• Title/Summary/Keyword: Validation Rate

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Estimating Prediction Errors in Binary Classification Problem: Cross-Validation versus Bootstrap

  • Kim Ji-Hyun;Cha Eun-Song
    • Communications for Statistical Applications and Methods
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    • v.13 no.1
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    • pp.151-165
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    • 2006
  • It is important to estimate the true misclassification rate of a given classifier when an independent set of test data is not available. Cross-validation and bootstrap are two possible approaches in this case. In related literature bootstrap estimators of the true misclassification rate were asserted to have better performance for small samples than cross-validation estimators. We compare the two estimators empirically when the classification rule is so adaptive to training data that its apparent misclassification rate is close to zero. We confirm that bootstrap estimators have better performance for small samples because of small variance, and we have found a new fact that their bias tends to be significant even for moderate to large samples, in which case cross-validation estimators have better performance with less computation.

Estimating the Natural Cubic Spline Volatilities of the ASEAN-5 Exchange Rates

  • LAIPAPORN, Jetsada;TONGKUMCHUM, Phattrawan
    • The Journal of Asian Finance, Economics and Business
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    • v.8 no.3
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    • pp.1-10
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    • 2021
  • This study examines the dynamic pattern of the exchange rate volatilities of the ASEAN-5 currencies from January 2006 to August 2020. The exchange rates applied in this study comprise bilateral and effective exchange rates in order to investigate the influence of the US dollar on the stability of the ASEAN-5 currencies. Since a volatility model employed in this study is a natural cubic spline volatility model, the Monte Carlo simulation is consequently conducted to determine an appropriate criterion to select a number of quantile knots for this model. The simulation results reveal that, among four candidate criteria, Generalized Cross-Validation is a suitable criterion for modeling the ASEAN-5 exchange rate volatilities. The estimated volatilities showed the inconstant dynamic patterns reflecting the uncertain exchange rate risk arising in international transactions. The bilateral exchange rate volatilities of the ASEAN-5 currencies to the US dollar are more variable than their corresponding effective exchange rate volatilities, indicating the influence of the US dollar on the stability of the ASEAN-5 currencies. The findings of this study suggest that the natural cubic spline volatility model with the quantile knots selected by Generalized Cross-Validation is practical and can be used to examine the dynamic patterns of the financial volatility.

Domestic air demand forecast using cross-validation (교차검증을 이용한 국내선 항공수요예측)

  • Lim, Jae-Hwan;Kim, Young-Rok;Choi, Yun-Chul;Kim, Kwang-Il
    • Journal of the Korean Society for Aviation and Aeronautics
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    • v.27 no.1
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    • pp.43-50
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    • 2019
  • The aviation demand forecast field has been actively studied along with the recent growth of the aviation market. In this study, the demand for domestic passenger demand and freight demand was estimated through cross-validation method. As a result, passenger demand is influenced by private consumption growth rate, oil price, and exchange rate. Freight demand is affected by GDP per capita, private consumption growth rate, and oil price. In particular, passenger demand is characterized by temporary external shocks, and freight demand is more affected by economic variables than temporary shocks.

Automatic RF Input Power Level Control Methodology for SAR Measurement Validation

  • Kim, Ki-Hwea;Choi, Dong-Geun;Gimm, Yoon-Myoung
    • Journal of electromagnetic engineering and science
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    • v.15 no.3
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    • pp.181-184
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    • 2015
  • Evaluation of radiating radiofrequency fields from hand-held and body-mounted wireless communication devices to human bodies are conducted by measuring the specific absorption rate (SAR). The uncertainty of system validation and probe calibration in SAR measurement depend on the variation of RF power used for the validation and calibration. RF input power for system validation or probe calibration is controlled manually during the test process of the existing systems in the laboratories. Consequently, a long time is required to reach the stable power needed for testing that will cause less uncertainty. The standard uncertainty due to this power drift is typically 2.89%, which can be obtained by applying IEC 62209 in a normal operating condition. The principle of the Automatic Input Power Level Control System (AIPLC), which controls the equipment by a program that maintains a stable input power level, is suggested in this paper. The power drift is reduced to less than ${\pm}1.16dB$ by AIPLC, which reduces the standard uncertainty of power drift to 0.67%.

Development of On-Line Diagnostic Expert System Algorithmic Sensor Validation (진단 전문가시스템의 개발 : 연산적 센서검증)

  • 김영진
    • Transactions of the Korean Society of Mechanical Engineers
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    • v.18 no.2
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    • pp.323-338
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    • 1994
  • This paper outlines a framework for performing intelligent sensor validation for a diagnostic expert system while reasoning under uncertainty. The emphasis is on the algorithmic preprocess technique. A companion paper focusses on heuristic post-processing. Sensor validation plays a vital role in the ability of the overall system to correctly detemine the state of a plant monitored by imperfect sensors. Especially, several theoretical developments were made in understanding uncertain sensory data in statistical aspect. Uncertain information in sensory values is represented through probability assignments on three discrete states, "high", "normal", and "low", and additional sensor confidence measures in Algorithmic Sv.Upper and lower warning limits are generated from the historical learning sets, which represents the borderlines for heat rate degradation generated in the Algorithmic SV initiates a historic data base for better reference in future use. All the information generated in the Algorithmic SV initiate a session to differentiate the sensor fault from the process fault and to make an inference on the system performance. This framework for a diagnostic expert system with sensor validation and reasonig under uncertainty applies in HEATXPRT$^{TM}$, a data-driven on-line expert system for diagnosing heat rate degradation problems in fossil power plants.

Formal Validation Method and Tools for French Computerized Railway Interlocking Systems

  • Antoni, Marc
    • International Journal of Railway
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    • v.2 no.3
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    • pp.99-106
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    • 2009
  • Checks and tests before putting safety facilities into service as well as the results of these tests are essential, time consuming and may show great variations between each other. Economic constraints and the increasing complexity associated with the development of computerized tools tend to limit the capacity of the classic approval process (manual or automatic). A reduction of the validation cover rate could result in practice. This is not compatible with the French national plan to renew the interlocking systems of the national network. The method and the tool presented in this paper makes it possible to formally validate new computerized systems or evolutions of existing French interlocking systems with real-time functional interpreted Petri nets. The aim of our project is to provide SNCF with a method for the formal validation of French interlocking systems. A formal proof method by assertion, which is applicable to industrial automation equipment such as interlocking systems, and which covers equally the specification and its real software implementation, is presented in this paper. With the proposed method we completely verify that the system follows all safety properties at all times and does not show superfluous conditions: it replaces all the indoor checks (not the outdoor checks). The advantages expected are a significant reduction of testing time and of the related costs, an increase of the test coverage rate, an answer to the new demand of railway infrastructure maintenance engineering to modify and validate computerized interlocking systems. Formal methods mastery by infrastructure engineers are surely a key to prove that more safety is not necessarily more expensive.

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Research on Air Flow Rate Test Method for Blower System (송풍 시스템의 공기유량측정 방법에 관한 연구)

  • Lee, Jun-Sik
    • Journal of the Korean Society of Industry Convergence
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    • v.25 no.1
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    • pp.55-60
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    • 2022
  • This study conducted the measurements of air flow rate for blower systems with experiment and numerical. A new airflow rate test method is suggested, with which it is possible to accurate measurements and calculate the air flow rate for blower systems. The blower(axial fan) is an industrial fluid machine device that supplies a large amount of air by driving an impeller with an electric motor, and it is widely used throughout the industry such as steel, power plant, chemical, semiconductor, LC D, food, and cement. The airflow from the blower is for exchanging the heat in the cooling unit or heat exchanger. The temperature of coolants and hydraulic oil primarily depends on the amount of airflow rate through the cooling package so its accurate estimation is very important. Moreover, it required a larger investment in time and cost since it could not be executed until the system is actually made. Therefore, this research is intended to examine the phenomenon of air flow pattern when testing air flow rate, suggested new test method, and show the result of the validation test.

A Verification & Validation Methodology Study on the Development of A-SMGCS (A-SMGCS 개발에 따른 적정성 평가와 검증방법에 관한 연구)

  • Hong, Seung-Beom;Choi, Seung-Hoon;Cho, Young-Jin;Choi, Youn-Chul
    • Journal of the Korean Society for Aviation and Aeronautics
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    • v.22 no.2
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    • pp.81-86
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    • 2014
  • In this paper, we states the verification and validation methodology for the modular system of A-SMGCS which defined in the ICAO Manual on Advanced Surface Movement Guidance and Control Systems. Such systems aim to maintain the declared surface movement rate under all weather conditions while maintaining the required level of safety. With the complete concept of an A-SMGCS, air traffic controllers, vehicle drivers, flight crews, and are assisted with surface operations in terms of surveillance, control, routing/planning and guidance tasks. A-SMGCS verification and validation for the development of Real Time Simulation, shadow mode trials, operational trials are conducted through three methods. In this study, the characteristics and the need for such a verification method was examined.

A novel watermarking scheme for authenticating individual data integrity of WSNs

  • Guangyong Gao;Min Wang
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.17 no.3
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    • pp.938-957
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    • 2023
  • The limited computing power of sensor nodes in wireless sensor networks (WSNs) and data tampering during wireless transmission are two important issues. In this paper, we propose a scheme for independent individual authentication of WSNs data based on digital watermarking technology. Digital watermarking suits well for WSNs, owing to its lower computational cost. The proposed scheme uses independent individual to generate a digital watermark and embeds the watermark in current data item. Moreover, a sink node extracts the watermark in single data and compares it with the generated watermark, thereby achieving integrity verification of data. Inherently, individual validation differs from the grouping-level validation, and avoids the lack of grouping robustness. The improved performance of individual integrity verification based on proposed scheme is validated through experimental analysis. Lastly, compared to other state-of-the-art schemes, our proposed scheme significantly reduces the false negative rate by an average of 5%, the false positive rate by an average of 80% of data verification, and increases the correct verification rate by 50% on average.

Assessment of the Near Real-Time Validation for the AQUA Satellite Level-2 Observation Products

  • Yang Min-Sil;Lee Jeongsoon;Lee Chol;Park Jong-Seo;Kim Hee-Ah
    • Proceedings of the KSRS Conference
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    • 2004.10a
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    • pp.35-38
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    • 2004
  • We developed a Near Real-Time Validation System (NRVS) for the Level-2 Products of AQUA Satellite. AQUA satellite is the second largest project of Earth Observing System (EOS) mission of NASA. This satellite provides the information of water cycle of the entire earth with many different forms. Among its products, we have used five kinds of level-2 geophysical parameters containing rain rate, sea surface wind speed, skin surface temperature, atmospheric temperature profile, and atmospheric humidity profile. To use these products in a scientific purpose, reasonable quantification is indispensable. In this paper we explain the near real-time validation system process and its detail algorithm. Its simulation results are also analyzed in a quantitative way. As reference data set in-situ measured meteorological data which are periodically gathered and provided by the Korea Meteorological Administration (KMA) is processed. Not only site-specific analysis but also time-series analysis of the validation results are explained and detail algorithms are described.

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