• 제목/요약/키워드: sequential regression

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Regression analysis and recursive identification of the regression model with unknown operational parameter variables, and its application to sequential design

  • Huang, Zhaoqing;Yang, Shiqiong;Sagara, Setsuo
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1990년도 한국자동제어학술회의논문집(국제학술편); KOEX, Seoul; 26-27 Oct. 1990
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    • pp.1204-1209
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    • 1990
  • This paper offers the theory and method for regression analysis of the regression model with operational parameter variables based on the fundamentals of mathematical statistics. Regression coefficients are usually constants related to the problem of regression analysis. This paper considers that regression coefficients are not constants but the functions of some operational parameter variables. This is a kind of method of two-step fitting regression model. The second part of this paper considers the experimental step numbers as recursive variables, the recursive identification with unknown operational parameter variables, which includes two recursive variables, is deduced. Then the optimization and the recursive identification are combined to obtain the sequential experiment optimum design with operational parameter variables. This paper also offers a fast recursive algorithm for a large number of sequential experiments.

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Estimation of slope , βusing the Sequential Slope in Simple Linear Regression Model

  • Choi, Yong;Kim, Dongjae
    • Communications for Statistical Applications and Methods
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    • 제10권2호
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    • pp.257-266
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    • 2003
  • Distribution-free estimation methods are proposed for slope, $\beta$ in the simple linear regression model. In this paper, we suggest the point estimators using the sequential slope based on sign test and Wilcoxon signed rank test. Also confidence intervals are presented for each estimation methods. Monte Carlo simulation study is carried out to compare the efficiency of these methods with least square method and Theil´s method. Some properties for the proposed methods are discussed.

Sequential prediction of TBM penetration rate using a gradient boosted regression tree during tunneling

  • Lee, Hang-Lo;Song, Ki-Il;Qi, Chongchong;Kim, Kyoung-Yul
    • Geomechanics and Engineering
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    • 제29권5호
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    • pp.523-533
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    • 2022
  • Several prediction model of penetration rate (PR) of tunnel boring machines (TBMs) have been focused on applying to design stage. In construction stage, however, the expected PR and its trends are changed during tunneling owing to TBM excavation skills and the gap between the investigated and actual geological conditions. Monitoring the PR during tunneling is crucial to rescheduling the excavation plan in real-time. This study proposes a sequential prediction method applicable in the construction stage. Geological and TBM operating data are collected from Gunpo cable tunnel in Korea, and preprocessed through normalization and augmentation. The results show that the sequential prediction for 1 ring unit prediction distance (UPD) is R2≥0.79; whereas, a one-step prediction is R2≤0.30. In modeling algorithm, a gradient boosted regression tree (GBRT) outperformed a least square-based linear regression in sequential prediction method. For practical use, a simple equation between the R2 and UPD is proposed. When UPD increases R2 decreases exponentially; In particular, UPD at R2=0.60 is calculated as 28 rings using the equation. Such a time interval will provide enough time for decision-making. Evidently, the UPD can be adjusted depending on other project and the R2 value targeted by an operator. Therefore, a calculation process for the equation between the R2 and UPD is addressed.

분류와 회귀나무분석에 관한 소고 (Note on classification and regression tree analysis)

  • 임용빈;오만숙
    • 품질경영학회지
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    • 제30권1호
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    • pp.152-161
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    • 2002
  • The analysis of large data sets with hundreds of thousands observations and thousands of independent variables is a formidable computational task. A less parametric method, capable of identifying important independent variables and their interactions, is a tree structured approach to regression and classification. It gives a graphical and often illuminating way of looking at data in classification and regression problems. In this paper, we have reviewed and summarized tile methodology used to construct a tree, multiple trees and the sequential strategy for identifying active compounds in large chemical databases.

단계별 비행훈련 성패 예측 모형의 성능 비교 연구 (Comparison of Classification Models for Sequential Flight Test Results)

  • 손소영;조용관;최성옥;김영준
    • 대한인간공학회지
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    • 제21권1호
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    • pp.1-14
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    • 2002
  • The main purpose of this paper is to present selection criteria for ROK Airforce pilot training candidates in order to save costs involved in sequential pilot training. We use classification models such Decision Tree, Logistic Regression and Neural Network based on aptitude test results of 288 ROK Air Force applicants in 1994-1996. Different models are compared in terms of classification accuracy, ROC and Lift-value. Neural network is evaluated as the best model for each sequential flight test result while Logistic regression model outperforms the rest of them for discriminating the last flight test result. Therefore we suggest a pilot selection criterion based on this logistic regression. Overall. we find that the factors such as Attention Sharing, Speed Tracking, Machine Comprehension and Instrument Reading Ability having significant effects on the flight results. We expect that the use of our criteria can increase the effectiveness of flight resources.

순차적 부분최소제곱 회귀적합에 의한 시간경로 유전자 발현 자료의 결측치 추정 (Missing Values Estimation for Time Course Gene Expression Data Using the Sequential Partial Least Squares Regression Fitting)

  • 김경숙;오미라;백장선;손영숙
    • 응용통계연구
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    • 제21권2호
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    • pp.275-290
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    • 2008
  • 마이크로어레이 유전자 발현 자료는 대용량이며 또한 관측 과정이 복잡하여 결측치가 빈번하게 발생된다. 본 논문에서는 관측 시점 간에 상관성을 갖는 시간경로 유전자 발현 자료에 대한 결측치 추정을 위하여 순차적 부분최소제곱(sequential partial least squares: SPLS) 회귀적합 방법을 제안한다. 이는 순차적 기법과 부분최소제곱(partial least squares: PLS) 회귀적합 방법을 결합시킨 것이다. 세 가지의 이스트(yeast) 시간경로 자료들에 대한 몇 가지 모의실험을 통하여 제안된 결측치 추정방법의 유용성을 평가한다.

여러개의 단순 선형 회귀모형에서 순차기울기를 이용한 평행성 검정 (Parallelism Test of Slope in a Several Simple Linear Regression Model based on a Sequential Slope)

  • 김주희;김동재
    • 응용통계연구
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    • 제26권6호
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    • pp.1009-1018
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    • 2013
  • 회귀분석은 변수들간의 관계를 파악하는데 유용하게 사용된다. 여러개의 모집단을 비교할 때, 여러 모집단이 갖는 각각의 회귀직선의 기울기가 같은지 검정하는 것이 필요할 때가 있다. 본 논문에서는 순차기울기를 추정한 후 ANOVA의 F-검정법과 Kruskal-Wallis (1952)검정법을 이용한 방법을 각각 제안하였다. 또한, 몬테카를로 모의시험 연구를 통해 본 논문에서 제안한 두 가지 방법과 Park과 Kim (2009)이 제안한 기존 방법의 검정력을 비교하였다.

The Sequential Testing of Multiple Outliers in Linear Regression

  • Park, Jinpyo;Park, Heechang
    • Communications for Statistical Applications and Methods
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    • 제8권2호
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    • pp.337-346
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    • 2001
  • In this paper we consider the problem of identifying and testing the outliers in linear regression. first we consider the problem for testing the null hypothesis of no outliers. The test based on the ratio of two scale estimates is proposed. We show the asymptotic distribution of the test statistic by Monte Carlo simulation and investigate its properties. Next we consider the problem of identifying the outliers. A forward sequential procedure based on the suggested test is proposed and shown to perform fairly well. The forward sequential procedure is unaffected by masking and swamping effects because the test statistic is based on robust estimate.

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음성인식을 위한 변환 공간 모델에 근거한 순차 적응기법 (Sequential Adaptation Algorithm Based on Transformation Space Model for Speech Recognition)

  • 김동국;장준혁;김남수
    • 음성과학
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    • 제11권4호
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    • pp.75-88
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    • 2004
  • In this paper, we propose a new approach to sequential linear regression adaptation of continuous density hidden Markov models (CDHMMs) based on transformation space model (TSM). The proposed TSM which characterizes the a priori knowledge of the training speakers associated with maximum likelihood linear regression (MLLR) matrix parameters is effectively described in terms of the latent variable models. The TSM provides various sources of information such as the correlation information, the prior distribution, and the prior knowledge of the regression parameters that are very useful for rapid adaptation. The quasi-Bayes (QB) estimation algorithm is formulated to incrementally update the hyperparameters of the TSM and regression matrices simultaneously. Experimental results showed that the proposed TSM approach is better than that of the conventional quasi-Bayes linear regression (QBLR) algorithm for a small amount of adaptation data.

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