• Title/Summary/Keyword: Error Estimates

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Model Following Dual Controller Design for Random Vibrating System Using a Stochastic Controller Technique (확률제어 기법을 이용한 불규칙 진동계의 모델추종 이중제어기 설계)

  • Lee, J.B.;Kim, H.Y.;Ahn, J.Y.;Heo, H.
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 2005.05a
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    • pp.525-528
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    • 2005
  • Much of the study has been dong on the design of dual controller that guarantee the stability and improvement of the system performance. A dual controller concept is proposed to consist of first controller estimates the control law and second controller suppresses the combined noises due to numerical error and internal noise as well. These irregular disturbances are not only increasing the fatigue but also destabilize the system because of unwanted output performance. The 'stochastic controller' is used to suppress the irregular random disturbance. Simulation is conducted to reveal that the proposed dual stochastic controller is highly efficient one to control a system hybrid noises.

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A robust test for the parallelism of two regression lines (두 회귀직선의 평행성에 대한 로버스트 검정)

  • 남호수;송문섭;신봉섭
    • The Korean Journal of Applied Statistics
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    • v.8 no.2
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    • pp.77-86
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    • 1995
  • For the problem of testing the parallelism of two regression lines, a robust procedure is proposed and examined. The proposed test statistic is based on the one-step GM-estimators of slope parameters proposed by Song et al. (1994b). These GM-estimators used the Least Trimmed Squares estimates as an initial values so as to obtain high breakdown point. Through a small-sample Monte Carlo simulation the empirical levels and powers of the proposed test are compared with other tests under various error distributions.

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Variable Selection Via Penalized Regression

  • Yoon, Young-Joo;Song, Moon-Sup
    • Communications for Statistical Applications and Methods
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    • v.12 no.3
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    • pp.615-624
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    • 2005
  • In this paper, we review the variable-selection properties of LASSO and SCAD in penalized regression. To improve the weakness of SCAD for high noise level, we propose a new penalty function called MSCAD which relaxes the unbiasedness condition of SCAD. In order to compare MSCAD with LASSO and SCAD, comparative studies are performed on simulated datasets and also on a real dataset. The performances of penalized regression methods are compared in terms of relative model error and the estimates of coefficients. The results of experiments show that the performance of MSCAD is between those of LASSO and SCAD as expected.

Bayesian Estimation of the Reliability Function of the Burr Type XII Model under Asymmetric Loss Function

  • Kim, Chan-Soo
    • Communications for Statistical Applications and Methods
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    • v.14 no.2
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    • pp.389-399
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    • 2007
  • In this paper, Bayes estimates for the parameters k, c and reliability function of the Burr type XII model based on a type II censored samples under asymmetric loss functions viz., LINEX and SQUAREX loss functions are obtained. An approximation based on the Laplace approximation method (Tierney and Kadane, 1986) is used for obtaining the Bayes estimators of the parameters and reliability function. In order to compare the Bayes estimators under squared error loss, LINEX and SQUAREX loss functions respectively and the maximum likelihood estimator of the parameters and reliability function, Monte Carlo simulations are used.

The generation of cloud drift winds and inter comparison with radiosonde data

  • Lee, Yong-Seob;Chung, Hyo-Sang;Ahn, Myeung-Hwan;Park, Eun-Jung
    • Proceedings of the KSRS Conference
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    • 1999.11a
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    • pp.135-139
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    • 1999
  • Wind velocity is one of the primary variables for describing atmospheric state from GMS-5. And its accurate depiction is essential for operational weather forecasting and for initialization of NWP(Numerical Weather Prediction) models. The aim of this research is to incorporate imagery from other available spectral channels and examine the error characteristics of winds derived from these images. Multi spectral imagery from GMS-5 was used for this purpose and applied to Korean region with together BoM(Bureau of Meteorology). The derivation of wind velocity estimates from low and high resolution visible, split window infrared, and water vapor images, resulted in improvements in the amount and quality of wind data available for forecasting.

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BAYESIAN CLASSIFICATION AND FREQUENT PATTERN MINING FOR APPLYING INTRUSION DETECTION

  • Lee, Heon-Gyu;Noh, Ki-Yong;Ryu, Keun-Ho
    • Proceedings of the KSRS Conference
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    • 2005.10a
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    • pp.713-716
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    • 2005
  • In this paper, in order to identify and recognize attack patterns, we propose a Bayesian classification using frequent patterns. In theory, Bayesian classifiers guarantee the minimum error rate compared to all other classifiers. However, in practice this is not always the case owing to inaccuracies in the unrealistic assumption{ class conditional independence) made for its use. Our method addresses the problem of attribute dependence by discovering frequent patterns. It generates frequent patterns using an efficient FP-growth approach. Since the volume of patterns produced can be large, we propose a pruning technique for selection only interesting patterns. Also, this method estimates the probability of a new case using different product approximations, where each product approximation assumes different independence of the attributes. Our experiments show that the proposed classifier achieves higher accuracy and is more efficient than other classifiers.

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SOLUTION OF TENTH AND NINTH-ORDER BOUNDARY VALUE PROBLEMS BY HOMOTOPY PERTURBATION METHOD

  • Mohyud-Din, Syed Tauseef;Yildirim, Ahmet
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.14 no.1
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    • pp.17-27
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    • 2010
  • In this paper, we apply homotopy perturbation method (HPM) for solving ninth and tenth-order boundary value problems. The suggested algorithm is quite efficient and is practically well suited for use in these problems. The proposed iterative scheme finds the solution without any discretization, linearization or restrictive assumptions. Several examples are given to verify the reliability and efficiency of the method. The fact that the proposed homotopy perturbation method solves nonlinear problems without using Adomian's polynomials can be considered as a clear advantage of this technique over the decomposition method.

DECAY CHARACTERISTICS OF THE HAT INTERPOLATION WAVELET COEFFICIENTS IN THE TWO-DIMENSIONAL MULTIRESOLUTION REPRESENTATION

  • KWON KIWOON;KIM YOON YOUNG
    • Journal of the Korean Mathematical Society
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    • v.42 no.2
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    • pp.305-334
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    • 2005
  • The objective of this study is to analyze the decay characteristics of the hat interpolation wavelet coefficients of some smooth functions defined in a two-dimensional space. The motivation of this research is to establish some fundamental mathematical foundations needed in justifying the adaptive multiresolution analysis of the hat-interpolation wavelet-Galerkin method. Though the hat-interpolation wavelet-Galerkin method has been successful in some classes of problems, no complete error analysis has been given yet. As an effort towards this direction, we give estimates on the decaying ratios of the wavelet coefficients at children interpolation points to the wavelet coefficient at the parent interpolation point. We also give an estimate for the difference between non-adaptively and adaptively interpolated representations.

SEMI-DISCRETE CENTRAL DIFFERENCE METHOD FOR DETERMINING SURFACE HEAT FLUX OF IHCP

  • Qian, Zhi;Fu, Chu-Li
    • Journal of the Korean Mathematical Society
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    • v.44 no.6
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    • pp.1397-1415
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    • 2007
  • We consider an inverse heat conduction problem(IHCP) in a quarter plane which appears in some applied subjects. We want to determine the heat flux on the surface of a body from a measured temperature history at a fixed location inside the body. This is a severely ill-posed problem in the sense that arbitrarily "small" differences in the input temperature data may lead to arbitrarily "large" differences in the surface flux. A semi-discrete central difference scheme in time is employed to deal with the ill posed problem. We obtain some error estimates which also give the information about how to choose the step length in time. Some numerical examples illustrate the effects of the proposed method.

On Numerical Computation of Pickands Constants

  • Choi, Hyemi
    • Communications for Statistical Applications and Methods
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    • v.22 no.3
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    • pp.277-283
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    • 2015
  • Pickands constant $H_{\alpha}$ appears in the classical result about tail probabilities of the extremes of Gaussian processes and there exist several different representations of Pickands constant. However, the exact value of $H_{\alpha}$ is unknown except for two special Gaussian processes. Significant effort has been made to find numerical approximations of $H_{\alpha}$. In this paper, we attempt to compute numerically $H_{\alpha}$ based on its representation derived by $H{\ddot{u}}sler$ (1999) and Albin and Choi (2010). Our estimates are compared with the often quoted conjecture $H_{\alpha}=1/{\Gamma}(1/{\alpha})$ for 0 < ${\alpha}$ ${\leq}$ 2. This conjecture does not seem compatible with our simulation result for 1 < ${\alpha}$ < 2, which is also recently observed by Dieker and Yakir (2014) who devised a reliable algorithm to estimate these constants along with a detailed error analysis.