해 제안된 방법이 라벨 없는 자료를 잘 활용하여 라벨 있는 자료만 이용하는 방법보다 더 우수한 추정을 하는 것을 볼 수 있었다.

Regression-Kriging 모형을 이용한 인구분포 추정에 관한 연구 (Population Distribution Estimation Using Regression-Kriging Model)

  • 김병선;구자용;최진무
    • 대한지리학회지
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    • 제45권6호
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    • pp.806-819
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    • 2010
  • 센서스 단위의 인구자료는 기초적인 인문사회 자료로 행정구역 단위로 요약되어 공간분석에 시용된다. 정밀한 인구 분포를 추정하기 위해 기존의 연구에서는 위성영상과 회귀분석 모형을 이용하였다. 하지만 회귀식에 의한 추정치는 공간자료의 공간적자기상관과 잔차 때문에 정확도에 있어 한계가 있었다. 본 연구는 회귀모형과 회귀모형에서 추출된 잔차에 대해 공간적자기상관을 고려하도록 크리깅 보간하는 RK모형(Regression Kriging Model)을 이용하여 인구분포의 추정 정확도를 향상하였다. RK모형을 적용하여 서울시의 4개구를 대상으로 사례분석을 하였으며, 모형의 효율성을 검증하기 위해 회귀분석만을 이용한 예측 결과와 RK모형을 이용한 예측 결과를 서로 비교하였다. 비교한 결과로 상관관계 계수 평균제곱근 오차, G 통계량 수치에서 RK모형의 추정 정확도가 기존의 회귀모형에 비해 높게 나온 것을 확인할수 있었다. 향후 정확한 인구추정을 위해 RK모형이 많이 활용될 수 있을 것이다.

통계학의 비모수 추정에 관한 역사적 고찰

  • 이승우
    • 한국수학사학회지
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    • 제16권3호
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    • pp.95-100
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    • 2003
  • The recent surge of interest in the more technical aspects of nonparametric density estimation and nonparametric regression estimation has brought the subject into public view. In this paper, we investigate the general concept of the nonparametric density estimation, the nonparametric regression estimation and its performance criteria.

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Estimation of Jump Points in Nonparametric Regression

  • Park, Dong-Ryeon
    • Communications for Statistical Applications and Methods
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    • 제15권6호
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    • pp.899-908
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    • 2008
  • If the regression function has jump points, nonparametric estimation method based on local smoothing is not statistically consistent. Therefore, when we estimate regression function, it is quite important to know whether it is reasonable to assume that regression function is continuous. If the regression function appears to have jump points, then we should estimate first the location of jump points. In this paper, we propose a procedure which can do both the testing hypothesis of discontinuity of regression function and the estimation of the number and the location of jump points simultaneously. The performance of the proposed method is evaluated through a simulation study. We also apply the procedure to real data sets as examples.

가우시안 프로세스 회귀를 이용한 족저압 중심 궤적 추정 (Trajectory Estimation of Center of Plantar Foot Pressure Using Gaussian Process Regression)

  • 최유나;이대훈;최영진
    • 로봇학회논문지
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    • 제17권3호
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    • pp.296-302
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    • 2022
  • This paper proposes a center of plantar foot pressure (CoP) trajectory estimation method based on Gaussian process regression, with the aim to show robust results regardless of the regions and numbers of FSRs of the insole sensor. This method can bring an interpolation between the measurement points inside the wearable insole sensor, and two experiments are conducted for performance evaluation. For this purpose, the input data used in the experiment are generated in three types (13 FSRs, 8 FSRs, 5 FSRs) according to the regions and numbers of FSRs. First, the estimation results of the CoP trajectory are compared using Gaussian process regression and weighted mean. As a result of each method, the estimation results of the two methods were similar in the case of 13 FSRs data. On the other hand, in the case of the 8 and 5 FSRs data, the weighted mean varies depending on the regions and numbers of FSRs, but the estimation results of Gaussian process regression showed similar results in spite of reducing the regions and numbers. Second, the estimation results of the CoP trajectory based on Gaussian process regression during several gait cycles are analyzed. In five gait cycles, the previous cycle and the current estimation results are compared, and it was confirmed that similar trajectories appeared in all. In this way, the method of estimating the CoP trajectory based on Gaussian process regression showed robust results, and stability was confirmed by yielding similar results in several gait cycles.

A study on robust regression estimators in heteroscedastic error models

  • Son, Nayeong;Kim, Mijeong
    • Journal of the Korean Data and Information Science Society
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    • 제28권5호
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    • pp.1191-1204
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    • 2017
  • Weighted least squares (WLS) estimation is often easily used for the data with heteroscedastic errors because it is intuitive and computationally inexpensive. However, WLS estimator is less robust to a few outliers and sometimes it may be inefficient. In order to overcome robustness problems, Box-Cox transformation, Huber's M estimation, bisquare estimation, and Yohai's MM estimation have been proposed. Also, more efficient estimations than WLS have been suggested such as Bayesian methods (Cepeda and Achcar, 2009) and semiparametric methods (Kim and Ma, 2012) in heteroscedastic error models. Recently, Çelik (2015) proposed the weight methods applicable to the heteroscedasticity patterns including butterfly-distributed residuals and megaphone-shaped residuals. In this paper, we review heteroscedastic regression estimators related to robust or efficient estimation and describe their properties. Also, we analyze cost data of U.S. Electricity Producers in 1955 using the methods discussed in the paper.

소지역 추정을 위한 M-분위수 커널회귀 (M-quantile kernel regression for small area estimation)

  • 심주용;황창하
    • Journal of the Korean Data and Information Science Society
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    • 제23권4호
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    • pp.749-756
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    • 2012
  • 소지역 추정을 위해 널리 사용되고 있는 방법 중 하나는 선형혼합효과모형이다. 그러나 종속변수와 독립변수 사이의 관계가 비선형일 때 이 모형은 소지역 관련 모수에 대해 편의된 추정값을 초래한다. 본 논문에서는 M-분위수 커널회귀를 사용하여 소지역의 평균을 추정하는 방법을 제안한다. 그리고 모의실험을 통하여 서포트벡터분위수회귀와 성능을 비교함으로써 제안된 방법의 우수성을 보인다.

Generalized nonlinear percentile regression using asymmetric maximum likelihood estimation

  • Lee, Juhee;Kim, Young Min
    • Communications for Statistical Applications and Methods
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    • 제28권6호
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    • pp.627-641
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    • 2021
  • An asymmetric least squares estimation method has been employed to estimate linear models for percentile regression. An asymmetric maximum likelihood estimation (AMLE) has been developed for the estimation of Poisson percentile linear models. In this study, we propose generalized nonlinear percentile regression using the AMLE, and the use of the parametric bootstrap method to obtain confidence intervals for the estimates of parameters of interest and smoothing functions of estimates. We consider three conditional distributions of response variables given covariates such as normal, exponential, and Poisson for three mean functions with one linear and two nonlinear models in the simulation studies. The proposed method provides reasonable estimates and confidence interval estimates of parameters, and comparable Monte Carlo asymptotic performance along with the sample size and quantiles. We illustrate applications of the proposed method using real-life data from chemical and radiation epidemiological studies.

알루미늄 합금의 레이저 가공에서 인장 강도 예측을 위한 회귀 모델 및 신경망 모델의 개발 (Development of Statistical Model and Neural Network Model for Tensile Strength Estimation in Laser Material Processing of Aluminum Alloy)

  • 박영환;이세헌
    • 한국정밀공학회지
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    • 제24권4호
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    • pp.93-101
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    • 2007
  • Aluminum alloy which is one of the light materials has been tried to apply to light weight vehicle body. In order to do that, welding technology is very important. In case of the aluminum laser welding, the strength of welded part is reduced due to porosity, underfill, and magnesium loss. To overcome these problems, laser welding of aluminum with filler wire was suggested. In this study, experiment about laser welding of AA5182 aluminum alloy with AA5356 filler wire was performed according to process parameters such as laser power, welding speed and wire feed rate. The tensile strength was measured to find the weldability of laser welding with filler wire. The models to estimate tensile strength were suggested using three regression models and one neural network model. For regression models, one was the multiple linear regression model, another was the second order polynomial regression model, and the other was the multiple nonlinear regression model. Neural network model with 2 hidden layers which had 5 and 3 nodes respectively was investigated to find the most suitable model for the system. Estimation performance was evaluated for each model using the average error rate. Among the three regression models, the second order polynomial regression model had the best estimation performance. For all models, neural network model has the best estimation performance.

Fuzzy Local Linear Regression Analysis

  • Hong, Dug-Hun;Kim, Jong-Tae
    • Journal of the Korean Data and Information Science Society
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    • 제18권2호
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    • pp.515-524
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    • 2007
  • This paper deals with local linear estimation of fuzzy regression models based on Diamond(1998) as a new class of non-linear fuzzy regression. The purpose of this paper is to introduce a use of smoothing in testing for lack of fit of parametric fuzzy regression models.

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