• Communications for Statistical Applications and Methods
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• v.17 no.4
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• pp.515-525
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• 2010

We investigated design-based properties of the ordinary least square estimator(OLSE) and the weighted least square estimator(WLSE) in a panel regression model. Given a complex data we derive the magnitude of the design-based bias of two estimators and show that the bias of WLSE is smaller than that of OLSE. We also conducted a simulation study using Korean welfare panel data in order to compare design-based properties of two estimators numerically. In the study we found the followings. First, the relative bias of OLSE is nearly two times larger than that of WLSE and the bias ratio of OLSE is greater than that of WLSE. Also the relative bias of OLSE remains steady but that of WLSE becomes smaller as the sample size increases. Next, both the variance and mean square error(MSE) of two estimators decrease when the sample size increases. Also there is a tendency that the proportion of squared bias in MSE of OLSE increases as the sample size increase, but that of WLSE decreases. Finally, the variance of OLSE is smaller than that of WLSE in almost all cases and the MSE of OLSE is smaller in many cases. However, the number of cases of larger MSE of OLSE increases when the sample size increases.

• The Transactions of The Korean Institute of Electrical Engineers
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• v.57 no.11
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• pp.2108-2116
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• 2008

The paper concerns Fuzzy C-Means clustering based Radial Basis Function neural networks (FCM-RBFNN) and the optimization of the network is carried out by means of Particle Swarm Optimization(PSO). FCM-RBFNN is the extended architecture of Radial Basis Function Neural Network(RBFNN). In the proposed network, the membership functions of the premise part of fuzzy rules do not assume any explicit functional forms such as Gaussian, ellipsoidal, triangular, etc., so its resulting fitness values directly rely on the computation of the relevant distance between data points by means of FCM. Also, as the consequent part of fuzzy rules extracted by the FCM - RBFNN model, the order of four types of polynomials can be considered such as constant, linear, quadratic and modified quadratic. Weighted Least Square Estimator(WLSE) are used to estimates the coefficients of polynomial. Since the performance of FCM-RBFNN is affected by some parameters of FCM-RBFNN such as a specific subset of input variables, fuzzification coefficient of FCM, the number of rules and the order of polynomials of consequent part of fuzzy rule, we need the structural as well as parametric optimization of the network. In this study, the PSO is exploited to carry out the structural as well as parametric optimization of FCM-RBFNN. Moreover The proposed model is demonstrated with the use of numerical example and gas furnace data set.

• Wind and Structures
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• v.11 no.1
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• pp.19-33
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• 2008

This research investigates the adaptive input estimation method applied to the multilayer shearing stress structure. This method is to estimate the values of wind load inputs by analyzing the active reaction of the system. The Kalman filter without the input term and the adaptive weighted recursive least square estimator are two main portions of this method. The innovation vector can be produced by the Kalman filter, and be applied to the adaptive weighted recursive least square estimator to estimate the wind load input over time. This combined method can effectively estimate the wind loads to the structure system to enhance the reliability of the system active performance analysis. The forms of the simulated inputs (loads) in this paper include the periodic sinusoidal wave, the decaying exponent, the random combination of the sinusoidal wave and the decaying exponent, etc. The active reaction computed plus the simulation error is regard as the simulated measurement and is applied to the input estimation algorithm to implement the numerical simulation of the inverse input estimation process. The availability and the precision of the input estimation method proposed in this research can be verified by comparing the actual value and the one obtained by numerical simulation.

• Communications for Statistical Applications and Methods
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• v.26 no.2
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• pp.91-102
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• 2019

In this paper, we propose a new estimation method based on a weighted linear regression framework to obtain some estimators for unknown parameters in a two-parameter Rayleigh distribution under a progressive Type-II censoring scheme. We also provide unbiased estimators of the location parameter and scale parameter which have a nuisance parameter, and an estimator based on a pivotal quantity which does not depend on the other parameter. The proposed weighted least square estimator (WLSE) of the location parameter is not dependent on the scale parameter. In addition, the WLSE of the scale parameter is not dependent on the location parameter. The results are compared with the maximum likelihood method and pivot-based estimation method. The assessments and comparisons are done using Monte Carlo simulations and real data analysis. The simulation results show that the estimators ${\hat{\mu}}_u({\hat{\theta}}_p)$ and ${\hat{\theta}}_p({\hat{\mu}}_u)$ are superior to the other estimators in terms of the mean squared error (MSE) and bias.

• The Korean Journal of Applied Statistics
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• v.25 no.3
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• pp.403-413
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• 2012

The modifications suggested in Uhm et al. (2011) are studied using a partly parametric version of Aalen's additive risk model. A follow-up time period is partitioned into intervals, and hazard functions are estimated as a piecewise constant in each interval. A maximum likelihood estimator by iteratively reweighted least squares and variance estimates are suggested based on the model as well as evaluated by simulations using mean square error and a coverage probability, respectively. In conclusion the modifications are needed when there are a small number of uncensored deaths in an interval to estimate the piecewise constant hazard function.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.32 no.3C
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• pp.338-347
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• 2007

In this paper, a weighted block adaptive channel estimation (WBA-CE) for a space-time block-coded (STBC) single-carrier transmission with a cyclic-prefix is proposed. In operation of the WBA-CE, a STBC matrix-wise block for filter input symbols is first formulated. Applying a weighted a posteriori error vector-based least-square (LS) criterion for this block, the coefficient correction terms of the WBA-CE are then computed. An approximate steady-state excess mean-square error (EMSE) of the WBA-CE for the stationary optimal coefficient is also analyzed. Simulation results show in a time-varying typical urban (TU) channel that the proposed channel estimator provides better bit-error-rate (BER) performances than conventional algorithms such as the NLMS and RLS channel estimators.

• Proceedings of the KIEE Conference
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• 1988.07a
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• pp.866-869
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• 1988

In the operation of a power system, the security of the system has acquired significant importance to supply electric power of better quality. The State Estimator, a part of security functions, provides a complete real time solution estimate of the steady-state conditions of the power system for use by the Real Time Network Analysis functions. This paper briefly introduces the Fast Decoupled Weighted Least Square State Estimator which is adopted in the KEPCO EMS with features of Man-Machine Interface.

• Journal of Korea Trade
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• v.26 no.7
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• pp.1-18
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• 2022

Purpose - Recent international studies have largely focused on measuring the welfare gains from increased trade varieties. To adequately capture the variety gains, it is of importance to estimate the elasticity of substitution between varieties of trade goods because it is one of the key parameters to determine the magnitude of the variety gains. Using the import data of South Korea, this paper shows that the elasticities vary substantially across the estimators, which affects the magnitude of the gains from trade. Design/methodology - Empirical studies working on the gains from trade variety have heavily depended on the estimation methods for the elasticity of substitution between trade varieties, developed by Feenstra (1994) and refined by Broda and Weinstein (2006). We estimate and compare the estimated elasticities for 8,945 HS 10 goods of South Korea, obtained from the three estimation methods: Feenstra's weighted least square (F-WLS), Feenstra's feasible generalized least square (F-FGLS), and Broda and Weinstein's feasible generalized least square (BW-FGLS). Findings - Using the estimated elasticities from the F-FGLS, considered as a suitable estimator, A typical Korean consumer saved 228 dollars per year by the greater access to new import varieties. This leads to gains from imported variety of 2.06% of GDP. In 2017, a typical Korean consumer would gain by 611 dollars, compared with 2000. China is the country with the largest contribution (28.4%), followed by Japan and USA. About 50% of all the welfare gains come from the imports from the three main trade partners. The Southern Asian countries are more important to the South Korean welfare gain than the Western European countries. Originality/value - Existing studies have chosen one of the methods without any criterion for the choice and then estimated the elasticities of substitution between varieties of trade goods. This paper focuses on the estimation specifications and methods as the cause of the disparity in estimated elasticities and welfare gains from trade variety. According to the Ramsey RESET and White tests, the F-FGLS estimates are relatively better compared to the F-WLS and BW-FGLS estimates. As another contribution, this paper provides the first measure of the welfare gains from trade variety for South Korea, using the estimated elasticities of substitution between trade varieties.

• Journal of the Korean Data and Information Science Society
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• v.21 no.6
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• pp.1171-1180
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• 2010

It is well known that the asymptotic convergence rates of nonparametric regression estimator gets worse as the dimension of covariates gets larger. One possible way to overcome this problem is reducing the dimension of covariates by using single index models. Two coefficient estimation methods in single index models are introduced. One is semiparametric least square estimation method, which tries to find approximate solution by using iterative computation. The other one is weighted average derivative estimation method, which is non-iterative method. Both of these methods offer the parametric convergence rate to normal distribution. However, practical comparison of these two methods has not been done yet. In this article, we compare these methods by examining the variances of estimators in various models.

• The Transactions of The Korean Institute of Electrical Engineers
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• v.62 no.4
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• pp.554-561
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• 2013

In this paper, we introduce a modeling and a process simulator developed with the aid of pRBFNNs for activated sludge process in the sewage treatment system. Activated sludge process(ASP) of sewage treatment system facilities is a process that handles biological treatment reaction and is a very complex system with non-linear characteristics. In this paper, we carry out modeling by using essential ASP factors such as water effluent quality, the manipulated value of various pumps, and water inflow quality, and so on. Intelligent algorithms used for constructing process simulator are developed by considering multi-output polynomial radial basis function Neural Networks(pRBFNNs) as well as Fuzzy C-Means clustering and Particle Swarm Optimization. Here, the apexes of the antecedent gaussian functions of fuzzy rules are decided by C-means clustering algorithm and the apexes of the consequent part of fuzzy rules are learned by using back-propagation based on gradient decent method. Also, the parameters related to the fuzzy model are optimized by means of particle swarm optimization. The coefficients of the consequent polynomial of fuzzy rules and performance index are considered by the Least Square Estimation and Mean Squared Error. The descriptions of developed process simulator architecture and ensuing operation method are handled.