• Title/Summary/Keyword: Combining estimates

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Combining Regression Model and Time Series Model to a Set of Autocorrelated Data

  • Jee, Man-Won
    • Journal of the military operations research society of Korea
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    • v.8 no.1
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    • pp.71-76
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    • 1982
  • A procedure is established for combining a regression model and a time series model to fit to a set of autocorrelated data. This procedure is based on an iterative method to compute regression parameter estimates and time series parameter estimates simultaneously. The time series model which is discussed is basically AR(p) model, since MA(q) model or ARMA(p,q) model can be inverted to AR({$\infty$) model which can be approximated by AR(p) model. The procedure discussed in this articled is applied in general to any combination of regression model and time series model.

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A Study of a Combining Model to Estimate Quarterly GDP

  • Kang, Chang-Ku
    • The Korean Journal of Applied Statistics
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    • v.25 no.4
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    • pp.553-561
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    • 2012
  • Various statistical models to Estimate GDP (measured as a nation's economic situation) have been developed. In this paper an autoregressive distributed lag model, factor model, and a Bayesian VAR model estimate quarterly GDP as a single model; the combined estimates were evaluated to compare a single model. Subsequently, we suggest that some combined models are better than a single model to estimate quarterly GDP.

ON ESTIMATES OF POISSON KERNELS FOR SYMMETRIC LÉVY PROCESSES

  • Kang, Jaehoon;Kim, Panki
    • Journal of the Korean Mathematical Society
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    • v.50 no.5
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    • pp.1009-1031
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    • 2013
  • In this paper, using elementary calculus only, we give a simple proof that Green function estimates imply the sharp two-sided pointwise estimates for Poisson kernels for subordinate Brownian motions. In particular, by combining the recent result of Kim and Mimica [5], our result provides the sharp two-sided estimates for Poisson kernels for a large class of subordinate Brownian motions including geometric stable processes.

Combining Ability and Genetic Analysis of Boll Characters in Cotton(G. Hirsulum L) (목화 (G. hirsulum L.)의 삭 형질에 대한 조합능력과 유전분석)

  • 박규환;어진수;최주호;백인열
    • Journal of Life Science
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    • v.10 no.4
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    • pp.317-325
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    • 2000
  • A six parent dialled analysis was conducted to get basic information for improving yield of upland cotton. Heterosis, combining ability, genetic components and correlation coefficients for boll length, boll width, boll weight, 100 seed weight, lint weigth per boll and lint percentage were studied. Estimates of heterosis for all characters and heterobeltiosis for boll weight and lint weight per boll showed positive values. In general combining ability effect, 'Muan' and 'Imsung' showed highely positive effect in all characters. In specific combining ability effect, the combinations of 'Seungju${\times}$Imsung$.$Seosan${\times}$Imsung' for bll length, 'Cheju${\times}$Imsung$.$Seung${\times}$Imsung' for boll width, 'Cheju${\times}$Muan$.$Cheju${\times}$Imsung' for boll weight, 'Cheju${\times}$Soonchun$.$Muan${\times}$Imsung' for 100 seed weight, 'Soonchun${\times}$Muan' for lint weight per boll and 'Soonchun${\times}$Seosan$.$Seungju${\times}$Muan' for lint percentage showed highly positive effect. Partial dominance was observed for boll length, boll weight, 100 seed weight and lint weight per boll, complete dominance for boll width and overdominance for lint percentage. The number of effective gene group was estimated as one for all characters. The estimates of narrow and broad sense heritabilities were high for all characters except as one for all characters. The estimates of narrow and broad sense heritabilities were high for all characters except lint percentage. Correlation coefficients among the boll length, boll width, boll weight, 100 seed weight and lint weight per boll were positive, whereas lint percentage was negatively correlated with other characters.

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A WLAN/GPS Hybrid Localization Algorithm for Indoor/Outdoor Transit Area (실내외 천이영역 적용을 위한 WLAN/GPS 복합 측위 알고리즘)

  • Lee, Young-Jun;Kim, Hee-Sung;Lee, Hyung-Keun
    • Journal of Institute of Control, Robotics and Systems
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    • v.17 no.6
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    • pp.610-618
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    • 2011
  • For improved localization around the indoor/outdoor transit area of buildings, this paper proposes an efficient algorithm combining the measurements from the WLAN (Wireless Local Area Network) and the GPS (Global Positioning System) for. The proposed hybrid localization algorithm considers both multipath errors and NLOS (Non-Line-of-Sight) errors, which occur in most wireless localization systems. To detect and isolate multipath errors occurring in GPS measurements, the propose algorithm utilizes conventional multipath test statistics. To convert WLAN signal strength measurements to range estimates in the presence of NLOS errors, a simple and effective calibration algorithm is designed to compute conversion parameters. By selecting and combining the reliable GPS and WLAN measurements, the proposed hybrid localization algorithm provides more accurate location estimates. An experiment result demonstrates the performance of the proposed algorithm.

Heterosis and Combining Ability in $F_1$ Hybrids of Korea Local and Oriental Tobacco Varieties (Nicotiana tabacum L.) (재래종과 Orient종 연초 $F_1$의 잡종강세와 조합능력)

  • 이정덕;장권열
    • Journal of the Korean Society of Tobacco Science
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    • v.6 no.1
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    • pp.3-11
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    • 1984
  • In order to obtain the basic information for the successful breeding of aromatic tobacco (Nicotiana tabacum L.), the heterosis, combining ability and gene distributions in 28 Fl hybrids by diallel crosses between Korea local and Oriental varieties were investigated. The yield were higher, stalk height, leaf length and leaf width were larger and days to flower was shorter for the Fl hybrids when compared to mid-parent. Estimates of general combining ability were significant for all characters investigated, and specific combining ability were significant for yield, stalk height, leaves Per Plant, leaf width and days to flower. In vr-wr graph, partial dominane was exhibited by all characters investigated.

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Estimation of Maximal Tolerated Dose in Sequential Phase I Clinical Trials

  • Park, In-Hye;Song, Hae-Hiang
    • Communications for Statistical Applications and Methods
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    • v.6 no.2
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    • pp.543-564
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    • 1999
  • The principal aim of a sequential phase I clinical trial in which the toxicity reponses of a group of patient(s) determine the dose level of the next patient(s) group is to estimate the maximal tolerated dose(MTD) of a new drug, In this paper we compared with a simulation study the performance of the MTD estimates that are determined by a stopping rule in a design and also those that are determined by analyzing the data after a clinical trial is terminated. To the latter belong the mean median mode and maximum likelihood estimates. For the Standard Methods the stopping rule MTD is quite inefficient but the median MTD has a best efficiency and is robust with respect to the three different toxicity curves. The problem of non-convergence of MLE MTD is severe. A more improved MTD estimate is produced by combining the advantages of the various MTD estimates and its efficiency is better than the single median MTD estimate especially for the toxicity curve of an unlucky choice of dose levels. The simulation results suggest that simple types of phase I designs can be combined with relatively standard analytic techniques to provide a more efficient MTD estimate.

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GENETIC ANALYSIS OF QUANTITATIVE CHARACTERS IN $F_2$ POPULATIONS OF KOREA LOCAL AND ORIENTAL TOBACCO VARIETIES (N. TABACUM L.) (재래종과 Orient종 연초 $F_2$세대의 양적 형질에 대한 유전분석)

  • 이정덕;장권열
    • Journal of the Korean Society of Tobacco Science
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    • v.6 no.2
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    • pp.207-214
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    • 1984
  • In order to obtain the basic information for the successful breeding of aromatic tobacco (N. tabacum L.), the combining ability and the mode of inheritance in 28 $F_2$ hybrids by diallel crosses between Korea local and oriental varieties were investigated. Estimates of general combining ability were significant for all characters investigated, and the specific combining ability was significant for stalk height, leaves per plant, leaf length, leaf width and days to flower. The partial dominance was exhibited by all characters investigated as well as additive effects were larger than dominance effects for all characters.

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Efficient Blind Maximal Ratio Combining Methods for Digital Communication Systems (디지탈 통신 시스템을 위한 효율적인 블라인드 최대비 결합 방법)

  • Oh, Seong-Keun
    • Journal of the Korean Institute of Telematics and Electronics S
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    • v.35S no.11
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    • pp.1-11
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    • 1998
  • We present somple block methods for blind maximal ratio combining (MRC) based on a maximum likelihood (ML) principle and finite alphabet properties (FAP) inherent in digital communication systems. The methods can provide accurate estimates of channel parameters even with a small subset of data, thus realizing nearly perfect combining. The channel parameters of diversity branches and the data sequence are estimated simultaneously by using an alternating projection technique. Two different methods, that is, (1) Joint combining and data sequence estimation(JC-DSE) method and (2) Pre-combining and blind phase estimation (PC-BPE) method are presented. Efficient initiallization schemes that can assure the convergence to the global optimum are also presented. Simulation results demonstrate the performance of two methods on the symbol error rate (SER) and the estimated accuracy of the channel parameters.

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A Study on the Derivation of the Unit Hydrograph using Multiple Regression Model (다중회귀모형으로 추정된 모수에 의한 최적단위유량도의 유도에 관한 연구)

  • 이종남;김채원;황창현
    • Water for future
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    • v.25 no.1
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    • pp.93-100
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    • 1992
  • A study on the Derivation of the Unit Hydrograph using Multiple Regression Moe이. The purpose of this study is to deriver an optimal unit hydrograph suing the multiple regression model, particularly when only small amount of data is available. The presence of multicollinearity among the input data can cause serious oscillations in the derivation of the unit hydrograph. In this case, the oscillations in the unit hydrograph ordinate are eliminated by combining the data. The data used in this study are based upon the collection and arrangement of rainfall-runoff data(1977-1989) at the Soyang-river Dam site. When the matrix X is the rainfall series, the condition number and the reciprocal of the minimum eigenvalue of XTX are calculated by the Jacobi an method, and are compared with the oscillation in the unit hydrograph. The optimal unit hydrograph is derived by combining the numerous rainfall-runoff data. The conclusions are as follows; 1)The oscillations in the derived unit hydrograph are reduced by combining the data from each flood event. 2) The reciprocals of the minimum eigen\value of XTX, 1/k and the condition number CN are increased when the oscillations are active in the derived unit hydrograph. 3)The parameter estimates are validated by extending the model to the Soyang river Dam site with elimination of the autocorrelation in the disturbances. Finally, this paper illustrates the application of the multiple regression model to drive an optimal unit hydrograph dealing with the multicollinearity and the autocorrelation which cause some problems.

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