• Title/Summary/Keyword: mean squared error (MSE)

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A Small Area Estimation for Monthly Wage Using Mean Squared Percentage Error (MSPE를 이용한 임금총액 소지역 추정)

  • Hwang, Hee-Jin;Shin, Key-Il
    • The Korean Journal of Applied Statistics
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    • v.22 no.2
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    • pp.403-414
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    • 2009
  • Many researches have been devoted to the small area estimation related with the area level statistics. Almost all of the small area estimation methods are derived based on minimization of mean squared error(MSE). Recently Hwang and Shin (2008) suggested an alternative small area estimation method by minimizing mean squared percentage error. In this paper we apply this small area estimation method to the labor statistics, especially monthly wages by a branch area of labor department. The Monthly Labor Survey data (2007) is used for analysis and comparison of these methods.

ASYMPTOTIC MEAN SQUARED ERROR OF POSITIVE PART JAMES-STEIN ESTIMATORS

  • KIM MYUNG JOON;KIM YEONG-HWA
    • Journal of the Korean Statistical Society
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    • v.34 no.2
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    • pp.99-107
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    • 2005
  • In this paper we consider the asymptotic mean squared error of positive part James-Stein estimators. In the normal-normal example, estimators of the mean squared error of these estimators are provided which are correct asymptotically up to O($m^{-l}$). Asymptotic estimators of the MSE's which correct up to O($m^{-l}$) are also provide. Here, m denotes the number of strata. A simulation study is undertaken to evaluate the performance of these estimators.

A Weighted Mean Squared Error Approach to Multiple Response Surface Optimization (다중반응표면 최적화를 위한 가중평균제곱오차)

  • Jeong, In-Jun;Cho, Hyun-Woo
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.14 no.2
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    • pp.625-633
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    • 2013
  • Multiple response surface optimization (MRSO) aims at finding a setting of input variables which simultaneously optimizes multiple responses. The minimization of mean squared error (MSE), which consists of the squared bias and variance terms, is an effective way to consider the location and dispersion effects of the responses in MRSO. This approach basically assumes that both the terms have an equal weight. However, they need to be weighted differently depending on a problem situation, for example, in case that they are not of the same importance. This paper proposes to use the weighted MSE (WMSE) criterion instead of the MSE criterion in MRSO to consider an unequal weight situation.

A Closed-Form Bayesian Inferences for Multinomial Randomized Response Model

  • Heo, Tae-Young;Kim, Jong-Min
    • Communications for Statistical Applications and Methods
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    • v.14 no.1
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    • pp.121-131
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    • 2007
  • In this paper, we examine the problem of estimating the sensitive characteristics and behaviors in a multinomial randomized response model using Bayesian approach. We derived a posterior distribution for parameter of interest for multinomial randomized response model. Based on the posterior distribution, we also calculated a credible intervals and mean squared error (MSE). We finally compare the maximum likelihood estimator and the Bayes estimator in terms of MSE.

Prediction of Chest Deflection Using Frontal Impact Test Results and Deep Learning Model (정면충돌 시험결과와 딥러닝 모델을 이용한 흉부변형량의 예측)

  • Kwon-Hee Lee;Jaemoon Lim
    • Journal of Auto-vehicle Safety Association
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    • v.15 no.1
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    • pp.55-62
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    • 2023
  • In this study, a chest deflection is predicted by introducing a deep learning technique with the results of the frontal impact of the USNCAP conducted for 110 car models from MY2018 to MY2020. The 120 data are divided into training data and test data, and the training data is divided into training data and validation data to determine the hyperparameters. In this process, the deceleration data of each vehicle is averaged in units of 10 ms from crash pulses measured up to 100 ms. The performance of the deep learning model is measured by the indices of the mean squared error and the mean absolute error on the test data. A DNN (Deep Neural Network) model can give different predictions for the same hyperparameter values at every run. Considering this, the mean and standard deviation of the MSE (Mean Squared Error) and the MAE (Mean Absolute Error) are calculated. In addition, the deep learning model performance according to the inclusion of CVW (Curb Vehicle Weight) is also reviewed.

Analysis of Characteristics of All Solid-State Batteries Using Linear Regression Models

  • Kyo-Chan Lee;Sang-Hyun Lee
    • International journal of advanced smart convergence
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    • v.13 no.1
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    • pp.206-211
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    • 2024
  • This study used a total of 205,565 datasets of 'voltage', 'current', '℃', and 'time(s)' to systematically analyze the properties and performance of solid electrolytes. As a method for characterizing solid electrolytes, a linear regression model, one of the machine learning models, is used to visualize the relationship between 'voltage' and 'current' and calculate the regression coefficient, mean squared error (MSE), and coefficient of determination (R^2). The regression coefficient between 'Voltage' and 'Current' in the results of the linear regression model is about 1.89, indicating that 'Voltage' has a positive effect on 'Current', and it is expected that the current will increase by about 1.89 times as the voltage increases. MSE found that the mean squared error between the model's predicted and actual values was about 0.3, with smaller values closer to the model's predictions to the actual values. The coefficient of determination (R^2) is about 0.25, which can be interpreted as explaining 25% of the data.

Short-term Power Consumption Forecasting Based on IoT Power Meter with LSTM and GRU Deep Learning (LSTM과 GRU 딥러닝 IoT 파워미터 기반의 단기 전력사용량 예측)

  • Lee, Seon-Min;Sun, Young-Ghyu;Lee, Jiyoung;Lee, Donggu;Cho, Eun-Il;Park, Dae-Hyun;Kim, Yong-Bum;Sim, Isaac;Kim, Jin-Young
    • The Journal of the Institute of Internet, Broadcasting and Communication
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    • v.19 no.5
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    • pp.79-85
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    • 2019
  • In this paper, we propose a short-term power forecasting method by applying Long Short Term Memory (LSTM) and Gated Recurrent Unit (GRU) neural network to Internet of Things (IoT) power meter. We analyze performance based on real power consumption data of households. Mean absolute error (MAE), mean absolute percentage error (MAPE), mean percentage error (MPE), mean squared error (MSE), and root mean squared error (RMSE) are used as performance evaluation indexes. The experimental results show that the GRU-based model improves the performance by 4.52% in the MAPE and 5.59% in the MPE compared to the LSTM-based model.

A New Nonparametric Method for Prediction Based on Mean Squared Relative Errors (평균제곱상대오차에 기반한 비모수적 예측)

  • Jeong, Seok-Oh;Shin, Key-Il
    • Communications for Statistical Applications and Methods
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    • v.15 no.2
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    • pp.255-264
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    • 2008
  • It is common in practice to use mean squared error(MSE) for prediction. Recently, Park and Shin (2005) and Jones et al. (2007) studied prediction based on mean squared relative error(MSRE). We proposed a new nonparametric way of prediction based on MSRE substituting Jones et al. (2007) and provided a small simulation study which highly supports the proposed method.

An Optimal Orthogonal Overlay for Fixed MIMO Wireless Link (고정된 MIMO 환경에서의 최적의 직교 오버레이 시스템 설계)

  • Yun, Yeo-Hun;Cho, Joon-Ho
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.34 no.10C
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    • pp.929-936
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    • 2009
  • In this paper, we consider designing a multi-input multi-output (MIMO) overlay system for fixed MIMO wireless link, where a frequency flat narrowband channel is shared by multiple transmitter and receiver pairs. Assuming the perfect knowledge of the second-order statistics of the received legacy signals and the composite channels from the overlay transmitter to the legacy receivers, the jointly optimal linear precoder and decoder matrices of the MIMO overlay system is derived to minimize the total mean squared error (MSE) of the data symbol vector, subject to total average transmission power and zero interference induced to legacy MIMO systems already existing in the frequency band of interest. Furthermore, the necessary and sufficient condition for the existence of the optimal solution is also derived.

Optimization of the Number of Filter in CNN Noise Attenuator (CNN 잡음감쇠기에서 필터 수의 최적화)

  • Lee, Haeng-Woo
    • The Journal of the Korea institute of electronic communication sciences
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    • v.16 no.4
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    • pp.625-632
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    • 2021
  • This paper studies the effect of the number of filters in the CNN (Convolutional Neural Network) layer on the performance of a noise attenuator. Speech is estimated from a noised speech signal using a 64-neuron, 16-kernel CNN filter and an error back-propagation algorithm. In this study, in order to verify the performance of the noise attenuator with respect to the number of filters, a program using Keras library was written and simulation was performed. As a result of simulation, it can be seen that this system has the smallest MSE (Mean Squared Error) and MAE (Mean Absolute Error) values when the number of filters is 16, and the performance is the lowest when there are 4 filters. And when there are more than 8 filters, it was shown that the MSE and MAE values do not differ significantly depending on the number of filters. From these results, it can be seen that about 8 or more filters must be used to express the characteristics of the speech signal.