• Title/Summary/Keyword: 적분평균제곱오차

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Numerical Integration-based Performance Analysis of Amplitude-Comparison Monopulse System (진폭비교 모노펄스시스템의 수치적분 기반 성능분석)

  • Ham, Hyeong-Woo;Lim, Hee-Yun;Lee, Joon-Ho
    • Journal of Digital Convergence
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    • v.19 no.12
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    • pp.339-345
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    • 2021
  • In this paper, estimation angle performance analysis of amplitude-comparison monopulse radar under additive noise effect is dealt with. When uncorrelated white noises are added to the squinted beams, the angle estimation performance is analyzed through the mean square error(MSE). The numerical integration-based mean square error result completely overlaps the Monte Carlo-based mean square error result, which corresponds to 99.8% of the Monte Carlo-based mean square error result. In addition, the mean square error analysis method based on numerical integration has a much faster operation time than the mean square error method based on Monte Carlo. the angle estimation performance of the amplitude comparison monopulse radar can be efficiently analyzed in various noise environments through the proposed numerical integration-based mean square error method.

Selection of bandwidth for local linear composite quantile regression smoothing (국소 선형 복합 분위수 회귀에서의 평활계수 선택)

  • Jhun, Myoungshic;Kang, Jongkyeong;Bang, Sungwan
    • The Korean Journal of Applied Statistics
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    • v.30 no.5
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    • pp.733-745
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    • 2017
  • Local composite quantile regression is a useful non-parametric regression method widely used for its high efficiency. Data smoothing methods using kernel are typically used in the estimation process with performances that rely largely on the smoothing parameter rather than the kernel. However, $L_2$-norm is generally used as criterion to estimate the performance of the regression function. In addition, many studies have been conducted on the selection of smoothing parameters that minimize mean square error (MSE) or mean integrated square error (MISE). In this paper, we explored the optimality of selecting smoothing parameters that determine the performance of non-parametric regression models using local linear composite quantile regression. As evaluation criteria for the choice of smoothing parameter, we used mean absolute error (MAE) and mean integrated absolute error (MIAE), which have not been researched extensively due to mathematical difficulties. We proved the uniqueness of the optimal smoothing parameter based on MAE and MIAE. Furthermore, we compared the optimal smoothing parameter based on the proposed criteria (MAE and MIAE) with existing criteria (MSE and MISE). In this process, the properties of the proposed method were investigated through simulation studies in various situations.

Minimum Bias Design for Polynomial Regression (다항회귀모형에 대한 최소편의 실험계획)

  • Jang, Dae-Heung;Kim, Youngil
    • The Korean Journal of Applied Statistics
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    • v.28 no.6
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    • pp.1227-1234
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    • 2015
  • Traditional criteria for optimum experimental designs depend on the specifications of the model; however, there will be a dilemma when we do not have perfect knowledge about the model. Box and Draper (1959) suggested one direction to minimize bias that may occur in this situation. We will demonstrate some examples with exact solutions that provide a no-bias design for polynomial regression. The most interesting finding is that a design that requires less bias should allocate design points away from the border of the design space.

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.

Precision GPS Orbit Determination and Analysis of Error Characteristics (정밀 GPS 위성궤도 결정 및 오차 특성 분석)

  • Bae, Tae-Suk
    • Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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    • v.27 no.4
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    • pp.437-444
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    • 2009
  • A bi-directional, multi-step numerical integrator is developed to determine the GPS (Global Positioning System) orbit based on a dynamic approach, which shows micrometer-level accuracy at GPS altitude. The acceleration due to the planets other than the Moon and the Sun is so small that it is replaced by the empirical forces in the Solar Radiation Pressure (SRP) model. The satellite orbit parameters are estimated with the least-squares adjustment method using both the integrated orbit and the published IGS (International GNSS Service) precise orbit. For this estimation procedure, the integration should be applied to the partial derivatives of the acceleration with respect to the unknown parameters as well as the acceleration itself. The accuracy of the satellite orbit is evaluated by the RMS (Root Mean Squares error) of the residuals calculated from the estimated orbit parameters. The overall RMS of orbit error during March 2009 was 5.2 mm, and there are no specific patterns in the absolute orbit error depending on the satellite types and the directions of coordinate frame. The SRP model used in this study includes only the direct and once-per-revolution terms. Therefore there is errant behavior regarding twice-per-revolution, which needs further investigation.

Estimator of the Mean Residual Life for Some Parametric Families (모수족에서 평균 잔여수명의 추정량)

  • Kuey Chung Choi;Kyung Hyun Nam
    • The Korean Journal of Applied Statistics
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    • v.7 no.2
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    • pp.89-100
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    • 1994
  • In this paper we consider a new estimator of mean residual life (MRL), based on the partial moment of the distribution. The parameters of a partial moment are estimated by its maximum likelihood estimators when the underlying distribution is known. Though the new estimator is not a consistent estimator of the MRL, it is shown to have smaller mean squared error than the well known empirical MRL estimator for certain parametric families. Numerical summaries of the mean squared errors of the new estimator are presented.

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Terrain Referenced Navigation Simulation using Area-based Matching Method and TERCOM (영역기반 정합 기법 및 TERCOM에 기반한 지형 참조 항법 시뮬레이션)

  • Lee, Bo-Mi;Kwon, Jay-Hyoun
    • Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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    • v.28 no.1
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    • pp.73-82
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    • 2010
  • TERCOM(TERrain COntour Matching), which is the one of the Terrain Referenced Navigation and used in the cruise missile navigation system, is still under development. In this study, the TERCOM based on area-based matching algorithm and extended Kalman filter is analysed through simulation. In area-based matching, the mean square difference (MSD) and cross-correlation matching algorithms are applied. The simulation supposes that the barometric altimeter, radar altimeter and SRTM DTM loaded on board. Also, it navigates along the square track for 545 seconds with the velocity of 1000km per hour. The MSD and cross-correlation matching algorithms show the standard deviation of position error of 99.6m and 34.3m, respectively. The correlation matching algorithm is appeared to be less sensitive than the MSD algorithm to the topographic undulation and the position accuracy of the both algorithms is extremely depends on the terrain. Therefore, it is necessary to develop an algorithm that is more sensitive to less terrain undulation for reliable terrain referenced navigation. Furthermore, studies on the determination of proper matching window size in long-term flight and the determination of the best terrain database resolution needed by the flight velocity and area should be conducted.

Truncation Parameter Selection in Binary Choice Models (이항 선택 모형에서의 절단 모수 선택)

  • Kim, Kwang-Rae;Cho, Kyu-Dong;Koo, Ja-Yong
    • Communications for Statistical Applications and Methods
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    • v.17 no.6
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    • pp.811-827
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    • 2010
  • This paper deals with a density estimation method in binary choice models that can be regarded as a statistical inverse problem. We use an orthogonal basis to estimate density function and consider the choice of an appropriate truncation parameter to reflect the model complexity and the prediction accuracy. We propose a data-dependent rule to choose the truncation parameter in the context of binary choice models. A numerical simulation is provided to illustrate the performance of the proposed method.

Mean-Variance-Validation Technique for Sequential Kriging Metamodels (순차적 크리깅모델의 평균-분산 정확도 검증기법)

  • Lee, Tae-Hee;Kim, Ho-Sung
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.34 no.5
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    • pp.541-547
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    • 2010
  • The rigorous validation of the accuracy of metamodels is an important topic in research on metamodel techniques. Although a leave-k-out cross-validation technique involves a considerably high computational cost, it cannot be used to measure the fidelity of metamodels. Recently, the mean$_0$ validation technique has been proposed to quantitatively determine the accuracy of metamodels. However, the use of mean$_0$ validation criterion may lead to premature termination of a sampling process even if the kriging model is inaccurate. In this study, we propose a new validation technique based on the mean and variance of the response evaluated when sequential sampling method, such as maximum entropy sampling, is used. The proposed validation technique is more efficient and accurate than the leave-k-out cross-validation technique, because instead of performing numerical integration, the kriging model is explicitly integrated to accurately evaluate the mean and variance of the response evaluated. The error in the proposed validation technique resembles a root mean squared error, thus it can be used to determine a stop criterion for sequential sampling of metamodels.

Variance Mismatched Quantization of a Generalized Gamma Source (일반화된 감마 신호원의 분산 불일치된 양치화)

  • 구기일
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.25 no.10A
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    • pp.1566-1575
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    • 2000
  • This paper studies mismatched scalar quantization of a generalized gamma source by a quantizer that is optimally (in the mean square error sense) designed for another generalized gamma source. Specifically, it considers variance-mismatched quantization which occurs when the variance of the source to be quantized differs from tat of the designed-for source. The main result is the two distortion formulas derived from Bennett's integral. The first formula is an approximation expression that uses the outermost threshold of an optimum scalar quantizer, and the second formula, in turn, uses an approximation formula for this outermost threshold. Numerical results are obtained for Laplacian sources, which are example of a generalized gamma source, and comparisons are made between actual mismatched distortions and the two formulas. These numerical results show that the two formulas become more accurate, as the number of quantization points gets larger and the ratio of the source variance to that of the designed-for source gets bigger. For example, the formulas are within 2~4% of the actual distortion for approximately 64 quantization points or more. In conclusion, the proposed approximation formulas are considered to have contribution as closed formulas and for their accuracy.

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