• Title/Summary/Keyword: Weighted Mean Squared Error

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A Study on Modified Adaptive Median Filter in Impulse Noise Environment (임펄스 잡음환경에서 변형된 적응 메디안 필터에 관한 연구)

  • Long, Xu;An, Young-Joo;Kim, Nam-Ho
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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    • 2013.05a
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    • pp.883-885
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    • 2013
  • Image restoration refers to removing different kinds of noise added to image, and to reducing effect of noise upon image. For image restoration, some methods such as mean filter, median filter and weighted filter were proposed, but the existing methods have poor denoising and edge-reserved performance. Therefore, in this paper modified median filter algorithm was proposed that enlarges mask size according to median value of mask in order to remove noise efficiently. And, it was compared by simulation to the existing methods, and MSE(mean squared error) was used on a criterion of evaluation.

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Weighting Effect on the Weighted Mean in Finite Population (유한모집단에서 가중평균에 포함된 가중치의 효과)

  • Kim, Kyu-Seong
    • Survey Research
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    • v.7 no.2
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    • pp.53-69
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    • 2006
  • Weights can be made and imposed in both sample design stage and analysis stage in a sample survey. While in design stage weights are related with sample data acquisition quantities such as sample selection probability and response rate, in analysis stage weights are connected with external quantities, for instance population quantities and some auxiliary information. The final weight is the product of all weights in both stage. In the present paper, we focus on the weight in analysis stage and investigate the effect of such weights imposed on the weighted mean when estimating the population mean. We consider a finite population with a pair of fixed survey value and weight in each unit, and suppose equal selection probability designs. Under the condition we derive the formulas of the bias as well as mean square error of the weighted mean and show that the weighted mean is biased and the direction and amount of the bias can be explained by the correlation between survey variate and weight: if the correlation coefficient is positive, then the weighted mein over-estimates the population mean, on the other hand, if negative, then under-estimates. Also the magnitude of bias is getting larger when the correlation coefficient is getting greater. In addition to theoretical derivation about the weighted mean, we conduct a simulation study to show quantities of the bias and mean square errors numerically. In the simulation, nine weights having correlation coefficient with survey variate from -0.2 to 0.6 are generated and four sample sizes from 100 to 400 are considered and then biases and mean square errors are calculated in each case. As a result, in the case or 400 sample size and 0.55 correlation coefficient, the amount or squared bias of the weighted mean occupies up to 82% among mean square error, which says the weighted mean might be biased very seriously in some cases.

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Simultaneous Estimation of Several Poisson Means under a Linex Loss Function (Linex 손실함수하(損失函數下)에서의 여러 포아손 평균(平均)들의 동시추정(同時推定))

  • Lee, In-Suk;Jeong, Won-Tae;Jeong, Hye-Jeong
    • Journal of the Korean Data and Information Science Society
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    • v.4
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    • pp.87-95
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    • 1993
  • We find a class of admissible Bayes estimator for the mean vector ${\theta}=({\theta}_{1},{\theta}_{2},...,{\theta}_{p}$ of Poisson distribution under a LINEX loss function. The Monte Carlo Simulation is performed to compare the emprical Bayes estimater under the LINEX loss function and weighted squared error loss respectively.

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A Comparative Study for Several Bayesian Estimators Under Balanced Loss Function

  • Kim, Yeong-Hwa
    • Journal of the Korean Data and Information Science Society
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    • v.17 no.2
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    • pp.291-300
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    • 2006
  • In this research, the performance of widely used Bayesian estimators such as Bayes estimator, empirical Bayes estimator, constrained Bayes estimator and constrained empirical Bayes estimator are compared by means of a measurement under balanced loss function for the typical normal-normal situation. The proposed measurement is a weighted sum of the precisions of first and second moments. As a result, one can gets the criterion according to the size of prior variance against the population variance.

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Estimation on a two-parameter Rayleigh distribution under the progressive Type-II censoring scheme: comparative study

  • Seo, Jung-In;Seo, Byeong-Gyu;Kang, Suk-Bok
    • 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.

Development of a Hybrid Exponential Forecasting Model for Household Electric Power Consumption (가정용(家庭用) 전력수요예측(電力需要豫測)을 위(爲)한 혼합지표(混合指表) 모델의 개발(開發))

  • Hwang, Hak;Kim, Jun-Sik
    • Journal of Korean Institute of Industrial Engineers
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    • v.7 no.1
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    • pp.21-31
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    • 1981
  • This paper develops a short term forecasting model for household electric power consumption in Seoul, which can be used for the effective planning and control of utility management. The model developed is based on exponentially weighted moving average model and incorporates monthly average temperature as an exogeneous factor so as to enhance its forecasting accuracy. The model is empirically compared with the Winters' three parameter model which is widely used in practice and the Box-Jenkins model known to be one of the most accurate short term forecasting techniques. The result indicates that the developed hybrid exponential model is better in terms of accuracy measured by average forecast error, mean squared error, and autocorrelated error.

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A Spatial Interpolation Model for Daily Minimum Temperature over Mountainous Regions (산악지대의 일 최저기온 공간내삽모형)

  • Yun Jin-Il;Choi Jae-Yeon;Yoon Young-Kwan;Chung Uran
    • Korean Journal of Agricultural and Forest Meteorology
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    • v.2 no.4
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    • pp.175-182
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    • 2000
  • Spatial interpolation of daily temperature forecasts and observations issued by public weather services is frequently required to make them applicable to agricultural activities and modeling tasks. In contrast to the long term averages like monthly normals, terrain effects are not considered in most spatial interpolations for short term temperatures. This may cause erroneous results in mountainous regions where the observation network hardly covers full features of the complicated terrain. We developed a spatial interpolation model for daily minimum temperature which combines inverse distance squared weighting and elevation difference correction. This model uses a time dependent function for 'mountain slope lapse rate', which can be derived from regression analyses of the station observations with respect to the geographical and topographical features of the surroundings including the station elevation. We applied this model to interpolation of daily minimum temperature over the mountainous Korean Peninsula using 63 standard weather station data. For the first step, a primitive temperature surface was interpolated by inverse distance squared weighting of the 63 point data. Next, a virtual elevation surface was reconstructed by spatially interpolating the 63 station elevation data and subtracted from the elevation surface of a digital elevation model with 1 km grid spacing to obtain the elevation difference at each grid cell. Final estimates of daily minimum temperature at all the grid cells were obtained by applying the calculated daily lapse rate to the elevation difference and adjusting the inverse distance weighted estimates. Independent, measured data sets from 267 automated weather station locations were used to calculate the estimation errors on 12 dates, randomly selected one for each month in 1999. Analysis of 3 terms of estimation errors (mean error, mean absolute error, and root mean squared error) indicates a substantial improvement over the inverse distance squared weighting.

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Determining the Relative Weights of Bias and Variance in Dual Response Surface Optimization (쌍대반응표면 최적화에서 편차와 분산의 가중치 결정에 관한 연구)

  • Jeong, In-Jun;Kim, Gwang-Jae;Jang, Su-Yeong;Lin, Dennis K.J.
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2004.05a
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    • pp.294-297
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    • 2004
  • Mean squared error (MSE) is an effective criterion to combine the mean and the standard deviation responses in dual response surface optimization. The bias and variance components of MSE need to be weighted properly in the given problem situation. This paper proposes a systematic method to determine the relative weights of bias and variance in accordance with a decision maker's prior and posterior preference structure.

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Analysis on Optimal Approach of Blind Deconvolution Algorithm in Chest CT Imaging (흉부 컴퓨터단층촬영 영상에서 블라인드 디컨볼루션 알고리즘 최적화 방법에 대한 연구)

  • Lee, Young-Jun;Min, Jung-Whan
    • Journal of radiological science and technology
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    • v.45 no.2
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    • pp.145-150
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    • 2022
  • The main purpose of this work was to restore the blurry chest CT images by applying a blind deconvolution algorithm. In general, image restoration is the procedure of improving the degraded image to get the true or original image. In this regard, we focused on a blind deblurring approach with chest CT imaging by using digital image processing in MATLAB, which the blind deconvolution technique performed without any whole knowledge or information as to the fundamental point spread function (PSF). For our approach, we acquired 30 chest CT images from the public source and applied three type's PSFs for finding the true image and the original PSF. The observed image might be convolved with an isotropic gaussian PSF or motion blurring PSF and the original image. The PSFs are assumed as a black box, hence restoring the image is called blind deconvolution. For the 30 iteration times, we analyzed diverse sizes of the PSF and tried to approximate the true PSF and the original image. For improving the ringing effect, we employed the weighted function by using the sobel filter. The results was compared with the three criteria including mean squared error (MSE), root mean squared error (RMSE) and peak signal-to-noise ratio (PSNR), which all values of the optimal-sized image outperformed those that the other reconstructed two-sized images. Therefore, we improved the blurring chest CT image by using the blind deconvolutin algorithm for optimal approach.

New approach for analysis of progressive Type-II censored data from the Pareto distribution

  • Seo, Jung-In;Kang, Suk-Bok;Kim, Ho-Yong
    • Communications for Statistical Applications and Methods
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    • v.25 no.5
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    • pp.569-575
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    • 2018
  • Pareto distribution is important to analyze data in actuarial sciences, reliability, finance, and climatology. In general, unknown parameters of the Pareto distribution are estimated based on the maximum likelihood method that may yield inadequate inference results for small sample sizes and high percent censored data. In this paper, a new approach based on the regression framework is proposed to estimate unknown parameters of the Pareto distribution under the progressive Type-II censoring scheme. The proposed method provides a new regression type estimator that employs the spacings of exponential progressive Type-II censored samples. In addition, the provided estimator is a consistent estimator with superior performance compared to maximum likelihood estimators in terms of the mean squared error and bias. The validity of the proposed method is assessed through Monte Carlo simulations and real data analysis.