• 대한수학회보
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• 제57권1호
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• pp.51-68
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• 2020

In this paper, the author considers the nonparametric regression model with negatively orthant dependent random variables. The wavelet procedures are developed to estimate the regression function. For the wavelet estimator of unknown function g(·), the almost sure consistency is derived and the complete consistency is established under the mild conditions. Our results generalize and improve some known ones for independent random variables and dependent random variables.

• Journal of the Korean Data and Information Science Society
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• 제5권1호
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• pp.11-20
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• 1994

In recent years, nonparametric kernel estimation of regresion function are abundant and widely applicable to many areas of statistics. Most of modern researches concerned with the fixed global bandwidth selection which can be used in the estimation of regression function with all the same value for all x. In this paper, we propose a method for selecting locally varing bandwidth based on bootstrap method in kernel estimation of fixed design regression. Performance of proposed bandwidth selection method for finite sample case is conducted via Monte Carlo simulation study.

• Journal of the Korean Data and Information Science Society
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• 제15권2호
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• pp.507-513
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• 2004

Least-squares support vector machine (LS-SVM) has been very successful in pattern recognition and function estimation problems for crisp data. In this paper, we propose LS-SVM approach to evaluating fuzzy regression model with multiple crisp inputs and a Gaussian fuzzy output. The proposed algorithm here is model-free method in the sense that we do not need assume the underlying model function. Experimental result is then presented which indicate the performance of this algorithm.

• Journal of the Korean Data and Information Science Society
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• 제15권2호
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• pp.449-455
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• 2004

Support vector machine (SVM) has been very successful in pattern recognition and function estimation problems for crisp data. This paper proposes a new method to evaluate interval regression models for crisp input-output data. The proposed method is based on quadratic loss SVM, which implements quadratic programming approach giving more diverse spread coefficients than a linear programming one. The proposed algorithm here is model-free method in the sense that we do not have to assume the underlying model function. Experimental result is then presented which indicate the performance of this algorithm.

• Journal of the Korean Data and Information Science Society
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• 제19권4호
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• pp.1247-1253
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• 2008

In this paper, we propose a interval censored regression spline model with a variance function (non-constant variance that depends on a predictor). Simulation studies show our estimates from MCECM algorithm are consistent, but biased when the sample size is small because of boundary effects. Also, we examined how the distribution of $x_i$ affects the converging speed of these consistent estimates.

• Journal of the Korean Data and Information Science Society
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• 제19권4호
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• pp.1327-1334
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• 2008

Mixed effect binomial regression models are widely used for analysis of correlated count data in which the response is the result of a series of one of two possible disjoint outcomes. In this paper, we consider kernel extensions with nonparametric fixed effects and parametric random effects. The estimation is through the penalized likelihood method based on kernel trick, and our focus is on the efficient computation and the effective hyperparameter selection. For the selection of hyperparameters, cross-validation techniques are employed. Examples illustrating usage and features of the proposed method are provided.

• Journal of the Korean Data and Information Science Society
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• 제21권2호
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• pp.379-385
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• 2010

This paper considers Bayesian approach to modeling a flexible regression function under functional measurement error model. The regression function is modeled based on semiparametric regression with penalized splines. Model fitting and parameter estimation are carried out in a hierarchical Bayesian framework using Markov chain Monte Carlo methodology. Their performances are compared with those of the estimators under functional measurement error model without semiparametric component.

• 대한토목학회논문집
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• 제26권1B호
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• pp.39-50
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• 2006

홍수를 예측하기 위해서 국내 5대강 유역의 홍수통제소는 저류함수모형을 사용하고 있으며 현재까지 홍수예측에 대한 많은 연구가 이루어지고 있다. 이에 본 논문에서는 현재 홍수통제소에서 사용되고 있는 저류함수모형과 과거의 강우-수위 관계를 이용한 회귀분석(regression analysis), 그리고 인공신경망(artificial neural network)을 이용하여 홍수를 예측하고 이를 비교, 분석하고자 하였다. 저류함수모형의 경우는 홍수통제소의 대표매개변수와 보정된 최적(평균)매개변수를 적용하였다. 그리고 회귀분석과 인공신경망은 1995~2001년까지의 홍수사상 중 4개의 홍수사상을 선택하여 회귀계수를 구하고 역전파(backpropagation) 알고리즘을 사용하여 학습을 시켰다. 그 결과 저류함수모형의 경우 최적 매개변수를 이용하였을 때 기존의 홍수통제소에서 사용하고 있는 대표매개변수보다 예측이 개선되었으며, 회귀분석의 방법인 다중회귀분석, Robust 회귀분석, Stepwise 회귀분석을 이용한 홍수예측은 비교적 정확한 결과를 얻을 수 있었다. 역전파 알고리즘을 사용한 인공신경망의 경우도 회귀분석을 이용한 홍수예측보다는 다소 못하였지만 정확한 결과를 얻을 수 있었다.

• Journal of the Korean Data and Information Science Society
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• 제26권6호
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• pp.1537-1545
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• 2015

Support vector quantile regression (SVQR) can be obtained by applying support vector machine with a check function instead of an e-insensitive loss function into the quantile regression, which still requires to solve a quadratic program (QP) problem which is time and memory expensive. In this paper we propose an SVQR whose objective function is composed of an asymmetric quadratic loss function. The proposed method overcomes the weak point of the SVQR with the check function. We use the iterative procedure to solve the objective problem. Furthermore, we introduce the generalized cross validation function to select the hyper-parameters which affect the performance of SVQR. Experimental results are then presented, which illustrate the performance of proposed SVQR.

• 한국데이터정보과학회:학술대회논문집
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• 한국데이터정보과학회 2005년도 추계학술대회
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• pp.161-169
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• 2005

In this paper we propose a fuzzy c-regression model based on weighted least squares support vector machine(LS-SVM), which can be used to detect outliers in the switching regression model while preserving simultaneous yielding the estimates of outputs together with a fuzzy c-partitions of data. It can be applied to the nonlinear regression which does not have an explicit form of the regression function. We illustrate the new algorithm with examples which indicate how it can be used to detect outliers and fit the mixed data to the nonlinear regression models.