• Title/Summary/Keyword: regression to the mean

검색결과 4,155건 처리시간 0.032초

An estimator of the mean of the squared functions for a nonparametric regression

  • Park, Chun-Gun
    • Journal of the Korean Data and Information Science Society
    • /
    • 제20권3호
    • /
    • pp.577-585
    • /
    • 2009
  • So far in a nonparametric regression model one of the interesting problems is estimating the error variance. In this paper we propose an estimator of the mean of the squared functions which is the numerator of SNR (Signal to Noise Ratio). To estimate SNR, the mean of the squared function should be firstly estimated. Our focus is on estimating the amplitude, that is the mean of the squared functions, in a nonparametric regression using a simple linear regression model with the quadratic form of observations as the dependent variable and the function of a lag as the regressor. Our method can be extended to nonparametric regression models with multivariate functions on unequally spaced design points or clustered designed points.

  • PDF

미계측 유역 평균갈수량 산정을 위한 지역회귀모형의 개발 (Development of Regional Regression Model for Estimating Mean Low Flow in Ungauged Basins)

  • 이태희;이민호;이재응
    • 대한토목학회논문집
    • /
    • 제36권3호
    • /
    • pp.407-416
    • /
    • 2016
  • 본 연구에서는 미계측 유역의 평균갈수량 추정을 위한 지역회귀모형을 개발하고자 하였다. 12개 다목적댐과 4개의 용수댐에서 관측된 조절되지 않은 유입량 자료로부터 평균갈수량을 산정하였고, 이를 유역면적, 유역경사, 유역밀도, 연평균강수량, 유출곡선지수 등의 유역특성인자와의 상관분석을 통해 다양한 형태의 지역회귀모형을 개발하였다. 평균갈수량의 관측값과 추정값의 비교를 통해 각 회귀모형의 성능을 평가하였고, 유역면적, 연평균강수량, 유출곡선지수를 설명변량으로 하는 회귀모형이 가장 우수한 성능을 보였다. 또한 비유량법과 기존에 개발된 기존회귀모형과의 비교를 통해서 본 연구에서 개발한 모형의 적용성이 가장 우수한 것으로 분석되었다.

Predicting the resting metabolic rate of young and middle-aged healthy Korean adults: A preliminary study

  • Park, Hun-Young;Jung, Won-Sang;Hwang, Hyejung;Kim, Sung-Woo;Kim, Jisu;Lim, Kiwon
    • 운동영양학회지
    • /
    • 제24권1호
    • /
    • pp.9-13
    • /
    • 2020
  • [Purpose] This preliminary study aimed to develop a regression model to estimate the resting metabolic rate (RMR) of young and middle-aged Koreans using various easy-to-measure dependent variables. [Methods] The RMR and the dependent variables for its estimation (e.g. age, height, body mass index, fat-free mass; FFM, fat mass, % body fat, systolic blood pressure, diastolic blood pressure, mean arterial pressure, pulse pressure, and resting heart rate) were measured in 53 young (male n = 18, female n = 16) and middle-aged (male n = 5, female n = 14) healthy adults. Statistical analysis was performed to develop an RMR estimation regression model using the stepwise regression method. [Results] We confirmed that FFM and age were important variables in both the regression models based on the regression coefficients. Mean explanatory power of RMR1 regression models estimated only by FFM was 66.7% (R2) and 66.0% (adjusted R2), while mean standard errors of estimates (SEE) was 219.85 kcal/day. Additionally, mean explanatory power of RMR2 regression models developed by FFM and age were 70.0% (R2) and 68.8% (adjusted R2), while the mean SEE was 210.64 kcal/day. There was no significant difference between the measured RMR by the canopy method using a metabolic gas analyzer and the predicted RMR by RMR1 and RMR2 equations. [Conclusion] This preliminary study developed a regression model to estimate the RMR of young and middle-age healthy Koreans. The regression model was as follows: RMR1 = 24.383 × FFM + 634.310, RMR2 = 23.691 × FFM - 5.745 × age + 852.341.

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

  • Edilberto Cepeda-Cuervo
    • Communications for Statistical Applications and Methods
    • /
    • 제31권3호
    • /
    • pp.263-277
    • /
    • 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.

Analysis of Characteristics of All Solid-State Batteries Using Linear Regression Models

  • Kyo-Chan Lee;Sang-Hyun Lee
    • International journal of advanced smart convergence
    • /
    • 제13권1호
    • /
    • pp.206-211
    • /
    • 2024
  • This study used a total of 205,565 datasets of 'voltage', 'current', '℃', and 'time(s)' to systematically analyze the properties and performance of solid electrolytes. As a method for characterizing solid electrolytes, a linear regression model, one of the machine learning models, is used to visualize the relationship between 'voltage' and 'current' and calculate the regression coefficient, mean squared error (MSE), and coefficient of determination (R^2). The regression coefficient between 'Voltage' and 'Current' in the results of the linear regression model is about 1.89, indicating that 'Voltage' has a positive effect on 'Current', and it is expected that the current will increase by about 1.89 times as the voltage increases. MSE found that the mean squared error between the model's predicted and actual values was about 0.3, with smaller values closer to the model's predictions to the actual values. The coefficient of determination (R^2) is about 0.25, which can be interpreted as explaining 25% of the data.

공간회귀모형을 이용한 대구경북 지역 단위면적당 아파트 매매가격 예측 (Prediction of apartment prices per unit in Daegu-Gyeongbuk areas by spatial regression models)

  • 이우정;박철용
    • Journal of the Korean Data and Information Science Society
    • /
    • 제26권3호
    • /
    • pp.561-568
    • /
    • 2015
  • 이 연구에서는 공간회귀모형 중 공간시차모형과 공간오차모형을 이용하여 대구 경북 지역 단위면적당 아파트 매매가격을 예측하였다. k-최근접이웃 (k-nearest neighbours)을 이용하여 공간가중행렬을 구축하였으며, 이를 이용해 2012년 3월의 단위면적당 아파트 매매가격에 대한 모형을 적합시켰다. 적합시킨 공간시차모형, 공간오차모형을 이용하여 2013년 3월의 단위면적당 아파트 매매가격을 예측하였으며 RMSE (root mean squared error), RRMSE (root relative mean squared error), MAE (mean absolute error)를 통해 두 모형의 성능을 비교하였다.

Performance Comparison Analysis of Artificial Intelligence Models for Estimating Remaining Capacity of Lithium-Ion Batteries

  • Kyu-Ha Kim;Byeong-Soo Jung;Sang-Hyun Lee
    • International Journal of Advanced Culture Technology
    • /
    • 제11권3호
    • /
    • pp.310-314
    • /
    • 2023
  • The purpose of this study is to predict the remaining capacity of lithium-ion batteries and evaluate their performance using five artificial intelligence models, including linear regression analysis, decision tree, random forest, neural network, and ensemble model. We is in the study, measured Excel data from the CS2 lithium-ion battery was used, and the prediction accuracy of the model was measured using evaluation indicators such as mean square error, mean absolute error, coefficient of determination, and root mean square error. As a result of this study, the Root Mean Square Error(RMSE) of the linear regression model was 0.045, the decision tree model was 0.038, the random forest model was 0.034, the neural network model was 0.032, and the ensemble model was 0.030. The ensemble model had the best prediction performance, with the neural network model taking second place. The decision tree model and random forest model also performed quite well, and the linear regression model showed poor prediction performance compared to other models. Therefore, through this study, ensemble models and neural network models are most suitable for predicting the remaining capacity of lithium-ion batteries, and decision tree and random forest models also showed good performance. Linear regression models showed relatively poor predictive performance. Therefore, it was concluded that it is appropriate to prioritize ensemble models and neural network models in order to improve the efficiency of battery management and energy systems.

Application of Bootstrap Method to Primary Model of Microbial Food Quality Change

  • Lee, Dong-Sun;Park, Jin-Pyo
    • Food Science and Biotechnology
    • /
    • 제17권6호
    • /
    • pp.1352-1356
    • /
    • 2008
  • Bootstrap method, a computer-intensive statistical technique to estimate the distribution of a statistic was applied to deal with uncertainty and variability of the experimental data in stochastic prediction modeling of microbial growth on a chill-stored food. Three different bootstrapping methods for the curve-fitting to the microbial count data were compared in determining the parameters of Baranyi and Roberts growth model: nonlinear regression to static version function with resampling residuals onto all the experimental microbial count data; static version regression onto mean counts at sampling times; dynamic version fitting of differential equations onto the bootstrapped mean counts. All the methods outputted almost same mean values of the parameters with difference in their distribution. Parameter search according to the dynamic form of differential equations resulted in the largest distribution of the model parameters but produced the confidence interval of the predicted microbial count close to those of nonlinear regression of static equation.

다변량회귀 조건부 평균모형에 대한 최적 차원축소 방법에서 차원수가 결과에 미치는 영향 (Effect of Dimension in Optimal Dimension Reduction Estimation for Conditional Mean Multivariate Regression)

  • 서은경;박종선
    • Communications for Statistical Applications and Methods
    • /
    • 제19권1호
    • /
    • pp.107-115
    • /
    • 2012
  • 본 논문에서는 Yoo와 Cook (2007)에 의하여 제시된 다변량 회귀의 조건부 평균에 대한 최소 불일치 함수 접근법을 통한 최적 차원축소 부분공간의 추정에서 차원의 수가 추정된 선형결합들과 설명력 등에 어떤 영향을 미치는 지를 시뮬레이션 자료를 통하여 알아보았다. 그 결과 추정에 사용된 차원수에 따른 여러 결과들을 차원결정을 위한 검정과 함께 활용하면 모형에 필요한 차원수를 탐색하는데 매우 효과적임을 알 수 있었다.

ROBUST CROSS VALIDATIONS IN RIDGE REGRESSION

  • Jung, Kang-Mo
    • Journal of applied mathematics & informatics
    • /
    • 제27권3_4호
    • /
    • pp.903-908
    • /
    • 2009
  • The shrink parameter in ridge regression may be contaminated by outlying points. We propose robust cross validation scores in ridge regression instead of classical cross validation. We use robust location estimators such as median, least trimmed squares, absolute mean for robust cross validation scores. The robust scores have global robustness. Simulations are performed to show the effectiveness of the proposed estimators.

  • PDF