• Title/Summary/Keyword: Weighted Variance

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Exponentially Weighted Moving Average Control Charts for Dispersion Matrix

  • Chang, Duk-Joon;Shin, Jae-Kyoung
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.3
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    • pp.633-644
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    • 2004
  • Exponentially Weighted Moving Average(EWMA) control chart for variance-covariance matrix of several quality characteristics based on accumulate-combine approach has proposed. Numerical computations show that multivariate EWMA chart based on accumulate-combine approach is more efficient than corresponding multivariate EWMA chart based on combine-accumulate approach.

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Variable sampling interval control charts for variance-covariance matrix

  • Chang, Duk-Joon;Shin, Jae-Kyoung
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.4
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    • pp.741-747
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    • 2009
  • Properties of multivariate Shewhart and EWMA (Exponentially Weighted Moving Average) control charts for monitoring variance-covariance matrix of quality variables are investigated. Performances of the proposed charts are evaluated for matched fixed sampling interval (FSI) and variable sampling interval (VSI) charts in terms of average time to signal (ATS) and average number of samples to signal (ANSS). Average number of swiches (ANSW) of the proposed VSI charts are also investigated.

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A Comparative Study for Several Bayesian Estimators Under Balanced Loss Function

  • Kim, Yeong-Hwa
    • Journal of the Korean Data and Information Science Society
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    • v.17 no.2
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    • pp.291-300
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    • 2006
  • In this research, the performance of widely used Bayesian estimators such as Bayes estimator, empirical Bayes estimator, constrained Bayes estimator and constrained empirical Bayes estimator are compared by means of a measurement under balanced loss function for the typical normal-normal situation. The proposed measurement is a weighted sum of the precisions of first and second moments. As a result, one can gets the criterion according to the size of prior variance against the population variance.

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A Comparative Study for Several Bayesian Estimators Under Squared Error Loss Function

  • Kim, Yeong-Hwa
    • Journal of the Korean Data and Information Science Society
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    • v.16 no.2
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    • pp.371-382
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    • 2005
  • The paper compares the performance of some widely used Bayesian estimators such as Bayes estimator, empirical Bayes estimator, constrained Bayes estimator and constrained Bayes estimator by means of a new measurement under squared error loss function for the typical normal-normal situation. The proposed measurement is a weighted sum of the precisions of first and second moments. As a result, one can gets the criterion according to the size of prior variance against the population variance.

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The relationship between the numbers of natural teeth and nutritional status of elderly in Korea -based on 2007~2009 national health and nutrition survey data- (한국 노인의 자연치아 수와 영양소 섭취상태와의 관련성 -2007~2009년 국민건강영양조사 자료에 근거하여-)

  • Shin, Bo-Mi;Bae, Su-Myoung;Ryu, Da-Young;Choi, Yong-Keum
    • Journal of Korean society of Dental Hygiene
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    • v.12 no.3
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    • pp.521-531
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    • 2012
  • Objectives : The aim of this study was to evaluate the relation between the state of dental health(number of natural teeth) and nutritional status of Korean elderly using Korean Dietary Reference Intakes, which was an objective standard for nutritional intake based on database of Korea National Health and Nutrition Examination Survey, large scale of sample obtained by the government. Methods : Complex sampling procedure was used to analyze the fourth data(2007-2009) of Korea National Health and Nutrition Examination Survey. When preparing planning file, the estimator of variance as a stratification variance (variance name : kstrata), population of survey unit as a cluster variance(variance name : PSU), and previous exam and nutritional related weighted as a weighted were analyzed by considering reproduced survey and nutritional related total weighted. Complex samples chi-square test was used to estimate the relation between number of natural teeth and inadequate intake and relation factors included in the model were analyzed by complex samples logistic regression analysis. Results : The group of edentulous had a higher risk to intake less nutrient, except calcium, riboflavin and vitamin C than recommended level comparing to reference group which had natural teeth more than 20(phosphate : OR=1.763; 95% CI=1.273-2.443, thiamine : OR=1.748; 95% CI=1.276-2.395, protein : OR=1.610; 95% CI=1.213-2.138). Conclusions : The number of teeth in Korean elderly over 65 years old had a relation with nutritional status in this investigation. Especially, intake level of nutrients was different between the edentulous group and the reference group. Therefore, dental health care is needed from young and middle age to keep health dental condition for through whole life as well as old age. Although the dental condition of the aged is not good, it is evitable to educate them about the relation between dental health and nutritional ingestion to take balanced nutrition, we think.

Preliminary test estimation method accounting for error variance structure in nonlinear regression models (비선형 회귀모형에서 오차의 분산에 따른 예비검정 추정방법)

  • Yu, Hyewon;Lim, Changwon
    • The Korean Journal of Applied Statistics
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    • v.29 no.4
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    • pp.595-611
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    • 2016
  • We use nonlinear regression models (such as the Hill Model) when we analyze data in toxicology and/or pharmacology. In nonlinear regression models an estimator of parameters and estimation of measurement about uncertainty of the estimator are influenced by the variance structure of the error. Thus, estimation methods should be different depending on whether the data are homoscedastic or heteroscedastic. However, we do not know the variance structure of the error until we actually analyze the data. Therefore, developing estimation methods robust to the variance structure of the error is an important problem. In this paper we propose a method to estimate parameters in nonlinear regression models based on a preliminary test. We define an estimator which uses either the ordinary least square estimation method or the iterative weighted least square estimation method according to the results of a simple preliminary test for the equality of the error variance. The performance of the proposed estimator is compared to those of existing estimators by simulation studies. We also compare estimation methods using real data obtained from the National Toxicology program of the United States.

Development of Ridge Regression Model of Pollutant Load Using Runoff Weighted Value Based on Distributed Curve-Number (분포형 CN 기반 토지피복별 유출가중치를 이용한 오염부하량 능형회귀모형 개발)

  • Song, Chul Min;Kim, Jin Soo
    • Journal of The Korean Society of Agricultural Engineers
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    • v.60 no.1
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    • pp.111-120
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    • 2018
  • The purpose of this study was to develop a ridge regression (RR) model to estimate BOD and TP load using runoff weighted value. The concept of runoff weighted value, based on distributed curve-number (CN), was introduced to reflect the impact of land covers on runoff. The estimated runoff depths by distributed CN were closer to the observed values than those by area weighted mean CN. The RR is a technique used when the data suffers from multicollinearity. The RR model was developed for five flow duration intervals with the independent variables of daily runoff discharge of seven land covers and dependent variables of daily pollutant load. The RR model was applied to Heuk river watershed, a subwatershed of the Han river watershed. The variance inflation factors of the RR model decreased to the value less than 10. The RR model showed a good performance with Nash-Sutcliffe efficiency (NSE) of 0.73 and 0.87, and Pearson correlation coefficient of 0.88 and 0.93 for BOD and TP, respectively. The results suggest that the methods used in the study can be applied to estimate pollutant load of different land cover watersheds using limited data.

Testing of a discontinuity point in the log-variance function based on likelihood (가능도함수를 이용한 로그분산함수의 불연속점 검정)

  • Huh, Jib
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.1
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    • pp.1-9
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    • 2009
  • Let us consider that the variance function in regression model has a discontinuity/change point at unknown location. Yu and Jones (2004) proposed the local polynomial fit to estimate the log-variance function which break the positivity of the variance. Using the local polynomial fit, Huh (2008) estimate the discontinuity point of the log-variance function. We propose a test for the existence of a discontinuity point in the log-variance function with the estimated jump size in Huh (2008). The proposed method is based on the asymptotic distribution of the estimated jump size. Numerical works demonstrate the performance of the method.

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Color image quantization using color activity weighted distortion measure of human vision (인간 시각의 칼라 활성 가중 왜곡 척도를 이용한 칼라 영상 양자화)

  • 김경만;이응주;박양우;이채수;하영호
    • Journal of the Korean Institute of Telematics and Electronics B
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    • v.33B no.4
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    • pp.101-110
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    • 1996
  • Color image quantization is a process of selecting a set of colors to display an image with some representative colors without noticeable perceived difference. It is very important in many applications to display a true color image in a low cost color monitor or printer. the basic problem is how to display 224 colors with 256 or less colors, called color palette. In this paper, we propose an algorithm to design the 256 or less size color palette by using spatial maskin geffect of HVS and subjective distortion measure weighted by color palette by using spatial masking effect of HVS and subjective distortion measure weighted by color activity in 4*4 local region in any color image. The proposed algorithm consists of octal prequantization and subdivision quantization processing step using the distortion measure and modified Otsu's between class variance maximization method. The experimental results show that the proposed algorithm has higher visual quality and needs less consuming time than conventional algorithms.

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

  • 조국광;권순국
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.32 no.1
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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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