• Title/Summary/Keyword: Calibration Estimator

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Calibration by Median Regression

  • Jinsan Yang;Lee, Seung-Ho
    • Journal of the Korean Statistical Society
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    • v.28 no.2
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    • pp.265-277
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    • 1999
  • Classical and inverse estimation methods are two well known methods in statistical calibration problems. When there are outliers, both methods have large MSE's and could not estimate the input value correctly. We suggest median calibration estimation based on the LD-statistics. To investigate the robust performances, the influence function of the median calibration estimator is calculated and compared with other methods. When there are outliers in the response variables, the influence function is found to be bounded. In simulation studies, the MSE's for each calibration methods are compared. The estimated inputs as well as the performance of the influence functions are calculated.

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Data-Driven Batch Processing for Parameter Calibration of a Sensor System (센서 시스템의 매개변수 교정을 위한 데이터 기반 일괄 처리 방법)

  • Kyuman Lee
    • Journal of Sensor Science and Technology
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    • v.32 no.6
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    • pp.475-480
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    • 2023
  • When modeling a sensor system mathematically, we assume that the sensor noise is Gaussian and white to simplify the model. If this assumption fails, the performance of the sensor model-based controller or estimator degrades due to incorrect modeling. In practice, non-Gaussian or non-white noise sources often arise in many digital sensor systems. Additionally, the noise parameters of the sensor model are not known in advance without additional noise statistical information. Moreover, disturbances or high nonlinearities often cause unknown sensor modeling errors. To estimate the uncertain noise and model parameters of a sensor system, this paper proposes an iterative batch calibration method using data-driven machine learning. Our simulation results validate the calibration performance of the proposed approach.

Variance Estimation for General Weight-Adjusted Estimator (가중치 보정 추정량에 대한 일반적인 분산 추정법 연구)

  • Kim, Jae-Kwang
    • The Korean Journal of Applied Statistics
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    • v.20 no.2
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    • pp.281-290
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    • 2007
  • Linear estimator, a weighted sum of the sample observation, is commonly adopted to estimate the finite population parameters such as population totals in survey sampling. The weight for a sampled unit is often constructed by multiplying the base weight, which is the inverse of the first-order inclusion probability, by an adjustment term that takes into account of the auxiliary information obtained throughout the population. The linear estimator using the weight adjustment is often more efficient than the one using only the bare weight, but its valiance estimation is more complicated. We discuss variance estimation for a general class of weight-adjusted estimator. By identifying that the weight-adjusted estimator can be viewed as a function of estimated nuisance parameters, where the nuisance parameters were used to incorporate the auxiliary information, we derive a linearization of the weight-adjusted estimator using a Taylor expansion. The method proposed here is quite general and can be applied to wide class of the weight-adjusted estimators. Some examples and results from a simulation study are presented.

General Regression Estimators in Survey Sampling (표본조사에서 일반회귀 추정량의 활용)

  • Kim, Kyu-Seong
    • Survey Research
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    • v.5 no.2
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    • pp.49-70
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    • 2004
  • This paper is a broad review about general regression estimators, which are very useful when auxiliary variables are available in survey sampling. We investigate the process of development of general regression estimators from birth to suggestion of variance estimation method and examine some properties of general regression estimators by comparing with calibration and QR estimators. We also present some forms of general regression estimators available under complex sampling designs such as stratified sampling and cluster sampling. Finally, we comment some advantages as well as disadvantages of general regression estimators and theoretical and practical development in the future.

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Calibration for Spatial Stratified Sampling Design (공간층화표본설계에 대한 보정)

  • Byun, Jong-Seok;Son, Chang-Kyoon;Kim, Jong-Min
    • Communications for Statistical Applications and Methods
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    • v.17 no.1
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    • pp.9-16
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    • 2010
  • The sampling design for the spatial population studies needs a model assumption of a dependent relationship, where the interesting parameters can be the population mean, proportion and area. We know that the study of an interested spatial population, which is stratified by a geographical condition or shape, and the degree of distort of an estimation area is much useful. In light of this, if auxiliary information of the target variable such as wasted area contaminated by some material and the degree of distribution of animal or plants is available, then the spatial estimator might be improved through the calibration procedure. In this research, we propose the calibration procedure for the spatial stratified sampling in which we consider the one and two-dimensional auxiliary information.

Evaluation of Regression Models with various Criteria and Optimization Methods for Pollutant Load Estimations (다양한 평가 지표와 최적화 기법을 통한 오염부하 산정 회귀 모형 평가)

  • Kim, Jonggun;Lim, Kyoung Jae;Park, Youn Shik
    • Proceedings of the Korea Water Resources Association Conference
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    • 2018.05a
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    • pp.448-448
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    • 2018
  • In this study, the regression models (Load ESTimator and eight-parameter model) were evaluated to estimate instantaneous pollutant loads under various criteria and optimization methods. As shown in the results, LOADEST commonly used in interpolating pollutant loads could not necessarily provide the best results with the automatic selected regression model. It is inferred that the various regression models in LOADEST need to be considered to find the best solution based on the characteristics of watersheds applied. The recently developed eight-parameter model integrated with Genetic Algorithm (GA) and Gradient Descent Method (GDM) were also compared with LOADEST indicating that the eight-parameter model performed better than LOADEST, but it showed different behaviors in calibration and validation. The eight-parameter model with GDM could reproduce the nitrogen loads properly outside of calibration period (validation). Furthermore, the accuracy and precision of model estimations were evaluated using various criteria (e.g., $R^2$ and gradient and constant of linear regression line). The results showed higher precisions with the $R^2$ values closed to 1.0 in LOADEST and better accuracy with the constants (in linear regression line) closed to 0.0 in the eight-parameter model with GDM. In hence, based on these finding we recommend that users need to evaluate the regression models under various criteria and calibration methods to provide the more accurate and precise results for pollutant load estimations.

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Verification of Reduced Order Modeling based Uncertainty/Sensitivity Estimator (ROMUSE)

  • Khuwaileh, Bassam;Williams, Brian;Turinsky, Paul;Hartanto, Donny
    • Nuclear Engineering and Technology
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    • v.51 no.4
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    • pp.968-976
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    • 2019
  • This paper presents a number of verification case studies for a recently developed sensitivity/uncertainty code package. The code package, ROMUSE (Reduced Order Modeling based Uncertainty/Sensitivity Estimator) is an effort to provide an analysis tool to be used in conjunction with reactor core simulators, in particular the Virtual Environment for Reactor Applications (VERA) core simulator. ROMUSE has been written in C++ and is currently capable of performing various types of parameter perturbations and associated sensitivity analysis, uncertainty quantification, surrogate model construction and subspace analysis. The current version 2.0 has the capability to interface with the Design Analysis Kit for Optimization and Terascale Applications (DAKOTA) code, which gives ROMUSE access to the various algorithms implemented within DAKOTA, most importantly model calibration. The verification study is performed via two basic problems and two reactor physics models. The first problem is used to verify the ROMUSE single physics gradient-based range finding algorithm capability using an abstract quadratic model. The second problem is the Brusselator problem, which is a coupled problem representative of multi-physics problems. This problem is used to test the capability of constructing surrogates via ROMUSE-DAKOTA. Finally, light water reactor pin cell and sodium-cooled fast reactor fuel assembly problems are simulated via SCALE 6.1 to test ROMUSE capability for uncertainty quantification and sensitivity analysis purposes.

Comparison of Automatic Calibration for a Tank Model with Optimization Methods and Objective Functions

  • Kang, Min-Goo;Park, Seung-Woo;Park, Chang-Eun
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.44 no.7
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    • pp.1-13
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    • 2002
  • Two global optimization methods, the SCE-UA method and the Annealing-simplex (A-S) method for calibrating a daily rainfall-runoff model, a Tank model, was compared with that of the Downhill Simplex method. The performance of the four objective functions, DRMS (daily root mean square), HMLE (heteroscedastic maximum likelihood estimator), ABSERR (mean absolute error), and NS (Nash-Sutcliffe measure), was tested and synthetic data and historical data were used. In synthetic data study. 100% success rates for all objective functions were obtained from the A-S method, and the SCE-UA method was also consistently able to obtain good estimates. The downhill simplex method was unable to escape from local optimum, the worst among the methods, and converged to the true values only when the initial guess was close to the true values. In the historical data study, the A-S method and the SCE-UA method showed consistently good results regardless of objective function. An objective function was developed with combination of DRMS and NS, which putted more weight on the low flows.

Calibration and Uncertainty Analysis of Sample-Time Error on High Jitter of Samplers

  • Cho, Chihyun;Lee, Joo-Gwang;Kang, Tae-Weon;Kang, No-Weon
    • Journal of electromagnetic engineering and science
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    • v.18 no.3
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    • pp.169-174
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    • 2018
  • In this paper, we propose an estimation method using multiple in-phase and quadrature (IQ) signals of different frequencies to evaluate the sample-time errors in the sampling oscilloscope. The estimator is implemented by ODRPACK, and a novel iteration scheme is applied to achieve fast convergence without any prior information. Monte-Carlo simulation is conducted to confirm the proposed method. It clearly shows that the multiple IQ approach achieves more accurate results compared to the conventional method. Finally, the criteria for the frequency selection and the signal capture time are investigated.