• Title/Summary/Keyword: linear regression

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ROBUST FUZZY LINEAR REGRESSION BASED ON M-ESTIMATORS

  • SOHN BANG-YONG
    • Journal of applied mathematics & informatics
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    • v.18 no.1_2
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    • pp.591-601
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    • 2005
  • The results of fuzzy linear regression are very sensitive to irregular data. When this points exist in a set of data, a fuzzy linear regression model can be incorrectly interpreted. The purpose of this paper is to detect irregular data and to propose robust fuzzy linear regression based on M-estimators with triangular fuzzy regression coefficients for crisp input-output data. Numerical example shows that irregular data can be detected by using the residuals based on M-estimators, and the proposed robust fuzzy linear regression is very resistant to this points.

Biplots of Multivariate Data Guided by Linear and/or Logistic Regression

  • Huh, Myung-Hoe;Lee, Yonggoo
    • Communications for Statistical Applications and Methods
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    • v.20 no.2
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    • pp.129-136
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    • 2013
  • Linear regression is the most basic statistical model for exploring the relationship between a numerical response variable and several explanatory variables. Logistic regression secures the role of linear regression for the dichotomous response variable. In this paper, we propose a biplot-type display of the multivariate data guided by the linear regression and/or the logistic regression. The figures show the directional flow of the response variable as well as the interrelationship of explanatory variables.

Fuzzy Local Linear Regression Analysis

  • Hong, Dug-Hun;Kim, Jong-Tae
    • Journal of the Korean Data and Information Science Society
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    • v.18 no.2
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    • pp.515-524
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    • 2007
  • This paper deals with local linear estimation of fuzzy regression models based on Diamond(1998) as a new class of non-linear fuzzy regression. The purpose of this paper is to introduce a use of smoothing in testing for lack of fit of parametric fuzzy regression models.

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An Approach to Applying Multiple Linear Regression Models by Interlacing Data in Classifying Similar Software

  • Lim, Hyun-il
    • Journal of Information Processing Systems
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    • v.18 no.2
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    • pp.268-281
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    • 2022
  • The development of information technology is bringing many changes to everyday life, and machine learning can be used as a technique to solve a wide range of real-world problems. Analysis and utilization of data are essential processes in applying machine learning to real-world problems. As a method of processing data in machine learning, we propose an approach based on applying multiple linear regression models by interlacing data to the task of classifying similar software. Linear regression is widely used in estimation problems to model the relationship between input and output data. In our approach, multiple linear regression models are generated by training on interlaced feature data. A combination of these multiple models is then used as the prediction model for classifying similar software. Experiments are performed to evaluate the proposed approach as compared to conventional linear regression, and the experimental results show that the proposed method classifies similar software more accurately than the conventional model. We anticipate the proposed approach to be applied to various kinds of classification problems to improve the accuracy of conventional linear regression.

MapReduce-based Localized Linear Regression for Electricity Price Forecasting (전기 가격 예측을 위한 맵리듀스 기반의 로컬 단위 선형회귀 모델)

  • Han, Jinju;Lee, Ingyu;On, Byung-Won
    • The Transactions of the Korean Institute of Electrical Engineers P
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    • v.67 no.4
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    • pp.183-190
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    • 2018
  • Predicting accurate electricity prices is an important task in the electricity trading market. To address the electricity price forecasting problem, various approaches have been proposed so far and it is known that linear regression-based approaches are the best. However, the use of such linear regression-based methods is limited due to low accuracy and performance. In traditional linear regression methods, it is not practical to find a nonlinear regression model that explains the training data well. If the training data is complex (i.e., small-sized individual data and large-sized features), it is difficult to find the polynomial function with n terms as the model that fits to the training data. On the other hand, as a linear regression model approximating a nonlinear regression model is used, the accuracy of the model drops considerably because it does not accurately reflect the characteristics of the training data. To cope with this problem, we propose a new electricity price forecasting method that divides the entire dataset to multiple split datasets and find the best linear regression models, each of which is the optimal model in each dataset. Meanwhile, to improve the performance of the proposed method, we modify the proposed localized linear regression method in the map and reduce way that is a framework for parallel processing data stored in a Hadoop distributed file system. Our experimental results show that the proposed model outperforms the existing linear regression model. Specifically, the accuracy of the proposed method is improved by 45% and the performance is faster 5 times than the existing linear regression-based model.

Multicollinarity in Logistic Regression

  • Jong-Han lee;Myung-Hoe Huh
    • Communications for Statistical Applications and Methods
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    • v.2 no.2
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    • pp.303-309
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    • 1995
  • Many measures to detect multicollinearity in linear regression have been proposed in statistics and numerical analysis literature. Among them, condition number and variance inflation factor(VIF) are most popular. In this study, we give new interpretations of condition number and VIF in linear regression, using geometry on the explanatory space. In the same line, we derive natural measures of condition number and VIF for logistic regression. These computer intensive measures can be easily extended to evaluate multicollinearity in generalized linear models.

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Efficiency of Aggregate Data in Non-linear Regression

  • Huh, Jib
    • Communications for Statistical Applications and Methods
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    • v.8 no.2
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    • pp.327-336
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    • 2001
  • This work concerns estimating a regression function, which is not linear, using aggregate data. In much of the empirical research, data are aggregated for various reasons before statistical analysis. In a traditional parametric approach, a linear estimation of the non-linear function with aggregate data can result in unstable estimators of the parameters. More serious consequence is the bias in the estimation of the non-linear function. The approach we employ is the kernel regression smoothing. We describe the conditions when the aggregate data can be used to estimate the regression function efficiently. Numerical examples will illustrate our findings.

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GACV for partially linear support vector regression

  • Shim, Jooyong;Seok, Kyungha
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.2
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    • pp.391-399
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    • 2013
  • Partially linear regression is capable of providing more complete description of the linear and nonlinear relationships among random variables. In support vector regression (SVR) the hyper-parameters are known to affect the performance of regression. In this paper we propose an iterative reweighted least squares (IRWLS) procedure to solve the quadratic problem of partially linear support vector regression with a modified loss function, which enables us to use the generalized approximate cross validation function to select the hyper-parameters. Experimental results are then presented which illustrate the performance of the partially linear SVR using IRWLS procedure.

Fuzzy linear regression model and its application (퍼지 선형회귀모형과 응용)

  • 이성호;홍덕헌
    • The Korean Journal of Applied Statistics
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    • v.10 no.2
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    • pp.403-411
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    • 1997
  • Fuzzy linear regression model introduced by Tanaka et al. 91982) has been proposed and developed as alternative to statistical linear regression when our understanding of a phenomenon is imprecise or vague. In this paper we review fuzzy linear regression model and its parameter estimation and examine its strengths and weaknesses through case study. In addition another fuzzy linear model is introduced and applied to an economic study.

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