• Journal of the Korean Data and Information Science Society
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• v.7 no.2
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• pp.263-272
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• 1996

In this parer, under random censorship model, an estimation of scale and shape parameters in Weibull lifetime model is considered. Based on nonparametric estimator of survival function, the least square method is proposed. The proposed estimation method is simple and the performance of the proposed estimator is as efficient as maximum likelihood estimators. An example is presented, using field winding data. Simulation studies are performed to compare the performaces of the proposed estimator and maximum likelihood estimator.

• Journal of the Korean Statistical Society
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• v.25 no.3
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• pp.359-368
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• 1996

The maximum likelihood estimation is discussed for the NLAR model with Laplacian marginals. Since the explicit form of the estimates cannot be obtained due to the complicated nature of the likelihood function we utilize the automatic computer optimization subroutine using a direct search complex algorithm. The conditional least square estimates are used as initial estimates in maximum likelihood procedures. The results of a simulation study for the maximum likelihood estimates of the NLAR(1) and the NLAR(2) models are presented.

• Journal of the Korean Statistical Society
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• v.9 no.1
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• pp.61-77
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• 1980

In response surface experiments, a polynomial model is often used to fit the response surface by the method of least squares. However, if the vectors of predictor variables are multicollinear, least squares estimates of the regression parameters have a high probability of being unsatisfactory. Hoerland Kennard have demonstrated that these undesirable effects of multicollinearity can be reduced by using "ridge" estimates in place of the least squares estimates. Ridge regrssion theory in literature has been mainly concerned with selection of k for the first order polynomial regression model and the precision of $\hat{\beta}(k)$, the ridge estimator of regression parameters. The problem considered in this paper is that of selecting k of ridge regression for a given polynomial regression model with an arbitrary order. A criterion is proposed for selection of k in the context of integrated mean square error of fitted responses, and illustrated with an example. Also, a type of admissibility condition is established and proved for the propose criterion.criterion.

• Proceedings of the KIEE Conference
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• 2006.11a
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• pp.279-281
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• 2006

A Voltage Instability Predictor(VIP) estimates the proximity of a power system to voltage collapse in real time. Voltage Instability Index(Z-index) from VIP algorithm is estimated using LS(Least Square) method. But this method has oscillations and noise of result due to the system's changing conditions. To suppress oscillations, a larger data window needs to be used. In this paper. I propose the new other method which improves that weakness. It uses RLS(Recursive Least Square) to estimate voltage instability index without a large moving data window so this method is suitable for on-line monitor and control in real time. In order to verify effectiveness of the algorithm using RLS method, the method is tested on HydroQuebec system in real time digital simulator(HYPERSIM).

• Communications for Statistical Applications and Methods
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• v.13 no.3
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• pp.745-754
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• 2006

It has been shown that LAD estimates are more efficient than LS estimates when the error distribution is double exponential in AR(1) model. In order to explore the performance of LAD estimates one can use bootstrap approaches. In this paper we consider the efficiencies of bootstrap methods when we apply LAD estimates with highly variable data. Monte Carlo simulation results are given for comparing generalized bootstrap, stationary bootstrap and threshold bootstrap methods.

• Journal of the Korean Statistical Society
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• v.33 no.3
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• pp.313-321
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• 2004

We consider the problem of testing cell probabilities in sparse multinomial data. Aerts et al. (2000) presented T=${{\Sigma}_{i=1}}^{k}{[{p_i}^{*}-E{(p_{i}}^{*})]^2$ as a test statistic with the local least square polynomial estimator ${{p}_{i}}^{*}$, and derived its asymptotic distribution. The local least square estimator may produce negative estimates for cell probabilities. The local maximum likelihood polynomial estimator ${{\hat{p}}_{i}}$, however, guarantees positive estimates for cell probabilities and has the same asymptotic performance as the local least square estimator (Baek and Park, 2003). When there are cell probabilities with relatively much different sizes, the same contribution of the difference between the estimator and the hypothetical probability at each cell in their test statistic would not be proper to measure the total goodness-of-fit. We consider a Pearson type of goodness-of-fit test statistic, $T_1={{\Sigma}_{i=1}}^{k}{[{p_i}^{*}-E{(p_{i}}^{*})]^2/p_{i}$ instead, and show it follows an asymptotic normal distribution. Also we investigate the asymptotic normality of $T_2={{\Sigma}_{i=1}}^{k}{[{p_i}^{*}-E{(p_{i}}^{*})]^2/p_{i}$ where the minimum expected cell frequency is very small.

• The Transactions of the Korean Institute of Electrical Engineers A
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• v.51 no.8
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• pp.371-378
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• 2002

This paper presents the rapid and accurate algorithm for fault detection and location estimation in the transmission line. This algorithm uses wavelet transform for fault detection and harmonics elimination and utilizes least square error method for fault impedance estimation. Wavelet transform decomposes fault signals into high frequence component Dl and low frequence component A3. The former is used for fault phase detection and fault types classification and the latter is used for harmonics elimination. After fault detection, an adaptive data window technique using LSE estimates fault impedance. It can find a optimal data window length and estimate fault impedance rapidly, because it changes the length according to the fault disturbance. To prove the performance of the algorithm, the authors test relaying signals obtained from EMTP simulation. Test results show that the proposed algorithm estimates fault location within a half cycle after fault irrelevant to fault types and various fault conditions.

• Proceedings of the KIEE Conference
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• 2007.07a
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• pp.42-43
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• 2007

This paper proposes a parameter estimation technique of a power transformer. Based on the combined equation, it estimates separately the primary and secondary leakage inductances, winding resistances using the least square method from the instantaneous voltages and currents in the steady state. The performance of the proposed technique was investigated by varying the cut-off frequency of the filter and the number of samples per cycle. The technique estimates the parameters with higher sampling frequencies.

• The Transactions of The Korean Institute of Electrical Engineers
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• v.56 no.4
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• pp.645-650
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• 2007

This paper proposes a parameter estimation technique of a power transformer. Based on the combined equation, it estimates separately the primary and secondary leakage inductances using the least square method from the instantaneous voltages and currents in the steady state. The performance of the proposed technique was investigated by varying the cut-off frequency of the filter and the number of samples per cycle. The estimated values are obtained based on the average value for 41 cycle.

• 제어로봇시스템학회:학술대회논문집
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• 1993.10a
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• pp.218-223
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• 1993

In this paper, we modify a multiple target angle tracking algorithm presented by Sword et al.. The predicted estimates, instead of the existing estimates, of the target angles are updated by the most recent output of the sensor array to improve the tracking performance of the algorithm for crossing targets. Also, the least square solution is modified to avoid abnormally large angle innovations when the target angles are very close. The improved performance of the proposed algorithm is demonstrated by computer simulations.