• Title/Summary/Keyword: parameter estimation methods

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Design of Controller Utilizing Neural-Network (Neural Network를 이용한 제어기 설계)

  • Kim, Dae-Jong;Koo, Young-Mo;Chang, Seog-Ho;Woo, Kwang-Bang
    • Proceedings of the KIEE Conference
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    • 1989.11a
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    • pp.397-400
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    • 1989
  • This study is to design a method of parameter estimation for a second order linear time invarient system of self-tuning controller utilizing the neural network theory proposed by Hopfield. The result is compared with the other methods which are commonly used in controller theories.

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Evaluation System for the Correlation Coefficient of the Assemblability and Assembly Cost of Products in Bolting (볼트를 사용한 제품에서의 조립용이성과 조립비용의 상관관계 평가시스템)

  • 목학수;문광섭;김형주
    • Journal of the Korean Society for Precision Engineering
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    • v.15 no.5
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    • pp.72-84
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    • 1998
  • This paper studies the relationship between assemblability and assembly time. After analyzing characteristic factors of bolts and parts, seven different kinds of assemblability parameters were determined according to assembly process, and assemblability was also evaluated. MTM (Method-Time Measurement) and Work factor methods were used for an estimation of assembly time. It shows the relationship can be found on the basis of characteristic factors of parts and bolts by relational graphs and numerical formulas.

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Simultaneous Estimation of Poisson Means

  • Lee, Seung-Ho
    • The Mathematical Education
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    • v.23 no.1
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    • pp.45-50
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    • 1984
  • A problem of estimating the means of Poisson populations using independent samples is considered. The total loss is the sum of component, normalized squared error losses. An empirical Bayes estimator is derived and compared, by Monte Carlo methods, with existing estimators which are proposed as improving estimators upon the usual one. Monte Carlo results show that the performance of the derived estimator is satisfactory over the whole parameter space.

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BAYESIAN INFERENCE FOR MTAR MODEL WITH INCOMPLETE DATA

  • Park, Soo-Jung;Oh, Man-Suk;Shin, Dong-Wan
    • Proceedings of the Korean Statistical Society Conference
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    • 2003.05a
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    • pp.183-189
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    • 2003
  • A momentum threshold autoregressive (MTAR) model, a nonlinear autoregressive model, is analyzed in a Bayesian framework. Parameter estimation in the presence of missing data is done by using Markov chain Monte Carlo methods. We also propose simple Bayesian test procedures for asymmetry and unit roots. The proposed method is applied to a set of Korea unemployment rate data and reveals evidence for asymmetry and a unit root.

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Estimation in an Exponentiated Half Logistic Distribution under Progressively Type-II Censoring

  • Kang, Suk-Bok;Seo, Jung-In
    • Communications for Statistical Applications and Methods
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    • v.18 no.5
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    • pp.657-666
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    • 2011
  • In this paper, we derive the maximum likelihood estimator(MLE) and some approximate maximum likelihood estimators(AMLEs) of the scale parameter in an exponentiated half logistic distribution based on progressively Type-II censored samples. We compare the proposed estimators in the sense of the mean squared error(MSE) through a Monte Carlo simulation for various censoring schemes. We also obtain the AMLEs of the reliability function.

Bootstrapping Logit Model

  • Kim, Dae-hak;Jeong, Hyeong-Chul
    • Communications for Statistical Applications and Methods
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    • v.9 no.1
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    • pp.281-289
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    • 2002
  • In this paper, we considered an application of the bootstrap method for logit model. Estimation of type I error probability, the bootstrap p-values and bootstrap confidence intervals of parameter were proposed. Small sample Monte Carlo simulation were conducted in order to compare proposed method with existing normal theory based asymptotic method.

Dam Sensor Outlier Detection using Mixed Prediction Model and Supervised Learning

  • Park, Chang-Mok
    • International journal of advanced smart convergence
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    • v.7 no.1
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    • pp.24-32
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    • 2018
  • An outlier detection method using mixed prediction model has been described in this paper. The mixed prediction model consists of time-series model and regression model. The parameter estimation of the prediction model was performed using supervised learning and a genetic algorithm is adopted for a learning method. The experiments were performed in artificial and real data set. The prediction performance is compared with the existing prediction methods using artificial data. Outlier detection is conducted using the real sensor measurements in a dam. The validity of the proposed method was shown in the experiments.

Estimation in a Half-Triangle Distribution Based on Multiply Type-II Censored Samples

  • Kang, Suk-Bok
    • Journal of the Korean Data and Information Science Society
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    • v.18 no.3
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    • pp.793-801
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    • 2007
  • For multiply Type-II censored samples from a half-triangle distribution, the maximum likelihood method does not admit explicit solutions. In this case, we propose some explicit estimators of the location parameter in the half-triangle distribution by the approximate maximum likelihood methods. We compare the proposed estimators in the sense of the mean squared error for various censored samples.

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Non-intrusive measurement of pulse arrival time and Estimation of Systolic Blood Pressure (무구속적 맥파 전달 시간의 측정을 통한 혈압 추정)

  • Chee, Young-Joon;Park, Kwang-Suk
    • Proceedings of the IEEK Conference
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    • 2005.11a
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    • pp.489-492
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    • 2005
  • Even though the blood pressure is one of the most widely used index for the healthcare monitoring of hypertensive and normotensive persons, there is no non-intrusive measurement method which is commercialized until now. Pulse Arrival Time (PAT) is known that it has close relation with the systolic blood pressure (SBP) and arterial stiffness. In this study, SBP estimation methods by non-intrusive measurement of PAT are suggested. For the unconstrained measurement of PAT, the first method used the electrically non contact electrocardiogram (ENC-ECG) technique and the reflective type of Photoplethysmography (PPG) sensor on the computer mouse. In the second method, ENC-ECG and the air pressure sensor in the seat cushion on a chair were measured. The third method used ECG electrodes and PPG sensors on the toilet seat cover. The validation and regression analysis of the relationship of PAT and SBP are summarized. These methods have considerable errors to be used for all people. But these can be applied for each subject after the parameter customization within acceptable error. So, it is feasible for suggested methods to be used for monitoring of SBP in daily life in non-intrusive way when there is personal identification system of each subject.

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Use of beta-P distribution for modeling hydrologic events

  • Murshed, Md. Sharwar;Seo, Yun Am;Park, Jeong-Soo;Lee, Youngsaeng
    • Communications for Statistical Applications and Methods
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    • v.25 no.1
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    • pp.15-27
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    • 2018
  • Parametric method of flood frequency analysis involves fitting of a probability distribution to observed flood data. When record length at a given site is relatively shorter and hard to apply the asymptotic theory, an alternative distribution to the generalized extreme value (GEV) distribution is often used. In this study, we consider the beta-P distribution (BPD) as an alternative to the GEV and other well-known distributions for modeling extreme events of small or moderate samples as well as highly skewed or heavy tailed data. The L-moments ratio diagram shows that special cases of the BPD include the generalized logistic, three-parameter log-normal, and GEV distributions. To estimate the parameters in the distribution, the method of moments, L-moments, and maximum likelihood estimation methods are considered. A Monte-Carlo study is then conducted to compare these three estimation methods. Our result suggests that the L-moments estimator works better than the other estimators for this model of small or moderate samples. Two applications to the annual maximum stream flow of Colorado and the rainfall data from cloud seeding experiments in Southern Florida are reported to show the usefulness of the BPD for modeling hydrologic events. In these examples, BPD turns out to work better than $beta-{\kappa}$, Gumbel, and GEV distributions.