• 제목/요약/키워드: Median Absolute Deviation

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Least clipped absolute deviation for robust regression using skipped median

  • Hao Li;Seokho Lee
    • Communications for Statistical Applications and Methods
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    • v.30 no.2
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    • pp.135-147
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    • 2023
  • Skipped median is more robust than median when outliers are not symmetrically distributed. In this work, we propose a novel algorithm to estimate the skipped median. The idea of skipped median and the new algorithm are extended to regression problem, which is called least clipped absolute deviation (LCAD). Since our proposed algorithm for nonconvex LCAD optimization makes use of convex least absolute deviation (LAD) procedure as a subroutine, regularizations developed for LAD can be directly applied, without modification, to LCAD as well. Numerical studies demonstrate that skipped median and LCAD are useful and outperform their counterparts, median and LAD, when outliers intervene asymmetrically. Some extensions of the idea for skipped median and LCAD are discussed.

Alternative robust estimation methods for parameters of Gumbel distribution: an application to wind speed data with outliers

  • Aydin, Demet
    • Wind and Structures
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    • v.26 no.6
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    • pp.383-395
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    • 2018
  • An accurate determination of wind speed distribution is the basis for an evaluation of the wind energy potential required to design a wind turbine, so it is important to estimate unknown parameters of wind speed distribution. In this paper, Gumbel distribution is used in modelling wind speed data, and alternative robust estimation methods to estimate its parameters are considered. The methodologies used to obtain the estimators of the parameters are least absolute deviation, weighted least absolute deviation, median/MAD and least median of squares. The performances of the estimators are compared with traditional estimation methods (i.e., maximum likelihood and least squares) according to bias, mean square deviation and total mean square deviation criteria using a Monte-Carlo simulation study for the data with and without outliers. The simulation results show that least median of squares and median/MAD estimators are more efficient than others for data with outliers in many cases. However, median/MAD estimator is not consistent for location parameter of Gumbel distribution in all cases. In real data application, it is firstly demonstrated that Gumbel distribution fits the daily mean wind speed data well and is also better one to model the data than Weibull distribution with respect to the root mean square error and coefficient of determination criteria. Next, the wind data modified by outliers is analysed to show the performance of the proposed estimators by using numerical and graphical methods.

Combined Filtering Model Using Voting Rule and Median Absolute Deviation for Travel Time Estimation (통행시간 추정을 위한 Voting Rule과 중위절대편차법 기반의 복합 필터링 모형)

  • Jeong, Youngje;Park, Hyun Suk;Kim, Byung Hwa;Kim, Youngchan
    • The Journal of The Korea Institute of Intelligent Transport Systems
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    • v.12 no.6
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    • pp.10-21
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    • 2013
  • This study suggested combined filtering model to eliminate outlier travel time data in transportation information system, and it was based on Median Absolute Deviation and Voting Rule. This model applied Median Absolute Deviation (MAD) method to follow normal distribution as first filtering process. After that, Voting rule is applied to eliminate remaining outlier travel time data after Median Absolute Deviation. In Voting Rule, travel time samples are judged as outliers according to travel-time difference between sample data and mean data. Elimination or not of outliers are determined using a majority rule. In case study of national highway No. 3, combined filtering model selectively eliminated outliers only and could improve accuracy of estimated travel time.

Implementation of Image Improvement using MAD Order Statistics for SAR Image in Wavelet Transform Domain (웨이블렛 변환 영역에서 MAD 순서통계량을 이용한 SAR 영상의 화질개선 구현)

  • Lee, Cheol;Lee, Jung-Suk
    • The Journal of the Korea institute of electronic communication sciences
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    • v.9 no.12
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    • pp.1381-1388
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    • 2014
  • This paper is proposed a wavelet-based the order statistics MAD(Median Absolute Deviation) method of SAR(Synthetic Aperture Radar) image for image enhancement. also The method of compared and defined the threshold the wavelet coefficients using MAD of the wavelet coefficients of the detail subbands was proposed to effectively image enhancement. In order to complement the disadvantage, the threshold of the proposed method sets up the image statistic and excludes the distortion. The hardware design is used FPGA of Xilinx and DSP system for the image enhancement and compressed encoding of the proposed algorithm. Therefore the proposed method is totally verified by comparing with the several other images.

Support Vector Median Regression

  • Hwang, Chang-Ha
    • Journal of the Korean Data and Information Science Society
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    • v.14 no.1
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    • pp.67-74
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    • 2003
  • Median regression analysis has robustness properties which make it an attractive alternative to regression based on the mean. Support vector machine (SVM) is used widely in real-world regression tasks. In this paper, we propose a new SV median regression based on check function. And we illustrate how this proposed SVM performs and compare this with the SVM based on absolute deviation loss function.

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Implementation of Wavelet Transform based Image Fusion and JPEG2000 using MAD Order Statistics for Multi-Image (MAD 순서통계량을 이용한 웨이블렛 변환기반 다중영상의 영상융합 및 JPEG2000 보드 구현)

  • Lee, Cheeol
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.17 no.11
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    • pp.2636-2644
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    • 2013
  • This paper is proposed a wavelet-based the order statistics MAD(Median Absolute Deviation) method of image fusion of Multi-image contaminated with visible image and infrared image. also The method of compared and defined the threshold the wavelet coefficients using MAD of the wavelet coefficients of the detail subbands was proposed to effectively fusion which of selected the high quality image of the two images. The existed fusion rule may be possible to get the distorted fusion image especially by the distortion in the relation between the pixel and indicator of two images in the existed fusion rules. In order to complement the disadvantage, the threshold of the proposed method sets up the image statistic and excludes the distortion. The hardware design is used FPGA of Xilinx and DSP system for the image fusion and compressed encoding of the proposed algorithm. Therefore the proposed method is totally verified by comparing with the several other multi-image and the proposed image fusion.

Denoising of Infrared Images by an Adaptive Threshold Method in the Wavelet Transformed Domain (웨이브렛 변환 영역에서 적응문턱값을 이용한 적외선영상의 잡음제거)

  • Cho, Chang-Ho;Lee, Sang-Hyo;Lee, Jong-Yong;Cho, Do-Hyeon;Lee, Sang-Chuel
    • 전자공학회논문지 IE
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    • v.43 no.4
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    • pp.65-75
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    • 2006
  • This thesis deals with a wavelet-based method of denoising of infrared images contaminated with impulse noise and Gaussian noise, he method of thresholding the wavelet coefficients using derivatives and median absolute deviations of the wavelet coefficients of the detail subbands was proposed to effectively denoise infrared images with noises. Particularly, in order to eliminate the impulse noise the method of generating binary masks indicating locations of the impulse noise was selected. By this method, the threshold values dividing edges and noises were obtained more effectively proving the validity of the denoising method compared with the conventional wavelet shrinkage method.

A Study on the Estimation of Standard Deviation of Least Absolute Deviation Estimators of Regression Coefficients (회귀계수의 최소절대편차추정량의 표준편차 추정법)

  • 이기훈;정성석
    • The Korean Journal of Applied Statistics
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    • v.14 no.2
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    • pp.463-473
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    • 2001
  • 선형모형의 회귀계수의 L$_1$-추정량의 점근분포는 오차항의 중앙값에 종속되어있는데, 이 값은 잔차의 순서통계량의 함수로 추정될 수 있다. 본 논문에서는 오차항 중앙값의 추정량을 유도하는 몇 가지 방법을 소개하고 몬테칼로 실험을 통하여 가장 바람직한 추정량의 형태를 제안하였다. 또한 제안한 추정량을 이용하면 검정문제에서도 좋은 결과를 얻을 수 있음을 보였다.

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Study on Enhancement of TRANSGUIDE Outlier Filter Method under Unstable Traffic Flow for Reliable Travel Time Estimation -Focus on Dedicated Short Range Communications Probes- (불안정한 교통류상태에서 TRANSGUIDE 이상치 제거 기법 개선을 통한 교통 통행시간 예측 향상 연구 -DSRC 수집정보를 중심으로-)

  • Khedher, Moataz Bellah Ben;Yun, Duk Geun
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.18 no.3
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    • pp.249-257
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    • 2017
  • Filtering the data for travel time records obtained from DSRC probes is essential for a better estimation of the link travel time. This study addresses the major deficiency in the performance of TRANSGUIDE in removing anomalous data. This algorithm is unable to handle unstable traffic flow conditions for certain time intervals, where fluctuations are observed. In this regard, this study proposes an algorithm that is capable of overcoming the weaknesses of TRANSGUIDE. If TRANSGUIDE fails to validate sufficient number of observations inside one time interval, another process specifies a new validity range based on the median absolute deviation (MAD), a common statistical approach. The proposed algorithm suggests the parameters, ${\alpha}$ and ${\beta}$, to consider the maximum allowed outlier within a one-time interval to respond to certain traffic flow conditions. The parameter estimation relies on historical data because it needs to be updated frequently. To test the proposed algorithm, the DSRC probe travel time data were collected from a multilane highway road section. Calibration of the model was performed by statistical data analysis through using cumulative relative frequency. The qualitative evaluation shows satisfactory performance. The proposed model overcomes the deficiency associated with the rapid change in travel time.

Estimation Error Analysis on the Sediment Grain Size Information in the Coastal Zone (연안해역 퇴적물 입도정보 추정오차 분석)

  • Cho, Hong-Yeon;Kim, Chang-Il;Oh, Young-Min
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.18 no.2
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    • pp.124-136
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    • 2006
  • The change pattern of the sediment grain size distribution information (median grain size(D50)) due to some gridding method and sampling density is analyzed with reference to the grid information estimated by the 90 sediment samples which was collected in the coastal water off the Baengnyeongdo Island, in June 2004. The standard deviation of absolute deviation (AD) estimated the selected gridding method shows 8.0 ${\mu}m$ at June, 2004 and 10 ${\mu}m$ November, 2004. The estimated statistical information of absolute deviation in comparison with the grid information of reference and changed sampling density shows that the AD mean error trends increase as the number of samples decrease. The AD mean error is below 10% in the case of the information estimation using 50-sample with reference to the 90-sample information. In this case, the sampling density is suggested as about 9 sediment samples per $km^2$, at coastal zone in Yoggipo port in the condition of the study area is 5.9 $km^2$.