• Title/Summary/Keyword: 예측오차제곱합

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Comparison between Kriging and GWR for the Spatial Data (공간자료에 대한 지리적 가중회귀 모형과 크리깅의 비교)

  • Kim Sun-Woo;Jeong Ae-Ran;Lee Sung-Duck
    • The Korean Journal of Applied Statistics
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    • v.18 no.2
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    • pp.271-280
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    • 2005
  • Kriging methods as traditional spatial data analysis methods and geographical weighted regression models as statistical analysis methods are compared. In this paper, we apply data from the Ministry of Environment to spatial analysis for practical study. We compare these methods to performance with monthly carbon monoxide observations taken at 116 measuring area of air pollution in 1999.

The Comparison of Imputation Methods in Time Series Data with Missing Values (시계열자료에서 결측치 추정방법의 비교)

  • Lee, Sung-Duck;Choi, Jae-Hyuk;Kim, Duck-Ki
    • Communications for Statistical Applications and Methods
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    • v.16 no.4
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    • pp.723-730
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    • 2009
  • Missing values in time series can be treated as unknown parameters and estimated by maximum likelihood or as random variables and predicted by the expectation of the unknown values given the data. The purpose of this study is to impute missing values which are regarded as the maximum likelihood estimator and random variable in incomplete data and to compare with two methods using ARMA model. For illustration, the Mumps data reported from the national capital region monthly over the years 2001 ${\sim}$ 2006 are used, and results from two methods are compared with using SSF(Sum of square for forecasting error).

A Robust Design of Response Surface Methods (반응표면방법론에서의 강건한 실험계획)

  • 임용빈;오만숙
    • The Korean Journal of Applied Statistics
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    • v.15 no.2
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    • pp.395-403
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    • 2002
  • In the third phase of the response surface methods, the first-order model is assumed and the curvature of the response surface is checked with a fractional factorial design augmented by centre runs. We further assume that a true model is a quadratic polynomial. To choose an optimal design, Box and Draper(1959) suggested the use of an average mean squared error (AMSE), an average of MSE of y(x) over the region of interest R. The AMSE can be partitioned into the average prediction variance (APV) and average squared bias (ASB). Since AMSE is a function of design moments, region moments and a standardized vector of parameters, it is not possible to select the design that minimizes AMSE. As a practical alternative, Box and Draper(1959) proposed minimum bias design which minimize ASB and showed that factorial design points are shrunk toward the origin for a minimum bias design. In this paper we propose a robust AMSE design which maximizes the minimum efficiency of the design with respect to a standardized vector of parameters.

STBL 모형의 모수추정 및 예측방법의 비교

  • Kim, Deok-Gi;Lee, Seong-Deok;Kim, Seong-Su;Lee, Chan-Hui;Lee, Geon-Myeong
    • 한국데이터정보과학회:학술대회논문집
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    • 2006.11a
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    • pp.129-142
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    • 2006
  • 본 논문은 공간시계열자료가 공간의 위치와 시간의 흐름에 따라 동시에 관측되는 분야인 기상, 지질, 천문, 생태, 역학 등에서 아주 넓이 사용되고 있고 그 수요가 점차 증가하는 이 시기에 복잡한 공간시계열 중선형(STBL) 모형에 대한 모수 추정 방법 중 수치 해석적 방법인 Newton-Raphson 방법과 Kalman-Filter 방법을 비교하고, 두 가지 방법에 의한 예측력을 비교하여 보았다.

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A Study on Delivery Accuracy Using the Correlation between Errors (오차간의 상관관계를 이용하는 체계명중률 예측에 관한 연구)

  • Kim, Hyun Soo;Kim, Gunin;Kang, Hwan Il
    • The Journal of the Convergence on Culture Technology
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    • v.4 no.3
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    • pp.299-303
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    • 2018
  • Generally, when predicting the accuracy of the anti-air artillery system, the error is classified as fixed bias, variable bias, and random error. Then the standard deviation on the target is expressed as the square root of the squared sum of each error value which comes from the random error and variable bias and in the case of fixed bias, the mean value is shifted as the sum of errors from the fixed bias. At this time, the variables indicating the displacement of the direction of azimuth and elevation direction with regard to the change of the unit value of each error are weighted. These errors are then used to predict the system's delivery accuracy through a normally distributed integral. This paper presents a method of predicting system accuracy by considering the correlation of errors. This approach shows that it helps to predict the delivery accuracy of the system, precisely.

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
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    • v.28 no.1
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    • pp.11-20
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    • 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.

Intra Prediction Method by Quadric Surface Modeling for Depth Video (깊이 영상의 이차 곡면 모델링을 통한 화면 내 예측 방법)

  • Lee, Dong-seok;Kwon, Soon-kak
    • Journal of Korea Society of Industrial Information Systems
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    • v.27 no.2
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    • pp.35-44
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    • 2022
  • In this paper, we propose an intra-picture prediction method by a quadratic surface modeling method for depth video coding. The pixels of depth video are transformed to 3D coordinates using distance information. A quadratic surface with the smallest error is found by least square method for reference pixels. The reference pixel can be either the upper pixels or the left pixels. In the intra prediction using the quadratic surface, two predcition values are computed for one pixel. Two errors are computed as the square sums of differences between each prediction values and the pixel values of the reference pixels. The pixel sof the block are predicted by the reference pixels and prediction method that they have the lowest error. Comparing with the-state-of-art video coding method, simulation results show that the distortion and the bit rate are improved by up to 5.16% and 5.12%, respectively.

The Comparison of Parameter Estimation and Prediction Methods for STBL Model

  • Kim, Duk-Gi;Kim, Sung-Soo;Lee, Chan-Hee;Lee, Keon-Myung;Lee, Sung-Duck
    • Journal of the Korean Data and Information Science Society
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    • v.18 no.1
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    • pp.17-29
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    • 2007
  • The major purpose of this article is the comparison of estimation method with Newton-Raphson, Kalman-filter, and prediction method with Kalman prediction. Conditional expectation in space time bilinear(STBL) model, which is a very powerful and parsimonious nonlinear time-series model for the space time series data can be viewed as a set of time series collected simultaneously at a number of spatial locations and time points, and which have appeared in a important applications areas: geography, geology, natural resources, ecology, epidemiology, etc.

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The Comparison of Imputation Methods in Space Time Series Data with Missing Values (공간시계열모형의 결측치 추정방법 비교)

  • Lee, Sung-Duck;Kim, Duck-Ki
    • Communications for Statistical Applications and Methods
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    • v.17 no.2
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    • pp.263-273
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    • 2010
  • Missing values in time series can be treated as unknown parameters and estimated by maximum likelihood or as random variables and predicted by the conditional expectation of the unknown values given the data. The purpose of this study is to impute missing values which are regarded as the maximum likelihood estimator and random variable in incomplete data and to compare with two methods using ARMA and STAR model. For illustration, the Mumps data reported from the national capital region monthly over the years 2001~2009 are used, and estimate precision of missing values and forecast precision of future data are compared with two methods.

Prediction Model for Flowering date of Rhododendron mucronulatum Turcz. using a Plant Phenology Model (생물계절모형을 이용한 진달래 개화 예상시기 모형 연구)

  • Sung-Tae Yu;Byung-Do Kim;Hyeon-Ho Park;Jin-Yeong Baek;Hye-Yeon Kwon;Myung-Hoon Yi
    • Proceedings of the Plant Resources Society of Korea Conference
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    • 2020.08a
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    • pp.31-31
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    • 2020
  • 본 연구는 대표적인 봄 꽃 식물인 진달래(Rhododendron mucronulatum Turcz.)의 개화시기를 예측하기 위해 지난 9년간(2011년-2019년) 주왕산 지역에 생육하는 진달래의 식물계절자료(파열·개화·개엽·만개·낙엽)와 기상자료(일평균기온·일최고기온·일최저기온)를 토대로 이탈리아 생물기상연구소(IBMET)의 Chill Day 개화 예측모형인 생물계절모형을 실시하였다. 생물계절모형에 의한 예상 발아일간 편차의 제곱을 최소로 하는 조합은 기준온도 5℃, 저온요구량과 가온요구량은 97.94로 나타났다. 즉, 휴면해제일로부터 기준온도 5℃로 Chill Day를 누적시켜 97.94에 도달하는 날짜가 낙엽~내생휴면해제일이자 내생휴면해제일~발아기간까지의 값이며, 내생휴면해제일을 기점으로 개화일까지 102.93이 개화에 필요한 가온량으로 나타났다. 2011년부터 2019년까지 개화예상일을 기상청 회귀모형을 실관측기온에 적용한 결과 오차는 MAE=1.44이며, 생물계절모형을 적용할 경우 오차는 MAE=1.39, 기준온도 5℃일 경우 MAE=4.23, 기준온도 6℃일 경우 MAE=5.47, 기준온도 7℃일 경우 MAE=5.05로 나타나 생물계절에 의한 관측과 기상청의 회귀모형이 가장 유사한 것으로 나타났다. 가장 최근인 2018년과 2019년의 기상청 회귀모형와 생물계절모형의 개화 예측일을 비교한 결과, 2018년의 경우 청송지역의 진달래는 기상청 회귀모형에서 3월 30일 전후로 개화를 예상하였고 생물계절모형은 기준온도 5℃에 적용할 경우 내생휴면일에 가장 근접한 날은 3월 26일이였으며 이를 기준으로 가온량의 합이 102.93에 가깝게 되는 날인 4월 2일을 전후로 개화를 예측하였다. 실제 청송 주왕산의 진달래는 4월 3일에 개화를 시작하여 생물계절모형과 매우 유사함을 확인하였다. 2019년의 경우 청송지역의 진달래는 기상청 회귀모형에서 3월 25일 전후로 개화를 예상하였고 생물계절모형은 기준온도 5℃에 적용할 경우 내생휴면일에 가장 근접한 날은 3월 8일이였으며 이를 기준으로 가온량의 합이 102.93에 가깝게 되는 날인 3월 29일을 전후로 개화를 예측하였다. 실제 청송 주왕산의 진달래는 4월 5일에 개화를 시작하여 오히려 생물계절모형과 더욱 유사함을 확인하였다.

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