• 제목/요약/키워드: error distribution

검색결과 2,036건 처리시간 0.026초

Testing for a Unit Root in an ARIMA(p,1,q) Signal Observed with Measurement Error

  • Lee, Jong-Hyup;Shin, Dong-Wan
    • Journal of the Korean Statistical Society
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    • 제24권2호
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    • pp.481-493
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    • 1995
  • An ARIMA signal observed with measurement error is shown to have another ARIMA representation with nonlinear restrictions on parameters. For this model, the restricted Newton-Raphson estimator(RNRE) of the unit root is shown to have the same limiting distribution as the ordinary least squares estimator of the unit root in an AR(1) model tabulated by Dickey and Fuller (1979). The RNRE of parameters of the ARIMA(p,1,k) process and unit root tests base on the RNRE are developed.

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Optimal Angle Error Reduction of Magnetic Position Sensor by 3D Finite Element Method

  • Kim, Ki-Chan
    • Journal of Magnetics
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    • 제18권4호
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    • pp.454-459
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    • 2013
  • This paper deals with an optimal angle error reduction method of magnetic position sensor using hall effect elements. The angle detection simulation for the magnetic position sensor is performed by 3 dimensional finite element method and Taguchi method, one of the design of experiments. The magnetic position sensor is required to generate ideal sine and cosine waveforms from its hall effect elements according to rotation angle for precise angle information. However, the output signals are easy to include harmonics due to uneven magnetic field distribution from permanent magnet in the air-gap in the vicinity of hall effect elements. For the Taguchi method, three design parameters related to position of hall effect elements and shape of back yoke are selected. The characteristics of optimal magnetic position sensor are compared with those of original one in terms of simulation as well as experiment. Finally, the performances of the motor adopting original model and optimal model are represented for the purpose of verification of motor performance due to signals from magnetic position sensor.

주택환기시스템의 덕트 Layout에 따른 T-Method의 풍량 예측 및 실험 (Air Flow Prediction and Experiment by T-Method According to Duct Layout on House Ventilation System)

  • 주성용;이정재
    • 대한설비공학회:학술대회논문집
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    • 대한설비공학회 2008년도 하계학술발표대회 논문집
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    • pp.523-528
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    • 2008
  • The accurate distribution of flow rate has been a very important part to control the air change rate since introduction of house ventilation system. An inappropriate selection of fan due to incorrect prediction of pressure loss in duct brings energy loss. In the previous study the pressure loss of general spiral duct was measured and database was constructed for finding correct loss factors in fitting upper stream. The purpose of this study is to compare and investigate the error range of flow rate by applying T-Method to bilateral symmetry and asymmetry layout of duct. The results of this study are as following. It is demanded to decide accurate size under duct design for house ventilation system. Because the small amount of Flow rate was considered at that time. The error range was 3.17% on case1 and 3.52% on case2. The error range difference was 0.35%.

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다이버시티 수신시의 제반 디지탈 신호의 오율특성 (The Error Rate Performance of digital Radio Signals in Diversity Reception)

  • 오창헌;공병옥;조성준
    • 한국통신학회논문지
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    • 제16권6호
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    • pp.489-497
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    • 1991
  • m분포 페이딩의 영향을 받는 디지털 무선 통신신호를 그냥 수신시할때와 다이버시티 수신시할때의 오율식을 유도하여 반송파 전력대 잡음 전력비 페이닝 지수, 두가지 신호사이의 전력상관계수를 함수로 하여 수치계산한 결과를 그림으로 나타내어 페이닝에 의한 각 디지털 무선 통신신호의 오율특성의 열화를 보았으며, 다이버시티 기법의 도입으로 인한 오율특성의 개선 정도를 정량적으로 비교할 수 있도록 하였다.

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Real-Time Compensation of Errors Caused by the Flux Density Non-uniformity for a Magnetically Suspended Sensitive Gyroscope

  • Chaojun, Xin;Yuanwen, Cai;Yuan, Ren;Yahong, Fan;Yongzhi, Su
    • Journal of Magnetics
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    • 제22권2호
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    • pp.315-325
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    • 2017
  • Magnetically suspended sensitive gyroscopes (MSSGs) provide an interesting alternative for achieving precious attitude angular measurement. To effectively reduce the measurement error caused by the non-uniformity of the air-gap flux density in a MSSG, this paper proposes a novel compensation method based on measuring and modeling of the air-gap flux density. The angular velocity measurement principle and the structure of the MSSG are described, and then the characteristic of the air-gap flux density has been analyzed in detail. Next, to compensate the flux density distribution error and improve the measurement accuracy of the MSSG, a real-time compensation method based on the online measurement with hall probes is designed. The common issues caused by the non-uniformity of the air-gap flux density can be effectively resolved by the proposed method in high-precision magnetically suspended configurations. Comparative simulation results before and after compensation have verified the effectiveness and superiority of the proposed compensation method.

연삭 가공시 공작물의 열변형과 새로운 노즐의 개발 (Development of the New Type Nozzle and the Thermal Deformation at Workpiece in Grinding)

  • 김남경;안국찬
    • 한국안전학회지
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    • 제11권3호
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    • pp.10-19
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    • 1996
  • Grinding temperature and thermal deformation(dimensional error) are studied theoretically and experimentally. The propose of this research is clarified loading phenomena and residual stress In order to guide nozzle's efficiency. The main results to be obtained are as follows ; 1) When grinding condition Is high efficient grinding, FEM program is developed about grinding heat and dimensional error. 2) Thermal deformation depend on temperature distribution is in good agreement with experimental results in case of little grinding energy flux but is comparatively in good agreement with in case of large (3.5$\times$10$^{6}$ J/m). 3) In terms of high efficient grinding at field(table speed 4m/min), grinding fluid (dilution 5/100) obtained a good workpiece quality and decreased a grinding temperature. 4) A surface roughness, dimensional error, residual stress and loading phenomena with guide nozzle are decreased and these results obtained a good workpiece quality.

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Laplacian 분포 함수를 이용한 양자화 잡음 모델링 (Modeling Quantization Error using Laplacian Probability Density function)

  • 최지은;이병욱
    • 한국통신학회논문지
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    • 제26권11A호
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    • pp.1957-1962
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    • 2001
  • 영상 압축 또는 영상 부호화에서 후처리, 복원, transcoding을 하는 경우, DCT 계수의 양자화 잡음 모델이 필요하다. 양자화 된 계수만 알고 있는 경우에는 양자화 되기 전의 분포를 구할 수 없다. 본 논문에서는 양자화 되기 전의 DCT 계수의 확률 분포함수를 Laplacian으로 가정하고, 양자화된 계수로부터 분산을 구하고 이를 사용하여 양자화 이전의 분산을 추정하는 방법을 제시하였다. 여러 영상을 사용한 실험을 통하여 제안된 방법의 결과가 기존의 방법에서는 분산이 작게 나오는 단점을 보완하는 것을 확인하였다.

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Accuracy Measures of Empirical Bayes Estimator for Mean Rates

  • Jeong, Kwang-Mo
    • Communications for Statistical Applications and Methods
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    • 제17권6호
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    • pp.845-852
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    • 2010
  • The outcomes of counts commonly occur in the area of disease mapping for mortality rates or disease rates. A Poisson distribution is usually assumed as a model of disease rates in conjunction with a gamma prior. The small area typically refers to a small geographical area or demographic group for which very little information is available from the sample surveys. Under this situation the model-based estimation is very popular, in which the auxiliary variables from various administrative sources are used. The empirical Bayes estimator under Poissongamma model has been considered with its accuracy measures. An accuracy measure using a bootstrap samples adjust the underestimation incurred by the posterior variance as an estimator of true mean squared error. We explain the suggested method through a practical dataset of hitters in baseball games. We also perform a Monte Carlo study to compare the accuracy measures of mean squared error.

단면 형상 측정을 이용한 비구면 안경 렌즈의 최적 근사화된 설계 계수의 추정 방법 (Estimation Method of the Best-Approximated Form Factor Using the Profile Measurement of the Aspherical Ophthalmic Lens)

  • 이호철
    • 한국정밀공학회지
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    • 제22권5호
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    • pp.55-62
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    • 2005
  • This paper presents mainly a procedure to get the mathematical form of the manufactured aspherical lens. Generally Schulz formula describes the aspherical lens profile. Therefore, the base curvature, conic constant. and high-order polynomial coefficient should be set to get the approximated design equation. To find the best-approximated aspherical form, lens profile is measured by a commercial stylus profiler, which has a sub-micrometer measurement resolution. The optimization tool is based on the minimization of the root mean square of error sum to get the estimated aspherical surface equation from the scanned aspherical profile. Error minimization step uses the Nelder-Mead simplex (direct search) method. The result of the lens refractive power measurement shows the experimental consistency with the curvature distribution of the best-approximated aspherical surface equation

Linear regression under log-concave and Gaussian scale mixture errors: comparative study

  • Kim, Sunyul;Seo, Byungtae
    • Communications for Statistical Applications and Methods
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    • 제25권6호
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    • pp.633-645
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    • 2018
  • Gaussian error distributions are a common choice in traditional regression models for the maximum likelihood (ML) method. However, this distributional assumption is often suspicious especially when the error distribution is skewed or has heavy tails. In both cases, the ML method under normality could break down or lose efficiency. In this paper, we consider the log-concave and Gaussian scale mixture distributions for error distributions. For the log-concave errors, we propose to use a smoothed maximum likelihood estimator for stable and faster computation. Based on this, we perform comparative simulation studies to see the performance of coefficient estimates under normal, Gaussian scale mixture, and log-concave errors. In addition, we also consider real data analysis using Stack loss plant data and Korean labor and income panel data.