• Communications for Statistical Applications and Methods
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• 제24권5호
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• pp.493-505
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• 2017

Maximum likelihood estimation (MLE) of the generalized extreme value distribution (GEVD) is known to sometimes over-estimate the positive value of the shape parameter for the small sample size. The maximum penalized likelihood estimation (MPLE) with Beta penalty function was proposed by some researchers to overcome this problem. But the determination of the hyperparameters (HP) in Beta penalty function is still an issue. This paper presents some data adaptive methods to select the HP of Beta penalty function in the MPLE framework. The idea is to let the data tell us what HP to use. For given data, the optimal HP is obtained from the minimum distance between the MLE and MPLE. A bootstrap-based method is also proposed. These methods are compared with existing approaches. The performance evaluation experiments for GEVD by Monte Carlo simulation show that the proposed methods work well for bias and mean squared error. The methods are applied to Blackstone river data and Korean heavy rainfall data to show better performance over MLE, the method of L-moments estimator, and existing MPLEs.

• 생태와환경
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• 제57권2호
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• pp.111-122
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• 2024

Zooplankton biomass is essential for understanding the quantitative structure of lake food webs and for the functional assessment of biotic interactions. In this study, we aimed to propose a biomass (dry weight) estimation method using the body length of cyclopoid copepods. These copepods play an important role as omnivores in lake zooplankton communities and contribute significantly to biomass. We validated several previously proposed estimation equations against direct measurements and compared the suitability of prosomal length versus total length of copepods to suggest a more appropriate estimation equation. After comparing the regression analysis results of various candidate equations with the actual values measured on a microbalance-using the coefficient of variation, mean absolute error, and coefficient of determination-it was determined that the Total Length-DW exponential regression equation [W=0.7775×e^2.0183L; W (㎍), L (mm)] could be used to calculate biomass with higher accuracy. However, considering practical issues such as the morphological similarity between species and genera of copepods and the limitations of classifying copepodid stages, we derived a general regression equation for the pooled copepod community rather than a species-specific regression equation.

• Communications for Statistical Applications and Methods
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• 제12권2호
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• pp.443-451
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• 2005

The studied in this paper is a new algorithm for searching the maximum likelihood estimate(MLE) in which probability density function is not explicitly expressed. Newton-Raphson's root-finding routine and a nonlinear numerical optimization algorithm with constraint (so-called feasible sequential quadratic programming) are used. This algorithm is applied to the Wakeby distribution which is importantly used in hydrology and water resource research for analysis of extreme rainfall. The performance comparison between maximum likelihood estimates and method of L-moment estimates (L-ME) is studied by Monte-carlo simulation. The recommended methods are L-ME for up to 300 observations and MLE for over the sample size, respectively. Methods for speeding up the algorithm and for computing variances of estimates are discussed.

• 한국음향학회지
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• 제39권1호
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• pp.32-37
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• 2020

본 논문은 l₁놈-Recursive Least Squares(RLS)에 수치 계산상 견실화를 더한 새로운 알고리즘을 제안한다. Eksioglu와 Tanc는 희소성 음향 채널 추정을 위해서 l₁놈-RLS 알고리즘을 구현하였다. 그러나 이 알고리즘의 근간인 RLS 계산법 역행렬 계산에서 수치 계산상의 불안정성을 지니고 있다. 본 논문에서는 이런 불안정성을 낮추는 새로운 알고리즘을 제안한다. 그리고 제안한 방법을 사용했을 때 수치적 불안정성에 대한 성능이 개선되었음을 보인다.

• 대한기계학회논문집A
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• 제39권3호
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• pp.241-247
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• 2015

교량이나 배관과 같이 긴 길이의 구조물은 처짐 및 변형이 발생하기 쉽다. 이러한 구조물의 건전성 감시를 위해서는 국부적인 물리량 측정뿐만 아니라 전체의 형상 감시가 필요하다. 광섬유 브래그 격자(Fiber Bragg Grating; FBG) 센서는 광섬유에 다수의 센서 적용이 가능하여 대형 구조물 감시에 효과적이다. 본 연구에서는 FBG를 이용하여 구조물의 다점에서 변형률을 측정하고, 이를 바탕으로 구조물 전체의 형상 추정을 위한 연구를 수행하였다. 구조물의 정확한 감시가 가능하도록 3차원의 형상 추정을 연구하고 실험적 검증을 수행하였다. 실험 결과 구조물의 변형에 따른 형상 변화의 추정이 가능함을 확인하였고, 추가로 특정 위치에서의 처짐량을 실제 마이크로미터로 측정한 값과 예측된 값을 비교하여 검증하였다.

• 한국공작기계학회:학술대회논문집
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• 한국공작기계학회 2001년도 추계학술대회(한국공작기계학회)
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• pp.324-329
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• 2001

The destructive method is reliable and widely used for the estimation of material degradation but, it have time-consuming and a great difficulty in preparing specimens from in-service industrial facilities. Therefore, the estimation of degraded structural materials by nondestructive evaluation is strongly desired. In this paper, the use of guided wave was suggested for the evaluation of thermally damaged 2.25 Cr-lMo steel as an alternative way to compensate for limitations of fracture tests. The observation of microstructure variations of the material including carbide precipitation increase and spheroidization near grain boundary was conducted and the correlation with the guided wave features such as energy loss ratio and group velocity changes was investigated. Through this study, the feasibility of ultrasonic guided wave evaluation for thermally damaged materials was explored.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 2000년도 제15차 학술회의논문집
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• pp.526-526
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• 2000

The present has a double objective. The first one is to compare and estimate sixteen continuous-time methods through the identificatiun of a system consisted with an RLC electrical circuit. These sixteen methods are classified into three groups that are the linear filters, the modulating functions and the integral methods. The second objective is to estimate directly the physical parameters of the RLC circuit, without resorting to a discrete-time model. The system is consisted of a coil with inductance L and resistance H, and of a capacitor with capacitance C. Having written the physical equations which describe the behavior of the system, the transfer function in where the initial conditions appear is given. These initial conditions should be taken into account during the parameter estimation phase, because they are inevitable within the framework of real signals. A physical interpretation of the identified models is tempted by the direct estimation of the physical parameters L and C. In conclusion, a classification of the studied methods is proposed.

• Journal of the Korean Statistical Society
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• 제26권4호
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• pp.445-452
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• 1997

A more generalized version of the information inequality based on diffusivity which is a natural measure of dispersion for median-unbiased estimators developed by Sung et al. (1990) is presented. This non-Bayesian L$_{1}$ information inequality is free from regularity conditions and can be regarded as an analogue of the Chapman-Robbins inequality for mean-unbiased estimation. The approach given here, however, deals with a more generalized situation than that of the Chapman-Robbins inequality. We also develop a Bayesian version of the L$_{1}$ information inequality in median-unbiased estimation. This latter inequality is directly comparable to the Bayesian Cramer-Rao bound due to the van Trees inequality.

• 소음진동
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• 제10권5호
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• pp.769-774
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• 2000

The purpose of the work is to present successful applications of a modified wavelet shrinkage method for the accurate and fast estimation of a transfer function. Although the experimental process of determining a transfer function introduces not only Gaussian but also non-Gaussian noises, most existing estimation methods are based only on a Gaussian noise model. To overcome this limitation, we propose to employ a modified wavelet shrinkage method in which L1 -based median filtering and L2 -based wavelet shrinkage are applied repeatedly. The underlying theory behind this approach is briefly explained and the superior performance of this modified wavelet shrinkage technique is demonstrated by a numerical example.

• 대한전기학회:학술대회논문집
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• 대한전기학회 1996년도 하계학술대회 논문집 B
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• pp.1283-1285
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• 1996

This paper proposed frequency estimation the method of distorted sinusoidal signals by harmoics. An approximate estimation based on FFT and the accurate basic frequency was estimated by proposed method with Fourer Series, and the harmonics were estimated by the basic frequency. The sinusoidal signals is extracted by filter banks based on the estimated hamonics. The rate of basic and hamonics power is estimated by the extracted sinusoidal signals and we developed their algorithm and programs.