• 제목/요약/키워드: Bias estimation

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반응표면법기반 강건파라미터설계에 대한 문헌연구: 실험설계, 추정 모형, 최적화 방법 (A literature review on RSM-based robust parameter design (RPD): Experimental design, estimation modeling, and optimization methods)

  • ;신상문
    • 품질경영학회지
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    • 제46권1호
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    • pp.39-74
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    • 2018
  • Purpose: For more than 30 years, robust parameter design (RPD), which attempts to minimize the process bias (i.e., deviation between the mean and the target) and its variability simultaneously, has received consistent attention from researchers in academia and industry. Based on Taguchi's philosophy, a number of RPD methodologies have been developed to improve the quality of products and processes. The primary purpose of this paper is to review and discuss existing RPD methodologies in terms of the three sequential RPD procedures of experimental design, parameter estimation, and optimization. Methods: This literature study composes three review aspects including experimental design, estimation modeling, and optimization methods. Results: To analyze the benefits and weaknesses of conventional RPD methods and investigate the requirements of future research, we first analyze a variety of experimental formats associated with input control and noise factors, output responses and replication, and estimation approaches. Secondly, existing estimation methods are categorized according to their implementation of least-squares, maximum likelihood estimation, generalized linear models, Bayesian techniques, or the response surface methodology. Thirdly, optimization models for single and multiple responses problems are analyzed within their historical and functional framework. Conclusion: This study identifies the current RPD foundations and unresolved problems, including ample discussion of further directions of study.

구형 음향 홀로그래피에서 측정위치 부정확성에 의한 음압 추정 오차의 정량화 (Quantification of Acoustic Pressure Estimation Error due to Sensor Position Mismatch in Spherical Acoustic Holography)

  • 이승하;김양한
    • 한국소음진동공학회:학술대회논문집
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    • 한국소음진동공학회 2007년도 추계학술대회논문집
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    • pp.1325-1328
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    • 2007
  • When we visualize the sound field radiated from a spherical sound source, spherical acoustic holography is proper among acoustic holography methods. However, there are measurement errors due to sensor position mismatch, sensor mismatch, directivity of sensor, and background noise. These errors are amplified if one predicts the pressures close to the sources: backward prediction. The goal of this paper is to quantitatively examine the effects of the error due to sensor position mismatch on acoustic pressure estimation. This paper deals with the cases of which the measurement deviations are distributed irregularly on the hologram plane. In such cases, one can assume that the measurement is a sample of many measurement events, and the cause of the measurement error is white noise on the hologram plane. Then the bias and random error are derived mathematically. In the results, it is found that the random error is important in the backward prediction. The relationship between the random error amplification ratio and the measurement parameters is derived quantitatively in terms of their energies.

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Estimation of P(X > Y) when X and Y are dependent random variables using different bivariate sampling schemes

  • Samawi, Hani M.;Helu, Amal;Rochani, Haresh D.;Yin, Jingjing;Linder, Daniel
    • Communications for Statistical Applications and Methods
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    • 제23권5호
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    • pp.385-397
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    • 2016
  • The stress-strength models have been intensively investigated in the literature in regards of estimating the reliability ${\theta}$ = P(X > Y) using parametric and nonparametric approaches under different sampling schemes when X and Y are independent random variables. In this paper, we consider the problem of estimating ${\theta}$ when (X, Y) are dependent random variables with a bivariate underlying distribution. The empirical and kernel estimates of ${\theta}$ = P(X > Y), based on bivariate ranked set sampling (BVRSS) are considered, when (X, Y) are paired dependent continuous random variables. The estimators obtained are compared to their counterpart, bivariate simple random sampling (BVSRS), via the bias and mean square error (MSE). We demonstrate that the suggested estimators based on BVRSS are more efficient than those based on BVSRS. A simulation study is conducted to gain insight into the performance of the proposed estimators. A real data example is provided to illustrate the process.

단계별로 얻어진 이차원 분할표의 모수 추정을 위한 정확최대우도추정법과 단계별추출추정법의 비교 (Comparison of Step-Wise and Exact Maximum Likelihood Estimations on Cell Probabilities of Contingency Table)

  • 이상은;강기훈;정석오;신기일
    • Communications for Statistical Applications and Methods
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    • 제17권1호
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    • pp.67-77
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    • 2010
  • 단계별로 얻어진 $I{\times}J$ 이차원 범주형 자료에서 분할표 일부의 칸에서 도수가 붕괴(collapse)된 상태로 조사가 이루어진 것을 단계별추출(step-wise sampling)이라 한다. 단계별추출로 얻어진 자료를 분석할 경우 단계별추출법을 사용하여 분석하면 분석의 효과를 얻을 수 있다. 본 논문에서는 단계별추출법 중에서 최대우도추정법을 이용하여 얻어진 정확최대우도추정량(exact maximum likelihood estimator)과 단계별추출최대우도추정량을 연구하였다. 또한 MSE와 편향(bias)을 기준으로 모의실험을 통하여 두 추정법을 비교하였다.

Rotor Initial Position Estimation Based on sDFT for Electrically Excited Synchronous Motors

  • Yuan, Qing-Qing;Wu, Xiao-Jie;Dai, Peng
    • Journal of Power Electronics
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    • 제14권3호
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    • pp.564-571
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    • 2014
  • Rotor initial position is an important factor affecting the control performance of electrically excited synchronous motors. This study presents a novel method for estimating rotor initial position based on sliding discrete Fourier transform (sDFT). By injecting an ac excitation into the rotor winding, an induced voltage is generated in stator windings. Through this voltage, the stator flux can be obtained using a pure integral voltage model. Considering the influence from a dc bias and an integral initial value, we adopt the sDFT to extract the fundamental flux component. A quadrant identification model is designed to realize the accurate estimation of the rotor initial position. The sDFT and high-pass filter, DFT, are compared in detail, and the contrast between dc excitation and ac injection is determined. Simulation and experimental results verify that this type of novel method can eliminate the influence of dc bias and other adverse factors, as well as provide a basis for the control of motor drives.

Velocity Dispersion Bias of Galaxy Groups classified by Machine Learning Algorithm

  • Lee, Youngdae;Jeong, Hyunjin;Ko, Jongwan;Lee, Joon Hyeop;Lee, Jong Chul;Lee, Hye-Ran;Yang, Yujin;Rey, Soo-Chang
    • 천문학회보
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    • 제44권2호
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    • pp.74.2-74.2
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    • 2019
  • We present a possible bias in the estimation of velocity dispersions for galaxy groups due to the contribution of subgroups which are infalling into the groups. We execute a systematic search for flux-limited galaxy groups and subgroups based on the spectroscopic galaxies with r < 17.77 mag of SDSS data release 12, by using DBSCAN (Density-Based Spatial Clustering of Application with Noise) and Hierarchical Clustering Method which are well known unsupervised machine learning algorithm. A total of 2042 groups with at least 10 members are found and ~20% of groups have subgroups. We found that the estimation of velocity dispersions of groups using total galaxies including those in subgroups are underestimated by ~10% compared to the case of using only galaxies in main groups. This result suggests that the subgroups should be properly considered for mass measurement of galaxy groups based on the velocity dispersion.

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레이더 자료의 군집화를 통한 Mean Field Rainfall Bias의 보정 (Adjustment of the Mean Field Rainfall Bias by Clustering Technique)

  • 김영일;김태순;허준행
    • 한국수자원학회논문집
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    • 제42권8호
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    • pp.659-671
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    • 2009
  • 본 연구에서는 레이더 강우량 자료의 편차보정에 사용되는 G/R비의 정확도를 향상시키기 위하여 fuzzy c-means 방법을 사용한 자료의 군집화를 적용하였다. 대상 레이더자료는 광덕산 레이더기지의 자료로서 유효범위 100km이내의 자료를 대상으로 지상관측망인 기상청의 AWS(Automatic Weather System) 지점에서 관측한 자료와의 비교를 통하여 G/R비를 구하였다. G/R비를 구하는데 있어서 전체 유효범위를 대상으로 동일한 방법을 사용한 경우와 레이더 자료의 군집화를 통해서 지형적인 효과를 고려한 경우를 비교하였으며, AWS 실측강우량과 G/R비를 통한 레이더 강우량 자료의 비교를 위하여 절대상대오차와 평균제곱근오차 등을 비교분석하였다. 그 결과 전체유효범위를 대상으로 동일하게 G/R비를 적용하여 구한 레이더 강우량에 비하여 군집분석을 이용하여 지형효과를 고려한 G/R비를 적용한 레이더 강우량의 오차가 더 적게 나타났다.

소지역의 실업률에 대한 상대위험도의 추정에 관한 비교연구 (A comparison study on the estimation of the relative risk for the unemployed rate in small area)

  • 박종태
    • Journal of the Korean Data and Information Science Society
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    • 제20권2호
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    • pp.349-356
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    • 2009
  • 국내의 행정구역상 시군구 등과 같은 소지역에 있어서 실업률에 대한 남녀별 공통 상대위험도를 추정하는데, 추정방법으로 단순한 합동추정, 울프 방법에 기초한 가중추정과 잭나이프 추정들을 고려하고 이 추정 방법들의 효율성을 편의와 평균제곱오차의 개념을 통해서 비교하고자 한다. 이를 위해 2002년 12월 경기지역의 경제활동인구조사 자료를 이용하여 이 지역 내의 24개 시군단위 소지역들의 남녀별 실업률에 대한 상대위험도의 편의 및 평균제곱오차가 본 연구에서 제시된 추정절차에 의해 추정된다. 또한, 이들 추정치들의 안정성과 신뢰성은 상대편의와 상대오차제곱근을 통하여 비교된다. 추정결과 잭나이프 추정이 다른 두 추정들에 비해 매우 효율적임을 보였다.

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기후변화를 고려하기 위한 오염총량관리제 토지계 오염부하량 산정 방식 개선 (Enhancement of Land Load Estimation Method in TMDLs for Considering of Climate Change Scenarios)

  • 류지철;박윤식;한미덕;안기홍;금동혁;임경재;박배경
    • 한국물환경학회지
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    • 제30권2호
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    • pp.212-219
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    • 2014
  • In this study, a land pollutant load calculation method in TMDLs was improved to consider climate change scenarios. In order to evaluate the new method, future change in rainfall patterns was predicted by using SRES A1B climate change scenarios and then post-processing methods such as change factor (CF) and quantile mapping (QM) were applied to correct the bias between the predicted and the observed rainfall patterns. Also, future land pollutant loads were estimated by using both the bias corrected rainfall patterns and the enhanced method. For the results of bias correction, both methods (CF and QM) predicted the temporal trend of the past rainfall patterns and QM method showed future daily average precipitation in the range of 1.1~7.5 mm and CF showed it in the range of 1.3~6.8 mm from 2014 to 2100. Also, in the result of the estimation of future land pollutant loads using the enhanced method (2020, 2040, 2100), TN loads were in the range of 4316.6~6138.6 kg/day and TP loads were in the range of 457.0~716.5 kg/day. However, each result of TN and TP loads in 2020, 2040, 2100 was the same with the original method. The enhanced method in this study will be useful to predict land pollutant loads under the influence of climate change because it can reflect future change in rainfall patterns. Also, it is expected that the results of this study are used as a base data of TMDLs in case of applying for climate change scenarios.

사업체조사에서의 무응답 편향보정 추정에 관한 연구 (A study on non-response bias adjusted estimation in business survey)

  • 정희영;신기일
    • 응용통계연구
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    • 제33권1호
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    • pp.11-23
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    • 2020
  • 표본조사는 비용과 시간을 절약하면서도 주어진 정확성을 만족하는 통계를 얻을 수 있다. 그러나 최근에는 다수의 무응답 발생으로 인해 조사의 정확성이 크게 떨어지고 있다. 무응답은 다양한 이유로 발생하고 있으나 무응답이 관심변수와 함수 관계가 있는 경우에는 이 정보를 이용하여 무응답을 적절히 처리해야 추정의 정확성이 유지될 수 있다. 최근 Chung과 Shin (2017, 2019), Min과 Shin (2018)은 응답률이 관심변수의 지수 또는 선형함수이고 초모집단모형의 오차가 정규분포를 따를 때 무응답으로 인해 발생한 편향을 제거함으로써 추정의 정확성이 향상되는 것을 확인하였다. 이에 본 연구에서는 사업체조사에서 초모집단모형의 오차가 감마분포 또는 로그-정규분포를 따르는 경우에서의 무응답 편향보정 추정량을 제안하였다. 또한 모의실험을 통하여 제안된 추정량의 우수성을 확인하였다.