• Communications for Statistical Applications and Methods
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• v.26 no.4
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• pp.371-383
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• 2019

Panel data sets have been developed in various areas, and many recent studies have analyzed panel, or longitudinal data sets. Maximum likelihood (ML) may be the most common statistical method for analyzing panel data models; however, the inference based on the ML estimate will have an inflated Type I error because the ML method tends to give a downwardly biased estimate of variance components when the sample size is small. The under estimation could be severe when data is incomplete. This paper proposes the restricted maximum likelihood (REML) method for a random effects panel data model with a censored dependent variable. Note that the likelihood function of the model is complex in that it includes a multidimensional integral. Many authors proposed to use integral approximation methods for the computation of likelihood function; however, it is well known that integral approximation methods are inadequate for high dimensional integrals in practice. This paper introduces to use the moments of truncated multivariate normal random vector for the calculation of multidimensional integral. In addition, a proper asymptotic standard error of REML estimate is given.

• Proceedings of the Computational Structural Engineering Institute Conference
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• 2001.10a
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• pp.34-42
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• 2001

In this paper, we study on a modified mesh generation method based on the pollution error estimate. This method is designed for the control of the pollution error in any patch of elements of interest. It is a well-known fact that the pollution error estimates are much more than the local one. Reliable a posteriori error estimation is possible by controlling the pollution error in the patch through proper design of the mesh outside the patch. This design is possible by equally distributing the pollution error indicators over the mesh outside the patch. The conventional feedback pollution-adaptive mesh generation algorithm needs many iterations. Therefore, the solution time is significant. But we use the remeshing scheme in the proposed method. We will also show that the pollution error reduces less than the local error.

• Transactions of the Korean Society of Mechanical Engineers B
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• v.21 no.3
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• pp.341-349
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• 1997

The characteristics of defect correction method are discussed in a sample heat conduction problem showing the numerical solution of the error correction equation can predict the error of the numerical solution of the original governing equation. A way of using defect correction method combined with the existing algorithm for the incompressible fluid flow, is proposed and subsequently tested for the driven square cavity problem. The error correction equations for the continuity equation and the momentum equations are considered to estimate the errors of the numerical solutions of the original governing equations. With this new approach, better velocity and pressure fields can be obtained by correcting the original numerical solutions using the estimated errors. These calculated errors also can be used to estimate the orders of magnitude of the errors of the original numerical solutions.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.24 no.1
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• pp.39-78
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• 2020

In this paper, we propose a decoupled local discontinuous Galerkin method for solving the Klein-Gordon-Schrödinger (KGS) equations. The KGS equations is a model of the Yukawa interaction of complex scalar nucleons and real scalar mesons. The advantage of our scheme is that the computation of the nucleon and meson field is fully decoupled, so that it is especially suitable for parallel computing. We present the conservation property of our fully discrete scheme, including the energy and Hamiltonian conservation, and establish the optimal error estimate.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.24 no.2
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• pp.143-159
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• 2020

We propose a consistent numerical method for elliptic interface problems with nonhomogeneous jumps. We modify the discontinuous bubble immersed finite element method (DB-IFEM) introduced in (Chang et al. 2011), by adding a consistency term to the bilinear form. We prove optimal error estimates in L² and energy like norm for this new scheme. One of the important technique in this proof is the Bramble-Hilbert type of interpolation error estimate for discontinuous functions. We believe this is a first time to deal with interpolation error estimate for discontinuous functions. Numerical examples with various interfaces are provided. We observe optimal convergence rates for all the examples, while the performance of early DB-IFEM deteriorates for some examples. Thus, the modification of the bilinear form is meaningful to enhance the performance.

• Transactions of the Korean Society for Noise and Vibration Engineering
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• v.12 no.8
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• pp.616-625
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• 2002

In this paper, we drove the filtered-x least mean fourth (FXLMF) algorithm where the error raised to the power of four is minimized and analyzed its convergence behavior for a multiple sinusoidal acoustic noise and Gaussian measurement noise. The application of the FXLMF adaptive filter to active noise control requires to estimate the transfer characteristics of the acoustic path between the output and the error signal of the adaptive controller. The results of the convergence analysis of the FXLMF algorithm indicate that the effects of the parameter estimation inaccuracy on the convergence behavior of the algorithm are characterized by two distinct components phase estimation error and estimated gain. In particular, the convergence is shown to be strongly affected by the accuracy of the phase response estimate. Also, we newly show that the convergence behavior can differ depending on the relative sizes of the Gaussian noise and the convergence constant.

• Journal of the Korean Institute of Telematics and Electronics B
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• v.32B no.11
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• pp.1506-1516
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• 1995

In this paper, we propose the filtered-x least mean fourth (FXLMF) algorithm where the error raised to the power of four is minimized and analyze its convergence behavior for a multiple sinusoidal acoustic noise and Gaussian measurement noise. Application of the FXLMF adaptive filter to active noise control requires to estimate the transfer characteristics of the acoustic path between the output and the error signal of the adaptive controller. The results of the convergence analysis of the FXLMF algorithm indicate that the effects of the parameter estimation inaccuracy on the convergence behavior of the algorithm are characterized by two distinct components : Phase estimation error and estimated gain. In particular, the convergence is shown to be strongly affected by the accuracy of the phase response estimate. Also, we newly show that the convergence behavior can differ depending on the relative sizes of the Gaussian noise and the convergence constant.

• Journal of the Korean Data and Information Science Society
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• v.22 no.6
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• pp.1223-1232
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• 2011

Tong and Wang's estimator (2005) is a new approach to estimate the error variance using least squares method such that a simple linear regression is asymptotically derived from Rice's lag- estimator (1984). Their estimator highly depends on the setting of a regressor and weights in small sample sizes. In this article, we propose a new approach via a local quadratic approximation to set regressors in a small sample case. We estimate the error variance as the intercept using a ridge regression because the regressors have the problem of multicollinearity. From the small simulation study, the performance of our approach with some existing methods is better in small sample cases and comparable in large cases. More research is required on unequally spaced points.

• The Transactions of the Korean Institute of Electrical Engineers B
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• v.48 no.9
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• pp.517-522
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• 1999

This paper addresses the issue of current sampling in a high performance AC drive system fed by a discontinuous PWM inverter. The effect of the sampling error due to the measurement delay produced by an input stage low pass filter and an A/D converter is described in the case of discontinuous PWM. To compensate for the sampling error, a method to estimate the delay time of the whole measurement system based on the measured current is proposed and its effectiveness is verified by experimental results. The proposed algorithm can automatically estimate the system delay introduced by the low pass filter and the A/D converter at the commissioning stage. By delaying the current sampling by the estimated value, experimental results indicate that more than 50% reduction of current ripple can be achieved.

• Journal of the Korean Society for Precision Engineering
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• v.13 no.10
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• pp.78-87
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• 1996

In this paper, a remeshing criterion has been suggested in order to order to automate the remeshing decision during finite element analysis of metal forming. In order to use for the remeshing decision, two of remeshing criteria have been investigated. One is the use of error estimates based on errors in stresses and strain rate of the finite element solution and the other is the use of geometric characterisreics of distorted elements. As a result, the strain rate error estimate in power norm based on the former is found to give more valuable information about remeshing decision than the ones based on the latter. Examples are given to demon- strate the usefulness of the suggested eroor estimate as a remeshing criterion.