• 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 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.

• 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 Forest and Environmental Science
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• v.24 no.3
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• pp.137-142
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• 2008

In this paper, we apply a logistic regression model to the data of snow damage on sugi (Cryptomeria japonica) occurred in Toyama prefecture (in Japan) in 2004 for estimating the risk probability. In order to specify the factors effecting snow damage, we apply a model selection procedure determining optimal subset of explanatory variables. In this process we consider the following 3 information criteria, 1) Akaike's information criterion, 2) Baysian information criterion, 3) Bias-corrected Akaike's information criterion. For the selected variables, we give a proper interpretation from the viewpoint of natural disaster.

• 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.

• Communications for Statistical Applications and Methods
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• v.4 no.3
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• pp.827-832
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• 1997

Statistical relations between a system and empirical distribution are studied in terms of the concept of Akaike's Information Criterion. From this consideration we derive a bootstrap criterion for determining the optimal number of hidden units in nerual networks.

• 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.

• 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.

• Journal of the Korean Data and Information Science Society
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• v.27 no.4
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• pp.1059-1066
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• 2016

In this paper we propose a robust version of varying coefficient models, which is based on the regularized regression with L1 regularization. We use the iteratively reweighted least squares procedure to solve L1 regularized objective function of varying coefficient model in locally weighted regression form. It provides the efficient computation of coefficient function estimates and the variable selection for given value of smoothing variable. We present the generalized cross validation function and Akaike information type criterion for the model selection. Applications of the proposed model are illustrated through the artificial examples and the real example of predicting the effect of the input variables and the smoothing variable on the output.