• Title/Summary/Keyword: mean-squared error

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Development of a Transfer Function Model to Forecast Ground-level Ozone Concentration in Seoul (서울지역의 지표오존농도 예보를 위한 전이함수모델 개발)

  • 김유근;손건태;문윤섭;오인보
    • Journal of Korean Society for Atmospheric Environment
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    • v.15 no.6
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    • pp.779-789
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    • 1999
  • To support daily ground-level $O_3$ forecasting in Seoul, a transfer function model(TFM) has been developed by using surface meteorological data and pollutant data(previous-day [$O_3$] and [$NO_2$]) from 1 May to 31 August in 1997. The forecast performance of the TFM was evaluated by statistical comparison with $O_3$ concentration observed during September it is shown that correlation coefficient(R), root mean squared error(RMSE), normalized mean squared error(NMSE) and mean relative error(MRE) were 0.73, 15.64, 0.006 and 0.101, respectively. The TFM appeared to have some difficulty forecasting very high $O_3$ concentrations. To compare with this model, multiple regression model(MRM) was developed for the same period. According to statistical comparison between the TFM and MRM. two models had similar predictive capability but TFM based on $O_3$ concentration higher than 60 ppb provided more accurate forecast than MRM. It was concluded that statistical model based on TFM can be useful for improving the accuracy of local $O_3$ forecast.

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A Study on the Reliability Performance Evaluation of Software Reliability Model Using Modified Intensity Function (변형된 강도함수를 적용한 소프트웨어 신뢰모형의 신뢰성능 비교 평가에 관한 연구)

  • Kim, Hee Cheul;Moon, Song Chul
    • Journal of Information Technology Applications and Management
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    • v.25 no.2
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    • pp.109-116
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    • 2018
  • In this study, we was compared the reliability performance of the software reliability model, which applied the Goel-Okumoto model developed using the exponential distribution, to the logarithmic function modifying the intensity function and the Rayleigh form. As a result, the log-type model is relatively smaller in the mean squared error compared to the Rayleigh model and the Goel-Okumoto model. The logarithmic model is more efficient because of the determination coefficient is relatively higher than the Goel-Okumoto model. The estimated determination coefficient of the proposed model was estimated to be more than 80% which is a useful model in the field of software reliability. Reliability has been shown to be relatively higher in the log-type model than the Rayleigh model and the Goel-Okumoto model as the mission time has elapsed. Through this study, software designer and users can identify the software failure characteristics using mean square error, decision coefficient. The confidence interval can be used as a basic guideline when applying the intensity function that reflects the characteristics of the lifetime distribution.

Estimation for the Half Logistic Distribution under Progressive Type-II Censoring

  • Kang, Suk-Bok;Cho, Young-Seuk;Han, Jun-Tae
    • Communications for Statistical Applications and Methods
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    • v.15 no.6
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    • pp.815-823
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    • 2008
  • In this paper, we derive the approximate maximum likelihood estimators(AMLEs) and maximum likelihood estimator of the scale parameter in a half-logistic distribution based on progressive Type-II censored samples. We compare the proposed estimators in the sense of the mean squared error for various censored samples. We also obtain the approximate maximum likelihood estimators of the reliability function using the proposed estimators. We compare the proposed estimators in the sense of the mean squared error.

Estimation of Small Area Proportions Based on Logistic Mixed Model

  • Jeong, Kwang-Mo;Son, Jung-Hyun
    • The Korean Journal of Applied Statistics
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    • v.22 no.1
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    • pp.153-161
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    • 2009
  • We consider a logistic model with random effects as the superpopulation for estimating the small area pro-portions. The best linear unbiased predictor under linear mired model is popular in small area estimation. We use this type of estimator under logistic mixed motel for the small area proportions, on which the estimation of mean squared error is also discussed. Two kinds of estimation methods, the parametric bootstrap and the linear approximation will be compared through a Monte Carlo study in the respects of the normality assumption on the random effects distribution and also the magnitude of sample sizes on the approximation.

Linear versus Non-linear Interference Cancellation

  • Buehrer, R.Michael;Nicoloso, Steven P.;Gollamudi, Sridhar
    • Journal of Communications and Networks
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    • v.1 no.2
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    • pp.118-133
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    • 1999
  • In this paper we compare linear and non-linear inter-ference cancellation for systems employing code division multi-ple access (CDMA) techniques. Specifically, we examine linear and non-linear parallel interference cancellation(also called multi-stage cancellation) in relationship to other multiuser detection al-gorithms. We show the explicit relationship between parallel inter-ference cancellation and the decorrelator (or direct matrix inver-sion). This comparison gives insight into the performance of paral-lel interference cancellation (PIC) and leads to vetter approaches. We also show that non-linear PIC approaches with explicit chan-nel setimation can provide performance improvement over linear PIC, especially when using soft non-linear symbol estimates. The application of interference cancellation to non-linear modulation techniques is also presented along with a discussion on minimum mean-squared error(MMSE) symbol estimation techniques. These are shown to further improve the performance of parallel cancella-tion.

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Reliability Estimation for the Exponential Distribution under Multiply Type-II Censoring

  • Kang, Suk-Bok;Lee, Sang-Ki;Choi, Hui-Taeg
    • 한국데이터정보과학회:학술대회논문집
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    • 2005.10a
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    • pp.13-26
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    • 2005
  • In this paper, we derive the approximate maximum likelihood estimators of the scale parameter and location parameter of the exponential distribution based on multiply Type-II censored samples. We compare the proposed estimators in the sense of the mean squared error for various censored samples. We also obtain the approximate maximum likelihood estimator (AMLE) of the reliability function by using the proposed estimators. And then we compare the proposed estimators in the sense of the mean squared error.

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Hybrid combiner design for downlink massive MIMO systems

  • Seo, Bangwon
    • ETRI Journal
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    • v.42 no.3
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    • pp.333-340
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    • 2020
  • We consider a hybrid combiner design for downlink massive multiple-input multiple-output systems when there is residual inter-user interference and each user is equipped with a limited number of radio frequency (RF) chains (less than the number of receive antennas). We propose a hybrid combiner that minimizes the mean-squared error (MSE) between the information symbols and the ones estimated with a constant amplitude constraint on the RF combiner. In the proposed scheme, an iterative alternating optimization method is utilized. At each iteration, one of the analog RF and digital baseband combining matrices is updated to minimize the MSE by fixing the other matrix without considering the constant amplitude constraint. Then, the other matrix is updated by changing the roles of the two matrices. Each element in the RF combining matrix is obtained from the phase component of the solution matrix of the optimization problem for the RF combining matrix. Simulation results show that the proposed scheme performs better than conventional matrix-decomposition schemes.

Biased SNR Estimation using Pilot and Data Symbols in BPSK and QPSK Systems

  • Park, Chee-Hyun;Hong, Kwang-Seok;Nam, Sang-Won;Chang, Joon-Hyuk
    • Journal of Communications and Networks
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    • v.16 no.6
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    • pp.583-591
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    • 2014
  • In wireless communications, knowledge of the signal-to-noise ratio is required in diverse communication applications. In this paper, we derive the variance of the maximum likelihood estimator in the data-aided and non-data-aided schemes for determining the optimal shrinkage factor. The shrinkage factor is usually the constant that is multiplied by the unbiased estimate and it increases the bias slightly while considerably decreasing the variance so that the overall mean squared error decreases. The closed-form biased estimators for binary-phase-shift-keying and quadrature phase-shift-keying systems are then obtained. Simulation results show that the mean squared error of the proposed method is lower than that of the maximum likelihood method for low and moderate signal-to-noise ratio conditions.

A FRAMEWORK TO UNDERSTAND THE ASYMPTOTIC PROPERTIES OF KRIGING AND SPLINES

  • Furrer Eva M.;Nychka Douglas W.
    • Journal of the Korean Statistical Society
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    • v.36 no.1
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    • pp.57-76
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    • 2007
  • Kriging is a nonparametric regression method used in geostatistics for estimating curves and surfaces for spatial data. It may come as a surprise that the Kriging estimator, normally derived as the best linear unbiased estimator, is also the solution of a particular variational problem. Thus, Kriging estimators can also be interpreted as generalized smoothing splines where the roughness penalty is determined by the covariance function of a spatial process. We build off the early work by Silverman (1982, 1984) and the analysis by Cox (1983, 1984), Messer (1991), Messer and Goldstein (1993) and others and develop an equivalent kernel interpretation of geostatistical estimators. Given this connection we show how a given covariance function influences the bias and variance of the Kriging estimate as well as the mean squared prediction error. Some specific asymptotic results are given in one dimension for Matern covariances that have as their limit cubic smoothing splines.

A Comparative Study on the Performance of Bayesian Partially Linear Models

  • Woo, Yoonsung;Choi, Taeryon;Kim, Wooseok
    • Communications for Statistical Applications and Methods
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    • v.19 no.6
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    • pp.885-898
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    • 2012
  • In this paper, we consider Bayesian approaches to partially linear models, in which a regression function is represented by a semiparametric additive form of a parametric linear regression function and a nonparametric regression function. We make a comparative study on the performance of widely used Bayesian partially linear models in terms of empirical analysis. Specifically, we deal with three Bayesian methods to estimate the nonparametric regression function, one method using Fourier series representation, the other method based on Gaussian process regression approach, and the third method based on the smoothness of the function and differencing. We compare the numerical performance of three methods by the root mean squared error(RMSE). For empirical analysis, we consider synthetic data with simulation studies and real data application by fitting each of them with three Bayesian methods and comparing the RMSEs.