• Title/Summary/Keyword: Exponential estimator

Search Result 146, Processing Time 0.022 seconds

Optimal and decentralized control of power system frequency (전력계통 주파수의 최적분산제어에 관한 연구)

  • 박영문;이승재;서보혁
    • 전기의세계
    • /
    • v.29 no.10
    • /
    • pp.667-677
    • /
    • 1980
  • A new approach for optimal decentralized load-frequency control in a multi-area interconnected power system is presented, which includes the optimal determination of decentralized load-frequency controller, observer for unmeasurable local states and load disturbances, quadratic estimator for tie-line power flow information transmitted at intervals. The optimal design of the decentralized controller is based on a modified application of the singular perturbation theory, and the decentralized Luenberger obeserver uses techniques of state augmentation for exponential disturbance functions and the representation of tie-line power flow states as non-directly-controlled inputs. The approach presented herein is numerically tested through Elgerd's two-area load-frequency system model, and the results demonstrate remarkable advantages over the conventional ones.

  • PDF

A study on non-response bias adjusted estimation in business survey (사업체조사에서의 무응답 편향보정 추정에 관한 연구)

  • Chung, Hee Young;Shin, Key-Il
    • The Korean Journal of Applied Statistics
    • /
    • v.33 no.1
    • /
    • pp.11-23
    • /
    • 2020
  • Sampling design should provide statistics to meet a given accuracy while saving cost and time. However, a large number of non-responses are occurring due to the deterioration of survey circumstances, which significantly reduces the accuracy of the survey results. Non-responses occur for a variety of reasons. Chung and Shin (2017, 2019) and Min and Shin (2018) found that the accuracy of estimation is improved by removing the bias caused by non-response when the response rate is an exponential or linear function of variable of interests. For that case they assumed that the error of the super population model follows normal distribution. In this study, we proposed a non-response bias adjusted estimator in the case where the error of a super population model follows the gamma distribution or the log-normal distribution in a business survey. We confirmed the superiority of the proposed estimator through simulation studies.

The Study for ENHPP Software Reliability Growth Model based on Burr Coverage Function (Burr 커버리지 함수에 기초한 ENHPP소프트웨어 신뢰성장모형에 관한 연구)

  • Kim, Hee-Cheul
    • Journal of the Korea Society of Computer and Information
    • /
    • v.12 no.4
    • /
    • pp.33-42
    • /
    • 2007
  • Accurate predictions of software release times, and estimation of the reliability and availability of a software product require quantification of a critical element of the software testing process : test coverage. This model called Enhanced non-homogeneous poission process(ENHPP). In this paper, exponential coverage and S-shaped model was reviewed, proposes the Kappa coverage model, which maked out efficiency application for software reliability. Algorithm to estimate the parameters used to maximum likelihood estimator and bisection method, model selection based on SSE statistics and Kolmogorov distance, for the sake of efficient model, was employed. From the analysis of mission time, the result of this comparative study shows the excellent performance of Burr coverage model rather than exponential coverage and S-shaped model using NTDS data. This analysis of failure data compared with the Kappa coverage model and the existing model(using arithmetic and Laplace trend tests, bias tests) is presented.

  • PDF

Goodness of Fit Tests for the Exponential Distribution based on Multiply Progressive Censored Data (다중 점진적 중도절단에서 지수분포의 적합도 검정)

  • Yun, Hyejeong;Lee, Kyeongjun
    • Journal of the Korean Data Analysis Society
    • /
    • v.20 no.6
    • /
    • pp.2813-2827
    • /
    • 2018
  • Progressive censoring schemes have become quite popular in reliability study. Under progressive censored data, however, some units can be failed between two points of observation with exact times of failure of these units unobserved. For example, loss may arise in life-testing experiments when the failure times of some units were not observed due to mechanical or experimental difficulties. Therefore, multiply progressive censoring scheme was introduced. So, we derives a maximum likelihood estimator of the parameter of exponential distribution. And we introduced the goodness-of-fit test statistics using order statistic and Lorenz curve. We carried out Monte Carlo simulation to compare the proposed test statistics. In addition, real data set have been analysed. In Weibull and chi-squared distributions, the test statistics using Lorenz curve are more powerful than test statistics using order statistics.

Joint Kalman Channel Estimation and Turbo Equalization for MIMO OFDM Systems over Fast Fading Channels

  • Chang, Yu-Kuan;Ueng, Fang-Biau;Shen, Ye-Shun;Liao, Chih-Yuan
    • KSII Transactions on Internet and Information Systems (TIIS)
    • /
    • v.13 no.11
    • /
    • pp.5394-5409
    • /
    • 2019
  • The paper investigates a novel detector receiver with Kalman channel information estimator and iterative channel response equalization for MIMO (multi-input multi-output) OFDM (orthogonal frequency division multiplexing) communication systems in fast multipath fading environments. The performances of the existing linear equalizers (LE) are not good enough over most fast fading multipath channels. The existing adaptive equalizer with decision feedback structure (ADFE) can improve the performance of LE. But error-propagation effect seriously degrades the system performance of the ADFE, especially when operated in fast multipath fading environments. By considering the Kalman channel impulse response estimation for the fast fading multipath channels based on CE-BEM (complex exponential basis expansion) model, the paper proposes the iterative receiver with soft decision feedback equalization (SDFE) structure in the fast multipath fading environments. The proposed SDFE detector receiver combats the error-propagation effect for fast multipath fading channels and outperform the existing LE and ADFE. We demonstrate several simulations to confirm the ability of the proposed iterative receiver over the existing receivers.

Temporal hierarchical forecasting with an application to traffic accident counts (시간적 계층을 이용한 교통사고 발생건수 예측)

  • Jun, Gwanyoung;Seong, Byeongchan
    • The Korean Journal of Applied Statistics
    • /
    • v.31 no.2
    • /
    • pp.229-239
    • /
    • 2018
  • This paper introduces how to adopt the concept of temporal hierarchies to forecast time series data. Similarly as in hierarchical cross-sectional data, temporal hierarchies can be constructed for any time series data by means of non-overlapping temporal aggregation. Reconciliation forecasts with temporal hierarchies result in more accurate and robust forecasts when compared with the independent base and bottom-up forecasts. As an empirical example, we forecast traffic accident counts with temporal hierarchies and observe that reconciliation forecasts are superior to the base and bottom-up forecasts in terms of forecast accuracy.

The Comparative Study for ENHPP Software Reliability Growth Model based on Modified Coverage Function (변형 커버리지 함수를 고려한 ENHPP 소프트웨어 신뢰성장 모형에 관한 비교 연구)

  • Kim, Hee-Cheul;Kim, Pyong-Koo
    • Journal of the Korea Society of Computer and Information
    • /
    • v.12 no.6
    • /
    • pp.89-96
    • /
    • 2007
  • Finite failure NHPP models presented in the literature exhibit either constant. monotonic increasing or monotonic decreasing failure occurrence rates per fault. Accurate predictions of software release times. and estimation of the reliability and availability of a software product require quality of a critical element of the software testing process : test coverage. This model called Enhanced non-homogeneous Poission process(ENHPP). In this paper, exponential coverage and S-type model was reviewed, proposes modified(the superosition and mixture) model, which make out efficiency application for software reliability. Algorithm to estimate the parameters used to maximum likelihood estimator and bisection method. model selection based on SSE statistics for the sake of efficient model, was employed.

  • PDF

The Study for ENHPP Software Reliability Growth Model based on Superposition Coverage Function (중첩커버리지 함수를 고려한 ENHPP 소프트웨어 신뢰성장 모형에 관한 연구)

  • Kim, Hee-Cheul;Shin, Hyun-Cheul
    • Convergence Security Journal
    • /
    • v.7 no.3
    • /
    • pp.7-13
    • /
    • 2007
  • Finite failure NHPP models presented in the literature exhibit either constant, monotonic increasing or monotonic decreasing failure occurrence rates per fault. Accurate predictions of software release times, and estimation of the reliability and availability of a software product require quantification of a critical element of the software testing process : test coverage. This model called Enhanced non-homogeneous poission process (ENHPP). In this paper, exponential coverage and S-shaped model was reviewed, proposes the superposition model, which maked out efficiency application for software reliability. Algorithm to estimate the parameters used to maximum likelihood estimator and bisection method, model selection based on SSE statistics for the sake of efficient model, was employed.

  • PDF

Analysis of generalized progressive hybrid censored competing risks data

  • Lee, Kyeong-Jun;Lee, Jae-Ik;Park, Chan-Keun
    • Journal of Advanced Marine Engineering and Technology
    • /
    • v.40 no.2
    • /
    • pp.131-137
    • /
    • 2016
  • In reliability analysis, it is quite common for the failure of any individual or item to be attributable to more than one cause. Moreover, observed data are often censored. Recently, progressive hybrid censoring schemes have become quite popular in life-testing problems and reliability analysis. However, a limitation of the progressive hybrid censoring scheme is that it cannot be applied when few failures occur before time T. Therefore, generalized progressive hybrid censoring schemes have been introduced. In this article, we derive the likelihood inference of the unknown parameters under the assumptions that the lifetime distributions of different causes are independent and exponentially distributed. We obtain the maximum likelihood estimators of the unknown parameters in exact forms. Asymptotic confidence intervals are also proposed. Bayes estimates and credible intervals of the unknown parameters are obtained under the assumption of gamma priors on the unknown parameters. Different methods are compared using Monte Carlo simulations. One real data set is analyzed for illustrative purposes.

The Study for NHPP Software Reliability Growth Model of Percentile Change-point (백분위수 변화점을 고려한 NHPP 소프트웨어 신뢰성장모형에 관한 연구)

  • Kim, Hee-Cheul;Shin, Hyun-Cheul
    • Convergence Security Journal
    • /
    • v.8 no.4
    • /
    • pp.115-120
    • /
    • 2008
  • Accurate predictions of software release times, and estimation of the reliability and availability of a software product require quantification of a critical element of the software testing process: Change-point problem. In this paper, exponential (Goel-Okumoto) model was reviewed, proposes the percentile change-point problem, which maked out efficiency application for software reliability. Algorithm to estimate the parameters used to maximum likelihood estimator and bisection method, model selection based on SSE statistics, for the sake of efficient model, was employed. Using NTDS data, The numerical example of percentilechange-point problemi s presented.

  • PDF