• Title/Summary/Keyword: bias and mean squared error

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A Comparison of Analysis Methods for Work Environment Measurement Databases Including Left-censored Data (불검출 자료를 포함한 작업환경측정 자료의 분석 방법 비교)

  • Park, Ju-Hyun;Choi, Sangjun;Koh, Dong-Hee;Park, Donguk;Sung, Yeji
    • Journal of Korean Society of Occupational and Environmental Hygiene
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    • v.32 no.1
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    • pp.21-30
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    • 2022
  • Objectives: The purpose of this study is to suggest an optimal method by comparing the analysis methods of work environment measurement datasets including left-censored data where one or more measurements are below the limit of detection (LOD). Methods: A computer program was used to generate left-censored datasets for various combinations of censoring rate (1% to 90%) and sample size (30 to 300). For the analysis of the censored data, the simple substitution method (LOD/2), β-substitution method, maximum likelihood estimation (MLE) method, Bayesian method, and regression on order statistics (ROS)were all compared. Each method was used to estimate four parameters of the log-normal distribution: (1) geometric mean (GM), (2) geometric standard deviation (GSD), (3) 95th percentile (X95), and (4) arithmetic mean (AM) for the censored dataset. The performance of each method was evaluated using relative bias and relative root mean squared error (rMSE). Results: In the case of the largest sample size (n=300), when the censoring rate was less than 40%, the relative bias and rMSE were small for all five methods. When the censoring rate was large (70%, 90%), the simple substitution method was inappropriate because the relative bias was the largest, regardless of the sample size. When the sample size was small and the censoring rate was large, the Bayesian method, the β-substitution method, and the MLE method showed the smallest relative bias. Conclusions: The accuracy and precision of all methods tended to increase as the sample size was larger and the censoring rate was smaller. The simple substitution method was inappropriate when the censoring rate was high, and the β-substitution method, MLE method, and Bayesian method can be widely applied.

Modelling of dissolved oxygen (DO) in a reservoir using artificial neural networks: Amir Kabir Reservoir, Iran

  • Asadollahfardi, Gholamreza;Aria, Shiva Homayoun;Abaei, Mehrdad
    • Advances in environmental research
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    • v.5 no.3
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    • pp.153-167
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    • 2016
  • We applied multilayer perceptron (MLP) and radial basis function (RBF) neural network in upstream and downstream water quality stations of the Karaj Reservoir in Iran. For both neural networks, inputs were pH, turbidity, temperature, chlorophyll-a, biochemical oxygen demand (BOD) and nitrate, and the output was dissolved oxygen (DO). We used an MLP neural network with two hidden layers, for upstream station 15 and 33 neurons in the first and second layers respectively, and for the downstream station, 16 and 21 neurons in the first and second hidden layer were used which had minimum amount of errors. For learning process 6-fold cross validation were applied to avoid over fitting. The best results acquired from RBF model, in which the mean bias error (MBE) and root mean squared error (RMSE) were 0.063 and 0.10 for the upstream station. The MBE and RSME were 0.0126 and 0.099 for the downstream station. The coefficient of determination ($R^2$) between the observed data and the predicted data for upstream and downstream stations in the MLP was 0.801 and 0.904, respectively, and in the RBF network were 0.962 and 0.97, respectively. The MLP neural network had acceptable results; however, the results of RBF network were more accurate. A sensitivity analysis for the MLP neural network indicated that temperature was the first parameter, pH the second and nitrate was the last factor affecting the prediction of DO concentrations. The results proved the workability and accuracy of the RBF model in the prediction of the DO.

Application of artificial neural networks to predict total dissolved solids in the river Zayanderud, Iran

  • Gholamreza, Asadollahfardi;Afshin, Meshkat-Dini;Shiva, Homayoun Aria;Nasrin, Roohani
    • Environmental Engineering Research
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    • v.21 no.4
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    • pp.333-340
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    • 2016
  • An Artificial Neural Network including a Radial Basis Function (RBF) and a Time Delay Neural Network (TDNN) was used to predict total dissolved solid (TDS) in the river Zayanderud. Water quality parameters in the river for ten years, 2001-2010, were prepared from data monitored by the Isfahan Regional Water Authority. A factor analysis was applied to select the inputs of water quality parameters, which obtained total hardness, bicarbonate, chloride and calcium. Input data to the neural networks were pH, $Na^+$, $Mg^{2+}$, Carbonate ($CO{_3}^{-2}$), $HCO{_3}^{-1}$, $Cl^-$, $Ca^{2+}$ and Total hardness. For learning process 5-fold cross validation were applied. In the best situation, the TDNN contained 2 hidden layers of 15 neurons in each of the layers and the RBF had one hidden layer with 100 neurons. The Mean Squared Error and the Mean Bias Error for the TDNN during the training process were 0.0006 and 0.0603 and for the RBF neural network the mentioned errors were 0.0001 and 0.0006, respectively. In the RBF, the coefficient of determination ($R^2$) and the index of agreement (IA) between the observed data and predicted data were 0.997 and 0.999, respectively. In the TDNN, the $R^2$ and the IA between the actual and predicted data were 0.957 and 0.985, respectively. The results of sensitivity illustrated that $Ca^{2+}$ and $SO{_4}^{2-}$ parameters had the highest effect on the TDS prediction.

Design-Based Properties of Least Square Estimators of Panel Regression Coefficients Based on Complex Panel Data (복합패널 데이터에 기초한 최소제곱 패널회귀추정량의 설계기반 성질)

  • Kim, Kyu-Seong
    • Communications for Statistical Applications and Methods
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    • v.17 no.4
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    • pp.515-525
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    • 2010
  • We investigated design-based properties of the ordinary least square estimator(OLSE) and the weighted least square estimator(WLSE) in a panel regression model. Given a complex data we derive the magnitude of the design-based bias of two estimators and show that the bias of WLSE is smaller than that of OLSE. We also conducted a simulation study using Korean welfare panel data in order to compare design-based properties of two estimators numerically. In the study we found the followings. First, the relative bias of OLSE is nearly two times larger than that of WLSE and the bias ratio of OLSE is greater than that of WLSE. Also the relative bias of OLSE remains steady but that of WLSE becomes smaller as the sample size increases. Next, both the variance and mean square error(MSE) of two estimators decrease when the sample size increases. Also there is a tendency that the proportion of squared bias in MSE of OLSE increases as the sample size increase, but that of WLSE decreases. Finally, the variance of OLSE is smaller than that of WLSE in almost all cases and the MSE of OLSE is smaller in many cases. However, the number of cases of larger MSE of OLSE increases when the sample size increases.

Modeling the growth of Listeria monocytogenes during refrigerated storage of un-packaging mixed press ham at household

  • Lee, Seong-Jun;Park, Myoung-Su;Bahk, Gyung-Jin
    • Journal of Preventive Veterinary Medicine
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    • v.42 no.4
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    • pp.143-147
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    • 2018
  • The present study aimed to develop growth prediction models of Listeria monocytogenes in processed meat products, such as mixed pressed hams, to perform accurate microbial risk assessments. Considering cold storage temperatures and the amount of time in the stages of consumption after opening, the growth of L. monocytogenes was determined as a function of temperature at 0, 5, 10, and $15^{\circ}C$, and time at 0, 1, 3, 6, 8, 10, 15, 20, 25, and 30 days. Based on the results of these measurements, a Baranyi model using the primary model was developed. The input parameters of the Baranyi equation in the variable temperature for polynomial regression as a secondary model were developed: $SGR=0.1715+0.0199T+0.0012T^2$, $LT=5.5730-0.3215T+0.0051T^2$ with $R^2$ values 0.9972 and 0.9772, respectively. The RMSE (Root mean squared error), $B_f$ (bias factor), and $A_f$ (accuracy factor) on the growth prediction model were determined to be 0.30, 0.72, and 1.50 in SGR (specific growth rate), and 0.10, 0.84, and 1.35 in LT (lag time), respectively. Therefore, the model developed in this study can be used to determine microorganism growth in the stages of consumption of mixed pressed hams and has potential in microbial risk assessments (MRAs).

Observed Data Oriented Bispectral Estimation of Stationary Non-Gaussian Random Signals - Automatic Determination of Smoothing Bandwidth of Bispectral Windows

  • Sasaki, K.;Shirakata, T.
    • 제어로봇시스템학회:학술대회논문집
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    • 2003.10a
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    • pp.502-507
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    • 2003
  • Toward the development of practical methods for observed data oriented bispectral estimation, an automatic means for determining the smoothing bandwidth of bispectral windows is proposed, that can also provide an associated optimum bispectral estimate of stationary non-Gaussian signals, systematically only from an observed time series datum of finite length. For the conventional non-parametric bispectral estimation, the MSE (mean squared error) of the normalized estimate is reviewed under a certain mixing condition and sufficient data length, mainly from the viewpoint of the inverse relation between its bias and variance with respect to the smoothing bandwidth. Based on the fundamental relation, a systematic method not only for determining the bandwidth, but also for obtaining the optimum bispectral estimate is presented by newly introducing a MSE evaluation index of the estimate only from an observed time series datum of finite length. The effectiveness and fundamental features of the proposed method are illustrated by the basic results of numerical experiments.

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A data-adaptive maximum penalized likelihood estimation for the generalized extreme value distribution

  • Lee, Youngsaeng;Shin, Yonggwan;Park, Jeong-Soo
    • Communications for Statistical Applications and Methods
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    • v.24 no.5
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    • pp.493-505
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    • 2017
  • Maximum likelihood estimation (MLE) of the generalized extreme value distribution (GEVD) is known to sometimes over-estimate the positive value of the shape parameter for the small sample size. The maximum penalized likelihood estimation (MPLE) with Beta penalty function was proposed by some researchers to overcome this problem. But the determination of the hyperparameters (HP) in Beta penalty function is still an issue. This paper presents some data adaptive methods to select the HP of Beta penalty function in the MPLE framework. The idea is to let the data tell us what HP to use. For given data, the optimal HP is obtained from the minimum distance between the MLE and MPLE. A bootstrap-based method is also proposed. These methods are compared with existing approaches. The performance evaluation experiments for GEVD by Monte Carlo simulation show that the proposed methods work well for bias and mean squared error. The methods are applied to Blackstone river data and Korean heavy rainfall data to show better performance over MLE, the method of L-moments estimator, and existing MPLEs.

Estimating Failure Rate Using Warranty Claim Data with Delayed Report of Customers (고객의 지연보고를 고려한 보증수리내역자료에서의 고장률 추정)

  • Park, J.H.;Kim, Y.H.;Baek, J.H.;Lie, C.H.
    • IE interfaces
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    • v.23 no.2
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    • pp.176-181
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    • 2010
  • Warranty claim data analysis is a useful tool for the manufacturer because it contains many useful informations regarding reliability of the product in the real-world environments. Because of the nature of uncertainty and the incompleteness of data, some bias patterns are observed on warranty claim rate known as 'spikes'. Two types of spikes are considered. One is due to manufacturing-related failures. The other is caused by customer's behavior. This paper proposes a model by considering two types of spikes. Warranty claim data is analyzed with the proposed model. To represent spikes observed on the early warranty period, we classify failures into manufacturing-related failures and usage-related failures. Uniform distribution is assumed for the time delayed to diagnose and report by customers. By reducing maximum value of the delayed time by customers, the proposed model characterizes customer's rush in the vicinity of the warranty expiration limit. Experimental results by using the real warranty claim data show that the proposed model is better than the existing one in respect to MSE(Mean Squared Error). Moreover it is expected to estimate the failure rate more realistically with proposed model because it considers the delayed time to diagnose and report by customers.

Objective Bayesian Estimation of Two-Parameter Pareto Distribution (2-모수 파레토분포의 객관적 베이지안 추정)

  • Son, Young Sook
    • The Korean Journal of Applied Statistics
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    • v.26 no.5
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    • pp.713-723
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    • 2013
  • An objective Bayesian estimation procedure of the two-parameter Pareto distribution is presented under the reference prior and the noninformative prior. Bayesian estimators are obtained by Gibbs sampling. The steps to generate parameters in the Gibbs sampler are from the shape parameter of the gamma distribution and then the scale parameter by the adaptive rejection sampling algorism. A numerical study shows that the proposed objective Bayesian estimation outperforms other estimations in simulated bias and mean squared error.

Prediction of Fabric Drape Using Artificial Neural Networks (인공신경망을 이용한 드레이프성 예측)

  • Lee, Somin;Yu, Dongjoo;Shin, Bona;Youn, Seonyoung;Shim, Myounghee;Yun, Changsang
    • Journal of the Korean Society of Clothing and Textiles
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    • v.45 no.6
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    • pp.978-985
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    • 2021
  • This study aims to propose a prediction model for the drape coefficient using artificial neural networks and to analyze the nonlinear relationship between the drape properties and physical properties of fabrics. The study validates the significance of each factor affecting the fabric drape through multiple linear regression analysis with a sample size of 573. The analysis constructs a model with an adjusted R2 of 77.6%. Seven main factors affect the drape coefficient: Grammage, extruded length values for warp and weft (mwarp, mweft), coefficients of quadratic terms in the tensile-force quadratic graph in the warp, weft, and bias directions (cwarp, cweft, cbias), and force required for 1% tension in the warp direction (fwarp). Finally, an artificial neural network was created using seven selected factors. The performance was examined by increasing the number of hidden neurons, and the most suitable number of hidden neurons was found to be 8. The mean squared error was .052, and the correlation coefficient was .863, confirming a satisfactory model. The developed artificial neural network model can be used for engineering and high-quality clothing design. It is expected to provide essential data for clothing appearance, such as the fabric drape.