• Title/Summary/Keyword: Average mean square error

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Forecasting Internet Traffic by Using Seasonal GARCH Models

  • Kim, Sahm
    • Journal of Communications and Networks
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    • 제13권6호
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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.

Average Mean Square Error of Prediction for a Multiple Functional Relationship Model

  • Yum, Bong-Jin
    • Journal of the Korean Statistical Society
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    • 제13권2호
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    • pp.107-113
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    • 1984
  • In a linear regression model the idependent variables are frequently subject to measurement errors. For this case, the problem of estimating unknown parameters has been extensively discussed in the literature while very few has been concerned with the effect of measurement errors on prediction. This paper investigates the behavior of the predicted values of the dependent variable in terms of the average mean square error of prediction (AMSEP). AMSEP may be used as a criterion for selecting an appropriate estimation method, for designing an estimation experiment, and for developing cost-effective future sampling schemes.

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목포항 여객수 및 적정 선복량 추정에 관한 연구 (Forecasting of Passenger Numbers, Freight Volumes and Optimal Tonnage of Passenger Ship in Mokpo Port)

  • 장운재;금종수
    • 한국항해항만학회지
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    • 제28권6호
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    • pp.509-515
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    • 2004
  • 여객수와 화물량에 대한 예측은 터미널의 개발 및 계획, 선사의 적정선복량 화보를 위해 중요하다. 본 연구에서는 역전파 학습 알고리즘을 이용한 뉴럴네트웍을 이용하여 목포항 여객수와 화물량을 예측하였다. 그리고 이동평균법, 지수평활법, 뉴럴네트웍의 예측수행을 평균제곱오차, 절대평균오차로 비교하여 뉴럴네트웍의 예측수행능력이 우수함을 검정하였다. 또한 2005년 목포항 여객수와 화물량을 예측하여 여객선 선복량의 적정성을 분석하였다.

MIMO 시스템의 채널 용량에 대한 채널 추정 오차의 영향 분석 (Effect of Channel Estimation Error on Capacity of MIMO Systems)

  • 함재상;심세준;이충용;박현철;홍대식
    • 대한전자공학회논문지TC
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    • 제41권8호
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    • pp.63-68
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    • 2004
  • 채널 추정 오차가 존재하는 상황에서 MIMO 시스템의 채널 용량을 수식적으로 분석한다. 수식적인 분석에 의해, 채널 용량은 평균 신호 대 잡음비 (SNR) 와 함께 채널 추정 오차 (MSE)에 영향을 받음을 알 수 있다. 또한 본 논문에서는 평균 SNR 과 채널 용량의 손실량이 제한되어 있을 경우, 허용가능한 채널 추정 오차를 구함으로써 주어진 시스템에 적합한 채널 추정기법을 선택하는 기준을 제시한다. 실험 결과로부터 1 bps/Hz 채널용량의 손실에 대해 허용 가능한 채널 추정 오차는 20dB와 40dB의 평균 신호 대 잡음비에서 각각 10/sup -2/와 10/sup -4/임을 확인 할 수 있다.

LH-OAT 민감도 분석과 SCE-UA 최적화 방법을 이용한 SWAT 모형의 자동보정 (Automatic Calibration of SWAT Model Using LH-OAT Sensitivity Analysis and SCE-UA Optimization Method)

  • 이도훈
    • 한국수자원학회논문집
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    • 제39권8호
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    • pp.677-690
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    • 2006
  • 본 연구에서는 LH-OAT (Latin Hypercube Ore factor At a Time) 민감도분석 방법과 SCE-UA (Shuffled Complex Evolution at University of Arizona) 최적화 기법을 적용하여 보청천 유역에서 SWAT모형에 대한 자동보정 방법을 제시하였다. LH-OAT 방법은 전역 민감도분석과 부분 민감도 분석의 장점을 조합하여 가용매개변수 공간에 대하여 효율적으로 매개변수의 민감도 분석이 가능하게 하였다. LH-OAT민감도 분석으로부터 결정된 매개변수의 민감도 등급은 SWAT 모형의 자동보정 과정에서 요구되는 보정대상 매개변수의 선택에 유용하게 적용될 수 있다. SCE-UA 방법을 적용한 SWAT모형의 자동보정 해석결과는 보정자료, 보정매개변수, 통계적 오차의 선택에 따라서 모형의 성능이 좌우되었다. 보정기간과 보정매개변수가 증가함에 따라 검증기간에 대한 RMSE (Root Mean Square Error), NSEF (Nash-Sutcliffe Model Efficiency), RMAE (Relative Mean Absolute Error), NMSE (Normalized Mean Square Error) 등의 모형오차는 감소하였지만, NAE (Normalized Average Error) 및 SDR(Standard Deviation Ratio)은 개선되지 않았다. SWAT모형의 보정에 적용되는 보정자료, 보정매개변수 및 모형평가를 위한 통계적 오차 선택이 해석결과에 미치는 복잡한 영향을 이해하기 위하여 다양한 대표유역을 대상으로 추가적인 연구가 필요하다.

그릴 분광계를 사용하여 3중 부호화한 하다마드 변환 영상 분광계 (Triply-Encoded Hadamard Transform Imaging Spectrometer using the Grill Spectrometer)

  • 곽대연;박진배;박영재
    • 대한전기학회논문지:전력기술부문A
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    • 제48권12호
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    • pp.1527-1536
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    • 1999
  • In this paper, a triply-encoded Hadamard transform imaging spectrometer is proposed by applying the grill spectrometer to the Hadamard transform imaging spectrometer. The proposed system encodes the input radiation triply ; once through the input image mask and twice through the two masks in the grill spectrometer. We use an electro-optical mask in the grill spectrometer which is controlled by a left-cyclic simplex matrix. Then we modeled the system using $D^{-1}$ method. In this paper, the average mean square error associated with a recovered estimate is considered for performance evaluation. The relative performance is compared with those of the other conventional systems.

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Mean estimation of small areas using penalized spline mixed-model under informative sampling

  • Chytrasari, Angela N.R.;Kartiko, Sri Haryatmi;Danardono, Danardono
    • Communications for Statistical Applications and Methods
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    • 제27권3호
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    • pp.349-363
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    • 2020
  • Penalized spline is a suitable nonparametric approach in estimating mean model in small area. However, application of the approach in informative sampling in a published article is uncommon. We propose a semiparametric mixed-model using penalized spline under informative sampling to estimate mean of small area. The response variable is explained in terms of mean model, informative sample effect, area random effect and unit error. We approach the mean model by penalized spline and utilize a penalized spline function of the inclusion probability to account for the informative sample effect. We determine the best and unbiased estimators for coefficient model and derive the restricted maximum likelihood estimators for the variance components. A simulation study shows a decrease in the average absolute bias produced by the proposed model. A decrease in the root mean square error also occurred except in some quadratic cases. The use of linear and quadratic penalized spline to approach the function of the inclusion probability provides no significant difference distribution of root mean square error, except for few smaller samples.

입술정보 및 SFM을 이용한 음성의 음질향상알고리듬 (Speech Enhancement Using Lip Information and SFM)

  • 백성준;김진영
    • 음성과학
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    • 제10권2호
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    • pp.77-84
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    • 2003
  • In this research, we seek the beginning of the speech and detect the stationary speech region using lip information. Performing running average of the estimated speech signal in the stationary region, we reduce the effect of musical noise which is inherent to the conventional MlMSE (Minimum Mean Square Error) speech enhancement algorithm. In addition to it, SFM (Spectral Flatness Measure) is incorporated to reduce the speech signal estimation error due to speaking habit and some lacking lip information. The proposed algorithm with Wiener filtering shows the superior performance to the conventional methods according to MOS (Mean Opinion Score) test.

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지수 형 수명분포를 따르는 소프트웨어 신뢰모형 분석에 관한 연구 (A Study on the Software Reliability Model Analysis Following Exponential Type Life Distribution)

  • 김희철;문송철
    • Journal of Information Technology Applications and Management
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    • 제28권4호
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    • pp.13-20
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    • 2021
  • In this paper, I was applied the life distribution following linear failure rate distribution, Lindley distribution and Burr-Hatke exponential distribution extensively used in the arena of software reliability and were associated the reliability possessions of the software using the nonhomogeneous Poisson process with finite failure. Furthermore, the average value functions of the life distribution are non-increasing form. Case of the linear failure rate distribution (exponential distribution) than other models, the smaller the estimated value estimation error in comparison with the true value. In terms of accuracy, since Burr-Hatke exponential distribution and exponential distribution model in the linear failure rate distribution have small mean square error values, Burr-Hatke exponential distribution and exponential distribution models were stared as the well-organized model. Also, the linear failure rate distribution (exponential distribution) and Burr-Hatke exponential distribution model, which can be viewed as an effectual model in terms of goodness-of-fit because the larger assessed value of the coefficient of determination than other models. Through this study, software workers can use the design of mean square error, mean value function as a elementary recommendation for discovering software failures.

증발량 산정을 위한 입사태양복사식 비교 (Comparison of incoming solar radiation equations for evaporation estimation)

  • 임창수
    • 농업과학연구
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    • 제38권1호
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    • pp.129-143
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    • 2011
  • In this study, to select the incoming solar radiation equation which is most suitable for the estimation of Penman evaporation, 12 incoming solar radiation equations were selected. The Penman evaporation rates were estimated using 12 selected incoming solar radiation equations, and the estimated Penman evaporation rates were compared with measured pan evaporation rates. The monthly average daily meteorological data measured from 17 meteorological stations (춘천, 강능, 서울, 인천, 수원, 서산, 청주, 대전, 추풍령, 포항, 대구, 전주, 광주, 부산, 목포, 제주, 진주) were used for this study. To evaluate the reliability of estimated evaporation rates, mean absolute bias error(MABE), root mean square error(RMSE), mean percentage error(MPE) and Nash-Sutcliffe equation were applied. The study results indicate that to estimate pan evaporation using Penman evaporation equation, incoming solar radiation equation using meteorological data such as precipitation, minimum air temperature, sunshine duration, possible duration of sunshine, and extraterrestrial radiation are most suitable for 11 study stations out of 17 study stations.