• 제목/요약/키워드: Estimated Mean Error

검색결과 569건 처리시간 0.026초

PREDICTION MEAN SQUARED ERROR OF THE POISSON INAR(1) PROCESS WITH ESTIMATED PARAMETERS

  • Kim Hee-Young;Park You-Sung
    • Journal of the Korean Statistical Society
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    • 제35권1호
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    • pp.37-47
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    • 2006
  • Recently, as a result of the growing interest in modeling stationary processes with discrete marginal distributions, several models for integer valued time series have been proposed in the literature. One of these models is the integer-valued autoregressive (INAR) models. However, when modeling with integer-valued autoregressive processes, the distributional properties of forecasts have been not yet discovered due to the difficulty in handling the Steutal Van Ham thinning operator 'o' (Steutal and van Ham, 1979). In this study, we derive the mean squared error of h-step-ahead prediction from a Poisson INAR(1) process, reflecting the effect of the variability of parameter estimates in the prediction mean squared error.

수명분포가 지수화-지수분포를 따르는 소프트웨어 신뢰모형 특성에 관한 연구 (A Study on the Characteristics of Software Reliability Model Using Exponential-Exponential Life Distribution)

  • 김희철;문송철
    • Journal of Information Technology Applications and Management
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    • 제27권3호
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    • pp.69-75
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    • 2020
  • In this paper, we applied the shape parameters of the exponentialized exponential life distribution widely used in the field of software reliability, and compared the reliability properties of the software using the non-homogeneous Poisson process in finite failure. In addition, the average value function is also a non-decreasing form. In the case of the larger the shape parameter, the smaller the estimated error in predicting the predicted value in comparison with the true value, so it can be regarded as an efficient model in terms of relative accuracy. Also, in the larger the shape parameter, the larger the estimated value of the coefficient of determination, which can be regarded as an efficient model in terms of suitability. So. the larger the shape parameter model can be regarded as an efficient model in terms of goodness-of-fit. In the form of the reliability function, it gradually appears as a non-increasing pattern and the higher the shape parameter, the lower it is as the mission time elapses. Through this study, software operators can use the pattern of mean square error, mean value, and hazard function as a basic guideline for exploring software failures.

변형된 강도함수를 적용한 소프트웨어 신뢰모형의 신뢰성능 비교 평가에 관한 연구 (A Study on the Reliability Performance Evaluation of Software Reliability Model Using Modified Intensity Function)

  • 김희철;문송철
    • Journal of Information Technology Applications and Management
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    • 제25권2호
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    • pp.109-116
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    • 2018
  • In this study, we was compared the reliability performance of the software reliability model, which applied the Goel-Okumoto model developed using the exponential distribution, to the logarithmic function modifying the intensity function and the Rayleigh form. As a result, the log-type model is relatively smaller in the mean squared error compared to the Rayleigh model and the Goel-Okumoto model. The logarithmic model is more efficient because of the determination coefficient is relatively higher than the Goel-Okumoto model. The estimated determination coefficient of the proposed model was estimated to be more than 80% which is a useful model in the field of software reliability. Reliability has been shown to be relatively higher in the log-type model than the Rayleigh model and the Goel-Okumoto model as the mission time has elapsed. Through this study, software designer and users can identify the software failure characteristics using mean square error, decision coefficient. The confidence interval can be used as a basic guideline when applying the intensity function that reflects the characteristics of the lifetime distribution.

입술정보 및 SFM을 이용한 음성의 음질향상알고리듬 (Speech Enhancement Using Lip Information and SFM)

  • 백성준;김진영
    • 음성과학
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    • 제10권2호
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    • pp.77-84
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    • 2003
  • In this research, we seek the beginning of the speech and detect the stationary speech region using lip information. Performing running average of the estimated speech signal in the stationary region, we reduce the effect of musical noise which is inherent to the conventional MlMSE (Minimum Mean Square Error) speech enhancement algorithm. In addition to it, SFM (Spectral Flatness Measure) is incorporated to reduce the speech signal estimation error due to speaking habit and some lacking lip information. The proposed algorithm with Wiener filtering shows the superior performance to the conventional methods according to MOS (Mean Opinion Score) test.

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신경회로망을 이용한 원공 결함 패턴 인식에 관한 연구 (A Study on the Pattern Recognition of Hole Defect using Neural Networks)

  • 이동우;홍순혁;조석수;주원식
    • 한국정밀공학회지
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    • 제20권2호
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    • pp.146-153
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    • 2003
  • Ultrasonic inspection of defects has been focused on the existence of defect in structural material and need has much time and expenses in inspecting all the coordinates (x, y) on material surface. Neural networks can have an application to coordinates (x, y) of defects by multi-point inspection method. Ultrasonic inspection modeling is optimized by neural networks Neural networks has trained training example of absolute and relative coordinate of defects, and defect pattern. This method can predict coordinates (x, y) of defects within engineering estimated mean error $\psi$.

능동 소음 제어를 위한 Filtered-x 최소 평균 네제곱 알고리듬의 수렴분석 (Convergence of the Filtered-x Least Mean Fourth Algorithm for Active Noise Control)

  • 이강승
    • 한국소음진동공학회논문집
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    • 제12권8호
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    • pp.616-625
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    • 2002
  • In this paper, we drove the filtered-x least mean fourth (FXLMF) algorithm where the error raised to the power of four is minimized and analyzed its convergence behavior for a multiple sinusoidal acoustic noise and Gaussian measurement noise. The application of the FXLMF adaptive filter to active noise control requires to estimate the transfer characteristics of the acoustic path between the output and the error signal of the adaptive controller. The results of the convergence analysis of the FXLMF algorithm indicate that the effects of the parameter estimation inaccuracy on the convergence behavior of the algorithm are characterized by two distinct components phase estimation error and estimated gain. In particular, the convergence is shown to be strongly affected by the accuracy of the phase response estimate. Also, we newly show that the convergence behavior can differ depending on the relative sizes of the Gaussian noise and the convergence constant.

An estimator of the mean of the squared functions for a nonparametric regression

  • Park, Chun-Gun
    • Journal of the Korean Data and Information Science Society
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    • 제20권3호
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    • pp.577-585
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    • 2009
  • So far in a nonparametric regression model one of the interesting problems is estimating the error variance. In this paper we propose an estimator of the mean of the squared functions which is the numerator of SNR (Signal to Noise Ratio). To estimate SNR, the mean of the squared function should be firstly estimated. Our focus is on estimating the amplitude, that is the mean of the squared functions, in a nonparametric regression using a simple linear regression model with the quadratic form of observations as the dependent variable and the function of a lag as the regressor. Our method can be extended to nonparametric regression models with multivariate functions on unequally spaced design points or clustered designed points.

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확장된 깊이-우선 탐색 알고리듬을 적용한 다중표적 위치 좌표 추정 기법 (Location Estimation for Multiple Targets Using Expanded DFS Algorithm)

  • 박소령;노상욱
    • 한국통신학회논문지
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    • 제38C권12호
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    • pp.1207-1215
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    • 2013
  • 이 논문에서는 장애물이 존재하는 환경에서 적외선 센서를 가진 다수의 감시 로봇이 획득한 정보를 융합하여 분산되어있는 표적의 위치 좌표를 추정하는 기법을 제안한다. 방위각(azimuth)과 표적을 대응시키는 방법으로는 장애물이 존재하지 않는 경우에서 제안되었던 깊이-우선(depth-first) 트리 탐색(tree search) 기법을 바탕으로, 우회경로 탐색, 중간 단계 탐색 종료, 하위 단계 부분 탐색, 결정기준 보완 등을 추가함으로써 트리 탐색을 확장한 새로운 기법을 제시하였다. 방위각과 표적이 대응된 후에는 하나의 표적을 가리키는 방위각들에 최소 제곱 오차(least square error) 알고리듬을 적용하여 최적 교점을 구함으로써 표적의 위치 좌표를 추정한다. 제안한 위치 추정 기법의 좌표 추정 성능과 복잡도를 모의실험으로 제시하고 분석한다.

역전파신경회로망을 이용한 피로균열성장과 수명 모델링에 관한 연구 (A Study on Fatigue Crack Growth and Life Modeling using Backpropagation Neural Networks)

  • 조석수;주원식
    • 대한기계학회논문집A
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    • 제24권3호
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    • pp.634-644
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    • 2000
  • Fatigue crack growth and life is estimated by various fracture mechanical parameters but affected by load, material and environment. Fatigue character of component without surface notch cannot be e valuated by above-mentioned parameters due to microstructure of in-service material. Single fracture mechanical parameter or nondestructive parameter cannot predict fatigue damage in arbitrary boundary condition but multiple fracture mechanical parameters or nondestructive parameters can Fatigue crack growth modelling with three point representation scheme uses this merit but has limit on real-time monitoring. Therefore, this study shows fatigue damage model using backpropagatior. neural networks on the basis of X-ray half breadth ratio B/$B_o$ fractal dimension $D_f$ and fracture mechanical parameters can predict fatigue crack growth rate da/dN and cycle ratioN/$N_f$ at the same time within engineering estimated mean error(5%).

빈도분석에 의한 저수지 유입량 산정 (Estimation of Reservoir Inflow Using Frequency Analysis)

  • 맹승진;황주하;시강
    • 한국농공학회논문집
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    • 제51권3호
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    • pp.53-62
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    • 2009
  • This study was carried out to select optimal probability distribution based on design accumulated monthly mean inflow from the viewpoint of drought by Gamma (GAM), Generalized extreme value (GEV), Generalized logistic (GLO), Generalized normal (GNO), Generalized pareto (GPA), Gumbel (GUM), Normal (NOR), Pearson type 3 (PT3), Wakeby (WAK) and Kappa (KAP) distributions for the observed accumulative monthly mean inflow of Chungjudam. L-moment ratio was calculated using observed accumulative monthly mean inflow. Parameters of 10 probability distributions were estimated by the method of L-moments with the observed accumulated monthly mean inflow. Design accumulated monthly mean inflows obtained by the method of L-moments using different methods for plotting positions formulas in the 10 probability distributions were compared by relative mean error (RME) and relative absolute error (RAE) respectively. It has shown that the design accumulative monthly mean inflow derived by the method of L-moments using Weibull plotting position formula in WAK and KAP distributions were much closer to those of the observed accumulative monthly mean inflow in comparison with those obtained by the method of L-moment with the different formulas for plotting positions in other distributions from the viewpoint of RME and RAE.