• Title/Summary/Keyword: Variance estimation

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A Study on Stochastic Estimation of Monthly Runoff by Multiple Regression Analysis (다중회귀분석에 의한 하천 월 유출량의 추계학적 추정에 관한 연구)

  • 김태철;정하우
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.22 no.3
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    • pp.75-87
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    • 1980
  • Most hydro]ogic phenomena are the complex and organic products of multiple causations like climatic and hydro-geological factors. A certain significant correlation on the run-off in river basin would be expected and foreseen in advance, and the effect of each these causual and associated factors (independant variables; present-month rainfall, previous-month run-off, evapotranspiration and relative humidity etc.) upon present-month run-off(dependent variable) may be determined by multiple regression analysis. Functions between independant and dependant variables should be treated repeatedly until satisfactory and optimal combination of independant variables can be obtained. Reliability of the estimated function should be tested according to the result of statistical criterion such as analysis of variance, coefficient of determination and significance-test of regression coefficients before first estimated multiple regression model in historical sequence is determined. But some error between observed and estimated run-off is still there. The error arises because the model used is an inadequate description of the system and because the data constituting the record represent only a sample from a population of monthly discharge observation, so that estimates of model parameter will be subject to sampling errors. Since this error which is a deviation from multiple regression plane cannot be explained by first estimated multiple regression equation, it can be considered as a random error governed by law of chance in nature. This unexplained variance by multiple regression equation can be solved by stochastic approach, that is, random error can be stochastically simulated by multiplying random normal variate to standard error of estimate. Finally hybrid model on estimation of monthly run-off in nonhistorical sequence can be determined by combining the determistic component of multiple regression equation and the stochastic component of random errors. Monthly run-off in Naju station in Yong-San river basin is estimated by multiple regression model and hybrid model. And some comparisons between observed and estimated run-off and between multiple regression model and already-existing estimation methods such as Gajiyama formula, tank model and Thomas-Fiering model are done. The results are as follows. (1) The optimal function to estimate monthly run-off in historical sequence is multiple linear regression equation in overall-month unit, that is; Qn=0.788Pn+0.130Qn-1-0.273En-0.1 About 85% of total variance of monthly runoff can be explained by multiple linear regression equation and its coefficient of determination (R2) is 0.843. This means we can estimate monthly runoff in historical sequence highly significantly with short data of observation by above mentioned equation. (2) The optimal function to estimate monthly runoff in nonhistorical sequence is hybrid model combined with multiple linear regression equation in overall-month unit and stochastic component, that is; Qn=0. 788Pn+0. l30Qn-1-0. 273En-0. 10+Sy.t The rest 15% of unexplained variance of monthly runoff can be explained by addition of stochastic process and a bit more reliable results of statistical characteristics of monthly runoff in non-historical sequence are derived. This estimated monthly runoff in non-historical sequence shows up the extraordinary value (maximum, minimum value) which is not appeared in the observed runoff as a random component. (3) "Frequency best fit coefficient" (R2f) of multiple linear regression equation is 0.847 which is the same value as Gaijyama's one. This implies that multiple linear regression equation and Gajiyama formula are theoretically rather reasonable functions.

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Joint Phase and Frequency Offset Estimator for Short Burst MPSK Transmission with Preamble

  • Kim Seung-Geun;Lim Young-Kon
    • The Journal of the Acoustical Society of Korea
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    • v.24 no.4E
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    • pp.152-157
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    • 2005
  • In this paper, a new data-aided joint phase and frequency estimator, which has very low computational complexity, is proposed and its variances of phase and frequency estimates are derived. To estimate the phase and frequency offset, first of all, the overall observation interval is divided into same length sub-intervals, and then phase estimates are independently computed based on symbols of the each sub-intervals. To be continue the sequence of computed phase estimates, proper integer multiples of $2{\pi}$ are added to (or subtracted from) the computed phase estimates, which is called linearized phase estimate. The phase offset of the proposed joint estimator is estimated by averaging the linearized phase estimates and the frequency offset by averaging the differences between consecutive linearized phase estimates. The variance of the proposed phase offset estimate is same to MCRB of phase if there is no frequency offset, but it is smaller than MCRB of phase if there is frequency offset. However, the variance of the proposed frequency offset estimate is bigger by at least 0.5 dB than MCRB of frequency with the same observation interval.

Mixed-effects model by projections (사영에 의한 혼합효과모형)

  • Choi, Jaesung
    • The Korean Journal of Applied Statistics
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    • v.29 no.7
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    • pp.1155-1163
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    • 2016
  • This paper deals with an estimation procedure of variance components in a mixed effects model by projections. Projections are used to obtain sums of squares instead of using reductions in sums of squares due to fitting both the assumed model and sub-models in the fitting constants method. A projection matrix can be obtained for the residual model at each step by a stepwise procedure to test the hypotheses. A weighted least squares method is used for the estimation of fixed effects. Satterthwaite's approximation is done for the confidence intervals for variance components.

An improved frequency offset estimation technique for an OFDM system (OFDM 시스템을 위한 개선된 주파수 옵셋 추정 기법)

  • 최종호;조용수
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.23 no.5
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    • pp.1270-1281
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    • 1998
  • Frequency offset in an orthogonal frequency division multiplexing (OFDM) system is known to cause the inter-channel interference (ICI), amplitude and phase distortion of a received signal, resulting in a severe performance degradation of the total system. In this paper, we propose an improved pilot-based masimum likelihood frequency offset estimation technique, which uses the predefined sync-subchannels, and derive the error performance of the proposed frequency offset estimator analytically. The proposed technique improves the performance of the frequency offset estimator by adding up the frequency offset caused by coherent phase changes and averaging out the effect caused by random phase error. It is confirmed by computer simulations that the upper bound of error variance for the proposed frequency offset estimator analytically derived in this paper is correct, and that the proposed estimator has better performance than the previous ones in terms of error variance, tracking range, and time-varying characteristics of a channel.

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Multiple Inputs Deep Neural Networks for Bone Age Estimation Using Whole-Body Bone Scintigraphy

  • Nguyen, Phap Do Cong;Baek, Eu-Tteum;Yang, Hyung-Jeong;Kim, Soo-Hyung;Kang, Sae-Ryung;Min, Jung-Joon
    • Journal of Korea Multimedia Society
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    • v.22 no.12
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    • pp.1376-1384
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    • 2019
  • The cosmetic and behavioral aspects of aging have become increasingly evident over the years. Physical aging in people can easily be observed on their face, posture, voice, and gait. In contrast, bone aging only becomes apparent once significant bone degeneration manifests through degenerative bone diseases. Therefore, a more accurate and timely assessment of bone aging is needed so that the determinants and its mechanisms can be more effectively identified and ultimately optimized. This study proposed a deep learning approach to assess the bone age of an adult using whole-body bone scintigraphy. The proposed approach uses multiple inputs deep neural network architectures using a loss function, called mean-variance loss. The data set was collected from Chonnam National University Hwasun Hospital. The experiment results show the effectiveness of the proposed method with a mean absolute error of 3.40 years.

General Regression Estimators in Survey Sampling (표본조사에서 일반회귀 추정량의 활용)

  • Kim, Kyu-Seong
    • Survey Research
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    • v.5 no.2
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    • pp.49-70
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    • 2004
  • This paper is a broad review about general regression estimators, which are very useful when auxiliary variables are available in survey sampling. We investigate the process of development of general regression estimators from birth to suggestion of variance estimation method and examine some properties of general regression estimators by comparing with calibration and QR estimators. We also present some forms of general regression estimators available under complex sampling designs such as stratified sampling and cluster sampling. Finally, we comment some advantages as well as disadvantages of general regression estimators and theoretical and practical development in the future.

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Statistical algorithm and application for the noise variance estimation (영상 잡음의 분산 추정에 관한 통계적 알고리즘 및 응용)

  • Kim, Yeong-Hwa;Nam, Ji-Ho
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.5
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    • pp.869-878
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    • 2009
  • Image restoration techniques such as noise reduction and contrast enhancement have been researched for enhancing a contaminated image by the noise. An image degraded by additive random noise can be enhanced by noise reduction. Sigma filtering is one of the most widely used method to reduce the noise. In this paper, we propose a new sigma filter algorithm based on noise variance estimation which effectively enhances the degraded image by noise. Specifically, the Bartlett test is used to measure the degree of noise with respect to the degree of image feature. Simulation results are also given to show the performance of the proposed algorithm.

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Optimal Network Design for the Estimation of Areal Rainfall (면적강우량 산정을 위한 관측망 최적설계 연구)

  • Lee, Jae-Hyeong;Yu, Yang-Gyu
    • Journal of Korea Water Resources Association
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    • v.35 no.2
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    • pp.187-194
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    • 2002
  • To improve the accuracy of the areal rainfall estimates over a river basin, the optimal design method of rainfall network was studied using the stochastic characteristics of measured rainfall data. The objective function was constructed with the estimation error of areal rainfall and observation cost of point rainfall and the observation sites with minimum objective function value were selected as the optimal network. As a stochastic variance estimator, kriging model was selected to minimize the error terms. The annual operation cost including the installation cost was considered as the cost terms and an accuracy equivalent parameter was used to combine the error and cost terms. The optimal design method of rainfall network was studied in the Yongdam dam basin whose raingauge numbers need to be enlarged for the optimal rainfall networks of the basin.

The Improvement of the Rainfall Network over the Seomjinkang Dam Basin (섬진강댐 유역의 강우관측망 개량에 관한 연구)

  • Lee, Jae-Hyoung;Shu, Seung-Woon
    • Journal of Korea Water Resources Association
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    • v.36 no.2
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    • pp.143-152
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    • 2003
  • This paper suggests the improvement of the Sumjinkang for the estimation of areal averages of heavy rainfall events based on the optimal network and three existing networks. The problem consists of minimizing an objective function which includes both the accuracy of the areal mean estimation as expressed by the Kriging variance and the economic cost of the data collection. The wellknown geostatistical variance-reduction method is used in combination with SATS which is an algorithm of minimization. At the first stage, two kinds of optimal solutions are obtained by two trade-off coefficients. One of them is a optimal solution, the other is an alternative. At the second stage, a quasi optimal network and a quasi alternative are suggested so that the existing raingages near to the selected optimal raingages are included in the two solutions instead of gages of new gages.

A Note on Complex Two-Phase Sampling with Different Sampling Units of Each Phase

  • Lee, Sang Eun;Jin, Young;Shin, Key-Il
    • Communications for Statistical Applications and Methods
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    • v.22 no.5
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    • pp.435-443
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    • 2015
  • Two phase sampling design is useful to increase estimation efficiency using deep stratification, improved non-response adjustment and reduced coverage bias. The same sampling units are commonly used for the first and the second phases in complex two-phase sampling design. In this paper we consider a sampling scheme where the first phase sampling units are clusters and the second phase sampling units are list samples. Using selected clusters in first phase requires that we list up elements in the selected clusters from the first phase and then use the list as a secondary sampling frame for the second phase sampling design. Then we select second phase samples from the listed sampling frame. We suggest an estimator based on the complex two-phase sampling design with different sampling units of each phase. Also the estimated variances of the estimator obtained by using classic and replication variance methods are considered and compared using simulation studies. For real data analysis, 2010 Korea Farm Household Economy Survey (KFHES) and 2011 Korea Agriculture Survey (KAS) are used.