• 제목/요약/키워드: Error Component

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Semiparametric Bayesian Estimation under Structural Measurement Error Model

  • Hwang, Jin-Seub;Kim, Dal-Ho
    • Communications for Statistical Applications and Methods
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    • v.17 no.4
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    • pp.551-560
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    • 2010
  • This paper considers a Bayesian approach to modeling a flexible regression function under structural measurement error model. The regression function is modeled based on semiparametric regression with penalized splines. Model fitting and parameter estimation are carried out in a hierarchical Bayesian framework using Markov chain Monte Carlo methodology. Their performances are compared with those of the estimators under structural measurement error model without a semiparametric component.

Analysis of Linear Regression Model with Two Way Correlated Errors

  • Ssong, Seuck-Heun
    • Journal of the Korean Statistical Society
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    • v.29 no.2
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    • pp.231-245
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    • 2000
  • This paper considers a linear regression model with space and time data in where the disturbances follow spatially correlated error components. We provide the best linear unbiased predictor for the one way error components. We provide the best linear unbiased predictor for the one way error component model with spatial autocorrelation. Further, we derive two diagnostic test statistics for the assessment of model specification due to spatial dependence and random effects as an application of the Lagrange Multiplier principle.

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Semiparametric Bayesian estimation under functional measurement error model

  • Hwang, Jin-Seub;Kim, Dal-Ho
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.2
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    • pp.379-385
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    • 2010
  • This paper considers Bayesian approach to modeling a flexible regression function under functional measurement error model. The regression function is modeled based on semiparametric regression with penalized splines. Model fitting and parameter estimation are carried out in a hierarchical Bayesian framework using Markov chain Monte Carlo methodology. Their performances are compared with those of the estimators under functional measurement error model without semiparametric component.

A Note on Disturbance Variance Estimator in Panel Data with Equicorrelated Error Components

  • Seuck Heun Song
    • Communications for Statistical Applications and Methods
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    • v.2 no.2
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    • pp.129-134
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    • 1995
  • The ordinary least square estimator of the disturbance variance in the pooled cross-sectional and time series regression model is shown to be asymptotically unbiased without any restrictions on the regressor matrix when the disturbances follow an equicorrelated error component models.

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The Effect of First Observation in Panel Regression Model with Serially Correlated Error Components

  • Song, Seuck-Heun
    • Communications for Statistical Applications and Methods
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    • v.6 no.3
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    • pp.667-676
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    • 1999
  • We investigate the effects of omission of initial observations in each individuals in the panel data regression model when the disturbances follow a serially correlated one way error components. We show that the first transformed observation can have a relative large hat matrix diagonal component and a large influence on parameter estimates when the correlation coefficient is large in absolute value.

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Functional Forecasting of Seasonality (계절변동의 함수적 예측)

  • Lee, Geung-Hee
    • The Korean Journal of Applied Statistics
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    • v.28 no.5
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    • pp.885-893
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    • 2015
  • It is important to improve the forecasting accuracy of one-year-ahead seasonal factors in order to produce seasonally adjusted series of the following year. In this paper, seasonal factors of 8 monthly Korean economic time series are examined and forecast based on the functional principal component regression. One-year-ahead forecasts of seasonal factors from the functional principal component regression are compared with other forecasting methods based on mean absolute error (MAE) and mean absolute percentage error (MAPE). Forecasting seasonal factors via the functional principal component regression performs better than other comparable methods.

Numerical Investigations in Choosing the Number of Principal Components in Principal Component Regression - CASE II

  • Shin, Jae-Kyoung;Moon, Sung-Ho
    • Journal of the Korean Data and Information Science Society
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    • v.10 no.1
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    • pp.163-172
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    • 1999
  • We propose a cross-validatory method for the choice of the number of principal components in principal component regression based on the magnitudes of correlations with y. There are two different manners in choosing principal components, one is the order of eigenvalues(Shin and Moon, 1997) and the other is that of correlations with y. We apply our method to various data sets and compare results of those two methods.

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A Study on Stochastic Estimation of Monthly Runoff by Multiple Regression Analysis (다중회귀분석에 의한 하천 월 유출량의 추계학적 추정에 관한 연구)

  • 김태철;정하우
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.22 no.3
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    • pp.75-87
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    • 1980
  • Most hydro]ogic phenomena are the complex and organic products of multiple causations like climatic and hydro-geological factors. A certain significant correlation on the run-off in river basin would be expected and foreseen in advance, and the effect of each these causual and associated factors (independant variables; present-month rainfall, previous-month run-off, evapotranspiration and relative humidity etc.) upon present-month run-off(dependent variable) may be determined by multiple regression analysis. Functions between independant and dependant variables should be treated repeatedly until satisfactory and optimal combination of independant variables can be obtained. Reliability of the estimated function should be tested according to the result of statistical criterion such as analysis of variance, coefficient of determination and significance-test of regression coefficients before first estimated multiple regression model in historical sequence is determined. But some error between observed and estimated run-off is still there. The error arises because the model used is an inadequate description of the system and because the data constituting the record represent only a sample from a population of monthly discharge observation, so that estimates of model parameter will be subject to sampling errors. Since this error which is a deviation from multiple regression plane cannot be explained by first estimated multiple regression equation, it can be considered as a random error governed by law of chance in nature. This unexplained variance by multiple regression equation can be solved by stochastic approach, that is, random error can be stochastically simulated by multiplying random normal variate to standard error of estimate. Finally hybrid model on estimation of monthly run-off in nonhistorical sequence can be determined by combining the determistic component of multiple regression equation and the stochastic component of random errors. Monthly run-off in Naju station in Yong-San river basin is estimated by multiple regression model and hybrid model. And some comparisons between observed and estimated run-off and between multiple regression model and already-existing estimation methods such as Gajiyama formula, tank model and Thomas-Fiering model are done. The results are as follows. (1) The optimal function to estimate monthly run-off in historical sequence is multiple linear regression equation in overall-month unit, that is; Qn=0.788Pn+0.130Qn-1-0.273En-0.1 About 85% of total variance of monthly runoff can be explained by multiple linear regression equation and its coefficient of determination (R2) is 0.843. This means we can estimate monthly runoff in historical sequence highly significantly with short data of observation by above mentioned equation. (2) The optimal function to estimate monthly runoff in nonhistorical sequence is hybrid model combined with multiple linear regression equation in overall-month unit and stochastic component, that is; Qn=0. 788Pn+0. l30Qn-1-0. 273En-0. 10+Sy.t The rest 15% of unexplained variance of monthly runoff can be explained by addition of stochastic process and a bit more reliable results of statistical characteristics of monthly runoff in non-historical sequence are derived. This estimated monthly runoff in non-historical sequence shows up the extraordinary value (maximum, minimum value) which is not appeared in the observed runoff as a random component. (3) "Frequency best fit coefficient" (R2f) of multiple linear regression equation is 0.847 which is the same value as Gaijyama's one. This implies that multiple linear regression equation and Gajiyama formula are theoretically rather reasonable functions.

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Compensation of Current Offset Error in Half-Bridge PWM Inverter for Linear Compressor

  • Kim, Dong-Youn;Im, Won-Sang;Hwang, Seon-Hwan;Kim, Jang-Mok
    • Journal of Power Electronics
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    • v.15 no.6
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    • pp.1593-1600
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    • 2015
  • This paper proposes a novel compensation algorithm of current offset error for single-phase linear compressor in home appliances. In a half-bridge inverter, current offset error may cause unbalanced DC-link voltage when the DC-link is comprised of two serially connected capacitors. To compensate the current measurement error, the synchronous reference frame transformation is used for detecting the measurement error. When an offset error occurs in the output current of the half-bridge inverter, the d-axis current has a ripple with frequency equal to the fundamental frequency. With the use of a proportional-resonant controller, the ripple component can be removed, and offset error can be compensated. The proposed compensation method can easily be implemented without much computation and additional hardware circuit. The validity of the proposed algorithm is verified through experimental results.

Odometry Error Correction with a Gyro Sensor for the Mobile Robot Localization (자이로 센서를 이용한 이동로봇 Odometry 오차 보정에 관한 연구)

  • Park Shi-Na;Hong Hyun-Ju;Choi Won-Tae
    • The Transactions of the Korean Institute of Electrical Engineers D
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    • v.55 no.2
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    • pp.65-67
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    • 2006
  • To make the autonomous mobile robot move in the unknown space, we have to know the information of current location of the robot. So far, the location information that was obtained using Encoder always includes Dead Reckoning Error, which is accumulated continuously and gets bigger as the distance of movement increases. In this paper, we analyse the effect of the size of the two wheels of the mobile robot and the wheel track of them among the factors of Dead Reckoning Error. And after this, we compensate this Dead Reckoning Error by Kalman filter using Gyro Sensors. To accomplish this, we develop the controller to analyse the error components of Gyro Sensor and to minimize the error values. We employ the numerical approach to analyse the error components by linearizing them because each error component is nonlinear. And we compare the improved result through simulation.