• Title/Summary/Keyword: Estimator measure

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Selection of Detection Measures for Malicious Codes using Naive Estimator (단순 추정량을 이용한 악성코드의 탐지척도 선정)

  • Mun, Gil-Jong;Kim, Yong-Min
    • Journal of the Korea Institute of Information Security & Cryptology
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    • v.18 no.2
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    • pp.97-105
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    • 2008
  • The various mutations of the malicious codes are fast generated on the network. Also the behaviors of them become intelligent and the damage becomes larger step by step. In this paper, we suggest the method to select the useful measures for the detection of the codes. The method has the advantage of shortening the detection time by using header data without payloads and uses connection data that are composed of TCP/IP packets, and much information of each connection makes use of the measures. A naive estimator is applied to the probability distribution that are calculated by the histogram estimator to select the specific measures among 80 measures for the useful detection. The useful measures are then selected by using relative entropy. This method solves the problem that is to misclassify the measure values. We present the usefulness of the proposed method through the result of the detection experiment using the detection patterns based on the selected measures.

Accuracy Measures of Empirical Bayes Estimator for Mean Rates

  • Jeong, Kwang-Mo
    • Communications for Statistical Applications and Methods
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    • v.17 no.6
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    • pp.845-852
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    • 2010
  • The outcomes of counts commonly occur in the area of disease mapping for mortality rates or disease rates. A Poisson distribution is usually assumed as a model of disease rates in conjunction with a gamma prior. The small area typically refers to a small geographical area or demographic group for which very little information is available from the sample surveys. Under this situation the model-based estimation is very popular, in which the auxiliary variables from various administrative sources are used. The empirical Bayes estimator under Poissongamma model has been considered with its accuracy measures. An accuracy measure using a bootstrap samples adjust the underestimation incurred by the posterior variance as an estimator of true mean squared error. We explain the suggested method through a practical dataset of hitters in baseball games. We also perform a Monte Carlo study to compare the accuracy measures of mean squared error.

On an Information Theoretic Diagnostic Measure for Detecting Influential Observations in LDA

  • Kim, Hea-Jung
    • Journal of the Korean Statistical Society
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    • v.25 no.2
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    • pp.289-301
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    • 1996
  • This paper suggests a new diagnostic measure for detecting influential observations in two group linear discriminant analysis(LDA). It is developed from an information theoretic point of view using the minimum discrimination information(MDI) methodology. MDI estimator of symmetric divergence by Kullback(l967) is taken as a measure of the power of discrimination in LDA. It is shown that the effect of an observation over the power of discrimination is fully explained by the diagnostic measure. Asymptotic distribution of the proposed measure is derived as a function of independent chi-squared and standard normal variables. By means of the distributions, a couple of methods are suggested for detecting the influential observations in LDA. Performance of the suggested methods are examined through a simulation study.

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Effect of Departures from Independence for a System

  • Park, Byung-Gu;Jeong, Cheol-Hyun
    • Journal of Korean Society for Quality Management
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    • v.19 no.1
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    • pp.28-42
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    • 1991
  • For a series or parallel system, though the component lifetimes have the absolutely continuous bivariate exponential distributions(ACBVE) by Block and Basu(1974), the common assumption that the component lifetimes are independent is used. The purpose of this paper, in this case, is to investigate the magnitude of the error caused by erroneous assumption, using the measure proposed by Klein and Moeschberger(1986). Estimation of the measure is conducted by maximum likelihood estimator(MLE) and those estimators are compared with corresponding jackknifed MLE through the Monte Carlo study.

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Fault Detection and Identification of Uninhabited Aerial Vehicle using Similarity Measure (유사측도를 이용한 무인기의 고장진단 및 검출)

  • Park, Wook-Je;Lee, Sang-Hyuk
    • Journal of the Korean Society for Aviation and Aeronautics
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    • v.19 no.2
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    • pp.16-22
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    • 2011
  • It is recognized that the control surface fault is detected by monitoring the value of the coefficients due to the control surface deviation. It is found out the control surface stuck position by comparing the trim value with the reference value. To detect and isolate the fault, two mixed methods apply to the real-time parameter estimation and similarity measure. If the scatter of aerodynamic coefficients for the fault and normal are closing nearly, fault decision is difficult. Applying similarity measure to decide for fault or not, it makes a clear and easy distinction between fault and normal. Low power processor is applied to the real-time parameter estimator and computation of similarity measure.

The $m^{th}$ Moment of Generalized Ridge Estimators

  • Kim, Ju-Sung
    • Journal of the Korean Statistical Society
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    • v.12 no.1
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    • pp.18-23
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    • 1983
  • Dwivedi, Srivastava and Hall(1980) derived the first and second moments of generalized ridge estimators. In this paper we consider the $m^{th}$ moment of a generalized ridge estimator and tabulate tis skewness measure.

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Active noise control algorithm based on noise frequency estimation (소음 주파수 추정 기법을 이용한 능동소음제어 알고리즘)

  • 김선민;박영진
    • 제어로봇시스템학회:학술대회논문집
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    • 1997.10a
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    • pp.321-324
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    • 1997
  • In this paper, Active Noise Control(ANC) algorithm is proposed based on the estimated frequency estimator of the reference signal. The conventional feedforward ANC algorithms should measure the reference and use it to calculate the gradient of the squared error and filter coefficients. For ANC systems applied to aircrafts and passenger ships, engines from which reference signal is usually measured is so far from seats where main part of controller is placed that the scheme might be difficult to implement or very costly. Feedback ANC algorithm which doesn't need to measure the reference uses the error signal to update the filter and is sensitive to unexpected transient noise like a sneeze, clapping of hands and so on The proposed algorithm estimates frequencies of the desired signal in real time using adaptive notch filter. New frequency estimation algorithm is proposed with the improved convergence rate, threshold SNR and computational simplicity. Reference is not measured but created with the estimated frequencies. It has strong similarity to the conventional feedback control because reference is made from error signal. Enhanced error signal is used to update the controller for better performance under the measurement noise and impact noise. The proposed ANC algorithm is compared with the conventional feedback control.

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Pavement condition assessment through jointly estimated road roughness and vehicle parameters

  • Shereena, O.A.;Rao, B.N.
    • Structural Monitoring and Maintenance
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    • v.6 no.4
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    • pp.317-346
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    • 2019
  • Performance assessment of pavements proves useful, in terms of handling the ride quality, controlling the travel time of vehicles and adequate maintenance of pavements. Roughness profiles provide a good measure of the deteriorating condition of the pavement. For the accurate estimates of pavement roughness from dynamic vehicle responses, vehicle parameters should be known accurately. Information on vehicle parameters is uncertain, due to the wear and tear over time. Hence, condition monitoring of pavement requires the identification of pavement roughness along with vehicle parameters. The present study proposes a scheme which estimates the roughness profile of the pavement with the use of accurate estimates of vehicle parameters computed in parallel. Pavement model used in this study is a two-layer Euler-Bernoulli beam resting on a nonlinear Pasternak foundation. The asphalt topping of the pavement in the top layer is modeled as viscoelastic, and the base course bottom layer is modeled as elastic. The viscoelastic response of the top layer is modeled with the help of the Burgers model. The vehicle model considered in this study is a half car model, fitted with accelerometers at specified points. The identification of the coupled system of vehicle-pavement interaction employs a coupled scheme of an unbiased minimum variance estimator and an optimization scheme. The partitioning of observed noisy quantities to be used in the two schemes is investigated in detail before the analysis. The unbiased minimum variance estimator (MVE) make use of a linear state-space formulation including roughness, to overcome the linearization difficulties as in conventional nonlinear filters. MVE gives estimates for the unknown input and fed into the optimization scheme to yield estimates of vehicle parameters. The issue of ill-posedness of the problem is dealt with by introducing a regularization equivalent term in the objective function, specifically where a large number of parameters are to be estimated. Effect of different objective functions is also studied. The outcome of this research is an overall measure of pavement condition.

An Analysis on Efficiency for the Environmental Friendly Agricultural Product of Strawberry in GyeongBuk Province (경북지역 친환경딸기 농가의 인증유형에 따른 효율성 분석)

  • Lee, Sang-Ho;Song, Kyung-Hwan
    • Korean Journal of Organic Agriculture
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    • v.21 no.4
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    • pp.487-500
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    • 2013
  • The purpose of this study is to estimate efficiency of environmental-friendly agricultural product by using Data Envelopment Analysis. A proposed method employs a bootstrapping approach to generating efficiency estimates through Monte Carlo simulation resampling process. The technical efficiency, pure technical efficiency, and scale efficiency measure of strawberry by pesticide-free certification is 0.967, 0.995, 0.968 respectively. However those of bias-corrected estimates are 0.918, 0.983, 0.934. We know that the DEA estimator is an upward biased estimator. In technical efficiency, average lower and upper confidence bounds of 0.807 and 0.960. According to these results, the DEA bootstrapping model used here provides bias-corrected and confidence intervals for the point estimates, it is more preferable.

A Nonparametric Goodness-of-Fit Test for Sparse Multinomial Data

  • Baek, Jang-Sun
    • Journal of the Korean Data and Information Science Society
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    • v.14 no.2
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    • pp.303-311
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    • 2003
  • We consider the problem of testing cell probabilities in sparse multinomial data. Aerts, et al.(2000) presented $T_1=\sum\limits_{i=1}^k(\hat{p}_i-p_i)^2$ as a test statistic with the local polynomial estimator $(\hat{p}_i$, and showed its asymptotic distribution. When there are cell probabilities with relatively much different sizes, the same contribution of the difference between the estimator and the hypothetical probability at each cell in their test statistic would not be proper to measure the total goodness-of-fit. We consider a Pearson type of goodness-of-fit test statistic, $T=\sum\limits_{i=1}^k(\hat{p}_i-p_i)^2/p_i$ instead, and show it follows an asymptotic normal distribution.

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