• Title/Summary/Keyword: Data estimation

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Observed Data Oriented Bispectral Estimation of Stationary Non-Gaussian Random Signals - Automatic Determination of Smoothing Bandwidth of Bispectral Windows

  • Sasaki, K.;Shirakata, T.
    • 제어로봇시스템학회:학술대회논문집
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    • 2003.10a
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    • pp.502-507
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    • 2003
  • Toward the development of practical methods for observed data oriented bispectral estimation, an automatic means for determining the smoothing bandwidth of bispectral windows is proposed, that can also provide an associated optimum bispectral estimate of stationary non-Gaussian signals, systematically only from an observed time series datum of finite length. For the conventional non-parametric bispectral estimation, the MSE (mean squared error) of the normalized estimate is reviewed under a certain mixing condition and sufficient data length, mainly from the viewpoint of the inverse relation between its bias and variance with respect to the smoothing bandwidth. Based on the fundamental relation, a systematic method not only for determining the bandwidth, but also for obtaining the optimum bispectral estimate is presented by newly introducing a MSE evaluation index of the estimate only from an observed time series datum of finite length. The effectiveness and fundamental features of the proposed method are illustrated by the basic results of numerical experiments.

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A study on robust regression estimators in heteroscedastic error models

  • Son, Nayeong;Kim, Mijeong
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.5
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    • pp.1191-1204
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    • 2017
  • Weighted least squares (WLS) estimation is often easily used for the data with heteroscedastic errors because it is intuitive and computationally inexpensive. However, WLS estimator is less robust to a few outliers and sometimes it may be inefficient. In order to overcome robustness problems, Box-Cox transformation, Huber's M estimation, bisquare estimation, and Yohai's MM estimation have been proposed. Also, more efficient estimations than WLS have been suggested such as Bayesian methods (Cepeda and Achcar, 2009) and semiparametric methods (Kim and Ma, 2012) in heteroscedastic error models. Recently, Çelik (2015) proposed the weight methods applicable to the heteroscedasticity patterns including butterfly-distributed residuals and megaphone-shaped residuals. In this paper, we review heteroscedastic regression estimators related to robust or efficient estimation and describe their properties. Also, we analyze cost data of U.S. Electricity Producers in 1955 using the methods discussed in the paper.

Rainfall Intensity Estimation with Cloud Type using Satellite Data

  • Jee, Joon-Bum;Lee, Kyu-Tae
    • Proceedings of the KSRS Conference
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    • v.2
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    • pp.660-663
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    • 2006
  • Rainfall estimation is important to weather forecast, flood control, hydrological plan. The empirical and statistical methods by measured data(surface rain gauge, rainfall radar, Satellite) is commonly used for rainfall estimation. In this study, the rainfall intensity for East Asia region was estimated using the empirical relationship between SSM/I data of DMSP satellite and brightness temperature of GEOS-9(10.7${\mu}m$) with cloud types(ISCCP and MSG classification). And the empirical formula for rainfall estimation was produced by PMM (Probability Matching Method).

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Model- Data Based Small Area Estimation

  • Shin, Key-Il;Lee, Sang Eun
    • Communications for Statistical Applications and Methods
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    • v.10 no.3
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    • pp.637-645
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    • 2003
  • Small area estimation had been studied using data-based methods such as Direct, Indirect, Synthetic methods. However recently, model-based such as based on regression or time series estimation methods are applied to the study. In this paper we investigate a model-data based small area estimation which takes into account the spatial relation among the areas. The Economic Active Population Survey in 2001 are used for analysis and the results from the model based and model-data based estimation are compared with using MSE(Mean squared error), MAE(Mean absolute error) and MB(Mean bias).

Methods and Techniques for Variance Component Estimation in Animal Breeding - Review -

  • Lee, C.
    • Asian-Australasian Journal of Animal Sciences
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    • v.13 no.3
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    • pp.413-422
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    • 2000
  • In the class of models which include random effects, the variance component estimates are important to obtain accurate predictors and estimators. Variance component estimation is straightforward for balanced data but not for unbalanced data. Since orthogonality among factors is absent in unbalanced data, various methods for variance component estimation are available. REML estimation is the most widely used method in animal breeding because of its attractive statistical properties. Recently, Bayesian approach became feasible through Markov Chain Monte Carlo methods with increasingly powerful computers. Furthermore, advances in variance component estimation with complicated models such as generalized linear mixed models enabled animal breeders to analyze non-normal data.

Analysis of the Present State of Air Pollutant Emission Data for the Greater Seoul Area (서울.수도권 지역 주요 대기오염물질 배출원 자료 현황 분석)

  • 김진영;김영성;김용표
    • Journal of Korean Society for Atmospheric Environment
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    • v.15 no.6
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    • pp.813-826
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    • 1999
  • To understand the present status of air pollutant emission data for the greater Seoul area, existing air pollutant emission data were analyzed and compared. For the criteria pollutants, estimation methods of emissions from point, line, and area sources adopted in the previous studies were analyzed and their results were compared. Two sets of VOC emission estimation were also compared and analyzed. There exists a large discrepancy among previous emission data due to the differences in the scope of emission sources and the estimation method including emission factors employed in each estimation. Applications of previous air pollutant emission studies for air quality modeling and related problems were discussed.

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A Comparison of Estimation Methods for Weibull Distribution and Type I Censoring (와이블 분포와 정시중단 하에서의 MLE와 LSE의 정확도 비교)

  • Kim, Seong-Il;Park, Min-Yong;Park, Jung-Won
    • Journal of Korean Society for Quality Management
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    • v.38 no.4
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    • pp.480-490
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    • 2010
  • In this paper, two estimation methods(least square estimation and maximum likelihood estimation) were compared for Weibull distribution and Type I censoring. Data obtained by Monte Carlo simulation were analyzed using two estimation methods and analysis results were compared by MSE(Mean Squared Error). Comparison results show that maximum likelihood estimator is better for censored data and complete data with more than 30 samples and least square estimator is better for small size complete data(less than and equal to 20 samples).

A New Estimation Model for Wireless Sensor Networks Based on the Spatial-Temporal Correlation Analysis

  • Ren, Xiaojun;Sug, HyonTai;Lee, HoonJae
    • Journal of information and communication convergence engineering
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    • v.13 no.2
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    • pp.105-112
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    • 2015
  • The estimation of missing sensor values is an important problem in sensor network applications, but the existing approaches have some limitations, such as the limitations of application scope and estimation accuracy. Therefore, in this paper, we propose a new estimation model based on a spatial-temporal correlation analysis (STCAM). STCAM can make full use of spatial and temporal correlations and can recognize whether the sensor parameters have a spatial correlation or a temporal correlation, and whether the missing sensor data are continuous. According to the recognition results, STCAM can choose one of the most suitable algorithms from among linear interpolation algorithm of temporal correlation analysis (TCA-LI), multiple regression algorithm of temporal correlation analysis (TCA-MR), spatial correlation analysis (SCA), spatial-temporal correlation analysis (STCA) to estimate the missing sensor data. STCAM was evaluated over Intel lab dataset and a traffic dataset, and the simulation experiment results show that STCAM has good estimation accuracy.

Channel Estimation Method Using the Correlation in the High-Speed Wireless Transmissions (고속 무선 전송에서 상관관계를 이용한 채널 추정방식)

  • Lee Joo-Hyoung;Kim Joo-Kyoung;Kim Jae-Moung
    • The Journal of The Korea Institute of Intelligent Transport Systems
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    • v.4 no.1 s.6
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    • pp.63-71
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    • 2005
  • This paper proposes the channel estimation method robust to severe frequency selective fading channels in O%M system using wide bandwidth for the high data rate transmission. DDCE, which uses data between the high correlated symbols, is usually used for channel estimation in the slow fading channels. DDCE can get high gains in the non-selective channels. As the bandwidth of system gets wider, it becomes more severe frequency selective fading environments so that the reliability of data becomes lower and error flow is occurred. FE method, this paper proposed, uses the relation between sub-carriers of OFDM in frequency selective fading channels so FE method gets some gains by adapting the power value at a target frequency to the mean value of channel estimated values of adjacent sub-carriers. Because FE uses only preamble unlike DDCE using data, it is independent of data rate related to the reliability of data and the number of multipath. Consequently, FE can obtain considerable gains in the wideband systems where the errorflow of DDCE is occurred, and FE is applicable to frequency selective fading environments.

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Accuracy Assessment of Topographic Volume Estimation Using Kompsat-3 and 3-A Stereo Data

  • Oh, Jae-Hong;Lee, Chang-No
    • Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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    • v.35 no.4
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    • pp.261-268
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    • 2017
  • The topographic volume estimation is carried out for the earth work of a construction site and quarry excavation monitoring. The topographic surveying using instruments such as engineering levels, total stations, and GNSS (Global Navigation Satellite Systems) receivers have traditionally been used and the photogrammetric approach using drone systems has recently been introduced. However, these methods cannot be adopted for inaccessible areas where high resolution satellite images can be an alternative. We carried out experiments using Kompsat-3/3A data to estimate topographic volume for a quarry and checked the accuracy. We generated DEMs (Digital Elevation Model) using newly acquired Kompsat-3/3A data and checked the accuracy of the topographic volume estimation by comparing them to a reference DEM generated by timely operating a drone system. The experimental results showed that geometric differences between stereo images significantly lower the quality of the volume estimation. The tested Kompsat-3 data showed one meter level of elevation accuracy with the volume estimation error less than 1% while the tested Kompsat-3A data showed lower results because of the large geometric difference.