• Title/Summary/Keyword: Akaike information criterion

Search Result 117, Processing Time 0.022 seconds

A Comparison Study on Statistical Modeling Methods (통계모델링 방법의 비교 연구)

  • Noh, Yoojeong
    • Journal of the Korea Academia-Industrial cooperation Society
    • /
    • v.17 no.5
    • /
    • pp.645-652
    • /
    • 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.

Colonization and Extinction Patterns of a Metapopulation of Gold-spotted Pond Frogs, Rana plancyi chosenica

  • Park, Dae-Sik;Park, Shi-Ryong;Sung, Ha-Cheol
    • Journal of Ecology and Environment
    • /
    • v.32 no.2
    • /
    • pp.103-107
    • /
    • 2009
  • We investigated colonization and extinction patterns in a meta population of the gold-spotted pond frog (Rana planeyi ehoseniea) near the Korea National University of Education, Chungbuk, Korea, by surveying the frogs in the nine occupied habitat patches in the study area four times per breeding season for three years (2006$\sim$2008) and recording whether the patches were occupied by frogs as well as how many frogs were calling in the patches. We then developed five a priori year-specific models using the Akaike Information Criterion (AIC). The models predicted that: 1) probabilities of colonization and local extinction of the frogs were better explained by year-dependent models than by constant models, 2) there are high local extinction and low colonization probabilities, 3) approximately 31% number of patches will be occupied at equilibrium, and 4) that considerable variation in occupation rate should occur over a 30-year period, due to demographic stochasticity (in our model, the occupation rate ranged from 0.222 to 0.889). Our results suggest that colonization is important in this metapopulation system, which is governed by mainly stochastic components, and that more constructive conservation effects are needed to increase local colonization rates.

AIC & MDL Algorithm Based on Beamspace, for Efficient Estimation of the Number of Signals (효율적인 신호개수 추정을 위한 빔공간 기반 AIC 및 MDL 알고리즘)

  • Park, Heui-Seon;Hwang, Suk-Seung
    • The Journal of the Korea institute of electronic communication sciences
    • /
    • v.16 no.4
    • /
    • pp.617-624
    • /
    • 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.

Review on the inversion Analysis of Geophysical Data (지구물리자료의 역산해석에 관한 개관)

  • Kim Hee Joon;Chung Seung-Hwan
    • Geophysics and Geophysical Exploration
    • /
    • v.2 no.2
    • /
    • pp.112-121
    • /
    • 1999
  • This article reviews the development of geophysical inverse theory. In a series of articles published in 1967, 1968, and 1979, G. Backus and F. Gilbert a trade-off between model resolution and estimation errors in geophysical inverse problems, and gave a criterion to compromise the reciprocal relation. Although the criterion was not clear in the physical point of view, it had been extensively used in the interpretation of geophysical date in the 1970s. This was the starting point of the fruitful development of inverse theory in geophysics. A reasonable criterion to compromise the reciprocal relation was derived to solve linear problems by D. D. jackson in 1979, introducing the concept of a priori information about unknown model parameters. This Jackson's approach was extended to solve nonlinear problems on the basis o probabilistic approach to the inverse problems formulated by A. Tarantola and B. Vallete in 1982. At the end of 1980s ABIC (Akaike Bayesian Information Criterion) was introduced for selecting a more reasonable model in geophysics. Now the date inversion is regarded as the process of extracting new information from observed data, combining in with a priori information about model parameters, and constructing a more clear image of model.

  • PDF

Statistical analysis of KNHANES data with measurement error models

  • Hwang, Jinseub
    • Journal of the Korean Data and Information Science Society
    • /
    • v.26 no.3
    • /
    • pp.773-779
    • /
    • 2015
  • We study a statistical analysis about the fifth wave data of the Korea National Health and Nutrition Examination Survey based on linear regression models with measurement errors. The data is obtained from a national population-based complex survey. To demonstrate the availability of measurement error models, two results between the general linear regression model and measurement error model are compared based on the model selection criteria which are Akaike information criterion and Bayesian information criterion. For our study, we use the simulation extrapolation algorithm for measurement error model and the jackknife method for the estimation of standard errors.

Threshold Estimation of Generalized Pareto Distribution Based on Akaike Information Criterion for Accurate Reliability Analysis (정확한 신뢰성 해석을 위한 아카이케 정보척도 기반 일반화파레토 분포의 임계점 추정)

  • Kang, Seunghoon;Lim, Woochul;Cho, Su-Gil;Park, Sanghyun;Lee, Minuk;Choi, Jong-Su;Hong, Sup;Lee, Tae Hee
    • Transactions of the Korean Society of Mechanical Engineers A
    • /
    • v.39 no.2
    • /
    • pp.163-168
    • /
    • 2015
  • In order to perform estimations with high reliability, it is necessary to deal with the tail part of the cumulative distribution function (CDF) in greater detail compared to an overall CDF. The use of a generalized Pareto distribution (GPD) to model the tail part of a CDF is receiving more research attention with the goal of performing estimations with high reliability. Current studies on GPDs focus on ways to determine the appropriate number of sample points and their parameters. However, even if a proper estimation is made, it can be inaccurate as a result of an incorrect threshold value. Therefore, in this paper, a GPD based on the Akaike information criterion (AIC) is proposed to improve the accuracy of the tail model. The proposed method determines an accurate threshold value using the AIC with the overall samples before estimating the GPD over the threshold. To validate the accuracy of the method, its reliability is compared with that obtained using a general GPD model with an empirical CDF.

Reliability-based Design Optimization for Lower Control Arm using Limited Discrete Information (제한된 이산정보를 이용한 로어컨트롤암의 신뢰성 기반 최적설계)

  • Jang, Junyong;Na, Jongho;Lim, Woochul;Park, Sanghyun;Choi, Sungsik;Kim, Jungho;Kim, Yongsuk;Lee, Tae Hee
    • Transactions of the Korean Society of Automotive Engineers
    • /
    • v.22 no.2
    • /
    • pp.100-106
    • /
    • 2014
  • Lower control arm (LCA) is a part of chassis in automotive. Performances of LCA such as stiffness, durability and permanent displacement must be considered in design optimization. However it is hard to consider different performances at once in optimization because these are measured by different commercial tools like Radioss, Abaqus, etc. In this paper, firstly, we construct the integrated design automation system for LCA based on Matlab including Hypermesh, Radioss and Abaqus. Secondly, Akaike information criterion (AIC) is used for assessment of reliability of LCA. It can find the best estimated distribution of performance from limited and discrete stochastic information and then obtains the reliability from the distribution. Finally, we consider tolerances of design variables and variation of elastic modulus and achieve the target reliability by carrying out reliability-based design optimization (RBDO) with the integrated system.

Akaike Information Criterion-Based Reliability Analysis for Discrete Bimodal Information (바이모달 이산정보에 대한 아카이케정보척도 기반 신뢰성해석)

  • Lim, Woochul;Lee, Tae Hee
    • Transactions of the Korean Society of Mechanical Engineers A
    • /
    • v.36 no.12
    • /
    • pp.1605-1612
    • /
    • 2012
  • The distribution of a response usually depends on the distribution of the variables. When a variable shows a distribution with two different modes, the response also shows a distribution with two different modes. In this case, recently developed methods for reliability analysis assume that the distribution functions are continuous with a mode. In actual problems, however, because information is often provided in a discrete form with two or more modes, it is important to estimate the distributions for such information. In this study, we employ the finite mixture model to estimate the response distribution with two different modes, and we select the best candidate distribution through AIC. Mathematical examples are illustrated to verify the proposed method.

Comparative Study of Reliability Analysis Methods for Discrete Bimodal Information (바이모달 이산정보에 대한 신뢰성해석 기법 비교)

  • Lim, Woochul;Jang, Junyong;Lee, Tae Hee
    • Transactions of the Korean Society of Mechanical Engineers A
    • /
    • v.37 no.7
    • /
    • pp.883-889
    • /
    • 2013
  • The distribution of a response usually depends on the distribution of a variable. When the distribution of a variable has two different modes, the response also follows a distribution with two different modes. In most reliability analysis methods, the number of modes is irrelevant, but not the type of distribution. However, in actual problems, because information is often provided with two or more modes, it is important to estimate the distributions with two or more modes. Recently, some reliability analysis methods have been suggested for bimodal distributions. In this paper, we review some methods such as the Akaike information criterion (AIC) and maximum entropy principle (MEP) and compare them with the Monte Carlo simulation (MCS) using mathematical examples with two different modes.

Classical and Bayesian methods of estimation for power Lindley distribution with application to waiting time data

  • Sharma, Vikas Kumar;Singh, Sanjay Kumar;Singh, Umesh
    • Communications for Statistical Applications and Methods
    • /
    • v.24 no.3
    • /
    • pp.193-209
    • /
    • 2017
  • The power Lindley distribution with some of its properties is considered in this article. Maximum likelihood, least squares, maximum product spacings, and Bayes estimators are proposed to estimate all the unknown parameters of the power Lindley distribution. Lindley's approximation and Markov chain Monte Carlo techniques are utilized for Bayesian calculations since posterior distribution cannot be reduced to standard distribution. The performances of the proposed estimators are compared based on simulated samples. The waiting times of research articles to be accepted in statistical journals are fitted to the power Lindley distribution with other competing distributions. Chi-square statistic, Kolmogorov-Smirnov statistic, Akaike information criterion and Bayesian information criterion are used to access goodness-of-fit. It was found that the power Lindley distribution gives a better fit for the data than other distributions.