• Title/Summary/Keyword: Linear Prediction

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A STUDY ON PREDICTION INTERVALS, FACTOR ANALYSIS MODELS AND HIGH-DIMENSIONAL EMPIRICAL LINEAR PREDICTION

  • Jee, Eun-Sook
    • Journal of applied mathematics & informatics
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    • v.14 no.1_2
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    • pp.377-386
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    • 2004
  • A technique that provides prediction intervals based on a model called an empirical linear model is discussed. The technique, high-dimensional empirical linear prediction (HELP), involves principal component analysis, factor analysis and model selection. HELP can be viewed as a technique that provides prediction (and confidence) intervals based on a factor analysis models do not typically have justifiable theory due to nonidentifiability, we show that the intervals are justifiable asymptotically.

ESTIMATION OF FREQUENCIES FROM MODIFIED LINEAR PREDICTION METHODS (변형된 선형 예측 방법으로 부터 주파수 측정)

  • Ahn, Tae-Chon;Park, Yong-Seo;Whang, Kuem-Chan
    • Proceedings of the KIEE Conference
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    • 1988.11a
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    • pp.473-476
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    • 1988
  • The problem of estimating the frequencies of multiple sinusoids from noisy measurements by using the modified linear prediction methods - Modified Forward-Backward Linear Prediction(MFBLP) and Model Reduction(MR) methods is addressed in this paper. The MFBLP and MR methods are derived by singular value decomposition and approximation of linear system. respectively. Monte Carlo simulations are done and the performances compared with linear prediction and forward-backward linear prediction. Simulations show a great promise for MFBLP and MR.

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Comparison of MLR and SVR Based Linear and Nonlinear Regressions - Compensation for Wind Speed Prediction (MLR 및 SVR 기반 선형과 비선형회귀분석의 비교 - 풍속 예측 보정)

  • Kim, Junbong;Oh, Seungchul;Seo, Kisung
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.65 no.5
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    • pp.851-856
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    • 2016
  • Wind speed is heavily fluctuated and quite local than other weather elements. It is difficult to improve the accuracy of prediction only in a numerical prediction model. An MOS (Model Output Statistics) technique is used to correct the systematic errors of the model using a statistical data analysis. The Most of previous MOS has used a linear regression model for weather prediction, but it is hard to manage an irregular nature of prediction of wind speed. In order to solve the problem, a nonlinear regression method using SVR (Support Vector Regression) is introduced for a development of MOS for wind speed prediction. Experiments are performed for KLAPS (Korea Local Analysis and Prediction System) re-analysis data from 2007 to 2013 year for Jeju Island and Busan area in South Korea. The MLR and SVR based linear and nonlinear methods are compared to each other for prediction accuracy of wind speed. Also, the comparison experiments are executed for the variation in the number of UM elements.

Wind Speed Prediction using WAsP for Complex Terrain (복합지형에 대한 WAsP의 풍속 예측성 평가)

  • Yoon, Kwang-Yong;Yoo, Neung-Soo;Paek, In-Su
    • Journal of Industrial Technology
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    • v.28 no.B
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    • pp.199-207
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    • 2008
  • A linear wind prediction program, WAsP, was employed to predict wind speed at two different sites located in complex terrain in South Korea. The reference data obtained at locations more than 7 kilometers away from the prediction sites were used for prediction. The predictions from the linear model were compared with the measured data at the two prediction sites. Two compensation methods such as a self-prediction error method and a delta ruggedness index (RIX) method were used to improve the wind speed prediction from WAsP and showed a good possibility. The wind speed prediction errors reached within 3.5 % with the self prediction error method, and within 10% with the delta RIX method. The self prediction error method can be used as a compensation method to reduce the wind speed prediction error in WAsP.

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Wind Speed Prediction using WAsP for Complex Terrain (WAsP을 이용한 복잡지형의 풍속 예측 및 보정)

  • Yoon, Kwang-Yong;Paek, In-Su;Yoo, Neung-Soo
    • 한국신재생에너지학회:학술대회논문집
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    • 2008.10a
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    • pp.268-273
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    • 2008
  • A linear wind prediction program, WAsP, was employed to predict wind speed at two different sites located in complex terrain in South Korea. The reference data obtained at locations more than 7 kilometers away from the prediction sites were used for prediction. The predictions from the linear model were compared with the measured data at the two prediction sites. Two compensation methods such as a self-prediction error method and a delta ruggedness index (RIX) method were used to improve the wind speed prediction from WAsP and showed a good possibility. The wind speed prediction errors reached within 3.5 % with the self prediction error method, and within 10% with the delta RIX method. The self prediction error method can be used as a compensation method to reduce the wind speed prediction error in WAsP.

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Characteristics of Cow´s Voices in Time and Frequency domains for Recognition

  • Ikeda, Yoshio;Ishii, Y.
    • Agricultural and Biosystems Engineering
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    • v.2 no.1
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    • pp.15-23
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    • 2001
  • On the assumption that the voices of the cows are produced by the linear prediction filter, we characterized the cows’voices. The order of this filter was determined by examining the voice characteristics both in time and frequency domains. The proposed order of the linear prediction filter is 15 for modeling voice production of the cow. The characteristics of the amplitude envelope of the voice signal was investigated by analyzing the sequence of the short time variance both in time and frequency domains, and the new parameters were defined. One of the coefficients o the linear prediction filter generating the voice signal, the fundamental frequency, the slope of the straight line regressed from the log-log spectra of the short time variance and the coefficients of the linear prediction filter generating the sequence of the short time variance of the voice signal can differentiate the two cows.

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Maritime region segmentation and segment-based destination prediction methods for vessel path prediction (선박 이동 경로 예측을 위한 해상 영역 분할 및 영역 단위 목적지 예측 방법)

  • Kim, Jonghee;Jung, Chanho;Kang, Dokeun;Lee, Chang Jin
    • Journal of IKEEE
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    • v.24 no.2
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    • pp.661-664
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    • 2020
  • In this paper, we propose a maritime region segmentation method and a segment-based destination prediction method for vessel path prediction. In order to perform maritime segmentation, clustering on destination candidates generated from the past paths is conducted. Then the segment-based destination prediction is followed. For destination prediction, different prediction methods are applied according to whether the current region is linear or not. In the linear domain, the vessel is regarded to move constantly, and linear prediction is applied. In the nonlinear domain with an uncertainty, we assume that the vessel moves similarly to the most similar past path. Experimental results show that applying the linear prediction and the prediction method using a similar path differently depending on the linearity and the uncertainty of the path is better than applying one of them alone.

The Usage of an SNP-SNP Relationship Matrix for Best Linear Unbiased Prediction (BLUP) Analysis Using a Community-Based Cohort Study

  • Lee, Young-Sup;Kim, Hyeon-Jeong;Cho, Seoae;Kim, Heebal
    • Genomics & Informatics
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    • v.12 no.4
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    • pp.254-260
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    • 2014
  • Best linear unbiased prediction (BLUP) has been used to estimate the fixed effects and random effects of complex traits. Traditionally, genomic relationship matrix-based (GRM) and random marker-based BLUP analyses are prevalent to estimate the genetic values of complex traits. We used three methods: GRM-based prediction (G-BLUP), random marker-based prediction using an identity matrix (so-called single-nucleotide polymorphism [SNP]-BLUP), and SNP-SNP variance-covariance matrix (so-called SNP-GBLUP). We used 35,675 SNPs and R package "rrBLUP" for the BLUP analysis. The SNP-SNP relationship matrix was calculated using the GRM and Sherman-Morrison-Woodbury lemma. The SNP-GBLUP result was very similar to G-BLUP in the prediction of genetic values. However, there were many discrepancies between SNP-BLUP and the other two BLUPs. SNP-GBLUP has the merit to be able to predict genetic values through SNP effects.

Bayes Prediction Density in Linear Models

  • Kim, S.H.
    • Communications for Statistical Applications and Methods
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    • v.8 no.3
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    • pp.797-803
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    • 2001
  • This paper obtained Bayes prediction density for the spatial linear model with non-informative prior. It showed the results that predictive inferences is completely unaffected by departures from the normality assumption in the direction of the elliptical family and the structure of prediction density is unchanged by more than one additional future observations.

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Pre-processing and Bias Correction for AMSU-A Radiance Data Based on Statistical Methods (통계적 방법에 근거한 AMSU-A 복사자료의 전처리 및 편향보정)

  • Lee, Sihye;Kim, Sangil;Chun, Hyoung-Wook;Kim, Ju-Hye;Kang, Jeon-Ho
    • Atmosphere
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    • v.24 no.4
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    • pp.491-502
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    • 2014
  • As a part of the KIAPS (Korea Institute of Atmospheric Prediction Systems) Package for Observation Processing (KPOP), we have developed the modules for Advanced Microwave Sounding Unit-A (AMSU-A) pre-processing and its bias correction. The KPOP system calculates the airmass bias correction coefficients via the method of multiple linear regression in which the scan-corrected innovation and the thicknesses of 850~300, 200~50, 50~5, and 10~1 hPa are respectively used for dependent and independent variables. Among the four airmass predictors, the multicollinearity has been shown by the Variance Inflation Factor (VIF) that quantifies the severity of multicollinearity in a least square regression. To resolve the multicollinearity, we adopted simple linear regression and Principal Component Regression (PCR) to calculate the airmass bias correction coefficients and compared the results with those from the multiple linear regression. The analysis shows that the order of performances is multiple linear, principal component, and simple linear regressions. For bias correction for the AMSU-A channel 4 which is the most sensitive to the lower troposphere, the multiple linear regression with all four airmass predictors is superior to the simple linear regression with one airmass predictor of 850~300 hPa. The results of PCR with 95% accumulated variances accounted for eigenvalues showed the similar results of the multiple linear regression.