• Title/Summary/Keyword: Akaike Information Criterion

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Application of the Weibull-Poisson long-term survival model

  • Vigas, Valdemiro Piedade;Mazucheli, Josmar;Louzada, Francisco
    • Communications for Statistical Applications and Methods
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    • v.24 no.4
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    • pp.325-337
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    • 2017
  • In this paper, we proposed a new long-term lifetime distribution with four parameters inserted in a risk competitive scenario with decreasing, increasing and unimodal hazard rate functions, namely the Weibull-Poisson long-term distribution. This new distribution arises from a scenario of competitive latent risk, in which the lifetime associated to the particular risk is not observable, and where only the minimum lifetime value among all risks is noticed in a long-term context. However, it can also be used in any other situation as long as it fits the data well. The Weibull-Poisson long-term distribution is presented as a particular case for the new exponential-Poisson long-term distribution and Weibull long-term distribution. The properties of the proposed distribution were discussed, including its probability density, survival and hazard functions and explicit algebraic formulas for its order statistics. Assuming censored data, we considered the maximum likelihood approach for parameter estimation. For different parameter settings, sample sizes, and censoring percentages various simulation studies were performed to study the mean square error of the maximum likelihood estimative, and compare the performance of the model proposed with the particular cases. The selection criteria Akaike information criterion, Bayesian information criterion, and likelihood ratio test were used for the model selection. The relevance of the approach was illustrated on two real datasets of where the new model was compared with its particular cases observing its potential and competitiveness.

Application of Finite Mixture to Characterise Degraded Gmelina arborea Roxb Plantation in Omo Forest Reserve, Nigeria

  • Ogana, Friday Nwabueze
    • Journal of Forest and Environmental Science
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    • v.34 no.6
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    • pp.451-456
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    • 2018
  • The use of single component distribution to describe the irregular stand structure of degraded forest often lead to bias. Such biasness can be overcome by the application of finite mixture distribution. Therefore, in this study, finite mixture distribution was used to characterise the irregular stand structure of the Gmelina arborea plantation in Omo forest reserve. Thirty plots, ten each from the three stands established in 1984, 1990 and 2005 were used. The data were pooled per stand and fitted. Four finite mixture distributions including normal mixture, lognormal mixture, gamma mixture and Weibull mixture were considered. The method of maximum likelihood was used to fit the finite mixture distributions to the data. Model assessment was based on negative loglikelihood value ($-{\Lambda}{\Lambda}$), Akaike information criterion (AIC), Bayesian information criterion (BIC) and root mean square error (RMSE). The results showed that the mixture distributions provide accurate and precise characterisation of the irregular diameter distribution of the degraded Gmelina arborea stands. The $-{\Lambda}{\Lambda}$, AIC, BIC and RMSE values ranged from -715.233 to -348.375, 703.926 to 1433.588, 718.598 to 1451.334 and 3.003 to 7.492, respectively. Their performances were relatively the same. This approach can be used to describe other irregular forest stand structures, especially the multi-species forest.

Differences by Selection Method for Exposure Factor Input Distribution for Use in Probabilistic Consumer Exposure Assessment

  • Kang, Sohyun;Kim, Jinho;Lim, Miyoung;Lee, Kiyoung
    • Journal of Environmental Health Sciences
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    • v.48 no.5
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    • pp.266-271
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    • 2022
  • Background: The selection of distributions of input parameters is an important component in probabilistic exposure assessment. Goodness-of-fit (GOF) methods are used to determine the distribution of exposure factors. However, there are no clear guidelines for choosing an appropriate GOF method. Objectives: The outcomes of probabilistic consumer exposure assessment were compared by using five different GOF methods for the selection of input distributions: chi-squared test, Kolmogorov-Smirnov test (K-S), Anderson-Darling test (A-D), Akaike information criterion (AIC) and Bayesian information criterion (BIC). Methods: Individual exposures were estimated based on product usage factor combinations from 10,000 respondents. The distribution of individual exposure was considered as the true value of population exposures. Results: Among the five GOF methods, probabilistic exposure distributions using the A-D and K-S methods were similar to individual exposure estimations. Comparing the 95th percentiles of the probabilistic distributions and the individual estimations for 10 CPs, there were 0.73 to 1.92 times differences for the A-D method, and 0.73 to 1.60 times differences (excluding tire-shine spray) for the K-S method. Conclusions: There were significant differences in exposure assessment results among the selection of the GOF methods. Therefore, the GOF methods for probabilistic consumer exposure assessment should be carefully selected.

Empirical model of over-all ship's magnetism (총체적 선체현장의 실험모델)

  • 박길현;정태권;이상집
    • Journal of the Korean Institute of Navigation
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    • v.13 no.3
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    • pp.1-20
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    • 1989
  • In order to provide a basic information to locate the sensor of remote-indicating magnetic compass onboard, an empirical model for the over-all ship's magnetism was developed based on the periodicity of the observed magnetic field around the vessels. The values of model parameters were determined by least-square method and optimum numbers of them were fixed using Akaike's information criterion theory, and also an approximation method to determine parameter was proposed based on the symmetrical characteristic of observed data versus ship's length. The confidence level of the newly developed models was tested by analysis of variance method. The agreement between the modelled and real values was found to be remarkably accurate.

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Stable activation-based regression with localizing property

  • Shin, Jae-Kyung;Jhong, Jae-Hwan;Koo, Ja-Yong
    • Communications for Statistical Applications and Methods
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    • v.28 no.3
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    • pp.281-294
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    • 2021
  • In this paper, we propose an adaptive regression method based on the single-layer neural network structure. We adopt a symmetric activation function as units of the structure. The activation function has a flexibility of its form with a parametrization and has a localizing property that is useful to improve the quality of estimation. In order to provide a spatially adaptive estimator, we regularize coefficients of the activation functions via ℓ1-penalization, through which the activation functions to be regarded as unnecessary are removed. In implementation, an efficient coordinate descent algorithm is applied for the proposed estimator. To obtain the stable results of estimation, we present an initialization scheme suited for our structure. Model selection procedure based on the Akaike information criterion is described. The simulation results show that the proposed estimator performs favorably in relation to existing methods and recovers the local structure of the underlying function based on the sample.

Minimum Message Length and Classical Methods for Model Selection in Univariate Polynomial Regression

  • Viswanathan, Murlikrishna;Yang, Young-Kyu;WhangBo, Taeg-Keun
    • ETRI Journal
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    • v.27 no.6
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    • pp.747-758
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    • 2005
  • The problem of selection among competing models has been a fundamental issue in statistical data analysis. Good fits to data can be misleading since they can result from properties of the model that have nothing to do with it being a close approximation to the source distribution of interest (for example, overfitting). In this study we focus on the preference among models from a family of polynomial regressors. Three decades of research has spawned a number of plausible techniques for the selection of models, namely, Akaike's Finite Prediction Error (FPE) and Information Criterion (AIC), Schwartz's criterion (SCH), Generalized Cross Validation (GCV), Wallace's Minimum Message Length (MML), Minimum Description Length (MDL), and Vapnik's Structural Risk Minimization (SRM). The fundamental similarity between all these principles is their attempt to define an appropriate balance between the complexity of models and their ability to explain the data. This paper presents an empirical study of the above principles in the context of model selection, where the models under consideration are univariate polynomials. The paper includes a detailed empirical evaluation of the model selection methods on six target functions, with varying sample sizes and added Gaussian noise. The results from the study appear to provide strong evidence in support of the MML- and SRM- based methods over the other standard approaches (FPE, AIC, SCH and GCV).

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An Approach for the Automatic Box-Jenkins Modelling

  • Park, Sung-Joo;Hong, Chang-Soo;Jeon, Tae-Joon
    • Journal of Korean Institute of Industrial Engineers
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    • v.10 no.1
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    • pp.17-25
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    • 1984
  • The use of Box-Jenkins technique is still very limited due to the high level of knowledge required in comprehending the technique and the cumbersome iterative procedure which requires a large amount of cost and time. This paper proposes a method of automating the univariate Box-Jekins modelling to overcome the limitations of subjective identification in iterative procedure by using Variate Difference method, D-statistic and Pattern Recognition algorithm combined with Akaike's Information Criterion. The results of the application to real data show that the average performance of automatic modelling procedure is better or not worse, at least, than those of the existing models which have been manually set up and reported in the literature.

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Determination of the Number of Multiple Sinusoids by a Singular Value Approach (특이값 접근방법에 의한 다단 정현파 수의 결정에 관한 연구)

  • 안태천;류창선;이상재
    • The Transactions of the Korean Institute of Electrical Engineers
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    • v.39 no.8
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    • pp.868-874
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    • 1990
  • A singular value approach is presented in order to determine the number of multiple sinusoids from the finite noisy data. Simulations are conducted for Akaike's information criterion (AIC), Rissanen's shortest data description (MDL) and a singular value approach, for various examples with different SNR's and methods of estimating frequencies. And then the performances are compared. Simulation results that the singular value approach is superior to AIC and MDL for FBLP, HOYW and covariance matrix based methods are investigated. The approach with contribute to the frequency estimation of multiple sinusoids from the finite noisy data. Furthermore, this will be applied to the DSPs of communication and bio-medical engineering.

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Determination of the number of sinusoidal frequencies by a new singular value approach (특이값 접근방법에 의한 정현파의 수의 결정에 관한 연구)

  • Ahn, Tae-Chon;Ryu, Chang-Sun;Lee, Dong-Yoon;Whang, Keun-Chan
    • Proceedings of the KIEE Conference
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    • 1989.11a
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    • pp.467-469
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    • 1989
  • A new singular value approach is presented and analized in order to determine the number of multi pie sinsoidal frequencies from the finite noisy data. Simulations are conducted for Akaike's information criterion(AIC), Rissanen's shortest data description(MDL) and a new singular value approach, in covariance matrix based methods. And then performances are compared.

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Fuzzy-Sliding Mode Control of Polishing Robot Based on Genetic Algorithm

  • Go, Seok-Jo;Lee, Min-Cheol;Park, Min-Kyu
    • 제어로봇시스템학회:학술대회논문집
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    • 1999.10a
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    • pp.173-176
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    • 1999
  • This paper shows a self tuning fuzzy inference method by the genetic algorithm in the fuzzy-sliding mode control for a Polishing robot. Using this method, the number of inference rules and the shape of membership functions are determined by the genetic algorithm. The fuzzy outputs of the consequent part are derived by the gradient descent method. Also, it is guaranteed that .the selected solution become the global optimal solution by optimizing the Akaike's information criterion expressing the quality of the inference rules. It is shown by simulations that the method of fuzzy inference by the genetic algorithm provides better learning capability than the trial and error method.

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