• Communications for Statistical Applications and Methods
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• v.26 no.4
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• pp.371-383
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• 2019

Panel data sets have been developed in various areas, and many recent studies have analyzed panel, or longitudinal data sets. Maximum likelihood (ML) may be the most common statistical method for analyzing panel data models; however, the inference based on the ML estimate will have an inflated Type I error because the ML method tends to give a downwardly biased estimate of variance components when the sample size is small. The under estimation could be severe when data is incomplete. This paper proposes the restricted maximum likelihood (REML) method for a random effects panel data model with a censored dependent variable. Note that the likelihood function of the model is complex in that it includes a multidimensional integral. Many authors proposed to use integral approximation methods for the computation of likelihood function; however, it is well known that integral approximation methods are inadequate for high dimensional integrals in practice. This paper introduces to use the moments of truncated multivariate normal random vector for the calculation of multidimensional integral. In addition, a proper asymptotic standard error of REML estimate is given.

• Korean Journal of Remote Sensing
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• v.39 no.6_1
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• pp.1491-1495
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• 2023

This study utilized automated machine learning (AutoML) to calculate Arctic ice surface temperature (IST). AutoML-derived IST exhibited a strong correlation coefficient (R) of 0.97 and a root mean squared error (RMSE) of 2.51K. Comparative analysis with deep neural network (DNN) models revealed that AutoML IST demonstrated good accuracy, particularly when compared to Moderate Resolution Imaging Spectroradiometer (MODIS) IST and ice mass balance (IMB) buoy IST. These findings underscore the effectiveness of AutoML in enhancing IST estimation accuracy under challenging polar conditions.

• Communications for Statistical Applications and Methods
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• v.14 no.3
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• pp.561-576
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• 2007

Five plotting positions are applied to the computation of probability weighted moments (PWM) on the parameters of the generalized logistic distribution. Over a range of parameter values with some finite sample sizes, the effects of five plotting positions are investigated via Monte Carlo simulation studies. Our simulation results indicate that the Landwehr plotting position frequently tends to document smaller biases than others in the location and scale parameter estimations. On the other hand, the Weibull plotting position often tends to cause larger biases than others. The plotting position (i - 0.35)/n seems to report smaller root mean square errors (RMSE) than other plotting positions in the negative shape parameter estimation under small samples. In comparison to the maximum likelihood (ML) method under the small sample, the PWM do not seem to be better than the ML estimators in the location and scale parameter estimations documenting larger RMSE. However, the PWM outperform the ML estimators in the shape parameter estimation when its magnitude is near zero. Sensitivity of right tail quantile estimation regarding five plotting positions is also examined, but superiority or inferiority of any plotting position is not observed.

• Structural Engineering and Mechanics
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• v.89 no.3
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• pp.283-300
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• 2024

Machine learning (ML) models based on artificial neural network (ANN) and decision tree (DT) were developed for estimation of axial capacity of concrete columns reinforced with fiber reinforced polymer (FRP) bars. Between the design codes, the Canadian code provides better formulation compared to the Australian or American code. For empirical models based on elastic modulus of FRP, Hadhood et al. (2017) model performed best. Whereas for empirical models based on tensile strength of FRP, as well as all empirical models, Raza et al. (2021) was adjudged superior. However, compared to the empirical models, all ML models exhibited superior performance according to all five performance metrics considered. The performance of ANN and DT models were comparable in general. Under the present setup, inclusion of the transverse reinforcement information did not improve the accuracy of estimation with either ANN or DT. With selective use of inputs, and a much simpler ANN architecture (4-3-1) compared to that reported in literature (Raza et al. 2020: 6-11-11-1), marginal improvement in correlation could be achieved. The metrics for the best model from the study was a correlation of 0.94, absolute errors between 420 kN to 530 kN, and the range being 0.39 to 0.51 for relative errors. Though much superior performance could be obtained using ANN/DT models over empirical models, further work towards improving accuracy of the estimation is indicated before design of FRP reinforced concrete columns using ML may be considered for design codes.

• Journal of Communications and Networks
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• v.15 no.3
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• pp.245-251
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• 2013

This paper addresses the issue of time-difference-of-arrival (TDOA) estimation for complex noncircular signals. First, under the wide-sense stationary assumption, we derive the maximum likelihood (ML) estimator and the Cramer-Rao lower bound for Gaussian noncircular signals in Gaussian circular noise. The ML estimator uses the second-order statistics information of a noncircular signal more comprehensively when compared with the cross-correlation (CC) and the conjugate CC estimators. Further, we present a scheme to modify the traditional signal-selective TDOA methods for noncircular signals on the basis of the cyclostationarity of man-made signals. This scheme simultaneously exploits the information contained in both the cyclic cross-correlation (CCC) and the conjugate CCC of a noncircular signal.

• Communications for Statistical Applications and Methods
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• v.23 no.2
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• pp.131-146
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• 2016

In research on behavioral studies, significant attention has been paid to the stage-sequential process for longitudinal data. Latent class profile analysis (LCPA) is an useful method to study sequential patterns of the behavioral development by the two-step identification process: identifying a small number of latent classes at each measurement occasion and two or more homogeneous subgroups in which individuals exhibit a similar sequence of latent class membership over time. Maximum likelihood (ML) estimates for LCPA are easily obtained by expectation-maximization (EM) algorithm, and Bayesian inference can be implemented via Markov chain Monte Carlo (MCMC). However, unusual properties in the likelihood of LCPA can cause difficulties in ML and Bayesian inference as well as estimation in small samples. This article describes and addresses erratic problems that involve conventional ML and Bayesian estimates for LCPA with small samples. We argue that these problems can be alleviated with a small amount of prior input. This study evaluates the performance of likelihood and MCMC-based estimates with the proposed prior in drawing inference over repeated sampling. Our simulation shows that estimates from the proposed methods perform better than those from the conventional ML and Bayesian method.

• Journal of the Korean Data and Information Science Society
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• v.16 no.3
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• pp.651-656
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• 2005

In this paper the quasi-likelihood function was proposed and the estimators which are the solutions of the estimating equations for estimation of a class of nonlinear time series models. We compare the performances of the proposed estimators with those of the ML estimators under the heavy-railed distributions by simulation.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.34 no.12C
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• pp.1184-1191
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• 2009

We aim at frequency offset estimation for IEEE 802.15.4a ranging systems, where an impulse-radio ultra-wideband (IR-UWB) signal is exploited, By incorporating the property of the ternary code in the preamble, we derive a simplified maximum-likelihood (ML) estimation of the frequency offset. In addition, a closed form estimator for implementation is investigated. Simulation results and theoretical analysis verify our estimators in IEEE 802.15.4a IR-UWB packet-based ranging systems.

• The Journal of the Acoustical Society of Korea
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• v.20 no.3E
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• pp.25-30
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• 2001

In angle of arrival estimation, the direction of a signal is usually assumed to be a point. If the direction of a signal is distributed due to some reasons in real surroundings, however, angle of arrival estimation techniques based on the point source assumption may result in poor performance. In this paper, we consider angle of arrival estimation when the signal sources are distributed. A parametric source model is proposed, and the estimation techniques based on the well-known maximum likelihood technique is considered under the model. In addition, Various statistical properties of the estimation errors were obtained.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.20 no.1
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• pp.45-51
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• 2016

In this paper, we develop an iterative maximum likelihood (ML) receiver for generalized spatial modulation systems. In the proposed ML receiver, to mitigate the deleterious effect of channel information errors on symbol detection, the instantaneous covariance matrix of effective noise is estimated, which is then used to obtain improved ML solutions. The estimated covariance matrix is updated through multiple iterations to enhance the estimation accuracy. The simulation results show that the proposed ML receiver outperforms the conventional ML detection scheme, which does not take the effect of channel information errors into account.