• Journal of the Korean Statistical Society
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• v.27 no.2
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• pp.165-187
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• 1998

Shin and Sarkar (1993, 1994) studied the problem of testing for a unit root in an AR(p) signal observed with MA(q) noise when the MA parameters are known. In this paper we consider the case when the MA parameters are unknown and to be estimated. Test statistics are defined using unit root parameter estimates based on three different estimation methods of Hannan and Rissanen (1982), Kohn (1979) and Shin and Sarkar (1995). An AR(p) process contaminated by MA(q) noise is a .estricted ARMA model, for which Shin and Sarkar (1995) derived an easy-to-compute Newton- Raphson estimator The two-stage estimation p.ocedu.e of Hannan and Rissanen (1982) is used to compute initial parameter estimates in implementing the iterative estimation methods of both Shin and Sarkar (1995) and Kohn (1979). In a simulation study we compare the relative performance of these unit root tests with respect to both size and power for p=q=1.

• Korean Journal of Remote Sensing
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• v.23 no.5
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• pp.455-464
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• 2007

Lee(2007) suggested the Point-Jacobian iteration MAP estimation(PJIMAP) for noise removal of the images that are corrupted by multiplicative speckle noise. It is to find a MAP estimation of noisy-free imagery based on a Bayesian model using the lognormal distribution for image intensity and an MRF for image texture. When the image intensity is logarithmically transformed, the speckle noise is approximately Gaussian additive noise, and it tends to a normal probability much faster than the intensity distribution. The MRF is incorporated into digital image analysis by viewing pixel types as states of molecules in a lattice-like physical system. In this study, the MAP estimation is computed by the Point-Jacobian iteration using adaptive parameters. At each iteration, the parameters related to the Bayesian model are adaptively estimated using the updated information. The results of the proposed scheme were compared to them of PJIMAP with SAR simulation data generated by the Monte Carlo method. The experiments demonstrated an improvement in relaxing speckle noise and estimating noise-free intensity by using the adaptive parameters for the Ponit-Jacobian iteration.

• International Journal of Computer Science & Network Security
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• v.21 no.7
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• pp.93-102
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• 2021

This study aimed to test method on the accuracy of estimating the items parameters and ability, using the Three Parameter Logistic. To achieve the objectives of the study, an achievement test in chemistry was constructed for third-year secondary school students in the course of "natural sciences". A descriptive approach was employed to conduct the study. The test was applied to a sample of (507) students of the third year of secondary school in the "Natural Sciences Course". The study's results revealed that the (EAP) method showed a higher degree of accuracy in the estimation of the difficulty parameter and the abilities of persons higher than the MML method. There were no statistically significant differences in the accuracy of the parameter estimation of discrimination and guessing regarding the difference of the two methods: (MML) and (EAP).

• Genomics & Informatics
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• v.21 no.2
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• pp.27.1-27.7
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• 2023

Recombination events complicate the evolutionary history of populations and species and have a significant impact on the inference of isolation-with-migration (IM) models. However, several existing methods have been developed, assuming no recombination within a locus and free recombination between loci. In this study, we investigated the effect of recombination on the estimation of IM models using genomic data. We conducted a simulation study to evaluate the consistency of the parameter estimators with up to 1,000 loci and analyze true gene trees to examine the sources of errors in estimating the IM model parameters. The results showed that the presence of recombination led to biased estimates of the IM model parameters, with population sizes being more overestimated and migration rates being more underestimated as the number of loci increased. The magnitude of the biases tended to increase with the recombination rates when using 100 or more loci. On the other hand, the estimation of splitting times remained consistent as the number of loci increased. In the absence of recombination, the estimators of the IM model parameters remained consistent.

• Journal of the Korean Society of Manufacturing Technology Engineers
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• v.24 no.4
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• pp.386-393
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• 2015

A study is carried out on investigation on pattern costs, identification of geometric parameters for the cost, and development of cost estimation models for casting patterns. Pattern costs for machine tool structures are collected and analyzed to identify the important geometric parameters that affect the costs. The parameters are used for the development of the costing models. It is found that the geometric parameters can be easily obtained from a CAD system and then the costing models estimate a pattern cost in a minimum time. The models are verified with the structures whose pattern cost was used for this study. It is expected that this costing models can evaluate the cost of casting structures of machine tools in search of a near-optimal design based on manufacturing cost and, for example, weight at the design stage.

• Transactions of the Korean Society for Noise and Vibration Engineering
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• v.17 no.11
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• pp.1112-1118
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• 2007

It was discussed to identify Thiele Small Parameters for Pseudo loudspeaker within 10mm grade microspeaker attached to closed-box using known dynamic mass of moving parts. Also, enhanced circuit model for vented-box micro speaker system was used to more accurately simulate electrical impedance curves for real vented-box microspeaker system and compared to test results. Consequently, it showed that micro speaker could be modeled by pseudo loudspeaker TS parameters similar to general loudspeaker. Vented-box microspeaker model with pseudo loudspeaker TS parameters was well suited to describe real microspeaker. Also, it was proposed to estimate volume of rear closed-box of microspeaker without design specifications.

• Journal of Ocean Engineering and Technology
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• v.11 no.1
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• pp.36-43
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• 1997

Weld bead shape is an important measure for evaluation of weld quality. Many welding parameters have influence on the weld bead shape. The quantitative relationship between welding parameters and bead shape, however, is not determined yet because of their high complexity and many unknown factors. Fuzzy expert system is an advanced expert system which uses fuzzy rules and approximate reasoning. It is a vert useful tool for welding technology because is can process rationally the uncertain and inexact information such as the welding information. In this paper, the empirical and the qualitative relationship between welding parameters and bead shape are analyzed and represented by fuzzy rules. They are converted to the quantitative relationship by use of approximate reasoning of fuzzy expert system. Weld bead shape is estimated from the welding parameters using fuzzy expert system. The result of comparison between measured values of weld bead by welding experiments and the estimates values by fuzzy expert system shows a good consistancy.

• Smart Structures and Systems
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• v.15 no.3
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• pp.735-749
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• 2015

The major difficulty of using Bayesian probabilistic inference for system identification is to obtain the posterior probability density of parameters conditioned by the measured response. The posterior density of structural parameters indicates how plausible each model is when considering the uncertainty of prediction errors. The Markov chain Monte Carlo (MCMC) method is a widespread medium for posterior inference but its convergence is often slow. The differential evolution adaptive Metropolis-Hasting (DREAM) algorithm boasts a population-based mechanism, which nms multiple different Markov chains simultaneously, and a global optimum exploration ability. This paper proposes an improved differential evolution adaptive Metropolis-Hasting algorithm (IDREAM) strategy to estimate the posterior density of structural parameters. The main benefit of IDREAM is its efficient MCMC simulation through its use of the adaptive Metropolis (AM) method with a mutation strategy for ensuring quick convergence and robust solutions. Its effectiveness was demonstrated in simulations on identifying the structural parameters with limited output data and noise polluted measurements.

• Journal of Korea Water Resources Association
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• v.37 no.12
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• pp.1009-1018
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• 2004

A systematic method using an optimal estimation algorithm is presented for simultaneous estimation of diffuse pollution distributed along a stream reach and model parameters for a stream water quality model. It was applied with the QVAL2E model to the South Han River for optimal estimation of kinetic constants and diffuse loads along the river. Initial calibration results for kinetic constants selected from a sensitivity analysis reveal that diffuse source inputs for nitrogen and phosphorus are essential to satisfy the system mass balance. Diffuse loads for total nitrogen and total phosphorus were estimated solving the expanded inverse problem. Comparison of kinetic constants estimated simultaneously with diffuse sources to those estimated without diffuse loads, suggests that diffuse sources must be included in the optimization not only for its own estimation but also for adequate estimation of the model parameters. Application of optimization method to river water quality modeling is discussed in terms of the sensitivity coefficient matrix structure.

• The Transactions of The Korean Institute of Electrical Engineers
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• v.58 no.6
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• pp.1078-1086
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• 2009

This paper presents a Fourier based algorithm for estimating the parameters of the low frequency oscillating modes. The proposed methods estimates various parameters(frequency, damping factor, mode magnitude, phase) by fitting Fourier spectrum and phase with a damped exponential cosine function. Dominant frequency is selected by taking frequency corresponding to the peak spectrum, and damping factor is estimated using the left/right spectra of Fourier spectrum. In addition, mode magnitude is calculated by the normalized peak spectrum, and phase is estimated from spectrum phase. Also, we introduce an accuracy index in order to determine the accuracy of the estimated parameters, and the index is calculated using the deviations of the peak spectrum and the left/right spectra. The parameter estimation methods proposed in this paper include very simple arithmetical processes, so the algorithms are simple and the calculation speed is very fast. The proposed methods are applied to test functions with two dominant modes. The results show that the proposed methods are highly applicable to low frequency parameter estimation.