**Commenced**in January 2007

**Frequency:**Monthly

**Edition:**International

**Paper Count:**7425

# Search results for: regression model

##### 7425 A Comparison of the Sum of Squares in Linear and Partial Linear Regression Models

**Authors:**
Dursun Aydın

**Abstract:**

**Keywords:**
Partial Linear Regression Model,
Linear RegressionModel,
Residuals,
Deviance,
Smoothing Spline.

##### 7424 Relationship between Sums of Squares in Linear Regression and Semi-parametric Regression

**Authors:**
Dursun Aydın,
Bilgin Senel

**Abstract:**

**Keywords:**
Semi-parametric regression,
Penalized LeastSquares,
Residuals,
Deviance,
Smoothing Spline.

##### 7423 Stock Market Prediction by Regression Model with Social Moods

**Authors:**
Masahiro Ohmura,
Koh Kakusho,
Takeshi Okadome

**Abstract:**

This paper presents a regression model with autocorrelated errors in which the inputs are social moods obtained by analyzing the adjectives in Twitter posts using a document topic model, where document topics are extracted using LDA. The regression model predicts Dow Jones Industrial Average (DJIA) more precisely than autoregressive moving-average models.

**Keywords:**
Regression model,
social mood,
stock market
prediction,
Twitter.

##### 7422 Model-Based Software Regression Test Suite Reduction

**Authors:**
Shiwei Deng,
Yang Bao

**Abstract:**

**Keywords:**
Dependence analysis,
EFSM model,
greedy
algorithm,
regression test.

##### 7421 Segmentation of Piecewise Polynomial Regression Model by Using Reversible Jump MCMC Algorithm

**Authors:**
Suparman

**Abstract:**

Piecewise polynomial regression model is very flexible model for modeling the data. If the piecewise polynomial regression model is matched against the data, its parameters are not generally known. This paper studies the parameter estimation problem of piecewise polynomial regression model. The method which is used to estimate the parameters of the piecewise polynomial regression model is Bayesian method. Unfortunately, the Bayes estimator cannot be found analytically. Reversible jump MCMC algorithm is proposed to solve this problem. Reversible jump MCMC algorithm generates the Markov chain that converges to the limit distribution of the posterior distribution of piecewise polynomial regression model parameter. The resulting Markov chain is used to calculate the Bayes estimator for the parameters of piecewise polynomial regression model.

**Keywords:**
Piecewise,
Bayesian,
reversible jump MCMC,
segmentation.

##### 7420 Density Estimation using Generalized Linear Model and a Linear Combination of Gaussians

**Authors:**
Aly Farag,
Ayman El-Baz,
Refaat Mohamed

**Abstract:**

In this paper we present a novel approach for density estimation. The proposed approach is based on using the logistic regression model to get initial density estimation for the given empirical density. The empirical data does not exactly follow the logistic regression model, so, there will be a deviation between the empirical density and the density estimated using logistic regression model. This deviation may be positive and/or negative. In this paper we use a linear combination of Gaussian (LCG) with positive and negative components as a model for this deviation. Also, we will use the expectation maximization (EM) algorithm to estimate the parameters of LCG. Experiments on real images demonstrate the accuracy of our approach.

**Keywords:**
Logistic regression model,
Expectationmaximization,
Segmentation.

##### 7419 Fuzzy Logic Approach to Robust Regression Models of Uncertain Medical Categories

**Authors:**
Arkady Bolotin

**Abstract:**

Dichotomization of the outcome by a single cut-off point is an important part of various medical studies. Usually the relationship between the resulted dichotomized dependent variable and explanatory variables is analyzed with linear regression, probit regression or logistic regression. However, in many real-life situations, a certain cut-off point dividing the outcome into two groups is unknown and can be specified only approximately, i.e. surrounded by some (small) uncertainty. It means that in order to have any practical meaning the regression model must be robust to this uncertainty. In this paper, we show that neither the beta in the linear regression model, nor its significance level is robust to the small variations in the dichotomization cut-off point. As an alternative robust approach to the problem of uncertain medical categories, we propose to use the linear regression model with the fuzzy membership function as a dependent variable. This fuzzy membership function denotes to what degree the value of the underlying (continuous) outcome falls below or above the dichotomization cut-off point. In the paper, we demonstrate that the linear regression model of the fuzzy dependent variable can be insensitive against the uncertainty in the cut-off point location. In the paper we present the modeling results from the real study of low hemoglobin levels in infants. We systematically test the robustness of the binomial regression model and the linear regression model with the fuzzy dependent variable by changing the boundary for the category Anemia and show that the behavior of the latter model persists over a quite wide interval.

**Keywords:**
Categorization,
Uncertain medical categories,
Binomial regression model,
Fuzzy dependent variable,
Robustness.

##### 7418 Zero Inflated Strict Arcsine Regression Model

**Authors:**
Y. N. Phang,
E. F. Loh

**Abstract:**

**Keywords:**
Overdispersed count data,
maximum likelihood
estimation,
simulated annealing.

##### 7417 A Fuzzy Linear Regression Model Based on Dissemblance Index

**Authors:**
Shih-Pin Chen,
Shih-Syuan You

**Abstract:**

**Keywords:**
Dissemblance index,
fuzzy linear regression,
graded
mean integration,
mathematical programming.

##### 7416 Quality of Service Evaluation using a Combination of Fuzzy C-Means and Regression Model

**Authors:**
Aboagela Dogman,
Reza Saatchi,
Samir Al-Khayatt

**Abstract:**

**Keywords:**
Fuzzy C-means; regression model,
network quality
of service

##### 7415 Research on the Problems of Housing Prices in Qingdao from a Macro Perspective

**Authors:**
Liu Zhiyuan,
Sun Zongdi,
Liu Zhiyuan,
Sun Zongdi

**Abstract:**

Qingdao is a seaside city. Taking into account the characteristics of Qingdao, this article established a multiple linear regression model to analyze the impact of macroeconomic factors on housing prices. We used stepwise regression method to make multiple linear regression analysis, and made statistical analysis of F test values and T test values. According to the analysis results, the model is continuously optimized. Finally, this article obtained the multiple linear regression equation and the influencing factors, and the reliability of the model was verified by F test and T test.

**Keywords:**
Housing prices,
multiple linear regression model,
macroeconomic factors,
Qingdao City.

##### 7414 Neuro-fuzzy Model and Regression Model a Comparison Study of MRR in Electrical Discharge Machining of D2 Tool Steel

**Authors:**
M. K. Pradhan,
C. K. Biswas,

**Abstract:**

In the current research, neuro-fuzzy model and regression model was developed to predict Material Removal Rate in Electrical Discharge Machining process for AISI D2 tool steel with copper electrode. Extensive experiments were conducted with various levels of discharge current, pulse duration and duty cycle. The experimental data are split into two sets, one for training and the other for validation of the model. The training data were used to develop the above models and the test data, which was not used earlier to develop these models were used for validation the models. Subsequently, the models are compared. It was found that the predicted and experimental results were in good agreement and the coefficients of correlation were found to be 0.999 and 0.974 for neuro fuzzy and regression model respectively

**Keywords:**
Electrical discharge machining,
material removal rate,
neuro-fuzzy model,
regression model,
mountain clustering.

##### 7413 A Hybrid Model of ARIMA and Multiple Polynomial Regression for Uncertainties Modeling of a Serial Production Line

**Authors:**
Amir Azizi,
Amir Yazid b. Ali,
Loh Wei Ping,
Mohsen Mohammadzadeh

**Abstract:**

**Keywords:**
ARIMA,
multiple polynomial regression,
production
throughput,
uncertainties

##### 7412 Robust Regression and its Application in Financial Data Analysis

**Authors:**
Mansoor Momeni,
Mahmoud Dehghan Nayeri,
Ali Faal Ghayoumi,
Hoda Ghorbani

**Abstract:**

This research is aimed to describe the application of robust regression and its advantages over the least square regression method in analyzing financial data. To do this, relationship between earning per share, book value of equity per share and share price as price model and earning per share, annual change of earning per share and return of stock as return model is discussed using both robust and least square regressions, and finally the outcomes are compared. Comparing the results from the robust regression and the least square regression shows that the former can provide the possibility of a better and more realistic analysis owing to eliminating or reducing the contribution of outliers and influential data. Therefore, robust regression is recommended for getting more precise results in financial data analysis.

**Keywords:**
Financial data analysis,
Influential data,
Outliers,
Robust regression.

##### 7411 The Maximum Likelihood Method of Random Coefficient Dynamic Regression Model

**Authors:**
Autcha Araveeporn

**Abstract:**

**Keywords:**
Autoregressive,
Maximum Likelihood Method,
Nonstationarity,
Random Coefficient Dynamic Regression,
Stationary.

##### 7410 The Relative Efficiency of Parameter Estimation in Linear Weighted Regression

**Authors:**
Baoguang Tian,
Nan Chen

**Abstract:**

A new relative efficiency in linear model in reference is instructed into the linear weighted regression, and its upper and lower bound are proposed. In the linear weighted regression model, for the best linear unbiased estimation of mean matrix respect to the least-squares estimation, two new relative efficiencies are given, and their upper and lower bounds are also studied.

**Keywords:**
Linear weighted regression,
Relative efficiency,
Mean matrix,
Trace.

##### 7409 Optimized Calculation of Hourly Price Forward Curve (HPFC)

**Authors:**
Ahmed Abdolkhalig

**Abstract:**

**Keywords:**
Forward curve,
furrier series,
regression,
radial basic
function neural networks.

##### 7408 Empirical Statistical Modeling of Rainfall Prediction over Myanmar

**Authors:**
Wint Thida Zaw,
Thinn Thu Naing

**Abstract:**

**Keywords:**
Polynomial Regression,
Rainfall Forecasting,
Statistical forecasting.

##### 7407 The Profit Trend of Cosmetics Products Using Bootstrap Edgeworth Approximation

**Authors:**
Edlira Donefski,
Lorenc Ekonomi,
Tina Donefski

**Abstract:**

**Keywords:**
Bootstrap,
Edgeworth approximation,
independent and Identical distributed,
quantile.

##### 7406 Computational Aspects of Regression Analysis of Interval Data

**Authors:**
Michal Cerny

**Abstract:**

We consider linear regression models where both input data (the values of independent variables) and output data (the observations of the dependent variable) are interval-censored. We introduce a possibilistic generalization of the least squares estimator, so called OLS-set for the interval model. This set captures the impact of the loss of information on the OLS estimator caused by interval censoring and provides a tool for quantification of this effect. We study complexity-theoretic properties of the OLS-set. We also deal with restricted versions of the general interval linear regression model, in particular the crisp input – interval output model. We give an argument that natural descriptions of the OLS-set in the crisp input – interval output cannot be computed in polynomial time. Then we derive easily computable approximations for the OLS-set which can be used instead of the exact description. We illustrate the approach by an example.

**Keywords:**
Linear regression,
interval-censored data,
computational complexity.

##### 7405 A Martingale Residual Diagnostic for Logistic Regression Model

**Authors:**
Entisar A. Elgmati

**Abstract:**

Martingale model diagnostic for assessing the fit of logistic regression model to recurrent events data are studied. One way of assessing the fit is by plotting the empirical standard deviation of the standardized martingale residual processes. Here we used another diagnostic plot based on martingale residual covariance. We investigated the plot performance under several types of model misspecification. Clearly the method has correctly picked up the wrong model. Also we present a test statistic that supplement the inspection of the two diagnostic. The test statistic power agrees with what we have seen in the plots of the estimated martingale covariance.

**Keywords:**
Covariance,
logistic model,
misspecification,
recurrent events.

##### 7404 Internet Purchases in European Union Countries: Multiple Linear Regression Approach

**Authors:**
Ksenija Dumičić,
Anita Čeh Časni,
Irena Palić

**Abstract:**

This paper examines economic and Information and Communication Technology (ICT) development influence on recently increasing Internet purchases by individuals for European Union member states. After a growing trend for Internet purchases in EU27 was noticed, all possible regression analysis was applied using nine independent variables in 2011. Finally, two linear regression models were studied in detail. Conducted simple linear regression analysis confirmed the research hypothesis that the Internet purchases in analyzed EU countries is positively correlated with statistically significant variable Gross Domestic Product *per capita *(GDPpc). Also, analyzed multiple linear regression model with four regressors, showing ICT development level, indicates that ICT development is crucial for explaining the Internet purchases by individuals, confirming the research hypothesis.

**Keywords:**
European Union,
Internet purchases,
multiple linear regression model,
outlier

##### 7403 Estimating Regression Parameters in Linear Regression Model with a Censored Response Variable

**Authors:**
Jesus Orbe,
Vicente Nunez-Anton

**Abstract:**

In this work we study the effect of several covariates X on a censored response variable T with unknown probability distribution. In this context, most of the studies in the literature can be located in two possible general classes of regression models: models that study the effect the covariates have on the hazard function; and models that study the effect the covariates have on the censored response variable. Proposals in this paper are in the second class of models and, more specifically, on least squares based model approach. Thus, using the bootstrap estimate of the bias, we try to improve the estimation of the regression parameters by reducing their bias, for small sample sizes. Simulation results presented in the paper show that, for reasonable sample sizes and censoring levels, the bias is always smaller for the new proposals.

**Keywords:**
Censored response variable,
regression,
bias.

##### 7402 Defect Cause Modeling with Decision Tree and Regression Analysis

**Authors:**
B. Bakır,
İ. Batmaz,
F. A. Güntürkün,
İ. A. İpekçi,
G. Köksal,
N. E. Özdemirel

**Abstract:**

**Keywords:**
Casting industry,
decision tree algorithm C5.0,
logistic regression,
quality improvement.

##### 7401 Time Series Regression with Meta-Clusters

**Authors:**
Monika Chuchro

**Abstract:**

This paper presents a preliminary attempt to apply classification of time series using meta-clusters in order to improve the quality of regression models. In this case, clustering was performed as a method to obtain subgroups of time series data with normal distribution from the inflow into wastewater treatment plant data, composed of several groups differing by mean value. Two simple algorithms, K-mean and EM, were chosen as a clustering method. The Rand index was used to measure the similarity. After simple meta-clustering, a regression model was performed for each subgroups. The final model was a sum of the subgroups models. The quality of the obtained model was compared with the regression model made using the same explanatory variables, but with no clustering of data. Results were compared using determination coefficient (R2), measure of prediction accuracy- mean absolute percentage error (MAPE) and comparison on a linear chart. Preliminary results allow us to foresee the potential of the presented technique.

**Keywords:**
Clustering,
Data analysis,
Data mining,
Predictive models.

##### 7400 Landslide Susceptibility Mapping: A Comparison between Logistic Regression and Multivariate Adaptive Regression Spline Models in the Municipality of Oudka, Northern of Morocco

**Authors:**
S. Benchelha,
H. C. Aoudjehane,
M. Hakdaoui,
R. El Hamdouni,
H. Mansouri,
T. Benchelha,
M. Layelmam,
M. Alaoui

**Abstract:**

The logistic regression (LR) and multivariate adaptive regression spline (MarSpline) are applied and verified for analysis of landslide susceptibility map in Oudka, Morocco, using geographical information system. From spatial database containing data such as landslide mapping, topography, soil, hydrology and lithology, the eight factors related to landslides such as elevation, slope, aspect, distance to streams, distance to road, distance to faults, lithology map and Normalized Difference Vegetation Index (NDVI) were calculated or extracted. Using these factors, landslide susceptibility indexes were calculated by the two mentioned methods. Before the calculation, this database was divided into two parts, the first for the formation of the model and the second for the validation. The results of the landslide susceptibility analysis were verified using success and prediction rates to evaluate the quality of these probabilistic models. The result of this verification was that the MarSpline model is the best model with a success rate (AUC = 0.963) and a prediction rate (AUC = 0.951) higher than the LR model (success rate AUC = 0.918, rate prediction AUC = 0.901).

**Keywords:**
Landslide susceptibility mapping,
regression logistic,
multivariate adaptive regression spline,
Oudka,
Taounate,
Morocco.

##### 7399 Multiple Regression based Graphical Modeling for Images

**Authors:**
Pavan S.,
Sridhar G.,
Sridhar V.

**Abstract:**

Super resolution is one of the commonly referred inference problems in computer vision. In the case of images, this problem is generally addressed using a graphical model framework wherein each node represents a portion of the image and the edges between the nodes represent the statistical dependencies. However, the large dimensionality of images along with the large number of possible states for a node makes the inference problem computationally intractable. In this paper, we propose a representation wherein each node can be represented as acombination of multiple regression functions. The proposed approach achieves a tradeoff between the computational complexity and inference accuracy by varying the number of regression functions for a node.

**Keywords:**
Belief propagation,
Graphical model,
Regression,
Super resolution.

##### 7398 Ensembling Adaptively Constructed Polynomial Regression Models

**Authors:**
Gints Jekabsons

**Abstract:**

**Keywords:**
Basis function construction,
heuristic search,
modelensembles,
polynomial regression.

##### 7397 Estimation of Time -Varying Linear Regression with Unknown Time -Volatility via Continuous Generalization of the Akaike Information Criterion

**Authors:**
Elena Ezhova,
Vadim Mottl,
Olga Krasotkina

**Abstract:**

**Keywords:**
Time varying regression,
time-volatility of regression
coefficients,
Akaike Information Criterion (AIC),
Kullback information
maximization principle.

##### 7396 Second Order Admissibilities in Multi-parameter Logistic Regression Model

**Authors:**
Chie Obayashi,
Hidekazu Tanaka,
Yoshiji Takagi

**Abstract:**

**Keywords:**
Berkson estimator,
modified maximum likelihood estimator,
Multi-parameter logistic regression model,
second order
admissibility.