• Title/Summary/Keyword: regression splines

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Nonparametric Regression with Genetic Algorithm (유전자 알고리즘을 이용한 비모수 회귀분석)

  • Kim, Byung-Do;Rho, Sang-Kyu
    • Asia pacific journal of information systems
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    • v.11 no.1
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    • pp.61-73
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    • 2001
  • Predicting a variable using other variables in a large data set is a very difficult task. It involves selecting variables to include in a model and determining the shape of the relationship between variables. Nonparametric regression such as smoothing splines and neural networks are widely-used methods for such a task. We propose an alternative method based on a genetic algorithm(GA) to solve this problem. We applied GA to regression splines, a nonparametric regression method, to estimate functional forms between variables. Using several simulated and real data, our technique is shown to outperform traditional nonparametric methods such as smoothing splines and neural networks.

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Semiparametric Regression Splines in Matched Case-Control Studies

  • Kim, In-Young;Carroll, Raymond J.;Cohen, Noah
    • Proceedings of the Korean Statistical Society Conference
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    • 2003.05a
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    • pp.167-170
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    • 2003
  • We develop semiparametric methods for matched case-control studies using regression splines. Three methods are developed: an approximate crossvalidation scheme to estimate the smoothing parameter inherent in regression splines, as well as Monte Carlo Expectation Maximization (MCEM) and Bayesian methods to fit the regression spline model. We compare the approximate cross-validation approach, MCEM and Bayesian approaches using simulation, showing that they appear approximately equally efficient, with the approximate cross-validation method being computationally the most convenient. An example from equine epidemiology that motivated the work is used to demonstrate our approaches.

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Multivariate adaptive regression splines model for reliability assessment of serviceability limit state of twin caverns

  • Zhang, Wengang;Goh, Anthony T.C.
    • Geomechanics and Engineering
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    • v.7 no.4
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    • pp.431-458
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    • 2014
  • Construction of a new cavern close to an existing cavern will result in a modification of the state of stresses in a zone around the existing cavern as interaction between the twin caverns takes place. Extensive plane strain finite difference analyses were carried out to examine the deformations induced by excavation of underground twin caverns. From the numerical results, a fairly simple nonparametric regression algorithm known as multivariate adaptive regression splines (MARS) has been used to relate the maximum key point displacement and the percent strain to various parameters including the rock quality, the cavern geometry and the in situ stress. Probabilistic assessments on the serviceability limit state of twin caverns can be performed using the First-order reliability spreadsheet method (FORM) based on the built MARS model. Parametric studies indicate that the probability of failure $P_f$ increases as the coefficient of variation of Q increases, and $P_f$ decreases with the widening of the pillar.

Nonlinear structural modeling using multivariate adaptive regression splines

  • Zhang, Wengang;Goh, A.T.C.
    • Computers and Concrete
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    • v.16 no.4
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    • pp.569-585
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    • 2015
  • Various computational tools are available for modeling highly nonlinear structural engineering problems that lack a precise analytical theory or understanding of the phenomena involved. This paper adopts a fairly simple nonparametric adaptive regression algorithm known as multivariate adaptive regression splines (MARS) to model the nonlinear interactions between variables. The MARS method makes no specific assumptions about the underlying functional relationship between the input variables and the response. Details of MARS methodology and its associated procedures are introduced first, followed by a number of examples including three practical structural engineering problems. These examples indicate that accuracy of the MARS prediction approach. Additionally, MARS is able to assess the relative importance of the designed variables. As MARS explicitly defines the intervals for the input variables, the model enables engineers to have an insight and understanding of where significant changes in the data may occur. An example is also presented to demonstrate how the MARS developed model can be used to carry out structural reliability analysis.

A multivariate adaptive regression splines model for estimation of maximum wall deflections induced by braced excavation

  • Xiang, Yuzhou;Goh, Anthony Teck Chee;Zhang, Wengang;Zhang, Runhong
    • Geomechanics and Engineering
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    • v.14 no.4
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    • pp.315-324
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    • 2018
  • With rapid economic growth, numerous deep excavation projects for high-rise buildings and subway transportation networks have been constructed in the past two decades. Deep excavations particularly in thick deposits of soft clay may cause excessive ground movements and thus result in potential damage to adjacent buildings and supporting utilities. Extensive plane strain finite element analyses considering small strain effect have been carried out to examine the wall deflections for excavations in soft clay deposits supported by diaphragm walls and bracings. The excavation geometrical parameters, soil strength and stiffness properties, soil unit weight, the strut stiffness and wall stiffness were varied to study the wall deflection behaviour. Based on these results, a multivariate adaptive regression splines model was developed for estimating the maximum wall deflection. Parametric analyses were also performed to investigate the influence of the various design variables on wall deflections.

Evaluating seismic liquefaction potential using multivariate adaptive regression splines and logistic regression

  • Zhang, Wengang;Goh, Anthony T.C.
    • Geomechanics and Engineering
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    • v.10 no.3
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    • pp.269-284
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    • 2016
  • Simplified techniques based on in situ testing methods are commonly used to assess seismic liquefaction potential. Many of these simplified methods were developed by analyzing liquefaction case histories from which the liquefaction boundary (limit state) separating two categories (the occurrence or non-occurrence of liquefaction) is determined. As the liquefaction classification problem is highly nonlinear in nature, it is difficult to develop a comprehensive model using conventional modeling techniques that take into consideration all the independent variables, such as the seismic and soil properties. In this study, a modification of the Multivariate Adaptive Regression Splines (MARS) approach based on Logistic Regression (LR) LR_MARS is used to evaluate seismic liquefaction potential based on actual field records. Three different LR_MARS models were used to analyze three different field liquefaction databases and the results are compared with the neural network approaches. The developed spline functions and the limit state functions obtained reveal that the LR_MARS models can capture and describe the intrinsic, complex relationship between seismic parameters, soil parameters, and the liquefaction potential without having to make any assumptions about the underlying relationship between the various variables. Considering its computational efficiency, simplicity of interpretation, predictive accuracy, its data-driven and adaptive nature and its ability to map the interaction between variables, the use of LR_MARS model in assessing seismic liquefaction potential is promising.

Prediction of ultimate load capacity of concrete-filled steel tube columns using multivariate adaptive regression splines (MARS)

  • Avci-Karatas, Cigdem
    • Steel and Composite Structures
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    • v.33 no.4
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    • pp.583-594
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    • 2019
  • In the areas highly exposed to earthquakes, concrete-filled steel tube columns (CFSTCs) are known to provide superior structural aspects such as (i) high strength for good seismic performance (ii) high ductility (iii) enhanced energy absorption (iv) confining pressure to concrete, (v) high section modulus, etc. Numerous studies were reported on behavior of CFSTCs under axial compression loadings. This paper presents an analytical model to predict ultimate load capacity of CFSTCs with circular sections under axial load by using multivariate adaptive regression splines (MARS). MARS is a nonlinear and non-parametric regression methodology. After careful study of literature, 150 comprehensive experimental data presented in the previous studies were examined to prepare a data set and the dependent variables such as geometrical and mechanical properties of circular CFST system have been identified. Basically, MARS model establishes a relation between predictors and dependent variables. Separate regression lines can be formed through the concept of divide and conquers strategy. About 70% of the consolidated data has been used for development of model and the rest of the data has been used for validation of the model. Proper care has been taken such that the input data consists of all ranges of variables. From the studies, it is noted that the predicted ultimate axial load capacity of CFSTCs is found to match with the corresponding experimental observations of literature.

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.

Pan evaporation modeling using multivariate adaptive regression splines (다변량 적응 회귀 스플라인을 이용한 증발접시 증발량 모델링)

  • Seo, Youngmin;Kim, Sungwon
    • Proceedings of the Korea Water Resources Association Conference
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    • 2018.05a
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    • pp.351-354
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    • 2018
  • 본 연구에서는 일 증발접시 증발량 모델링을 위한 다변량 적응 회귀 스플라인 (multivariate adaptive regression splines, MARS) 모델의 성능을 평가하였다. 모델 입력변수 집합은 부산 관측소 (기상청)로부터 수집된 기상자료를 활용하여 증발접시 증발량과의 상관성이 높은 변수들의 조합으로 구성되었으며, 일사량, 일조시간, 평균지상온도, 최대기온의 조합으로 구성된 세 가지 입력집합이 결정되었다. MARS 모델의 성능은 네 가지의 모델성능평가지표를 활용하여 정량적으로 산출되었으며, 그 결과를 인공신경망 (artificial neural network, ANN) 모델과 비교하였다. 입력변수로서 일사량 및 일조시간을 가지는 Set 1의 경우 MARS1 모델이 ANN1 모델보다 우수한 성능을 나타내었으며, Set 2 (일사량, 일조시간, 평균지상온도)의 경우 ANN2 모델, Set 3 (일사량, 일조시간, 평균지상온도, 최대기온)의 경우 MARS3 모델이 상대적으로 우수한 모델 성능을 나타내었다. 모든 분석 모델들을 비교하였을 때, MARS3, ANN2, ANN3, MARS2, MARS1, ANN1 모델의 순서로 우수한 모델 성능을 나타내었으며, 특히 MARS3 모델은 CE = 0.790, $r^2=0.800$, RMSE = 0.762, MAE = 0.587로서 가장 우수한 일 증발접시 증발량 모델링 성능을 나타내었다. 따라서 본 연구에서 적용한 MARS 모델은 지상관측 기상자료를 활용한 일 증발접시 증발량 모델링에서 효과적인 대안이 될 수 있을 것으로 판단된다.

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