• Journal of the Korean Data and Information Science Society
• /
• 제11권1호
• /
• pp.1-18
• /
• 2000

본 논문에서는 가장 많이 사용되는 시계열 모형중의 하나인 자기회귀모형에서 모수를 추정하는 방법으로 최소 절대 편차 추정법(least absolute deviation estimation)을 포함한 로버스트한 추정방법 (robust estimation)의 사용을 제안하고 모의 실험을 통하여 이러한 방법들을 기존의 최소 제곱 추정 방법과 예측의 관점에서 비교 검토하여 시계열 자료분석에서의 로버스트한 모수 추정 방법의 유효성을 확인해 보고자 한다.

• 제어로봇시스템학회:학술대회논문집
• /
• 제어로봇시스템학회 2002년도 ICCAS
• /
• pp.45.5-45
• /
• 2002

In this paper, a quasi-deadbeat minimax estimation (QME) is proposed as a new class of time-domain parameter estimations for deterministic generic linear models. Linearity, quasi-deadbeat property, FIR structure, and independency of the initial parameter information will be required in advance, in addition to a new performance criterion of a worst case gain between the disturbances and the current estimation error. The proposed QME is obtained in a closed form by directly solving an optimization problem. The QME is represented in both a batch form and an iterative form. A fast algorithm for the suggested estimation is also presented, which is remarkable in view...

• Communications for Statistical Applications and Methods
• /
• 제24권4호
• /
• pp.353-365
• /
• 2017

In this article, we proposed a new three-parameter distribution called generalized half-logistic Poisson distribution with a failure rate function that can be increasing, decreasing or upside-down bathtub-shaped depending on its parameters. The new model extends the half-logistic Poisson distribution and has exponentiated half-logistic as its limiting distribution. A comprehensive mathematical and statistical treatment of the new distribution is provided. We provide an explicit expression for the $r^{th}$ moment, moment generating function, Shannon entropy and $R{\acute{e}}nyi$ entropy. The model parameter estimation was conducted via a maximum likelihood method; in addition, the existence and uniqueness of maximum likelihood estimations are analyzed under potential conditions. Finally, an application of the new distribution to a real dataset shows the flexibility and potentiality of the proposed distribution.

• Journal of the Korean Data and Information Science Society
• /
• 제24권4호
• /
• pp.901-909
• /
• 2013

A skewed double power function distribution is defined by a double power function distribution. We shall evaluate the coefficient of the skewness of a skewed double power function distribution. We shall obtain an approximate maximum likelihood estimator (MLE) and a moment estimator (MME) of the skew parameter in the skewed double power function distribution, and compare simulated mean squared errors for those estimators. And we shall compare simulated MSEs of two proposed reliability estimators in two independent skewed double power function distributions with different skew parameters.

• 대한전기학회논문지:전력기술부문A
• /
• 제52권7호
• /
• pp.401-406
• /
• 2003

Electric power industries in several countries are currently undergoing major changes, mainly represented by the privatizations of the power plants and distribution systems. Reliable operations of the power plants directly contribute to the revenue increases of the generation companies in such competitive environments. Strategic optimizations should be performed between the levels of the reliabilities to be maintained and the various preventive maintenance costs, which require the accurate estimations of the power plant reliabilities. However, accurate estimations of the power plant reliabilities are often limited by the lack of accurate power plant failure data. A power plant is not supposed to be failed that often. And if it fails, its impact upon the power system stability is quite substantial in most cases, setting aside the significant revenue losses and lowered company images. Reliability assessment is also important for Independent System Operators(ISO) or Market Operators to properly assess the level of needed compensations for the installed capacity based on the availability of the generation plants. In this paper, we present a power plant reliability estimation technique that can be applied when the failure data is insufficient. Median rank and Weibull distribution are used to accommodate such insufficiency. The Median rank is utilized to derive the cumulative failure probability for each ordered failure. The Weibull distribution is used because of its flexibility of accommodating several different distribution types based on the shape parameter values. The proposed method is applied to small size failure data and its application potential is demonstrated.

• 한국전기전자재료학회논문지
• /
• 제30권9호
• /
• pp.551-557
• /
• 2017

It is extremely important to improve methodologies for the lifetime assessment of porcelain insulators. While there has been a considerable amount of work regarding the phenomena of lifetime distributions, most of the studies assume that aging distributions follow the Weibull distribution. However, the true underlying distribution is unknown, giving rise to unrealistic inferences, such as parameter estimations. In this article, we review several distributions that are commonly used in reliability and survival analysis, such as the exponential, Weibull, log-normal, and gamma distributions. Some properties, including the characteristics of failure rates of these distributions, are presented. We use a Bayesian approach for model selection and parameter estimation procedures. A well-known measure, called the Bayes factor, is used to find the most plausible model among several contending models. The posterior mean can be used as a parameter estimate for unknown parameters, once a model with the highest posterior probability is selected. Extensive simulation studies are performed to demonstrate our methodologies.

• 한국정밀공학회지
• /
• 제29권10호
• /
• pp.1128-1136
• /
• 2012

In this paper, the states and parameters in a dynamic system are estimated by applying an Unscented Kalman Filter (UKF). The UKF is widely used in various fields such as sensor fusion, trajectory estimation, and learning of Neural Network weights. These estimations are necessary and important in determining the stability of a mobile system, monitoring, and predictions. However, conventional approaches are difficult to estimate based on the experimental data, due to properties of non-linearity and measurement noises. Therefore, in this paper, UKF is applied in estimating the states and parameters needed. An experimental dynamic system has been set up for obtaining data and the experimental data is collected for parameter estimation. The measurement noises are primarily reduced by applying the Low Pass Filter (LPF). Given the simulation results, the estimated error rate is 39 percent more efficient than the results obtained using the Least Square Method (LSM). Secondly, the estimated parameters have an average convergence period of four seconds.

• Biotechnology and Bioprocess Engineering:BBE
• /
• 제7권1호
• /
• pp.16-20
• /
• 2002

Parameter estimations were made for the reversed-phase adsorption of perillyl alcohol (POH), a potent anti-cancer agent, on octadecylsilyl-silica gel (ODS). The average particle diameter of ODS was about $15\;{\mu}m$, and the particles were packed in the column $(3.9\;\times\;300mm)$. The mobile phase used was a mixture of acetonitrile and water, in which the acetonitrile ranged between 50 and $70\;(v/v\;\%)$. The first absolute moment and the second central moment were determined from the chromatographic elution curves by moment analysis. Experiments were carried out using POH solutions within the linear adsorption range. The fluid-to-particle mass transfer coefficient was estimated using the Wilson-Geankoplis equation. The axial dispersion coefficient and the intra particle diffusivity were determined from the slope and intercept of a plot of H vs $1/u_0$, respectively. The contributions of each mass-transfer step were axial dispersion, fluid-to-particle mass transfer, and intraparticle diffusion.

• 대한전기학회:학술대회논문집
• /
• 대한전기학회 2006년도 제37회 하계학술대회 논문집 B
• /
• pp.761-762
• /
• 2006

A number of techniques have been developed for estimation of speed or position in motor drives. The accuracy of these techniques is affected by the variation of motor parameters such as the stator resistance, stator inductance or torque constant. This paper is proposed a neural network based estimator for torque and stator resistance in IPMSM Drives. The neural weights are initially chosen randomly and a model reference algorithm adjusts those weights to give the optimum estimations. The neural network estimator is able to track the varying parameters quite accurately at different speeds with consistent performance. The neural network parameter estimator has been applied to slot and flux linkage torque ripple minimization of the IPMSM. The validity of the proposed parameter estimator is confirmed by the operating characteristics controlled by neural networks control.

• 한국안전학회지
• /
• 제34권4호
• /
• pp.59-67
• /
• 2019

Since it is really hard to construct process models based on prior process knowledges, various statistical approaches have been employed to build fault diagnosis models. However, the crucial drawback of these approaches is that the solutions may vary according to the fault magnitude, even if the same fault occurs. In this study, the parameter monitoring approach is suggested. When a fault occurs in a chemical process, this leads to trigger the change of a process model and the monitoring parameters of process models is able to provide the efficient fault diagnosis model. A few important variables are selected and their predictive models are constructed by partial least square (PLS) method. The Euclidean norms of parameters of PLS models are estimated and a fault diagnosis can be performed as comparing with parameters of PLS models based on normal operational conditions. To improve the monitoring performance, cumulative summation (CUSUM) control chart is employed and the changes of model parameters are recorded to identify the type of an unknown fault. To verify the efficacy of the proposed model, Tennessee Eastman (TE) process is tested and this model can be easily applied to other complex processes.