• Title/Summary/Keyword: MSE(Mean Squared Error)

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Three-Way Balanced Multi-level Semi Rotation Sampling Designs

  • Park, You-Sung;Choi, Jai-Won;Kim, Kee-Whan
    • Proceedings of the Korean Statistical Society Conference
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    • 2002.05a
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    • pp.19-24
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    • 2002
  • The two-way balanced one-level rotation design has been discussed (Park, Kim and Choi, 2001), where the two-way balancing is done on interview time in monthly sample and rotation group. We extend it to three-way balanced multi-level design under the most general rotation system. The three-way balancing is accomplished on interview time not only in monthly sample and rotation group but also in recall time. We present the necessary condition and rotation algorithm which guarantee the three-way balancing. We propose multi-level composite estimators (MCE) from this design and derive their variances and mean squared errors (MSE), assuming the correlation from the measurements of the same sample unit and three types of biases in monthly sample.

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An Approximated Model of the Coefficients for Interchannel Interference of OFDM System with Frequency Offset (주파수 오프셋이 있는 OFDM시스템에서 채널간간섭의 간섭계수 근사화 모델)

  • Li, Shuang;Kwon, Hyeock-Chan;Kang, Seog-Geun
    • The Journal of the Korea institute of electronic communication sciences
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    • v.13 no.5
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    • pp.917-922
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    • 2018
  • In the conventional interchannel interference self-cancellation (ICI-SC) schemes, the length of sampling window is the same as the symbol length of orthogonal frequency division multiplexing (OFDM). Thus, the number of complex operations to compute the interference coefficient of each subchannel is significantly increased. To solve this problem, we present an approximated mathematical model for the coefficients of ICI-SC schemes. Based on the proposed approximation, we analyze mean squared error (MSE) and computational complexity of the ICI-SC schemes with the length of sampling window. As a result, the presented approximation has an error of less than 0.01% on the MSE compared to the original equation. When the number of subchannels is 1024, the number of complex computations for the interference coefficients is reduced by 98% or more. Since the computational complexity can be remarkably reduced without sacrificing the self-cancellation capability, it is considered that the proposed approximation is very useful to develop an algorithm for the ICI-SC scheme.

Time-Delay Estimation using the Wavelet Based Adaptive Filtering (웨이블릿 기반 적응필터를 이용한 시지연 추정)

  • 이영진;유경렬
    • Proceedings of the IEEK Conference
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    • 2001.09a
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    • pp.845-848
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    • 2001
  • 본 논문에서는 multipath 환경에서 효과적으로 시지연을 추정하기 위한 알고리즘을 제안하였다. 제안된 알고리즘은 전처리 과정으로 웨이블릿 변환을 적용하였으며, 적응 알고리즘으로는 RLS를 계층적인 구조로 나타낸 HRLS(Hierarchical RLS)를 사용하였다. 시지연은 신호 분해과정 이후 각각의 부밴드에서 primary 신호와 reference 신호 사이의 MSE(Mean of Squared Error)를 최소화 시키는 적응 메카니즘을 사용하여 추정하였다. 아울러 모의실험을 통하여 제안된 알고리즘의 성능을 검증하였다.

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Estimation for the Weibull Distribution Based on Censored Samples

  • Lee, Hwa-Jung;Kang, Suk-Bok
    • 한국데이터정보과학회:학술대회논문집
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    • 2005.04a
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    • pp.59-68
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    • 2005
  • We consider the problem of estimating the scale and shape parameter of the Weibull distribution based on censored samples. we propose the approximate maximum likelihood estimators (AMLEs) of the scale and shape parameters in the Weibull distribution based on Type-II censored samples. We compare the proposed estimators in the sense of mean squared error (MSE).

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AMLEs for the Exponential Distribution Based on Multiply Type-II Censored Samples

  • Kang Suk-Bok;Lee Sang-Ki
    • Communications for Statistical Applications and Methods
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    • v.12 no.3
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    • pp.603-613
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    • 2005
  • We propose some estimators of the location parameter and derive the approximate maximum likelihood estimators (AMLEs) of the scale parameter in the exponential distribution based on multiply Type-II censored samples. We calculate the moments for the proposed estimators of the location parameter, and the AMLEs which are the linear functions of the order statistics. We compare the proposed estimators in the sense of the mean squared error (MSE) for various censored samples.

Noise Cancellation of Speech Signal Using Wavelet Transform (웨이브렛 변환을 이용한 음성신호의 잡음 제거)

  • Hwang Hyang-Ja;Kim Chong-Kyo
    • Proceedings of the KSPS conference
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    • 2003.10a
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    • pp.105-108
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    • 2003
  • 본 논문은 잡음 환경에서의 음성인식을 위하여 음성에 부가된 잡음을 제거하는 방법으로 프레임 단위로 웨이브렛 변환 영역의 표준편차를 활용하여 시간 적응적 임계값을 사용하는 새로운 방법을 제안한다. 웨이브렛 변환영역의 cD1과 cA3의 표준편차 값을 이용하여 임계값을 설정함으로써 음성의 변화에 적응할 수 있도록 하였다. 또한 묵음구간의 잔여 잡음을 제거하기 위한 방법을 제안하였다. 실험을 통하여 제안한 방법이 기존의 웨이브렛 변환과 웨이브렛 패킷 변환을 이용한 잡음제거 방법보다 SNR(Signal to Noise Ratio)과 MSE(Mean Squared Error) 측면에서 향상됨을 확인할 수 있었다.

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Estimation in an Exponentiated Half Logistic Distribution under Progressively Type-II Censoring

  • Kang, Suk-Bok;Seo, Jung-In
    • Communications for Statistical Applications and Methods
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    • v.18 no.5
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    • pp.657-666
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    • 2011
  • In this paper, we derive the maximum likelihood estimator(MLE) and some approximate maximum likelihood estimators(AMLEs) of the scale parameter in an exponentiated half logistic distribution based on progressively Type-II censored samples. We compare the proposed estimators in the sense of the mean squared error(MSE) through a Monte Carlo simulation for various censoring schemes. We also obtain the AMLEs of the reliability function.

Estimation for the Weibull Distribution Based on Censored Samples

  • Lee, Hwa-Jung;Kang, Suk-Bok
    • Journal of the Korean Data and Information Science Society
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    • v.16 no.4
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    • pp.1107-1117
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    • 2005
  • We consider the problem of estimating the scale and shape parameters in the Weibull distribution based on censored samples. We propose the approximate maximum likelihood estimators (AMLEs) of the scale and shape parameters in the Weibull distribution based on Type-II censored samples. We compare the proposed estimators in the sense of the mean squared error (MSE).

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DISTRIBUTIONS AND MOMENTS FOR ESTIMATORS OF GINI INDEX IN AN EXPONENTIAL DISTRIBUTION

  • Kang, Suk-Bok;Cho, Young-Suk
    • Journal of applied mathematics & informatics
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    • v.5 no.1
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    • pp.213-222
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    • 1998
  • In this paper we propose several estimators of Gini index of the two-parameter exponential distribution and obtain dis-tributions and moments of the proposed estimators. The proposed estimators are shown to cosistency and will be compares in terms of the proposed estimators. The proposed estimators are shown to cosistency and will be compared in terms of the mean squared error (MSE) through Monte Carlo method.

A Study on Development of Economic Instability Index

  • Do, Jong-Doo;Song, Gyu-Moon;Kim, Tae-Yoon
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.2
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    • pp.355-365
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    • 2004
  • Kim et al.. (2003) developed an Economic Instability Index (EII) by using mean squared error (MSE) from the neural network (NN) trained on the 1995 KOSPI. In this paper we study validity of the NN. For this we compare the NN with the well known Box-Jenkins linear auto-regressive processes. Our conclusive understanding of the problem is that the NN provides quite effective EII because it tends to overfit.

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