• Communications for Statistical Applications and Methods
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• 제24권6호
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• pp.651-662
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• 2017

We propose an alternative procedure to select penalty parameter in $L_1$ penalized robust regression. This procedure is based on marginalization of prior distribution over the penalty parameter. Thus, resulting objective function does not include the penalty parameter due to marginalizing it out. In addition, its estimating algorithm automatically chooses a penalty parameter using the previous estimate of regression coefficients. The proposed approach bypasses cross validation as well as saves computing time. Variable-wise penalization also performs best in prediction and variable selection perspectives. Numerical studies using simulation data demonstrate the performance of our proposals. The proposed methods are applied to Boston housing data. Through simulation study and real data application we demonstrate that our proposals are competitive to or much better than cross-validation in prediction, variable selection, and computing time perspectives.

• 대한전기학회:학술대회논문집
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• 대한전기학회 1998년도 하계학술대회 논문집 C
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• pp.1073-1075
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• 1998

This paper presents the method of parameter estimation of diffusion model for monitoring Demand-Side Management Program. Bass diffusion model was applied in this paper, which has different values according to parameters ; coefficients of innovation, imitation and potential adopters. Though it is very important to estimate three parameter, there are no empirical results in practice. Thus, this paper presents the method of parameter estimation in case of few data with constraints to reduce the possibility of bad estimation. The constraints are empirical results or expert's decision. Case studies show the diffusion curves of high-efficient lighting and also forecasting of the peak value for power demand considering diffusion of high-efficient lighting, the feedback and least-square parameter estimation method used in this paper enable us to evaluate the status and forecasting of the effect of DSM program.

• 대한전기학회논문지
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• 제39권7호
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• pp.740-748
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• 1990

In this paper, we consider the problem of parameter estimation, i.e., definding the internal structure of a linear distribution parameter system from its input/output data. First, a linear partial differential equation describing the system is double-integrated with respect to two variables and then transformed into an integral equation. Next the Walsh Operation Matrix for Walsh function and their integration are introduced to transform the integral equation into algebraic simultaneous equations. Finally, we develop an algorithm to estimate the parameters of the linear distributed parameter system from the simple linear algebraic simultaneous equations. It is also shown that our algorithm could be effective in real time data processing since it uses the Fast Walsh Transform.

• Journal of the Korean Data Analysis Society
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• 제20권6호
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• pp.2747-2757
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• 2018

We consider the MLE (maximum likelihood estimate) and Bayesian estimates of three-parameter bathtub-shaped lifetime distribution based on the progressive type II censoring with binomial removal. Jung, Chung (2018) proposed the three-parameter bathtub-shaped distribution which is the extension of the two-parameter bathtub-shaped distribution given by Zhang (2004). Jung, Chung (2018) investigated its properties and estimations. The maximum likelihood estimates are computed using Newton-Raphson algorithm. Also, Bayesian estimates are obtained under the balanced loss function using MCMC (Markov chain Monte Carlo) method. In particular, BSEL (balanced squared error loss) function is considered as a special form of balanced loss function given by Zellner (1994). For comparing theirs MLEs with the corresponding Bayes estimates, some simulations are performed. It shows that Bayes estimates is better than MLEs in terms of risks. Finally, concluding remarks are mentioned.

• 천문학논총
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• 제9권1호
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• pp.55-68
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• 1994

We have reviewed three different techniques to estimate molecular cloud mass, and discussed the uncertainties involved. We found that determination of the most important parameter, the $^{13}CO$ abundance, is not very sensitive to the real LTE conditions, and that any possible error in deriving LTE column density may not introduce an error in the total gas column density, as far as the visual extinction is established for the object cloud. The virial technique always endows the largest mass estimate as there are several uncertainties, even if the cloud is in virial equilibrium. The strong indicator of the cloud perturbation is the centroid velocity dispersion. The mass using CO luminosity is based on the empirical law, but weakly dependent on the virial assumption, thus it still gives a larger mass estimate. The mass discrepancy is likely to be inevitable, and a factor of two or three difference between mass estimates could easily be attributed to the uncertainties mentioned above. The LTE mass estimate may be the most reliable one if we use the relation visual extinction and $^{13}CO$ column density of the object cloud, and the intercept is included.

• 동력기계공학회지
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• 제13권4호
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• pp.68-73
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• 2009

The mathematical model has a different response character with the real system because this mathematical model has the modeling errors and the imprecise value of system's parameters. Therefore to find the value of system parameters as possible as near by real value in the model is necessary to design the controlled system. This study concern about the identification method to estimate the parameter for the magnetic bearing system with RCGA(Real Coded Genetic Algorithm). Firstly, we will get the mathematical model from the current amplifier circuit and the magnetic bearing system. Secondly we will get the step response data in this circuit and system. Finally, we will estimate the unknown parameter's value from the data.

• 전기학회논문지
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• 제63권9호
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• pp.1245-1247
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• 2014

This paper presents a robust position tracking controller for motor-driven flexible joint manipulators using only the motor angle measurement. The control problem is not easy because the link position is hard to estimate in the presence of parameter uncertainties. The proposed controller consists of a feedback linearization controller (FLC) and two proportional-integral observers (PIOs) that estimate both system states including the link position and an equivalent disturbance for compensating the parameter uncertainties. Comparative computer simulations are conducted to demonstrate the effectiveness of the proposed control algorithm.

• Structural Engineering and Mechanics
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• 제45권4호
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• pp.423-437
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• 2013

Complex structures are usually assembled from several substructures with joints connecting them together. These joints have significant effects on the dynamic behavior of the assembled structure and must be accurately modeled. In structural analysis, these joints are often simplified by assuming ideal boundary conditions. However, the dynamic behavior predicted on the basis of the simplified model may have significant errors. This has prompted the researchers to include the effect of joint stiffness in the structural model and to estimate the stiffness parameters using inverse dynamics. In the present work, structural joints have been modeled as a pair of translational and rotational springs and frequency equation of the overall system has been developed using sub-structure synthesis. It is shown that using first few natural frequencies of the system, one can obtain a set of over-determined system of equations involving the unknown stiffness parameters. Method of multi-linear regression is then applied to obtain the best estimate of the unknown stiffness parameters. The estimation procedure has been developed for a two parameter joint stiffness matrix.

• 대한전기학회:학술대회논문집
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• 대한전기학회 2006년 학술대회 논문집 정보 및 제어부문
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• pp.588-590
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• 2006

Recently, many on-line approaches to instrument channel surveillance (drift monitoring and fault detection) have been reported worldwide. On-line monitoring (OLM) method evaluates instrument channel performance by assessing its consistency with other plant indications through parametric or non-parametric models. The heart of an OLM system is the model giving an estimate of the true process parameter value against individual measurements. This model gives process parameter estimate calculated as a function of other plant measurements which can be used to identify small sensor drifts that would require the sensor to be manually calibrated or replaced. This paper describes an improvement of auto-associative kernel regression by introducing a correlation coefficient weighting on kernel distances. The prediction performance of the developed method is compared with conventional auto-associative kernel regression.

• Kyungpook Mathematical Journal
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• 제54권2호
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• pp.293-320
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• 2014

In this paper, global chaos synchronization is investigated for WINDMI (J. C. Sprott, 2003) and Coullet (P. Coullet et al, 1979) chaotic systems using adaptive backstepping control design based on recursive feedback control. Our theorems on synchronization for WINDMI and Coullet chaotic systems are established using Lyapunov stability theory. The adaptive backstepping control links the choice of Lyapunov function with the design of a controller and guarantees global stability performance of strict-feedback chaotic systems. The adaptive backstepping control maintains the parameter vector at a predetermined desired value. The adaptive backstepping control method is effective and convenient to synchronize and estimate the parameters of the chaotic systems. Mainly, this technique gives the flexibility to construct a control law and estimate the parameter values. Numerical simulations are also given to illustrate and validate the synchronization results derived in this paper.