• 제목/요약/키워드: parameter estimation methods

검색결과 654건 처리시간 0.026초

LD50 산출방법에 있어서 수리 · 통계학적 특성 (Mathematical and Statistical Characterization of LD50 Estimation)

  • 김세기;김근종;이병무
    • Toxicological Research
    • /
    • 제20권4호
    • /
    • pp.321-324
    • /
    • 2004
  • Lethal dose 50% ($LD_{50}$) has been commonly used as a parameter for the estimation of acute toxicity not only in animal experiment, but also in human study. Several methods to estimate $LD_{50}$ had been introduced, but Spearman-Karber and Berens-Karber method have been widely used due to their relative convenience and accuracy. However, $LD_{50}$ values estimated from the two methods showed inconsistency and variation depending on the characteristics of mortality data. In this study, the two methods were comparatively investigated in terms of accuracy and stability for the estimation of $LD_{50}$.

Joint Estimation of TOA and DOA in IR-UWB System Using Sparse Representation Framework

  • Wang, Fangqiu;Zhang, Xiaofei
    • ETRI Journal
    • /
    • 제36권3호
    • /
    • pp.460-468
    • /
    • 2014
  • This paper addresses the problem of joint time of arrival (TOA) and direction of arrival (DOA) estimation in impulse radio ultra-wideband systems with a two-antenna receiver and links the joint estimation of TOA and DOA to the sparse representation framework. Exploiting this link, an orthogonal matching pursuit algorithm is used for TOA estimation in the two antennas, and then the DOA parameters are estimated via the difference in the TOAs between the two antennas. The proposed algorithm can work well with a single measurement vector and can pair TOA and DOA parameters. Furthermore, it has better parameter-estimation performance than traditional propagator methods, such as, estimation of signal parameters via rotational invariance techniques algorithms matrix pencil algorithms, and other new joint-estimation schemes, with one single snapshot. The simulation results verify the usefulness of the proposed algorithm.

Angle-Range-Polarization Estimation for Polarization Sensitive Bistatic FDA-MIMO Radar via PARAFAC Algorithm

  • Wang, Qingzhu;Yu, Dan;Zhu, Yihai
    • KSII Transactions on Internet and Information Systems (TIIS)
    • /
    • 제14권7호
    • /
    • pp.2879-2890
    • /
    • 2020
  • In this paper, we study the estimation of angle, range and polarization parameters of a bistatic polarization sensitive frequency diverse array multiple-input multiple-output (PSFDA-MIMO) radar system. The application of polarization sensitive array in receiver is explored. A signal model of bistatic PSFDA-MIMO radar system is established. In order to utilize the multi-dimensional structure of array signals, the matched filtering radar data can be represented by a third-order tensor model. A joint estimation of the direction-of-departure (DOD), direction-of-arrival (DOA), range and polarization parameters based on parallel factor (PARAFAC) algorithm is proposed. The proposed algorithm does not need to search spectral peaks and singular value decomposition, and can obtain automatic pairing estimation. The method was compared with the existing methods, and the results show that the performance of the method is better. Therefore, the accuracy of the parameter estimation is further improved.

Freund 이변량 지수분포의 매개변수 추정과정 검토 (Review of Parameter Estimation Procedure of Freund Bivariate Exponential Distribution)

  • 박철순;유철상
    • 한국수자원학회논문집
    • /
    • 제45권2호
    • /
    • pp.191-201
    • /
    • 2012
  • 본 연구에서는 연최대치 독립 호우사상의 결정에 사용되는 Freund 이변량 지수분포의 매개변수 추정과정을 구체적으로 검토하였다. 먼저, 모멘트법을 이용하는 경우를 구체적으로 검토하고, 그 결과를 최우도법을 적용한 결과와 비교하였다. 두 방법을 1961~2010년 서울지점의 시강우 자료에 적용하여 연최대치 독립 호우사상을 선정하고, 그 결과를 비교 검토하였다. 이러한 과정을 통해 얻은 결과는 다음과 같다. 첫째, 매개변수 추정방법으로 모멘트법을 적용하는 경우에는 두변량의 평균과 분산뿐만 아니라 상관계수도 고려해 주어야 하는 것으로 나타났다. 둘째, 최우도법은 두변량의 평균에 대한 재현성이 우수하고, 모멘트법은 분산의 경년변동을 잘 나타내는 것으로 나타났다. 셋째, 모멘트법과 최우도법을 통해 선정한 연최대치 독립 호우사상들은 대체로 유사한 것으로 나타났다. 다르게 선정된 호우사상은 최우도법의 경우에는 총 강우량이 큰 것, 모멘트법의 경우에는 강우강도가 큰 것으로 나타났다.

건기 실측간격, 강우인자에 따른 탱크모형 매개변수 추정 (Parameter Estimation of Tank Model by Data Interval and Rainfall Factors for Dry Season)

  • 박재일;백천우;전환돈;김중훈
    • 한국물환경학회지
    • /
    • 제22권5호
    • /
    • pp.856-864
    • /
    • 2006
  • For estimating the minimum discharge to maintain a river, low flow analysis is required and long term runoff records are needed for the analysis. However, runoff data should be estimated to run a hydrologic model for ungaged river basin. For the reason, parameter estimation is crucial to simulate rainfall-runoff events for those basins using Tank model. In this study, only runoff data recorded for dry season are used for parameter estimation, which is different to other methods based on runoff data recorded for wet and dry seasons. The Harmony Search algorithm is used to determine the optimum parameters for Tank model. The coefficient of determination ($R^2$) is served as the objective function in the Harmony Search. In cases that recorded data are insufficient, the recording interval is changed and Empirical CDF is adopted to analyze the estimated parameters. The suggested method is applied to Yongdam dam, Soyanggang dam, Chungju dam and Seomjingang dam basins. As results, the higher $R^2s$ are obtained when the shorter recording interval, the better recorded data quality, and the more rainfall events recorded along with certain rainfall amount is. Moreover, when the total rainfall is higher than the certain amount, $R^2$ is high. Considering the facts found from this study for the low flow analysis, it is possible to estimate the parameters for Tank model properly with the desired confidence level.

Alloy 690 증기발생기 전열관 재료의 크리프 거동 평가 (Evaluation of Creep Behaviors of Alloy 690 Steam Generator Tubing Material)

  • 김종민;김우곤;김민철
    • 한국압력기기공학회 논문집
    • /
    • 제15권2호
    • /
    • pp.64-70
    • /
    • 2019
  • In recent years, attention has been paid to the integrity of steam generator (SG) tubes due to severe accident and beyond design basis accident conditions. In these transient conditions, steam generator tubes may be damaged by high temperature and pressure, which might result in a risk of fission products being released to the environment due to the failure. Alloy 690 which has increased the Cr content has been replaced for the SG tube due to its high corrosion resistance against stress corrosion cracking (SCC). However, there is lack of research on the high temperature creep rupture and life prediction model of Alloy 690. In this study, creep test was performed to estimate the high temperature creep rupture life of Alloy 690 using tube specimens. Based on manufacturer's creep data and creep test results performed in this study, creep life prediction was carried out using the Larson-Miller (LM) Parameter, Orr-Sherby-Dorn (OSD) parameter, Manson-Haford (MH) parameter, and Wilshire's approach. And a hyperbolic sine (sinh) function to determine master curves in LM, OSD and MH parameter methods was used for improving the creep life estimation of Alloy 690 material.

A Study on Bias Effect on Model Selection Criteria in Graphical Lasso

  • Choi, Young-Geun;Jeong, Seyoung;Yu, Donghyeon
    • Quantitative Bio-Science
    • /
    • 제37권2호
    • /
    • pp.133-141
    • /
    • 2018
  • Graphical lasso is one of the most popular methods to estimate a sparse precision matrix, which is an inverse of a covariance matrix. The objective function of graphical lasso imposes an ${\ell}_1$-penalty on the (vectorized) precision matrix, where a tuning parameter controls the strength of the penalization. The selection of the tuning parameter is practically and theoretically important since the performance of the estimation depends on an appropriate choice of tuning parameter. While information criteria (e.g. AIC, BIC, or extended BIC) have been widely used, they require an asymptotically unbiased estimator to select optimal tuning parameter. Thus, the biasedness of the ${\ell}_1$-regularized estimate in the graphical lasso may lead to a suboptimal tuning. In this paper, we propose a two-staged bias-correction procedure for the graphical lasso, where the first stage runs the usual graphical lasso and the second stage reruns the procedure with an additional constraint that zero estimates at the first stage remain zero. Our simulation and real data example show that the proposed bias correction improved on both edge recovery and estimation error compared to the single-staged graphical lasso.

실시간 수위 예측을 위한 다중선형회귀 모형의 비교 (Comparison of Different Multiple Linear Regression Models for Real-time Flood Stage Forecasting)

  • 최승용;한건연;김병현
    • 대한토목학회논문집
    • /
    • 제32권1B호
    • /
    • pp.9-20
    • /
    • 2012
  • 최근 수위 예측을 위한 개념적 기반, 수문학적, 물리적 기반 모형 등의 단점을 극복하고자 홍수예측을 위해 자료지향형 모형 중의 하나인 다중선형회귀 모형이 널리 도입되고 있다. 본 연구의 목적은 이러한 다중선형회귀 모형의 서로 다른 회귀계수 선정 방법에 따른 홍수예측 성능을 비교 검토하고 이를 통해 적절한 다중회귀 홍수예측 모형을 구축하는 것이다. 이를 위해 입력자료의 자기상관분석을 통해 독립변수의 시간 규모를 결정한 후 최소 자승법, 가중 최소 자승법, 단계별 선택법의 각기 다른 회귀계수 산정 방법을 이용한 홍수예측 모형을 구축하고 중랑천 유역의 다양한 홍수사상에 대해 적용하였다. 구축된 모형들의 성능을 평가하기 위해 평균제곱근오차, Nash-Suttcliffe 효율계수, 평균절대오차, 수정 결정계수와 같이 4개의 통계지표들을 사용하였다. 모의결과 단계별 선택법을 이용한 다중선형회귀 홍수예측 모형이 가장 정확한 예측 결과를 보였고, 최소자승법을 이용한 홍수예측 모형이 가중 최소자승법을 이용한 홍수예측 모형보다 좀 더 나은 예측 결과를 나타냈다.

Bayesian Methods for Wavelet Series in Single-Index Models

  • Park, Chun-Gun;Vannucci, Marina;Hart, Jeffrey D.
    • 한국데이터정보과학회:학술대회논문집
    • /
    • 한국데이터정보과학회 2005년도 춘계학술대회
    • /
    • pp.83-126
    • /
    • 2005
  • Single-index models have found applications in econometrics and biometrics, where multidimensional regression models are often encountered. Here we propose a nonparametric estimation approach that combines wavelet methods for non-equispaced designs with Bayesian models. We consider a wavelet series expansion of the unknown regression function and set prior distributions for the wavelet coefficients and the other model parameters. To ensure model identifiability, the direction parameter is represented via its polar coordinates. We employ ad hoc hierarchical mixture priors that perform shrinkage on wavelet coefficients and use Markov chain Monte Carlo methods for a posteriori inference. We investigate an independence-type Metropolis-Hastings algorithm to produce samples for the direction parameter. Our method leads to simultaneous estimates of the link function and of the index parameters. We present results on both simulated and real data, where we look at comparisons with other methods.

  • PDF

Structural parameter estimation combining domain decomposition techniques with immune algorithm

  • Rao, A. Rama Mohan;Lakshmi, K.
    • Smart Structures and Systems
    • /
    • 제8권4호
    • /
    • pp.343-365
    • /
    • 2011
  • Structural system identification (SSI) is an inverse problem of difficult solution. Currently, difficulties lie in the development of algorithms which can cater to large size problems. In this paper, a parameter estimation technique based on evolutionary strategy is presented to overcome some of the difficulties encountered in using the traditional system identification methods in terms of convergence. In this paper, a non-traditional form of system identification technique employing evolutionary algorithms is proposed. In order to improve the convergence characteristics, it is proposed to employ immune algorithms which are proved to be built with superior diversification mechanism than the conventional evolutionary algorithms and are being used for several practical complex optimisation problems. In order to reduce the number of design variables, domain decomposition methods are used, where the identification process of the entire structure is carried out in multiple stages rather than in single step. The domain decomposition based methods also help in limiting the number of sensors to be employed during dynamic testing of the structure to be identified, as the process of system identification is carried out in multiple stages. A fifteen storey framed structure, truss bridge and 40 m tall microwave tower are considered as a numerical examples to demonstrate the effectiveness of the domain decomposition based structural system identification technique using immune algorithm.