• Title/Summary/Keyword: relative mean squared error

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A Vtub-Shaped Hazard Rate Function with Applications to System Safety

  • Pham, Hoang
    • International Journal of Reliability and Applications
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    • v.3 no.1
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    • pp.1-16
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    • 2002
  • In reliability engineering, the bathtub-shaped hazard rates play an important role in survival analysis and many other applications as well. For the bathtub-shaped, initially the hazard rate decreases from a relatively high value due to manufacturing defects or infant mortality to a relatively stable middle useful life value and then slowly increases with the onset of old age or wear out. In this paper, we present a new two-parameter lifetime distribution function, called the Loglog distribution, with Vtub-shaped hazard rate function. We illustrate the usefulness of the new Vtub-shaped hazard rate function by evaluating the reliability of several helicopter parts based on the data obtained in the maintenance malfunction information reporting system database collected from October 1995 to September 1999. We develop the S-Plus add-in software tool, called Reliability and Safety Assessment (RSA), to calculate reliability measures include mean time to failure, mean residual function, and confidence Intervals of the two helicopter critical parts. We use the mean squared error to compare relative goodness of fit test of the distribution models include normal, lognormal, and Weibull within the two data sets. This research indicates that the result of the new Vtub-shaped hazard rate function is worth the extra function-complexity for a better relative fit. More application in broader validation of this conclusion is needed using other data sets for reliability modeling in a general industrial setting.

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Pooling shrinkage estimator of reliability for exponential failure model using the sampling plan (n, C, T)

  • Al-Hemyari, Z.A.;Jehel, A.K.
    • International Journal of Reliability and Applications
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    • v.12 no.1
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    • pp.61-77
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    • 2011
  • One of the most important problems in the estimation of the parameter of the failure model, is the cost of experimental sampling units, which can be reduced by using any prior information available about ${\theta}$, and devising a two-stage pooling shrunken estimation procedure. We have proposed an estimator of the reliability function (R(t)) of the exponential model using two-stage time censored data when a prior value about the unknown parameter (${\theta}$) is available from the past. To compare the performance of the proposed estimator with the classical estimator, computer intensive calculations for bias, mean squared error, relative efficiency, expected sample size and percentage of the overall sample size saved expressions, were done for varying the constants involved in the proposed estimator (${\tilde{R}}$(t)).

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A comparison of neural networks to ols regression in process/quality control applications

  • Nam, Kyungdoo;Sanford, Clive C.;Jayakumar, Maliyakal D.
    • Korean Management Science Review
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    • v.11 no.2
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    • pp.133-146
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    • 1994
  • This study compares the performance of neural networks and ordinary least squares regression with quality-control processes. We examine the applicability of neural networks because they do not require any assumptions regarding either the functional from of the underlying process or the distribution of errors. The coefficient of determination($R^2$), mean absolute deviation(MAD), and the mean squared error(MSE) metrics indicate that neural networks are a viable and can be a superior technique. We also demonstrate that an assessment of the magnitude of the neural notwork input layer cumulative weights can be used to determine the relative importance of predictor variables.

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On simple estimation technique for the reliability of exponential lifetime model

  • Al-Hemyari, Z.A.;Al-Saidy, Obaid M.;Al-Ali, A.R.
    • International Journal of Reliability and Applications
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    • v.14 no.2
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    • pp.79-96
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    • 2013
  • Exponential distribution plays a key role in engineering reliability and its applications. The exponential failure model has been studied for years. This article introduces two new preliminary test estimators for the reliability function (R(t)) in complete and censored samples from the exponential model with the use of a prior estimation (${\theta}_0$) of the mean (${\theta}$). The proposed preliminary test estimators are studied and compared numerically with the existing estimators. Computer-intensive calculations for bias and relative efficiency show that for, different values of levels of significance and for varying constants involved in the proposed estimators, the proposed estimators are far better than classical and existing estimators.

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Predicting blast-induced ground vibrations at limestone quarry from artificial neural network optimized by randomized and grid search cross-validation, and comparative analyses with blast vibration predictor models

  • Salman Ihsan;Shahab Saqib;Hafiz Muhammad Awais Rashid;Fawad S. Niazi;Mohsin Usman Qureshi
    • Geomechanics and Engineering
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    • v.35 no.2
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    • pp.121-133
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    • 2023
  • The demand for cement and limestone crushed materials has increased many folds due to the tremendous increase in construction activities in Pakistan during the past few decades. The number of cement production industries has increased correspondingly, and so the rock-blasting operations at the limestone quarry sites. However, the safety procedures warranted at these sites for the blast-induced ground vibrations (BIGV) have not been adequately developed and/or implemented. Proper prediction and monitoring of BIGV are necessary to ensure the safety of structures in the vicinity of these quarry sites. In this paper, an attempt has been made to predict BIGV using artificial neural network (ANN) at three selected limestone quarries of Pakistan. The ANN has been developed in Python using Keras with sequential model and dense layers. The hyper parameters and neurons in each of the activation layers has been optimized using randomized and grid search method. The input parameters for the model include distance, a maximum charge per delay (MCPD), depth of hole, burden, spacing, and number of blast holes, whereas, peak particle velocity (PPV) is taken as the only output parameter. A total of 110 blast vibrations datasets were recorded from three different limestone quarries. The dataset has been divided into 85% for neural network training, and 15% for testing of the network. A five-layer ANN is trained with Rectified Linear Unit (ReLU) activation function, Adam optimization algorithm with a learning rate of 0.001, and batch size of 32 with the topology of 6-32-32-256-1. The blast datasets were utilized to compare the performance of ANN, multivariate regression analysis (MVRA), and empirical predictors. The performance was evaluated using the coefficient of determination (R2), mean absolute error (MAE), mean squared error (MSE), mean absolute percentage error (MAPE), and root mean squared error (RMSE)for predicted and measured PPV. To determine the relative influence of each parameter on the PPV, sensitivity analyses were performed for all input parameters. The analyses reveal that ANN performs superior than MVRA and other empirical predictors, andthat83% PPV is affected by distance and MCPD while hole depth, number of blast holes, burden and spacing contribute for the remaining 17%. This research provides valuable insights into improving safety measures and ensuring the structural integrity of buildings near limestone quarry sites.

Convergence Behavior of the Least Mean Fourth Algorithm for a Multiple Sinusoidal Input (복수 정현파 입력신호에 대한 최소평균사승 알고리듬의 수렴 특성에 관한 연구)

  • Lee, Kang-Seung;Lee, Jae-Chon;Youn, Dae-Hee
    • The Journal of the Acoustical Society of Korea
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    • v.14 no.1
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    • pp.22-30
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    • 1995
  • In this Paper we study the convergence behavior of the least mean fourth (LMF) algorithm where the error raised to the power of four is minimized for a multiple sinusoidal input and Gaussian measurement noise. Here we newly obtain the convergence equation for the sum of the mean of the squared weight errors, which indicates that the transient behavior can differ depending on the relative sizes of the Gaussian noise and the convergence constant. It should be noted that no similar results can be expected from the previous analysis by Walach and Widrow.

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Evaluating the prediction models of leaf wetness duration for citrus orchards in Jeju, South Korea (제주 감귤 과수원에서의 이슬지속시간 예측 모델 평가)

  • Park, Jun Sang;Seo, Yun Am;Kim, Kyu Rang;Ha, Jong-Chul
    • Korean Journal of Agricultural and Forest Meteorology
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    • v.20 no.3
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    • pp.262-276
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    • 2018
  • Models to predict Leaf Wetness Duration (LWD) were evaluated using the observed meteorological and dew data at the 11 citrus orchards in Jeju, South Korea from 2016 to 2017. The sensitivity and the prediction accuracy were evaluated with four models (i.e., Number of Hours of Relative Humidity (NHRH), Classification And Regression Tree/Stepwise Linear Discriminant (CART/SLD), Penman-Monteith (PM), Deep-learning Neural Network (DNN)). The sensitivity of models was evaluated with rainfall and seasonal changes. When the data in rainy days were excluded from the whole data set, the LWD models had smaller average error (Root Mean Square Error (RMSE) about 1.5hours). The seasonal error of the DNN model had the similar magnitude (RMSE about 3 hours) among all seasons excluding winter. The other models had the greatest error in summer (RMSE about 9.6 hours) and the lowest error in winter (RMSE about 3.3 hours). These models were also evaluated by the statistical error analysis method and the regression analysis method of mean squared deviation. The DNN model had the best performance by statistical error whereas the CART/SLD model had the worst prediction accuracy. The Mean Square Deviation (MSD) is a method of analyzing the linearity of a model with three components: squared bias (SB), nonunity slope (NU), and lack of correlation (LC). Better model performance was determined by lower SB and LC and higher NU. The results of MSD analysis indicated that the DNN model would provide the best performance and followed by the PM, the NHRH and the CART/SLD in order. This result suggested that the machine learning model would be useful to improve the accuracy of agricultural information using meteorological data.

Bayesian Inference for Multinomial Group Testing

  • Heo, Tae-Young;Kim, Jong-Min
    • Communications for Statistical Applications and Methods
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    • v.14 no.1
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    • pp.81-92
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    • 2007
  • This paper consider trinomial group testing concerned with classification of N given units into one of k disjoint categories. In this paper, we propose Bayesian inference for estimating individual category proportions using the trinomial group testing model proposed by Bar-Lev et al. (2005). We compared a relative efficience (RE) based on the mean squared error (MSE) of MLE and Bayes estimators with various prior information. The impact of different prior specifications on the estimates is also investigated using selected prior distribution. The impact of different priors on the Bayes estimates is modest when the sample size and group size we large.

An Effective x-dB Bandwidth Measurement Method of FM Signals using moving Average (동적 평균을 이용한 FM 신호의 효율적인 x-dB 대역폭 측정방법)

  • 김영수;유익한;조병모
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.11 no.7
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    • pp.1233-1239
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    • 2000
  • In this paper, a new approach is proposed for effectively estimating the occupied bandwidth of frequency modulation (FM) signals. The proposed method makes use of the smoothing niter for removing the perturbation of spectrum envelope, which frequently occurs in FM signals having the instantaneous frequency. An effective procedure is derived for finding the relatively accurate bandwidth of FM signals combined with x-dB bandwidth measurement method, which International Telecommunication Union-Radiocommunication (ITU-R) recommended. It was shown that the proposed approach provides superior performance relative to the one obtained with the x-dB bandwidth measurement method in terms of sample bias and mean squared error of bandwidth estimates.

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A Dual Problem of Calibration of Design Weights Based on Multi-Auxiliary Variables

  • Al-Jararha, J.
    • Communications for Statistical Applications and Methods
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    • v.22 no.2
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    • pp.137-146
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    • 2015
  • Singh (2013) considered the dual problem to the calibration of design weights to obtain a new generalized linear regression estimator (GREG) for the finite population total. In this work, we have made an attempt to suggest a way to use the dual calibration of the design weights in case of multi-auxiliary variables; in other words, we have made an attempt to give an answer to the concern in Remark 2 of Singh (2013) work. The same idea is also used to generalize the GREG estimator proposed by Deville and S$\ddot{a}$rndal (1992). It is not an easy task to find the optimum values of the parameters appear in our approach; therefore, few suggestions are mentioned to select values for such parameters based on a random sample. Based on real data set and under simple random sampling without replacement design, our approach is compared with other approaches mentioned in this paper and for different sample sizes. Simulation results show that all estimators have negligible relative bias, and the multivariate case of Singh (2013) estimator is more efficient than other estimators.