• Title/Summary/Keyword: parameters estimation

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Log-density estimation based on a Fourier expansion (푸리에 전개에 기초한 로그밀도추정)

  • 구자용;이기원;박현숙
    • The Korean Journal of Applied Statistics
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    • v.10 no.1
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    • pp.137-149
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    • 1997
  • In this paper we propose a logdensity estimation based on a Fourier expansion. The basis functions consisting of trigonometric functions are determinded by stepwise addition and deletion and the Bayes Information Criterion, where the maximum likelihood method is used to estimate the parameters. Numericla examples using real data and simulated data are provided to show the performance of proposed method.

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A COMPARATIVE EVALUATION OF THE ESTIMATORS OF THE 2-PARAMETER GENERALIZED PARETO DISTRIBUTION

  • Singh, V.P.;Ahmad, M.;Sherif, M.M.
    • Water Engineering Research
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    • v.4 no.3
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    • pp.155-173
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    • 2003
  • Parameters and quantiles of the 2-parameter generalized Pareto distribution were estimated using the methods of regular moments, modified moments, probability weighted moments, linear moments, maximum likelihood, and entropy for Monte Carlo-generated samples. The performance of these seven estimators was statistically compared, with the objective of identifying the most robust estimator. It was found that in general the methods of probability-weighted moments and L-moments performed better than the methods of maximum likelihood estimation, moments and entropy, especially for smaller values of the coefficient of variation and probability of exceedance.

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Adaptive Control of a Nonholonomic Mobile Robot with Parametric Uncertainty (불확실한 파라미터를 갖는 비홀로노믹 이동로봇의 적응제어)

  • Baik, Jong-Ik;Yun, Tae-Ung
    • Proceedings of the KIEE Conference
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    • 2003.11b
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    • pp.15-18
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    • 2003
  • This paper presents an adaptive control scheme for parking or regulating a nonholonomic mobile robot of an unicycle type with parameter uncertainty. The kinematics can be described with Brockett's nonholonomic integrator. The control law is designed in cylindrical coordinates together with the estimation law for the uncertain parameters such that the controlled signals converge to zero while guaranteeing the boundedness of the estimation errors. The effectiveness of the proposed scheme is demonstrated using simulations.

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Flicker Measurement based on SVR for Fixed-Speed Wind Generator Systems

  • Van, Tan Luong;Lee, Dong-Choon
    • Proceedings of the KIPE Conference
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    • 2009.11a
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    • pp.117-119
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    • 2009
  • This paper presents a simulation model based on support vector regression (SVR) for flicker emission estimation from wind turbines. Training patterns are developed by varying the wind speed and network parameters that might affect the expected flicker levels. A comparison is done to the fixed speed wind turbine (WT), which leads to a conclusion that the factors mentioned above have different influences on flicker emission. The simulation results have shown that the flicker estimation is performed accurately.

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Nonparametric Bayesian Estimation for the Exponential Lifetime Data under the Type II Censoring

  • Lee, Woo-Dong;Kim, Dal-Ho;Kang, Sang-Gil
    • Communications for Statistical Applications and Methods
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    • v.8 no.2
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    • pp.417-426
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    • 2001
  • This paper addresses the nonparametric Bayesian estimation for the exponential populations under type II censoring. The Dirichlet process prior is used to provide nonparametric Bayesian estimates of parameters of exponential populations. In the past, there have been computational difficulties with nonparametric Bayesian problems. This paper solves these difficulties by a Gibbs sampler algorithm. This procedure is applied to a real example and is compared with a classical estimator.

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Efficiency of Aggregate Data in Non-linear Regression

  • Huh, Jib
    • Communications for Statistical Applications and Methods
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    • v.8 no.2
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    • pp.327-336
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    • 2001
  • This work concerns estimating a regression function, which is not linear, using aggregate data. In much of the empirical research, data are aggregated for various reasons before statistical analysis. In a traditional parametric approach, a linear estimation of the non-linear function with aggregate data can result in unstable estimators of the parameters. More serious consequence is the bias in the estimation of the non-linear function. The approach we employ is the kernel regression smoothing. We describe the conditions when the aggregate data can be used to estimate the regression function efficiently. Numerical examples will illustrate our findings.

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Theoretical Basis of PERT Formula and a New Estimation Method (PERT 공식의 이론적 근거와 새로운 추정방법)

  • Kim, Se-Hun;Won, Y.K.;Chae, Kyung-C.
    • Journal of Korean Institute of Industrial Engineers
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    • v.15 no.2
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    • pp.103-108
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    • 1989
  • PERT formulae for the mean and variance of activity time are near exact only over a short interval of the concentration parameter which is defined as the sum of the two shape parameters of the beta distribution. Aiming a better estimation of the mean and variance of activity time, we propose a method of subjectively estimating this concentration parameter via estimating the probability of completing the activity within a specified time interval.

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The Generalized Logistic Models with Transformations

  • Yeo, In-Kwon;Richard a. Johnson
    • Journal of the Korean Statistical Society
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    • v.27 no.4
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    • pp.495-506
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    • 1998
  • The proposed class of generalized logistic models, indexed by an extra parameter, can be used to model or to examine symmetric or asymmetric discrepancies from the logistic model. When there are a finite number of different design points, we are mainly concerned with maximum likelihood estimation of parameters and in deriving their large sample behavior A score test and a bootstrap hypothesis test are also considered to check if the standard logistic model is appropriate to fit the data or if a generalization is needed .

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Spectral analysis of random process

  • Akizuki, Kageo
    • 제어로봇시스템학회:학술대회논문집
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    • 1994.10a
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    • pp.13-20
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    • 1994
  • The spectrum estimation methods of random processes are expressed in this paper. Beginning with the basic theory, non-parametric and parametric methods are overviewed. As to non-parametric method, numerical calculation method is also discussed. As to parametric method, AR model is a very famous and effective model representing random process. Estimation methods of AR parameters which have been proposed are mentioned here. Wavelet analysis is a recently interested technique in signal processing. An application of wavelet analysis is also shown.

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A Study on the Recursive Parameter Estimation Density Function Algorithm of the Probability (확률밀도합수의 축차모수추정방식에 관한 연구)

  • 한영렬;박진수
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.9 no.4
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    • pp.163-169
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    • 1984
  • We propose a new parameter estimation algorithm that converges with probability one and in mean square, if the mean is the function of parameter of the probability density function. This recursive algorithm is applicable also even though the parameters we estimate are multiparameter case. And the results are shown by the computer simulation.

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