• Title/Summary/Keyword: Error Estimates

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A Dynamic Price Formation System and Its Welfare Analysis in Quantity Space: An Application to Korean Fish Markets

  • Park, Hoan-Jae
    • The Journal of Fisheries Business Administration
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    • v.41 no.2
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    • pp.107-133
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    • 2010
  • As policy makers are often concerned about dynamic effects of demand behavior and its welfare analysis by quantity changes, the paper shows how dynamic price formation systems can be built up to analyze the effect of policy options to the markets dynamically. The paper develops dynamic model of price formation for fish from the intertemporal optimization of the consumer choice problem. While the resulting model has a similar form of the error correction types of dynamic price formation system, it provides the rational demand behavior contrary to the myopic behavior of error correction demand models. The paper also develops appropriate tools of dynamic welfare analysis in quantity space using only short-run demand estimates both theoretically and empirically as a first attempt in the literature of price formation and fisheries. The empirical results of Korean fish markets show that the dynamic model and the welfare measures are reasonably plausible. The methodology and theory of this research can be applied and extended to the commodity aggregation, dynamic demand estimation, and dynamic welfare effects of regulation in the similar framework. Thus, it is hoped that this will enhance its applications to the demand-side economics.

An Improved Resampling Technique using Particle Density Information in FastSLAM (FastSLAM 에서 파티클의 밀도 정보를 사용하는 향상된 Resampling 기법)

  • Woo, Jong-Suk;Choi, Myoung-Hwan;Lee, Beom-Hee
    • Journal of Institute of Control, Robotics and Systems
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    • v.15 no.6
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    • pp.619-625
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    • 2009
  • FastSLAM which uses the Rao-Blackwellized particle filter is one of the famous solutions to SLAM (Simultaneous Localization and Mapping) problem that estimates concurrently a robot's pose and surrounding environment. However, the particle depletion problem arises from the loss of the particle diversity in the resampling process of FastSLAM. Then, the performance of FastSLAM degenerates over the time. In this work, DIR (Density Information-based Resampling) technique is proposed to solve the particle depletion problem. First, the cluster is constructed based on the density of each particle, and the density of each cluster is computed. After that, the number of particles to be reserved in each cluster is determined using a linear method based on the distance between the highest density cluster and each cluster. Finally, the resampling process is performed by rejecting the particles which are not selected to be reserved in each cluster. The performance of the DIR proposed to solve the particle depletion problem in FastSLAM was verified in computer simulations, which significantly reduced both the RMS position error and the feature error.

Improved Receding Horizon Fourier Analysis for Quasi-periodic Signals

  • Kwon, Bo-Kyu;Han, Soohee;Han, Sekyung
    • Journal of Electrical Engineering and Technology
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    • v.12 no.1
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    • pp.378-384
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    • 2017
  • In this paper, an efficient short-time Fourier analysis method for the quasi-periodic signals is proposed via an optimal fixed-lag finite impulse response (FIR) smoother approach using a receding horizon scheme. In order to deal with time-varying Fourier coefficients (FCs) of quasi-periodic signals, a state space model including FCs as state variables is augmented with the variants of FCs. Through an optimal fixed-lag FIR smoother, FCs and their increments are estimated simultaneously and combined to produce final estimates. A lag size of the optimal fixed-lag FIR smoother is chosen to minimize the estimation error. Since the proposed estimation scheme carries out the correction process with the estimated variants of FCs, it is highly probable that the smaller estimation error is achieved compared with existing approaches not making use of such a process. It is shown through numerical simulation that the proposed scheme has better tracking ability for estimating time-varying FCs compared with existing ones.

Phenomenological Liquid Film Dryout Model for Upward Flow in Tubes and Annuli (원형 및 환상 채널에 흐르는 수직 상향류의 액막 건조 모델)

  • Hong, Sung-Deok;Chun, Se-Young
    • Proceedings of the KSME Conference
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    • 2001.06d
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    • pp.201-207
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    • 2001
  • We modeled the liquid film dryout(LFD) process for both tube and annulus which have uniformly heated vertical channels. We set phenomenological initial conditions in the model. The initial void fraction on the onset of the annular flow location is derived from the physical chum-to-annular flow criterion with the help of the drift-flux-model. The initial thermodynamic-equilibrium-quality is calculated by iteration with the flow quality to find the onset of the annular-flow location. Present model tends to predict very well at the lower exit quality but under-estimates at the higher exit quality. We found that the prediction error of the present model is gradually bigger as the inlet subcooling approaches near the saturation. We obtained excellent results for both tube and annulus channels as the mean of 0.97 and root-mean-square error of 11% for the number of 3883 experimental data on tubes, and of 0.96 and of 12% for 593 on annuli. The present model extended the applicable range to the relatively low exit quality region than previous LFD models.

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A Design of Optimal Masks in Hadamard Transform Spectrometers (하다마드 분광계측기의 마스크 설계)

  • 박진배
    • Journal of Biomedical Engineering Research
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    • v.16 no.2
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    • pp.239-248
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    • 1995
  • The method of increasing signal to noise ratio (SNR) in a Hadamard transform spectrometer (HTS) is multiplexing. The multiplexing is executed by a mask. Conventional masks are mechanical or electro-optical. A mechanical mask has disadvantages of jamming and misalignment. A stationary electro-optical mask has a disadvantage of information losses caused by spacers which partition mask elements. In this paper, a mixed-concept electro-optical mask (MCEOM) is developed by expanding the length of a spacer to that of lon-off mask element. An MCEOM is operated by stepping a movable mask. 2N measurements are required for N spectrum estimates. The average mean square error (AMSE) using MCEQM is equal to that using a stationary electro-optical mask without spacers for large N. The cost of manufacturing an MCEOM is lower than that of producing a conventional electro-optical mask because an MCEOM needs only (N + 1)/2 on-off mask elements whereas the con¬ventional electro-optical mask needs N on-off mask elements. There are no information losses in the spectrometers having an MCEOM.

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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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    • v.23 no.5
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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.

Evapotranspiration and Water Balance in the Basin of Nakdong River (낙동강유역의 증발산량과 물수지)

  • 조희구;이태영
    • Water for future
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    • v.8 no.2
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    • pp.81-92
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    • 1975
  • Calculation of the monthly water balance for Nakdong River basin for the period from 1958 to 1968 is made by determining three components independently: precipitation, runoff and evapotranspiration. The areal precipitation is computed by the Thiessen method using the records of nine meteorological stations in the basin, and the runoff is the flow gauged at Jindong which is located on the most downstream. For the computation of evapotranspiration, the Morton method is adopted because this method is relatively fit best in the calculation of water balance among the Morton, Penman and Thornthwaite methods. The values of Morton evapotransp iration are corrected by the factor of 0.82 in the basin in order to bring the error to zero. The areal evapotranspiration is the arithmetic mean of the Morton estimates at the stations. Mean water balance components in the Nakdong river basin are 1117.0mm, 600.6mm and 516.4m for precipitation, runoff and evapotranspiration respectively. Accordingly, the mean runoff ratio comes out to be 0.54. The smallest values of runoff coefficient are due for Daegu area, while the largest ones are for the southwest of the basin with the higher rainfall and high elevations there. The amount of runoff obtained by both Thornthwaite and Budyko methods for water balance computations indicate 59 and 60 per cent of actual values which are lower than the expected. An attempt is made to find the best reliable rainfall-runoff relation among the four methods proposed by Schreiber, 01'dekop, Budyko and Sellers. The modified equation of Schreiber type for annual runoff coefficient could be obtained with the smallest mean error of 11 per cent.

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MEASUREMENT OF IMPLEMENTATION LOSS FOR BRIT RECEIVER

  • Park Durk-Jong;Koo In-Hoi;Yang Hyung-Mo;Ahn Sang-Il;Kim Eun-Kyu
    • Proceedings of the KSRS Conference
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    • 2005.10a
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    • pp.561-563
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    • 2005
  • From the IF (Intermediated Frequency) loop-back test, BER (Bit Error Rate) degradation of processed data, HRIT (High Rate Information Transmission), is estimated by proposed measurement configuration. The specific parameters, likely data rate, FEC (Forward Error Correction), and modulation method, are based on the outcomes of SRR (System Requirements Review) which was held on 13-14 June 2005, in Toulouse. The proposed measurement procedure is that combined 70MHz modulated signal and noise is connected to the spectrum analyzer and receiver. The former measures the C/No (Carrier to Noise density ratio) and the latter estimates BER of FEC decoded data. Implementation loss can be obtained by subtracting measured BER from calculated BER which is also subtracted data rate from measured C/No. This test procedure is very simple and can be applied to assess the implementation loss of dedicated receiver for HRIT in the future.

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A Double Loop Control Model Using Leaky Delay LMS Algorithm for Active Noise Control (능동소음제어를 위한 망각형 지연 LMS 알고리듬을 이용한 이중루프제어 모델)

  • Kwon, Ki-Ryong;Park, Nam-Chun;Lee, Kuhn-Il
    • The Journal of the Acoustical Society of Korea
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    • v.14 no.3
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    • pp.28-36
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    • 1995
  • In this paper, a double loop control model using leaky delay LMS algorithm are proposed for active noise control. The proposed double loop control model estimates the loudspeaker characteristic and the error path transfer function with on-line using only gain and acoustic time delay to reduce computation burden. The control of error signal through double loop control scheme makes the more robust cntrol system. The input signal of filter to estimate acoustic time delay is used difference between input signal of input microphone and adaptive filter output. And also, in nonstationary environments, the leaky delay LMS algorithm is employed to counteract parameter drift of delay LMS algorithm. For practical noise signal, the proposed double loop control model reduces noise level about 12.9 dB.

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Estimation of the Elasticity of Employment and Policy Implications: The Use of Methods for the Analysis of Non-stationary Series (고용탄력성 추정과 정책적 시사점: 비안정적 시계열 분석 방법론을 이용한 고찰)

  • Hur, Jai-Joon;Koh, Young-Woo
    • Journal of Labour Economics
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    • v.34 no.3
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    • pp.59-80
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    • 2011
  • Using methods for the analysis of non-stationary series and error correction models, this study estimates the elasticity of employment with regard to growth rate and its variability. The authors could not find any significant evidence that elasticity has reduced during the last 25 years, which implies that the slow-down of the employment growth did not result from a reduction of the elasticity but from the GDP growth slow-down. Therefore, policy efforts to enhance the capacity of job creation should be made in a manner that can extend the long-term growth potential.

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