• Title/Summary/Keyword: estimation errors

Search Result 1,452, Processing Time 0.036 seconds

Estimating the AUC of the MROC curve in the presence of measurement errors

  • G, Siva;R, Vishnu Vardhan;Kamath, Asha
    • Communications for Statistical Applications and Methods
    • /
    • v.29 no.5
    • /
    • pp.533-545
    • /
    • 2022
  • Collection of data on several variables, especially in the field of medicine, results in the problem of measurement errors. The presence of such measurement errors may influence the outcomes or estimates of the parameter in the model. In classification scenario, the presence of measurement errors will affect the intrinsic cum summary measures of Receiver Operating Characteristic (ROC) curve. In the context of ROC curve, only a few researchers have attempted to study the problem of measurement errors in estimating the area under their respective ROC curves in the framework of univariate setup. In this paper, we work on the estimation of area under the multivariate ROC curve in the presence of measurement errors. The proposed work is supported with a real dataset and simulation studies. Results show that the proposed bias-corrected estimator helps in correcting the AUC with minimum bias and minimum mean square error.

A Computer Program for Weibull Parameter Estimation (와이블분포(分布) 모수추정(母數推定)의 컴퓨터 프로그램)

  • Eom, Tae-Won;Jeong, Su-Il
    • Journal of Korean Society for Quality Management
    • /
    • v.9 no.1
    • /
    • pp.51-60
    • /
    • 1981
  • This paper deals with the estimation of the Weibull parameters, which have a close relation with product reliability characteristics. Among the many kinds of estimation methods, Ishikawa's Weibull Probability Paper (WPP) is commonly used. The WPP is very convenient, but it has a great disadvantage in estimation accuracy by plotting method. It is very difficult to get the same results even if one use the same data several times. A computer program for the regression method is used for the parameter estimation to reduce these errors.

  • PDF

A Study on Spatial Aggregation Method for Path Travel Time Estimation using Hi-Pass DSRC System (하이패스 DSRC 기반의 경로통행시간 산정을 위한 공간적 집계방안 산정에 관한 연구)

  • Lee, Hwanpil;Shim, Sangwoo;Choi, Yuntaek;Kim, Dongin
    • International Journal of Highway Engineering
    • /
    • v.16 no.3
    • /
    • pp.119-129
    • /
    • 2014
  • PURPOSES : This investigational survey is to observe a proper spatial aggregation method for path travel time estimation using the hi-pass DSRC system. METHODS : The links which connect the nodes of section detectors location are used for path travel time estimation traditionally. It makes some problem such as increasing accumulation errors and processing times. In this background, the new links composition methods for spatial aggregation are considered by using some types of nodes as IC, JC, RSE combination. Path travel times estimated by new aggregation methods are compared with PBM travel times by MAE, MAPE and statistical hypothesis tests. RESULTS : The results of minimum sample size and missing rate for 5 minutes aggregation interval are satisfied except for JC link path travel time in Seoul TG~Kuemho JC. Thus, it was additionally observed for minimum sample size satisfaction. In 15, 30 minutes and 1 hour aggregation intervals, all conditions are satisfied by the minimum sample size criteria. For accuracy test and statistical hypothesis test, it has been proved that RSE, Conzone, IC, JC links have equivalent errors and statistical characteristics. CONCLUSIONS : There are some errors between the PBM and the LBM methods that come from dropping vehicles by rest areas. Consequently, this survey result means each of links compositions are available for the estimation of path travel time when PBM vehicles are missed.

Two-Part Tax for Polluting Oligopolists with Endogenous Entry (내생적 시장진입 구조에서 오염배출 과점기업에 대한 이부 환경세)

  • Park, Chul-Hi;Lee, Sang-Ho
    • Environmental and Resource Economics Review
    • /
    • v.19 no.3
    • /
    • pp.459-483
    • /
    • 2010
  • This paper constructs the two-part tax-a combined form of output tax and entrance fee-for polluting oligopolists under endogenous entry. In the presence of external damage that varies exogenously with aggregate output, we show that the two-part tax produces the ex post Pigouvian rule and thus achieves the first-best optimum. We also examine a detailed analysis of the impact of the two-part tax on social welfare and government revenues. Finally, when estimation errors exist in the process of regulation, we identify the incentive conflicts between interest groups and analyze the effects of estimation errors on determining optimal tax. In particular, we show that if the regulator takes care of both welfare loss and revenue gain under the proposed two-part tax, not only over-estimation on the slope of external damage but also under-estimation on the slope of market demand should be taken into the policy consideration.

  • PDF

Real-Time Estimation and Compensation of the Laser Interferometer in Nano-Scale

  • Lee, Yong-Woo;Choi, Hyun-Seok;Park, Tong-Jin;Han, Chang-Soo;Choi, Tae-Hoon;Lee, Nak-Kyu;Lee, Hyoung-Wook;Na, Kyung-Hwan
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 2003.10a
    • /
    • pp.1225-1230
    • /
    • 2003
  • In this study, Real-time estimation and compensation procedure are developed for the laser interferometer. This system is designed with homodyne quadrature-phase detection method using the Laser interferometer. The errors in this system are due to noise, disturbance and undefined model dynamics. DSP(Digital Signal Processor) is applied for real time compensation of these errors. This estimator and compensation is verified with measurement test.

  • PDF

Vector Channel Modeling & Position Estimation using Direction Finding Methods for CDMA Mobile Wireless Systems (CDMA 환경에서 위치추정을 위한 벡터채널 모델링과 Direction Finding을 이용한 위치 추정)

  • 김장섭;이용우;정우곤
    • Proceedings of the IEEK Conference
    • /
    • 1999.11a
    • /
    • pp.27-30
    • /
    • 1999
  • A spatio-temporal vector channel model is introduced for the position location (PL) estimation problem for CDMA cellular system environment. Two common ways for the PL make use of the AOA (Angle Of Arrival) and TDOA (Time Difference Of Arrival) from a subscriber to the multiple sensors (base stations). In this paper, we applied the derived vector channel to simulate the multipath channel for the angle of the signal arrival in CDMA systems. Cross-correlation method is a good candidate among other direction finding algorithms available in literature, especially in wideband modulation as in the CDMA system. The PL estimation errors are evaluated for different channels, which are obtained as a parameter of scattering radius of the suggested model. We noted that the number of sensors (base-stations) are related to the PL errors in favor of the available data.

  • PDF

The SOC, Capacity-fade, Resistance-fade Estimation Technique using Sliding Mode Observer for Hybrid Electric Vehicle Lithium Battery (하이브리드 자동차용 리튬배터리의 충전량, 용량감퇴, 저항감퇴 예측을 위한 슬라이딩 모드 관측기 설계)

  • Kim, Il-Song;Lhee, Chin-Gook
    • The Transactions of The Korean Institute of Electrical Engineers
    • /
    • v.57 no.5
    • /
    • pp.839-844
    • /
    • 2008
  • A novel state of health estimation method for hybrid electric vehicle lithium battery using sliding mode observer has been presented. A simple R-C circuit method has been used for the lithium battery modeling for the reduced calculation time and system resources due to the simple matrix operations. The modeling errors of simple model are compensated by the sliding mode observer. The design methodology for state of health estimation using dual sliding mode observer has been presented in step by step. The structure of the proposed system is simple and easy to implement, but it shows robust control property against modeling errors and temperature variations. The convergence of proposed observer system has been proved by the Lyapunov inequality equation and the performance of system has been verified by the sequence of urban dynamometer driving schedule test. The test results show the proposed observer system has superior tracking performance with reduced calculation time under the real driving environments.

Performance Improvement of the Inverse Modeling using Adaptive Line Enhancer (적응 선형 증진기를 이용한 인버스 모델링의 성능향상)

  • Kim, Heung-Sub;Hong, Jin-Seok;Son, Dong-Gu;Shin, Jun;Oh, Jae-Eung
    • Proceedings of the Korean Society of Precision Engineering Conference
    • /
    • 1996.11a
    • /
    • pp.267-271
    • /
    • 1996
  • In this study, performance improvement of the inverse modeling as the on-line control method for the estimation, control experiment is performed. As the modeling errors is occurred in duct system arbitrarily, a case using the filtered-x LMS algorithm only as the control method, a case using tile inverse modeling method only and a case using the inverse modeling with the adaptive line enhancer are compared. The estimation errors between real secondary path transfer functions and the estimated and the control performances of primary noises with these estimated transfer functions are compared.

  • PDF