• Title/Summary/Keyword: regression function

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A Study on the Estimating Functions of Price and Domestic Consumption of Chestnut in South Korea (우리나라의 밤 가격(價格) 및 국내소비량(國內消費量) 추정(推定)에 관(關)한 연구(硏究))

  • Jeon, Jun-Heon;Lee, Sang-Sik
    • Journal of the Korean Wood Science and Technology
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    • v.21 no.4
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    • pp.29-34
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    • 1993
  • This study was carried out to estimate price and domestic consumption functions of chestnut using time series data for the period 1970~1989. Using a regression analysis method, price and domestic consumption functions of chestnut in Korea are estimated. The result of this study reveals that the optimum function of price for chestnut is PR= -249.33965 + 163532.56817 EX/POP-4.10177 PD+4.02877 DC+6056.98339 GDP/POP($R^2$=0.88207), and that optimum function of domestic consumption for chestnut is ln DC=14.97145+1.48279 ln PD/POP - 0.32853 ln GDP - 0.02337 ln PR - 0.12117 ln EX($R^2$=0.98689). On the ground that instability of prices make the income of producer and family finances of consumer unstable, the object of price-policy should be to stabilize price of chestnut in Korea.

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Case influence diagnostics for the significance of the linear regression model

  • Bae, Whasoo;Noh, Soyoung;Kim, Choongrak
    • Communications for Statistical Applications and Methods
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    • v.24 no.2
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    • pp.155-162
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    • 2017
  • In this paper we propose influence measures for two basic goodness-of-fit statistics, the coefficient of determination $R^2$ and test statistic F in the linear regression model using the deletion method. Some useful lemmas are provided. We also express the influence measures in terms of basic building blocks such as residual, leverage, and deviation that showed them as increasing function of residuals and a decreasing function of deviation. Further, the proposed measure reduces computational burden from O(n) to O(1). As illustrative examples, we applied the proposed measures to the stackloss data sets. We verified that deletion of one or few influential observations may result in big change in $R^2$ and F-statistic.

Diagnostics for the Cox model

  • Xue, Yishu;Schifano, Elizabeth D.
    • Communications for Statistical Applications and Methods
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    • v.24 no.6
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    • pp.583-604
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    • 2017
  • The most popular regression model for the analysis of time-to-event data is the Cox proportional hazards model. While the model specifies a parametric relationship between the hazard function and the predictor variables, there is no specification regarding the form of the baseline hazard function. A critical assumption of the Cox model, however, is the proportional hazards assumption: when the predictor variables do not vary over time, the hazard ratio comparing any two observations is constant with respect to time. Therefore, to perform credible estimation and inference, one must first assess whether the proportional hazards assumption is reasonable. As with other regression techniques, it is also essential to examine whether appropriate functional forms of the predictor variables have been used, and whether there are any outlying or influential observations. This article reviews diagnostic methods for assessing goodness-of-fit for the Cox proportional hazards model. We illustrate these methods with a case-study using available R functions, and provide complete R code for a simulated example as a supplement.

Development of an Index for the Evaluation of Intake Booming Noise of a Passenger Car (차량의 흡기부밍소음 평가지수 개발)

  • Park Y. W.;Chai J. B.;Jang H. K.;Lee J. K.
    • Transactions of the Korean Society for Noise and Vibration Engineering
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    • v.14 no.9 s.90
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    • pp.884-890
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    • 2004
  • In this paper, an index for the evaluation of vehicle intake booming noise is developed through a correlation analysis of objective measurement data and subjective evaluation data. First, intake orifice noise is measured at the wide-open test condition. And then, acoustic transfer function between intake orifice noise and interior noise at the steady state condition is estimated. Simultaneously, subjective evaluation was carried out with a ten-scale score by 8 engineers. Next, the correlation analysis between the psycho-acoustic parameters derived from the measured data and the subjective evaluation is performed. The most critical factor was determined and the corresponding index for the intake booming noise is obtained from the multiple factor regression method. At last, the effectiveness of the proposed index is validated.

A method of overcomplete representation for distributed data (분산 자료에 대한 초완비 표현 방법)

  • Lee, Sang-Cheol;Park, Jong-Woo;Kwak, Chil-Seong
    • Proceedings of the IEEK Conference
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    • 2007.07a
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    • pp.457-458
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    • 2007
  • This paper propose a method for representing distributed data of sensor networks. The proposed method is based on a general distributed regression framework that models sensor data by fitting a global function to each of the local measurements and explores the possible extensions of distribution regression by using complex signal representations. In order to reduce the amount of processed data and the required communication, the signal model has to be as compact as possible, with the ability to restore the arbitrary measurements. To achieve this requirement, data compression step is included, where the basis function set is changed to an overcomplete set. This have better advantages in case of nonstationary signal modeling than complete base representation.

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Fuzzy Regression Analysis by Fuzzy Neual Networks: Application to Quality Evaluation Problem (퍼지 신경망에 의한 퍼지 회귀분석:품질 평가 문제에의 응용)

  • 권기택
    • Journal of Korea Society of Industrial Information Systems
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    • v.4 no.2
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    • pp.7-13
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    • 1999
  • This paper propose a fuzzy regression method using fuzzy neural networks when a membership value is attached to each input -output pair. First, an architecture of fuzzy neural networks with fuzzy weights and fuzzy biases is shown. Next, a cost function is defined using the fuzzy output from the fuzzy neural network and the corresponding target output with a membership value. A learning algorithm is derived from the cost function. The derived learning algorithm trains the fuzzy neural network so that the level set of the fuzzy output includes the target output. Last, the proposed method is applied to the quality evaluation problem of injection molding

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Credit Scoring Using Splines (스플라인을 이용한 신용 평점화)

  • Koo Ja-Yong;Choi Daewoo;Choi Min-Sung
    • The Korean Journal of Applied Statistics
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    • v.18 no.3
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    • pp.543-553
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    • 2005
  • Linear logistic regression is one of the most widely used method for credit scoring in credit risk management. This paper deals with credit scoring using splines based on Logistic regression. Linear splines and an automatic basis selection algorithm are adopted. The final model is an example of the generalized additive model. A simulation using a real data set is used to illustrate the performance of the spline method.

Adaptation and Implementation of Polynomial Regression Function for Estimating Moving Object's Trajectory (이동객체의 경로 추정을 위한 다항회귀함수 적용 및 구현)

  • Yang, Eun-Joo;Jung, Young-Jin;Jang, Seong-Youn;Ahn, Yoon-Ae;Ryu, Keun-Ho
    • Proceedings of the Korea Information Processing Society Conference
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    • 2001.10a
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    • pp.109-112
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    • 2001
  • 실세계의 움직이는 여러 이동객체들은 시공간적인 특성을 지니고 있다. 이들 객체는 실세계의 공간 즉, 점들의 집합 내에 위치해 있으며 이들을 데이터베이스로 표현 및 관리하기 위해서는 점 흑은 영역 형태로 표현하고 저장하게 된다. 이 논문에서는 샘플링되지 않은 시점에 대한 이동객체의 위치 질의시 발생할 수 있는 이동객체의 불확실성을 처리하는 데 있어서, 기존의 선형 보간법 대신 이동객체의 위치값 자체의 오차범위까지 고려하는 다항회함수(polynomial regression function)을 이용한 이동객체의 불확실한 이동위치 추정 방법을 제시하였으며, 이동객체의 이동경로를 구현하였다. 다항회귀모형을 이용할 경우 선형 보간법 보다 추정된 위치간에 대한 오차를 줄일 수 있으며, 이동객체의 과거 및 미래 위치값을 사용자에게 반환해 줄 수 있는 장점을 가진다.

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A study on selection of tensor spline models (텐서 스플라인 모형 선택에 관한 연구)

  • 구자용
    • The Korean Journal of Applied Statistics
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    • v.5 no.2
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    • pp.181-192
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    • 1992
  • We consider the estimation of the regression surface in generalized linear models based on tensor-product B-splines in a data-dependent way. Our approach is to use maximum likelihood method to estimate the regression function by a function from a space of tensor-product B-splines that have a finite number of knots and are linear in the tails. The knots are placed at selected order statistics of each coordinate of the sample data. The number of knots is determined by minimizing a variant of AIC. A numerical example is used to illustrate the performance of the tensor spline estimates.

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Optimal Variable Selection in a Thermal Error Model for Real Time Error Compensation (실시간 오차 보정을 위한 열변형 오차 모델의 최적 변수 선택)

  • Hwang, Seok-Hyun;Lee, Jin-Hyeon;Yang, Seung-Han
    • Journal of the Korean Society for Precision Engineering
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    • v.16 no.3 s.96
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    • pp.215-221
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    • 1999
  • The object of the thermal error compensation system in machine tools is improving the accuracy of a machine tool through real time error compensation. The accuracy of the machine tool totally depends on the accuracy of thermal error model. A thermal error model can be obtained by appropriate combination of temperature variables. The proposed method for optimal variable selection in the thermal error model is based on correlation grouping and successive regression analysis. Collinearity matter is improved with the correlation grouping and the judgment function which minimizes residual mean square is used. The linear model is more robust against measurement noises than an engineering judgement model that includes the higher order terms of variables. The proposed method is more effective for the applications in real time error compensation because of the reduction in computational time, sufficient model accuracy, and the robustness.

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