• Title/Summary/Keyword: Estimator measure

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Design-Based Small Area Estimation for the Korean Economically Active Population Survey (시군구 실업자 총계 추정을 위한 설계기반 간접추정법)

  • 정연수;이계오;이우일
    • The Korean Journal of Applied Statistics
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    • v.16 no.1
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    • pp.1-14
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    • 2003
  • In this study, we suggest the method of small area estimation based on the Economically Active Population Survey (EAPS) data in producing unemployment statistics for the local self-government areas (LSGAs) within large areas. The small area estimators considered are design-based indirect estimators such as the synthetic and composite estimators. The jackknife mean square error was used as a measure of accuracy of such small area estimators. The total unemployed and jackknife mean square errors of the 10 LSGAs within the large area of ChoongBuk region are derived from the estimation procedure suggested in this study, using EAPS data of December 2000. The reliability of small area estimators was assessed using the relative bias values and relative root mean square errors of these estimators. We find that under the current Korean EAPS system, the composite estimator turns out to be much more stable than other estimators.

Development of a sdms (Self-diagnostic monitoring system) with prognostics for a reciprocating pump system

  • Kim, Wooshik;Lim, Chanwoo;Chai, Jangbom
    • Nuclear Engineering and Technology
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    • v.52 no.6
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    • pp.1188-1200
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    • 2020
  • In this paper, we consider a SDMS (Self-Diagnostic Monitoring System) for a reciprocating pump for the purpose of not only diagnosis but also prognosis. We have replaced a multi class estimator that selects only the most probable one with a multi label estimator such that we are able to see the state of each of the components. We have introduced a measure called certainty so that we are able to represent the symptom and its state. We have built a flow loop for a reciprocating pump system and presented some results. With these changes, we are not only able to detect both the dominant symptom as well as others but also to monitor how the degree of severity of each component changes. About the dominant ones, we found that the overall recognition rate of our algorithm is about 99.7% which is slightly better than that of the former SDMS. Also, we are able to see the trend and to make a base to find prognostics to estimate the remaining useful life. With this we hope that we have gone one step closer to the final goal of prognosis of SDMS.

An Analysis of the Efficiency of Item-based Agricultural Cooperative Using the DEA Model (확률적 DEA모형에 의한 품목농협의 효율성 분석)

  • Lee, Sang-Ho
    • Journal of agriculture & life science
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    • v.45 no.6
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    • pp.279-289
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    • 2011
  • The purpose of this study is to estimate efficiency of item-based agricultural cooperative 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 item-based agricultural cooperative is 0.80, 0.87, 0.93 respectively. However the bias-corrected estimates are less than those of DEA. We know that the DEA estimator is an upward biased estimator. In technical efficiency, average lower and upper confidence bounds of 0.726 and 0.8747. According to these results, the DEA bootstrapping model used here provides bias-corrected and confidence intervals for the point estimates, it is more preferable.

Implementation of a Senseless Position Controller Capable of Multi-turn Detection in a Turret Servo System (터렛 서보 시스템에서 멀티-턴 검출이 가능한 센서리스 위치제어기 구현)

  • Cho, Nae-Soo
    • The Journal of the Korea institute of electronic communication sciences
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    • v.16 no.1
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    • pp.37-44
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    • 2021
  • This study is implemented as a sensor-less position controller capable of multi-turn detection to replace the expensive absolute encoder used in the turret servo system. For sensor-less control, the position information of the rotor is essential. For this, a magnetic flux estimator was implemented from the mathematical model of IPMSM used in the turret servo system. The position of the rotor and the angular velocity of the rotor were obtained using the rotor magnetic flux calculated from the magnetic flux estimator. Using the zero-crossing technique, one pulse was generated for each rotation of the estimated rotor magnetic flux to measure the number of multi-turns. Simulation and experiment results confirmed the usefulness of the proposed method.

An improvement of MT transfer function estimates using by pre-screening scheme based on the statistical distribution of electromagnetic fields (통계적 사전 처리방법을 통한 MT 전달함수 추정의 향상 기법 연구)

  • Yang Junmo;Kwon Byung-Doo;Lee Duk-Kee;Song Youn-Ho;Youn Yong-Hoon
    • 한국지구물리탐사학회:학술대회논문집
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    • 2005.05a
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    • pp.273-280
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    • 2005
  • Robust magneto-telluric (MT) response function estimators are now in standard use in electromagnetic induction research. Properly devised and applied, these methods can reduce the influence of unusual data (outlier) in the response (electric field) variable, but often not sensitive to exceptional predictor (magnetic field) data, which are termed leverage points. A bounded influence estimator is described which simultaneously limits the influence of both outlier and leverage point, and has proven to consistently yield more reliable MT response function estimates than conventional robust approach. The bounded influence estimator combines a standard robust M-estimator with leverage weighting based on the statistics of the hat matrix diagonal, which is a standard statistical measure of unusual predictors. Further extensions to MT data analysis are proposed, including a establishment of data rejection criterion which minimize the influence of both electric and magnetic outlier in frequency domain based on statistical distribution of electromagnetic field. The rejection scheme made in this study seems to have an effective performance on eliminating extreme data, which is even not removed by BI estimator, in frequency domain. The effectiveness and advantage of these developments are illustrated using real MT data.

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Weighted Hω and New Paradox of κ (가중 합치도 Hω와 κ의 새로운 역설)

  • Kwon, Na-Young;Kim, Jin-Gon;Park, Yong-Gyu
    • The Korean Journal of Applied Statistics
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    • v.22 no.5
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    • pp.1073-1084
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    • 2009
  • For ordinal categorical $R{\times}R$ tables, a weighted measure of association, $H_{\omega}$, was proposed and its maximum likelihood estimator and asymptotic variance were drived. We redefined the last paradox of ${\kappa}$ and proved its relation to marginal distributions. We also introduced the new paradox of ${\kappa}$ and summaried the general relationships between ${\kappa}$ and marginal distributions.

Estimation and Demonstration Test Plan for Availability with Weibull Lifetime and Lognormal Repair Time (와이블 수명분포와 대수정규 수리시간분포 하에서 가용도의 추정과 실증시험계획)

  • Seo, Sun-Keun
    • Journal of Applied Reliability
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    • v.14 no.1
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    • pp.1-9
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    • 2014
  • One important measure of performance for a repairable system is steady-state availability. In this paper, a method to estimate and establish confidence interval for the steady-state availability under Weibull lifetime and lognormal repair time distributions is proposed. Also, bias and mean squared error of a point estimator for an availability are investigated. In addition, a procedure to derive the sample size and critical value for availability demonstration test is presented and illustrated with a numerical example.

On the Model Selection Criteria in Normal Distributions

  • Chung, Han-Yeong;Lee, Kee-Won
    • Journal of the Korean Statistical Society
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    • v.21 no.2
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    • pp.93-110
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    • 1992
  • A model selection approach is used to find out whether the mean and the variance of a unique sample are different from the pre-specified values. Normal distribution is selected as an approximating model. Kullback-Leibler discrepancy comes out as a natural measure of discrepancy between the operating model and the approximating model. Several estimates of selection criterion are computed including AIC, TIC, and a coupleof bootstrap estimator of the selection criterion are considered according to the way of resampling. It is shown that a closed form expression is available for the parametric bootstrap estimated cirterion. A Monte Carlo study is provided to give a formal comparison when the operating family itself is normally distributed.

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A cautionary note on the use of Cook's distance

  • Kim, Myung Geun
    • Communications for Statistical Applications and Methods
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    • v.24 no.3
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    • pp.317-324
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    • 2017
  • An influence measure known as Cook's distance has been used for judging the influence of each observation on the least squares estimate of the parameter vector. The distance does not reflect the distributional property of the change in the least squares estimator of the regression coefficients due to case deletions: the distribution has a covariance matrix of rank one and thus it has a support set determined by a line in the multidimensional Euclidean space. As a result, the use of Cook's distance may fail to correctly provide information about influential observations, and we study some reasons for the failure. Three illustrative examples will be provided, in which the use of Cook's distance fails to give the right information about influential observations or it provides the right information about the most influential observation. We will seek some reasons for the wrong or right provision of information.

Estimation of long memory parameter in nonparametric regression

  • Cho, Yeoyoung;Baek, Changryong
    • Communications for Statistical Applications and Methods
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    • v.26 no.6
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    • pp.611-622
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    • 2019
  • This paper considers the estimation of the long memory parameter in nonparametric regression with strongly correlated errors. The key idea is to minimize a unified mean squared error of long memory parameter to select both kernel bandwidth and the number of frequencies used in exact local Whittle estimation. A unified mean squared error framework is more natural because it provides both goodness of fit and measure of strong dependence. The block bootstrap is applied to evaluate the mean squared error. Finite sample performance using Monte Carlo simulations shows the closest performance to the oracle. The proposed method outperforms existing methods especially when dependency and sample size increase. The proposed method is also illustreated to the volatility of exchange rate between Korean Won for US dollar.