• The Korean Journal of Applied Statistics
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• v.30 no.1
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• pp.119-133
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• 2017

Corrected Akaike's information criterion (AICc) is known to have better finite sample properties. However, Akaike's information criterion (AIC) is still widely used to select an optimal prediction model among several candidate models due to of a lack of research on benefits obtained using AICc. In this paper, we compare the performance of AIC and AICc through numerical simulations and confirm the advantage of using AICc. In addition, we also consider the performance of quasi Akaike's information criterion (QAIC) and the corrected quasi Akaike's information criterion (QAICc) for binomial and Poisson data under overdispersion phenomenon.

• Journal of the Korean earth science society
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• v.39 no.6
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• pp.593-599
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• 2018

The onset times of P- and S-waves are important information to have reliable earthquake locations, 1D or 3D subsurface velocity structures, and other related studies in seismology. As the number of seismic stations increases significantly in recent years, it becomes a formidable task for network operators to pick phase arrivals manually. This study used a simple method to estimate additional P- and S-wave arrival times for local earthquakes when a priori information (event location and time) is available using the Akaike Information Criterion (AIC). We applied the AIC program to the earthquake data recorded at the seismic station located in Gyeongsan (DAG2). The comparisons of automatically estimated phase arrival times with manually picked onset times showed that 95.1% and 93.7% of P-wave and S-wave arrival time estimations, respectively, are less than 0.1 second difference. The higher percentage of agreement presented the method which can be successfully applied to large data sets recorded by high-density seismic arrays.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.2 no.1
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• pp.41-60
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• 1998

This paper derives a consistent and bias corrected extension of Akaike's Information Criterion (AIC), $AIC_{bc}$, based on Kullback-Leibler information. This criterion has terms that penalize the overparametrization more strongly for small and large samples than that of AIC. The overfitting problem of the asymptotically efficient model selection criteria for small and large samples will be overcome. The $AIC_{bc}$ also provides a consistent model order selection. Thus, it is widely applicable to data with small and/or large sample sizes, and to cases where the number of free parameters is a relatively large fraction of the sample size. Relationships with other model selection criteria such as $AIC_c$ of Hurvich, CAICF of Bozdogan and etc. are discussed. Empirical performances of the $AIC_{bc}$ are studied and discussed in better model order choices of a linear regression model using a Monte Carlo experiment.

• Tunnel and Underground Space
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• v.21 no.5
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• pp.349-358
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• 2011

This paper introduces a new P wave arrival time determination algorithm of acoustic emission (AE) suitable to identify P waves with low signal-to-noise ratio generated in rock masses around the high-level radioactive waste disposal repositories. The algorithms adopted for this paper were amplitude threshold picker, Akaike Information Criterion (AIC), two step AIC, and Hinkley criterion. The elastic waves were generated by Pencil Lead Break test on a granite sample, then mixed with white noise to make it difficult to distinguish P wave artificially. The results obtained from amplitude threshold picker, AIC, and Hinkley criterion produced relatively large error due to the low signal-to-noise ratio. On the other hand, two step AIC algorithm provided the correct results regardless of white noise so that the accuracy of source localization was more improved and could be satisfied with the error range.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.15 no.10
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• pp.842-849
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• 1990

In this paper, a couple of well-known methods for determination of the number of source signals impinging on sersor array in array processing are introduced and compared in terms of estimation accuracy. The one is the procedure issued by Akaike(Akaike's Information Criterion : AIC) and the other one by Schwartz and Rissanen(Minimum Description Length:MDL). This paper demonstrates, through computer simulation, that the AIC is more reliable than the MDL in such troublesome cases as very closely spaced source signlas, very limited number of sensors in the array, finite data sequences and/or low Signal-to-Noise ratio(S/N).

• Journal of the Korea Organic Resources Recycling Association
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• v.21 no.2
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• pp.88-96
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• 2013

The objective of this research was to evaluate the suitability of sigmoidal and firstorder kinetic equations for simulating the methane production from solid wastes. The sigmoidal kinetic equations used were modified Gompertz and Logistic equations. Statistical criteria used to evaluate equation performance were analysis of goodness-of-fit (Residual sum of squares, Root mean squared error and Akaike's Information Criterion). Akaike's Information Criterion (AIC) was employed to compare goodness-of-fit of equations with same and different numbers of parameters. RSS and RMSE were decreased for first-order kinetic equation with lag-phase time, compared to the first-order kinetic equation without lag-phase time. However, first-order kinetic equations had relatively higher AIC than the sigmoidal kinetic equations. It seemed that the sigmoidal kinetic equations had better goodness-of-fit than the first-order kinetic equations in order to simulate the methane production.

• Smart Structures and Systems
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• v.15 no.5
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• pp.1329-1344
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• 2015

The stiffness of a structure is one of several structural signals that are useful indicators of the amount of damage that has been done to the structure. To accurately estimate the stiffness, an equation of motion containing a stiffness parameter must first be established by expansion as a linear series model, a Taylor series model, or a power series model. The model is then used in multivariate autoregressive modeling to estimate the structural stiffness and compare it to the theoretical value. Stiffness assessment for modeling purposes typically involves the use of one of three statistical model refinement approaches, one of which is the efficient Akaike information criterion (AIC) proposed in this paper. If a newly added component of the model results in a decrease in the AIC value, compared to the value obtained with the previously added component(s), it is statistically justifiable to retain this new component; otherwise, it should be removed. This model refinement process is repeated until all of the components of the model are shown to be statistically justifiable. In this study, this model refinement approach was compared with the two other commonly used refinement approaches: principal component analysis (PCA) and principal component regression (PCR) combined with the AIC. The results indicate that the proposed AIC approach produces more accurate structural stiffness estimates than the other two approaches.

• Advances in environmental research
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• v.3 no.2
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• pp.131-149
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• 2014

Two different model selection indices, the Akaike information criterion (AIC) and the coefficient of determination ($R^2$), are used to discriminate competing isotherm equations for aqueous pollutant removal systems. The former takes into account model accuracy and complexity while the latter considers model accuracy only. The five types of isotherm shape in the Brunauer-Deming-Deming-Teller (BDDT) classification are considered. Sorption equilibrium data taken from the literature were correlated using isotherm equations with fitting parameters ranging from two to five. For the isotherm shapes of types I (favorable) and III (unfavorable), the AIC favors two-parameter equations which can easily track these simple isotherm shapes with high accuracy. The $R^2$ indicator by contrast recommends isotherm equations with more than two parameters which can provide marginally better fits than two-parameter equations. To correlate the more intricate shapes of types II (multilayer), IV (two-plateau) and V (S-shaped) isotherms, both indices favor isotherm equations with more than two parameters.

• Journal of Korean Society of Transportation
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• v.22 no.7 s.78
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• pp.155-159
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• 2004

Recently, there are many trials about Artificial neural networks : ANNs structure and studying method of researches for forecasting traffic volume. ANNs have a powerful capabilities of recognizing pattern with a flexible non-linear model. However, ANNs have some overfitting problems in dealing with a lot of parameters because of its non-linear problems. This research deals with the application of a variety of model selection criterion for cancellation of the overfitting problems. Especially, this aims at analyzing which the selecting model cancels the overfitting problems and guarantees the transferability from time measure. Results in this study are as follow. First, the model which is selecting in sample does not guarantees the best capabilities of out-of-sample. So to speak, the best model in sample is no relationship with the capabilities of out-of-sample like many existing researches. Second, in stability of model selecting criterion, AIC3, AICC, BIC are available but AIC4 has a large variation comparing with the best model. In time-series analysis and forecasting, we need more quantitable data analysis and another time-series analysis because uncertainty of a model can have an effect on correlation between in-sample and out-of-sample.

• The Transactions of the Korean Institute of Electrical Engineers
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• v.39 no.8
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• pp.868-874
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• 1990

A singular value approach is presented in order to determine the number of multiple sinusoids from the finite noisy data. Simulations are conducted for Akaike's information criterion (AIC), Rissanen's shortest data description (MDL) and a singular value approach, for various examples with different SNR's and methods of estimating frequencies. And then the performances are compared. Simulation results that the singular value approach is superior to AIC and MDL for FBLP, HOYW and covariance matrix based methods are investigated. The approach with contribute to the frequency estimation of multiple sinusoids from the finite noisy data. Furthermore, this will be applied to the DSPs of communication and bio-medical engineering.