• Title/Summary/Keyword: parameters estimation

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Average Mean Square Error of Prediction for a Multiple Functional Relationship Model

  • Yum, Bong-Jin
    • Journal of the Korean Statistical Society
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    • v.13 no.2
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    • pp.107-113
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    • 1984
  • In a linear regression model the idependent variables are frequently subject to measurement errors. For this case, the problem of estimating unknown parameters has been extensively discussed in the literature while very few has been concerned with the effect of measurement errors on prediction. This paper investigates the behavior of the predicted values of the dependent variable in terms of the average mean square error of prediction (AMSEP). AMSEP may be used as a criterion for selecting an appropriate estimation method, for designing an estimation experiment, and for developing cost-effective future sampling schemes.

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Efficient Sequential Estimation in a Compound Poisson Process

  • Bai, Do-Sun;Kim, Myung-Soo;Jang, Joong-Soon
    • Journal of the Korean Statistical Society
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    • v.15 no.2
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    • pp.87-96
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    • 1986
  • Sequential estimation of parameters in a compound Poisson process whose jump sizes are one-parameter exponential class random variables is discussed. Cramer-Rao type information inequality is used as an efficiency cirterion. Unbiased estimators for certain parametric functions whose variance attain the lower bound are all characterized with the corresponding sampling plans.

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A Study on Feed Back System for the Geotechnical Parameter Estimation in Underground Construction (지하구조물 건설시 역해석에 의한 지반특성치 산정)

  • 이인모;김동현
    • Proceedings of the Korean Geotechical Society Conference
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    • 1994.09a
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    • pp.191-198
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    • 1994
  • This paper deals with a feedback system for the estimation of geotechnical parameters in underground construction works. The Ordinary Least Square (OLS) Optimization Method is utilized and combined with Finite Element Program so that optimum values of ground properties can be estimated. The preperties that can be estimated are Young's and Brown's failure criteria is proposed.

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Estimation for Exponential Distribution Under Multiple Type-II Censoring

  • Kang, Suk-Bok;Ryu, Se-Gi
    • 한국데이터정보과학회:학술대회논문집
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    • 2003.10a
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    • pp.13-18
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    • 2003
  • When the available sample is multiply type-II censored, the maximum likelihood estimators of the location and scale parameters of two- parameter exponential distribution do not exist explicitly. In this case, we propose several approximate maximum likelihood estimators by approximating the likelihood equations appropriately. We present an example to illustrate these estimation methods.

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Geometric Analysis of Convergence of FXLMS Algorithm (FXLMS 알고리즘 수렴성의 기하학적 해석)

  • Kang Min Sig
    • The Transactions of the Korean Institute of Electrical Engineers D
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    • v.54 no.1
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    • pp.40-47
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    • 2005
  • This paper concerns on Filtered-x least mean square (FXLMS) algorithm for adaptive estimation of feedforward control parameters. The conditions for convergence in ensemble mean of the FXLMS algorithm are derived and the directional convergence properties are discussed from a new geometric vector analysis. The convergence and its directionality are verified along with some computer simulations.

Prediction Intervals for LS-SVM Regression using the Bootstrap

  • Shim, Joo-Yong;Hwang, Chang-Ha
    • Journal of the Korean Data and Information Science Society
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    • v.14 no.2
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    • pp.337-343
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    • 2003
  • In this paper we present the prediction interval estimation method using bootstrap method for least squares support vector machine(LS-SVM) regression, which allows us to perform even nonlinear regression by constructing a linear regression function in a high dimensional feature space. The bootstrap method is applied to generate the bootstrap sample for estimation of the covariance of the regression parameters consisting of the optimal bias and Lagrange multipliers. Experimental results are then presented which indicate the performance of this algorithm.

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Estimation for the double Rayleigh distribution based on progressive Type-II censored samples

  • Kang, Suk-Bok;Jung, Won-Tae
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.6
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    • pp.1199-1206
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    • 2009
  • This paper deals with the estimation based on progressive Type-II censored samples from the double Rayleigh distribution. We derive some estimators of the location and scale parameters of the double Rayleigh distribution based on progressive Type-II censored samples. We compare the proposed estimators in the sense of the mean squared error for various censored samples.

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NUMERICAL STUDY FOR THE PARAMETER ESTIMATION OF THE MOISTURE TRANSFER COEFFICIENT : 2D CASE

  • Lee, Yong-Hun;Park, Yeon-Hee
    • Journal of applied mathematics & informatics
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    • v.29 no.5_6
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    • pp.1257-1268
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    • 2011
  • The thermal behavior of wood exposed to the outdoors is influenced by solar absorptivity and longwave emissivity. However, it is difficult to measure that properties directly. Hence we estimate the values of the parameter by using the least-square optimization technique. Finally we report the results for the computation of the values of the parameters.