• Communications for Statistical Applications and Methods
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• 제14권1호
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• pp.255-266
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• 2007

A Bayesian estimation of the four-parameter gamma distribution is considered under the noninformative prior. The Bayesian estimators are obtained by the Gibbs sampling. The generation of the shape/power parameter and the power parameter in the Gibbs sampler is implemented using the adaptive rejection sampling algorithm of Gilks and Wild (1992). Also, the location parameter is generated using the adaptive rejection Metropolis sampling algorithm of Gilks, Best and Tan (1995). Finally, the simulation result is presented.

• 전자공학회논문지S
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• 제34S권6호
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• pp.58-66
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• 1997

This paper proposes a multiresolution surface parameter estimation method for range images. Based on robust estimation of surface parameters, it approximates a patch to a planar surface in the locally adaptive window. Selection of resolution is made pixelwise by comparing a locally computed homogeneity measure with th eglobal threshold determined by te distribution of the approximation error. The proposed multiresolution surface parameter estimation method is applied to range image reconstruction. Computer simulation results with noisy rnag eimages contaminated by additive gaussian noise and impulse noise show that the proposed multiresolution reconstruction method well preserves step and roof edges compared with the conventional methods. Also the segmentation method based on the estimated surface parameters is shown to be robust to noise.

• Journal of Power Electronics
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• 제16권6호
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• pp.2150-2161
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• 2016

Mechanical and electrical parameter uncertainties cause dynamic and static estimation errors of the rotor speed and position, resulting in performance deterioration of sensorless control systems. This paper applies an extended nonlinear observer to interior permanent magnet synchronous motors (IPMSM) for the simultaneous estimation of the rotor speed and position. Two compensation methods are proposed to improve the observer performance against parameter uncertainties: an on-line rotational inertia adjustment approach that employs the gradient descent algorithm to suppress dynamic estimation errors, and an equivalent flux error compensation approach to eliminate static estimation errors caused by inaccurate electrical parameters. The effectiveness of the proposed control strategy is demonstrated by experimental tests.

• Journal of the Korean Data and Information Science Society
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• 제21권5호
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• pp.927-934
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• 2010

본 논문은 점진 제1종 구간 중도절단표본과 점진 제2종 중도절단표본에서 모수를 추정하는 방법을 소개하고, 점진 제2종 중도절단표본에서 모수를 추정하는 방법을 활용하고자 점진 제1종 구간 중도절단표본에서 얻은 자료를 변환하여 모수를 추정하는 새로운 방법을 제안하였다. 척도모수가 미지인 지수 분포를 따르는 점진 제1종 구간 중도절단표본을 이용하여 점진 제2종 중도절단표본의 최대우도추정량을 사용하여 모수를 추정하였고, 모의실험을 통하여 두 방법에서 구한 추정량을 비교한 결과 본 논문에서 새로 제시한 방법을 이용하여 구한 모수의 추정량이 평균제곱오차 측면에서 더 우수한 추정량임이 나타났다.

• 한국물환경학회지
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• 제36권4호
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• pp.300-313
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• 2020

The Bayesian approach can be used to estimate hydrologic model parameters from the prior expert knowledge about the parameter values and the observed data. The purpose of this study was to compare the performance of the two Bayesian methods, the Metropolis-Hastings (MH) algorithm and the Generalized Likelihood Uncertainty Estimation (GLUE) method. These two methods were applied to the TANK model, a hydrological model comprising 13 parameters, to examine the uncertainty of the parameters of the model. The TANK model comprises a combination of multiple reservoir-type virtual vessels with orifice-type outlets and implements a common major hydrological process using the runoff calculations that convert the rainfall to the flow. As a result of the application to the Nam River A watershed, the two Bayesian methods yielded similar flow simulation results even though the parameter estimates obtained by the two methods were of somewhat different values. Both methods ensure the model's prediction accuracy even when the observed flow data available for parameter estimation is limited. However, the prediction accuracy of the model using the MH algorithm yielded slightly better results than that of the GLUE method. The flow duration curve calculated using the limited observed flow data showed that the marginal reliability is secured from the perspective of practical application.

• 제어로봇시스템학회논문지
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• 제14권11호
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• pp.1174-1179
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• 2008

Many modeling and calibration methods have been developed to analyze and design the biological wastewater treatment process. For the systematic use of activated sludge model (ASM) in a real treatment process, a most important step in this usage is a calibration which can find a key parameter set of ASM, which depends on the microorganism communities and the process conditions of the plants. In this paper, a standardized calibration protocol of the ASM model is developed. First, a weighted effluent quality index(WEQI) is suggested far a calibration protocol. Second, the most sensitive parameter set is determined by a sensitive analysis based on WEQI and then a parameter optimization method are used for a systematic calibration of key parameters. The proposed method is applied to a calibration problems of the single carbon removal process. The results of the sensitivity analysis and parameter estimation based on a WEQI shows a quite reasonable parameter set and precisely estimated parameters, which can improve the quality and the efficiency of the modeling and the prediction of ASM model. Moreover, it can be used for a calibration scheme of other biological processes, such as sequence batch reactor, anaerobic digestion process with a dedicated methodology.

• 응용통계연구
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• 제5권2호
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• pp.255-268
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• 1992

본 논문에서는 이상점이 포함된 시계열 자료의 모수추정법으로 반복보간추정법을 제안하였 다. 제안된 방법은 이상점이 더 이상 탐지되지 않을 때까지 모수추정의 단계와 이상점의 탐 지 단계를 반복하는 접근 방법이다. 이상점의 탐지를 위해서는 비정상적인 자료를 보가추정 법으로 대치하는 보간 검진기법을 적용하였다. 또한 추정과정에서 비정상적인 자료의 비중 을 적게하는 대신에 비정상적인 자료를 시계열모형의 구조를 이용한 1-시점후의 예측값으 로 대치하는 수정된 GM-추정법을 제안하였다. 모의실험에 의해 제안된 추정법들과 기존의 로버스트추정법들의 성질을 비교하였다. 모의실험의 결과 반복보간추정법이 다른 추정법보 다 우월한 성질을 가짐을 알 수 있었으며, 특히 AO가 하나만 있는 경우와 모수의 절대값이 큰 경우에 가장 우수함을 확인 할 수 있었다.

• Communications for Statistical Applications and Methods
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• 제22권3호
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• pp.295-304
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• 2015

This paper considers the problem of estimation of the Hurst parameter H ${\in}$ (1/2, 1) from longitudinal data with the error term of a fractional Brownian motion with Hurst parameter H that gives the amount of the long memory of its increment. We provide a new estimator of Hurst parameter H using a two scale sampling method based on $A{\ddot{i}}t$-Sahalia and Jacod (2009). Asymptotic behaviors (consistent and central limit theorem) of the proposed estimator will be investigated. For the proof of a central limit theorem, we use recent results on necessary and sufficient conditions for multi-dimensional vectors of multiple stochastic integrals to converges in distribution to multivariate normal distribution studied by Nourdin et al. (2010), Nualart and Ortiz-Latorre (2008), and Peccati and Tudor (2005).

• 한국수자원학회논문집
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• 제42권11호
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• pp.1017-1028
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• 2009

SRPM (Neyman-Scott Rectangular Pulse Model)은 수문학분야에서 널리 쓰이고 있는 강수생성모형이다. NSRPM을 구축하기 위해서는 총 5개의 매개변수를 추정하여야 한다. 일반적으로 사용되는 모멘트를 이용하여 매개변수를 추정할 경우, 사용되는 목적함수의 증가에 따라 추정되는 매개변수의 결과가 평탄해지고 목적함수를 추가하거나 조정하기 위해서는 복잡한 수식을 다시 계산해야 하며 추정된 매개변수가 무작위변수 생성 모형에 따라 상이한 결과를 나타내는 단점이 있다. 본 연구에서는 직접적인 매개변수 추정방법을 제시하여 모멘트를 이용한 매개변수 추정의 단점을 극복하고자 하였다. 직접적인 추정방법을 적용하기 위하여 NSRPM의 강수 생성 개수에 따른 통계치 변화를 모의하여 직접적인 추정을 위한 모형을 구축하였다. 기상청 청주 지상관측소의 관측 강수 자료를 사용하여 모멘트를 이용하여 추정된 매개변수와 직접적인 방법을 이용하여 매개변수를 추정하였다. 총 4 개의 무작위변수 알고리즘을 적용하여 강수를 생성하였고, 관측 강수 시계열을 이용하여 정확도를 비교하였다. 비교 결과 직접적인 추정방법이 모멘트를 이용한 매개변수 추정방법보다 안정적이고 높은 정확도를 보이는 매개변수를 추정하는 것으로 나타났다.

• Communications for Statistical Applications and Methods
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• 제14권3호
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• pp.561-576
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• 2007

Five plotting positions are applied to the computation of probability weighted moments (PWM) on the parameters of the generalized logistic distribution. Over a range of parameter values with some finite sample sizes, the effects of five plotting positions are investigated via Monte Carlo simulation studies. Our simulation results indicate that the Landwehr plotting position frequently tends to document smaller biases than others in the location and scale parameter estimations. On the other hand, the Weibull plotting position often tends to cause larger biases than others. The plotting position (i - 0.35)/n seems to report smaller root mean square errors (RMSE) than other plotting positions in the negative shape parameter estimation under small samples. In comparison to the maximum likelihood (ML) method under the small sample, the PWM do not seem to be better than the ML estimators in the location and scale parameter estimations documenting larger RMSE. However, the PWM outperform the ML estimators in the shape parameter estimation when its magnitude is near zero. Sensitivity of right tail quantile estimation regarding five plotting positions is also examined, but superiority or inferiority of any plotting position is not observed.