• Title/Summary/Keyword: 최소평균제곱오차

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History of the Error and the Normal Distribution in the Mid Nineteenth Century (19세기 중반 오차와 정규분포의 역사)

  • Jo, Jae-Keun
    • Communications for Statistical Applications and Methods
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    • v.15 no.5
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    • pp.737-752
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    • 2008
  • About 1800, mathematicians combined analysis of error and probability theory into error theory. After developed by Gauss and Laplace, error theory was widely used in branches of natural science. Motivated by the successful applications of error theory in natural sciences, scientists like Adolph Quetelet tried to incorporate social statistics with error theory. But there were not a few differences between social science and natural science. In this paper we discussed topics raised then. The problems considered are as follows: the interpretation of individual man in society; the arguments against statistical methods; history of the measures for diversity. From the successes and failures of the $19^{th}$ century social statisticians, we can see how statistics became a science that is essential to both natural and social sciences. And we can see that those problems, which were not easy to solve for the $19^{th}$ century social statisticians, matter today too.

Prediction for Nonlinear Time Series Data using Neural Network (신경망을 이용한 비선형 시계열 자료의 예측)

  • Kim, Inkyu
    • Journal of Digital Convergence
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    • v.10 no.9
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    • pp.357-362
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    • 2012
  • We have compared and predicted for non-linear time series data which are real data having different variences using GRCA(1) model and neural network method. In particular, using Korea Composite Stock Price Index rate, mean square errors of prediction are obtained in genaralized random coefficient autoregressive model and neural network method. Neural network method prove to be better in short-term forecasting, however GRCA(1) model perform well in long-term forecasting.

Design a Realtime Network Traffic Prediction System based on Timeseries Analysis (시계열 분석을 이용한 실시간 네트워크 트래픽 예측 시스템의 설계)

  • Jung, Sang-Joon;Kwon, Young-Hun;Choi, Hyck-Su;Kim, Chong-Gun
    • Proceedings of the Korea Information Processing Society Conference
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    • 2001.10b
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    • pp.1323-1326
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    • 2001
  • 서브네트워크에서 실시간으로 통신 트래픽을 감시하고, 트래픽 정보를 바탕으로 시계열 분석을 이용해 트래픽의 변화추이를 예측할 수 있는 시스템을 설계 및 구현한다. SNMP를 이용한 MIB-II 정보를 바탕으로 하는 분석 방법은 누적 데이터를 기본으로 하는 관리 방법으로 이상 징후의 판단이 실시간 감시에는 적합하지 않은 점이 있다. 따라서, 본 논문에서는 실시간 트래픽 감시를 위해 서브네트워크에 들어오거나 나가는 트래픽의 양을 측정하여 분석하고, 이 정보를 바탕으로 특정 시점 이후의 트래픽 추이를 시계열 분석 방법을 이용하여 미래의 트래픽 양을 예측하는 알고리즘을 시스템으로 구현한다. 예측 알고리즘으로는 AR, MA, ARMA, ARIMA 모델중에 평균 제곱 오차를 최소로 가지는 알고리즘을 선택하여 예측하도록 설계한다. 개발되는 시스템을 망 관리자가 전체 통신 네트워크의 부하 상태를 예상할 수 있게 하여 신속하고 예방적인 대응을 할 수 있다.

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The Application of RFM for Geometric Correction of High-Resolution Satellite Image Data (고해상도 인공위성 영상데이터의 기하보정을 위한 RFM의 적용)

  • 안기원;임환철;서두천
    • Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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    • v.20 no.2
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    • pp.155-164
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    • 2002
  • In this study, in order to discuss the geometric correction methods of high-resolution IKONOS satellite image, the existing polynomial model and RFM which is able to rectify satellite image without auxiliary data are applied to IKONOS satellite image data. Then the accuracy of ground point versus number of GCPs and each order of RFM are assessed. A numerical instability is removed by application of Tikhonov regularization method. As the results of this study, the root mean square errors of RFM is decreased more than 2 pixels in comparison with the two dimensional polynomial model.

Recommended Practice for Demand Factor using Regression Analysis Theory depending on Power Consumption Characteristics in Commercial Buildings (업무용빌딩의 전력소비 특성을 고려한 회귀분석이론을 이용한 수용률 기준 설정)

  • Kim, Se-Dong;Shin, Hyo-Seop;Kim, Soo-Gil;Oh, Kie-Bong
    • Proceedings of the Korean Institute of IIIuminating and Electrical Installation Engineers Conference
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    • 2004.11a
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    • pp.217-222
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    • 2004
  • 고도 정보화 사회의 진전으로 전기에너지의 소비는 급격히 증가하고 있다. 특히 업무용 빌딩과 같은 전력다소비 건물에서는 전력의 효율적 이용에 의한 에너지절감은 물론 설계 단계에서의 합리적인 전기설비 설계가 요청되고 있다. 현재 우리나라의 기후 특성과 전력소비 특성을 고려한 합리적인 전기설비 설계를 위한 기초 자료가 매우 미흡한 실정이다. 본 연구에서는 합리적인 수용률 기준을 설정하기 위하여 사무소용 빌딩의 전력 소비 특성을 조사 분석하였고, 아울러 전기설비설계사무소에서 적용하고 있는 수용률을 조사 분석하였다. 조사된 자료 전체의 특징과 중심적인 경향을 알아내기 위해서 평균값, 중앙값, 표준편차, 최대 값, 최소 값, 회귀모형식, 최소제곱 평균오차 등의 확률 통계적 파라미터들을 수용률 기준 설정을 위한 특징 파라미터로 선택하였다. 그리고, 데이터의 신뢰성을 비교 분석하기 위하여 선형적인 방법과 비선형적인 방법으로 그 경향을 추정하여 곡선으로 나타내었다. 이러한 방법에 의하여 얻어진 분석 자료를 이용하여 적정 변압기 용량 설정을 위하여 데이터베이스화하였고, 변전설비용량의 합리적인 설계를 위하여 수용률 기준 적용시에 필요한 자료로 활용할 수 있으리라 사료된다.

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Comparison of Two Parametric Estimators for the Entropy of the Lognormal Distribution (로그정규분포의 엔트로피에 대한 두 모수적 추정량의 비교)

  • Choi, Byung-Jin
    • Communications for Statistical Applications and Methods
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    • v.18 no.5
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    • pp.625-636
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    • 2011
  • This paper proposes two parametric entropy estimators, the minimum variance unbiased estimator and the maximum likelihood estimator, for the lognormal distribution for a comparison of the properties of the two estimators. The variances of both estimators are derived. The influence of the bias of the maximum likelihood estimator on estimation is analytically revealed. The distributions of the proposed estimators obtained by the delta approximation method are also presented. Performance comparisons are made with the two estimators. The following observations are made from the results. The MSE efficacy of the minimum variance unbiased estimator appears consistently high and increases rapidly as the sample size and variance, n and ${\sigma}^2$, become simultaneously small. To conclude, the minimum variance unbiased estimator outperforms the maximum likelihood estimator.

On the Support of Minimum Mean-Square Error Scalar Quantizers for a Laplacian Source (라플라스 신호원에 대한 최소평균제곱오차 홑 양자기의 지지역에 관하여)

  • Kim, Seong-Min;Na, Sang-Sin
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.31 no.10C
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    • pp.991-999
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    • 2006
  • This paper shows that the support growth of an optimum (minimum mean square-error) scalar quantizer for a Laplacian density is logarithmic with the number of quantization points. Specifically, it is shown that, for a unit-variance Laplacian density, the ratio of the support-determining threshold of an optimum quantizer to $\frac 3{\sqrt{2}}1n\frac N 2$ converges to 1, as the number of quantization points grows. Also derived is a limiting upper bound that says that the optimum support cannot exceed the logarithmic growth by more than a constant. These results confirm the logarithmic growth of the optimum support that has previously been derived heuristically.

An efficient Channel Estimation Technique for Space-Time Coded OFDM Systems (시.공간 부호화된 OFDM 시스템의 효율적인 채널추정기법)

  • Jeon, Won-Gi;Baek, Gyeong-Hyeon;Jo, Yong-Su
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.25 no.8B
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    • pp.1499-1509
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    • 2000
  • In this paper, we propose an efficient channel estimation technique for space-time coded orthogonal frequency-division multiplexing (OFDM) systems with transmitter and receiver diversity. The proposed technique estimates uniquely all channel frequency responses needed in a decoder of space-time coded OFDM systems using "comb-type" raining symbols. The computational complexity of the proposed technique is reduced dramatically, compared with the previous minimum mean-squared error (MMSE) technique, due to the processing is made all in the frequency-domain. Also, several other techniques for mitigating random noise effect and tracking channel variation are discussed to further improve the performance of the proposed approach. The performances of the proposed approach are demonstrated by computer simulation for mobile wireless channels. channels.

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Performance Analysis of Precoded MIMO MMSE Receivers in Transmit-Correlated Rayleigh Channels (송신 상관된 레일리 채널에서 프리코더를 갖는 MIMO MMSE 수신기의 성능 분석)

  • Kim, Wonsop
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.38A no.7
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    • pp.552-559
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    • 2013
  • In this paper, the multiple-input multiple-output (MIMO) system with a precoder is considered in the transmit-correlated Rayleigh channels. We specifically target the MIMO system employing the minimum mean square error receivers. Based on random matrix theory, we first present a direct and generalized formulation for deriving a probability density function (PDF) of the signal-to-interference-plus-noise ratio (SINR). Then, we derive the accurate closed-form SINR PDFs for a small number of transmit and receive antennas. Based on the SINR PDFs, tight closed-form approximations of the symbol error rate (SER) are derived. Our analysis suggests that the SER approximations can be used to accurately estimate the error probabilities or as a useful tool for the system design.

Procedure for the Selection of Principal Components in Principal Components Regression (주성분회귀분석에서 주성분선정을 위한 새로운 방법)

  • Kim, Bu-Yong;Shin, Myung-Hee
    • The Korean Journal of Applied Statistics
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    • v.23 no.5
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    • pp.967-975
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    • 2010
  • Since the least squares estimation is not appropriate when multicollinearity exists among the regressors of the linear regression model, the principal components regression is used to deal with the multicollinearity problem. This article suggests a new procedure for the selection of suitable principal components. The procedure is based on the condition index instead of the eigenvalue. The principal components corresponding to the indices are removed from the model if any condition indices are larger than the upper limit of the cutoff value. On the other hand, the corresponding principal components are included if any condition indices are smaller than the lower limit. The forward inclusion method is employed to select proper principal components if any condition indices are between the upper limit and the lower limit. The limits are obtained from the linear model which is constructed on the basis of the conjoint analysis. The procedure is evaluated by Monte Carlo simulation in terms of the mean square error of estimator. The simulation results indicate that the proposed procedure is superior to the existing methods.