• Title/Summary/Keyword: Fisher's criterion

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A Bayesian Test Criterion for the Behrens-Firsher Problem

  • Kim, Hea-Jung
    • Communications for Statistical Applications and Methods
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    • v.6 no.1
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    • pp.193-205
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    • 1999
  • An approximate Bayes criterion for Behrens-Fisher problem (testing equality of means of two normal populations with unequal variances) is proposed and examined. Development of the criterion involves derivation of approximate Bayes factor using the imaginary training sample approachintroduced by Spiegelhalter and Smith (1982). The proposed criterion is designed to develop a Bayesian test criterion having a closed form, so that it provides an alternative test to those based upon asymptotic sampling theory (such as Welch's t test). For the suggested Bayes criterion, numerical study gives comparisons with a couple of asymptotic classical test criteria.

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Development of Feature Selection Method for Neural Network AE Signal Pattern Recognition and Its Application to Classification of Defects of Weld and Rotating Components (신경망 AE 신호 형상인식을 위한 특징값 선택법의 개발과 용접부 및 회전체 결함 분류에의 적용 연구)

  • Lee, Kang-Yong;Hwang, In-Bom
    • Journal of the Korean Society for Nondestructive Testing
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    • v.21 no.1
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    • pp.46-53
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    • 2001
  • The purpose of this paper is to develop a new feature selection method for AE signal classification. The neural network of back propagation algorithm is used. The proposed feature selection method uses the difference between feature coordinates in feature space. This method is compared with the existing methods such as Fisher's criterion, class mean scatter criterion and eigenvector analysis in terms of the recognition rate and the convergence speed, using the signals from the defects in welding zone of austenitic stainless steel and in the metal contact of the rotary compressor. The proposed feature selection methods such as 2-D and 3-D criteria showed better results in the recognition rate than the existing ones.

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Feature Vector Extraction using Time-Frequency Analysis and its Application to Power Quality Disturbance Classification (시간-주파수 해석 기법을 이용한 특징벡터 추출 및 전력 외란 신호 식별에의 응용)

  • 이주영;김기표;남상원
    • Proceedings of the IEEK Conference
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    • 2001.09a
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    • pp.619-622
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    • 2001
  • In this paper, an efficient approach to classification of transient and harmonic disturbances in power systems is proposed. First, the Stop-and-Go CA CFAR Detector is utilized to detect a disturbance from the power signals which are mixed with other disturbances and noise. Then, (i) Wigner Distribution, SVD(Singular Value Decomposition) and Fisher´s Criterion (ii) DWT and Fisher´s Criterion, are applied to extract an efficient feature vector. For the classification procedure, a combined neural network classifier is proposed to classify each corresponding disturbance class. Finally, the 10 class data simulated by Matlab power system blockset are used to demonstrate the performance of the proposed classification system.

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Automatic Classification of Power System Harmonic Disturbances (전력시스템 고조파 외란의 자동식별)

  • Kim, Byoung-Chul;Kim, Hyun-Soo;Nam, Sang-Won
    • Journal of Institute of Control, Robotics and Systems
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    • v.6 no.7
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    • pp.551-558
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    • 2000
  • In this paper a systematic approach to automatic classificationi of power system harmonic disturbances is proposed where the proposed approach consists of the following three steps:(i) detecting and localizing each harmonic disturbance by applying discrete wavelet transform(DWT) (ii) extracting an efficient feature vector from each detected disturbance waveform by utilizing FFT and principal component analysis (PCA) along with Fisher's criterion and (iii) classifying the corresponding type of each harmonic disturbance by recognizing the pattern of each feature vector. To demonstrate the performance and applicability of the proposed classification procedure some simulation results obtained by analyzing 8-class power system harmonic disturbances being generated with Matlab power system blockset are also provided.

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An Economic Design of Constant Stress Accelerated Life Tests (일정스트레스 가속수명시험의 경제적 설계)

  • 윤원영;반한석
    • Journal of the Korean Operations Research and Management Science Society
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    • v.19 no.1
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    • pp.145-152
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    • 1994
  • This paper deals with an economic design of acelerated life test under constant stresses where failure times are exponentially distributed. In this case the optimization criterion is the information amount per unit cost. Fisher's information matrix of exponential distribution's parameters and expected cost considering fixed and variable costs are obtained. The decision variable is the censoring time in the model. In the 2-level constant stress case, it is proved that the optimal solution exists and is unique under some condition. Numerical examples are also included.

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Bayesian information criterion accounting for the number of covariance parameters in mixed effects models

  • Heo, Junoh;Lee, Jung Yeon;Kim, Wonkuk
    • Communications for Statistical Applications and Methods
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    • v.27 no.3
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    • pp.301-311
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    • 2020
  • Schwarz's Bayesian information criterion (BIC) is one of the most popular criteria for model selection, that was derived under the assumption of independent and identical distribution. For correlated data in longitudinal studies, Jones (Statistics in Medicine, 30, 3050-3056, 2011) modified the BIC to select the best linear mixed effects model based on the effective sample size where the number of parameters in covariance structure was not considered. In this paper, we propose an extended Jones' modified BIC by considering covariance parameters. We conducted simulation studies under a variety of parameter configurations for linear mixed effects models. Our simulation study indicates that our proposed BIC performs better in model selection than Schwarz's BIC and Jones' modified BIC do in most scenarios. We also illustrate an example of smoking data using a longitudinal cohort of cancer patients.

Accelerated life test plan under modified ramp-stress loading with two stress factors

  • Srivastava, P.W.;Gupta, T.
    • International Journal of Reliability and Applications
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    • v.18 no.2
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    • pp.21-44
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    • 2017
  • Accelerated life tests (ALTs) are frequently used in manufacturing industries to evaluate the reliability of products within a reasonable amount of time and cost. Test units are subjected to elevated stresses which yield quick failures. Most of the previous works on designing ALT plans are focused on tests that involve a single stress. Many times more than one stress factor influence the product's functioning. This paper deals with the design of optimum modified ramp-stress ALT plan for Burr type XII distribution with Type-I censoring under two stress factors, viz., voltage and switching rate each at two levels- low and high. It is assumed that usage time to failure is power law function of switching rate, and voltage increases linearly with time according to modified ramp-stress scheme. The cumulative exposure model is used to incorporate the effect of changing stresses. The optimum plan is devised using D-optimality criterion wherein the ${\log}_{10}$ of the determinant of Fisher information matrix is maximized. The method developed has been explained using a numerical example and sensitivity carried out.

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Tree-structured Clustering for Continuous Data (연속형 자료에 대한 나무형 군집화)

  • Huh Myung-Hoe;Yang Kyung-Sook
    • The Korean Journal of Applied Statistics
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    • v.18 no.3
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    • pp.661-671
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    • 2005
  • The aim of this study is to propose a clustering method, called tree-structured clustering, by recursively partitioning continuous multivariate dat a based on overall $R^2$ criterion with a practical node-splitting decision rule. The clustering method produces easily interpretable clustering rules of tree types with the variable selection function. In numerical examples (Fisher's iris data and a Telecom case), we note several differences between tree-structured clustering and K-means clustering.

A Statistical Mobilization Criterion for Debris-flow (통계 분석을 통한 산사태 토석류 전이규준 모델)

  • Yoon, Seok;Lee, Seung-Rae;Kang, Sin-Hang;Park, Do-Won
    • Journal of the Korean Geotechnical Society
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    • v.31 no.6
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    • pp.59-69
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    • 2015
  • Recently, landslide and debris-flow disasters caused by severe rain storms have frequently occurred. Many researches related to landslide susceptibility analysis and debris-flow hazard analysis have been conducted, but there are not many researches related to mobilization analysis for landslides transforming into debris-flow in slope areas. In this study, statistical analyses such as discriminant analysis and logistic regression analysis were conducted to develop a mobilization criterion using geomorphological and geological factors. Ten parameters of geomorphological and geological factors were used as independent variables, and 466 cases (228 non-mobilization cases and 238 mobilization cases) were investigated for the statistical analyses. First of all, Fisher's discriminant function was used for the mobilization criterion. It showed 91.6 percent in the accuracy of actual mobilization cases, but homogeneity condition of variance and covariance between non-mobilization and mobilization groups was not satisfied, and independent variables did not follow normal distribution, either. Second, binomial logistic analysis was conducted for the mobilization criterion. The result showed 92.3 percent in the accuracy of actual mobilization cases, and all assumptions for the logistic analysis were satisfied. Therefore, it can be concluded that the mobilization criterion for debris-flow using binomial logistic regression analysis can be effectively applied for the prediction of debris-flow hazard analysis.

Design of ramp-stress accelerated life test plans for a parallel system with two independent components using masked data

  • Srivastava, P.W.;Savita, Savita
    • International Journal of Reliability and Applications
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    • v.18 no.2
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    • pp.45-63
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    • 2017
  • In this paper, we have formulated optimum Accelerated Life Test (ALT) plan for a parallel system with two independent components using masked data with ramp-stress loading scheme and Type-I censoring. Consider a system of two independent and non-identical components connected in parallel. Such a system fails whenever all of its components has failed. The exact component that causes the system to fail is often unknown due to cost and time constraint. For each parallel system at test, we observe its system's failure time and a set of component that includes the component actually causing the system to fail. The stress-life relationship is modelled using inverse power law, and cumulative exposure model is assumed to model the effect of changing stress. The optimal plan consists in finding out the optimum stress rate using D-optimality criterion. The method developed has been explained using a numerical example and sensitivity analysis carried out.

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