• 제목/요약/키워드: Errors in variables model

검색결과 199건 처리시간 0.028초

Estimation of the Polynomial Errors-in-variables Model with Decreasing Error Variances

  • Moon, Myung-Sang;R. F. Gunst
    • Journal of the Korean Statistical Society
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    • 제23권1호
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    • pp.115-134
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    • 1994
  • Polynomial errors-in-variables model with one predictor variable and one response variable is defined and an estimator of model is derived following the Booth's linear model estimation procedure. Since polynomial model is nonlinear function of the unknown regression coefficients and error-free predictors, it is nonlinear model in errors-in-variables model. As a result of applying linear model estimation method to nonlinear model, some additional assumptions are necessary. Hence, an estimator is derived under the assumption that the error variances are decrasing as sample size increases. Asymptotic propoerties of the derived estimator are provided. A simulation study is presented to compare the small sample properties of the derived estimator with those of OLS estimator.

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Bayesian Analysis for a Functional Regression Model with Truncated Errors in Variables

  • Kim, Hea-Jung
    • Journal of the Korean Statistical Society
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    • 제31권1호
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    • pp.77-91
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    • 2002
  • This paper considers a functional regression model with truncated errors in explanatory variables. We show that the ordinary least squares (OLS) estimators produce bias in regression parameter estimates under misspecified models with ignored errors in the explanatory variable measurements, and then propose methods for analyzing the functional model. Fully parametric frequentist approaches for analyzing the model are intractable and thus Bayesian methods are pursued using a Markov chain Monte Carlo (MCMC) sampling based approach. Necessary theories involved in modeling and computation are provided. Finally, a simulation study is given to illustrate and examine the proposed methods.

Quantile regression with errors in variables

  • Shim, Jooyong
    • Journal of the Korean Data and Information Science Society
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    • 제25권2호
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    • pp.439-446
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    • 2014
  • Quantile regression models with errors in variables have received a great deal of attention in the social and natural sciences. Some eorts have been devoted to develop eective estimation methods for such quantile regression models. In this paper we propose an orthogonal distance quantile regression model that eectively considers the errors on both input and response variables. The performance of the proposed method is evaluated through simulation studies.

Development of Thermal Error Model with Minimum Number of Variables Using Fuzzy Logic Strategy

  • 이진현;이재하;양성한
    • Journal of Mechanical Science and Technology
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    • 제15권11호
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    • pp.1482-1489
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    • 2001
  • Thermally-induced errors originating from machine tool errors have received significant attention recently because high speed and precise machining is now the principal trend in manufacturing proce sses using CNC machine tools. Since the thermal error model is generally a function of temperature, the thermal error compensation system contains temperature sensors with the same number of temperature variables. The minimization of the number of variables in the thermal error model can affect the economical efficiency and the possibility of unexpected sensor fault in a error compensation system. This paper presents a thermal error model with minimum number of variables using a fuzzy logic strategy. The proposed method using a fuzzy logic strategy does not require any information about the characteristics of the plant contrary to numerical analysis techniques, but the developed thermal error model guarantees good prediction performance. The proposed modeling method can also be applied to any type of CNC machine tool if a combination of the possible input variables is determined because the error model parameters are only calculated mathematically-based on the number of temperature variables.

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소표본 errors-in-vairalbes 모형에서의 통계 추론 (Small-Sample Inference in the Errors-in-Variables Model)

  • 소병수
    • 품질경영학회지
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    • 제25권1호
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    • pp.69-79
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    • 1997
  • We consider the semiparametric linear errors-in-variables model: yi=(${\alpha}+{\beta}ui+{\varepsilon}i$, xi=ui+${\varepsilon}i$ i=1, …, n where (xi, yi) stands for an observation vector, (ui) denotes a set of incidental nuisance parameters, (${\alpha}$ , ${\beta}$) is a vector of regression parameters and (${\varepsilon}i$, ${\delta}i$) are mutually uncorrelated measurement errors with zero mean and finite variances but otherwise unknown distributions. On the basis of a simple small-sample low-noise a, pp.oximation, we propose a new method of comparing the mean squared errors(MSE) of the various competing estimators of the true regression parameters ((${\alpha}$ , ${\beta}$). Then we show that a class of estimators including the classical least squares estimator and the maximum likelihood estimator are consistent and first-order efficient within the class of all regular consistent estimators irrespective of type of measurement errors.

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경사각을 갖는 관성항법시스템 초기 정밀정렬의 오차 분석 (Error Analysis of Initial Fine Alignment for Non-leveling INS)

  • 조성윤
    • 제어로봇시스템학회논문지
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    • 제14권6호
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    • pp.595-602
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    • 2008
  • In this paper, performance of the initial alignment for INS whose attitude is not leveled is investigated. Observability of the initial alignment filter is analyzed and estimation errors of the estimated state variables are derived. First, the observability is analyzed using the rank test of observability matrix and the normalized error covariance of the Kalman filter based on the 10-state model. In result, it can be seen that the accelerometer biases on horizontal axes are unobservable. Second, the steady-state estimation errors of the state variables are derived using the observability equation. It is verified that the estimates of the state variables have errors due to the unobservable state variables and the non-leveling tilt angles of a vehicle containing the INS. Especially, this paper shows that the larger the tilt angles of the vehicle are, the larger the estimation errors corresponding to the sensor biases are. Finally, it is shown that the performance of the 8-state model excepting the accelerometer biases on horizontal axes is better than that of the 10-state model in the initial alignment by simulation.

Improvement of flood simulation accuracy based on the combination of hydraulic model and error correction model

  • Li, Li;Jun, Kyung Soo
    • 한국수자원학회:학술대회논문집
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    • 한국수자원학회 2018년도 학술발표회
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    • pp.258-258
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    • 2018
  • In this study, a hydraulic flow model and an error correction model are combined to improve the flood simulation accuracy. First, the hydraulic flow model is calibrated by optimizing the Manning's roughness coefficient that considers spatial and temporal variability. Then, an error correction model were used to correct the systematic errors of the calibrated hydraulic model. The error correction model is developed using Artificial Neural Networks (ANNs) that can estimate the systematic simulation errors of the hydraulic model by considering some state variables as inputs. The input variables are selected using parital mutual information (PMI) technique. It was found that the calibrated hydraulic model can simulate flood water levels with good accuracy. Then, the accuracy of estimated flood levels is improved further by using the error correction model. The method proposed in this study can be used to the flood control and water resources management as it can provide accurate water level eatimation.

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Forecasting for a Credit Loan from Households in South Korea

  • Jeong, Dong-Bin
    • 산경연구논집
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    • 제8권4호
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    • pp.15-21
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    • 2017
  • Purpose - In this work, we examined the causal relationship between credit loans from households (CLH), loan collateralized with housing (LCH) and an interest of certificate of deposit (ICD) among others in South Korea. Furthermore, the optimal forecasts on the underlying model will be obtained and have the potential for applications in the economic field. Research design, data, and methodology - A total of 31 realizations sampled from the 4th quarter in 2008 to the 4th quarter in 2016 was chosen for this research. To achieve the purpose of this study, a regression model with correlated errors was exploited. Furthermore, goodness-of-fit measures was used as tools of optimal model-construction. Results - We found that by applying the regression model with errors component ARMA(1,5) to CLH, the steep and lasting rise can be expected over the next year, with moderate increase of LCH and ICD. Conclusions - Based on 2017-2018 forecasts for CLH, the precipitous and lasting increase can be expected over the next two years, with gradual rise of two major explanatory variables. By affording the assumption that the feedback among variables can exist, we can, in the future, consider more generalized models such as vector autoregressive model and structural equation model, to name a few.

인체변수의 계층적 추정기법 개발 및 적용 (Development and application of a hierarchical estimation method for anthropometric variables)

  • 류태범;유희천
    • 대한인간공학회지
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    • 제22권4호
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    • pp.59-78
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    • 2003
  • Most regression models of anthropometric variables use stature and/or weight as regressors; however, these 'flat' regression models result in large errors for anthropometric variables having low correlations with the regressors. To develop more accurate regression models for anthropometric variables, this study proposed a method to estimate anthropometric variables in a hierarchical manner based on the relationships among the variables and a process to develop and improve corresponding regression models. By applying the proposed approach, a hierarchical estimation structure was constructed for 59 anthropometric variables selected for the occupant package design of a passenger car and corresponding regression models were developed with the 1988 US Army anthropometric survey data. The hierarchical regression models were compared with the corresponding flat regression models in terms of accuracy. As results, the standard errors of the hierarchical regression models decreased by 28% (4.3mm) on average compared with those of the flat models.

SEM-based study on the impact of safety culture on unsafe behaviors in Chinese nuclear power plants

  • Licao Dai;Li Ma;Meihui Zhang;Ziyi Liang
    • Nuclear Engineering and Technology
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    • 제55권10호
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    • pp.3628-3638
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    • 2023
  • This paper uses 135 Licensed Operator Event Reports (LOER) from Chinese nuclear plants to analyze how safety culture affects unsafe behaviors in nuclear power plants. On the basis of a modified human factors analysis and classification system (HFACS) framework, structural equation model (SEM) is used to explore the relationship between latent variables at various levels. Correlation tests such as chi-square test are used to analyze the path from safety culture to unsafe behaviors. The role of latent error is clarified. The results show that the ratio of latent errors to active errors is 3.4:1. The key path linking safety culture weaknesses to unsafe behaviors is Organizational Processes → Inadequate Supervision → Physical/Technical Environment → Skill-based Errors. The most influential factors on the latent variables at each level in the HFACS framework are Organizational Processes, Inadequate Supervision, Physical Environment, and Skill-based Errors.