• Communications for Statistical Applications and Methods
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• 제15권2호
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• pp.255-264
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• 2008

공변량 값이 주어졌을 때 반응변수의 값을 예측하는 데에는 평균제곱오차를 최소로 하는 것을 고려하는 것이 보통이지만, 최근 Park과 Shin (2005), Jones 등 (2007) 등에서 평균제곱오차대신 평균제곱상대오차에 기반한 예측을 연구한바 있다. 이 논문에서는 Jones 등 (2007)의 방법을 대체할 새로운 비모수적 예측법을 제안하고, 제안된 방법의 유효성을 뒷받침하는 간단한 모의실험 결과를 제공한다.

• Journal of the Korean Data and Information Science Society
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• 제24권4호
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• pp.885-893
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• 2013

This paper considers Bayes estimations of the small area means under Fay-Herriot model with measurement errors. We provide empirical Bayes predictors of small area means with the corresponding jackknifed mean squared prediction errors. Also we obtain hierarchical Bayes predictors and the corresponding posterior standard deviations using Gibbs sampling. Numerical studies are provided to illustrate our methods and compare their eciencies.

• Wind and Structures
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• 제18권6호
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• pp.619-631
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• 2014

This paper proposes new criteria to fix hidden neuron in Multilayer Perceptron Networks for wind speed prediction in renewable energy systems. To fix hidden neurons, 101 various criteria are examined based on the estimated mean squared error. The results show that proposed approach performs better in terms of testing mean squared errors. The convergence analysis is performed for the various proposed criteria. Mean squared error is used as an indicator for fixing neuron in hidden layer. The proposed criteria find solution to fix hidden neuron in neural networks. This approach is effective, accurate with minimal error than other approaches. The significance of increasing the number of hidden neurons in multilayer perceptron network is also analyzed using these criteria. To verify the effectiveness of the proposed method, simulations were conducted on real time wind data. Simulations infer that with minimum mean squared error the proposed approach can be used for wind speed prediction in renewable energy systems.

• Journal of the Korean Statistical Society
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• 제35권1호
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• pp.37-47
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• 2006

Recently, as a result of the growing interest in modeling stationary processes with discrete marginal distributions, several models for integer valued time series have been proposed in the literature. One of these models is the integer-valued autoregressive (INAR) models. However, when modeling with integer-valued autoregressive processes, the distributional properties of forecasts have been not yet discovered due to the difficulty in handling the Steutal Van Ham thinning operator 'o' (Steutal and van Ham, 1979). In this study, we derive the mean squared error of h-step-ahead prediction from a Poisson INAR(1) process, reflecting the effect of the variability of parameter estimates in the prediction mean squared error.

• Journal of the Korean Data and Information Science Society
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• 제23권6호
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• pp.1241-1247
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• 2012

The paper considers empirical Bayes (EB) and hierarchical Bayes (HB) predictors of the finite population mean under a linear regression model with measurement errors We discuss how to calculate the mean squared prediction errors of the EB predictors using jackknife methods and the posterior standard deviations of the HB predictors based on the Markov Chain Monte Carlo methods. A simulation study is provided to illustrate the results of the preceding sections and compare the performances of the proposed procedures.

• Communications for Statistical Applications and Methods
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• 제7권1호
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• pp.87-96
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• 2000

Nonlinear time series prediction is derived and compared between statistic of modeling and neural network method. In particular mean squared errors of predication are obtained in generalized random coefficient model and generalized autoregressive conditional heteroscedastic model and compared with them by neural network forecasting.

• Journal of the Korean Statistical Society
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• 제28권2호
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• pp.225-234
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• 1999

We consider the following semi-parametric non-linear mixed effect regression model : y\ulcorner=f($\chi$\ulcorner;$\beta$)+$\sigma$$\mu$($\chi$\ulcorner)+$\sigma$$\varepsilon$\ulcorner,i=1,…,n,y*=f($\chi$;$\beta$)+$\sigma$$\mu$($\chi$) where y'=(y\ulcorner,…,y\ulcorner) is a vector of n observations, y* is an unobserved new random variable of interest, f($\chi$;$\beta$) represents fixed effect of known functional form containing unknown parameter vector $\beta$\ulcorner=($\beta$$_1$,…,$\beta$\ulcorner), $\mu$($\chi$) is a random function of mean zero and the known covariance function r(.,.), $\varepsilon$'=($\varepsilon$$_1$,…,$\varepsilon$\ulcorner) is the set of uncorrelated measurement errors with zero mean and unit variance and $\sigma$ is an unknown dispersion(scale) parameter. On the basis of finite-sample, small-dispersion asymptotic framework, we derive an absolute lower bound for the asymptotic mean squared errors of prediction(AMSEP) of the regular-consistent non-linear predictors of the new random variable of interest y*. Then we construct an optimal predictor of y* which attains the lower bound irrespective of types of distributions of random effect $\mu$(.) and measurement errors $\varepsilon$.

• 대기
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• 제30권2호
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• pp.115-124
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• 2020

The Northern Hemisphere extratropical prediction skill of the Korea Meteorological Administration (KMA) Global Data Assimilation and Prediction System (GDAPS) is examined for January 2019. The real-time prediction skill, evaluated with mean squared skill score (MSSS) of 30-90°N geopotential height field at 500 hPa (Z500), is ~8 days in the troposphere. The MSSS of Z500 considerably decreases after 3 days mainly due to the increasing eddy errors. The eddy errors are largely explained by the eddy-phased errors with minor contribution of amplitude errors. In particular, planetary-scale eddy errors are considered as a main reason of rapidly increasing errors. It turns out that such errors are associated with the blocking highs over North Pacific (NP) and Euro-Atlantic (EA) regions. The model overestimates the blocking highs over NP and EA regions in time, showing dependence of blocking predictability on blocking initializations. This result suggests that the extratropical prediction skill could be improved by better representing blocking in the model.

• 한국전기전자재료학회논문지
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• 제18권1호
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• pp.1-5
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• 2005

A new model of plasma etch process was constructed by using a radial basis function network (RBFN). This technique was applied to an etching of silicon carbide films in a NF$_3$ inductively coupled plasma. Experimental data to train RBFN were systematically collected by means of a 2$^4$ full factorial experiment. Appropriateness of prediction models was tested with test data consisted of 16 experiments not pertaining to the training data. Prediction performance was optimized with variations in three training factors, the number of pattern units, width of radial basis function, and initial weight distribution between the pattern and output layers. The etch responses to model were an etch rate and a surface roughness measured by atomic force microscopy. Optimized models had the root mean-squared errors of 26.1 nm/min and 0.103 nm for the etch rate and surface roughness, respectively. Compared to statistical regression models, RBFN models demonstrated an improvement of more than 20 % and 50 % for the etch rate and surface roughness, respectively. It is therefore expected that RBFN can be effectively used to construct prediction models of plasma processes.

• Transactions on Control, Automation and Systems Engineering
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• 제2권4호
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• pp.268-273
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• 2000

Plasma models are crucial to equipment design and process optimization. A radial basis function network(RBFN) in con-junction with statistical experimental design has been used to model a process plasma. A 2$^4$ full factorial experiment was employed to characterized a hemispherical inductively coupled plasma(HICP) in characterizing HICP, the factors that were varied in the design include source power, pressure, position of shuck holder, and Cl$_2$ flow rate. Using a Langmuir probe, plasma attributes were collected, which include typical electron density, electron temperature. and plasma potential as well as their spatial uniformity. Root mean-squared prediction errors of RBEN are 0.409(10(sup)12/㎤), 0.277(eV), and 0.699(V), for electron density, electron temperature, and Plasma potential, respectively. For spatial uniformity data, they are 2.623(10(sup)12/㎤), 5.704(eV) and 3.481(V), for electron density, electron temperature, and plasma potential, respectively. Comparisons with generalized regression neural network(GRNN) revealed an improved prediction accuracy of RBFN as well as a comparable performance between GRNN and statistical response surface model. Both RBEN and GRNN, however, experienced difficulties in generalizing training data with smaller standard deviation.