• Title/Summary/Keyword: multiple linear and non-linear regression

Search Result 170, Processing Time 0.023 seconds

A comparison study of multiple linear quantile regression using non-crossing constraints (비교차 제약식을 이용한 다중 선형 분위수 회귀모형에 관한 비교연구)

  • Bang, Sungwan;Shin, Seung Jun
    • The Korean Journal of Applied Statistics
    • /
    • v.29 no.5
    • /
    • pp.773-786
    • /
    • 2016
  • Multiple quantile regression that simultaneously estimate several conditional quantiles of response given covariates can provide a comprehensive information about the relationship between the response and covariates. Some quantile estimates can cross if conditional quantiles are separately estimated; however, this violates the definition of the quantile. To tackle this issue, multiple quantile regression with non-crossing constraints have been developed. In this paper, we carry out a comparison study on several popular methods for non-crossing multiple linear quantile regression to provide practical guidance on its application.

Inter-comparison of Prediction Skills of Multiple Linear Regression Methods Using Monthly Temperature Simulated by Multi-Regional Climate Models (다중 지역기후모델로부터 모의된 월 기온자료를 이용한 다중선형회귀모형들의 예측성능 비교)

  • Seong, Min-Gyu;Kim, Chansoo;Suh, Myoung-Seok
    • Atmosphere
    • /
    • v.25 no.4
    • /
    • pp.669-683
    • /
    • 2015
  • In this study, we investigated the prediction skills of four multiple linear regression methods for monthly air temperature over South Korea. We used simulation results from four regional climate models (RegCM4, SNURCM, WRF, and YSURSM) driven by two boundary conditions (NCEP/DOE Reanalysis 2 and ERA-Interim). We selected 15 years (1989~2003) as the training period and the last 5 years (2004~2008) as validation period. The four regression methods used in this study are as follows: 1) Homogeneous Multiple linear Regression (HMR), 2) Homogeneous Multiple linear Regression constraining the regression coefficients to be nonnegative (HMR+), 3) non-homogeneous multiple linear regression (EMOS; Ensemble Model Output Statistics), 4) EMOS with positive coefficients (EMOS+). It is same method as the third method except for constraining the coefficients to be nonnegative. The four regression methods showed similar prediction skills for the monthly air temperature over South Korea. However, the prediction skills of regression methods which don't constrain regression coefficients to be nonnegative are clearly impacted by the existence of outliers. Among the four multiple linear regression methods, HMR+ and EMOS+ methods showed the best skill during the validation period. HMR+ and EMOS+ methods showed a very similar performance in terms of the MAE and RMSE. Therefore, we recommend the HMR+ as the best method because of ease of development and applications.

Development of the Index for Estimating the Arc Status in the Short-circuiting Transfer Region of GMA Welding (GMA용접의 단락이행영역에 있어서 아크 상태 평가를 위한 모델 개발)

  • 강문진;이세헌;엄기원
    • Journal of Welding and Joining
    • /
    • v.17 no.4
    • /
    • pp.85-92
    • /
    • 1999
  • In GMAW, the spatter is generated because of the variation of the arc state. If the arc state is quantitatively assessed, the control method to make the spatter be reduced is able to develop. This study was attempted to develop the optimal model that could estimate the arc state quantitatively. To do this, the generated spatters was captured under the limited welding conditions, and the waveforms of the arc voltage and of the welding current were collected. From the collected waveforms, the waveform factors and their standard deviations were produced, and the linear and non-linear regression models constituted using the factors and their standard deviations are proposed to estimate the arc state. the performance test to the proposed models was practiced. Obtained results are as follow. From the results of correlation analysis between the factors and the amount of the generated spatters, the standard deviations of the waveform factors have more the multiple regression coefficients than the waveform factors. Because the correlation coefficient between T and {TEX}$T_{a}${/TEX}, and s[T] and s[{TEX}$T_{a}${/TEX}] was nearly one, it was found that these factors have the same effect to the spatter generation. In the regression models to estimate the arc state, it was fond that the linear and the non linear models were also consisted of similar factors. In addition, the linear regression model was assessed the optimal model for estimating the arc state because the variance of data was narrow and multiple regression coefficient was highest among the models. But in the welding conditions which the amount of the generated spatters were small, it was found that the non linear regression model had better the estimation performance for the spatter generation than the linear.

  • PDF

A Study on Stochastic Estimation of Monthly Runoff by Multiple Regression Analysis (다중회귀분석에 의한 하천 월 유출량의 추계학적 추정에 관한 연구)

  • 김태철;정하우
    • Magazine of the Korean Society of Agricultural Engineers
    • /
    • v.22 no.3
    • /
    • pp.75-87
    • /
    • 1980
  • Most hydro]ogic phenomena are the complex and organic products of multiple causations like climatic and hydro-geological factors. A certain significant correlation on the run-off in river basin would be expected and foreseen in advance, and the effect of each these causual and associated factors (independant variables; present-month rainfall, previous-month run-off, evapotranspiration and relative humidity etc.) upon present-month run-off(dependent variable) may be determined by multiple regression analysis. Functions between independant and dependant variables should be treated repeatedly until satisfactory and optimal combination of independant variables can be obtained. Reliability of the estimated function should be tested according to the result of statistical criterion such as analysis of variance, coefficient of determination and significance-test of regression coefficients before first estimated multiple regression model in historical sequence is determined. But some error between observed and estimated run-off is still there. The error arises because the model used is an inadequate description of the system and because the data constituting the record represent only a sample from a population of monthly discharge observation, so that estimates of model parameter will be subject to sampling errors. Since this error which is a deviation from multiple regression plane cannot be explained by first estimated multiple regression equation, it can be considered as a random error governed by law of chance in nature. This unexplained variance by multiple regression equation can be solved by stochastic approach, that is, random error can be stochastically simulated by multiplying random normal variate to standard error of estimate. Finally hybrid model on estimation of monthly run-off in nonhistorical sequence can be determined by combining the determistic component of multiple regression equation and the stochastic component of random errors. Monthly run-off in Naju station in Yong-San river basin is estimated by multiple regression model and hybrid model. And some comparisons between observed and estimated run-off and between multiple regression model and already-existing estimation methods such as Gajiyama formula, tank model and Thomas-Fiering model are done. The results are as follows. (1) The optimal function to estimate monthly run-off in historical sequence is multiple linear regression equation in overall-month unit, that is; Qn=0.788Pn+0.130Qn-1-0.273En-0.1 About 85% of total variance of monthly runoff can be explained by multiple linear regression equation and its coefficient of determination (R2) is 0.843. This means we can estimate monthly runoff in historical sequence highly significantly with short data of observation by above mentioned equation. (2) The optimal function to estimate monthly runoff in nonhistorical sequence is hybrid model combined with multiple linear regression equation in overall-month unit and stochastic component, that is; Qn=0. 788Pn+0. l30Qn-1-0. 273En-0. 10+Sy.t The rest 15% of unexplained variance of monthly runoff can be explained by addition of stochastic process and a bit more reliable results of statistical characteristics of monthly runoff in non-historical sequence are derived. This estimated monthly runoff in non-historical sequence shows up the extraordinary value (maximum, minimum value) which is not appeared in the observed runoff as a random component. (3) "Frequency best fit coefficient" (R2f) of multiple linear regression equation is 0.847 which is the same value as Gaijyama's one. This implies that multiple linear regression equation and Gajiyama formula are theoretically rather reasonable functions.

  • PDF

LACTATION CURVE OF HOLSTEIN FRIESIAN COWS IN THE KINGDOM OF SAUDI ARABIA

  • Ali, A.K.A.;Al-Jumaah, R.S.;Hayes, E.
    • Asian-Australasian Journal of Animal Sciences
    • /
    • v.9 no.4
    • /
    • pp.439-447
    • /
    • 1996
  • Monthly test day production for 12,020 records, were collected from six of the largest specialized dairy farms located in central region of the Kingdom of Saudi Arabia. The records described lactating cows in four parities and two seasons of calving. Monthly test day records were fitted using Wood's model $At{{^b}{_e}}^{-ct}$ with multiple and additive error term. Linear and non-linear regression models were used to find the estimates of the parameters necessary to draw the lactation curves. The shape of the lactation curves of different parities showed that third lactation has the heighest peak (43.08 kg) for linear regression model and (42.08 kg) for non-linear regression model. Fourth lactation has the lowest peak (24.00kg) for linear regression model and (25.64 kg) for non-linear regression models. Cows of second and third lactations reached the peak at 58 day for both linear and non-linear regression models. Cows of first lactation were more persistent and had late peak at 68 and 67 days for both models respectively. While, third lactation cows were lower persistent and had early peak at 58 day for both models. Cows calved at winter months have higher starting values (A), higher ascending slope (b) and higher decending slope (c). Least square means of milk yield of the first four parities and for overall data were 6,653, 7,659, 7,482, 6,988 and 7,614 kg respectively. The corresponding lactation period were 358, 367, 350, 363 and 364 days respectively.

A Study on the Weight Estimation Model of Floating Offshore Structures using the Non-linear Regression Analysis (비선형 회귀 분석을 이용한 부유식 해양 구조물의 중량 추정 모델 연구)

  • Seo, Seong-Ho;Roh, Myung-Il;Shin, Hyunkyoung
    • Journal of the Society of Naval Architects of Korea
    • /
    • v.51 no.6
    • /
    • pp.530-538
    • /
    • 2014
  • The weight estimation of floating offshore structures such as FPSO, TLP, semi-Submersibles, Floating Offshore Wind Turbines etc. in the preliminary design, is one of important measures of both construction cost and basic performance. Through both literature investigation and internet search, the weight data of floating offshore structures such as FPSO and TLP was collected. In this study, the weight estimation model was suggested for FPSO. The weight estimation model using non-linear regression analysis was established by fixing independent variables based on this data and the multiple regression analysis was introduced into the weight estimation model. Its reliability was within 4% of error rate.

Prediction Models of Residual Chlorine in Sediment Basin to Control Pre-chlorination in Water Treatment Plant (정수장 전염소 공정 제어를 위한 침전지 잔류 염소 농도 예측모델 개발)

  • Lee, Kyung-Hyuk;Kim, Ju-Hwan;Lim, Jae-Lim;Chae, Seon Ha
    • Journal of Korean Society of Water and Wastewater
    • /
    • v.21 no.5
    • /
    • pp.601-607
    • /
    • 2007
  • In order to maintain constant residual chlorine in sedimentation basin, It is necessary to develop real time prediction model of residual chlorine considering water treatment plant data such as water qualities, weather, and plant operation conditions. Based on the operation data acquired from K water treatment plant, prediction models of residual chlorine in sediment basin were accomplished. The input parameters applied in the models were water temperature, turbidity, pH, conductivity, flow rate, alkalinity and pre-chlorination dosage. The multiple regression models were established with linear and non-linear model with 5,448 data set. The corelation coefficient (R) for the linear and non-linear model were 0.39 and 0.374, respectively. It shows low correlation coefficient, that is, these multiple regression models can not represent the residual chlorine with the input parameters which varies independently with time changes related to weather condition. Artificial neural network models are applied with three different conditions. Input parameters are consisted of water quality data observed in water treatment process based on the structure of auto-regressive model type, considering a time lag. The artificial neural network models have better ability to predict residual chlorine at sediment basin than conventional linear and nonlinear multi-regression models. The determination coefficients of each model in verification process were shown as 0.742, 0.754, and 0.869, respectively. Consequently, comparing the results of each model, neural network can simulate the residual chlorine in sedimentation basin better than mathematical regression models in terms of prediction performance. This results are expected to contribute into automation control of water treatment processes.

Expectation of Bead Shape using Non-linear Multiple Regression and Piecewise Cubic Hermite Interpolation in FCA Fillet Pipe Welding (FCA 필릿 파이프 용접에서 다중 비선형 회귀 모형과 구간적 3차 에르미트 보간법을 통한 비드 형상 예측)

  • Cho, Dae-Won;Na, Suck-Joo;Lee, Mok-Young
    • Journal of Welding and Joining
    • /
    • v.27 no.5
    • /
    • pp.42-48
    • /
    • 2009
  • Pipe welding is used in various ranges such as civil engineering and ship building engineering. Until now, many technicians work for pipe welding manually under harmful, dangerous and difficult conditions. So it is necessary to install automation process. For automation pipe welding, relation between welding parameters & bead shape should be considered. Using this relation, bead shape could be expected from welding parameters. FCAW was used in this study. Instead of pipe workpiece, fillet joint plate is used, which were inclined 0,45,90,135,180 degree. By analyzing between welding parameters (current, welding speed, voltage) and bead shape parameters with non-linear multiple regression, bead shape parameters could be expected. Piecewise Cubic Hermite Interpolation was used to expect smooth curved bead shape with bead shape parameters. From these processes, bead shape could be expected from welding parameters.

Predicting the Soluble Solids of Apples by Near Infrared Spectroscopy (I) - Multiple Linear Regression Models - (근적외선을 이용한 사과의 당도예측 (I) - 다중회귀모델 -)

  • ;W. R. Hruschka;J. A. Abbott;;B. S. Park
    • Journal of Biosystems Engineering
    • /
    • v.23 no.6
    • /
    • pp.561-570
    • /
    • 1998
  • The MLR(Multiple Linear Regression) models to estimate soluble solids content non-destructively were presented to make a selection of optimal photosensor utilized to measure the soluble solids content of apples. Visible and NIR absorbance in the 400 to 2498 nanometer(nm) wavelength region, soluble solids content(sugar content), hardness, and weight were measured for 400 apples(gala). Spectrophotometer with fiber optic probe was utilized for spectrum measurement and digital refractometer was used for soluble solids content. Correlation between absorbance spectrum and soluble solids content was analyzed to pick out the optimal wavelengths and to develop corresponding prediction model by means of MLR. For the coefficient of determination($R^2$) to be over 0.92, the MLR models out of the original absorbance were built based on 7 wavelengths of 992, 904, 1096, 1032, 880, 824, 1048nm, and the ones of the second derivative absorbance based on 5 wavelengths of 784, 1056, 992, 808, 872nm. The best model of the second derivative absorbance spectrum had $R^2$=0.91, bias= -0.02bx, SEP=0.28bx for unknown samples.

  • PDF

Applications of the Type III Asymptotic Distribution for Extreme Sea Level Computations (극한 파고 계산에 있어서 Type III 분포의 응용)

  • T.I. Lee;S.H. Kwon;Y.K. Chon
    • Journal of the Society of Naval Architects of Korea
    • /
    • v.29 no.2
    • /
    • pp.1-7
    • /
    • 1992
  • The computational methods of extreme sea level are developed in this study. Based on type III asymptotic distribution, non-linear multiple regression method, skewness method and maximum likelihood method are used to evaluate the parameters of the distribution. The difference between real data and evaluated distribution function is fitted to get more desirable accuracy by employing polynominals. The numerical examples are given in the last section in order to illustrate the application of the present scheme.

  • PDF