• Communications for Statistical Applications and Methods
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• 제17권4호
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• pp.515-525
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• 2010

본 논문에서는 패널회귀모형에서 회귀계수의 일반최소제곱추정량과 가중최소제곱추정량의 설계기반 성질을 살펴보았다. 복합표본이 주어진 경우에 두 추정량의 설계편향을 구하여 가중최소제곱추정량의 설계편향의 크기가 더 작음을 보였다. 또한 한국복지패널 데이터를 대상으로 모의실험을 실시하여 다음의 결과를 얻었다. 첫째, 일반최소제곱추정치의 상대편향이 가중최소제곱추정치의 상대편향보다 약 2배 정도 크게 나타났고 일반최소제곱추정치의 편향비가 더 크게 나타났다. 그리고 표본수가 증가하면 일반최소제곱 추정치의 상대편향은 완만하게 줄어든 반면 가중최소제곱추정치의 상대편향은 급속도로 줄어들었다. 둘째, 표본수가 증가하면 일반초소제곱추정치와 가중최소제곱추정치의 분산과 평균제곱오차는 모두 줄어들였다. 그러나 평균제곱오차에서 차지하는 편향제곱의 비율은 표본수가 증가할 때 일반최소제곱추정치에서는 증가하는 반면 가중최소제곱추정치에서는 감소하는 경향이 나타났다. 마지막으로 거의 모든 경우에 일반최소제곱추정치의 분산이 가중최소제곱추정치의 분산보다 작게 나타났다. 그리고 많은 경우에 일반최소제곱추정치의 평균제곱오차가 가중최소제곱추정치의 평균제곱오차보다 작게 나타났다. 그러나 표본수가 증가할수록 일반최소제곱추정치의 평균제곱오차가 가중최소제곱추정치의 평균제곱오차보다 커지는 경우가 늘어났다.

• 전기학회논문지
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• 제57권11호
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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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• 제11권1호
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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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• 제26권2호
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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.

• 응용통계연구
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• 제25권3호
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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.

• 한국통신학회논문지
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• 제32권3C호
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• pp.338-347
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• 2007

본 논문에서는 순환 보호 구긴(cyclic-prefix)을 사용하는 시공간 블록 부호 (STBC: Space-Time Block-Coding) 단일 반송파 시스템에서 향상된 채널 성능을 위한 가중된 블록 적응형 주파수 영역 채널 추정기를 제안한다. 제안된 채널 추정기 구조는 필터 입력 신호에 대해 STBC로 구성된 블록을 형성하며, 이후 형성된 입력 블록에 대해 사후 오차 (a posteriori error)를 이용하는 가중된 LS (least-square) 규준을 적용하여 알고리즘을 유도한다. 또한 정적 채널에서 steady-state EMSE (excess mean-square error) 분석을 통해 블록 길이가 늘어남에 따라 EMSE를 분석한다. 전산 모의실험에서는 시변 TU (typical urban) 채널에서 블록 길이를 증가시킬수록 제안한 채널 추정기는 기존 NLMS와 RLS 채널 추정기들 보다 우수한 성능을 나타냄을 확인 할 수 있다.

• 대한전기학회:학술대회논문집
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• 대한전기학회 1988년도 전기.전자공학 학술대회 논문집
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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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• 제26권7호
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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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• 제21권6호
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• pp.1171-1180
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• 2010

회귀함수의 비모수적 적합에서 공변량의 차원이 증가함에 따라 추정량의 극한성질이 좋지 않음이 잘 알려져 있다. 이러한 문제점을 극복하기 위한 방법중의 하나는 단일지표모형의 추정을 이용하여 공변량의 차원을 1차원으로 줄이는 것이다. 단일지표모형에서 계수 추정 방법으로는 반복적으로 해를 계산하여 근사치를 구하는 방법인 준모수적 최소제곱법과 비반복적으로 계산하여 구하는 도함수 가중평균법이 있다. 두 추정 방법 모두 모수적인 방법과 같은 수렴비율로 정규근사한다고 알려져 있지만 실질적인 성능에 관한 비교는 이루어지지 않았다. 본 논문에서는 모의실험을 통해 두 방법에 의한 추정치의 분산을 비교하여 어떠한 방법이 좋은지를 파악하고자 한다.

• 전기학회논문지
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• 제62권4호
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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.