Confidence interval of nonlinear regression of restoration time of network terminal devices

Authors

  • Сергей Борисович Приходько National University of Shipbuilding named after admiral Makarov Geroev Stalingrada, 9, Mykolaiv, Ukraine, 54025, Ukraine https://orcid.org/0000-0002-2325-018X
  • Лидия Николаевна Макарова National University of Shipbuilding named after admiral Makarov Geroev Stalingrada, 9, Mykolaiv, Ukraine, 54025, Ukraine https://orcid.org/0000-0003-2903-3001

DOI:

https://doi.org/10.15587/1729-4061.2014.24663

Keywords:

confidence interval, nonlinear regression, normalizing transformation, Johnson transformation, terminal network

Abstract

Building confidence interval of the nonlinear regression equation and estimating the restoration time of devices play an important role in the practical tasks of terminal network control. Restoration time is non-Gaussian random variable, which depends on the distance between the service center and the terminal network device. For more reliable estimation of restoration time, it is necessary to have the confidence interval of its non-linear regression.

In the case of Gaussian random variable, it is possible to apply linear regression equation and build the confidence interval for it by traditional method using the Student's t-distribution. This method does not take into account many features of the empirical data distribution, for example, its asymmetry. In the case of non-Gaussian random variable, it is difficult to build the confidence interval of the nonlinear regression equation without the assumption of normality.

Applying linearizing transformations is reduced to obtaining a linear regression model from the original non-linear by replacing variables and coefficients. This substitution leads to the model simplification and data loss, associated with nonlinearity.

Using the normalizing transformations allows to proceed to linear regression of the normalized data, build the confidence interval for it by the traditional method, and finally, by applying the relevant transformation, pass to non-linear regression and its confidence interval. Johnson transformation is used as normalizing transformation because it provides the best results as compared to other known transformations.

Author Biographies

Сергей Борисович Приходько, National University of Shipbuilding named after admiral Makarov Geroev Stalingrada, 9, Mykolaiv, Ukraine, 54025

Dr.S., lecturer

Department of automated systems software

Лидия Николаевна Макарова, National University of Shipbuilding named after admiral Makarov Geroev Stalingrada, 9, Mykolaiv, Ukraine, 54025

Applicant

Department of automated systems software

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Published

2014-06-20

How to Cite

Приходько, С. Б., & Макарова, Л. Н. (2014). Confidence interval of nonlinear regression of restoration time of network terminal devices. Eastern-European Journal of Enterprise Technologies, 3(4(69), 26–31. https://doi.org/10.15587/1729-4061.2014.24663

Issue

Vol. 3 No. 4(69) (2014): Mathematics and Cybernetics - applied aspects

Section

Mathematics and Cybernetics - applied aspects

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Copyright (c) 2014 Сергей Борисович Приходько, Лидия Николаевна Макарова

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