• Title/Summary/Keyword: parameter estimation methods

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Statistical analysis of parameter estimation of a probabilistic crack initiation model for Alloy 182 weld considering right-censored data and the covariate effect

  • Park, Jae Phil;Park, Chanseok;Oh, Young-Jin;Kim, Ji Hyun;Bahn, Chi Bum
    • Nuclear Engineering and Technology
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    • v.50 no.1
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    • pp.107-115
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    • 2018
  • To ensure the structural integrity of nuclear power plants, it is essential to predict the lifetime of Alloy 182 weld, which is used for welding in nuclear reactors. The lifetime of Alloy 182 weld is directly related to the crack initiation time. Owing to the large time scatter in most crack initiation tests, a probabilistic model, such as the Weibull distribution, has mainly been adopted for prediction. However, since statistically more advanced methods than current typical methods may be applied, we suggest a statistical procedure for parameter estimation of the crack initiation time of Alloy 182 weld, considering right-censored data and the covariate effect. Furthermore, we suggest a procedure for uncertainty evaluation of the estimators based on the bootstrap method. The suggested statistical procedure can be applied not only to Alloy 182 weld but also to any material degradation data set including right-censored data with covariate effect.

Adjustment of Control Limits for Geometric Charts

  • Kim, Byung Jun;Lee, Jaeheon
    • Communications for Statistical Applications and Methods
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    • v.22 no.5
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    • pp.519-530
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    • 2015
  • The geometric chart has proven more effective than Shewhart p or np charts to monitor the proportion nonconforming in high-quality processes. Implementing a geometric chart commonly requires the assumption that the in-control proportion nonconforming is known or accurately estimated. However, accurate parameter estimation is very difficult and may require a larger sample size than that available in practice in high-quality process where the proportion of nonconforming items is very small. Thus, the error in the parameter estimation increases and may lead to deterioration in the performance of the control chart if a sample size is inadequate. We suggest adjusting the control limits in order to improve the performance when a sample size is insufficient to estimate the parameter. We propose a linear function for the adjustment constant, which is a function of the sample size, the number of nonconforming items in a sample, and the false alarm rate. We also compare the performance of the geometric charts without and with adjustment using the expected value of the average run length (ARL) and the standard deviation of the ARL (SDARL).

Alternative robust estimation methods for parameters of Gumbel distribution: an application to wind speed data with outliers

  • Aydin, Demet
    • Wind and Structures
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    • v.26 no.6
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    • pp.383-395
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    • 2018
  • An accurate determination of wind speed distribution is the basis for an evaluation of the wind energy potential required to design a wind turbine, so it is important to estimate unknown parameters of wind speed distribution. In this paper, Gumbel distribution is used in modelling wind speed data, and alternative robust estimation methods to estimate its parameters are considered. The methodologies used to obtain the estimators of the parameters are least absolute deviation, weighted least absolute deviation, median/MAD and least median of squares. The performances of the estimators are compared with traditional estimation methods (i.e., maximum likelihood and least squares) according to bias, mean square deviation and total mean square deviation criteria using a Monte-Carlo simulation study for the data with and without outliers. The simulation results show that least median of squares and median/MAD estimators are more efficient than others for data with outliers in many cases. However, median/MAD estimator is not consistent for location parameter of Gumbel distribution in all cases. In real data application, it is firstly demonstrated that Gumbel distribution fits the daily mean wind speed data well and is also better one to model the data than Weibull distribution with respect to the root mean square error and coefficient of determination criteria. Next, the wind data modified by outliers is analysed to show the performance of the proposed estimators by using numerical and graphical methods.

Stator Flux Vector Control Of Induction Motor using Parameter Estimation (파라메터 추정을 통한 유도전동기의 고정자 자속 기준 벡터 제어)

  • Hahm, Nyun-Kun;Jun, Kee-Young;Kim, Sung-Nam;Lee, Seung-Hwan;Lee, Hoon-Goo;Han, Kyung-Hee
    • Proceedings of the KIEE Conference
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    • 1997.07f
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    • pp.2123-2125
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    • 1997
  • In the induction motor control, the rotator flux estimation methods are used in the implement vector control of the induction motor instead of the potentical-meter or tacho-meter, a system is very sensitive in noise. In this paper, the parameters that do not affect the stablity of the system were applied in Off-Line tuning methods. In case of the rotator resistor that is sensitive. On-Line tuning methods applied in the steady state. We ascertained that the utility of a theory applied in stator flux orientation vector control through the simulation.

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Identification of Linear Structural Systems (선형 구조계의 동특성 추정법)

  • 윤정방
    • Computational Structural Engineering
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    • v.2 no.4
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    • pp.111-116
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    • 1989
  • Methods for the estimation of the coefficient matrices in the equation of motion for a linear multi-degree-of-freedom structure are studied. For this purpose, the equation of motion is transformed into an auto-regressive and moving average with auxiliary input(ARMAX) model. The ARMAX parameters are evaluated using several methods of parameter estimation : such as the least squares, the instrumental variable, the maximum likelihood and the limited information maximum likelihood methods. Then the parameters of the equation of motion are recovered therefrom. Numerical example is given for a 3-story building model subjected to an earthquake exitation.

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Structural System Parameter Estimation using Strain Output Feedback (스트레인 출력 되먹임을 이용한 구조 시스템 계수 추정)

  • Ha, Jae-Hoon;Park, Youn-Sik;Park, Young-Jin
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 2005.05a
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    • pp.124-127
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    • 2005
  • As computer capability and test skill become more and more advanced, finite element method and modal test are being widely applied in engineering design. In order to correlate and reconcile the inevitable discrepancies between the analytical and experimental models, many techniques have been developed. Among these methods, multiple-system methods are known as the effective tools in that they can supply the rich modal data available which are experimentally obtained. These abundant modal data can help structural system parameters estimated well. Multiple-system methods can be classified into the structural modification methods and feedback controller methods. The structural modification methods need the physical attachment of structures and their concept may limit the application of them. To overcome this drawback, the feedback controller methods are addressed which enable us to get more modal data without the structural change. Mode decoupling controller(MDC), one of them, is to use acceleration out)ut feedback to perturb an open-loop system. The output feedback controller generally cannot guarantee the stability of a closed-loop system. However, MDC can solve this problem under the certain constraints. So far, MDC utilizes accelerations as the sensor signals. In this research, strain sensors are going to be picked up to apply to the MDC. Strain output is recently used for structural system identification due to the drastically improved and miniaturized strain sensor. In this paper, we show that the MDC using strain output has differences compared with acceleration output in estimating the structural system parameters. The associated simulation is performed to demonstrate the above mentioned characteristics.

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Noise Estimation based on Standard Deviation and Sigmoid Function Using a Posteriori Signal to Noise Ratio in Nonstationary Noisy Environments

  • Lee, Soo-Jeong;Kim, Soon-Hyob
    • International Journal of Control, Automation, and Systems
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    • v.6 no.6
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    • pp.818-827
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    • 2008
  • In this paper, we propose a new noise estimation and reduction algorithm for stationary and nonstationary noisy environments. This approach uses an algorithm that classifies the speech and noise signal contributions in time-frequency bins. It relies on the ratio of the normalized standard deviation of the noisy power spectrum in time-frequency bins to its average. If the ratio is greater than an adaptive estimator, speech is considered to be present. The propose method uses an auto control parameter for an adaptive estimator to work well in highly nonstationary noisy environments. The auto control parameter is controlled by a linear function using a posteriori signal to noise ratio(SNR) according to the increase or the decrease of the noise level. The estimated clean speech power spectrum is obtained by a modified gain function and the updated noisy power spectrum of the time-frequency bin. This new algorithm has the advantages of much more simplicity and light computational load for estimating the stationary and nonstationary noise environments. The proposed algorithm is superior to conventional methods. To evaluate the algorithm's performance, we test it using the NOIZEUS database, and use the segment signal-to-noise ratio(SNR) and ITU-T P.835 as evaluation criteria.

Effective Parameter Estimation of Bernoulli-Gaussian Mixture Model and its Application to Image Denoising (베르누이-가우스 혼합 모델의 효과적인 파라메터 추정과 영상 잡음 제거에 응용)

  • Eom, Il-Kyu;Kim, Yoo-Shin
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.42 no.5 s.305
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    • pp.47-54
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    • 2005
  • In general, wavelet coefficients are composed of a few large coefficients and a lot of small coefficients. In this paper, we propose image denoising algorithm using Bernoulli-Gaussian mixture model based on sparse characteristic of wavelet coefficient. The Bernoulli-Gaussian mixture is composed of the multiplication of Bernoulli random variable and Gaussian mixture random variable. The image denoising is performed by using Bayesian estimation. We present an effective denoising method through simplified parameter estimation for Bernoulli random variable using local expected squared error. Simulation results show our method outperforms the states-of-art denoising methods when using orthogonal wavelets.

Analysis of the Applicability of Parameter Estimation Methods for a Stochastic Rainfall Model (추계학적 강우모형 매개변수 추정기법의 적합성 분석)

  • Cho, HyunGon;Kim, GwangSeob;Yi, JaeEung
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.34 no.4
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    • pp.1105-1116
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    • 2014
  • A stochastic rainfall model, NSRPM (Neyman-Scott Rectangular Pulse Model), is able to reflect the cluster characteristics of rainfall events which is unable in the RPM (Rectangular Pulse Model). Therefore NSRPM has advantage in the hydrological applications. The NSRPM consists of five model parameters and the parameters are estimated using optimization techniques such as DFP (Davidon-Fletcher-Powell) method and genetic algorithm. However the DFP method is very sensitive in initial values and is easily converge to local minimum. Also genetic algorithm has disadvantage of long computation time. Nelder-Mead method has several advantages of short computation time and no need of a proper initial value. In this study, the applicability of parameter estimation methods was evaluated using rainfall data of 59 national rainfall networks from 1973-2011. Overall results demonstrated that accuracy in parameter estimation is in the order of Nelder-Mead method, genetic algorithm, and DFP method.

New approach to calculate Weibull parameters and comparison of wind potential of five cities of Pakistan

  • Ahmed Ali Rajput;Muhammad Daniyal;Muhammad Mustaqeem Zahid;Hasan Nafees;Misha Shafi;Zaheer Uddin
    • Advances in Energy Research
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    • v.8 no.2
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    • pp.95-110
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    • 2022
  • Wind energy can be utilized for the generation of electricity, due to significant wind potential at different parts of the world, some countries have already been generating of electricity through wind. Pakistan is still well behind and has not yet made any appreciable effort for the same. The objective of this work was to add some new strategies to calculate Weibull parameters and assess wind energy potential. A new approach calculates Weibull parameters; we also developed an alternate formula to calculate shape parameters instead of the gamma function. We obtained k (shape parameter) and c (scale parameter) for two-parameter Weibull distribution using five statistical methods for five different cities in Pakistan. Maximum likelihood method, Modified Maximum likelihood Method, Method of Moment, Energy Pattern Method, Empirical Method, and have been to calculate and differentiate the values of (shape parameter) k and (scale parameter) c. The performance of these five methods is estimated using the Goodness-of-Fit Test, including root mean square error, mean absolute bias error, mean absolute percentage error, and chi-square error. The daily 10-minute average values of wind speed data (obtained from energydata.info) of different cities of Pakistan for the year 2016 are used to estimate the Weibull parameters. The study finds that Hyderabad city has the largest wind potential than Karachi, Quetta, Lahore, and Peshawar. Hyderabad and Karachi are two possible sites where wind turbines can produce reasonable electricity.