scholarly journals Cross-Validation, Shrinkage and Variable Selection in Linear Regression Revisited

2013 ◽  
Vol 03 (02) ◽  
pp. 79-102 ◽  
Author(s):  
Hans C. van Houwelingen ◽  
Willi Sauerbrei
Keyword(s):  
Linear Regression ◽  
Variable Selection ◽  
Cross Validation

Determination of Iodine Value of Palm Oils Using Partial Least Squares Regression-Fourier Transform Infrared Data

2014 ◽  
Vol 70 (5) ◽  
Author(s):  
Nor Fazila Rasaruddin ◽  
Mas Ezatul Nadia Mohd Ruah ◽  
Mohamed Noor Hasan ◽  
Mohd Zuli Jaafar
Keyword(s):  
Fourier Transform ◽  
Variable Selection ◽  
Least Squares ◽  
Partial Least Squares ◽  
Correlation Coefficient ◽  
Iodine Value ◽  
Cross Validation ◽  
Pls Regression ◽  
Pure Sample

This paper shows the determination of iodine value (IV) of pure and frying palm oils using Partial Least Squares (PLS) regression with application of variable selection. A total of 28 samples consisting of pure and frying palm oils which acquired from markets. Seven of them were considered as high-priced palm oils while the remaining was low-priced. PLS regression models were developed for the determination of IV using Fourier Transform Infrared (FTIR) spectra data in absorbance mode in the range from 650 cm-1 to 4000 cm-1. Savitzky Golay derivative was applied before developing the prediction models. The models were constructed using wavelength selected in the FTIR region by adopting selectivity ratio (SR) plot and correlation coefficient to the IV parameter. Each model was validated through Root Mean Square Error Cross Validation, RMSECV and cross validation correlation coefficient, R2cv. The best model using SR plot was the model with mean centring for pure sample and model with a combination of row scaling and standardization of frying sample. The best model with the application of the correlation coefficient variable selection was the model with a combination of row scaling and standardization of pure sample and model with mean centering data pre-processing for frying sample. It is not necessary to row scaled the variables to develop the model since the effect of row scaling on model quality is insignificant.

High Order Lambda Measure Based Choquet Integral Composition Forecasting Model

2013 ◽  
Vol 284-287 ◽  
pp. 3111-3114
Author(s):  
Hsiang Chuan Liu ◽  
Wei Sung Chen ◽  
Ben Chang Shia ◽  
Chia Chen Lee ◽  
Shang Ling Ou ◽  
...  
Keyword(s):  
Time Series ◽  
Linear Regression ◽  
Cross Validation ◽  
Choquet Integral ◽  
Real Data ◽  
High Order ◽  
Forecasting Model ◽  
Mean Square ◽  
Weighted Composition ◽  
Fold Cross Validation

In this paper, a novel fuzzy measure, high order lambda measure, was proposed, based on the Choquet integral with respect to this new measure, a novel composition forecasting model which composed the GM(1,1) forecasting model, the time series model and the exponential smoothing model was also proposed. For evaluating the efficiency of this improved composition forecasting model, an experiment with a real data by using the 5 fold cross validation mean square error was conducted. The performances of Choquet integral composition forecasting model with the P-measure, Lambda-measure, L-measure and high order lambda measure, respectively, a ridge regression composition forecasting model and a multiple linear regression composition forecasting model and the traditional linear weighted composition forecasting model were compared. The experimental results showed that the Choquet integral composition forecasting model with respect to the high order lambda measure has the best performance.

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