• Title/Summary/Keyword: Prediction Error estimate

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A Fast Algorithm for Real-time Adaptive Notch Filtering

  • Kim, Haeng-Gihl
    • Journal of information and communication convergence engineering
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    • v.1 no.4
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    • pp.189-193
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    • 2003
  • A new algorithm is presented for adaptive notch filtering of narrow band or sine signals for embedded among broad band noise. The notch filter is implemented as a constrained infinite impulse response filter with a minimal number of parameters, Based on the recursive prediction error (RPE) method, the algorithm has the advantages of the fast convergence, accurate results and initial estimate of filter coefficient and its covariance is revealed. A convergence criterion is also developed. By using the information of the noise-to-signal power, the algorithm can self-adjust its initial filter coefficient estimate and its covariance to ensure convergence.

Adaptive noise cancellation algorithm reducing path misadjustment due to speech signal (음성신호로 인한 잡음전달경로의 오조정을 감소시킨 적응잡음제거 알고리듬)

  • 박장식;김형순;김재호;손경식
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.21 no.5
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    • pp.1172-1179
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    • 1996
  • General adaptive noise canceller(ANC) suffers from the misadjustment of adaptive filter weights, because of the gradient-estimate noise at steady state. In this paper, an adaptive noise cancellation algorithm with speech detector which is distinguishing speech from silence and adaptation-transient region is proposed. The speech detector uses property of adaptive prediction-error filter which can filter the highly correlated speech. To detect speech region, estimation error which is the output of the adaptive filter is applied to the adaptive prediction-error filter. When speech signal apears at the input of the adaptive prediction-error filter. The ratio of input and output energy of adaptive prediction-error filter becomes relatively lower. The ratio becomes large when the white noise appears at the input. So the region of speech is detected by the ratio. Sign algorithm is applied at speech region to prevent the weights from perturbing by output speech of ANC. As results of computer simulation, the proposed algorithm improves segmental SNR and SNR up to about 4 dBand 11 dB, respectively.

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An ARMA Model Identification Method By Direct Whitening Of Prediction Error and Its Application to Estimation of Gyroscope Random Error (예측오차 직접 백색화에 의한 ARMA 모델 식별 기법 및 자이로 불규칙오차 추정에의 적용)

  • Seong, Sang-Man;Lee, Dal-Ho
    • The Transactions of the Korean Institute of Electrical Engineers D
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    • v.54 no.7
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    • pp.423-427
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    • 2005
  • In this paper, we proposed a new ARMA model identification which estimate the parameters to make the current prediction error uncorrelated with the past one. As good properties of the proposed method, we show the uniqueness, consistency of the estimate and asymptotic normality of the estimation error. Via simulation results, we show that the proposed method give good estimates for various systems which have different power spectrum. Moreover, the estimation of gyroscope random errors shows that the proposed method is applicable to the real data.

A Study on the Predictability of Hospital's Future Cash Flow Information (병원의 미래 현금흐름 정보예측)

  • Moon, Young-Jeon;Yang, Dong-Hyun
    • Korea Journal of Hospital Management
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    • v.11 no.3
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    • pp.19-41
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    • 2006
  • The Objective of this study was to design the model which predict the future cash flow of hospitals and on the basis of designed model to support sound hospital management by the prediction of future cash flow. The five cash flow measurement variables discussed in financial accrual part were used as variables and these variables were defined as NI, NIDPR, CFO, CFAI, CC. To measure the cash flow B/S related variables, P/L related variables and financial ratio related variables were utilized in this study. To measure cash flow models were designed and to estimate the prediction ability of five cash flow models, the martingale model and the market model were utilized. To estimate relative prediction outcome of cash flow prediction model and simple market model, MAE and MER were used to compare and analyze relative prediction ability of the cash flow model and the market model and to prove superiority of the model of the cash flow prediction model, 32 Regional Public Hospital's cross-section data and 4 year time series data were combined and pooled cross-sectional time series regression model was used for GLS-analysis. To analyze this data, Firstly, each cash flow prediction model, martingale model and market model were made and MAE and MER were estimated. Secondly difference-test was conducted to find the difference between MAE and MER of cash flow prediction model. Thirdly after ranking by size the prediction of cash flow model, martingale model and market model, Friedman-test was evaluated to find prediction ability. The results of this study were as follows: when t-test was conducted to find prediction ability among each model, the error of prediction of cash flow model was smaller than that of martingale and market model, and the difference of prediction error cash flow was significant, so cash flow model was analyzed as excellent compare with other models. This research results can be considered conductive in that present the suitable prediction model of future cash flow to the hospital. This research can provide valuable information in policy-making of hospital's policy decision. This research provide effects as follows; (1) the research is useful to estimate the benefit of hospital, solvency and capital supply ability for substitution of fixed equipment. (2) the research is useful to estimate hospital's liqudity, solvency and financial ability. (3) the research is useful to estimate evaluation ability in hospital management. Furthermore, the research should be continued by sampling all hospitals and constructed advanced cash flow model in dimension, established type and continued by studying unified model which is related each cash flow model.

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A New Approach for Autofocusing in Microscopy

  • Tsomko, Elena;Kim, Hyoung-Joong;Han, Hyoung-Seok
    • 한국정보통신설비학회:학술대회논문집
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    • 2008.08a
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    • pp.186-189
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    • 2008
  • In order to estimate cell images, high-performance electron microscopes are used nowadays. In this paper, we propose a new simple, fast and efficient method for real-time automatic focusing in electron microscopes. The proposed algorithm is based on the prediction-error variance, and demonstrates its feasibility by using extensive experiments. This method is fast, easy to implement, accurate, and not demanding on computation time.

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Error Concealment Using Intra-Mode Information Included in H.264/AVC-Coded Bitstream

  • Kim, Dong-Hyung;Jeong, Se-Yoon;Choi, Jin-Soo;Jeon, Gwang-Gil;Kim, Seung-Jong;Jeong, Je-Chang
    • ETRI Journal
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    • v.30 no.4
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    • pp.506-515
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    • 2008
  • The H.264/AVC standard has adopted new coding tools such as intra-prediction, variable block size, motion estimation with quarter-pixel-accuracy, loop filter, and so on. The adoption of these tools enables an H.264/AVC-coded bitstream to have more information than was possible with previous standards. In this paper, we propose an effective spatial error concealment method with low complexity in H.264/AVC intra-frame. From information included in an H.264/AVC-coded bitstream, we use prediction modes of intra-blocks to recover a damaged block. This is because the prediction direction in each prediction mode is highly correlated to the edge direction. We first estimate the edge direction of a damaged block using the prediction modes of the intra-blocks adjacent to a damaged block and classify the area inside the damaged block into edge and flat areas. Our method then recovers pixel values in the edge area using edge-directed interpolation, and recovers pixel values in the flat area using weighted interpolation. Simulation results show that the proposed method yields better video quality than conventional approaches.

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New Filtering Method for Reducing Registration Error of Distributed Sensors (분산된 센서들의 Registration 오차를 줄이기 위한 새로운 필터링 방법)

  • Kim, Yong-Shik;Lee, Jae-Hoon;Do, Hyun-Min;Kim, Bong-Keun;Tanikawa, Tamio;Ohba, Kohtaro;Lee, Ghang;Yun, Seok-Heon
    • The Journal of Korea Robotics Society
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    • v.3 no.3
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    • pp.176-185
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    • 2008
  • In this paper, new filtering method for sensor registration is provided to estimate and correct error of registration parameters in multiple sensor environments. Sensor registration is based on filtering method to estimate registration parameters in multiple sensor environments. Accuracy of sensor registration can increase performance of data fusion method selected. Due to various error sources, the sensor registration has registration errors recognized as multiple objects even though multiple sensors are tracking one object. In order to estimate the error parameter, new nonlinear information filtering method is developed using minimum mean square error estimation. Instead of linearization of nonlinear function like an extended Kalman filter, information estimation through unscented prediction is used. The proposed method enables to reduce estimation error without a computation of the Jacobian matrix in case that measurement dimension is large. A computer simulation is carried out to evaluate the proposed filtering method with an extended Kalman filter.

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Development of new models to predict the compressibility parameters of alluvial soils

  • Alzabeebee, Saif;Al-Taie, Abbas
    • Geomechanics and Engineering
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    • v.30 no.5
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    • pp.437-448
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    • 2022
  • Alluvial soil is challenging to work with due to its high compressibility. Thus, consolidation settlement of this type of soil should be accurately estimated. Accurate estimation of the consolidation settlement of alluvial soil requires accurate prediction of compressibility parameters. Geotechnical engineers usually use empirical correlations to estimate these compressibility parameters. However, no attempts have been made to develop correlations to estimate compressibility parameters of alluvial soil. Thus, this paper aims to develop new models to predict the compression and recompression indices (Cc and Cr) of alluvial soils. As part of the study, geotechnical laboratory tests have been conducted on large number of undisturbed samples of local alluvial soil. The obtained results from these tests in addition to available results from the literature from different parts in the world have been compiled to form the database of this study. This database is then employed to examine the accuracy of the available empirical correlations of the compressibility parameters and to develop the new models to estimate the compressibility parameters using the nonlinear regression analysis. The accuracy of the new models has been accessed using mean absolute error, root mean square error, mean, percentage of predictions with error range of ±20%, percentage of predictions with error range of ±30%, and coefficient of determination. It was found that the new models outperform the available correlations. Thus, these models can be used by geotechnical engineers with more confidence to predict Cc and Cr.

A Study on the Prediction of Power Consumption in the Air-Conditioning System by Using the Gaussian Process (정규 확률과정을 사용한 공조 시스템의 전력 소모량 예측에 관한 연구)

  • Lee, Chang-Yong;Song, Gensoo;Kim, Jinho
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.39 no.1
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    • pp.64-72
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    • 2016
  • In this paper, we utilize a Gaussian process to predict the power consumption in the air-conditioning system. As the power consumption in the air-conditioning system takes a form of a time-series and the prediction of the power consumption becomes very important from the perspective of the efficient energy management, it is worth to investigate the time-series model for the prediction of the power consumption. To this end, we apply the Gaussian process to predict the power consumption, in which the Gaussian process provides a prior probability to every possible function and higher probabilities are given to functions that are more likely consistent with the empirical data. We also discuss how to estimate the hyper-parameters, which are parameters in the covariance function of the Gaussian process model. We estimated the hyper-parameters with two different methods (marginal likelihood and leave-one-out cross validation) and obtained a model that pertinently describes the data and the results are more or less independent of the estimation method of hyper-parameters. We validated the prediction results by the error analysis of the mean relative error and the mean absolute error. The mean relative error analysis showed that about 3.4% of the predicted value came from the error, and the mean absolute error analysis confirmed that the error in within the standard deviation of the predicted value. We also adopt the non-parametric Wilcoxon's sign-rank test to assess the fitness of the proposed model and found that the null hypothesis of uniformity was accepted under the significance level of 5%. These results can be applied to a more elaborate control of the power consumption in the air-conditioning system.

Standard Error Analysis of Creep-Life Prediction Parameters of Type 316LN Stainless Steels (Type 316LN 강의 크리프 수명예측 파라메타의 표준오차 분석)

  • Kim, Woo-Gon;Yoon, Song-Nam;Ryu, Woo-Seog
    • Proceedings of the KSME Conference
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    • 2004.04a
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    • pp.19-24
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    • 2004
  • A number of creep data were collected and filed for type 316LN stainless steels through literature survey and experimental data produced in KAERI. Using these data, polynomial equations for predicting creep life were obtained for Larson Miller (L-M), Qrr-Sherby-Dorn (O-S-D) and Manson-Haferd (M-H) parametric methods. In order to find out the suitability for them, the relative standard error (RSE) and standard error of estimate (SEE) values were obtained by statistical process of creep data. The O-S-D parameter showed better fitting to creep-rupture data than the L-M or the M-H parameters, and the three parametric methods did not generate the large difference in the SEE and the RSE values.

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