• Title/Summary/Keyword: regression estimation

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VARIANCE ESTIMATION OF ERROR IN THE REGRESSION MODEL AT A POINT

  • Oh, Jong-Chul
    • Journal of applied mathematics & informatics
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    • v.13 no.1_2
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    • pp.501-508
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    • 2003
  • Although the estimate of regression function is important, some have focused the variance estimation of error term in regression model. Different variance estimators perform well under different conditions. In many practical situations, it is rather hard to assess which conditions are approximately satisfied so as to identify the best variance estimator for the given data. In this article, we suggest SHM estimator compared to LS estimator, which is common estimator using in parametric multiple regression analysis. Moreover, a combined estimator of variance, VEM, is suggested. In the simulation study it is shown that VEM performs well in practice.

A Comparison Study on the Error Criteria in Nonparametric Regression Estimators

  • Chung, Sung-S.
    • Journal of the Korean Data and Information Science Society
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    • v.11 no.2
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    • pp.335-345
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    • 2000
  • Most context use the classical norms on function spaces as the error criteria. Since these norms are all based on the vertical distances between the curves, these can be quite inappropriate from a visual notion of distance. Visual errors in Marron and Tsybakov(1995) correspond more closely to "what the eye sees". Simulation is performed to compare the performance of the regression smoothers in view of MISE and the visual error. It shows that the visual error can be used as a possible candidate of error criteria in the kernel regression estimation.

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Leverage in Regression Models with MA(1) Errors (오차항이 MA(1) 과정을 따르는 회귀모형에서의 Leverage)

  • 이종협
    • Journal of Applied Reliability
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    • v.3 no.2
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    • pp.127-136
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    • 2003
  • This paper investigates the effect of individual observations in regression models with MA(1) errors through the 'hat matrix' It shows that the first observation has the largest hat matrix diagonal component for $\theta$<0 in the regression model with an intercept. This provides additional evidence for retaining the first observation in performing estimation in this setting. When the regression model goes to the origin and the independent variable has a deterministic trend, the last observation has the greatest leverage for │$\theta$│<1 and may have potentially large impact on parameter estimation.

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Terrain Slope Estimation Methods Using the Least Squares Approach for Terrain Referenced Navigation

  • Mok, Sung-Hoon;Bang, Hyochoong
    • International Journal of Aeronautical and Space Sciences
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    • v.14 no.1
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    • pp.85-90
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    • 2013
  • This paper presents a study on terrain referenced navigation (TRN). The extended Kalman filter (EKF) is adopted as a filter method. A Jacobian matrix of measurement equations in the EKF consists of terrain slope terms, and accurate slope estimation is essential to keep filter stability. Two slope estimation methods are proposed in this study. Both methods are based on the least-squares approach. One is planar regression searching the best plane, in the least-squares sense, representing the terrain map over the region, determined by position error covariance. It is shown that the method could provide a more accurate solution than the previously developed linear regression approach, which uses lines rather than a plane in the least-squares measure. The other proposed method is weighted planar regression. Additional weights formed by Gaussian pdf are multiplied in the planar regression, to reflect the actual pdf of the position estimate of EKF. Monte Carlo simulations are conducted, to compare the performance between the previous and two proposed methods, by analyzing the filter properties of divergence probability and convergence speed. It is expected that one of the slope estimation methods could be implemented, after determining which of the filter properties is more significant at each mission.

A Study on the Effective Horsepower Estimation for Domestic Coastal Fishing Vessels (국내 연안어선의 유효마력 추정에 관한 연구)

  • Lee, Young-Gill;Yu, Jin-Won;Kim, Kyu-Seok;Kang, Dae-Sun
    • Journal of the Society of Naval Architects of Korea
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    • v.43 no.3 s.147
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    • pp.313-321
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    • 2006
  • As the hull form of Korean fishing vessels is different from that of Japanese fishing vessels, the statistical regression analysis results of the resistance estimation for the Japanese fishing vessels is not able to be employed for the Korean fishing vessels just as it is. In this paper, it is introduced to an effective horsepower estimation method for the Korean domestic coastal fishing vessels, which is based on the statistical regression analysis of the model test results of the Japanese fishing vessels and the adjustment of those regression factors using the hull form data and model test results of Korean fishing vessels. The estimation results of the effective horsepower using the present prediction method are compared with experimental data. The comparison results show good agreements in the conventional speed range of fishing vessels.

Estimation model of coefficient of permeability of soil layer using linear regression analysis (단순회귀분석에 의한 토층지반의 투수계수 산정모델)

  • Lee, Moon-Se;Kim, Kyeong-Su
    • Proceedings of the Korean Geotechical Society Conference
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    • 2009.03a
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    • pp.1043-1052
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    • 2009
  • To derive easily the coefficient of permeability from several other soil properties, the estimation model of coefficient of permeability was proposed using linear regression analysis. The coefficient of permeability is one of the major factors to evaluate the soil characteristics. The study area is located in Kangwon-do Pyeongchang-gun Jinbu-Myeon. Soil samples of 45 spots were taken from the study area and various soil tests were carried out in laboratory. After selecting the soil factor influenced by the coefficient of permeability through the correlation analysis, the estimation model of coefficient of permeability was developed using the linear regression analysis between the selected soil factor and the coefficient of permeability from permeability test. Also, the estimation model of coefficient of permeability was compared with the results from permeability test and empirical equation, and the suitability of proposed model was proved. As the result of correlation analysis between various soil factors and the coefficient of permeability using SPSS(statistical package for the social sciences), the largest influence factor of coefficient of permeability were the effective grain size, porosity and dry unit weight. The coefficient of permeability calculated from the proposed model was similar to that resulted from permeability test. Therefore, the proposed model can be used in case of estimating the coefficient of permeability at the same soil condition like study area.

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Principal Component Regression by Principal Component Selection

  • Lee, Hosung;Park, Yun Mi;Lee, Seokho
    • Communications for Statistical Applications and Methods
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    • v.22 no.2
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    • pp.173-180
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    • 2015
  • We propose a selection procedure of principal components in principal component regression. Our method selects principal components using variable selection procedures instead of a small subset of major principal components in principal component regression. Our procedure consists of two steps to improve estimation and prediction. First, we reduce the number of principal components using the conventional principal component regression to yield the set of candidate principal components and then select principal components among the candidate set using sparse regression techniques. The performance of our proposals is demonstrated numerically and compared with the typical dimension reduction approaches (including principal component regression and partial least square regression) using synthetic and real datasets.

Development of Cost Estimation Method using Multiple-Regression Analysis for Rural Planning -Case Study for Land Consolidation - (농촌계획에 있어 다중회귀분석법에 의한 사업비 결정 - 경지정리사업비의 예 -)

  • Yun, Seong-Su;Lee, Jeong-Jae;Jo, Rae-Cheong
    • Journal of Korean Society of Rural Planning
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    • v.2 no.2
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    • pp.103-108
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    • 1996
  • In rural planning, the cost estimation of project is a key factor for planning. Therefore, development of reliable cost estimation method is essential. Recently, new techniques are suggested for determination of project cost using historical cost data. In this study, a multiple-regression analysis was used to determine the cost of the farm land consolidation. The results demonstrated that multiple regression analysis using historical cost data can be applicable to project cost estimation.

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Machine Learning-based SOH Estimation Algorithm Using a Linear Regression Analysis (선형 회귀 분석법을 이용한 머신 러닝 기반의 SOH 추정 알고리즘)

  • Kang, Seung-Hyun;Noh, Tae-Won;Lee, Byoung-Kuk
    • The Transactions of the Korean Institute of Power Electronics
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    • v.26 no.4
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    • pp.241-248
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    • 2021
  • A battery state-of-health (SOH) estimation algorithm using a machine learning-based linear regression method is proposed for estimating battery aging. The proposed algorithm analyzes the change trend of the open-circuit voltage (OCV) curve, which is a parameter related to SOH. At this time, a section with high linearity of the SOH and OCV curves is selected and used for SOH estimation. The SOH of the aged battery is estimated according to the selected interval using a machine learning-based linear regression method. The performance of the proposed battery SOH estimation algorithm is verified through experiments and simulations using battery packs for electric vehicles.

Nonparametric Estimation of Univariate Binary Regression Function

  • Jung, Shin Ae;Kang, Kee-Hoon
    • International Journal of Advanced Culture Technology
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    • v.10 no.1
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    • pp.236-241
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    • 2022
  • We consider methods of estimating a binary regression function using a nonparametric kernel estimation when there is only one covariate. For this, the Nadaraya-Watson estimation method using single and double bandwidths are used. For choosing a proper smoothing amount, the cross-validation and plug-in methods are compared. In the real data analysis for case study, German credit data and heart disease data are used. We examine whether the nonparametric estimation for binary regression function is successful with the smoothing parameter using the above two approaches, and the performance is compared.