• Title/Summary/Keyword: Standard Error of Estimation

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

  • Lee, Seung-Hoon
    • Journal of Korean Institute of Industrial Engineers
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    • v.19 no.2
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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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Rainfall Seasonality and Estimation Errors of Area-Average Rainfall (강수의 계절성과 면적평균강수량의 추정오차)

  • Yoo, Chul-Sang
    • Journal of Korea Water Resources Association
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    • v.35 no.5
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    • pp.575-581
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    • 2002
  • This study evaluates the variation of estimation error of area-average rainfall due to rainfall seasonality. Both the cases considering and not considering the spatial correlation are compared to derive the characteristics of estimation error. Similar cases with different accumulation time without considering the rainfall seasonality are also investigated. This study was applied to the Geum-river basin with total 28 rain gauge measurements haying more than 30 years of daily rainfall measurements. As results of the study we found that: (1) The absolute estimation error of monthly area-average rainfall show strong seasonality like the total rainfall amount. However, the relative estimation error normalized by its mean was estimated to have similar values about 5 to 8% except January and December. (2) The relative estimation error of annual area-average rainfall estimated was found to have the estimation error about 3% of its annual mean. (3) However, the relative estimation error normalized by the standard deviation remains almost the same for both monthly and annual rainfall amounts, which was estimated about 11% of its standard deviation. (4) Finally, the estimation error without considering the spatial correlation was found to become almost twice the estimation error with considering the spatial correlation.

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

  • Lee, Seung-Hoon;Yum, Bong-Jin
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 1990.04a
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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

  • Yang, Jun-Mo;O, Seok-Hun;Lee, Deok-Gi;Yun, Yong-Hun
    • Journal of the Korean Geophysical Society
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    • v.5 no.2
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    • pp.131-142
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    • 2002
  • Geomagnetic transfer function is generally estimated by choosing transfer to minimize the square sum of differences between observed values. If the error structure sccords to the Gaussian distribution, standard least square(LS) can be the estimation. However, for non-Gaussian error distribution, the LS estimation can be severely biased and distorted. In this paper, the Gaussian error assumption was tested by Q-Q(Quantile-Quantile) plot which provided information of real error structure. Therefore, robust estimation such as regression M-estimate that does not allow a few bad points to dominate the estimate was applied for error structure with non-Gaussian distribution. The results indicate that the performance of robust estimation is similar to the one of LS estimation for Gaussian error distribution, whereas the robust estimation yields more reliable and smooth transfer function estimates than standard LS for non-Gaussian error distribution.

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

  • Kim, Tai Kyoo;Kim, Myung Joon
    • Journal of Korean Society for Quality Management
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    • v.42 no.4
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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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    • v.16 no.2
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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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    • v.22 no.3
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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.

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

  • Kim, Hong-Rae;Kwon, Hyung-Seok
    • Proceedings of the KIEE Conference
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    • 1999.11b
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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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    • v.17 no.5
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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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    • v.12 no.2
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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.