• 한국조사연구학회:학술대회논문집
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• 한국조사연구학회 2006년도 춘계학술대회 발표논문집
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• pp.125-130
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• 2006

• Journal of the Korean Statistical Society
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• 제28권2호
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• pp.265-277
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• 1999

Classical and inverse estimation methods are two well known methods in statistical calibration problems. When there are outliers, both methods have large MSE's and could not estimate the input value correctly. We suggest median calibration estimation based on the LD-statistics. To investigate the robust performances, the influence function of the median calibration estimator is calculated and compared with other methods. When there are outliers in the response variables, the influence function is found to be bounded. In simulation studies, the MSE's for each calibration methods are compared. The estimated inputs as well as the performance of the influence functions are calculated.

• 센서학회지
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• 제32권6호
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• pp.475-480
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• 2023

When modeling a sensor system mathematically, we assume that the sensor noise is Gaussian and white to simplify the model. If this assumption fails, the performance of the sensor model-based controller or estimator degrades due to incorrect modeling. In practice, non-Gaussian or non-white noise sources often arise in many digital sensor systems. Additionally, the noise parameters of the sensor model are not known in advance without additional noise statistical information. Moreover, disturbances or high nonlinearities often cause unknown sensor modeling errors. To estimate the uncertain noise and model parameters of a sensor system, this paper proposes an iterative batch calibration method using data-driven machine learning. Our simulation results validate the calibration performance of the proposed approach.

• 응용통계연구
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• 제20권2호
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• pp.281-290
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• 2007

유한 모집단에서 총계 추정에는 표본의 각 관측값으로 만들어지는 선형 추정량이 사용되는데 이때 사용되는 가중치는 표본 추출 확률의 역수를 사용한 기본 가중치를 모집단 전체에서 얻어지는 보조 정보를 이용하여 보정한 형태로 종종 사용된다. 이렇게 보정된 가중치를 사용한 추정량은 그렇지 않은 추정량보다 효율이 더 좋아질 수 있는 장점이 있으나 이러한 경우 분산 추정은 더 어려워지게 된다. 본 연구에서는 보정된 가중치를 사용한 추정량의 분산 추정을 다룬다. 가중치 보정의 일반적인 형태를 밝히고 이 경우 가중치 보정항은 유한개의 장애 모수(nuisance parameter)의 함수로 나타낼 수 있으므로 이 장애 모수에 대한 테일러 전개를 사용한 분산 추정식을 구한다. 이렇게 구현된 분산 추정식은 기존의 가중치 보정 추정량뿐만 아니라 보다 일반적인 경우에서도 적용될 수 있다는 장점이 있다. 몇가지 응용 사례와 모의 실험 결과를 소개한다.

• 한국조사연구학회지:조사연구
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• 제5권2호
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• pp.49-70
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• 2004

표본조사에서 사용 가능한 보조변수가 있는 경우에 추정의 효율을 높이기 위하여 보조변수를 활용하는 방법이 다각적으로 개발되어 왔다. 이 논문은 보조변수를 효과적으로 이용하는 방법 중의 하나인 일반회귀추정량에 대한 개괄적인 고찰이다. 일반회귀추정량의 출현부터 분산추정법의 제안까지 이론전개 과정을 살펴보았으며, 보정추정량 및 QR추정량과의 관련성을 통하여 일반회귀추정량의 성질을 알아보았다. 특히 분산추정에서 통상적인 설계기반 분산추정량이 가지는 조건부 성질의 약점을 보완하기 위하여 가중잔차기법을 사용하는 과정을 살펴보았다. 층화표집이나 집략표집과 같은 복합설계에서 활용할 수 있는 일반회귀추정량의 형태를 소개하였고, 마지막으로 일반회귀추정량의 장단점, 그리고 향후 이론적인 발전방향 및 실용적인 발전방향을 언급하였다.

• Communications for Statistical Applications and Methods
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• 제17권1호
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• pp.9-16
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• 2010

일반적으로 공간모집단에서의 표본설계에 대한 연구는 가정된 종속관계에 대해 설정된 모형 하에서 이루어지며, 이때 추정하고자 하는 모수들은 평균, 비율 그리고 면적 등이 될 수 있다. 본 연구에서는 연구대상이 지리적 조건이나, 모양에 의해 층화된 모집단에 대해 영역을 추정하고자 할 때, 공간적으로 관련이 있는 보조변수를 활용하여 가중치 조정방법을 제시하고, 이에 대한 효율성을 검증하고자 한다. 즉, 공간 추정량에 대한 보정추정과정을 적용하여 가중치 조정을 통한 추정량을 개선하고, 수치적 예제를 통해 제안된 추정량이 효율적임을 제시하였다.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2018년도 학술발표회
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• pp.448-448
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• 2018

In this study, the regression models (Load ESTimator and eight-parameter model) were evaluated to estimate instantaneous pollutant loads under various criteria and optimization methods. As shown in the results, LOADEST commonly used in interpolating pollutant loads could not necessarily provide the best results with the automatic selected regression model. It is inferred that the various regression models in LOADEST need to be considered to find the best solution based on the characteristics of watersheds applied. The recently developed eight-parameter model integrated with Genetic Algorithm (GA) and Gradient Descent Method (GDM) were also compared with LOADEST indicating that the eight-parameter model performed better than LOADEST, but it showed different behaviors in calibration and validation. The eight-parameter model with GDM could reproduce the nitrogen loads properly outside of calibration period (validation). Furthermore, the accuracy and precision of model estimations were evaluated using various criteria (e.g., $R^2$ and gradient and constant of linear regression line). The results showed higher precisions with the $R^2$ values closed to 1.0 in LOADEST and better accuracy with the constants (in linear regression line) closed to 0.0 in the eight-parameter model with GDM. In hence, based on these finding we recommend that users need to evaluate the regression models under various criteria and calibration methods to provide the more accurate and precise results for pollutant load estimations.

• Nuclear Engineering and Technology
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• 제51권4호
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• pp.968-976
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• 2019

This paper presents a number of verification case studies for a recently developed sensitivity/uncertainty code package. The code package, ROMUSE (Reduced Order Modeling based Uncertainty/Sensitivity Estimator) is an effort to provide an analysis tool to be used in conjunction with reactor core simulators, in particular the Virtual Environment for Reactor Applications (VERA) core simulator. ROMUSE has been written in C++ and is currently capable of performing various types of parameter perturbations and associated sensitivity analysis, uncertainty quantification, surrogate model construction and subspace analysis. The current version 2.0 has the capability to interface with the Design Analysis Kit for Optimization and Terascale Applications (DAKOTA) code, which gives ROMUSE access to the various algorithms implemented within DAKOTA, most importantly model calibration. The verification study is performed via two basic problems and two reactor physics models. The first problem is used to verify the ROMUSE single physics gradient-based range finding algorithm capability using an abstract quadratic model. The second problem is the Brusselator problem, which is a coupled problem representative of multi-physics problems. This problem is used to test the capability of constructing surrogates via ROMUSE-DAKOTA. Finally, light water reactor pin cell and sodium-cooled fast reactor fuel assembly problems are simulated via SCALE 6.1 to test ROMUSE capability for uncertainty quantification and sensitivity analysis purposes.

• 한국농공학회지
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• 제44권7호
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• pp.1-13
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• 2002

Two global optimization methods, the SCE-UA method and the Annealing-simplex (A-S) method for calibrating a daily rainfall-runoff model, a Tank model, was compared with that of the Downhill Simplex method. The performance of the four objective functions, DRMS (daily root mean square), HMLE (heteroscedastic maximum likelihood estimator), ABSERR (mean absolute error), and NS (Nash-Sutcliffe measure), was tested and synthetic data and historical data were used. In synthetic data study. 100% success rates for all objective functions were obtained from the A-S method, and the SCE-UA method was also consistently able to obtain good estimates. The downhill simplex method was unable to escape from local optimum, the worst among the methods, and converged to the true values only when the initial guess was close to the true values. In the historical data study, the A-S method and the SCE-UA method showed consistently good results regardless of objective function. An objective function was developed with combination of DRMS and NS, which putted more weight on the low flows.

• Journal of electromagnetic engineering and science
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• 제18권3호
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• pp.169-174
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• 2018

In this paper, we propose an estimation method using multiple in-phase and quadrature (IQ) signals of different frequencies to evaluate the sample-time errors in the sampling oscilloscope. The estimator is implemented by ODRPACK, and a novel iteration scheme is applied to achieve fast convergence without any prior information. Monte-Carlo simulation is conducted to confirm the proposed method. It clearly shows that the multiple IQ approach achieves more accurate results compared to the conventional method. Finally, the criteria for the frequency selection and the signal capture time are investigated.