• Journal of the Korean Data and Information Science Society
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• 제21권6호
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• pp.1319-1325
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• 2010

Quantile regression provides a more complete statistical analysis of the stochastic relationships among random variables. Sometimes quantile functions estimated at different orders can cross each other. We propose a new non-crossing quantile regression method applying support vector median regression to restricted regression quantile, restricted support vector quantile regression. The proposed method provides a satisfying solution to estimating non-crossing quantile functions when multiple quantiles for high dimensional data are needed. We also present the model selection method that employs cross validation techniques for choosing the parameters which aect the performance of the proposed method. One real example and a simulated example are provided to show the usefulness of the proposed method.

• 한국경영과학회:학술대회논문집
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• 대한산업공학회/한국경영과학회 2002년도 춘계공동학술대회
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• pp.949-952
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• 2002

A regression model is used in predicting the response variable given predictor variables However, in case of large number of predictor variables, a regression model has some problems such as multicollinearity, interpretation of the functional relationship between the response and predictors and prediction accuracy. A clustering method and stepwise regression could be used to reduce the amount of data by grouping predictors having similar properties and by selecting the subset of predictors. respectively. This paper proposes a prediction method combining clustering method and stepwise regression. The proposed method fits a global model and local models and predicts responses given new observations by using both models. The paper also compares the performance of proposed method with stepwise regression via a real data of ample obtained in a steel process.

• 한국지반공학회논문집
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• 제39권4호
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• pp.45-54
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• 2023

설계 단계에서의 침하 예측은 주로 이론적 침하 예측 방법에 의해 수행되지만, 정확도의 문제로 인해 시공 단계에서는 주로 시간에 따른 침하량 계측 결과를 토대로 장래 침하량을 예측하는 계측 기반 침하 예측 방법을 적용하고 있다. 계측 기반 침하 예측 방법 중에서도 쌍곡선법이 주로 쓰이고 있으나 기존의 쌍곡선법은 정확도가 떨어지며 통계적 측면에서 한계점이 명확하기 때문에, 가중 비선형 회귀 분석 기반의 쌍곡선법이 제안된 바 있다. 본 연구에서는 가중 비선형 회귀 쌍곡선법에 두 가지 가중치 부여 방식을 적용하여 침하 예측 정확도를 비교 분석하였다. 부산 신항에 위치한 두 현장에서 측정한 지표침하판 데이터를 활용했으며, 회귀분석 구간을 전체 데이터에 30, 50, 70%로 설정해 나머지 구간의 침하를 예측했다. 그 결과, 가중치 부여 방식과 무관하게 쌍곡선법 기반의 침하 예측 방법은 모두 회귀 분석 구간이 증가할수록 정확도가 높게 나타났으며, 가중 비선형 회귀 쌍곡선법을 통해 기존 선형 회귀 쌍곡선법 보다 정확하게 침하를 예측할 수 있었다. 특히 더 작은 회귀분석 구간이 적용되었음에도 가중 비선형 회귀 쌍곡선법이 기존 선형 회귀 쌍곡선법에 비해 높은 침하 예측 성능을 보여, 가중 비선형 회귀 쌍곡선법을 통해 훨씬 빠르고 정확하게 침하량을 예측할 수 있음을 확인했다.

• 항공우주시스템공학회지
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• 제2권4호
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• pp.1-6
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• 2008

In generally, the regression rate was expressed with average value and oxidizer mass flux in hybrid propulsion system. This can not represent the local value of regression rate along with oxidizer flow direction. In this study, experimental studies were performed with Separation method and Cutting method for measure local regression rate. In axial injection, the local regression rate decreases rapidly with axial location near entrance and increases with axial direction from the leading edge and the empirical formula for local regression rate with function of oxidizer mass flux and location was derived. Swirl injection regression rate has higher value at the leading edge of the fuel and comparatively uniform regression rate at the downstream. Overall regression rate of swirl injection is higher increased about 54 % than regression rate of axial injection.

• Communications for Statistical Applications and Methods
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• 제13권1호
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• pp.125-134
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• 2006

This study confirms that the regression model of endpoint of interval outputs is not identical with that of the other endpoint of interval outputs in interval regression models proposed by Tanaka et al. (1987) and constructs interval regression models using the best regression model given by variable selection. Also, this paper suggests a method to minimize the sum of lengths of a symmetric difference among observed and predicted interval outputs in order to estimate interval regression coefficients in the proposed model. Some examples show that the interval regression model proposed in this study is more accuracy than that introduced by Inuiguchi et al. (2001).

• Communications for Statistical Applications and Methods
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• 제17권2호
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• pp.141-151
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• 2010

Hybrid fuzzy regression analysis is used for integrating randomness and fuzziness into a regression model. Least squares support vector machine(LS-SVM) has been very successful in pattern recognition and function estimation problems for crisp data. This paper proposes a new method to evaluate hybrid fuzzy linear and nonlinear regression models with crisp inputs and fuzzy output using weighted fuzzy arithmetic(WFA) and LS-SVM. LS-SVM allows us to perform fuzzy nonlinear regression analysis by constructing a fuzzy linear regression function in a high dimensional feature space. The proposed method is not computationally expensive since its solution is obtained from a simple linear equation system. In particular, this method is a very attractive approach to modeling nonlinear data, and is nonparametric method in the sense that we do not have to assume the underlying model function for fuzzy nonlinear regression model with crisp inputs and fuzzy output. Experimental results are then presented which indicate the performance of this method.

• 한국지능시스템학회:학술대회논문집
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• 한국퍼지및지능시스템학회 2001년도 춘계학술대회 학술발표 논문집
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• pp.101-104
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• 2001

This paper deals with the speed-up of interval regression neural network. We propose an improved method of adjusting the parameter alpha used in the interval regression neural network to improve the learning speed and regression performance. Finally, we provide numerical examples to evaluate the performance of the proposed method.

• Communications for Statistical Applications and Methods
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• 제16권3호
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• pp.463-477
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• 2009

극단치 분포의 모수 추정방법으로 최우추정법, 확률가중적률법, 회귀분석법은 기존 연구에서 활발하게 적용되어져 왔다. 그러나 이들 세 가지 추정방법 가운데, 회귀분석법의 우수성은 엄격하게 평가되어진 적이 없다. 본 논문에서는 몬테칼로 시뮬레이션을 통하여 Generalized Extreme Value(GEV) 분포와 Generalized Pareto(GP) 분포의 모수 추정에 회귀분석법 및 다른 추정방법을 적용하여 비교 연구한다. 시뮬레이션 결과, 표본의 크기가 작은 경우 회귀분석 법은 GEV 분포의 위치모수 추정시 편의 측면과 효율성 측면에서 다른 방법보다 우수한 경향을 나타내었다. GP 분포의 규모모수 추정시에는 표본의 크기 가 작을 경우 회귀분석법이 다른 방법보다 작은 편의를 나타내었다. 회귀분석법은 표본의 크기 가 작거나 적당히 큰 경우에도 GEV 분포나 GP 분포의 형태모수 추정시에 형태모수의 값이 -0.4일 경우, 다른 방법보다 우수한 경향을 나타내었다.

• Journal of the Korean Data and Information Science Society
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• 제18권1호
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• pp.51-61
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• 2007

Ridge regression (RR), principal component regression (PCR) and partial least squares regression (PLS) are among popular regression methods for collinear data. While RR adds a small quantity called ridge constant to the diagonal of X'X to stabilize the matrix inversion and regression coefficients, PCR and PLS use latent variables derived from original variables to circumvent the collinearity problem. One problem of PCR and PLS is that they are very sensitive to overfitting. A new regression method is presented by combining RR and PCR and PLS, respectively, in a unified manner. It is intended to provide better predictive ability and improved stability for regression models. A real-world data from NIR spectroscopy is used to investigate the performance of the newly developed regression method.

• 대한수학회논문집
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• 제33권3호
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• pp.973-983
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• 2018

Fuzzy linear regression model has been widely studied with many successful applications but there have been only a few studies on the fuzzy regression model with monotonic response function as a generalization of the linear response function. In this paper, we propose the fuzzy regression model with the monotonic response function and the algorithm to construct the proposed model by using ${\alpha}-level$ set of fuzzy number and the resolution identity theorem. To estimate parameters of the proposed model, the least squares (LS) method and the least absolute deviation (LAD) method have been used in this paper. In addition, to evaluate the performance of the proposed model, two performance measures of goodness of fit are introduced. The numerical examples indicate that the fuzzy regression model with the monotonic response function is preferable to the fuzzy linear regression model when the fuzzy data represent the non-linear pattern.