• 제목/요약/키워드: Fisher's criterion

검색결과 22건 처리시간 0.02초

A Bayesian Test Criterion for the Behrens-Firsher Problem

  • Kim, Hea-Jung
    • Communications for Statistical Applications and Methods
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    • 제6권1호
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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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신경망 AE 신호 형상인식을 위한 특징값 선택법의 개발과 용접부 및 회전체 결함 분류에의 적용 연구 (Development of Feature Selection Method for Neural Network AE Signal Pattern Recognition and Its Application to Classification of Defects of Weld and Rotating Components)

  • 이강용;황인범
    • 비파괴검사학회지
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    • 제21권1호
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    • pp.46-53
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    • 2001
  • 음향방출 신호를 이용하여 분류기를 설계하는 과정에서의 특징값 선택법에 관해 연구하였다. 분류기는 역전파법을 이용한 신경망 분류기를 사용하였다. Fisher's criterion, class mean scatter criterion, eigenvector analysis와 함께 본 논문에서 새로 제안하는 특징값 공간에서의 특징값 좌표사이의 차이를 이용하는 2-D criterion, 3-D criterion을 이용해서 특징값을 선택하고 각각에 대해 분류기를 설계하여, 인식률과 수렴속도를 비교하였다. 분류를 위한 자료를 얻기 위하여 용접부 결함시편과 로터리 압축기 금속 접촉부 결함시편을 사용하였다. 인식률 면에서 2-D criterion과 3-D criterion이 우수한 결과를 나타내었다.

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

  • 이주영;김기표;남상원
    • 대한전자공학회:학술대회논문집
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    • 대한전자공학회 2001년도 제14회 신호처리 합동 학술대회 논문집
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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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전력시스템 고조파 외란의 자동식별 (Automatic Classification of Power System Harmonic Disturbances)

  • 김병철;김현수;남상원
    • 제어로봇시스템학회논문지
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    • 제6권7호
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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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일정스트레스 가속수명시험의 경제적 설계 (An Economic Design of Constant Stress Accelerated Life Tests)

  • 윤원영;반한석
    • 한국경영과학회지
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    • 제19권1호
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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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    • 제27권3호
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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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    • 제18권2호
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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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연속형 자료에 대한 나무형 군집화 (Tree-structured Clustering for Continuous Data)

  • 허명회;양경숙
    • 응용통계연구
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    • 제18권3호
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    • pp.661-671
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    • 2005
  • 본 연구는 반복분할(recursive partitioning)에 의한 군집화 방법을 개발하고 활용 예를 보인다. 노드 분리 기준으로는 Overall R-Square를 채택하였고 실용적인 노드 분리 결정 방법을 제안하였다. 이 방법은 연속형 자료에 대하여 나무 형태의 해석하기 쉬운 단순한 규칙을 제공하면서 동시에 변수선택기능을 제공한다. 환용 예로서 Fisher의 붓꽃데이터와 Telecom 사례에 적용해 보았다. K-평균 군집화와 다른 몇 가지 사항이 관측되었다.

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

  • 윤석;이승래;강신항;박도원
    • 한국지반공학회논문집
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    • 제31권6호
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    • pp.59-69
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    • 2015
  • 최근 들어 집중호우로 인한 산사태 및 토석류 피해가 종종 발생하고 있다. 이에 따라 산사태 재해 예측에 관한 연구 중 산사태 민감도 분석과 토석류 위험도 분석 관련 연구는 활발하게 진행되어 왔지만, 사면 지역에 적용하기 적합한 전이 분석 관련 연구는 부족한 실정이다. 본 연구에서는 판별분석과 로지스틱 회귀 분석과 같은 통계적 방법을 이용하여 실제 토석류가 발생했던 지역에서 추출한 지형학적 인자, 지질학적 인자 등을 토대로 토석류 전이규준을 제시하였다. 10개의 지형학적 및 지질학적 인자가 독립변수로 사용되었으며 실제 466개소(비전이: 228개소, 전이: 238개소)의 토석류 비전이 및 전이 데이터가 수집되었다. 우선, Fisher의 판별 분석이 수행되었으며, 수행 결과 실제경우와 91.6%의 분류 정확도를 보였다. 하지만 전이와 비전이 두 그룹간의 공분산 동질성이 만족되지 않았으며 또한 독립변수들이 정규분포를 보이지도 않았다. 두 번째로 이항 로지스틱 회귀분석이 수행되었으며, 분석 결과 92.3%의 분류 정확도를 나타냈으며 모든 통계적 조건들도 유의하게 나타났다. 따라서 이항 로지스틱 회귀 분석을 이용한 전이 규준은 토석류 재해 발생 여부를 예측하는데 효과적으로 사용될 수 있을 것으로 판단된다.

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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    • 제18권2호
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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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