• Title/Summary/Keyword: Variance estimation

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Estimation on Modified Proportional Hazards Model

  • Lee, Kwang-Ho;Lee, Mi-Sook
    • Journal of the Korean Data and Information Science Society
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    • v.5 no.1
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    • pp.59-66
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    • 1994
  • Heller and Simonoff(1990) compared several methods of estimating the regression coefficient in a modified proportional hazards model, when the response variable is subject to censoring. We give another method of estimating the parameters in the model which also allows the dependent variable to be censored and the error distribution to be unspecified. The proposed method differs from that of Miller(1976) and that of Buckely and James(1979). We also obtain the variance estimator of the coefficient estimator and compare that with the Buckely-James Variance estimator studied by Hillis(1993).

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Estimation of Pr(X>Y) in the case of Exponential X and Normal Y

  • Kim, Jae-Joo;Kim, Hwan-Joong
    • Journal of Korean Society for Quality Management
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    • v.15 no.2
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    • pp.27-37
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    • 1987
  • In life testing problem, many authors obtained the minimum variance unbiased estimator of $P_r$[X>Y] for the exponential family generally and conceptually. In this paper, we study the maximum likelihood estimator and minimum variance unbiased estimator of $P_r$[X>Y] in exponential X and normal Y.

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Estimation of Systolic Blood Pressure using PTTL (PTTL을 이용한 수축기 혈압추정)

  • Kil, Se-Kee;Kwan, Jang-Woo;Yoon, Kwang-Sub;Lee, Sang-Min
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.57 no.6
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    • pp.1095-1101
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    • 2008
  • The desirable method to diagnose abnormal blood pressure is to measure and manage blood pressure continuously and regularly. However, the sphygmomanometers that are based on a cuff have faults in that they can not measure the blood pressure continuously and they cause an unpleasant feeling. Therefore, it is essential to develop a new measuring method that causes no pain and that can obtain blood pressure continuously without any unpleasant feeling. Thus, we propose here a regression method to estimate the systolic blood pressure by using the PTTL(pulse transit time on leg) with some body parameters which are chosen from the relational analysis with systolic blood pressure. The data we use to make the regression model were obtained in triplicate from each of 50 males who were from 18 to 35 years. And we made estimation experiments of blood pressure on 10 males who did not take part in the making the regression model. According to the results, the proposed method showed a mean error of 4.00 mmHg and the standard variance was 2.45 mmHg. When we comparing the results of the proposed method with the rule of American National Standards Institute of the Association of the Advancement of Medical Instruments(ANSI/AAMI), the results satisfied the rule of a mean error less than 5 mmHg and a standard variance less than 8 mmHg. Therefore we were able to validate the usefulness of the proposed method.

Nose Estimation and Suppression methods based on Normalized Variance in Time-Frequency for Speech Enhancement (음성강화를 위한 시간 및 주파수 도메인의 분산정규화 기반 잡음예측 및 저감방법)

  • Lee, Soo-Jeong;Kim, Soon-Hyob
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.46 no.1
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    • pp.87-94
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    • 2009
  • Noise estimation and suppression are a crucial factor of many speech communication and recognition systems. In this paper, proposed algorithm is based on the ratio of variance normalized of noisy power spectrum in time-frequency domain. Our proposed algorithm tracks the threshold and controls the trade-off between residual noise and distortion. This algorithm is evaluated by the ITU-T P.835 signal distortion (SIG) and segment signal to noise ratio (SNR), and is superior to the conventional methods.

An Optimal Fixed-lag FIR Smoother for Discrete Time-varying State Space Models (이산 시변 상태공간 모델을 위한 최적 고정 시간 지연 FIR 평활기)

  • Kwon, Bo-Kyu;Han, Soohee
    • Journal of Institute of Control, Robotics and Systems
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    • v.20 no.1
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    • pp.1-5
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    • 2014
  • In this paper, we propose an optimal fixed-lag FIR (Finite-Impulse-Response) smoother for a class of discrete time-varying state-space signal models. The proposed fixed-lag FIR smoother is linear with respect to inputs and outputs on the recent finite horizon and estimates the delayed state so that the variance of the estimation error is minimized with the unbiased constraint. Since the proposed smoother is derived with system inputs, it can be adapted to feedback control system. Additionally, the proposed smoother can give more general solution than the optimal FIR filter, because it reduced to the optimal FIR filter by setting the fixed-lag size as zero. A numerical example is presented to illustrate the performance of the proposed smoother by comparing with an optimal FIR filter and a conventional fixed-lag Kalman smoother.

Crafting an Automated Algorithm for Estimating the Quantity of Beam Rebar

  • Widjaja, Daniel Darma;Kim, Do-Yeong;Kim, Sunkuk
    • Journal of the Korea Institute of Building Construction
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    • v.23 no.4
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    • pp.485-496
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    • 2023
  • Precise construction cost estimation is paramount to determining the total construction expense of a project prior to the initiation of the construction phase. Despite this, manual quantification and cost estimation methods, which continue to be widely used, may result in imprecise estimation and subsequent financial loss. Given the fast-paced and efficiency-demanding nature of the construction industry, trustworthy quantity and cost estimation is essential. To mitigate these obstacles, this research is focused on establishing an automated quantity estimation algorithm, particularly designed for the main rebar of beams which are recognized for their complicated reinforcement configurations. The exact quantity derived from the proposed algorithm is compared to the manually approximated quantity, reflecting a variance of 10.27%. As a result, significant errors and impending financial loss can be averted. The implementation of the findings from this research holds the potential to significantly assist construction firms in quickly and accurately estimating rebar quantities while adhering strictly to applicable specifications and regulatory requirements.

Weighted Hot-Deck Imputation in Farm and Fishery Household Economy Surveys (농어가경제조사에서 가중핫덱 무응답 대체법의 활용)

  • Kim Kyu-Seong;Lee Kee-Jae;Kim Jin
    • The Korean Journal of Applied Statistics
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    • v.18 no.2
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    • pp.311-328
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    • 2005
  • This paper deals with a treatment of nonresponse in farm and fishery household economy surveys in Korea. Since the samples in two surveys were selected by stratified multi-stage sampling and weighted sample means has been used to estimate the population means, we choose a weighted hot-deck imputation method as an appropriate method for two surveys. We investigate the procedure of the weighted hot-deck as well as an adjusted jackknife method for variance estimation. Through an empirical study we found that the method worked very well in both mean and variance estimation in two surveys. In addition, we presented a procedure of forming imputation class and formed four imputation classes for each survey and then compared them with analysis. As a result, we presented two most efficient imputation classes for two surveys.

Variance components estimation for farrowing traits of three purebred pigs in Korea

  • Lopez, Bryan Irvine;Kim, Tae Hun;Makumbe, Milton Tinashe;Song, Chol Won;Seo, Kang Seok
    • Asian-Australasian Journal of Animal Sciences
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    • v.30 no.9
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    • pp.1239-1244
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    • 2017
  • Objective: This study was conducted to estimate breed-specific variance components for total number born (TNB), number born alive (NBA) and mortality rate from birth through weaning including stillbirths (MORT) of three main swine breeds in Korea. In addition, the importance of including maternal genetic and service sire effects in estimation models was evaluated. Methods: Records of farrowing traits from 6,412 Duroc, 18,020 Landrace, and 54,254 Yorkshire sows collected from January 2001 to September 2016 from different farms in Korea were used in the analysis. Animal models and the restricted maximum likelihood method were used to estimate variances in animal genetic, permanent environmental, maternal genetic, service sire and residuals. Results: The heritability estimates ranged from 0.072 to 0.102, 0.090 to 0.099, and 0.109 to 0.121 for TNB; 0.087 to 0.110, 0.088 to 0.100, and 0.099 to 0.107 for NBA; and 0.027 to 0.031, 0.050 to 0.053, and 0.073 to 0.081 for MORT in the Duroc, Landrace and Yorkshire breeds, respectively. The proportion of the total variation due to permanent environmental effects, maternal genetic effects, and service sire effects ranged from 0.042 to 0.088, 0.001 to 0.031, and 0.001 to 0.021, respectively. Spearman rank correlations among models ranged from 0.98 to 0.99, demonstrating that the maternal genetic and service sire effects have small effects on the precision of the breeding value. Conclusion: Models that include additive genetic and permanent environmental effects are suitable for farrowing traits in Duroc, Landrace, and Yorkshire populations in Korea. This breed-specific variance components estimates for litter traits can be utilized for pig improvement programs in Korea.

Optimal Fuzzy Filter for Nonlinear Systems with Variance Constraints (분산 제약을 갖는 비선형 시스템의 최적 퍼지 필터)

  • Noh, Sun-Young;Park, Jin-Bae;Joo, Young-Hoon
    • Journal of the Korean Institute of Intelligent Systems
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    • v.22 no.5
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    • pp.549-554
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    • 2012
  • In this paper, we consider the optimal fuzzy filter of nonlinear discrete-time with estimation error variance constraint. First, the Takagi and Sugeno(T-S) fuzzy model is employed to approximate the nonlinear system. Next, the error state is mean square bounded, and the steady state variance of the estimation error of each state is not more than the individual predefined value. It is shown that, the addressed problem can be carried out by solving linear matrix inequality(LMI) and some algebraic quadratic matrix inequalities. Finally, some examples are provided to illustrate the design procedure and expected performance through simulations.

Design and Performance Analysis of a Decision-feedback Coherent Code Tracking Loop for WCDMA Systems (WCDMA 시스템을 위한 판정궤환 동기식 동기추적 회로의 설계 및 성능분석)

  • 박형래;양연실;김영선;김창주
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.29 no.4A
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    • pp.429-438
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    • 2004
  • In this paper, a decision-feedback coherent code tracking loop is designed for WCDMA systems and its performance is analyzed in terms of jitter variance considering the effect of phase and symbol estimation errors for both AWGN and fading environments. An analytical closed-form formula for jitter variance is Int derived for AWGN environments as a function of a pulse-shaping filter, timing offset, signal-to-interference ratio, and loop bandwidth while involving the phase estimation error and bit error rate, and the upper bound of jitter variance is derived for fading environments. Finally a second-order coherent code tracking loop is designed with the DPCH frame format #13 of the WCDHA forward link selected as a target system, and its performance is evaluated by the closed-form formula and compared with the simulation results for both AWGN and Rayleigh fading environments.