• Title/Summary/Keyword: parameter estimation methods

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Parameter Estimation of the Diffusion Model for Demand Side Management Monitoring System (DSM 모니터링을 위한 확산 모형의 계수 추정)

  • Kim, Jin-O;Choi, Cheong-Hun;Kim, Jung-Hoon;Lee, Chang-Ho;Kim, Chang-Seob
    • The Transactions of the Korean Institute of Electrical Engineers A
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    • v.48 no.10
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    • pp.1183-1189
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    • 1999
  • This paper presents the method of parameter estimation of diffusion model for monitoring Demand-Side Management program. Bass diffusion model was applied in this paper, which has different values according to the following parameters; coefficients of innovation, imitation and potential adopters. Though it is very important to estimate three parameters precisely, there has been no empirical way in practice. Thus, this paper presents the method of parameter estimation in case of few data with constraints to reduce the possibility of bad estimation. The constraints can be empirical results or expert's decision. Case studies show the diffusion curves and forecasted values of the peak for the high-efficient lighting. The feedback and nonlinear least-square parameter estimation methods used in this paper enable us to evaluate the status and to predict the effect of DSM program.

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Novel estimation based on a minimum distance under the progressive Type-II censoring scheme

  • Young Eun Jeon;Suk-Bok Kang;Jung-In Seo
    • Communications for Statistical Applications and Methods
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    • v.30 no.4
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    • pp.411-421
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    • 2023
  • This paper provides a new estimation equation based on the concept of a minimum distance between the empirical and theoretical distribution functions under the most widely used progressive Type-II censoring scheme. For illustrative purposes, simulated and real datasets from a three-parameter Weibull distribution are analyzed. For comparison, the most popular estimation methods, the maximum likelihood and maximum product of spacings estimation methods, are developed together. In the analysis of simulated datasets, the excellence of the provided estimation method is demonstrated through the degree of the estimation failure of the likelihood-based method, and its validity is demonstrated through the mean squared errors and biases of the estimators obtained from the provided estimation equation. In the analysis of the real dataset, two types of goodness-of-fit tests are performed on whether the observed dataset has the three-parameter Weibull distribution under the progressive Type-II censoring scheme, through which the performance of the new estimation equation provided is examined.

On-line System Identification using State Observer

  • Park, Duck-Gee;Hong, Suk-Kyo
    • 제어로봇시스템학회:학술대회논문집
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    • 2005.06a
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    • pp.2538-2541
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    • 2005
  • This paper deals one of the methods of system identification, especially on-line system identification in time-domain. The algorithm in this study needs all states of the system as well input to it for system identification. In this reason, Kalman filter is used for state estimation. But in order to implement a state estimator, the fact that a system model must be known is logical contradiction. To overcome this, state estimation and system parameter estimation are performed simultaneously in one sample. And the result of the system parameter estimation is used as basis to state estimation in next sample. On-line system identification comes, in every sample by performing both processes of state estimation and parameter estimation that are related mutually and recursively. This paper demonstrates the validity of proposed algorithm through an example of an unstable inverted pendulum system. This algorithm can be useful for on-line system identification of a system that has fewer number of measurable output than system order or number of states.

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Bayesian Estimation of the Nakagami-m Fading Parameter

  • Son, Young-Sook;Oh, Mi-Ra
    • Communications for Statistical Applications and Methods
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    • v.14 no.2
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    • pp.345-353
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    • 2007
  • A Bayesian estimation of the Nakagami-m fading parameter is developed. Bayesian estimation is performed by Gibbs sampling, including adaptive rejection sampling. A Monte Carlo study shows that the Bayesian estimators proposed outperform any other estimators reported elsewhere in the sense of bias, variance, and root mean squared error.

Parameter Estimation of Single and Decentralized Control Systems Using Pulse Response Data

  • Cheres, Eduard;Podshivalov, Lev
    • Bulletin of the Korean Chemical Society
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    • v.24 no.3
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    • pp.279-284
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    • 2003
  • The One Pass Method (OPM) previously presented for the identification of single input single output systems is used to estimate the parameters of a Decentralized Control System (DCS). The OPM is a linear and therefore a simple estimation method. All of the calculations are performed in one pass, and no initial parameter guess, iteration, or powerful search methods are required. These features are of interest especially when the parameters of multi input-output model are estimated. The benefits of the OPM are revealed by comparing its results against those of two recently published methods based on pulse testing. The comparison is performed using two databases from the literature. These databases include single and multi input-output process transfer functions and relevant disturbances. The closed loop responses of these processes are roughly captured by the previous methods, whereas the OPM gives much more accurate results. If the parameters of a DCS are estimated, the OPM yields the same results in multi or single structure implementation. This is a novel feature, which indicates that the OPM is a convenient and practice method for the parameter estimation of multivariable DCSs.

Fast Estimation of Low Frequency Parameter for Real-Time Analysis in Wide Area Systems (광역계통의 실시간해석을 위한 고속 저주파수 파라미터 추정)

  • Kim, Eun-Ju;Shim, Kwan-Shik;Kim, Yong-Gu;Kim, Eui-Sun;Nam, Hae-Kon;Lim, Young-Chul
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.58 no.6
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    • pp.1078-1086
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    • 2009
  • This paper presents a Fourier based algorithm for estimating the parameters of the low frequency oscillating modes. The proposed methods estimates various parameters(frequency, damping factor, mode magnitude, phase) by fitting Fourier spectrum and phase with a damped exponential cosine function. Dominant frequency is selected by taking frequency corresponding to the peak spectrum, and damping factor is estimated using the left/right spectra of Fourier spectrum. In addition, mode magnitude is calculated by the normalized peak spectrum, and phase is estimated from spectrum phase. Also, we introduce an accuracy index in order to determine the accuracy of the estimated parameters, and the index is calculated using the deviations of the peak spectrum and the left/right spectra. The parameter estimation methods proposed in this paper include very simple arithmetical processes, so the algorithms are simple and the calculation speed is very fast. The proposed methods are applied to test functions with two dominant modes. The results show that the proposed methods are highly applicable to low frequency parameter estimation.

Estimation on a two-parameter Rayleigh distribution under the progressive Type-II censoring scheme: comparative study

  • Seo, Jung-In;Seo, Byeong-Gyu;Kang, Suk-Bok
    • Communications for Statistical Applications and Methods
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    • v.26 no.2
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    • pp.91-102
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    • 2019
  • In this paper, we propose a new estimation method based on a weighted linear regression framework to obtain some estimators for unknown parameters in a two-parameter Rayleigh distribution under a progressive Type-II censoring scheme. We also provide unbiased estimators of the location parameter and scale parameter which have a nuisance parameter, and an estimator based on a pivotal quantity which does not depend on the other parameter. The proposed weighted least square estimator (WLSE) of the location parameter is not dependent on the scale parameter. In addition, the WLSE of the scale parameter is not dependent on the location parameter. The results are compared with the maximum likelihood method and pivot-based estimation method. The assessments and comparisons are done using Monte Carlo simulations and real data analysis. The simulation results show that the estimators ${\hat{\mu}}_u({\hat{\theta}}_p)$ and ${\hat{\theta}}_p({\hat{\mu}}_u)$ are superior to the other estimators in terms of the mean squared error (MSE) and bias.

Uncertainty Analysis for Parameter Estimation of Probability Distribution in Rainfall Frequency Analysis Using Bootstrap (강우빈도해석에서 Bootstrap을 이용한 확률분포의 매개변수 추정에 대한 불확실성 해석)

  • Seo, Young-Min;Park, Ki-Bum
    • Journal of Environmental Science International
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    • v.20 no.3
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    • pp.321-327
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    • 2011
  • Bootstrap methods is the computer-based resampling method that estimates the standard errors and confidence intervals of summary statistics using the plug-in principle for assessing the accuracy or uncertainty of statistical estimates, and the BCa method among the Bootstrap methods is known much superior to other Bootstrap methods in respect of the standards of statistical validation. Therefore this study suggests the method of the representation and treatment of uncertainty in flood risk assessment and water resources planning from the construction and application of rainfall frequency analysis model considersing the uncertainty based on the nonparametric BCa method among the Bootstrap methods for the assessement of the estimation of probability rainfall and the effect of uncertainty considering the uncertainty of the parameter estimation of probability in the rainfall frequency analysis that is the most fundamental in flood risk assessement and water resources planning.

The Effect of Methods of Estimating the Ability on The Accuracy and Items Parameters According to 3PL Model

  • Almaleki, Deyab A.;Alomrany, Ahoud Ghazi
    • International Journal of Computer Science & Network Security
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    • v.21 no.7
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    • pp.93-102
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    • 2021
  • This study aimed to test method on the accuracy of estimating the items parameters and ability, using the Three Parameter Logistic. To achieve the objectives of the study, an achievement test in chemistry was constructed for third-year secondary school students in the course of "natural sciences". A descriptive approach was employed to conduct the study. The test was applied to a sample of (507) students of the third year of secondary school in the "Natural Sciences Course". The study's results revealed that the (EAP) method showed a higher degree of accuracy in the estimation of the difficulty parameter and the abilities of persons higher than the MML method. There were no statistically significant differences in the accuracy of the parameter estimation of discrimination and guessing regarding the difference of the two methods: (MML) and (EAP).

A Computer Program for Weibull Parameter Estimation (와이블분포(分布) 모수추정(母數推定)의 컴퓨터 프로그램)

  • Eom, Tae-Won;Jeong, Su-Il
    • Journal of Korean Society for Quality Management
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    • v.9 no.1
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    • pp.51-60
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    • 1981
  • This paper deals with the estimation of the Weibull parameters, which have a close relation with product reliability characteristics. Among the many kinds of estimation methods, Ishikawa's Weibull Probability Paper (WPP) is commonly used. The WPP is very convenient, but it has a great disadvantage in estimation accuracy by plotting method. It is very difficult to get the same results even if one use the same data several times. A computer program for the regression method is used for the parameter estimation to reduce these errors.

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