• Title/Summary/Keyword: parameter estimation methods

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Parameter estimation for the imbalanced credit scoring data using AUC maximization (AUC 최적화를 이용한 낮은 부도율 자료의 모수추정)

  • Hong, C.S.;Won, C.H.
    • The Korean Journal of Applied Statistics
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    • v.29 no.2
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    • pp.309-319
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    • 2016
  • For binary classification models, we consider a risk score that is a function of linear scores and estimate the coefficients of the linear scores. There are two estimation methods: one is to obtain MLEs using logistic models and the other is to estimate by maximizing AUC. AUC approach estimates are better than MLEs when using logistic models under a general situation which does not support logistic assumptions. This paper considers imbalanced data that contains a smaller number of observations in the default class than those in the non-default for credit assessment models; consequently, the AUC approach is applied to imbalanced data. Various logit link functions are used as a link function to generate imbalanced data. It is found that predicted coefficients obtained by the AUC approach are equivalent to (or better) than those from logistic models for low default probability - imbalanced data.

Seamless Transition Strategy for Wide Speed-Range Sensorless IPMSM Drives with a Virtual Q-axis Inductance

  • Shen, Hanlin;Xu, Jinbang;Yu, Baiqiang;Tang, Qipeng;Chen, Bao;Lou, Chun;Qiao, Yu
    • Journal of Power Electronics
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    • v.19 no.5
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    • pp.1224-1234
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    • 2019
  • Hybrid rotor position estimation methods that integrate a fundamental model and high frequency (HF) signal injection are widely used for the wide speed-range sensorless control of interior permanent-magnet synchronous machines (IPMSMs). However, the direct transition of two different schemes may lead to system fluctuations or system instability since two estimated rotor positions based on two different schemes are always unequal due to the effects of parameter variations, system delays and inverter nonlinearities. In order to avoid these problems, a seamless transition strategy to define and construct a virtual q-axis inductance is proposed in this paper. With the proposed seamless transition strategy, an estimated rotor position based on a fundamental model is forced to track that based on HF signal injection before the transition by adjusting the constructed virtual q-axis inductance. Meanwhile, considering that the virtual q-axis inductance changes with rotor position estimation errors, a new observer with a two-phase phase-locked loop (TP-PLL) is developed to accurately obtain the virtual q-axis inductance online. Furthermore, IPMSM sensorless control with maximum torque per ampere (MTPA) operations can be tracked automatically by selecting the proper virtual q-axis inductance. Finally, experimental results obtained from an IPMSM demonstrate the feasibility of the proposed seamless transition strategy.

Domestic Automotive Exterior Lamp-LEDs Demand and Forecasting using BASS Diffusion Model (BASS 확산 모형을 이용한 국내 자동차 외장 램프 LED 수요예측 분석)

  • Lee, Jae-Heun
    • Journal of Korean Society for Quality Management
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    • v.50 no.3
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    • pp.349-371
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    • 2022
  • Purpose: Compared to the rapid growth rate of the domestic automotive LED industry so far, the predictive analysis method for demand forecasting or market outlook was insufficient. Accordingly, product characteristics are analyzed through the life trend of LEDs for automotive exterior lamps and the relative strengths of p and q using the Bass model. Also, future demands are predicted. Methods: We used sales data of a leading company in domestic market of automotive LEDs. Considering the autocorrelation error term of this data, parameters m, p, and q were estimated through the modified estimation method of OLS and the NLS(Nonlinear Least Squares) method, and the optimal method was selected by comparing prediction error performance such as RMSE. Future annual demands and cumulative demands were predicted through the growth curve obtained from Bass-NLS model. In addition, various nonlinear growth curve models were applied to the data to compare the Bass-NLS model with potential market demand, and an optimal model was derived. Results: From the analysis, the parameter estimation results by Bass-NLS obtained m=1338.13, p=0.0026, q=0.3003. If the current trend continues, domestic automotive LED market is predicted to reach its maximum peak in 2021 and the maximum demand is $102.23M. Potential market demand was $1338.13M. In the nonlinear growth curve model analysis, the Gompertz model was selected as the optimal model, and the potential market size was $2864.018M. Conclusion: It is expected that the Bass-NLS method will be applied to LED sales data for automotive to find out the characteristics of the relative strength of q/p of products and to be used to predict current demand and future cumulative demand.

Compliance Control of a 3-Link Electro-Hydraulic Manipulator (3축 전기유압 매니퓰레이터의 컴플라이언스 제어)

  • 안경관;표성만
    • Journal of the Korean Society for Precision Engineering
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    • v.21 no.1
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    • pp.101-108
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    • 2004
  • An electro-hydraulic manipulator using hydraulic actuators has many nonlinear elements, and its parameter fluctuations are greater than those of an electrically driven manipulator. So it is relatively difficult to obtain stable control performance. In this report, we applied disturbance estimation and compensation type robust control to all axes in a 3-link electro-hydraulic manipulator. From the results of experiment, it was confirmed that the performance of trajectory tracking and attitude regulating is greatly improved by the disturbance observer, which model is the same for each axis. On the other hand, for the autonomous assembly tasks, it is said that compliance control is one of the most available methods. Therefore we proposed compliance control which is based on the position control by disturbance observer for our manipulator system. To realize more stable contact work, the states in the compliance loop are feedback, where not only displacement but also velocity and acceleration are considered. And we applied this compliance control to Peg-in-Hole insertion task and analyzed mechanical relation between peg and hole. Also we proposed new method of shifting the position of end-effector periodically for the purpose of smooth insertion. As a result of using this method, it is experimentally confirmed that Peg-in-Hole insertion task with a clearance of 0.05[mm]can be achieved.

Evaluation of Parameter Estimation Methods Using Uncertainty Analysis of Rainfall-Frequency Curves (강우-빈도 곡선의 불확실성 분석을 이용한 매개변수 추정법의 평가)

  • Han, Jeong-Woo;Kwon, Hyun-Han;Kim, Tae-Woong
    • Proceedings of the Korea Water Resources Association Conference
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    • 2009.05a
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    • pp.1272-1276
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    • 2009
  • 극치강우사상에 의한 설계 홍수량의 갑작스런 증 감은 홍수, 가뭄과 같은 기상학적 요인에 기인한 재난을 발생시킨다. 많은 연구자들은 보다 정확한 확률강우량의 예측과 유출량의 예측을 위해 많은 노력을 하고 있다. 본 연구에서는 강원도 강릉 강우관측소를 대상으로 강우-빈도곡선의 불확실성 분석을 수행하였다. 관측 자료의 수집에서 발생하는 불확실성을 최소화 하고자 ARMA 모형을 이용하여 합성강우자료를 구축하였으며, 발생된 합성강우량을 Bootstrap 방법을 이용하여 대규모의 자료집단으로 발생시킴으로서 신뢰구간에 사용할 자료집단을 발생시켰다. 본 연구에서는 극치강우사상에 적합한 것으로 알려진 Gumbel 분포와 일반극치 분포(GEV 분포) 모형을 선정하였으며 각 확률분포모형에 대한 매개변수 추정방법으로 최우도법, 확률가중모멘트법 그리고 베이지안 추론방법을 사용하여 각 매개변수의 최후 추정치를 산정하였다. 또한 원 자료를 이용하여 최우도법, 확률가중모멘트법 그리고 베이지안 추론방법을 통해 매개변수를 산정 후 강우-빈도 곡선을 추정하여 합성강우자료의 Bootstrap 방법에 의해 발생된 자료로부터 산정한 강우-빈도 곡선의 신뢰구간과 비교함으로서 불확실성이 낮은 확률강우량을 산정할 수 있는 매개변수 추정방법을 평가하고자하였다.

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Damage Detection in Time Domain on Structural Damage Size (구조물의 손상크기에 따른 시간영역에서의 손상검출)

  • Kwon Tae-Kyu;Yoo Gye-Hyoung;Lee Seong-Cheol
    • Journal of the Korean Society for Precision Engineering
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    • v.23 no.6 s.183
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    • pp.119-127
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    • 2006
  • A non-destructive time domain approach to examine structural damage using parameterized partial differential equations and Galerkin approximation techniques is presented. The time domain analysis for damage detection is independent of modal parameters and analytical models unlike frequency domain methods which generally rely on analytical models. The time history of the vibration response of the structure was used to identify the presence of damage. Damage in a structure causes changes in the physical coefficients of mass density, elastic modulus and damping coefficients. This is a part of our ongoing effort on the general problem of modeling and parameter estimation for internal damping mechanisms in a composite beam. Namely, in detecting damage through time-domain or frequency-domain data from smart sensors, the common damages are changed in modal properties such as natural frequencies, mode shapes, and mode shape curvature. This paper examines the use of beam-like structures with piezoceramic sensors and actuators to perform identification of those physical parameters, and detect the damage. Experimental results are presented from tests on cantilevered composite beams damaged at different locations and different dimensions. It is demonstrated that the method can sense the presence of damage and obtain the position of a damage.

Damage Identification Technique for Bridges Using Static and Dynamic Response (정적 및 동적 응답을 이용한 교량의 손상도 추정 기법)

  • Park Woo-Jin
    • Journal of the Korean Society of Safety
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    • v.20 no.2 s.70
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    • pp.119-126
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    • 2005
  • Load bearing structural members in a wide variety of applications accumulate damage over their service life. From a standpoint of both safety and performance, it is desirable to monitor the occurrence, location, and extent of such damage. Structures require complicated element models with a number of degrees of freedom in structural analysis. During experiment much effort and cost is needed for measuring structural parameters. The sparseness and errors of measured data have to be considered during the parameter estimation Of Structures. In this paper we introduces damage identification algorithm by a system identification(S.I) using static and dynamic response. To study the behaviour of the estimators in noisy environment Using Monte Carlo simulation and a data measured perturbation scheme is adopted to investigate the influence of measurement errors on identification results. The assessment result by static and dynamic response were compared, and the efficiency and applicabilities of the proposed algorithm are demonstrated through simulated static and dynamic responses of a truss bridge. The assessment results by each method were compared and we could observe that the 5.1 method is superior to the other conventional methods.

Estimation of High Resolution Gridded Temperature Using GIS and PRISM (GIS와 PRISM을 이용한 고해상도 격자형 기온자료 추정)

  • Hong, Ki-Ok;Suh, Myoung-Seok;Rha, Deuk-Kyun;Chang, Dong-Ho;Kim, Chansoo;Kim, Maeng-Ki
    • Atmosphere
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    • v.17 no.3
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    • pp.255-268
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    • 2007
  • This study generated and evaluated the high resolution (5 km) gridded data of monthly mean, maximum and minimum temperature from 2002 to 2005 over South Korea using a modified PRISM(Parameter-elevation Regressions on Independent Slopes Model: K-PRISM) developed by Daly et al. (2003). The performance of K-PRISM was evaluated by qualitative and quantitative ways using the observations and gridded data derived by inverse distance weighting (IDW) and hypsometric methods (HYPS). For the generation of high resolution gridded data, geographic informations over South Korea, such as the digital elevation, topographic facet and coastal proximity, are derived from the 1 km digital elevation data. The spatial patterns of temperature derived by K-PRISM were more closely linked to topography and coastal proximity than those by IDW. The K-PRISM performed much better than IDW for all months and temperatures, but it was equal to or slightly better than the HYPS. And the performances of K-PRISM were better in the minimum and mean temperature (winter) than the in maximum temperature (summer).

High Performance Speed and Current Control of SynRM Drive with ALM-FNN and FLC Controller (ALM-FNN 및 FLC 제어기에 의한 SynRM 드라이브의 고성능 속도와 전류제어)

  • Choi, Jung-Sik;Ko, Jae-Sub;Chung, Dong-Hwa
    • The Transactions of the Korean Institute of Electrical Engineers P
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    • v.58 no.3
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    • pp.249-256
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    • 2009
  • The widely used control theory based design of PI family controllers fails to perform satisfactorily under parameter variation, nonlinear or load disturbance. In high performance applications, it is useful to automatically extract the complex relation that represent the drive behaviour. The use of learning through example algorithms can be a powerful tool for automatic modelling variable speed drives. They can automatically extract a functional relationship representative of the drive behavior. These methods present some advantages over the classical ones since they do not rely on the precise knowledge of mathematical models and parameters. The paper proposes high performance speed and current control of synchronous reluctance motor(SynRM) drive using adaptive learning mechanism-fuzzy neural network (ALM-FNN) and fuzzy logic control (FLC) controller. The proposed controller is developed to ensure accurate speed and current control of SynRM drive under system disturbances and estimation of speed using artificial neural network(ANN) controller. Also, this paper proposes the analysis results to verify the effectiveness of the ALM-FNN, FLC and ANN controller.

Weighted Latin Hypercube Sampling to Estimate Clearance-to-stop for Probabilistic Design of Seismically Isolated Structures in Nuclear Power Plants

  • Han, Minsoo;Hong, Kee-Jeung;Cho, Sung-Gook
    • Journal of the Earthquake Engineering Society of Korea
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    • v.22 no.2
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    • pp.63-75
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    • 2018
  • This paper proposes extension of Latin Hypercube Sampling (LHS) to avoid the necessity of using intervals with the same probability area where intervals with different probability areas are used. This method is called Weighted Latin Hypercube Sampling (WLHS). This paper describes equations and detail procedure necessary to apply weight function to WLHS. WLHS is verified through numerical examples by comparing the estimated distribution parameters with those from other methods such as Random Sampling and Latin Hypercube Sampling. WLHS provides more flexible way on selecting samples than LHS. Accuracy of WLHS estimation on distribution parameters is depending on the selection of weight function. The proposed WLHS is applied to seismically isolated structures in nuclear power plants. In this application, clearance-to-stops (CSs) calculated using LHS proposed by Huang et al. [1] and WLHS proposed in this paper, respectively, are compared to investigate the effect of choosing different sampling techniques.