• 제목/요약/키워드: Standard Error of Estimation

검색결과 292건 처리시간 0.029초

표준 측정치의 오차를 고려한 다변량 계기 교정 절차 (A Multivariate Calibration Procedure When the Standard Measurement is Also Subject to Error)

  • 이승훈
    • 대한산업공학회지
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    • 제19권2호
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    • pp.35-41
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    • 1993
  • Statistical calibration is a useful technique for achieving compatibility between two different measurement methods, and it usually consists of two steps : (1) estimation of the relationship between the standard and nonstandard measurements, and (2) prediction of future standard measurements using the estimated relationship and observed nonstandard measurements. A predictive multivariate errors-in-variables model is presented for the multivariate calibration problem in which the standard as well as the nonstandard measurements are subject to error. For the estimation of the relationship between the two measurements, the maximum likelihood (ML) estimation method is considered. It is shown that the direct and the inverse predictors for the future unknown standard measurement are the same under ML estimation. Based upon large-sample approximations, the mean square error of the predictor is derived.

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강수의 계절성과 면적평균강수량의 추정오차 (Rainfall Seasonality and Estimation Errors of Area-Average Rainfall)

  • 유철상
    • 한국수자원학회논문집
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    • 제35권5호
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    • pp.575-581
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    • 2002
  • 본 연구에서는 강수의 계절성에 따라 면적평균강수의 추정오차가 어떻게 달라지는지를 평가하였다. 공간상관을 고려하는 경우와 고려하지 않는 경우 모두를 다루었으며, 각각의 경우에 대해 추정오차의 변화를 살펴보았다. 유사한 경우로서 계절성을 무시하고 누가시간을 증가시켜 추정오차가 어떻게 변하는지도 살펴보았다. 본 연구는 금강유역에 적용하였으며 30년 이상의 일 강수 기록을 가진 28개 지점의 자료를 이용하였다. 본 연구의 결과를 정리하면 다음과 같다: (1) 월 단위의 면적평균강수량에 대한 추정오차는 대체로 강수량에 비례하여 나타나며, 따라서 강한 계절성을 나타낸다. 그러나 이를 평균 강수량으로 나눈 상대오차는 1월과 12월을 제외하면 대략 5 - 8% 정도로 유사한 값을 보인다. (2) 연 강수량에 대한 추정오차는 연강수량의 3% 정도인 것으로 나타났다. (3) 그러나, 강수량이 아닌 강수량의 표준편차를 기준으로 삼는 경우 면적평균강우의 추정오차는 월 단위 및 년 단위에서 동일하게 표준편차의 11% 정도로 계산된다. (4) 마지막으로, 공간상관을 고려하지 않는 경우의 추정오차는 고려하는 경우의 2배 정도까지 커짐을 확인할 수 있었다.

Large-sample comparisons of calibration procedures when both measurements are subject to error

  • Lee, Seung-Hoon;Yum, Bong-Jin
    • 한국경영과학회:학술대회논문집
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    • 대한산업공학회/한국경영과학회 1990년도 춘계공동학술대회논문집; 한국과학기술원; 28 Apr. 1990
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    • pp.254-262
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    • 1990
  • A predictive functional relationship model is presented for the calibration problem in which the standard as well as the nonstandard measurements are subject to error. For the estimation of the relationship between the two measurements, the ordinary least squares and maximum likelihood estimation methods are considered, while for the prediction of unknown standard measurementswe consider direct and inverse approaches. Relative performances of those calibration procedures are compared in terms of the asymptotic mean square error of prediction.

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지자기 전달함수의 로버스트 추정

  • 양준모;오석훈;이덕기;윤용훈
    • 지구물리
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    • 제5권2호
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    • pp.131-142
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    • 2002
  • 일반적으로 지자기 전달함수는 관측치와 예측치의 차이를 최소화하는 관점에서 해가 추정된다. 오차의 구조가 가우스 분포를 따르면 최소자승 추정이 최적의 추정이지만, 그렇지 않은 경우 전달 함수 추정을 심각하게 왜곡시킬 수 있으므로 오차 구조에 대한 정보가 요구된다. 본 연구에서는 Q-Q plot을 이용한 오차 구조으 검증을 통하여 실제 오차 구조에 대한 정보를 획득하였고 가우스 분포 가정을 벗어나는 오차 구조에 대해 외치(outlier)에 의한 영향을 최소로 하며 해를 추정하는 로버스트 추정(regression M-estimate)을 적용하였다. 오차가 가우스 분포를 따르는 경우, 최소자승 추정과 로버스트 추정은 유사한 결과를 나타내나, 오차가 가우스 분포를 벗어나는 경우 로버스트 추정이 최소자승 추정보다 부드러운 결과를 나타냄을 확인하였다.

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베이즈 추정방식의 품질우수성지수 적용 방안에 관한 연구 (A Study on the Bayes Estimation Application for Korean Standard-Quality Excellence Index(KS-QEI))

  • 김태규;김명준
    • 품질경영학회지
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    • 제42권4호
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    • pp.747-756
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    • 2014
  • Purpose: The purpose of this study is to apply the Bayesian estimation methodology for producing 'Korean Standard -Quality Excellence Index' model and prove the effectiveness of the new approach based on survey data by comparing the current index with the new index produced by Bayesian estimation method. Methods: The 'Korean Standard -Quality Excellence Index' was produced through the collected survey data by Bayesian estimation method and comparing the deviation with two results for confirming the effectiveness of suggested application. Results: The statistical analysis result shows that suggested estimator, that is, empirical Bayes estimator improves the effectiveness of the index with regard to reduce the error under specific loss function, which is suggested for checking the goodness of fit. Conclusion: Considering the Bayesian techniques such as empirical Bayes estimator for producing the quality excellence index reduces the error for estimating the parameter of interest and furthermore various Bayesian perspective approaches seems to be meaningful for producing the corresponding index.

Standard Error of Empirical Bayes Estimate in NONMEM$^{(R)}$ VI

  • Kang, Dong-Woo;Bae, Kyun-Seop;Houk, Brett E.;Savic, Radojka M.;Karlsson, Mats O.
    • The Korean Journal of Physiology and Pharmacology
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    • 제16권2호
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    • pp.97-106
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    • 2012
  • The pharmacokinetics/pharmacodynamics analysis software NONMEM$^{(R)}$ output provides model parameter estimates and associated standard errors. However, the standard error of empirical Bayes estimates of inter-subject variability is not available. A simple and direct method for estimating standard error of the empirical Bayes estimates of inter-subject variability using the NONMEM$^{(R)}$ VI internal matrix POSTV is developed and applied to several pharmacokinetic models using intensively or sparsely sampled data for demonstration and to evaluate performance. The computed standard error is in general similar to the results from other post-processing methods and the degree of difference, if any, depends on the employed estimation options.

HIERARCHICAL ERROR ESTIMATORS FOR LOWEST-ORDER MIXED FINITE ELEMENT METHODS

  • Kim, Kwang-Yeon
    • Korean Journal of Mathematics
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    • 제22권3호
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    • pp.429-441
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    • 2014
  • In this work we study two a posteriori error estimators of hierarchical type for lowest-order mixed finite element methods. One estimator is computed by solving a global defect problem based on the splitting of the lowest-order Brezzi-Douglas-Marini space, and the other estimator is locally computable by applying the standard localization to the first estimator. We establish the reliability and efficiency of both estimators by comparing them with the standard residual estimator. In addition, it is shown that the error estimator based on the global defect problem is asymptotically exact under suitable conditions.

가중최소절대값을 이용한 변압기 텝 추정 알고리즘 (An Algorithm for Transformer Tap Estimation by WLAV State Estimator)

  • 김홍래;권형석
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 1999년도 추계학술대회 논문집 학회본부 A
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    • pp.279-281
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    • 1999
  • This paper addresses the issues of the parameter error detection and identification in power system. The parameter error identification is carried out as part of the state estimation procedure. The weighted least absolute value(WLAV) estimation method is used for this procedure. The standard formulation of the state estimation problem is modified to include the effects of the parameter errors as well. A two step procedure for the detection and identification of faulted parameters is proposed. Supporting examples are given using IEEE 14 bus system.

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Using Standard Deviation with Analogy-Based Estimation for Improved Software Effort Prediction

  • Mohammad Ayub Latif;Muhammad Khalid Khan;Umema Hani
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제17권5호
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    • pp.1356-1376
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    • 2023
  • Software effort estimation is one of the most difficult tasks in software development whereas predictability is also of equal importance for strategic management. Accurate prediction of the actual cost that will be incurred in software development can be very beneficial for the strategic management. This study discusses the latest trends in software estimation focusing on analogy-based techniques to show how they have improved the accuracy for software effort estimation. It applies the standard deviation technique to the expected value of analogy-based estimates to improve accuracy. In more than 60 percent cases the applied technique of this study helped in improving the accuracy of software estimation by reducing the Magnitude of Relative Error (MRE). The technique is simple and it calculates the expected value of cost or time and then uses different confidence levels which help in making more accurate commitments to the customers.

Analyzing Characteristics of GPS Dual-frequency SPP Techniques by Introducing the L2C Signal

  • Seonghyeon Yun;Hungkyu Lee
    • Journal of Positioning, Navigation, and Timing
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    • 제12권2호
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    • pp.157-166
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    • 2023
  • Several experiments were carried out to analyze the impact of the modernized Global Positioning System (GPS) L2C signal on pseudorange-based point positioning. Three dual-frequency positioning algorithms, ionosphere-free linear combination, ionospheric error estimation, and simple integration, were used, and the results were compared with those of Standard Point Positioning (SPP). An analysis was conducted to determine the characteristics of each dual-frequency positioning method, the impact of the magnitude of ionospheric error, and receiver grade. Ionosphere-free and ionospheric error estimation methods can provide improved positioning accuracy relative to SPP because they are able to significantly reduce the ionospheric error. However, this result was possible only when the ionospheric error reduction effect was greater than the disadvantage of these dual-frequency positioning algorithms such as the increment of multipath and noise, impact of uncertainty of unknown parameter estimation. The RMSE of the simple integration algorithm was larger than that of SPP, because of the remaining ionospheric error. Even though the receiver grade was different, similar results were observed.