• The Korean Journal of Applied Statistics
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• v.16 no.2
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• pp.365-376
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• 2003

In this paper we reviewed a variety of non-Gaussian time series models, and studied the model selection criteria such as AIC and BIC to select proper models. We also considered the likelihood ratio test and applied it to analysis of Polio data set.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.17 no.5
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• pp.645-652
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• 2016

The statistical modeling of input random variables is necessary in reliability analysis, reliability-based design optimization, and statistical validation and calibration of analysis models of mechanical systems. In statistical modeling methods, there are the Akaike Information Criterion (AIC), AIC correction (AICc), Bayesian Information Criterion, Maximum Likelihood Estimation (MLE), and Bayesian method. Those methods basically select the best fitted distribution among candidate models by calculating their likelihood function values from a given data set. The number of data or parameters in some methods are considered to identify the distribution types. On the other hand, the engineers in a real field have difficulties in selecting the statistical modeling method to obtain a statistical model of the experimental data because of a lack of knowledge of those methods. In this study, commonly used statistical modeling methods were compared using statistical simulation tests. Their advantages and disadvantages were then analyzed. In the simulation tests, various types of distribution were assumed as populations and the samples were generated randomly from them with different sample sizes. Real engineering data were used to verify each statistical modeling method.

• The Journal of the Korea institute of electronic communication sciences
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• v.16 no.4
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• pp.617-624
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• 2021

The accurate estimation of the number of signals included in the received signal is required for the AOA(: Angle-of-Arrival) estimation, the interference suppression, the signal reception, etc. AIC(: Akaike Information Criterion) and MDL(: Minimum Description Length) algorithms, which are known as the typical algorithms to estimate the signal number, estimate the number of signals according to the minimum of each criterion. As the number of antenna elements increased, the estimation performance is enhanced, but the computational complexity is increased because values of criteria for entire antenna elements should be calculated for finding their minimum. In order to improve this problem, in this paper, we propose AIC and MDL algorithms based on the beamspace, which efficiently estimate the number of signals while reducing the computational complexity by reducing the dimension of an array antenna through the beamspace processing. In addition, we provide computer simulation results based on various scenarios for evaluating and analysing the estimation performance of the proposed algorithms.

• The Transactions of the Korean Institute of Electrical Engineers A
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• v.52 no.8
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• pp.450-456
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• 2003

This paper proposes a multiple time-series model with dummy variables for one-hour ahead load forecasting. We used 11 dummy variables that were classified by day characteristics such as day of the week, holiday, and special holiday. Also, model specification and selection of input variables including dummy variables were made by test statistics such as AIC(Akaike Information Criterion) and t-test statistics of each coefficient. OLS (Ordinary Least Squares) method was used for estimation and forecasting. We found out that model specifications for each hour are not identical usually at 30％ of optimal significance level, and dummy variables reduce the forecasting error if they are classified properly. The proposed model has much more accurate estimates in forecasting with less MAPE (Mean Absolute Percentage Error).

• 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.

• The Korean Journal of Applied Statistics
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• v.22 no.1
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• pp.197-204
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• 2009

In the model selection problem, the main objective is to choose the true model from a manageable set of candidate models. An information criterion gauges the validity of a statistical model and judges the balance between goodness-of-fit and parsimony; "how well observed values ran approximate to the true values" and "how much information can be explained by the lower dimensional model" In this study, we introduce some information criteria modified from the Akaike Information Criterion (AIC) and the Bayesian Information Criterion(BIC). The information criteria considered in this study are compared via simulation studies and real application.

• Journal of Communications and Networks
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• v.13 no.6
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• pp.621-624
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• 2011

With the rapid growth of internet traffic, accurate and reliable prediction of internet traffic has been a key issue in network management and planning. This paper proposes an autoregressive-generalized autoregressive conditional heteroscedasticity (AR-GARCH) error model for forecasting internet traffic and evaluates its performance by comparing it with seasonal autoregressive integrated moving average (ARIMA) models in terms of root mean square error (RMSE) criterion. The results indicated that the seasonal AR-GARCH models outperformed the seasonal ARIMA models in terms of forecasting accuracy with respect to the RMSE criterion.

• Journal of Korean Society of Forest Science
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• v.106 no.2
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• pp.213-218
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• 2017

The purpose of this study was to develop age-biomass model in Chungnam region containing random effect. To develop the biomass model by species and tree component, data for Pinus densiflora in central region is collected to 30 plots (150 trees). The mixed model were used to fixed effect in the age-biomass relation for Pinus densiflora, with random effect representing correlation of survey area were obtained. To verify the evaluation of the model for random effect, the akaike information criterion (abbreviated as, AIC) was used to calculate the variance-covariance matrix, and residual of repeated data. The estimated variance-covariance matrix, and residual were -1.0022, 0.6240, respectively. The model with random effect (AIC=377.2) has low AIC value, comparison with other study relating to random effects. It is for this reason that random effect associated with categorical data were used in the data fitting process, the model can be calibrated to fit the Chungnam region by obtaining measurements. Therefore, the results of this study could be useful method for developing biomass model using random effects by region.

• Journal of Positioning, Navigation, and Timing
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• v.12 no.1
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• pp.43-49
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• 2023

In modern wireless communication systems including beamformers or location-based services (LBS), which employ multiple antenna elements, estimating the number of signals is essential for accurately determining the quality of the communication service. Representative signal number estimation algorithms including the Akaike information criterion (AIC) and minimum description length (MDL) algorithms, which are information theoretical criterion models, determine the number of signals based on a reference value that minimizes each criterion. In general, increasing the number of elements mounted onto the array antenna enhances the performance of estimating the number of signals; however, it increases the computational complexity of the estimation algorithm. In addition, various configurations of array antennas for the increased number of antenna elements should be considered to efficiently utilize them in a limited location. In this paper, we introduce an efficient signal number estimation algorithm based on the beamspace based AIC and MDL techniques that reduce the computational complexity by reducing the dimension of a uniform circular array antenna. Since this algorithm is based on a uniform circular array antenna, it presents the advantages of a circular array antenna. The performance of the proposed signal number estimation algorithm is evaluated through computer simulation examples.

• Journal of Korea Multimedia Society
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• v.25 no.1
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• pp.82-91
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• 2022

In this paper, time series prediction method of photovoltaic power is introduced using seasonal autoregressive integrated moving average (SARIMA). In order to obtain the best fitting model by a time series method in the absence of an environmental sensor, this research was used data below 50% of cloud cover. Three samples were extracted by time intervals from the raw data. After that, the best fitting models were derived from mean absolute percentage error (MAPE) with the minimum akaike information criterion (AIC) or beysian information criterion (BIC). They are SARIMA (1,0,0)(0,2,2)14, SARIMA (1,0,0)(0,2,2)28, SARIMA (2,0,3)(1,2,2)55. Generally parameter of model derived from BIC was lower than AIC. SARIMA (2,0,3)(1,2,2)55, unlike other models, was drawn by AIC. And the performance of models obtained by SARIMA was compared. MAPE value was affected by the seasonal period of the sample. It is estimated that long seasonal period samples include atmosphere irregularity. Consequently using 1 hour or 30 minutes interval sample is able to be helpful for prediction accuracy improvement.