• Title/Summary/Keyword: least-squares methods

Search Result 624, Processing Time 0.023 seconds

THRESHOLD MODELING FOR BIFURCATING AUTOREGRESSION AND LARGE SAMPLE ESTIMATION

  • Hwang, S.Y.;Lee, Sung-Duck
    • Journal of the Korean Statistical Society
    • /
    • v.35 no.4
    • /
    • pp.409-417
    • /
    • 2006
  • This article is concerned with threshold modeling of the bifurcating autoregressive model (BAR) originally suggested by Cowan and Staudte (1986) for tree structured data of cell lineage study where each individual $(X_t)$ gives rise to two off-spring $(X_{2t},\;X_{2t+1})$ in the next generation. The triplet $(X_t,\;X_{2t},\;X_{2t+1})$ refers to mother-daughter relationship. In this paper we propose a threshold model incorporating the difference of 'fertility' of the mother for the first and second off-springs, and thereby extending BAR to threshold-BAR (TBAR, for short). We derive a sufficient condition of stationarity for the suggested TBAR model. Also various inferential methods such as least squares (LS), maximum likelihood (ML) and quasi-likelihood (QL) methods are discussed and relevant limiting distributions are obtained.

Classical and Bayesian methods of estimation for power Lindley distribution with application to waiting time data

  • Sharma, Vikas Kumar;Singh, Sanjay Kumar;Singh, Umesh
    • Communications for Statistical Applications and Methods
    • /
    • v.24 no.3
    • /
    • pp.193-209
    • /
    • 2017
  • The power Lindley distribution with some of its properties is considered in this article. Maximum likelihood, least squares, maximum product spacings, and Bayes estimators are proposed to estimate all the unknown parameters of the power Lindley distribution. Lindley's approximation and Markov chain Monte Carlo techniques are utilized for Bayesian calculations since posterior distribution cannot be reduced to standard distribution. The performances of the proposed estimators are compared based on simulated samples. The waiting times of research articles to be accepted in statistical journals are fitted to the power Lindley distribution with other competing distributions. Chi-square statistic, Kolmogorov-Smirnov statistic, Akaike information criterion and Bayesian information criterion are used to access goodness-of-fit. It was found that the power Lindley distribution gives a better fit for the data than other distributions.

Estimation of Spatial Dependence by Quasi-likelihood Method (의사우도법을 이용한 공간 종속 모형의 추정)

  • 이윤동;최혜미
    • The Korean Journal of Applied Statistics
    • /
    • v.17 no.3
    • /
    • pp.519-533
    • /
    • 2004
  • In this paper, we suggest quasi-likelihood estimation (QLE) method and its robust version in estimating spatial dependence modelled through variogram used for spatial data modelling. We compare the statistical characteristics of the estimators with other popular least squares estimators of parameters for variogram model by simulation study. The QLE method for estimating spatial dependence has the advantages that it does not need the concept of lags commonly required for least squares estimation methods as well as its statistical superiority. The QLE method also shows the statistical superiority to the other methods for the tested Gaussian and non-Gaussian spatial processes.

Performance Analysis of Quaternion-based Least-squares Methods for GPS Attitude Estimation (GPS 자세각 추정을 위한 쿼터니언 기반 최소자승기법의 성능평가)

  • Won, Jong-Hoon;Kim, Hyung-Cheol;Ko, Sun-Jun;Lee, Ja-Sung
    • Proceedings of the KIEE Conference
    • /
    • 2001.07d
    • /
    • pp.2092-2095
    • /
    • 2001
  • In this paper, the performance of a new alternative form of three-axis attitude estimation algorithm for a rigid body is evaluated via simulation for the situation where the observed vectors are the estimated baselines of a GPS antenna array. This method is derived based on a simple iterative nonlinear least-squares with four elements of quaternion parameter. The representation of quaternion parameters for three-axis attitude of a rigid body is free from singularity problem. The performance of the proposed algorithm is compared with other eight existing methods, such as, Transformation Method (TM), Vector Observation Method (VOM), TRIAD algorithm, two versions of QUaternion ESTimator (QUEST), Singular Value Decomposition (SVD) method, Fast Optimal Attitude Matrix (FOAM), Slower Optimal Matrix Algorithm (SOMA).

  • PDF

Different estimation methods for the unit inverse exponentiated weibull distribution

  • Amal S Hassan;Reem S Alharbi
    • Communications for Statistical Applications and Methods
    • /
    • v.30 no.2
    • /
    • pp.191-213
    • /
    • 2023
  • Unit distributions are frequently used in probability theory and statistics to depict meaningful variables having values between zero and one. Using convenient transformation, the unit inverse exponentiated weibull (UIEW) distribution, which is equally useful for modelling data on the unit interval, is proposed in this study. Quantile function, moments, incomplete moments, uncertainty measures, stochastic ordering, and stress-strength reliability are among the statistical properties provided for this distribution. To estimate the parameters associated to the recommended distribution, well-known estimation techniques including maximum likelihood, maximum product of spacings, least squares, weighted least squares, Cramer von Mises, Anderson-Darling, and Bayesian are utilised. Using simulated data, we compare how well the various estimators perform. According to the simulated outputs, the maximum product of spacing estimates has lower values of accuracy measures than alternative estimates in majority of situations. For two real datasets, the proposed model outperforms the beta, Kumaraswamy, unit Gompartz, unit Lomax and complementary unit weibull distributions based on various comparative indicators.

Non-linear Data Classification Using Partial Least Square and Residual Compensator (부분 최소 자승법과 잔차 보상기를 이용한 비선형 데이터 분류)

  • 김경훈;김태영;최원호
    • Journal of Institute of Control, Robotics and Systems
    • /
    • v.10 no.2
    • /
    • pp.185-191
    • /
    • 2004
  • Partial least squares(PLS) is one of multiplicate statistical process methods and has been developed in various algorithms with the characteristics of principal component analysis, dimensionality reduction, and analysis of the relationship between input variables and output variables. But it has been limited somewhat by their dependency on linear mathematics. The algorithm is proposed to classify for the non-linear data using PLS and the residual compensator(RC) based on radial basis function network (RBFN). It compensates for the error of the non-linear data using the RC based on RBFN. The experimental result is given to verify its efficiency compared with those of previous works.

Study on the Airfoil Shape Design Optimization Using Database based Genetic Algorithms (데이터베이스 기반 유전 알고리즘을 이용한 효율적인 에어포일 형상 최적화에 대한 연구)

  • Kwon, Jang-Hyuk;Kim, Jin;Kim, Su-Whan
    • Journal of Advanced Marine Engineering and Technology
    • /
    • v.31 no.1
    • /
    • pp.58-66
    • /
    • 2007
  • Genetic Algorithms (GA) have some difficulties in practical applications because of too many function evaluations. To overcome these limitations, an approximated modeling method such as Response Surface Modeling(RSM) is coupled to GAs. Original RSM method predicts linear or convex problems well but it is not good for highly nonlinear problems cause of the average effect of the least square method(LSM). So the locally approximated methods. so called as moving least squares method(MLSM) have been used to reduce the error of LSM. In this study, the efficient evolutionary GAs tightly coupled with RSM with MLSM are constructed and then a 2-dimensional inviscid airfoil shape optimization is performed to show its efficiency.

Correction Method of the Hydrogen Bond-Distance from X-ray Diffraction: Use of Neutron Data and Bond Valence Method (X-선 회절로 얻은 수소결합의 결합거리 보정 방법: 중성자 회절결과와 결합원자가 방법 이용)

    • Journal of the Mineralogical Society of Korea
    • /
    • v.16 no.1
    • /
    • pp.65-73
    • /
    • 2003
  • In this study we have derived the two correction methods of hydrogen bonding distance. In case of the intermediate or long hydrogen bond(>2.5 $\AA$), hydrogen bonding distances can be corrected by using the function d(O-H)=exp((2.173-d(O…O))/0.138)+0.958 obtained by least- squares fit to the data from the neutron diffraction at low temperatures. The valence-least-squares method is effective for the distance correction of very short hydrogen bond(<2.5 $\AA$). The distance correction is necessary for the long intermolecular hydrogen bond obtained from X-ray diffraction analysis.

Parameter Estimation and Prediction methods for Hyper-Geometric Distribution software Reliability Growth Model (초기하분포 소프트웨어 신뢰성 성장 모델에서의 모수 추정과 예측 방법)

  • Park, Joong-Yang;Yoo, Chang-Yeul;Lee, Bu-Kwon
    • The Transactions of the Korea Information Processing Society
    • /
    • v.5 no.9
    • /
    • pp.2345-2352
    • /
    • 1998
  • The hyper-geometric distribution software reliability growth model was recently developed and successfully applied Due to mathematical difficultv of the maximum likclihmd method, the least squares method has hem suggested for parameter estimation by the previous studies. We first summarize and compare the minimization criteria adopted by the previous studies. It is theo shown that the weighted least squares method is more appropriate hecause of the nonhomogeneous variability of the number of newly detected faults. The adequacy of the weighted least squares method is illustrated by two numerical examples. Finally, we propose a new method fur predicting the number of faults newly discovered by next test instances. The new prediction method can be used for determining the time to stop testing.

  • PDF

Semi-supervised classification with LS-SVM formulation (최소제곱 서포터벡터기계 형태의 준지도분류)

  • Seok, Kyung-Ha
    • Journal of the Korean Data and Information Science Society
    • /
    • v.21 no.3
    • /
    • pp.461-470
    • /
    • 2010
  • Semi supervised classification which is a method using labeled and unlabeled data has considerable attention in recent years. Among various methods the graph based manifold regularization is proved to be an attractive method. Least squares support vector machine is gaining a lot of popularities in analyzing nonlinear data. We propose a semi supervised classification algorithm using the least squares support vector machines. The proposed algorithm is based on the manifold regularization. In this paper we show that the proposed method can use unlabeled data efficiently.