• Title/Summary/Keyword: Standard Error of Estimation

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Statistical analysis of KNHANES data with measurement error models

  • Hwang, Jinseub
    • Journal of the Korean Data and Information Science Society
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    • v.26 no.3
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    • pp.773-779
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    • 2015
  • We study a statistical analysis about the fifth wave data of the Korea National Health and Nutrition Examination Survey based on linear regression models with measurement errors. The data is obtained from a national population-based complex survey. To demonstrate the availability of measurement error models, two results between the general linear regression model and measurement error model are compared based on the model selection criteria which are Akaike information criterion and Bayesian information criterion. For our study, we use the simulation extrapolation algorithm for measurement error model and the jackknife method for the estimation of standard errors.

Pixel decimation for block motion vector estimation (블록 움직임 벡터의 검출을 위한 화소 간축 방법에 대한 연구)

  • Lee, Young;Park, Gwi-Tae
    • Journal of the Korean Institute of Telematics and Electronics S
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    • v.34S no.9
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    • pp.91-98
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    • 1997
  • In this paper, a new pixel decimation algorithm for the estimation of motion vector is proposed. In traditional methods, the computational cost can be reduced since only part of the pixels are used for motion vector calculation. But these methods limits the accuracy ofmotion vector because of the same reason. We derive a selection criteria of subsampled pixels that can reduce the probablity of false motion vector detection based on stochastic point of view. By using this criteria, a new pixel decimation algorithm that can reduce the prediction error with similar computational cost is presented. The simulation results applied to standard images haveshown that the proposed algorithm has less mean absolute prediction error than conventional pixel decimation algorithm.

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Restricted maximum likelihood estimation of a censored random effects panel regression model

  • Lee, Minah;Lee, Seung-Chun
    • Communications for Statistical Applications and Methods
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    • v.26 no.4
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    • pp.371-383
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    • 2019
  • Panel data sets have been developed in various areas, and many recent studies have analyzed panel, or longitudinal data sets. Maximum likelihood (ML) may be the most common statistical method for analyzing panel data models; however, the inference based on the ML estimate will have an inflated Type I error because the ML method tends to give a downwardly biased estimate of variance components when the sample size is small. The under estimation could be severe when data is incomplete. This paper proposes the restricted maximum likelihood (REML) method for a random effects panel data model with a censored dependent variable. Note that the likelihood function of the model is complex in that it includes a multidimensional integral. Many authors proposed to use integral approximation methods for the computation of likelihood function; however, it is well known that integral approximation methods are inadequate for high dimensional integrals in practice. This paper introduces to use the moments of truncated multivariate normal random vector for the calculation of multidimensional integral. In addition, a proper asymptotic standard error of REML estimate is given.

Absolute Vehicle Speed Estimation using Neural Network Model (신경망 모델을 이용한 차량 절대속도 추정)

  • Oh, Kyeung-Heub;Song, Chul-Ki
    • Journal of the Korean Society for Precision Engineering
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    • v.19 no.9
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    • pp.51-58
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    • 2002
  • Vehicle dynamics control systems are. complex and non-linear, so they have difficulties in developing a controller for the anti-lock braking systems and the auto-traction systems. Currently the fuzzy-logic technique to estimate the absolute vehicle speed is good results in normal conditions. But the estimation error in severe braking is discontented. In this paper, we estimate the absolute vehicle speed by using the wheel speed data from standard 50-tooth anti-lock braking system wheel speed sensors. Radial symmetric basis function of the neural network model is proposed to implement and estimate the absolute vehicle speed, and principal component analysis on input data is used. Ten algorithms are verified experimentally to estimate the absolute vehicle speed and one of those is perfectly shown to estimate the vehicle speed with a 4% error during a braking maneuver.

Symbol Timing & Carrier Frequency Offset Estimation Method for UWB MB-OFDM System (UWB MB-OFDM 시스템을 위한 심볼 타이밍 및 반송파 주파수 오프셋 추정 기법)

  • Kim Jung-Ju;Wang Yu-Peng;Chang Kyung-Hi
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.31 no.3A
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    • pp.232-239
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    • 2006
  • In this paper, we analyze the preamble model for Wireless PAN(WPAN) in proposed Ultra WideBand(UWB) Multi-Band OFDM(MB-OFDM) system of IEEE 802.15.3a standard. Besides, we propose effective Carrier Frequency Offset and Symbol Timing Offset Estimation algorithm which offers enhanced performance, and analyze its performance using Detection Probability, False Alarm Probability, Missing Probability, Mean Acquisition Time and MSE(Mean Square Error) through simulation in AWGN and UWB channel environments.

Estimation of GPS Holdover Performance with Ladder Algorithm Used for an UFIR Filter (UFIR 필터 Ladder 알고리즘 이용 GPS Holdover 성능 추정)

  • Lee, Young-kyu;Yang, Sung-hoon;Lee, Chang-bok;Heo, Moon-beom
    • Journal of Institute of Control, Robotics and Systems
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    • v.21 no.7
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    • pp.669-676
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    • 2015
  • In this paper, we described the simulation results of the phase offset performance of a clock in holdover mode which was normally operated in GPS Disciplined Oscillator (GPSDO). In the TIE model, we included the time error term caused by environmental temperature variation because one of the most important parameters of clock phase error is the frequency offset and drift caused by the variation of temperature. For the simulation, we employed Maximum Time Interval Error (MTIE) for the performance evaluation when the frequency offset and drift are estimated by using an Unbiased Finite Impulse Response (UFIR) filter with ladder algorithm. We assumed that the noise in the GPS measurement is white Gaussian with zero mean and 1 ns standard deviation, and temperature linearly varies with a slope of $1{^{\circ}C}$ per hour. From the simulation results, the followings were observed. First, with the estimation error of temperature of less than 3 % and the temperature compensation period of less than 900 seconds, the requirement of CDMA2000 phase synchronization under 10 us could be achieved for more than 40,000 seconds holdover time if we employ an OCXO (Oven Controlled Crystal Oscillator) clock. Second, in order to achieve the requirement of LTE-TDD under 1.5 us for more than 10,000 seconds holdover time, below 3 % estimation error and 500 seconds should be retained if a Rubidium clock is adopted.

Evaluation of Fourier Transform Near-infrared Spectrometer for Determination of Oxalate in Standard Urinary Solution (표준 요 시료 중 Oxalate의 측정을 위한 FT-NIR 분광기의 유용성 검정)

  • Kim, Yeong-Eun;Hong, Su-Hyung;Kim, Jung-Wan;Lee, Jong-Young
    • Journal of Preventive Medicine and Public Health
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    • v.39 no.2
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    • pp.165-170
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    • 2006
  • Objectives : The determination of oxalate in urine is required for the diagnosis and treatment of primary hyperoxaluria, idiopathic stone disease and various intestinal diseases. We examined the possibility of using Fourier transform near-infrared (FT-NIR) spectroscopy analysis to quantitate urinary oxalate. The practical advantages of this method include ease of the sample preparation and operation technique, the absence of sample pre-treatments, rapid determination and noninvasiveness. Methods : The range of oxalate concentration in standard urine solutions was $0-221mg/{\ell}$. These 80 different samples were scanned in the region of 780-1,300 nm with a 0.5 nm data interval by a Spectrum One NTS FT-NIR spectrometer. PCR, PLSR and MLR regression models were used to calculate and evaluate the calibration equation. Results : The PCR and PLSR calibration models were obtained from the spectral data and they are exactly same. The standard error of estimation (SEE) and the % variance were $10.34mg/{\ell}$ and 97.86%, respectively. After full cross validation of this model, the standard error of estimation was $5,287mg/{\ell}$, which was much smaller than that of the pre-validation. Furthermore, the MCC (multiple correlation coefficient) was 0.998, which was compatible with the 0.923 or 0.999 obtained from the previous enzymatic methods. Conclusions : These results showed that FT-NIR spectroscopy can be used for rapid determination of the concentration of oxalate in human urine samples.

Choice of Statistical Calibration Procedures When the Standard Measurement is Also Subject to Error

  • Lee, Seung-Hoon;Yum, Bong-Jin
    • Journal of the Korean Statistical Society
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    • v.14 no.2
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    • pp.63-75
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    • 1985
  • This paper considers a statistical calibration problem in which the standard as wel as the nonstandard measurement is subject to error. Since the classicla approach cannot handle this situation properly, a functional relationship model with additional feature of prediction is proposed. For the analysis of the problem four different approaches-two estimation techniques (ordinary and grouping least squares) combined with two prediction methods (classical and inverse prediction)-are considered. By Monte Carlo simulation the perromance of each approach is assessed in term of the probability of concentration. The simulation results indicate that the ordinary least squares with inverse prediction is generally preferred in interpolation while the grouping least squares with classical prediction turns out to be better in extrapolation.

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The Relation between the Process Capability Index and the Quality Assurance Level Considering Various Conditions (다양한 상황을 고려한 공정능력지수와 품질보증수준의 관계)

  • 조문수;임태진
    • Journal of Korean Society for Quality Management
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    • v.30 no.2
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    • pp.130-151
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    • 2002
  • This paper investigates the relation between the Process capability index(PCI) and the quality assurance level under various conditions. The effect of the off-targetness of the process mean, deviation from the nomality, the estimation error, and tile measurement error on the quality assurance level is evaluated. Various distributions such as the Student-t, the chi-square, the gamma, the Weibull, and the log-normal distributions are considered to evaluate the deviation from the nomality. The quality levels under abnormal conditions turn out to be severely different from that under the standard condition. We provide tables and graphs of the quality assurance level on various abnormal conditions. In order for the industry users to use the PCI properly, they should refer to the tables and graphs, especially when they are not certain about the standard assumptions on which the PCI depends.

FUZZY ESTIMATION OF VEHICLE SPEED USING AN ACCELEROMETER AND WHEEL SENSORS

  • HWANG J. K.;SONG C. K.
    • International Journal of Automotive Technology
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    • v.6 no.4
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    • pp.359-365
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    • 2005
  • The absolute longitudinal speed of a vehicle is estimated by using data from an accelerometer of the vehicle and wheel speed sensors of a standard 50-tooth antilock braking system. An intuitive solution to this problem is, 'When wheel slip is low, calculate the vehicle velocity from the wheel speeds; when wheel slip is high, calculate the vehicle speed by integrating signal of the accelerometer.' The speed estimator weighted with fuzzy logic is introduced to implement the above concept, which is formulated as an estimation method. And the method is improved through experiments by how to calculate speed from acceleration signal and slip ratios. It is verified experimentally to usefulness of estimation speed of a vehicle. And the experimental result shows that the estimated vehicle longitudinal speed has only a $6\%$ worst-case error during a hard braking maneuver lasting a few seconds.