• 제목/요약/키워드: Variance estimation

검색결과 733건 처리시간 0.028초

Comparison of Small Area Estimations by Sample Sizes

  • Kim, Jung-O;Shin, Key-Il
    • Communications for Statistical Applications and Methods
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    • 제13권3호
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    • pp.669-683
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    • 2006
  • Model-based methods are generally used for small area estimation. Recently Shin and Lee (2003) suggested a method which used spatial correlations between areas for data set including some auxiliary variables. However in case of absence of auxiliary variables, Direct estimator is used. Even though direct estimator is unbiased, the large variance of the estimator restricts the use for small area estimation. In this paper, we suggest new estimators which take into account spatial correlation when auxiliary variables are not available. We compared Direct estimator and the newly suggested estimators using MSE, MAE and MB.

가중회귀분석에 의한 지역화왜곡계수의 추정 (Estimation of Regionai Skew Coefficient with Weighted Least Squares Regression)

  • 조국광;권순국
    • 한국농공학회지
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    • 제32권1호
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    • pp.103-109
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    • 1990
  • The application of the Log-Pearson Type m distribution recommended by Water Resources Council, U. S. A. for flood frequency analysis requires the estimation of the regionalized skew coefficient. In this study, regionalized skew coefficients are estimated using a weighted regression model which relates at-site skews based on logarithms of observed annual flood peak series to both basin characteristics and precipitation data in the Han river and the Nakdong river basin. The model is developed with weighted least squares method in which the weights are determined by separating residual variance into that due to model error and due to sampling error. As the result of analysis, regionalized skews are estimated as - 0.732 and - 0.575 in the Han river and the Nakdong river basin, respectively.

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Unconstrained Object Segmentation Using GrabCut Based on Automatic Generation of Initial Boundary

  • Na, In-Seop;Oh, Kang-Han;Kim, Soo-Hyung
    • International Journal of Contents
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    • 제9권1호
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    • pp.6-10
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    • 2013
  • Foreground estimation in object segmentation has been an important issue for last few decades. In this paper we propose a GrabCut based automatic foreground estimation method using block clustering. GrabCut is one of popular algorithms for image segmentation in 2D image. However GrabCut is semi-automatic algorithm. So it requires the user input a rough boundary for foreground and background. Typically, the user draws a rectangle around the object of interest manually. The goal of proposed method is to generate an initial rectangle automatically. In order to create initial rectangle, we use Gabor filter and Saliency map and then we use 4 features (amount of area, variance, amount of class with boundary area, amount of class with saliency map) to categorize foreground and background. From the experimental results, our proposed algorithm can achieve satisfactory accuracy in object segmentation without any prior information by the user.

2차 모형의 경제적 추정을 위한 소형실험계획의 활용 (Implementation of Small Sized Designs for Economic Estimation of Second-Order Models)

  • 김정숙;변재현
    • 한국경영과학회:학술대회논문집
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    • 한국경영과학회 2006년도 추계학술대회
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    • pp.531-534
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    • 2006
  • Response surface methodology (RSM) is a useful collection of experimentation techniques for developing, improving, and optimizing products and processes. When we are to estimate second-order regression model and optimize quality characteristic by RSM, central composite designs and Box-Behnken designs are widely in use. However, in developing cutting-edge products, it is very crucial to reduce the time of experimentation as much as possible. In this paper small-sized second-order designs are introduced and their estimation abilities are compared in terms of D-optimality, A-optimality, and variance of regression coefficients, ease of experimentation, number of experiments. Then we present a guideline of using specific designs for specific experimentation circumstances. The result of this study will be beneficial to experimenters who face experiments which are expensive, difficult, or time-consuming.

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이동 로봇을 위한 온라인 센서 교정 방법 (On-line sensor calibration for mobile robot)

  • 김성도;유원필;정명진
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1996년도 한국자동제어학술회의논문집(국내학술편); 포항공과대학교, 포항; 24-26 Oct. 1996
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    • pp.527-530
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    • 1996
  • The Kalman filter has been used as a self-localization method for the mobile robot. To satisfy the assumptions inherent in the Kalman filter, we should calibrate the sensors of the robot before use of them. However, it is generally hard to find exact sensor parameters, and the parameters may change during the robot task as the environment varies. Thus we need to perform on-line sensor calibration, by which we can obtain more credible location of the mobile robot. In this paper, we present an on-line sensor calibration scheme which estimates the unknown sensor bias and the current position of the robot. To this end, first we find out the calibration errors of the sensor from redundant sensory data using the parity vector and recursive minimum variance estimation. Then we calculate the current position of the robot by weighted least square estimation without internal encoder data. The performance of the proposed method is evaluated through computer simulation.

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Partially Parametric Estimation of Lifetime Distribution from a Record of Failures and Follow-Ups

  • Yoon, Byoung Chang
    • 품질경영학회지
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    • 제22권4호
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    • pp.59-78
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    • 1994
  • In some observational studies, we have often random censoring model. However, the data available may be partially observable censored data consisting of the observed failure times and only those nonfailure times which are subject to follow up. In this paper, we present an extension of the problem of partially parametric estimation of the survival function to such partially observable censored data. The proposed estimator treats the observed failure times nonparametrically and uses a parametric model only for those nonfailure times which are subject to follow-up. We discuss the motivation and construction of the proposed estimator and investigate the limiting properties of the proposed estimator such as asymptotic normality. Also, when the assumed parametric model is exponential, the asymptotic variance of the estimator is obtained. Furthermore, an example is given to compare the proposed estimator with the modified Kaplan Meier(MKM) estimator. From the results, it is shown that the relative efficiency of the proposed estimator is higher than that of the MKM estimator in the follow-up study with increasing time.

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이산 시변 상태공간 모델을 위한 최적 유한 임펄스 응답 필터 (An Optimal FIR Filter for Discrete Time-varying State Space Models)

  • 권보규
    • 제어로봇시스템학회논문지
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    • 제17권12호
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    • pp.1183-1187
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    • 2011
  • In this paper, an optimal FIR (Finite-Impulse-Response) filter is proposed for discrete time-varying state-space models. The proposed filter estimates the current state using measured output samples on the recent time horizon so that the variance of the estimation error is minimized. It is designed to be linear, unbiased, with an FIR structure, and is independent of any state information. Due to its FIR structure, the proposed filter is believed to be robust for modeling uncertainty or numerical errors than other IIR filters, such as the Kalman filter. For a general system with system and measurement noise, the proposed filter is derived without any artificial assumptions such as the nonsingular assumption of the system matrix A and any infinite covariance of the initial state. A numerical example show that the proposed FIR filter has better performance than the Kalman filter based on the IIR (Infinite- Impulse-Response) structure when modeling uncertainties exist.

계층적 삼각화를 이용한 움직임 추정과 보상 (Motion Estimation and Compensation using hierarchical triangulation)

  • 이동규;이두수
    • 한국통신학회논문지
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    • 제28권2C호
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    • pp.193-200
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    • 2003
  • 본 논문에서는 움직임의 양에 따라 삼각형 메쉬의 크기와 위치를 가변할 수 있는 계층적 삼각화 방법을 이용한 움직임 추정 방법을 제안한다. 이미지의 차의 분산을 이용하여 움직임의 양을 측정하고 삼각형의 세분화를 행함으로써 움직임이 많은 영역에 노드가 집중되도록 하고 계층적 삼각형 메쉬의 생성이 가능한 세분화 방법을 제시한다. 또한 계층화된 메쉬의 구조를 전송하기 위한 추가정보의 양을 줄일 수 있는 부호화 방법에 대해서 논한다. 실험결과 제안한 방법이 기존의 BMA이나 다른 메쉬 구조를 사용한 방법보다 PSNR이 평균 0.5㏈ 우수한 성능을 나타냄을 보인다.

Pointwise Estimation of Density of Heteroscedastistic Response in Regression

  • Hyun, Ji-Hoon;Kim, Si-Won;Lee, Sung-Dong;Byun, Wook-Jae;Son, Mi-Kyoung;Kim, Choong-Rak
    • 응용통계연구
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    • 제25권1호
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    • pp.197-203
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    • 2012
  • In fitting a regression model, we often encounter data sets which do not follow Gaussian distribution and/or do not have equal variance. In this case estimation of the conditional density of a response variable at a given design point is hardly solved by a standard least squares method. To solve this problem, we propose a simple method to estimate the distribution of the fitted vales under heteroscedasticity using the idea of quantile regression and the histogram techniques. Application of this method to a real data sets is given.

매개변수 추정에 의한 유도전동기의 적응 벡터제어 (Adaptive Vector Control for Induction Motor Using Parameter Estimation)

  • 이윤종;김회준;오원석;김영민
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 1990년도 하계학술대회 논문집
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    • pp.363-366
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    • 1990
  • In the indirect vector control method, the rotor resistance variation caused by operating temperature change is an undesirable nature. A new adaptation algorithm to compensate for the rotor resistance change based on the on-line estimation of field vector which requires the measurements of stator voltage and rotor speed is presented in this paper. Also minimum variance controller is presented for the adaptive control performance. This algorithm has been tested by simulating the induction machine using a digital computer and the results are discussed.

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