• Title/Summary/Keyword: parameter estimation methods

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Design Wave Period Estimation Using the Wave Height Information (파고 정보를 이용한 설계주기 추정)

  • Hong-Yeon Cho;Weon Mu Jeong;Ju Whan Kang;Gi-Seop Lee
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.35 no.4
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    • pp.84-94
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    • 2023
  • The wave height and period regression curve is widely used to estimate the design wave period. In this study, the parameters of the curves are estimated, compared, and evaluated using the linear, robust linear, and nonlinear regression methods, respectively. The data used in the design wave height estimation are the annual maxima (AM) wave height and period data sets divided by typhoon and non-typhoon conditions, provided by the Ministry of Oceans and Fisheries (2019). The estimation parameters show significant differences in the local coastal waters and the estimation methods. The estimation parameters based on the Suh et al. (2008, 2010) method show the apparent bias, under-estimation in the intercept (scale) parameter, and over-estimation in the slope (exponent) parameter, respectively.

Estimation of the Exponential Distributions based on Multiply Progressive Type II Censored Sample

  • Lee, Kyeong-Jun;Park, Chan-Keun;Cho, Young-Seuk
    • Communications for Statistical Applications and Methods
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    • v.19 no.5
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    • pp.697-704
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    • 2012
  • The maximum likelihood(ML) estimation of the scale parameters of an exponential distribution based on progressive Type II censored samples is given. The sample is multiply censored (some middle observations being censored); however, the ML method does not admit explicit solutions. In this paper, we propose multiply progressive Type II censoring. This paper presents the statistical inference on the scale parameter for the exponential distribution when samples are multiply progressive Type II censoring. The scale parameter is estimated by approximate ML methods that use two different Taylor series expansion types ($AMLE_I$, $AMLE_{II}$). We also obtain the maximum likelihood estimator(MLE) of the scale parameter under the proposed multiply progressive Type II censored samples. We compare the estimators in the sense of the mean square error(MSE). The simulation procedure is repeated 10,000 times for the sample size n = 20 and 40 and various censored schemes. The $AMLE_{II}$ is better than MLE and $AMLE_I$ in the sense of the MSE.

Inverse Model Parameter Estimation Based on Sensitivity Analysis for Improvement of PM10 Forecasting (PM10 예보 향상을 위한 민감도 분석에 의한 역모델 파라메터 추정)

  • Yu, Suk Hyun;Koo, Youn Seo;Kwon, Hee Yong
    • Journal of Korea Multimedia Society
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    • v.18 no.7
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    • pp.886-894
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    • 2015
  • In this paper, we conduct sensitivity analysis of parameters used for inverse modeling in order to estimate the PM10 emissions from the 16 areas in East Asia accurately. Parameters used in sensitivity analysis are R, the observational error covariance matrix, and B, a priori (background) error covariance matrix. In previous studies, it was used with the predetermined parameter empirically. Such a method, however, has difficulties in estimating an accurate emissions. Therefore, an automatically determining method for the most suitable value of R and B with an error measurement criteria and posteriori emissions accuracy is required. We determined the parameters through a sensitivity analysis, and improved the accuracy of posteriori emissions estimation. Inverse modeling methods used in the emissions estimation are pseudo inverse, NNLS (Nonnegative Least Square), and BA(Bayesian Approach). Pseudo inverse has a small error, but has negative values of emissions. In order to resolve the problem, NNLS is used. It has a unrealistic emissions, too. The problems are resolved with BA(Bayesian Approach). We showed the effectiveness and the accuracy of three methods through case studies.

Regression diagnostics for response transformations in a partial linear model (부분선형모형에서 반응변수변환을 위한 회귀진단)

  • Seo, Han Son;Yoon, Min
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.1
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    • pp.33-39
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    • 2013
  • In the transformation of response variable in partial linear models outliers can cause a bad effect on estimating the transformation parameter, just as in the linear models. To solve this problem the processes of estimating transformation parameter and detecting outliers are needed, but have difficulties to be performed due to the arbitrariness of the nonparametric function included in the partial linear model. In this study, through the estimation of nonparametric function and outlier detection methods such as a sequential test and a maximum trimmed likelihood estimation, processes for transforming response variable robust to outliers in partial linear models are suggested. The proposed methods are verified and compared their effectiveness by simulation study and examples.

Modal Testing of Mechanical Structures Subject to Operational Excitation Forces

  • Gade, Svend;Moller, Nis B.;Herlufsen, Henrik;Brincker, Rune;Andersen, Palle
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 2001.11b
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    • pp.1162-1165
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    • 2001
  • Operational Modal Analysis also known as Output Only Modal Analysis has in the recent years been used for extracting modal parameters of civil engineering structures and is now becoming popular for mechanical structures. The advantage of the method is that no artificial excitation need to be applied to the structure or force signals to be measured. All the parameter estimation is based upon the response signals, thereby minimising the work of preparation for the test. This test case is a controlled lab set-up enabling different parameter estimation methods techniques to be used and compared to the Operational Modal Analysis. For Operational Modal Analysis two different estimation techniques are used: a non-parametric technique based on Frequency Domain Decomposition (FDD), and a parametric technique working on the raw data in time domain, a data driven Stochastic Subspace Identification (SS!) algorithm. These are compared to other methods such as traditional Modal Analysis.

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Identification of plastic deformations and parameters of nonlinear single-bay frames

  • Au, Francis T.K.;Yan, Z.H.
    • Smart Structures and Systems
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    • v.22 no.3
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    • pp.315-326
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    • 2018
  • This paper presents a novel time-domain method for the identification of plastic rotations and stiffness parameters of single-bay frames with nonlinear plastic hinges. Each plastic hinge is modelled as a pseudo-semi-rigid connection with nonlinear hysteretic moment-curvature characteristics at an element end. Through the comparison of the identified end rotations of members that are connected together, the plastic rotation that furnishes information of the locations and plasticity degrees of plastic hinges can be identified. The force consideration of the frame members may be used to relate the stiffness parameters to the elastic rotations and the excitation. The damped-least-squares method and damped-and-weighted-least-squares method are adopted to estimate the stiffness parameters of frames. A noise-removal strategy employing a de-noising technique based on wavelet packets with a smoothing process is used to filter out the noise for the parameter estimation. The numerical examples show that the proposed method can identify the plastic rotations and the stiffness parameters using measurements with reasonable level of noise. The unknown excitation can also be estimated with acceptable accuracy. The advantages and disadvantages of both parameter estimation methods are discussed.

비행시험을 통한 가로/방향 정적 미계수 추정에 관한 연구

  • Kim, Eung-Tai;Seong, Kie-Jeong;Kim, Yeong-Cheol;Kang, Sang-Jin
    • Aerospace Engineering and Technology
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    • v.2 no.1
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    • pp.22-28
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    • 2003
  • This paper presents a method for estimating static aerodynamic derivatives by analyzing data obtained from the flying quality evaluation test of a small canard aircraft. The aerodynamic derivatives extracted from maximum likelihood estimation method and from the proposed method in this paper are compared in the same polt. Reliable static aerodynamic derivatives were extracted from a limited number of the flight tests by the proposed method. The parameter data obtained from this method can be used as reference for the conventional parameter identification methods such as maximum likelihood estimation method.

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Analysis of the applicability of parameter estimation methods for a transient storage model (저장대모형의 매개변수 산정을 위한 최적화 기법의 적합성 분석)

  • Noh, Hyoseob;Baek, Donghae;Seo, Il Won
    • Journal of Korea Water Resources Association
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    • v.52 no.10
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    • pp.681-695
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    • 2019
  • A Transient Storage Model (TSM) is one of the most widely used model accounting for complex solute transport in natural river to understanding natural river properties with four TSM key parameters. The TSM parameters are estimated via inverse modeling. Parameter estimation of the TSM is carried out by solving optimization problem about finding best fitted simulation curve with measured curve obtained from tracer test. Several studies have reported uncertainty in parameter estimation from non-convexity of the problem. In this study, we assessed best combination of optimization method and objective function for TSM parameter estimation using Cheong-mi Creek tracer test data. In order to find best optimization setting guaranteeing convergence and speed, Evolutionary Algorithm (EA) based global optimization methods, such as CCE of SCE-UA and MCCE of SP-UCI, and error based objective functions were compared, using Shuffled Complex-Self Adaptive Hybrid EvoLution (SC-SAHEL). Overall results showed that multi-EA SC-SAHEL with Percent Mean Squared Error (PMSE) objective function is the best optimization setting which is fastest and stable method in convergence.

Efficient Doppler Spectrum Estimation in Radar Systems (레이다 시스템에서의 효율적인 도플러 스펙트럼 추정)

  • Lee, Jonggil
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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    • 2009.05a
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    • pp.605-608
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    • 2009
  • It is necessary to estimate the Doppler spectrum for each range cell for the extraction of useful information from the return echoes in radar systems used for the remote sending purpose. However, The conventional spectrum estimation method, FFT(Fast Fourier Transform), called the Doppler filter bank, causes the frequency resolution problem if the dwell time is relatively short. This short acquisition time also spreads the side lobe levels of return echoes further, resulting in difficulties for the discrimination of weak target signals included in relatively strong target echoes. Therefore, in this paper, the efficient Doppler spectrum estimation methods are compared and investigated through the parameter spectrum estimation in the time domain to overcome these problems.

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A New Parameter Estimation Method for a Zipf-like Distribution for Geospatial Data Access

  • Li, Rui;Feng, Wei;Wang, Hao;Wu, Huayi
    • ETRI Journal
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    • v.36 no.1
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    • pp.134-140
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    • 2014
  • Many reports have shown that the access pattern for geospatial tiles follows Zipf's law and that its parameter ${\alpha}$ represents the access characteristics. However, visits to geospatial tiles have temporal and spatial popularities, and the ${\alpha}$-value changes as they change. We construct a mathematical model to simulate the user's access behavior by studying the attributes of frequently visited tile objects to determine parameter estimation algorithms. Because the least squares (LS) method in common use cannot obtain an exact ${\alpha}$-value and does not provide a suitable fit to data for frequently visited tiles, we present a new approach, which uses a moment method of estimation to obtain the value of ${\alpha}$ when ${\alpha}$ is close to 1. When ${\alpha}$ is further away from 1, the method uses the associated cache hit ratio for tile access and uses an LS method based on a critical cache size to estimate the value of ${\alpha}$. The decrease in the estimation error is presented and discussed in the section on experiment results. This new method, which provides a more accurate estimate of ${\alpha}$ than earlier methods, promises more effective prediction of requests for frequently accessed tiles for better caching and load balancing.