• Title/Summary/Keyword: regression function

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Testing the Existence of a Discontinuity Point in the Variance Function

  • Huh, Jib
    • Journal of the Korean Data and Information Science Society
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    • v.17 no.3
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    • pp.707-716
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    • 2006
  • When the regression function is discontinuous at a point, the variance function is usually discontinuous at the point. In this case, we had better propose a test for the existence of a discontinuity point with the regression function rather than the variance function. In this paper we consider that the variance function only has a discontinuity point. We propose a nonparametric test for the existence of a discontinuity point with the second moment function since the variance function and the second moment function have the same location and jump size of the discontinuity point. The proposed method is based on the asymptotic distribution of the estimated jump size.

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Prediction of Future Sea Surface Temperature around the Korean Peninsular based on Statistical Downscaling (통계적 축소법을 이용한 한반도 인근해역의 미래 표층수온 추정)

  • Ham, Hee-Jung;Kim, Sang-Su;Yoon, Woo-Seok
    • Journal of Industrial Technology
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    • v.31 no.B
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    • pp.107-112
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    • 2011
  • Recently, climate change around the world due to global warming has became an important issue and damages by climate change have a bad effect on human life. Changes of Sea Surface Temperature(SST) is associated with natural disaster such as Typhoon and El Nino. So we predicted daily future SST using Statistical Downscaling Method and CGCM 3.1 A1B scenario. 9 points of around Korea peninsular were selected to predict future SST and built up a regression model using Multiple Linear Regression. CGCM 3.1 was simulated with regression model, and that comparing Probability Density Function, Box-Plot, and statistical data to evaluate suitability of regression models, it was validated that regression models were built up properly.

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A Comparison Study of Several Robust Regression Estimators under Various Contaminations (다양한 오염 상황에서의 여러 로버스트 회귀추정량의 비교연구)

  • 김지연;황진수;김진경
    • The Korean Journal of Applied Statistics
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    • v.17 no.3
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    • pp.475-488
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    • 2004
  • Several robust regression estimators are compared under contamination. Symmetric and asymmetric contamination schemes are used to measure the variance and MSE of regression estimators. Under asymmetric contamination depth-based regression estimator, especially projection based regression estimator(rcent) outperforms the rest and under symmetric contamination HBR performs relatively well.

Fuzzy Semiparametric Support Vector Regression for Seasonal Time Series Analysis

  • Shim, Joo-Yong;Hwang, Chang-Ha;Hong, Dug-Hun
    • Communications for Statistical Applications and Methods
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    • v.16 no.2
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    • pp.335-348
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    • 2009
  • Fuzzy regression is used as a complement or an alternative to represent the relation between variables among the forecasting models especially when the data is insufficient to evaluate the relation. Such phenomenon often occurs in seasonal time series data which require large amount of data to describe the underlying pattern. Semiparametric model is useful tool in the case where domain knowledge exists about the function to be estimated or emphasis is put onto understandability of the model. In this paper we propose fuzzy semiparametric support vector regression so that it can provide good performance on forecasting of the seasonal time series by incorporating into fuzzy support vector regression the basis functions which indicate the seasonal variation of time series. In order to indicate the performance of this method, we present two examples of predicting the seasonal time series. Experimental results show that the proposed method is very attractive for the seasonal time series in fuzzy environments.

Estimating Fuzzy Regression with Crisp Input-Output Using Quadratic Loss Support Vector Machine

  • Hwang, Chang-Ha;Hong, Dug-Hun;Lee, Sang-Bock
    • 한국데이터정보과학회:학술대회논문집
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    • 2004.10a
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    • pp.53-59
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    • 2004
  • Support vector machine(SVM) approach to regression can be found in information science literature. SVM implements the regularization technique which has been introduced as a way of controlling the smoothness properties of regression function. In this paper, we propose a new estimation method based on quadratic loss SVM for a linear fuzzy regression model of Tanaka's, and furthermore propose a estimation method for nonlinear fuzzy regression. This approach is a very attractive approach to evaluate nonlinear fuzzy model with crisp input and output data.

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A Study for Predicting Building Energy Use with Regression Analysis (회귀분석에 의한 건물에너지 사용량 예측기법에 관한 연구)

  • 이승복
    • Korean Journal of Air-Conditioning and Refrigeration Engineering
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    • v.12 no.12
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    • pp.1090-1097
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    • 2000
  • Predicting building energy use can be useful to evaluate its energy performance. This study proposed empirical approach for predicting building energy use with regression analysis. For the empirical analysis, simple regression models were developed based on the historical energy consumption data as a function of daily outside temperature, the predicting equations were derived for different operational modes and day types, then the equations were applied for predicting energy use in a building. BY selecting a real building as a case study, the feasibilities of the empirical approach for predicting building energy use were examined. The results showed that empirical approach with regression analysis was fairly reliable by demonstrating prediction accuracy of $pm10%$ compared with the actual energy consumption data. It was also verified that the prediction by regression models could be simple and fairly accurate. Thus, it is anticipated that the empirical approach will be useful and reliable tool for many purposes: retrofit savings analysis by estimating energy usage in an existing building or the diagnosis of the building operational problems with real time analysis.

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Tilted beta regression and beta-binomial regression models: Mean and variance modeling

  • Edilberto Cepeda-Cuervo
    • Communications for Statistical Applications and Methods
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    • v.31 no.3
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    • pp.263-277
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    • 2024
  • This paper proposes new parameterizations of the tilted beta binomial distribution, obtained from the combination of the binomial distribution and the tilted beta distribution, where the beta component of the mixture is parameterized as a function of their mean and variance. These new parameterized distributions include as particular cases the beta rectangular binomial and the beta binomial distributions. After that, we propose new linear regression models to deal with overdispersed binomial datasets. These new models are defined from the proposed new parameterization of the tilted beta binomial distribution, and assume regression structures for the mean and variance parameters. These new linear regression models are fitted by applying Bayesian methods and using the OpenBUGS software. The proposed regression models are fitted to a school absenteeism dataset and to the seeds germination rate according to the type seed and root.

Nonparametric detection algorithm of discontinuity points in the variance function

  • Huh, Jib
    • Journal of the Korean Data and Information Science Society
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    • v.18 no.3
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    • pp.669-678
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    • 2007
  • An algorithm to detect the number of discontinuity points of the variance function in regression model is proposed. The proposed algorithm is based on the left and right one-sided kernel estimators of the second moment function and test statistics of the existence of a discontinuity point coming from the asymptotic distribution of the estimated jump size. The finite sample performance is illustrated by simulated example.

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Bayesian inference of longitudinal Markov binary regression models with t-link function (t-링크를 갖는 마코프 이항 회귀 모형을 이용한 인도네시아 어린이 종단 자료에 대한 베이지안 분석)

  • Sim, Bohyun;Chung, Younshik
    • The Korean Journal of Applied Statistics
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    • v.33 no.1
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    • pp.47-59
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    • 2020
  • In this paper, we present the longitudinal Markov binary regression model with t-link function when its transition order is known or unknown. It is assumed that logit or probit models are considered in binary regression models. Here, t-link function can be used for more flexibility instead of the probit model since the t distribution approaches to normal distribution as the degree of freedom goes to infinity. A Markov regression model is considered because of the longitudinal data of each individual data set. We propose Bayesian method to determine the transition order of Markov regression model. In particular, we use the deviance information criterion (DIC) (Spiegelhalter et al., 2002) of possible models in order to determine the transition order of the Markov binary regression model if the transition order is known; however, we compute and compare their posterior probabilities if unknown. In order to overcome the complicated Bayesian computation, our proposed model is reconstructed by the ideas of Albert and Chib (1993), Kuo and Mallick (1998), and Erkanli et al. (2001). Our proposed method is applied to the simulated data and real data examined by Sommer et al. (1984). Markov chain Monte Carlo methods to determine the optimal model are used assuming that the transition order of the Markov regression model are known or unknown. Gelman and Rubin's method (1992) is also employed to check the convergence of the Metropolis Hastings algorithm.

The Effects of Self-Differentiation and Ego-Resilience on Service Maladjustment Behaviors of Social Service Agent (사회복무요원의 자아분화와 자아탄력성이 복무 부적응행동에 미치는 영향)

  • Lee, Kyung-hee;Park, Jung-yoone
    • The Journal of the Korea Contents Association
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    • v.18 no.4
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    • pp.60-76
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    • 2018
  • The objective of this study was to determine the effects of self-differentiation and ego-resilience on service maladjustment behaviors of Social Service Agent. To achieve this, we chose these research questions. To verify these research questions, data were collected by distributing 470 questionnaires to Social Service Agent serving in service organizations located in Seoul. Four hundred twenty-seven surveys were used for statistical analysis. The results of this study are as follows: First, Social Service Agents were shown to generally adjust well to service, as self-differentiation and ego-resilience were slightly higher than the median, while service maladjustment behavior was slightly lower than the median. Second, when the effects of sociodemographic characteristics, self-differentiation and ego-resilience on service maladjustment behavior were studied, all values of sociodemographic characteristics, self-differentiation and ego-resilience affected all lower factors of service maladjustment behavior with significance. For social withdrawal, the effectiveness of interpersonal relations, optimistic attitude, and the degree of family regression had a negative correlation, and emotional divorce, education level, and term of service had a positive correlation. The degree of family regression, anger management, and cognitive function vs. emotional function had a negative correlation with hyperactivity while self unity had a positive one. Family regression, cognitive function vs. emotional function, anger management, and family's economic level negatively correlated with aggression. Family regression, optimistic attitude, cognitive function vs. emotional function, family's economic level and term of service had a negative correlation with obsession and compulsion.