• Journal of the Korean Data and Information Science Society
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• 제28권6호
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• pp.1447-1456
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• 2017

강우현상을 구조적으로 모형화한 확률적 강우모의모형의 활용성이 증대되는 상황에서 확률적 강우모의모형의 모수에 대한 정확한 추정은 매우 중요하다. 본 연구에서는 확률적 강우모의모형 (Neyman-Scott rectangular pulse model, NSRPM)의 모수를 DFP (Davidon-Fletcher-Powell), GA (genetic algorithm), Nelder-Mead, DE (differential evolution) 기법으로 추정하고 추정된 모수의 적합성을 분석하고 지역특성에 적합한 모수 추정 기법을 제시하였다. 낙동강 유역의 20개 강우 관측 지점을 대상으로 1973년-2017년 기간 동안의 여름철 1시간 강수자료 이용하여 산정된 모형 모수를 분석한 결과, 전반적으로 DE, Nelder-Mead기법이 가장 좋은 결과를 보였으며 DFP, GA기법은 상대적으로 낮은 적합도를 보였다.

• 대한간호학회지
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• 제29권5호
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• pp.1030-1041
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• 1999

This study examined those problems noticed under the Asymptotically Generalized Least Squares estimator in evaluating a structural model of physical health. The problems were highly correlated parameter estimates and high standard errors of some parameter estimates. Separate analyses of the endogenous part of the model and of the metric of a latent factor revealed a highly skewed and kurtotic measurement indicator as the focal point of the manifested problems. Since the sample sizes are far below that needed to produce adequate AGLS estimates in the given modeling conditions, the adequacy of the Maximum Likelihood estimator is further examined with the robust statistics and the bootstrap method. These methods demonstrated that the ML methods were unbiased and statistical decisions based upon the ML standard errors remained almost the same. Suggestions are made for future studies adopting structural equation modeling technique in terms of selecting of a reference indicator and adopting those statistics corrected for nonormality.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 2005년도 ICCAS
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• pp.1617-1620
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• 2005

The current control for interior permanent magnet machines is more complicate than surface permanent magnet machine because of its torque characteristic depending on the reluctance. For high performance torque control, it requires state decoupling between the d-current and q-current dynamics. However the variation of the inductances, which couples the state dynamics of the currents, makes the state decoupling difficult. So some decoupling methods have developed to cope this variations and each current can be regulated independently. This paper presents a novel approach for fully decoupling the states cross-coupling using parameter adaptation. The adaptation method is based on the error between reference currents and the currents with state decoupling which have to follow the references. This method is more object-oriented than the other online parameter estimation methods in IPM machine and other electrical machines

• Communications for Statistical Applications and Methods
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• 제29권2호
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• pp.203-223
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• 2022

We propose a Bayesian approach to cumulative logistic regression model for the ordinal response based on the orthogonal principal components via singular value decomposition considering the multicollinearity among predictors. The advantage of the suggested method is considering dimension reduction and parameter estimation simultaneously. To evaluate the performance of the proposed model we conduct a simulation study with considering a high-dimensional and highly correlated explanatory matrix. Also, we fit the suggested method to a real data concerning sprout- and scab-damaged kernels of wheat and compare it to EM based proportional-odds logistic regression model. Compared to EM based methods, we argue that the proposed model works better for the highly correlated high-dimensional data with providing parameter estimates and provides good predictions.

• 물과 미래
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• 제29권1호
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• pp.129-139
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• 1996

수공구조물의 계획과 설계에 있어서 수문자료에 대한 적정분포형을 선정하는 것은 매우 중요하며, 선정된 분포함수가 실측자료의 통계학적 특성을 잘 나타내고 있는가를 검토하는 것은 필수적인 과제이다. 본 연구에서는 전국 22개 지점, 7개 지속기간의 강우자료에 대하여 2변수 및 3변수 gamma, 2변수 및 3변수 lognormal, Gumbel, 2변수 및 3변수 log-Gumbel, GEV, log-Pearson type III, 2변수 및 3변수 Weibull, 4변수 및 5변수 Wakeby 분포를 적용하여 모멘트법, 확률가중 모멘트법, 최우도법 등으로 각 분포형의 매개변수를 추정하고, 적합성 조건을 검사하였다. 각 매개변수 추정법에 의하여 추정된 매개변수를 이용하여 10,000번 모의 발생하여 분리효과를 검토한 결과 매개변수 적합성을 고려한 경우 모멘트법에서는 log-Pearson type III 분포, 확률가중 모멘트법에서는 log-Pearson type III와 GEV 분포, 최우도법에서는 GEV 분포가 분리효과를 가장 작게 나타냈으며, 2변수 분포형의 경우 모두 분리효과가 크게 나타났다.

• Communications for Statistical Applications and Methods
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• 제18권4호
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• pp.495-505
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• 2011

본 연구에서는 표본의 일부를 단계적으로 증가시켜 가며 반복적으로 추정된 장기모수의 시간경로를 파악하는 방식으로 변수들 간 장기균형관계의 안정성에 대해 통계적으로 검정해 보았다. 안정성 귀무가설이 기각되는 구간에는 더미변수를 사용해 전체 연구기간에 걸쳐 안정성을 회복시키고 타당한 공적분관계를 도출해 보았으며, 오차수정항에 대한 분석결과는 더미변수가 공적분관계의 구조변화를 반영하는 것으로 나타났다.

• 제어로봇시스템학회논문지
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• 제2권1호
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• pp.14-20
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• 1996

This paper presents a self tuning method of a velocity type PID controller for minimum or non-minimum phase systems with time delays. The velocity type PID control structure is determined in the process of minimizing the variance of the auxilliary output, and self tuning effect is achieved through the recursive least square algorithm at the parameter estimation stage and also through the Robbins-Monro algorithm at the stage of optimizing a design parameter. This method is simple and effective compared with other existing methods[1,2]. Numerical examples are included to illustrate the procedure and to show the performance of the control system.

• 대한전기학회논문지:시스템및제어부문D
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• 제51권1호
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• pp.1-7
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• 2002

This paper proposes a algebraic parameter determination of MRA(Model Reference Adaptive Control) controller using block Pulse functions and block Pulse function's differential operation. Generally, adaption is performed by solving differential equations which describe adaptive low for updating controller parameter. The proposes algorithm transforms differential equations into algebraic equation, which can be solved much more easily inn a recursive manner. We believe that proposes methods are very attractive and proper for parameter estimation of MRAC controller on account of its simplicity and computational convergence.

• Communications for Statistical Applications and Methods
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• 제2권1호
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• pp.122-136
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• 1995

The objective of this research is to investigate the problem of goodness-of-fit testing based on nonparametric density estimation with a data-driven smoothing parameter. The small and large sample properties of a new test statistic $\hat{\lambda_a}$ is investigated. The test statistic $\hat{\lambda_a}$ is itself a smoothing parameter which is selected to minimize an estimated MISE for a truncated series estimator of the comparison density function. Therefore, this test statistic leads immediately to a point estimate of the density function th the event that $H_0$ is rejected. The limiting distribution of $\hat{\lambda_a}$ is obtained under the null hypothesis. It is also shown that this test is consistent against fixed alternatives.

• 산업경영시스템학회지
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• 제33권2호
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• pp.63-71
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• 2010

The existing reliability evaluation models which have already developed by the corporations are so various because of using Maximum Likelihood Method. The existing models are very complicated owing to using system designing methods. Therefore, it is very difficult to utilize the existing models in business fields of many corporations. The purposes of this paper are as follows: The first purpose is to study the simple estimated Parameter to be easily utilized in the business fields of the corporations. The second purpose is to testify the simplification of the developed Parameter of estimated method by comparing the developed reliability evaluation model with the existing reliability evaluation models which are used in the business fields of the corporations.