• 제목/요약/키워드: bias and mean squared error

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불검출 자료를 포함한 작업환경측정 자료의 분석 방법 비교 (A Comparison of Analysis Methods for Work Environment Measurement Databases Including Left-censored Data)

  • 박주현;최상준;고동희;박동욱;성예지
    • 한국산업보건학회지
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    • 제32권1호
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    • pp.21-30
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    • 2022
  • Objectives: The purpose of this study is to suggest an optimal method by comparing the analysis methods of work environment measurement datasets including left-censored data where one or more measurements are below the limit of detection (LOD). Methods: A computer program was used to generate left-censored datasets for various combinations of censoring rate (1% to 90%) and sample size (30 to 300). For the analysis of the censored data, the simple substitution method (LOD/2), β-substitution method, maximum likelihood estimation (MLE) method, Bayesian method, and regression on order statistics (ROS)were all compared. Each method was used to estimate four parameters of the log-normal distribution: (1) geometric mean (GM), (2) geometric standard deviation (GSD), (3) 95th percentile (X95), and (4) arithmetic mean (AM) for the censored dataset. The performance of each method was evaluated using relative bias and relative root mean squared error (rMSE). Results: In the case of the largest sample size (n=300), when the censoring rate was less than 40%, the relative bias and rMSE were small for all five methods. When the censoring rate was large (70%, 90%), the simple substitution method was inappropriate because the relative bias was the largest, regardless of the sample size. When the sample size was small and the censoring rate was large, the Bayesian method, the β-substitution method, and the MLE method showed the smallest relative bias. Conclusions: The accuracy and precision of all methods tended to increase as the sample size was larger and the censoring rate was smaller. The simple substitution method was inappropriate when the censoring rate was high, and the β-substitution method, MLE method, and Bayesian method can be widely applied.

Modelling of dissolved oxygen (DO) in a reservoir using artificial neural networks: Amir Kabir Reservoir, Iran

  • Asadollahfardi, Gholamreza;Aria, Shiva Homayoun;Abaei, Mehrdad
    • Advances in environmental research
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    • 제5권3호
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    • pp.153-167
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    • 2016
  • We applied multilayer perceptron (MLP) and radial basis function (RBF) neural network in upstream and downstream water quality stations of the Karaj Reservoir in Iran. For both neural networks, inputs were pH, turbidity, temperature, chlorophyll-a, biochemical oxygen demand (BOD) and nitrate, and the output was dissolved oxygen (DO). We used an MLP neural network with two hidden layers, for upstream station 15 and 33 neurons in the first and second layers respectively, and for the downstream station, 16 and 21 neurons in the first and second hidden layer were used which had minimum amount of errors. For learning process 6-fold cross validation were applied to avoid over fitting. The best results acquired from RBF model, in which the mean bias error (MBE) and root mean squared error (RMSE) were 0.063 and 0.10 for the upstream station. The MBE and RSME were 0.0126 and 0.099 for the downstream station. The coefficient of determination ($R^2$) between the observed data and the predicted data for upstream and downstream stations in the MLP was 0.801 and 0.904, respectively, and in the RBF network were 0.962 and 0.97, respectively. The MLP neural network had acceptable results; however, the results of RBF network were more accurate. A sensitivity analysis for the MLP neural network indicated that temperature was the first parameter, pH the second and nitrate was the last factor affecting the prediction of DO concentrations. The results proved the workability and accuracy of the RBF model in the prediction of the DO.

Application of artificial neural networks to predict total dissolved solids in the river Zayanderud, Iran

  • Gholamreza, Asadollahfardi;Afshin, Meshkat-Dini;Shiva, Homayoun Aria;Nasrin, Roohani
    • Environmental Engineering Research
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    • 제21권4호
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    • pp.333-340
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    • 2016
  • An Artificial Neural Network including a Radial Basis Function (RBF) and a Time Delay Neural Network (TDNN) was used to predict total dissolved solid (TDS) in the river Zayanderud. Water quality parameters in the river for ten years, 2001-2010, were prepared from data monitored by the Isfahan Regional Water Authority. A factor analysis was applied to select the inputs of water quality parameters, which obtained total hardness, bicarbonate, chloride and calcium. Input data to the neural networks were pH, $Na^+$, $Mg^{2+}$, Carbonate ($CO{_3}^{-2}$), $HCO{_3}^{-1}$, $Cl^-$, $Ca^{2+}$ and Total hardness. For learning process 5-fold cross validation were applied. In the best situation, the TDNN contained 2 hidden layers of 15 neurons in each of the layers and the RBF had one hidden layer with 100 neurons. The Mean Squared Error and the Mean Bias Error for the TDNN during the training process were 0.0006 and 0.0603 and for the RBF neural network the mentioned errors were 0.0001 and 0.0006, respectively. In the RBF, the coefficient of determination ($R^2$) and the index of agreement (IA) between the observed data and predicted data were 0.997 and 0.999, respectively. In the TDNN, the $R^2$ and the IA between the actual and predicted data were 0.957 and 0.985, respectively. The results of sensitivity illustrated that $Ca^{2+}$ and $SO{_4}^{2-}$ parameters had the highest effect on the TDS prediction.

복합패널 데이터에 기초한 최소제곱 패널회귀추정량의 설계기반 성질 (Design-Based Properties of Least Square Estimators of Panel Regression Coefficients Based on Complex Panel Data)

  • 김규성
    • 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.

Modeling the growth of Listeria monocytogenes during refrigerated storage of un-packaging mixed press ham at household

  • Lee, Seong-Jun;Park, Myoung-Su;Bahk, Gyung-Jin
    • Journal of Preventive Veterinary Medicine
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    • 제42권4호
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    • pp.143-147
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    • 2018
  • The present study aimed to develop growth prediction models of Listeria monocytogenes in processed meat products, such as mixed pressed hams, to perform accurate microbial risk assessments. Considering cold storage temperatures and the amount of time in the stages of consumption after opening, the growth of L. monocytogenes was determined as a function of temperature at 0, 5, 10, and $15^{\circ}C$, and time at 0, 1, 3, 6, 8, 10, 15, 20, 25, and 30 days. Based on the results of these measurements, a Baranyi model using the primary model was developed. The input parameters of the Baranyi equation in the variable temperature for polynomial regression as a secondary model were developed: $SGR=0.1715+0.0199T+0.0012T^2$, $LT=5.5730-0.3215T+0.0051T^2$ with $R^2$ values 0.9972 and 0.9772, respectively. The RMSE (Root mean squared error), $B_f$ (bias factor), and $A_f$ (accuracy factor) on the growth prediction model were determined to be 0.30, 0.72, and 1.50 in SGR (specific growth rate), and 0.10, 0.84, and 1.35 in LT (lag time), respectively. Therefore, the model developed in this study can be used to determine microorganism growth in the stages of consumption of mixed pressed hams and has potential in microbial risk assessments (MRAs).

Observed Data Oriented Bispectral Estimation of Stationary Non-Gaussian Random Signals - Automatic Determination of Smoothing Bandwidth of Bispectral Windows

  • Sasaki, K.;Shirakata, T.
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2003년도 ICCAS
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    • pp.502-507
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    • 2003
  • Toward the development of practical methods for observed data oriented bispectral estimation, an automatic means for determining the smoothing bandwidth of bispectral windows is proposed, that can also provide an associated optimum bispectral estimate of stationary non-Gaussian signals, systematically only from an observed time series datum of finite length. For the conventional non-parametric bispectral estimation, the MSE (mean squared error) of the normalized estimate is reviewed under a certain mixing condition and sufficient data length, mainly from the viewpoint of the inverse relation between its bias and variance with respect to the smoothing bandwidth. Based on the fundamental relation, a systematic method not only for determining the bandwidth, but also for obtaining the optimum bispectral estimate is presented by newly introducing a MSE evaluation index of the estimate only from an observed time series datum of finite length. The effectiveness and fundamental features of the proposed method are illustrated by the basic results of numerical experiments.

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A data-adaptive maximum penalized likelihood estimation for the generalized extreme value distribution

  • Lee, Youngsaeng;Shin, Yonggwan;Park, Jeong-Soo
    • Communications for Statistical Applications and Methods
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    • 제24권5호
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    • pp.493-505
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    • 2017
  • Maximum likelihood estimation (MLE) of the generalized extreme value distribution (GEVD) is known to sometimes over-estimate the positive value of the shape parameter for the small sample size. The maximum penalized likelihood estimation (MPLE) with Beta penalty function was proposed by some researchers to overcome this problem. But the determination of the hyperparameters (HP) in Beta penalty function is still an issue. This paper presents some data adaptive methods to select the HP of Beta penalty function in the MPLE framework. The idea is to let the data tell us what HP to use. For given data, the optimal HP is obtained from the minimum distance between the MLE and MPLE. A bootstrap-based method is also proposed. These methods are compared with existing approaches. The performance evaluation experiments for GEVD by Monte Carlo simulation show that the proposed methods work well for bias and mean squared error. The methods are applied to Blackstone river data and Korean heavy rainfall data to show better performance over MLE, the method of L-moments estimator, and existing MPLEs.

고객의 지연보고를 고려한 보증수리내역자료에서의 고장률 추정 (Estimating Failure Rate Using Warranty Claim Data with Delayed Report of Customers)

  • 박종훈;김영훈;백장현;이창훈
    • 산업공학
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    • 제23권2호
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    • pp.176-181
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    • 2010
  • Warranty claim data analysis is a useful tool for the manufacturer because it contains many useful informations regarding reliability of the product in the real-world environments. Because of the nature of uncertainty and the incompleteness of data, some bias patterns are observed on warranty claim rate known as 'spikes'. Two types of spikes are considered. One is due to manufacturing-related failures. The other is caused by customer's behavior. This paper proposes a model by considering two types of spikes. Warranty claim data is analyzed with the proposed model. To represent spikes observed on the early warranty period, we classify failures into manufacturing-related failures and usage-related failures. Uniform distribution is assumed for the time delayed to diagnose and report by customers. By reducing maximum value of the delayed time by customers, the proposed model characterizes customer's rush in the vicinity of the warranty expiration limit. Experimental results by using the real warranty claim data show that the proposed model is better than the existing one in respect to MSE(Mean Squared Error). Moreover it is expected to estimate the failure rate more realistically with proposed model because it considers the delayed time to diagnose and report by customers.

2-모수 파레토분포의 객관적 베이지안 추정 (Objective Bayesian Estimation of Two-Parameter Pareto Distribution)

  • 손영숙
    • 응용통계연구
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    • 제26권5호
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    • pp.713-723
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    • 2013
  • 본 연구에서는 2-모수 파레토분포에 대해 무정보사전분포인 준거사전분포의 가정 하에서 객관적 베이지안 모수추정 절차를 제안하였다. 베이지안 추정은 깁스샘플링에 의해서 수행된다. 깁스샘플러에서 모수생성하는 방법은 형태모수는 감마분포로부터 생성하고 척도모수는 적응기각표집 알고리즘에 의해 생성한다. 제안된 베이지안 모수추정 절차는 모의실험과 자료분석에서 기존의 추정방법들인 L-적률추정법, 최우추정법, 공액사전분포 하의 주관적 베이지안 모수추정법과 비교된다.

인공신경망을 이용한 드레이프성 예측 (Prediction of Fabric Drape Using Artificial Neural Networks)

  • 이소민;유동주;신보나;윤선영;심명희;윤창상
    • 한국의류학회지
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    • 제45권6호
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    • pp.978-985
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    • 2021
  • This study aims to propose a prediction model for the drape coefficient using artificial neural networks and to analyze the nonlinear relationship between the drape properties and physical properties of fabrics. The study validates the significance of each factor affecting the fabric drape through multiple linear regression analysis with a sample size of 573. The analysis constructs a model with an adjusted R2 of 77.6%. Seven main factors affect the drape coefficient: Grammage, extruded length values for warp and weft (mwarp, mweft), coefficients of quadratic terms in the tensile-force quadratic graph in the warp, weft, and bias directions (cwarp, cweft, cbias), and force required for 1% tension in the warp direction (fwarp). Finally, an artificial neural network was created using seven selected factors. The performance was examined by increasing the number of hidden neurons, and the most suitable number of hidden neurons was found to be 8. The mean squared error was .052, and the correlation coefficient was .863, confirming a satisfactory model. The developed artificial neural network model can be used for engineering and high-quality clothing design. It is expected to provide essential data for clothing appearance, such as the fabric drape.