• Title/Summary/Keyword: Expected Squared Relative Error

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Multiresponse Optimization in Response Surface Analysis : A Method by Minimization of Weighted Sum of Estimates of Expected Squared Relative Errors (반응표면분석에서의 다반응 최적화 : 기대 상대오차제곱 추정치 가중합의 최소화에 의한 방법)

  • Rheem, Sung-Sue;Lee, Woo-Sun
    • Journal of Korean Society for Quality Management
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    • v.33 no.1
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    • pp.73-82
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    • 2005
  • This article proposes a practical approach, which is based on the concept of the expected squared relative error, that can consider both the prediction quality and the practitioner's subjectivity in simultaneously optimizing multiple responses. Through a case study, multiresponse optimization using the expected squared relative error approach is illustrated, and the SAS program to implement the proposed method is provided.

The relationship to Expected Relative Loss and Cpm by Using Loss Function (손실함수에 의한 기대상대손실과 Cpm의 관련성)

  • 구본철;고수철;김종수
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.20 no.41
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    • pp.213-220
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    • 1997
  • Process capability Indices compare the actual performance of manufacturing process to the desired performance. The relationship between the capability index Cpm and the expected squared error loss provides an intuitive interpretation of Cpm. By putting the loss in relative terms a user needs only to specify the target and the distance from the target at which the product would have zero worth, or alternatively, the loss at the specification limits. Confidence limits for the expected relative loss are discussed, and numerical illustration is given.

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Assessment of Frequency Analysis using Daily Rainfall Data of HadGEM3-RA Climate Model (HadGEM3-RA 기후모델 일강우자료를 이용한 빈도해석 성능 평가)

  • Kim, Sunghun;Kim, Hanbeen;Jung, Younghun;Heo, Jun-Haeng
    • Journal of Wetlands Research
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    • v.21 no.spc
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    • pp.51-60
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    • 2019
  • In this study, we performed At-site Frequency Analysis(AFA) and Regional Frequency Analysis(RFA) using the observed and climate change scenario data, and the relative root mean squared error(RMMSE) was compared and analyzed for both approaches through Monte Carlo simulation. To evaluate the rainfall quantile, the daily rainfall data were extracted for 615 points in Korea from HadGEM3-RA(12.5km) climate model data, one of the RCM(Regional Climate Model) data provided by the Korea Meteorological Administration(KMA). Quantile mapping(QM) and inverse distance squared methods(IDSM) were applied for bias correction and spatial disaggregation. As a result, it is shown that the RFA estimates more accurate rainfall quantile than AFA, and it is expected that the RFA could be reasonable when estimating the rainfall quantile based on climate change scenarios.

A New Convergence Behavior of the Least Mean K-power Adaptive Algorithm

  • Lee, Kang-Seung
    • Proceedings of the IEEK Conference
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    • 2001.09a
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    • pp.915-918
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    • 2001
  • In this paper we study a new convergence behavior of the least mean fourth (LMF) algorithm where the error raised to the power of four is minimized for a multiple sinusoidal input and Gaussian measurement noise. Here we newly obtain the convergence equation for the sum of the mean of the squared weight errors, which indicates that the transient behavior can differ depending on the relative sizes of the Gaussian noise and the convergence constant. It should be noted that no similar results can be expected from the previous analysis by Walach and Widrow.

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A New Convergence Behavior of the Least Mean Fourth Adaptive Algorithm for a Multiple Sinusoidal Input

  • Lee, Kang-Seung
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.26 no.12A
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    • pp.2043-2049
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    • 2001
  • In this paper we study the convergence behavior of the least mean fourth(LMF) algorithm where the error raised to the power of four is minimized for a multiple sinusoidal input and Gaussian measurement noise. Here we newly obtain the convergence equation for the sum of the mean of the squared weight errors, which indicates that the transient behavior can differ depending on the relative sizes of the Gaussian noise and the convergence constant. It should be noted that no similar results can be expected from the previous analysis by Walach add Widrow.

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Minimum risk point estimation of two-stage procedure for mean

  • Choi, Ki-Heon
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.5
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    • pp.887-894
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    • 2009
  • The two-stage minimum risk point estimation of mean, the probability of success in a sequence of Bernoulli trials, is considered for the case where loss is taken to be symmetrized relative squared error of estimation, plus a fixed cost per observation. First order asymptotic expansions are obtained for large sample properties of two-stage procedure. Monte Carlo simulation is carried out to obtain the expected sample size that minimizes the risk and to examine its finite sample behavior.

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A New Result on the Convergence Behavior of the Least Mean Fourth Algorithm for a Multiple Sinusoidal Input

  • Lee, Kang-Seung
    • The Journal of the Acoustical Society of Korea
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    • v.18 no.2E
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    • pp.3-9
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    • 1999
  • In this paper we study the convergence behavior of the least mean fourth(LMF) algorithm where the error raised to the power of four is minimized for a multiple sinusoidal input and Gaussian measurement noise. Here we newly obtain the convergence equation for the sum of the mean of the squared weight errors, which indicates that the transient behavior can differ depending on the relative sizes of the Gaussian noise and the convergence constant. It should be noted that no similar results can be expected from the previous analysis by Walach and Widrow/sup [1]/.

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Pooling shrinkage estimator of reliability for exponential failure model using the sampling plan (n, C, T)

  • Al-Hemyari, Z.A.;Jehel, A.K.
    • International Journal of Reliability and Applications
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    • v.12 no.1
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    • pp.61-77
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    • 2011
  • One of the most important problems in the estimation of the parameter of the failure model, is the cost of experimental sampling units, which can be reduced by using any prior information available about ${\theta}$, and devising a two-stage pooling shrunken estimation procedure. We have proposed an estimator of the reliability function (R(t)) of the exponential model using two-stage time censored data when a prior value about the unknown parameter (${\theta}$) is available from the past. To compare the performance of the proposed estimator with the classical estimator, computer intensive calculations for bias, mean squared error, relative efficiency, expected sample size and percentage of the overall sample size saved expressions, were done for varying the constants involved in the proposed estimator (${\tilde{R}}$(t)).

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The Relative Height Error Analysis of Digital Elevation Model on South Korea to Determine the TargetVertical Accuracy of CAS500-4 (농림위성의 목표 수직기하 정확도 결정을 위한 남한 지역 수치표고모델 상대 오차 분석)

  • Baek, Won-Kyung;Yu, Jin-Woo;Yoon, Young-Woong;Jung, Hyung-Sup;Lim, Joongbin
    • Korean Journal of Remote Sensing
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    • v.37 no.5_1
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    • pp.1043-1059
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    • 2021
  • Forest and agricultural land are very important factors in the environmental ecosystem and securing food resources. Forest and agricultural land should be monitored regularly. CAS500-4 data are expected to be effectively used as a supplement of monitoring forest and agricultural land. Prior to the launch of the CAS500-4, the relative canopy height error analysis of the digital elevation model on South Korea was performed to determine the vertical target accuracy. Especially, by considering area of interest of the CAS500-4 (mountainous or agricultural area), it is conducted that vertical error analysis according to the slope and canopy. For Gongju, Jeju, and Samcheok, the average root mean squared differences were calculated compared to the drone LiDAR digitalsurface models, which were filmed in autumn and winter and the 5 m digital elevation model from the National Geographic Information Institute. As a result, the Shuttle radar topography mission digital elevation model showed a root mean squared differences of about 8.35, 8.19, and 7.49 m, respectively, while the Copernicus digital elevation model showed a root mean squared differences of about 5.65, 6.73, and 7.39 m, respectively. In addition, the root mean squared difference of shuttle radar topography mission digital elevation model and the Copernicus digital elevation model according to the slope angle were estimated on South Korea compared to the 5 m digital elevation model from the National Geographic Information Institute. At the slope angle of between 0° to 5°, root mean squared differences of the Shuttle radar topography mission digital elevation model and the Copernicus digital elevation model showed 3.62 and 2.52 m, respectively. On the other hands root mean squared differences of the Shuttle radar topography mission digital elevation model and the Copernicus digital elevation model respectively showed about 10.16 and 11.62 m at the slope angle of 35° or higher.

Parameter Optimization of the Marine Gyrocompass Follow-up System (자이로콤파스 추종계통의 최적조정)

  • 이상집
    • Journal of the Korean Institute of Navigation
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    • v.5 no.2
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    • pp.49-58
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    • 1981
  • One of the main purposes of the marine gyrocompass follow-up system is to preserve the sensitive part from the wandering error due to the frictional or torsional torque around the vertical axis. This error can be diminished through the rapid follow-up action, which minimizes the relative azimuthal angular displacement between the sensitive and follow-up parts and shortens the duration of the same displacement. But an excessive rapidity of the follow-up action would result in a sustained oscillation to the system. Therefore, to design a new type of the follow-up system, the theoretical annlysis of the problems concerned should be studied systematically by introducing the control theory. This paper suggest a concrete procedure for the optimal adjustment of the gyrocompass follow-up system, utilizing the mathematic model and the stability informations formerly investiaged by the author. For theoptimal determination of the adjustable paramfter K, the performance index(P.I.), ITSE(Intergral of the Time multiplied by the Squared Error) is proposed, namely, P.I. = $\int_{0}^{\infty} t \cdot e^{2}(t)dt$ where t is time and e(t) means control error. Then, the optimal parameter minimizing the performance index is calculated by means of Parseval's theorem and numerical computation, and the validity of the obtained optimal value of the parameter Ka is examined and confirmed through the simulations and experiments. By using, the proposed method, the optimal adjustment can be performed deterministically. But, this can not be expected in the conventional frequency domain analysis. While the Mps of the original system vary to the extent of from 0.98 to 46.27, Mp of the optimal system is evaluated as 1.1 which satisfies the generally accepted frequency domain specification.

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