• 제목/요약/키워드: error variance

검색결과 727건 처리시간 0.027초

Applicability of the Ordinary Least Squares Procedure When Both Variables are Subject to Error

  • Kim, Kil-Soo;Byun, Jai-Hyun;Yum, Bong-Jin
    • 한국경영과학회지
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    • 제21권1호
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    • pp.163-170
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    • 1996
  • An errors-in-variables model (EVM) differs from the classical regression model in that in the former the independent variable is also subject to error. This paper shows that to assess the applicability of the ordinary least squares (OLS) estimation procedure to the EVM, the relative dispersion of the independent variable to its error variance must be also considered in addition to Mandel's criterion. The effect of physically reducing the variance of errors in the independent variable on the performance of the OLS slope estimator is also discussed.

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다경로 페이딩 채널에서 OFDM의 성능분석 (Performance analysis of OFDM on the multi-path fading channel)

  • 정영모;이상욱
    • 한국통신학회논문지
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    • 제21권11호
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    • pp.2923-2931
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    • 1996
  • In this paper, the symbol error probability for orthogonal frequency division multiplexing (OFDM) in the multipath fading environment is obtained analytically. In the analysis, OFDM signals with and without the guard interval are considered, and the two-ray fading model is used for the multi-path fading channel. From the analysis results, it is found that the adjacent subchannel interfernce increases the symbol error rate when the guard interval is not employed or shorter than the length of the delay. It is also shown that the adjacent subchannel interference is a Gaussian random variable and its variance depends on the subchannel location and the number of subchannels. Finally, it is found that the variance of the subchannel interference also increases as the power of the signal increases for the OFDM with insufficient guard interval, yieldin an irreducible error at high signal to noise ratio.

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생산, 측정 및 교정 프로세스에서 오차 유형화에 의한 확장 공정능력지수의 개발 (Development of Extended Process Capability Index in Terms of Error Classification in the Production, Measurement and Calibration Processes)

  • 최성운
    • 대한안전경영과학회지
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    • 제11권2호
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    • pp.117-126
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    • 2009
  • We develop methods for propagating and analyzing EPCI(Extended Process Capability Index) by using the error type that classifies into accuracy and precision. EPCI developed in this study can be applied to the three combined processes that consist of production, measurement and calibration. Little calibration work discusses while a great deal has been studied about SPC(Statistical Process Contol) and MSA(Measurement System Analysis). EPCI can be decomposed into three indexes such as PPCI(Production Process Capability Index), PPPI(Production Process Performance Index), MPCI(Measurement PCD, and CPCI(Calibration PCI). These indexs based on the type of error classification can be used with various statistical techniques and principles such as SPC control charts, ANOVA(Analysis of Variance), MSA Gage R&R, Additivity-of-Variance, and RSSM(Root Sum of Square Method). As the method proposed is simple, any engineer in charge of SPC. MSA and calibration can use efficientily in industries. Numerical examples are presentsed. We recommed that the indexes can be used in conjunction with evaluation criteria.

실험계획법에서 오차항의 가정 검토방안 (Assessment of Properties of Error Terms in Design of Experiment)

  • 최성운
    • 대한안전경영과학회:학술대회논문집
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    • 대한안전경영과학회 2012년 춘계학술대회
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    • pp.579-583
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    • 2012
  • The Design of Experiment (DOE) is a most practical technique when establishing an optimal condition for production technology in Six Sigma innovation project. This research proposes the assessment of properties of error terms, such as normality, equal variance, unbiasedness and independence. The properties of six nonparametric ranking techniques for checking normality assumption are discussed as well as run test which is used to identify the randomness, and to check unbiased assumption. Furthermore, Durbin-Watson (DW) statistics and ARIMA (p,d,q) process are discussed to identify the serial correlation.

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Laplacian 분포 함수를 이용한 양자화 잡음 모델링 (Modeling Quantization Error using Laplacian Probability Density function)

  • 최지은;이병욱
    • 한국통신학회논문지
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    • 제26권11A호
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    • pp.1957-1962
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    • 2001
  • 영상 압축 또는 영상 부호화에서 후처리, 복원, transcoding을 하는 경우, DCT 계수의 양자화 잡음 모델이 필요하다. 양자화 된 계수만 알고 있는 경우에는 양자화 되기 전의 분포를 구할 수 없다. 본 논문에서는 양자화 되기 전의 DCT 계수의 확률 분포함수를 Laplacian으로 가정하고, 양자화된 계수로부터 분산을 구하고 이를 사용하여 양자화 이전의 분산을 추정하는 방법을 제시하였다. 여러 영상을 사용한 실험을 통하여 제안된 방법의 결과가 기존의 방법에서는 분산이 작게 나오는 단점을 보완하는 것을 확인하였다.

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Estimating the Number of Clusters using Hotelling's

  • Choi, Kyung-Mee
    • Communications for Statistical Applications and Methods
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    • 제12권2호
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    • pp.305-312
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    • 2005
  • In the cluster analysis, Hotelling's $T^2$ can be used to estimate the unknown number of clusters based on the idea of multiple comparison procedure. Especially, its threshold is obtained according to the probability of committing the type one error. Examples are used to compare Hotelling's $T^2$ with other classical location test statistics such as Sum-of-Squared Error and Wilks' $\Lambda$ The hierarchical clustering is used to reveal the underlying structure of the data. Also related criteria are reviewed in view of both the between variance and the within variance.

앙상블의 편기와 분산을 이용한 패턴 선택 (Pattern Selection Using the Bias and Variance of Ensemble)

  • 신현정;조성중
    • 대한산업공학회지
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    • 제28권1호
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    • pp.112-127
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    • 2002
  • A useful pattern is a pattern that contributes much to learning. For a classification problem those patterns near the class boundary surfaces carry more information to the classifier. For a regression problem the ones near the estimated surface carry more information. In both cases, the usefulness is defined only for those patterns either without error or with negligible error. Using only the useful patterns gives several benefits. First, computational complexity in memory and time for learning is decreased. Second, overfitting is avoided even when the learner is over-sized. Third, learning results in more stable learners. In this paper, we propose a pattern 'utility index' that measures the utility of an individual pattern. The utility index is based on the bias and variance of a pattern trained by a network ensemble. In classification, the pattern with a low bias and a high variance gets a high score. In regression, on the other hand, the one with a low bias and a low variance gets a high score. Based on the distribution of the utility index, the original training set is divided into a high-score group and a low-score group. Only the high-score group is then used for training. The proposed method is tested on synthetic and real-world benchmark datasets. The proposed approach gives a better or at least similar performance.

비공통오차 증가로 인한 위성항법보강시스템 위치 오차 분산 변화 분석 (Analysis of Position Error Variance on GNSS Augmentation System due to Non-Common Measurement Error)

  • 전향식;안종선;염찬홍;이영재;최영규
    • 한국정보통신학회논문지
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    • 제12권6호
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    • pp.1045-1050
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    • 2008
  • 위성항법보강시스템은 위성항법시스템 (GNSS : Global Navigation Satellite System)의 측정값에 오차 성분을 제거하여 정밀한 항법 정보를 제공한다. 하지만 기준국과 이동국 사이의 공통오차(전리층 지연, 대류층지연, 위성 시계오차, 궤도력 오차)는 제거할 수 있지만 전리층, 대류층, 신호잡음 등에 의해 발생하는 노이즈 성분의 비공통 오차는 제거 할 수 없다. 비공통오차는 항법정보의 오차를 발생하여, 항공기가 잘못된 위치 정보를 사용할 수 있으며, 특히 이 착륙시에 잘못된 항법정보는 항공기 안전에 심각한 영향을 미치게 된다. 본 논문에서는 다중 기준국을 사용하여 유동적인 전리층 및 대류층 습윤 증기량에 따라 비공통오차의 증가를 위치 오차 분산 변화를 통해 확인하였다.

비선형 회귀모형에서 오차의 분산에 따른 예비검정 추정방법 (Preliminary test estimation method accounting for error variance structure in nonlinear regression models)

  • 유혜원;임창원
    • 응용통계연구
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    • 제29권4호
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    • pp.595-611
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    • 2016
  • 일반적으로 독성학 또는 약리학에서는 자료를 분석할 때 Hill Model과 같은 비선형 회귀모형을 사용한다. 비선형 회귀모형에서 모수의 추정량과 그것의 불확실성(uncertainty)에 대한 측도의 추정은 오차의 분산 구조에 영향을 받게 된다. 따라서 자료가 등분산인지 혹은 이분산인지에 따라 사용하여야 할 추정 방법이 달라져야 한다. 그러나 일반적으로 자료를 실제로 분석하기 전에는 오차의 분산구조에 대해서 잘 알 수 없다. 그러므로 오차의 분산구조에 로버스트한 추정 방법을 개발하는 것은 중요한 문제이다. 본 논문에서는 예비검정 방법을 기반으로 한 비선형 회귀모형에서의 모수 추정 방법을 제안하였다. 오차 분산의 등분산성에 대한 간단한 예비검정의 결과에 따라 보통 최소제곱 추정(ordinary Least Square Estimation) 방법과 반복 가중 최소제곱 추정(iterative weighted least square estimation) 방법을 사용하는 추정량을 정의하였다. 제안된 추정량은 모의실험 연구를 통하여 기존의 표준적인 추정량들과 그 성능을 비교하였다. 또한 미국의 National Toxicology Program으로부터 얻어진 실제자료를 사용하여 추정 방법들을 비교하였다.

디지털 PID 제어기의 제한 요소 영향 분석(II):유한 단어 길이 문 (Analysis of Limitation Factor Effects on Digital PID Controller(II) : Finite Wordlength Issue)

  • 홍석민;김인중;이상정
    • 대한전기학회논문지
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    • 제43권2호
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    • pp.318-329
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    • 1994
  • This paper deals with the finite wordlength effect on the performance of digital PID controllers. The finite wordlength, one of the major limitation factors in digital controllers, results on two kinds of quantization error : the signal quantization error and the coefficient quantization error. This paper derives the variance of the plant output due to the signal quantization error. Using stability margins as performance criterion, the statistical wordlength concept is adopted for coefficient wordlength selection. Finally, the experimental results exhibit satisfactory performance of the digital PID controller with statistical coefficient wordlength.