• 제목/요약/키워드: Statistical Model Validation

검색결과 260건 처리시간 0.031초

반응적응 시험설계법을 이용하는 통계적 해석모델 검증 기법 연구 (A Study on the Statistical Model Validation using Response-adaptive Experimental Design)

  • 정병창;허영철;문석준;김영중
    • 한국소음진동공학회:학술대회논문집
    • /
    • 한국소음진동공학회 2014년도 추계학술대회 논문집
    • /
    • pp.347-349
    • /
    • 2014
  • Model verification and validation (V&V) is a current research topic to build computational models with high predictive capability by addressing the general concepts, processes and statistical techniques. The hypothesis test for validity check is one of the model validation techniques and gives a guideline to evaluate the validity of a computational model when limited experimental data only exist due to restricted test resources (e.g., time and budget). The hypothesis test for validity check mainly employ Type I error, the risk of rejecting the valid computational model, for the validity evaluation since quantification of Type II error is not feasible for model validation. However, Type II error, the risk of accepting invalid computational model, should be importantly considered for an engineered products having high risk on predicted results. This paper proposes a technique named as the response-adaptive experimental design to reduce Type II error by adaptively designing experimental conditions for the validation experiment. A tire tread block problem and a numerical example are employed to show the effectiveness of the response-adaptive experimental design for the validity evaluation.

  • PDF

집단 약동학 모형을 위한 모형 진단과 적합도 검정에 대한 고찰 (Model Validation Methods of Population Pharmacokinetic Models)

  • 이은경
    • 응용통계연구
    • /
    • 제25권1호
    • /
    • pp.139-152
    • /
    • 2012
  • 집단 약동학 모형 추정의 결과는 환자에게 투약학 약물의 용량결정에 직접적 영향을 미치므로 추정 모형에 대한 타당도와 적합도의 검증이 중요하다. 본 논문에서는 다양한 집단 약동학 모형 적합도 검증을 위한 방법들을 비교, 분석하고 실제 임상자료를 이용하여 최적의 집단 약동학 모형을 찾고 이에 대하여 다양한 타당도, 적합도 검정을 실시하여 모형을 진단해 본다.

교통사고모형 개발에서의 함수식 도출 방법론에 관한 연구 (Methodology for Determining Functional Forms in Developing Statistical Collision Models)

  • 백종대;험머 조셉
    • 한국도로학회논문집
    • /
    • 제14권5호
    • /
    • pp.189-199
    • /
    • 2012
  • PURPOSES: The purpose of this study is to propose a new methodology for developing statistical collision models and to show the validation results of the methodology. METHODS: A new modeling method of introducing variables into the model one by one in a multiplicative form is suggested. A method for choosing explanatory variables to be introduced into the model is explained. A method for determining functional forms for each explanatory variable is introduced as well as a parameter estimating procedure. A model selection method is also dealt with. Finally, the validation results is provided to demonstrate the efficacy of the final models developed using the method suggested in this study. RESULTS: According to the results of the validation for the total and injury collisions, the predictive powers of the models developed using the method suggested in this study were better than those of generalized linear models for the same data. CONCLUSIONS: Using the methodology suggested in this study, we could develop better statistical collision models having better predictive powers. This was because the methodology enabled us to find the relationships between dependant variable and each explanatory variable individually and to find the functional forms for the relationships which can be more likely non-linear.

Kernel Ridge Regression with Randomly Right Censored Data

  • Shim, Joo-Yong;Seok, Kyung-Ha
    • Communications for Statistical Applications and Methods
    • /
    • 제15권2호
    • /
    • pp.205-211
    • /
    • 2008
  • This paper deals with the estimations of kernel ridge regression when the responses are subject to randomly right censoring. The iterative reweighted least squares(IRWLS) procedure is employed to treat censored observations. The hyperparameters of model which affect the performance of the proposed procedure are selected by a generalized cross validation(GCV) function. Experimental results are then presented which indicate the performance of the proposed procedure.

A Validation Model for the Statistical Power Balance Method Using a Reverberation Chamber

  • Lee, Young Seung;Choi, Sung Woong;Park, Seung Keun
    • Journal of electromagnetic engineering and science
    • /
    • 제13권3호
    • /
    • pp.192-194
    • /
    • 2013
  • This paper proposes a validation model using a reverberation chamber for verification of the effectiveness and accuracy of the statistical power balance (PWB) method. The PWB method treats electromagnetic (EM) field distributions in certain environments as a representative value of an "ensemble" average, so a reverberation chamber is utilized as a testing apparatus to experimentally simulate the sets of measurement field "ensemble" inside a complex environment. Measurements are performed with various test conditions for environmental loss using flat absorbers, and front and side doors of the chamber. Comparison between the PWB analysis and the measurement results shows good agreement, indicating the usefulness of this statistical analysis method for stating the electromagnetic field inside the EM zone as a representative value to general structures.

A new extension of Lindley distribution: modified validation test, characterizations and different methods of estimation

  • Ibrahim, Mohamed;Yadav, Abhimanyu Singh;Yousof, Haitham M.;Goual, Hafida;Hamedani, G.G.
    • Communications for Statistical Applications and Methods
    • /
    • 제26권5호
    • /
    • pp.473-495
    • /
    • 2019
  • In this paper, a new extension of Lindley distribution has been introduced. Certain characterizations based on truncated moments, hazard and reverse hazard function, conditional expectation of the proposed distribution are presented. Besides, these characterizations, other statistical/mathematical properties of the proposed model are also discussed. The estimation of the parameters is performed through different classical methods of estimation. Bayes estimation is computed under gamma informative prior under the squared error loss function. The performances of all estimation methods are studied via Monte Carlo simulations in mean square error sense. The potential of the proposed model is analyzed through two data sets. A modified goodness-of-fit test using the Nikulin-Rao-Robson statistic test is investigated via two examples and is observed that the new extension might be used as an alternative lifetime model.

Diagnostic for Smoothing Parameter Estimate in Nonparametric Regression Model

  • In-Suk Lee;Won-Tae Jung
    • Communications for Statistical Applications and Methods
    • /
    • 제2권2호
    • /
    • pp.266-276
    • /
    • 1995
  • We have considered the study of local influence for smoothing parameter estimates in nonparametric regression model. Practically, generalized cross validation(GCV) does not work well in the presence of data perturbation. Thus we have proposed local influence measures for GCV estimates and examined effects of diagnostic by above measures.

  • PDF

Estimation and variable selection in censored regression model with smoothly clipped absolute deviation penalty

  • Shim, Jooyong;Bae, Jongsig;Seok, Kyungha
    • Journal of the Korean Data and Information Science Society
    • /
    • 제27권6호
    • /
    • pp.1653-1660
    • /
    • 2016
  • Smoothly clipped absolute deviation (SCAD) penalty is known to satisfy the desirable properties for penalty functions like as unbiasedness, sparsity and continuity. In this paper, we deal with the regression function estimation and variable selection based on SCAD penalized censored regression model. We use the local linear approximation and the iteratively reweighted least squares algorithm to solve SCAD penalized log likelihood function. The proposed method provides an efficient method for variable selection and regression function estimation. The generalized cross validation function is presented for the model selection. Applications of the proposed method are illustrated through the simulated and a real example.

Testing the Goodness of Fit of a Parametric Model via Smoothing Parameter Estimate

  • Kim, Choongrak
    • Journal of the Korean Statistical Society
    • /
    • 제30권4호
    • /
    • pp.645-660
    • /
    • 2001
  • In this paper we propose a goodness-of-fit test statistic for testing the (null) parametric model versus the (alternative) nonparametric model. Most of existing nonparametric test statistics are based on the residuals which are obtained by regressing the data to a parametric model. Our test is based on the bootstrap estimator of the probability that the smoothing parameter estimator is infinite when fitting residuals to cubic smoothing spline. Power performance of this test is investigated and is compared with many other tests. Illustrative examples based on real data sets are given.

  • PDF

Effective Validation Model and Use of Mobile-Health Applications for the Elderly

  • Lopez, Leonardo Juan Ramirez;Pinto, Edward Paul Guillen;Linares, Carlos Omar Ramos
    • Healthcare Informatics Research
    • /
    • 제24권4호
    • /
    • pp.276-282
    • /
    • 2018
  • Objectives: Due to the uncontrolled increase of the mobile health applications and their scarce use by elderly for reason of absence credibility of measurements by lack scientific support, the aim of this study was to evaluate the differences between the biophysical measurements based on standard instrument against a mobile application using controlled experiments with elderly to propose an effective validation model of the developed apps. Methods: The subjects of the study (50 people) were elderly people who wanted to check their weight and cardiac status. For this purpose, two mobile applications were used to measure energy expenditure based on physical activity (Activ) and heart rate (SMCa) during controlled walking at specific speeds. Minute-by-minute measurements were recorded to evaluate the average error and the accuracy of the data acquired through confidence intervals by means of statistical analysis of the data. Results: The experimental results obtained by the Activ/SMCa apps showed a consistent statistical similarity with those obtained by specialized equipment with confidence intervals of 95%. All the subjects were advised and trained on the use of the applications, and the initial registration of data to characterize them served to significantly affect the perceived ease of use. Conclusions: This is the first model to validate a health-app with elderly people allowed to demonstrate the anthropometric and body movement differences of subjects with equal body mass index (BMI) but younger. Future studies should consider not only BMI data but also other variables, such as age and usability perception factors.