• 제목/요약/키워드: Mean Group Estimation

검색결과 123건 처리시간 0.023초

Receiver DCB Estimation and Analysis by Types of GPS Receiver

  • Choi, Byung-Kyu;Chung, Jong-Kyun;Cho, Jeong-Ho
    • Journal of Astronomy and Space Sciences
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    • 제27권2호
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    • pp.123-128
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    • 2010
  • This paper analyzes that the global positioning system (GPS) receiver differential code bias (DCB) has effect on the estimation the ionosphere total electron content (TEC). The data from nine permanent GPS sites of the Korea Astronomy and Space Science Institute (KASI) were used for the estimation of the receiver DCB before (Trimble 4000 SSi) and after (Trimble NetRS) the receiver replacement, using the singular value decomposition method. The results showed that the estimated mean value of the receiver DCB varied from 0.11 ns (nanosecond) to 7.54 ns before the receiver replacement, but the receiver DCBs shoed large values than 20 ns except some stations after the replacement. The receiver DCB showed a relatively large difference by types of the receivers, and, as a result, it had a great effect on the estimation the ionosphere TEC using GPS.

Triffin Dilemma and International Monetary System : Evidence from Pooled Mean Group Estimation

  • Guan, Long-Fei;Lau, Wee-Yeap
    • The Journal of Asian Finance, Economics and Business
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    • 제5권2호
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    • pp.5-14
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    • 2018
  • This study is motivated based on concern from some renowned scholars and central bankers whom have raised the issue of the sustainability of the International Monetary System (IMS). Using the panel data set of four major international currencies, USD, JPY, EUR and GBP from 1973 to 2013 with Pooled Mean Group (PMG) estimator, to re-examine whether Triffin dilemma still exists through investigating the relationship between the reserve share, current account balance and real effective exchange rate. The evidence from the result indicates that Triffin dilemma exists only in the long run, and shows that in the long-run, current account balance is proportionate to the increased real effective exchange rate while varies inversely with the reserve shares. However, the estimation for the short-run is not significant to prove the existence of Triffin dilemma. In addition, we investigated the non-dollar panel sample and found that the international monetary system still suffers from Triffin dilemma even without the dollar. To overcome Triffin dilemma, immediate step such as having currency swap mechanism is recommended. In medium term, a multi-polar Monetary System is suggested, and in the longer time, a supranational currency will be used to replace all the currencies in the world.

Accuracy Measures of Empirical Bayes Estimator for Mean Rates

  • Jeong, Kwang-Mo
    • Communications for Statistical Applications and Methods
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    • 제17권6호
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    • pp.845-852
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    • 2010
  • The outcomes of counts commonly occur in the area of disease mapping for mortality rates or disease rates. A Poisson distribution is usually assumed as a model of disease rates in conjunction with a gamma prior. The small area typically refers to a small geographical area or demographic group for which very little information is available from the sample surveys. Under this situation the model-based estimation is very popular, in which the auxiliary variables from various administrative sources are used. The empirical Bayes estimator under Poissongamma model has been considered with its accuracy measures. An accuracy measure using a bootstrap samples adjust the underestimation incurred by the posterior variance as an estimator of true mean squared error. We explain the suggested method through a practical dataset of hitters in baseball games. We also perform a Monte Carlo study to compare the accuracy measures of mean squared error.

DVB-RCS 터보코드 기반의 반복 위상 추정 기법 (Iterative Phase Estimation based on Turbo Code for DVB-RCS systems)

  • 류중곤;허준;김판수;오덕길;이호진
    • 대한전자공학회:학술대회논문집
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    • 대한전자공학회 2005년도 추계종합학술대회
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    • pp.77-80
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    • 2005
  • In this paper, we introduce the efficient carrier phase estimating algorithm collaborate with the channel decoder of turbo coded QPSK modulation for mobile DVB-RCS systems. At low SNR, the phase estimation using soft information of turbo decoder is able to improve power efficiency because of achieving the good synchronization. We investigate performance of external single estimator and internal multiple estimator in the PSP (Per Survivor Processing) manner over AWGN channel. For phase estimation, the LMS (Least Mean Square) scheme is considered. Three different APP-based methods are also proposed.

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Monetary Policy Independence and Bond Yield in Developing Countries

  • ANWAR, Cep Jandi;SUHENDRA, Indra
    • The Journal of Asian Finance, Economics and Business
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    • 제7권11호
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    • pp.23-31
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    • 2020
  • This paper investigates the impact of monetary policy independence shock on bond yield by allowing for heterogeneous coefficients in the model based on panel data for 19 developing countries using quarterly data from 1991 to 2016. First, we estimate the model using conventional panel VAR estimation with the assumption of homogeneous coefficients across countries. Second, by performing Chow and Roy-Zellner tests to check the homogeneity assumption, we find that the assumption does not hold in the model. Third, we apply a mean-group estimation for panel VAR as a solution for heterogeneity panel model. The results reveal that central bank independence is effective in reducing bond yield with the maximum at period 6 after the shock. Shock one standard deviation bond yield has a negative effect on consumption and investment. We determine that central bank independence has a contradictory effect on real activity; a negative effect on consumption but a positive influence on investment for the first two years after the shock. Additionally, we split our sample into three groups to make the subgroups pool. Our empirical result shows that monetary policy independence shock reduces bond yield. Meanwhile, the response of economic activity to bond yield varies for all three groups.

Improved Algorithm for User Based Recommender System

  • Lee, Hee-Choon
    • Journal of the Korean Data and Information Science Society
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    • 제17권3호
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    • pp.717-726
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    • 2006
  • This study is to investigate the MAE of prediction value by collaborative filtering algorithm originated by GroupLens and improved algorithm. To decrease the MAE on the collaborative recommender system on user based, this research proposes the improved algorithm, which reduces the possibility of over estimation of active user's preference mean collaboratively using other user’s preference mean. The result shows the MAE of prediction by improved algorithm is better than original algorithm, so the active user's preference mean used in prediction formula is possibly over estimated.

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파킨슨병 환자와 정상노인 간의 문장 읽기에 나타난 운율 특성 비교 (A study of prosodic features of patients with idiopathic Parkinson's disease)

  • 강영애;성철재;윤규철
    • 말소리와 음성과학
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    • 제3권1호
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    • pp.145-151
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    • 2011
  • In view of the hypothesis that the effects of Parkinson's disease on voice production can be detected before pharmacological intervention, the prosodic features of patients with idiopathic Parkinson's disease (IPD) and a healthy aging group were diagnostically analyzed with the long term object of establishing, for clinical purposes, early disease-progression biomarkers. Twenty patients (male 8; female 12) with IPD (prior to pharmacological intervention) and a healthy control group of 22 (male 10; female 12) were selected. Ten sentences were recorded with a head-worn microphone. One sentence was chosen for the analysis of this paper. Relevant parameters, i.e. 3-dimensional model (F0, intensity, duration) and pitch and intensity related slopes (maxEnergy, maxF0, meanAbS, semiT, meanEnergy, meanF0), were analyzed by two-group discriminant analysis. The stepwise estimation method of discriminant analysis was performed by gender. The discriminant functions predicted 83.9% of the male test data correctly while the prediction rate was 93.1% for the female group. The results showed that meanF0_slope and semiT_slope were more important parameters than the others for the male group. For the female group, the meanEnergy_slope and maxEnergy_slope were the important ones. These findings indicate that significant parameters are different for the male and female group. Gender lifestyle may be responsible for this difference. Dysprosodic features of IPD show not simultaneously but progressively in terms of F0, intensity and duration.

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Efficiency of Aggregate Data in Non-linear Regression

  • Huh, Jib
    • Communications for Statistical Applications and Methods
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    • 제8권2호
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    • pp.327-336
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    • 2001
  • This work concerns estimating a regression function, which is not linear, using aggregate data. In much of the empirical research, data are aggregated for various reasons before statistical analysis. In a traditional parametric approach, a linear estimation of the non-linear function with aggregate data can result in unstable estimators of the parameters. More serious consequence is the bias in the estimation of the non-linear function. The approach we employ is the kernel regression smoothing. We describe the conditions when the aggregate data can be used to estimate the regression function efficiently. Numerical examples will illustrate our findings.

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Performance of SC-FDE System in UWB Communications with Imperfect Channel Estimation

  • Wang, Yue;Dong, Xiaodai
    • Journal of Communications and Networks
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    • 제9권4호
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    • pp.466-472
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    • 2007
  • Single carrier block transmission with frequency domain equalization(SC-FDE) has been shown to be a promising candidate in ultra-wideband(UWB) communications. In this paper, we analyze the performance of SC-FDE over UWB communications with channel estimation error. The probability density functions of the frequency domain minimum mean-squared error(MMSE) equalizer taps are derived in closed form. The error probabilities of single carrier block transmission with frequency domain MMSE equalization under imperfect channel estimation are presented and evaluated numerically. Compared with the simulation results, our semi-analytical analysis yields fairly accurate bit error rate performance, thus validating the use of the Gaussian approximation method in the performance analysis of the SC-FDE system with channel estimation error.

Forecasting Probability of Precipitation Using Morkov Logistic Regression Model

  • Park, Jeong-Soo;Kim, Yun-Seon
    • Communications for Statistical Applications and Methods
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    • 제14권1호
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    • pp.1-9
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    • 2007
  • A three-state Markov logistic regression model is suggested to forecast the probability of tomorrow's precipitation based on the current meteorological situation. The suggested model turns out to be better than Markov regression model in the sense of the mean squared error of forecasting for the rainfall data of Seoul area.