• Title/Summary/Keyword: R-estimation

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Verification of Two Least-Squares Methods for Estimating Center of Rotation Using Optical Marker Trajectory

  • Lee, Jung Keun
    • Journal of Sensor Science and Technology
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    • v.26 no.6
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    • pp.371-378
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    • 2017
  • An accurate and robust estimation of center of rotation (CoR) using optical marker trajectory is crucial in human biomechanics. In this regard, the performances of the two prevailing least-squares methods, the Gamage and Lasenby (GL) method, and the Chang and Pollard (CP) method, are verified in this paper. While both methods are sphere-fitting approaches in closed form and require no tuning parameters, they have not been thoroughly verified by comparison of their estimation accuracies. Furthermore, while for both methods, results for stationary CoR locations are presented, cases for perturbed CoR locations have not been investigated for any of them. In this paper, the estimation performances of the GL method and CP method are investigated by varying the range of motion (RoM) and noise amount, for both stationary and perturbed CoR locations. The difference in the estimation performance according to the variation in the amount of noise and RoM was clearly shown for both methods. However, the CP method outperformed the GL method, as seen in results from both the simulated and the experimental data. Particularly, when the RoM is small, the GL method failed to estimate the appropriate CoR while the CP method reasonably maintained the accuracy. In addition, the CP method showed a considerably better predictability in CoR estimation for the perturbed CoR location data than the GL method. Accordingly, it may be concluded that the CP method is more suitable than the GL method for CoR estimation when RoM is limited and CoR location is perturbed.

A Evaluation System Integrating Cost-Cross Effects of Big Scale R&D Projects (R&D프로젝트군의 우선순위 결정을 위한 비용 - 상호효과 통합평가시스템)

  • Kwon, Cheol-Shin;Lee, Soon-Cheon;Park, Jooh-Ho
    • Journal of the Korean Operations Research and Management Science Society
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    • v.32 no.2
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    • pp.163-175
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    • 2007
  • [ $ulcorner$ ]Cost-Effectiveness Analysis$\lrcorner$ has been wifely used to evaluate economic efficiency of R&D projects, but most of cost-effectiveness evaluation systems have some problems such as systematic method for setting and evaluating cost factors, estimation of single effect on each R&D project, and estimation of cross effects among R&D projects. To solve these problems, we have designed a new evaluation indicator called a $ulcorner$Cost-Cross Effect Integration Indicator$lrcorner$ including cross effects developed in this research. The major research findings are summarized as follows : (1) $ulcorner$Coist Estimation Model$lrcorner$, which estimates the cost factors divided into two classes of assembly product and system product and then integrates the total cost values, has been designed. (2) A new method for estimating parameters of cross effects among R&D projects has been developed. (3) $ulcorner$Cross Effects Estimation Model$lrcorner$ to estimate multi-effects and cross effects by completion time among several projects has been designed. (4) $ulcorner$Integration Estimation Indicator$lrcorner$ for setting priority on a project group has been extracted by combination of total cost value and total effect value.

Value-at-Risk Estimation of the KOSPI Returns by Employing Long-Memory Volatility Models (장기기억 변동성 모형을 이용한 KOSPI 수익률의 Value-at-Risk의 추정)

  • Oh, Jeongjun;Kim, Sunggon
    • The Korean Journal of Applied Statistics
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    • v.26 no.1
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    • pp.163-185
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    • 2013
  • In this paper, we investigate the need to employ long-memory volatility models in terms of Value-at-Risk(VaR) estimation. We estimate the VaR of the KOSPI returns using long-memory volatility models such as FIGARCH and FIEGARCH; in addition, via back-testing we compare the performance of the obtained VaR with short memory processes such as GARCH and EGARCH. Back-testing says that there exists a long-memory property in the volatility process of KOSPI returns and that it is essential to employ long-memory volatility models for the right estimation of VaR.

Estimation of Gauge R&R by Variance Components of Measurement ANOVA (측정 ANOVA의 분산성분에 의한 게이지 R&R 추정)

  • Choi, Sung-woon
    • Journal of the Korea Safety Management & Science
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    • v.12 no.1
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    • pp.199-205
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    • 2010
  • The research proposes the three-factor random measurement models for estimating the precision about operator, part, tool, and various measurement environments. The combined model with crossed and nested factors is developed to analyze the approximate F test by degrees of freedom given by Satterthwaite and point estimation of precisions from expected mean square. The model developed in this paper can be extended to the three useful models according to the type of nested designs. The study also provides the three-step procedures to evaluate the measurement precisions using three indexes such as SNR(Signal-To-Noise Ratio), R&R TR(Reproducibility&Repeatability-To-Total Precision Ratio), and PTR(Precision-To-Tolerance Ratio), The procedures include the identification of resolution, the improvement of R&R reduction, and the evaluation of precision effect.

Performance of VaR Estimation Using Point Process Approach (점과정 기법을 이용한 VaR추정의 성과)

  • Yeo, Sung-Chil;Moon, Seoung-Joo
    • The Korean Journal of Applied Statistics
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    • v.23 no.3
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    • pp.471-485
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    • 2010
  • VaR is used extensively as a tool for risk management by financial institutions. For convenience, the normal distribution is usually assumed for the measurement of VaR, but recently the method using extreme value theory is attracted for more accurate VaR estimation. So far, GEV and GPD models are used for probability models of EVT for the VaR estimation. In this paper, the PP model is suggested for improved VaR estimation as compared to the traditonal EV models such as GEV and GPD models. In view of the stochastic process, the PP model is regarded as a generalized model which include GEV and GPD models. In the empirical analysis, the PP model is shown to be superior to GEV and GPD models for the performance of VaR estimation.

Factors for Speech Signal Time Delay Estimation (음성 신호를 이용한 시간지연 추정에 미치는 영향들에 관한 연구)

  • Kwon, Byoung-Ho;Park, Young-Jin;Park, Youn-Sik
    • Transactions of the Korean Society for Noise and Vibration Engineering
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    • v.18 no.8
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    • pp.823-831
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    • 2008
  • Since it needs the light computational load and small database, sound source localization method using time delay of arrival(TDOA method) is applied at many research fields such as a robot auditory system, teleconferencing and so on. Researches for time delay estimation, which is the most important thing of TDOA method, had been studied broadly. However studies about factors for time delay estimation are insufficient, especially in case of real environment application. In 1997, Brandstein and Silverman announced that performance of time delay estimation deteriorates as reverberant time of room increases. Even though reverberant time of room is same, performance of estimation is different as the specific part of signals. In order to know that reason, we studied and analyzed the factors for time delay estimation using speech signal and room impulse response. In result, we can know that performance of time delay estimation is changed by different R/D ratio and signal characteristics in spite of same reverberant time. Also, we define the performance index(PI) to show a similar tendency to R/D ratio, and propose the method to improve the performance of time delay estimation with PI.

Comparative Study of Age Estimation Accuracy in Gustafsonss Method and Prediction Formula by Multiple Regression (다변인회귀분석법과 Gustafson 방법에 의한 연령감정 정확도의 비교연구)

  • 곽경환;김종열
    • Journal of Oral Medicine and Pain
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    • v.10 no.1
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    • pp.73-89
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    • 1985
  • This study comprised 157 extracted teeth, 73 of the teeth originated from mates and 84 from females, the age range was 12-79 years. The correlation coefficient of each Gustafson's criteria in relation to age was carried out. Age estimation were performed on 157 teeth according to the method by Gustafson and by use of multiple regression, as used by Johanson, after evaluating the six criteria of Gustafson by multiple regression computer analysis. Two prediction formulas and standard deviations were compared with each other. The results were as follows : 1. The author found that six Gustafson's criteria had strong correlation with age except root resorption, and correlation coefficients were r = 0.79 (Transparent dentin), r=0.72 (Secondary dentin), r 0.69 (Periodontal change), r=0.63(Attrition), r = 0.39 (Root resorption), respecti vely. 2. The age estimation formula by Gustafson's method was calculated as follows: Y 8.88 + 3.52X r =0.87, r2 = 0.76, SD = 8.18, F = 483.56, P < 0.01 The age estimation formula by multiple regression was calculated as follows: Y 8.57 + 6.37T + 6.37T + 4.63P + 2.70S + 2.40C + 3.08A + 1.34R r= 0.89, r2 = 0.78, SD = 7.82, F = 91.62, P < 0.01, Durbin-Watson Coefficient = 1.09 3. In comparison of two estimation formulas, the formula by multiple regression, the method of Johanson, was found to be slightly more reliable than Gustafson's method. Gustafson's method SD = 8.18, Multiple regression (Johanson's method) SD = 7.82 4. It was reaffirmed that Gustafson's six criteria could be a independent variable in multiple regression analysis.

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Estimation and Uncertainty Evaluation on Mass Flow Rate of Air Intake by Using Air Data (비행정보를 이용한 흡입구의 공기유량 추정 및 불확도 평가)

  • Park, Iksoo;Park, Jungwoo;Ki, Taeseok;Choi, Jin;Lee, Juyoung
    • Journal of the Korean Society of Propulsion Engineers
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    • v.22 no.3
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    • pp.14-20
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    • 2018
  • An estimation law of air mass flow rate for high speed engine control is presented. The variables of mass estimation equations are modified to measurable variables which can be obtained during flight, and the effectiveness of each variable to the estimation accuracy is evaluated. The equation is modified to a simplified form, and the uncertainty is evaluated. In addition, reference data for the selection of estimation methods is suggested by considering the sensitivity analysis of sensor error.

A Fast and Low-complexity Motion Estimation for HEVC

  • Kim, Sungoh;Park, Chansik;Chun, Hyungju;Kim, Jaemoon
    • Proceedings of the Korean Society of Broadcast Engineers Conference
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    • 2013.06a
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    • pp.173-175
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    • 2013
  • In this paper, we propose a fast and low-complexity Motion Estimation (ME) algorithm for High Efficiency Video Coding (HEVC). Motion estimation occupies 77~81% of the amount of computation in HEVC. After all, the main key of codec implementation is to find a fast and low-complexity motion estimation algorithm and architecture. The proposed algorithm uses only 1% of the amount of operations compared to full search algorithm while maintaining compression performance with slight loss of 0.6% (BDBR).

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Simultaneous Estimation of the Speed and the Secondary Resistance under the Transient State of Induction Motor

  • Akatsu, Kan;Kawamura, Atsuo
    • Proceedings of the KIPE Conference
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    • 1998.10a
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    • pp.298-303
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    • 1998
  • In the speed sensorless control of the induction motor, the machine parameters (especially the secondary resistance R2) have a strong influence to the speed estimation. It is known that the simultaneous estimation of the speed and R2 is impossible in the slip frequency type vector control, because the secondary flux is constant. But the secondary flux is not always constant in the speed transient state. In this paper the R2 estimation in the transient state without adding any additional signal to the stator current is proposed. This algorithm uses the least mean square algorithm and the adaptive algorithm, and it is possible to estimate the R2 exactly. This algorithm is verified by the digital simulations and the experiments.

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