• Title/Summary/Keyword: 가중평균모형

Search Result 136, Processing Time 0.026 seconds

Selection of the economically optimal parameters in the EWMA control chart (지수가중이동평균관리도의 경제적 최적모수의 선정)

  • 박창순;원태연
    • The Korean Journal of Applied Statistics
    • /
    • v.9 no.1
    • /
    • pp.91-109
    • /
    • 1996
  • Exponentially weighted moving averae(EWMA) control chart has been used widely for process monitoring and process adjustment recently, but there has not been many studies about the selection of the parameters. Design of the control chart can be classified into the statistical design and the economic design. The purpose of the economic design is to minimize the cost function in which all the possible costs occurring during the process are probability given the Type I error probability. In this paper the optimal parameters of the EWMA chart are selected for the economic design as well as for the statistical design. The optimal parameters for the economic design show significantly different from those of the statistical design, and especially the weight is always larger than that used in the statistical design. In the economic design, we divide the model into the single assignable cause model and the multiple assignable causes model caacording to number of which is used as the average context of the multiple assignable causes, it shows that the selection of the parameters may be misleading when the multiple assignable causes exist in practice.

  • PDF

Prediction for spatial time series models with several weight matrices (여러 가지 가중행렬을 가진 공간 시계열 모형들의 예측)

  • Lee, Sung Duck;Ju, Su In;Lee, So Hyun
    • Journal of the Korean Data and Information Science Society
    • /
    • v.28 no.1
    • /
    • pp.11-20
    • /
    • 2017
  • In this paper, we introduced linear spatial time series (space-time autoregressive and moving average model) and nonlinear spatial time series (space-time bilinear model). Also we estimated the parameters by Kalman Filter method and made comparative studies of power of forecast in the final model. We proposed several weight matrices such as equal proportion allocation, reciprocal proportion between distances, and proportion of population sizes. For applications, we collected Mumps data at Korea Center for Disease Control and Prevention from January 2001 until August 2008. We compared three approaches of weight matrices using the Mumps data. Finally, we also decided the most effective model based on sum of square forecast error.

An Average-Weighted Angle of Arrival Parameter Estimation Technique for Wireless Positioning based on IEEE 802.15.3a (IEEE 802.15.3a 기반의 무선 위치인식을 위한 평균가중 신호 도착방향 매개변수 추정 기법)

  • Baang, Sung-Keun;Lee, Yong-Up
    • The Journal of Korean Institute of Communications and Information Sciences
    • /
    • v.35 no.5C
    • /
    • pp.472-478
    • /
    • 2010
  • In the environment of wireless communication system of IEEE 802.15.3a UWB standard, the angle of arrival(AOA) estimation technique for the indoor wireless positioning algorithms, based on the AOA parameter estimation which fits well for the wireless communication channel and shows high estimation accuracy, is proposed. After the UWB signal model, based on the IEEE 802.1.3a standard, is constructed, the average weighted MUSIC technique is proposed, which shows better estimation accuracy than those of conventional estimation technique. Through the simulation studies, the environment of the indoor wireless positioning system including the IEEE 802.15.3a channel is configured and we demonstrate better estimation results by the proposed AOA estimation technique than those from the conventional method.

임의중단모형에서 신뢰도의 비모수적 통합형 추정량

  • 이재만;차영준;장덕준
    • Communications for Statistical Applications and Methods
    • /
    • v.5 no.3
    • /
    • pp.685-694
    • /
    • 1998
  • 임상실험이나 신뢰성공학 분야에서 임의 중단자료를 이용한 비모수적 신뢰도 추정량으로 Kaplan-Meier 추정량과 Nelson형 추정량이 많이 사용되고 있다. 그러나 Nelson형 추정량은 평균제곱오차의 관점에서 Kaplan-Meier 추정량보다 추정능력이 우수한 반면 편의는 신뢰도가 감소함에 따라 양의 방향으로 점증하는 소표본 특성을 갖는다. Nelson형 추정량의 이러한 특성 때문에 신뢰도의 함수로 표현되는 잔여수명 분위수함수 등의 추정시에는 평균제곱오차의 관점에서 Kaplan-Meier 추정량보다 추정능력이 떨어짐을 볼 수 있다. 이러한 점을 고려하여 이 두 추정량을 가중평균으로 통합한 새로운 비모수적 신뢰도 추정량을 제안하고 추정량의 특성을 비교 분석하였다.

  • PDF

Weighted Hot-Deck Imputation in Farm and Fishery Household Economy Surveys (농어가경제조사에서 가중핫덱 무응답 대체법의 활용)

  • Kim Kyu-Seong;Lee Kee-Jae;Kim Jin
    • The Korean Journal of Applied Statistics
    • /
    • v.18 no.2
    • /
    • pp.311-328
    • /
    • 2005
  • This paper deals with a treatment of nonresponse in farm and fishery household economy surveys in Korea. Since the samples in two surveys were selected by stratified multi-stage sampling and weighted sample means has been used to estimate the population means, we choose a weighted hot-deck imputation method as an appropriate method for two surveys. We investigate the procedure of the weighted hot-deck as well as an adjusted jackknife method for variance estimation. Through an empirical study we found that the method worked very well in both mean and variance estimation in two surveys. In addition, we presented a procedure of forming imputation class and formed four imputation classes for each survey and then compared them with analysis. As a result, we presented two most efficient imputation classes for two surveys.

설계가중치를 이용한 유사 최량선형 비편향 예측

  • 신동윤;신민웅
    • Proceedings of the Korean Statistical Society Conference
    • /
    • 2004.11a
    • /
    • pp.161-164
    • /
    • 2004
  • You 와 Rao (2002)는 소지역 추정시 유사 최량선형 비편향 예측에서 설계 가중 값을 사용하는 방법을 발전시켰다. 특히 소지역 평균들을 추정하기 위하여 유사-최량선형 비편향 예측 추정량을 제안하였다. 우리는 소지역 추정에서 실용적으로 이용되는 몇 가지 추가적인 성질을 연구하였다.

  • PDF

Impact of Drag-Related Weighting Coefficients in Vegetated Open-Channel Flows (식생된 개수로에서 항력가중계수가 흐름에 미치는 영향 분석)

  • Kang, Hyeongsik;Choi, Sung-Uk
    • KSCE Journal of Civil and Environmental Engineering Research
    • /
    • v.26 no.5B
    • /
    • pp.529-537
    • /
    • 2006
  • This paper investigates the impacts of the drag-related weighting coefficients on mean velocity and turbulence structures. The transport equations for the Reynolds stress of vegetated open-channel flows are derived by using the temporal- and horizontal-averaging scheme. It is found that the total Reynolds stress of vegetated open channel flows consists of the Reynolds stress due to temporally fluctuating velocities and the Reynolds stress due to spatially fluctuating velocities. The drag-related weighting coefficient $C_{fk}$ for the total Reynolds stress component is found to be unit, while the coefficient for the Reynolds stress due to temporally fluctuating velocities can be negligible. This is the reason why very small weighting coefficients in previous studies yield very good agreements with measured data. In other words, the Reynolds stress due to spatially fluctuating velocities remains still unknown, especially due to the large number of measuring locations. Through a developed Reynolds stress model, vegetated open-channel flows are simulated and compared with measured data from the literature. Comparisons reveal that the computed mean flow and Reynolds stress structures are hardly affected by the drag-related weighting coefficients. However, the computed turbulence intensity profiles are significant different with the drag-related weighting coefficients. A budget analysis of the transport equations for the Reynolds stress component is carried to investigate why turbulence intensity is affected by the drag-related weighting coefficients.

A Spatial Interpolation Model for Daily Minimum Temperature over Mountainous Regions (산악지대의 일 최저기온 공간내삽모형)

  • Yun Jin-Il;Choi Jae-Yeon;Yoon Young-Kwan;Chung Uran
    • Korean Journal of Agricultural and Forest Meteorology
    • /
    • v.2 no.4
    • /
    • pp.175-182
    • /
    • 2000
  • Spatial interpolation of daily temperature forecasts and observations issued by public weather services is frequently required to make them applicable to agricultural activities and modeling tasks. In contrast to the long term averages like monthly normals, terrain effects are not considered in most spatial interpolations for short term temperatures. This may cause erroneous results in mountainous regions where the observation network hardly covers full features of the complicated terrain. We developed a spatial interpolation model for daily minimum temperature which combines inverse distance squared weighting and elevation difference correction. This model uses a time dependent function for 'mountain slope lapse rate', which can be derived from regression analyses of the station observations with respect to the geographical and topographical features of the surroundings including the station elevation. We applied this model to interpolation of daily minimum temperature over the mountainous Korean Peninsula using 63 standard weather station data. For the first step, a primitive temperature surface was interpolated by inverse distance squared weighting of the 63 point data. Next, a virtual elevation surface was reconstructed by spatially interpolating the 63 station elevation data and subtracted from the elevation surface of a digital elevation model with 1 km grid spacing to obtain the elevation difference at each grid cell. Final estimates of daily minimum temperature at all the grid cells were obtained by applying the calculated daily lapse rate to the elevation difference and adjusting the inverse distance weighted estimates. Independent, measured data sets from 267 automated weather station locations were used to calculate the estimation errors on 12 dates, randomly selected one for each month in 1999. Analysis of 3 terms of estimation errors (mean error, mean absolute error, and root mean squared error) indicates a substantial improvement over the inverse distance squared weighting.

  • PDF

Geographically Weighted Regression on the Characteristics of Land Use and Spatial Patterns of Floating Population in Seoul City (서울시 유동인구 분포의 공간 패턴과 토지이용 특성에 관한 지리가중 회귀분석)

  • Yun, Jeong Mi;Choi, Don Jeong
    • Journal of Korean Society for Geospatial Information Science
    • /
    • v.23 no.3
    • /
    • pp.77-84
    • /
    • 2015
  • The key objective of this research is to review the effectiveness of spatial regression to identify the influencing factors of spatial distribution patterns of floating population. To this end, global and local spatial autocorrelation test were performed using seoul floating population survey(2014) data. The result of Moran's I and Getis-Ord $Gi^*$ as used in the analysis derived spatial heterogeneity and spatial similarities of floating population patterns in a statistically significant range. Accordingly, Geographically Weighted Regression was applied to identify the relationship between land use attributes and population floating. Urbanization area, green tract of land of micro land cover data were aggregated in to $400m{\times}400m$ grid boundary of Seoul. Additionally public transportation variables such as intersection density transit accessibility, road density and pedestrian passage density were adopted as transit environmental factors. As a result, the GWR model derived more improved results than Ordinary Least Square(OLS) regression model. Furthermore, the spatial variation of applied local effect of independent variables for the floating population distributions.

Analysis of Weights Given to Observations in the Bayesian Reliability Prediction (베이지안 기법을 이용한 신뢰도 예측 시 관측치에 주어지는 가중치 분석에 관한 연구)

  • Yang, Hee Joong
    • Journal of Korean Society of Industrial and Systems Engineering
    • /
    • v.22 no.51
    • /
    • pp.53-61
    • /
    • 1999
  • 평균치에 적용되는 credibility formula를 분산에도 적용하여 응용 할 수 있는 extended credibility formula를 개발한다. 간단한 베이지안 신뢰도 예측모형을 구축하고 이 모형에 extended credibility formula를 적용한다. 감마 사전분포 - 포아송 우도의 경우와 베타 사전분포 - 이항분포 우도의 경우에 대해 extended credibility formula를 적용해 관측치에 주어진 가중치에 따라 사후 분산이 어떻게 변화하는지를 분석한다. 사후분산도 사후평균과 마찬가지로 사전값과 관측값의 가중평균으로 표시될 수 있다는 것을 증명한다. 가중치와 불확실성 감소율간의 관계도 연구된다. 이와 같은 가중치에 따른 사전 및 사후분포의 변화 양식에 대한 이해는 올바른 사전분포를 설정하는데 큰 도움이 될 수 있다.

  • PDF