• 제목/요약/키워드: Expectation and Maximization

검색결과 214건 처리시간 0.033초

Unsupervised Change Detection Using Iterative Mixture Density Estimation and Thresholding

  • Park, No-Wook;Chi, Kwang-Hoon
    • 대한원격탐사학회:학술대회논문집
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    • 대한원격탐사학회 2003년도 Proceedings of ACRS 2003 ISRS
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    • pp.402-404
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    • 2003
  • We present two methods for the automatic selection of the threshold values in unsupervised change detection. Both methods consist of the same two procedures: 1) to determine the parameters of Gaussian mixtures from a difference image or ratio image, 2) to determine threshold values using the Bayesian rule for minimum error. In the first method, the Expectation-Maximization algorithm is applied for estimating the parameters of the Gaussian mixtures. The second method is based on the iterative thresholding that successively employs thresholding and estimation of the model parameters. The effectiveness and applicability of the methods proposed here are illustrated by an experiment on the multi-temporal KOMPAT-1 EOC images.

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EM 알고리즘 기반 강인한 진동 특징을 이용한 고 신뢰성 유도 전동기 다중 결함 분류 (High-Reliable Classification of Multiple Induction Motor Faults Using Vibration Signatures based on an EM Algorithm)

  • 장원철;강명수;최병근;김종면
    • 한국소음진동공학회:학술대회논문집
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    • 한국소음진동공학회 2013년도 추계학술대회 논문집
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    • pp.346-353
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    • 2013
  • Industrial processes need to be monitored in real-time based on the input-output data observed during their operation. Abnormalities in an induction motor should be detected early in order to avoid costly breakdowns. To early identify induction motor faults, this paper effectively estimates spectral envelopes of each induction motor fault by utilizing a linear prediction coding (LPC) analysis technique and an expectation maximization (EM) algorithm. Moreover, this paper classifies induction motor faults into their corresponding categories by calculating Mahalanobis distance using the estimated spectral envelopes and finding the minimum distance. Experimental results shows that the proposed approach yields higher classification accuracies than the state-of-the-art approach for both noiseless and noisy environments for identifying the induction motor faults.

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고장 보고율을 이용한 현장 수명자료 분포의 모수추정 (Estimating Parameters of Field Lifetime Data Distribution Using the Failure Reporting Probability)

  • 김영복;이창훈
    • 대한산업공학회지
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    • 제33권1호
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    • pp.52-60
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    • 2007
  • Estimating parameters of the lifetime distribution is investigated when field failure data are not completelyreported. To take into account the reality and the accuracy of the estimates in such a case, the failure reportingprobability is incorporated in estimating parameters, Firstly, method of maximum likelihood estimate (MLE) isused to estimate parameters of the lifetime distribution when failure reporting probability is known, Secondly,Expectation and Maximization (EM) algorithm is used to estimate the failure reporting probability and parame-ters of the lifetime distribution simultaneously when failure reporting probability is unknown. For both cases,procedures of estimation are illustrated for single Weibull distribution and mixed Weibull distribution. Simula-tion results show that MLE obtained by the proposed method is more accurate than the conventional MLE.

혼합회귀모델을 이용한 의사의 선호보상체계 분석 (Segmentation of the Compensation Packages for Doctors by Mixture Regression Model)

  • 백수경;곽영식
    • 한국병원경영학회지
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    • 제10권4호
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    • pp.75-97
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    • 2005
  • The research objective is to empirically investigate the compensation packages maximizing the utilities of internal customers by applying the market segmentation theory. Data was collected from four Korean hospitals in Seoul, Busan and Gyunggi-do. The research is designed to seek the compensation package maximizing the utility of doctors by mixture regression model, which has been applied as latent structure and other type of finite mixture models from various academic fields since early 1980s. The mixture regression model shows the optimal segments number and fuzzy classification for each observation by EM(expectation-maximization algorism). The finite mixture regression model is to unmix the sample, to identify the groups, and to estimate the parameters of the density function underlying the observed data within each group. The doctors were segmented into 5 groups by their preference for the compensation package. The results of this study imply that the utility of doctors increases with differentiated compensation package segmented by their preference.

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Text Segmentation from Images with Various Light Conditions Based on Gaussian Mixture Model

  • Tran, Khoa Anh;Lee, Gueesang
    • International Journal of Contents
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    • 제9권1호
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    • pp.1-5
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    • 2013
  • Standard Gaussian Mixture Model (GMM) is a well-known method for image segmentation. However, one of its problems is that we consider the pixel as independent to each other, which can cause the segmentation results sensitive to noise. It explains why some of existing algorithms still cannot segment texts from the background clearly. Therefore, we present a new method in which we incorporate the spatial relationship between a pixel and its neighbors inside $3{\times}3$ windows to segment the text. Our approach works well with images containing texts, which has different sizes, shapes or colors in case of light changes or complex background. Experimental results demonstrate the robustness, accuracy and effectiveness of the proposed model in image segmentation compared to other methods.

Brown-Proschan 불완전 PM 모형에서 완전 PM 확률의 추정 (Estimating the Probability of Perfect PM in the Brown-Proschan Imperfect PM Model)

  • 임태진
    • 한국경영과학회지
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    • 제22권4호
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    • pp.151-165
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    • 1997
  • We propose a method for estimating the probability of perfect PM from successive failure times of a repairable system. The system under study is maintained preventively at periodic times, and it undergoes minimal repair at failure. We consider Brown-Proschan imperfect PM model in which the system is restored to a condition as good as new with probability P and is otherwise restored to its condition just prior to failure. We discuss the identifiability problem when the PM modes are not recorded. The expectation-maximization principle is employed to handle the incomplete data problem. We assume that the lifetime distribution belongs to a parametric family with increasing failure rate. For the two parameter Weibull lifetime distribution, we propose a specific algorithm for finding the maximum lifelihood estimates of the reliability parameters : the probability of perfect PM (P), as well as the distribution parameters. The estimation method will provide useful results for maintaining real systems.

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Cointegration Analysis with Mixed-Frequency Data of Quarterly GDP and Monthly Coincident Indicators

  • Seong, Byeongchan
    • 응용통계연구
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    • 제25권6호
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    • pp.925-932
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    • 2012
  • The article introduces a method to estimate a cointegrated vector autoregressive model, using mixed-frequency data, in terms of a state-space representation of the vector error correction(VECM) of the model. The method directly estimates the parameters of the model, in a state-space form of its VECM representation, using the available data in its mixed-frequency form. Then it allows one to compute in-sample smoothed estimates and out-of-sample forecasts at their high-frequency intervals using the estimated model. The method is applied to a mixed-frequency data set that consists of the quarterly real gross domestic product and three monthly coincident indicators. The result shows that the method produces accurate smoothed and forecasted estimates in comparison to a method based on single-frequency data.

Estimating the Mixture of Proportional Hazards Model with the Constant Baseline Hazards Function

  • Kim Jong-woon;Eo Seong-phil
    • 한국신뢰성학회:학술대회논문집
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    • 한국신뢰성학회 2005년도 학술발표대회 논문집
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    • pp.265-269
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    • 2005
  • Cox's proportional hazards model (PHM) has been widely applied in the analysis of lifetime data, and it can be characterized by the baseline hazard function and covariates influencing systems' lifetime, where the covariates describe operating environments (e.g. temperature, pressure, humidity). In this article, we consider the constant baseline hazard function and a discrete random variable of a covariate. The estimation procedure is developed in a parametric framework when there are not only complete data but also incomplete one. The Expectation-Maximization (EM) algorithm is employed to handle the incomplete data problem. Simulation results are presented to illustrate the accuracy and some properties of the estimation results.

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양전자 방출 단층 촬영기의 비행 시간 정보를 이용한 고속 영상재구성 (Fast Image Reconstruction for Positron Emission Tomography Using Time-Of-Flight Information)

  • 이남용
    • 한국멀티미디어학회논문지
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    • 제20권6호
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    • pp.865-872
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    • 2017
  • Recent advance in electronics and scintillators makes it possible to utilize the time-of-flight (TOF) information in improving image reconstruction of positron emission tomography(PET). In this paper, we propose a TOF-based fast image reconstruction method for PET. The proposed method uses the deconvolution of TOF data for each angle view and the rotational averaging of deconvolved images. Simulation results show an improved performance of the proposed method, as compared with filtered backprojection (FBP) method, TOF-FBP, and TOF version of expectation-maximization(EM) methods. Simulation results also show a great potentiality of the proposed method in limited angle tomography applications.

협대역 무선채널에서 최적의 다이버시티 수신알고리즘 연구 (Optimal Decoding Algorithm with Diversity Reception for a Fading Channel)

  • 한재충
    • 한국통신학회논문지
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    • 제24권8A호
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    • pp.1156-1162
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    • 1999
  • 본 논문에서는 무선 협대역 채널에서 다이버시티 수신 알고리즘을 제안하였다. 수신 알고리즘은 통계학분야에서 Maximum-Likelihood Sequence Estimation의 근사 추정치를 계산하는데 활용되는 Expectation-Maximization(EM) 알고리즘을 기본으로 유도하였다. 알고리즘의 특성은 파일럿 심볼을 이용하여 반복적으로 블록 디코딩을 수행하며 시뮬레이션 결과를 기존의 파일럿 심볼을 이용하는 방식(PSI)에 비교하여 매우 우수한 성능을 보였다. 수신 알고리즘의 성능은 컴퓨터 시뮬레이션을 이용하여 검증하였으며 다양한 차수의 다이버시티 수신단과 Trellis Coded Modulation (TCM)을 이용한 시스템에 알고리즘을 적용하였다.

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