• Title/Summary/Keyword: MSE 효율성

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L-Estimation for the Parameter of the AR(l) Model (AR(1) 모형의 모수에 대한 L-추정법)

  • Han Sang Moon;Jung Byoung Cheal
    • The Korean Journal of Applied Statistics
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    • v.18 no.1
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    • pp.43-56
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    • 2005
  • In this study, a robust estimation method for the first-order autocorrelation coefficient in the time series model following AR(l) process with additive outlier(AO) is investigated. We propose the L-type trimmed least squares estimation method using the preliminary estimator (PE) suggested by Rupport and Carroll (1980) in multiple regression model. In addition, using Mallows' weight function in order to down-weight the outlier of X-axis, the bounded-influence PE (BIPE) estimator is obtained and the mean squared error (MSE) performance of various estimators for autocorrelation coefficient are compared using Monte Carlo experiments. From the results of Monte-Carlo study, the efficiency of BIPE(LAD) estimator using the generalized-LAD to preliminary estimator performs well relative to other estimators.

A Fast Motion Estimation Algorithm using Predictive Motion Vector (예측 움직임 벡터를 이용한 고속 블록 추정 알고리즘)

  • Kim, Jin-Wook;Park, Tae-Geun
    • Proceedings of the IEEK Conference
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    • 2005.11a
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    • pp.331-334
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    • 2005
  • 움직임 추정은 비디오신호의 압축에 중요한 역할을 한다. 본 논문은 효율적으로 움직임 벡터를 찾기 위하여 움직임 벡터의 시간적, 공간적 유사성을 이용하였다. 벡터를 검색하기 이전에 움직임 벡터의 검색 범위를 크게 9개의 영역으로 나눈 후, 이전 프레임에서 동일한 위치, 현재 프레임의 현재 매크로블록의 상위, 상우와 좌측의 매크로블록에서의 움직임 벡터까지 총 4개의 움직임 벡터를 이용하여 9개의 영역 중 한 영역을 제 1 후보, 그를 둘러싼 영역을 제 2 후보라 정하고 극소점들(Local Minima)을 피하였다. 모의실험을 통한 결과 NDS(New Diamond Search) 알고리즘에 비하여 매크로블록 당 평균 탐색 포인트 수가 5.79 포인트 감소하고, MSE는 최대 104.23 감소한 것을 확인할 수 있었다.

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Motion Vector Estimation using an Adaptive Threshold (적응형 임계값을 이용한 움직임 벡터 예측 방법)

  • Kim, Jin-Wook;Park, Tae-Geun
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.43 no.6 s.312
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    • pp.57-64
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    • 2006
  • Motion estimation plays an important role for the compression of video signals. The proposed method utilizes an adaptive threshold and characteristics of a distribution of SAD (sum of absolute difference). Generally, the more complex the SAD distribution is, the larger SAD value tends to be. This proposed algorithm tries to reduce the search points in a simple distribution but increase them in a complex distribution to avoid local minima. A macro block is divided into 9 areas. One of them chosen using spatio-temporal correlation is called the primary area and the others are called the secondary area that will be searched to avoid local minima. The proposed algorithm decides if just one area (the primary area or the secondary area) will be enough to be searched or both areas should be searched, using adaptive threshold. Compared with famous motion estimation algorithms, the simulation result shows that the searching points per macro block and MSE decreases about 16.4% and 32.83 respectively on the average.

A Study on the Data Fusion Method using Decision Rule for Data Enrichment (의사결정 규칙을 이용한 데이터 통합에 관한 연구)

  • Kim S.Y.;Chung S.S.
    • The Korean Journal of Applied Statistics
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    • v.19 no.2
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    • pp.291-303
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    • 2006
  • Data mining is the work to extract information from existing data file. So, the one of best important thing in data mining process is the quality of data to be used. In this thesis, we propose the data fusion technique using decision rule for data enrichment that one phase to improve data quality in KDD process. Simulations were performed to compare the proposed data fusion technique with the existing techniques. As a result, our data fusion technique using decision rule is characterized with low MSE or misclassification rate in fusion variables.

A Study on the Data Fusion for Data Enrichment (데이터 보강을 위한 데이터 통합기법에 관한 연구)

  • 정성석;김순영;김현진
    • The Korean Journal of Applied Statistics
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    • v.17 no.3
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    • pp.605-617
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    • 2004
  • One of the best important thing in data mining process is the quality of data used. When we perform the mining on data with excellent quality, the potential value of data mining can be improved. In this paper, we propose the data fusion technique for data enrichment that one phase can improve data quality in KDD process. We attempted to add k-NN technique to the regression technique, to improve performance of fusion technique through reduction of the loss of information. Simulations were performed to compare the proposed data fusion technique with the regression technique. As a result, the newly proposed data fusion technique is characterized with low MSE in continuous fusion variables.

Performance Evaluation of SE-MMA Adaptive Equalization Algorithm with Varying Step Size based on Error Signal's Nonlinear Transform (오차 신호의 비선형 변환을 이용한 Varying Step Size 방식의 SE-MMA 적응 등화 알고리즘의 성능 평가)

  • Lim, Seung-Gag
    • The Journal of the Institute of Internet, Broadcasting and Communication
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    • v.17 no.1
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    • pp.77-82
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    • 2017
  • This paper related with the VSS_SE-MMA (Varying Step Size_Signed Error-MMA) which possible to improving the equalization performance that employing the varying adaptive step size based on the nonlinearities of error signal of SE-MMA (Signed Error-MMA), compensates the intersymbol interference by distortion occurs at the communication channel, in the transmitting the spectral efficient nonconstant modulus signal such as 16-QAM. The SE-MMA appeared to the reducing the computational arithematic operation using the polarity of error signal in the updating the tap coefficient of present MMA adaptive equalizer, but have a problem of equalization performance degradation. The VSS_SE-MMA improves the problem of such SE-MMA, using the varying step size consider the error signal in the update the adaptive equalizer tap coefficient, and its improved performance were confirmed by simulation. For this, the output signal constellation of equalizer, the residual isi and maximum distortion, MSE and SER were applied. As a result of computer simulation, it was confirmed that the VSS_SE-MMA algorithm has nearly same in convergence speed and has more good performance in every performance index at the steady state.

Accelerated compression of sub-images by use of effective motion estimation and difference image methods in integral imaging (집적영상에서 효율적인 물체움직임 추정 및 차 영상 기법을 이용한 서브영상의 고속 압축)

  • Lee, Hyoung-Woo;Kim, Eun-Soo
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.16 no.12
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    • pp.2762-2770
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    • 2012
  • In this paper, we propose a novel approach to effectively compress the sub-images transformed from the picked-up elemental images in integral imaging, in which motion vectors of the object in each sub-image are fast and accurately estimated and compensated by combined use of MSE(mean square error)-based TSS(tree-step search) and FS(full search) schemes. This is, the possible object areas in each sub-image are searched by using the fast TSS algorithm in advance, then the these selected object areas are fully searched with the accurate FS algorithm. Furthermore, the sub-images in which all object's motion vectors are compensated, are transformed into the residual images by using the difference image method and finally compressed with the MPEG-4 algorithm. Experimental results reveal that the proposed method shows 214% improvement in the compression time per each image frame compared to that of the conventional method while keeping the same compression ratio with the conventional method. These successful results confirm the feasibility of the proposed method in the practical application.

A comparison study of various robust regression estimators using simulation (시뮬레이션을 통한 다양한 로버스트 회귀추정량의 비교 연구)

  • Jang, Soohee;Yoon, Jungyeon;Chun, Heuiju
    • The Korean Journal of Applied Statistics
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    • v.29 no.3
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    • pp.471-485
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    • 2016
  • Least squares (LS) regression is a classic method for regression that is optimal under assumptions of regression and usual observations. However, the presence of unusual data in the LS method leads to seriously distorted estimates. Therefore, various robust estimation methods are proposed to circumvent the limitations of traditional LS regression. Among these, there are M-estimators based on maximum likelihood estimation (MLE), L-estimators based on linear combinations of order statistics and R-estimators based on a linear combinations of the ordered residuals. In this paper, robust regression estimators with high breakdown point and/or with high efficiency are compared under several simulated situations. The paper analyses and compares distributions of estimates as well as relative efficiencies calculated from mean squared errors (MSE) in the simulation study. We conclude that MM-estimators or GR-estimators are a good choice for the real data application.

Robust selection rules of k in ridge regression (능형회귀에서의 로버스트한 k의 선택 방법)

  • 임용빈
    • The Korean Journal of Applied Statistics
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    • v.6 no.2
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    • pp.371-381
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    • 1993
  • When the multicollinearity presents in the standard linear regression model, ridge regression might be used to mitigate the effects of collinearity. As the prediction-oriented criterion, the integrated mean sqare error criterion $J_w(k)$ was introduced by Lim, Choi & Park(1980). By noting the equivalent relationship between the $C_k$ criterion and $J_w(k)$ with a special choice of weight function $W(x)$, we propose a more reasonable selection rule of k w.r.t. the $C_k$ criterion than that given in Myers(1986). Next, to find the $\beta(k)$ which behaves reasonably well w.r.t. competing criteria, we adopt the minimax principle in the sense of maximizing the worst relative efficiency of k among competing criteria.

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Remote Sensing based Algae Monitoring in Dams using High-resolution Satellite Image and Machine Learning (고해상도 위성영상과 머신러닝을 활용한 녹조 모니터링 기법 연구)

  • Jung, Jiyoung;Jang, Hyeon June;Kim, Sung Hoon;Choi, Young Don;Yi, Hye-Suk;Choi, Sunghwa
    • Proceedings of the Korea Water Resources Association Conference
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    • 2022.05a
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    • pp.42-42
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    • 2022
  • 지금까지도 유역에서의 녹조 모니터링은 현장채수를 통한 점 단위 모니터링에 크게 의존하고 있어 기후, 유속, 수온조건 등에 따라 수체에 광범위하게 발생하는 녹조를 효율적으로 모니터링하고 대응하기에는 어려운 점들이 있어왔다. 또한, 그동안 제한된 관측 데이터로 인해 현장 측정된 실측 데이터 보다는 녹조와 관련이 높은 NDVI, FGAI, SEI 등의 파생적인 지수를 산정하여 원격탐사자료와 매핑하는 방식의 분석연구 등이 선행되었다. 본 연구는 녹조의 모니터링시 정확도와 효율성을 향상을 목표로 하여, 우선은 녹조 측정장비를 활용, 7000개 이상의 녹조 관측 데이터를 확보하였으며, 이를 바탕으로 동기간의 고해상도 위성 자료와 실측자료를 매핑하기 위해 다양한Machine Learning기법을 적용함으로써 그 효과성을 검토하고자 하였다. 연구대상지는 낙동강 내성천 상류에 위치한 영주댐 유역으로서 데이터 수집단계에서는 면단위 현장(in-situ) 관측을 위해 2020년 2~9월까지 4회에 걸쳐 7291개의 녹조를 측정하고, 동일 시간 및 공간의 Sentinel-2자료 중 Band 1~12까지 총 13개(Band 8은 8과 8A로 2개)의 분광특성자료를 추출하였다. 다음으로 Machine Learning 분석기법의 적용을 위해 algae_monitoring Python library를 구축하였다. 개발된 library는 1) Training Set과 Test Set의 구분을 위한 Data 준비단계, 2) Random Forest, Gradient Boosting Regression, XGBoosting 알고리즘 중 선택하여 적용할 수 있는 모델적용단계, 3) 모델적용결과를 확인하는 Performance test단계(R2, MSE, MAE, RMSE, NSE, KGE 등), 4) 모델결과의 Visualization단계, 5) 선정된 모델을 활용 위성자료를 녹조값으로 변환하는 적용단계로 구분하여 영주댐뿐만 아니라 다양한 유역에 범용적으로 적용할 수 있도록 구성하였다. 본 연구의 사례에서는 Sentinel-2위성의 12개 밴드, 기상자료(대기온도, 구름비율) 총 14개자료를 활용하여 Machine Learning기법 중 Random Forest를 적용하였을 경우에, 전반적으로 가장 높은 적합도를 나타내었으며, 적용결과 Test Set을 기준으로 NSE(Nash Sutcliffe Efficiency)가 0.96(Training Set의 경우에는 0.99) 수준의 성능을 나타내어, 광역적인 위성자료와 충분히 확보된 현장실측 자료간의 데이터 학습을 통해서 조류 모니터링 분석의 효율성이 획기적으로 증대될 수 있음을 확인하였다.

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