• Title/Summary/Keyword: parameters estimation

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Parameter estimation of the Diffusion Model for Demand Side Management Monitoring System (DSM Monitoring을 위한 확산 모델의 계수 추정)

  • Choi, Cheong-Hun;Jeong, Hyun-Su;Kim, Jin-O
    • Proceedings of the KIEE Conference
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    • 1998.07c
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    • pp.1073-1075
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    • 1998
  • This paper presents the method of parameter estimation of diffusion model for monitoring Demand-Side Management Program. Bass diffusion model was applied in this paper, which has different values according to parameters ; coefficients of innovation, imitation and potential adopters. Though it is very important to estimate three parameter, there are no empirical results in practice. Thus, this paper presents the method of parameter estimation in case of few data with constraints to reduce the possibility of bad estimation. The constraints are empirical results or expert's decision. Case studies show the diffusion curves of high-efficient lighting and also forecasting of the peak value for power demand considering diffusion of high-efficient lighting, the feedback and least-square parameter estimation method used in this paper enable us to evaluate the status and forecasting of the effect of DSM program.

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A Study on the Parameter Estimation of the Cumulative Hazard Paper (누적 해저드지의 모수추정에 관한 연구 - 컴퓨터 프로그래밍 및 신뢰성공학에의 응용 -)

  • 엄태원
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.16 no.28
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    • pp.145-155
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    • 1993
  • This paper studies the estimation of hazard parameters, which have a close relation with product reliability characteristics in reliability test. Among the many kinds of estimation methods, hazard Probability Paper(HPP) is commonly used. The HPP is very convenient, but it has a great disadvantage in estimation W by plotting method It is very difficult to get the same results even if one use the same data several times. A computer program for the regression method is used for the parameter estimation to reduce these errors. Especially, the computer graphic program was written in GW-BASIC 3.22 language and a couple of running examples for user's reference appears in the appendix part.

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M-quantile kernel regression for small area estimation (소지역 추정을 위한 M-분위수 커널회귀)

  • Shim, Joo-Yong;Hwang, Chang-Ha
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.4
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    • pp.749-756
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    • 2012
  • An approach widely used for small area estimation is based on linear mixed models. However, when the functional form of the relationship between the response and the input variables is not linear, it may lead to biased estimators of the small area parameters. In this paper we propose M-quantile kernel regression for small area mean estimation allowing nonlinearities in the relationship between the response and the input variables. Numerical studies are presented that show the sample properties of the proposed estimation method.

Simulation study on the estimation of multinomial proportions

  • Kim, Dae-Hak
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.2
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    • pp.411-417
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    • 2012
  • In this paper, we consider the estimation of multinomial proportions. Multinomial distribution is the most important multivaritate distribution. Estimation of multinomial parameters for multinomial distribution is widely applicable to many practical research areas including genetics. We investigated the properties of several frequency substitution estimates and derived the maximum likelihood estimate of multinomial proportions of Hardy Weinberg proportions. Phenotype and genotype frequencies of allele are used to the estimation of multinomial proportions. These estimates are then analyzed via numerical data. Small sample Monte Carlo simulation is conducted to compare considered estimates of multinomial proportions.

A New Estimation Model for Wireless Sensor Networks Based on the Spatial-Temporal Correlation Analysis

  • Ren, Xiaojun;Sug, HyonTai;Lee, HoonJae
    • Journal of information and communication convergence engineering
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    • v.13 no.2
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    • pp.105-112
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    • 2015
  • The estimation of missing sensor values is an important problem in sensor network applications, but the existing approaches have some limitations, such as the limitations of application scope and estimation accuracy. Therefore, in this paper, we propose a new estimation model based on a spatial-temporal correlation analysis (STCAM). STCAM can make full use of spatial and temporal correlations and can recognize whether the sensor parameters have a spatial correlation or a temporal correlation, and whether the missing sensor data are continuous. According to the recognition results, STCAM can choose one of the most suitable algorithms from among linear interpolation algorithm of temporal correlation analysis (TCA-LI), multiple regression algorithm of temporal correlation analysis (TCA-MR), spatial correlation analysis (SCA), spatial-temporal correlation analysis (STCA) to estimate the missing sensor data. STCAM was evaluated over Intel lab dataset and a traffic dataset, and the simulation experiment results show that STCAM has good estimation accuracy.

Stator Resistance Estimation of Permanent Magnet Synchronous Motor by using Kalman Filter (칼만 필터를 이용한 영구자석 동기 전동기의 고정자 저항값 검출 방법)

  • Hwang, Sangjin;Lee, Dongmyung
    • The Transactions of the Korean Institute of Power Electronics
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    • v.24 no.2
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    • pp.92-98
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    • 2019
  • Accurate estimation of motor parameters is required in some motor control applications. For example, the value of stator resistance is required for stator flux-oriented control mostly used in doubly fed induction generator systems. Stator resistance is not a constant value and continuously changes due to the rise in temperature during motor operation. Estimation errors degrade the control performance. Hence, this study proposes a simple stator resistance estimation method. In this scheme, the differential components of voltage and current values are used to eliminate the dead-time effect, and Kalman filter algorithm is applied to reduce the error according to measurement noise. Simulation and experimental results obtained with a permanent magnet motor show the validity of the proposed algorithm.

Parameter Estimation of Intensity-Duration-Frequency Curve Using Genetic Algorithm (I): Comparison Study of Existing Estimation Method (유전자알고리즘을 이용한 강우강도식 매개변수 추정에 관한 연구(I): 기존 매개변수 추정방법과의 비교)

  • Kim, Tae-Son;Shin, Ju-Young;Kim, Soo-Young;Heo, Jun-Haeng
    • Journal of Korea Water Resources Association
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    • v.40 no.10
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    • pp.811-821
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    • 2007
  • The intensity-duration-frequency (IDF) curves by Talbot, Sherman and Japanese type formulas are widely used in South Korea since the parameters are easily estimated. However, these IDF curves' accuracies are relatively worse than those of the IDF curves developed by Lee et al. (1993) and Heo et al. (1999), and different parameters for the given return periods should be computed. In this study, parameter estimation method for the IDF curve by Heo et al. (1999) is suggested using genetic algorithm (GA). Quantiles computed by at-site frequency analysis using the rainfall data of 22 rainfall gauges operated by Korea Meteorological Administration are employed to estimate the parameters of IDF curves and minimizing root mean squared error (RMSE) and relative RMSE (RRMSE) of observed and computed quantiles are used as objective functions of GA. The comparison of parameter estimation methods between the empirical regression analysis and the suggested method show that the IDF curve in which the parameters are estimated by GA using RRMSE as an objective function is superior to the IDF curves using RMSE.

An optimal regularization for structural parameter estimation from modal response

  • Pothisiri, Thanyawat
    • Structural Engineering and Mechanics
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    • v.22 no.4
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    • pp.401-418
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    • 2006
  • Solutions to the problems of structural parameter estimation from modal response using leastsquares minimization of force or displacement residuals are generally sensitive to noise in the response measurements. The sensitivity of the parameter estimates is governed by the physical characteristics of the structure and certain features of the noisy measurements. It has been shown that the regularization method can be used to reduce effects of the measurement noise on the estimation error through adding a regularization function to the parameter estimation objective function. In this paper, we adopt the regularization function as the Euclidean norm of the difference between the values of the currently estimated parameters and the a priori parameter estimates. The effect of the regularization function on the outcome of parameter estimation is determined by a regularization factor. Based on a singular value decomposition of the sensitivity matrix of the structural response, it is shown that the optimal regularization factor is obtained by using the maximum singular value of the sensitivity matrix. This selection exhibits the condition where the effect of the a priori estimates on the solutions to the parameter estimation problem is minimal. The performance of the proposed algorithm is investigated in comparison with certain algorithms selected from the literature by using a numerical example.

Comparison of Reliability Estimation Methods for Ammunition Systems with Quantal-response Data (가부반응 데이터 특성을 가지는 탄약 체계의 신뢰도 추정방법 비교)

  • Ryu, Jang-Hee;Back, Seung-Jun;Son, Young-Kap
    • Journal of the Korea Institute of Military Science and Technology
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    • v.13 no.6
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    • pp.982-989
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    • 2010
  • This paper shows accuracy comparison results of reliability estimation methods for one-shot systems such as ammunitions. Quantal-response data, following a binomial distribution at each sampling time, characterizes lifetimes of one-shot systems. Various quantal-response data of different sample sizes are simulated using lifetime data randomly sampled from assumed weibull distributions with different shape parameters but the identical scale parameter in this paper. Then, reliability estimation methods in open literature are applied to the simulated quantal-response data to estimate true reliability over time. Rankings in estimation accuracy for different sample sizes are determined using t-test of SSE. Furthermore, MSE at each time, including both bias and variance of estimated reliability metrics for each method are analyzed to investigate how much both bias and variance contribute the SSE. From the MSE analysis, MSE provides reliability estimation trend for each method. Parametric estimation method provides more accurate reliability estimation results than the other methods for most of sample sizes.

Spatial Region Estimation for Autonomous CoT Clustering Using Hidden Markov Model

  • Jung, Joon-young;Min, Okgee
    • ETRI Journal
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    • v.40 no.1
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    • pp.122-132
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    • 2018
  • This paper proposes a hierarchical dual filtering (HDF) algorithm to estimate the spatial region between a Cloud of Things (CoT) gateway and an Internet of Things (IoT) device. The accuracy of the spatial region estimation is important for autonomous CoT clustering. We conduct spatial region estimation using a hidden Markov model (HMM) with a raw Bluetooth received signal strength indicator (RSSI). However, the accuracy of the region estimation using the validation data is only 53.8%. To increase the accuracy of the spatial region estimation, the HDF algorithm removes the high-frequency signals hierarchically, and alters the parameters according to whether the IoT device moves. The accuracy of spatial region estimation using a raw RSSI, Kalman filter, and HDF are compared to evaluate the effectiveness of the HDF algorithm. The success rate and root mean square error (RMSE) of all regions are 0.538, 0.622, and 0.75, and 0.997, 0.812, and 0.5 when raw RSSI, a Kalman filter, and HDF are used, respectively. The HDF algorithm attains the best results in terms of the success rate and RMSE of spatial region estimation using HMM.