• Title/Summary/Keyword: Estimated Mean Error

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PREDICTION MEAN SQUARED ERROR OF THE POISSON INAR(1) PROCESS WITH ESTIMATED PARAMETERS

  • Kim Hee-Young;Park You-Sung
    • Journal of the Korean Statistical Society
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    • v.35 no.1
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    • pp.37-47
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    • 2006
  • Recently, as a result of the growing interest in modeling stationary processes with discrete marginal distributions, several models for integer valued time series have been proposed in the literature. One of these models is the integer-valued autoregressive (INAR) models. However, when modeling with integer-valued autoregressive processes, the distributional properties of forecasts have been not yet discovered due to the difficulty in handling the Steutal Van Ham thinning operator 'o' (Steutal and van Ham, 1979). In this study, we derive the mean squared error of h-step-ahead prediction from a Poisson INAR(1) process, reflecting the effect of the variability of parameter estimates in the prediction mean squared error.

A Study on the Characteristics of Software Reliability Model Using Exponential-Exponential Life Distribution (수명분포가 지수화-지수분포를 따르는 소프트웨어 신뢰모형 특성에 관한 연구)

  • Kim, Hee Cheul;Moon, Song Chul
    • Journal of Information Technology Applications and Management
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    • v.27 no.3
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    • pp.69-75
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    • 2020
  • In this paper, we applied the shape parameters of the exponentialized exponential life distribution widely used in the field of software reliability, and compared the reliability properties of the software using the non-homogeneous Poisson process in finite failure. In addition, the average value function is also a non-decreasing form. In the case of the larger the shape parameter, the smaller the estimated error in predicting the predicted value in comparison with the true value, so it can be regarded as an efficient model in terms of relative accuracy. Also, in the larger the shape parameter, the larger the estimated value of the coefficient of determination, which can be regarded as an efficient model in terms of suitability. So. the larger the shape parameter model can be regarded as an efficient model in terms of goodness-of-fit. In the form of the reliability function, it gradually appears as a non-increasing pattern and the higher the shape parameter, the lower it is as the mission time elapses. Through this study, software operators can use the pattern of mean square error, mean value, and hazard function as a basic guideline for exploring software failures.

A Study on the Reliability Performance Evaluation of Software Reliability Model Using Modified Intensity Function (변형된 강도함수를 적용한 소프트웨어 신뢰모형의 신뢰성능 비교 평가에 관한 연구)

  • Kim, Hee Cheul;Moon, Song Chul
    • Journal of Information Technology Applications and Management
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    • v.25 no.2
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    • pp.109-116
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    • 2018
  • In this study, we was compared the reliability performance of the software reliability model, which applied the Goel-Okumoto model developed using the exponential distribution, to the logarithmic function modifying the intensity function and the Rayleigh form. As a result, the log-type model is relatively smaller in the mean squared error compared to the Rayleigh model and the Goel-Okumoto model. The logarithmic model is more efficient because of the determination coefficient is relatively higher than the Goel-Okumoto model. The estimated determination coefficient of the proposed model was estimated to be more than 80% which is a useful model in the field of software reliability. Reliability has been shown to be relatively higher in the log-type model than the Rayleigh model and the Goel-Okumoto model as the mission time has elapsed. Through this study, software designer and users can identify the software failure characteristics using mean square error, decision coefficient. The confidence interval can be used as a basic guideline when applying the intensity function that reflects the characteristics of the lifetime distribution.

Speech Enhancement Using Lip Information and SFM (입술정보 및 SFM을 이용한 음성의 음질향상알고리듬)

  • Baek, Seong-Joon;Kim, Jin-Young
    • Speech Sciences
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    • v.10 no.2
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    • pp.77-84
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    • 2003
  • In this research, we seek the beginning of the speech and detect the stationary speech region using lip information. Performing running average of the estimated speech signal in the stationary region, we reduce the effect of musical noise which is inherent to the conventional MlMSE (Minimum Mean Square Error) speech enhancement algorithm. In addition to it, SFM (Spectral Flatness Measure) is incorporated to reduce the speech signal estimation error due to speaking habit and some lacking lip information. The proposed algorithm with Wiener filtering shows the superior performance to the conventional methods according to MOS (Mean Opinion Score) test.

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A Study on the Pattern Recognition of Hole Defect using Neural Networks (신경회로망을 이용한 원공 결함 패턴 인식에 관한 연구)

  • 이동우;홍순혁;조석수;주원식
    • Journal of the Korean Society for Precision Engineering
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    • v.20 no.2
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    • pp.146-153
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    • 2003
  • Ultrasonic inspection of defects has been focused on the existence of defect in structural material and need has much time and expenses in inspecting all the coordinates (x, y) on material surface. Neural networks can have an application to coordinates (x, y) of defects by multi-point inspection method. Ultrasonic inspection modeling is optimized by neural networks Neural networks has trained training example of absolute and relative coordinate of defects, and defect pattern. This method can predict coordinates (x, y) of defects within engineering estimated mean error $\psi$.

Convergence of the Filtered-x Least Mean Fourth Algorithm for Active Noise Control (능동 소음 제어를 위한 Filtered-x 최소 평균 네제곱 알고리듬의 수렴분석)

  • 이강승
    • Transactions of the Korean Society for Noise and Vibration Engineering
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    • v.12 no.8
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    • pp.616-625
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    • 2002
  • In this paper, we drove the filtered-x least mean fourth (FXLMF) algorithm where the error raised to the power of four is minimized and analyzed its convergence behavior for a multiple sinusoidal acoustic noise and Gaussian measurement noise. The application of the FXLMF adaptive filter to active noise control requires to estimate the transfer characteristics of the acoustic path between the output and the error signal of the adaptive controller. The results of the convergence analysis of the FXLMF algorithm indicate that the effects of the parameter estimation inaccuracy on the convergence behavior of the algorithm are characterized by two distinct components phase estimation error and estimated gain. In particular, the convergence is shown to be strongly affected by the accuracy of the phase response estimate. Also, we newly show that the convergence behavior can differ depending on the relative sizes of the Gaussian noise and the convergence constant.

An estimator of the mean of the squared functions for a nonparametric regression

  • Park, Chun-Gun
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.3
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    • pp.577-585
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    • 2009
  • So far in a nonparametric regression model one of the interesting problems is estimating the error variance. In this paper we propose an estimator of the mean of the squared functions which is the numerator of SNR (Signal to Noise Ratio). To estimate SNR, the mean of the squared function should be firstly estimated. Our focus is on estimating the amplitude, that is the mean of the squared functions, in a nonparametric regression using a simple linear regression model with the quadratic form of observations as the dependent variable and the function of a lag as the regressor. Our method can be extended to nonparametric regression models with multivariate functions on unequally spaced design points or clustered designed points.

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Location Estimation for Multiple Targets Using Expanded DFS Algorithm (확장된 깊이-우선 탐색 알고리듬을 적용한 다중표적 위치 좌표 추정 기법)

  • Park, So Ryoung;Noh, Sanguk
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.38C no.12
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    • pp.1207-1215
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    • 2013
  • This paper proposes the location estimation techniques of distributed targets with the multi-sensor data perceived through IR sensors of the military robots in consideration of obstacles. In order to match up targets with measured azimuths, to add to the depth-first search (DFS) algorithms in free-obstacle environment, we suggest the expanded DFS (EDS) algorithm including bypass path search, partial path search, middle level ending, and the supplementation of decision metric. After matching up targets with azimuths, we estimate the coordinate of each target by obtaining the intersection point of the azimuths with the least square error (LSE) algorithm. The experimental results show the error rate of estimated location, mean number of calculating nodes, and mean distance between real coordinates and estimated coordinates of the proposed algorithms.

A Study on Fatigue Crack Growth and Life Modeling using Backpropagation Neural Networks (역전파신경회로망을 이용한 피로균열성장과 수명 모델링에 관한 연구)

  • Jo, Seok-Su;Ju, Won-Sik
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.24 no.3 s.174
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    • pp.634-644
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    • 2000
  • Fatigue crack growth and life is estimated by various fracture mechanical parameters but affected by load, material and environment. Fatigue character of component without surface notch cannot be e valuated by above-mentioned parameters due to microstructure of in-service material. Single fracture mechanical parameter or nondestructive parameter cannot predict fatigue damage in arbitrary boundary condition but multiple fracture mechanical parameters or nondestructive parameters can Fatigue crack growth modelling with three point representation scheme uses this merit but has limit on real-time monitoring. Therefore, this study shows fatigue damage model using backpropagatior. neural networks on the basis of X-ray half breadth ratio B/$B_o$ fractal dimension $D_f$ and fracture mechanical parameters can predict fatigue crack growth rate da/dN and cycle ratioN/$N_f$ at the same time within engineering estimated mean error(5%).

Estimation of Reservoir Inflow Using Frequency Analysis (빈도분석에 의한 저수지 유입량 산정)

  • Maeng, Seung-Jin;Hwang, Ju-Ha;Shi, Qiang
    • Journal of The Korean Society of Agricultural Engineers
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    • v.51 no.3
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    • pp.53-62
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    • 2009
  • This study was carried out to select optimal probability distribution based on design accumulated monthly mean inflow from the viewpoint of drought by Gamma (GAM), Generalized extreme value (GEV), Generalized logistic (GLO), Generalized normal (GNO), Generalized pareto (GPA), Gumbel (GUM), Normal (NOR), Pearson type 3 (PT3), Wakeby (WAK) and Kappa (KAP) distributions for the observed accumulative monthly mean inflow of Chungjudam. L-moment ratio was calculated using observed accumulative monthly mean inflow. Parameters of 10 probability distributions were estimated by the method of L-moments with the observed accumulated monthly mean inflow. Design accumulated monthly mean inflows obtained by the method of L-moments using different methods for plotting positions formulas in the 10 probability distributions were compared by relative mean error (RME) and relative absolute error (RAE) respectively. It has shown that the design accumulative monthly mean inflow derived by the method of L-moments using Weibull plotting position formula in WAK and KAP distributions were much closer to those of the observed accumulative monthly mean inflow in comparison with those obtained by the method of L-moment with the different formulas for plotting positions in other distributions from the viewpoint of RME and RAE.