• 제목/요약/키워드: hierarchical estimation

검색결과 209건 처리시간 0.024초

소지역모형 추정기법을 활용한 전·월세 추정 (A case study of small area estimation about charter and monthly rent price index)

  • 이승수;박원란;정성석
    • Journal of the Korean Data and Information Science Society
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    • 제28권2호
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    • pp.327-337
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    • 2017
  • 조사를 통한 자료생성은 시간과 경제적인 제약이 많고, 조사 방법 및 특성에 따라 자료의 질이 결정되며, 수집된 조사정보를 통계정보로 활용하기까지 오랜 시간이 소요된다. 이와 같은 어려움을 줄이고자 조사 표본설계 단위 보다 작은 지역 또는 다른 영역에 대한 자료를 기존에 조사된 자료 및 행정자료를 이용하여 추정하는 소지역추정 통계방법 활용 연구는 꾸준히 진행되고 있다. 따라서 본 논문에서는 소지역추정기법을 이용하여 인간이 기본적인 삶을 영위하는데 반드시 필요한 필수재이며, 동시에 우리나라에서 투자재로서의 특징을 나타내는 주택과 관련하여, 요즈음 새로운 주거형태를 차지하는 전세와 월세 지수에 모형기반 소지역추정기법을 적용하고자 한다. 적용된 소지역추정 모형은 회귀모형 추정법, 계층적 베이지안 추정법, 시-공간적 추정법이며, 분석결과 전세와 월세에서 시-공간적 추정모형이 가장 효율적인 것으로 나타났다.

Robust Hierarchical Data Fusion Scheme for Large-Scale Sensor Network

  • Song, Il Young
    • 센서학회지
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    • 제26권1호
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    • pp.1-6
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    • 2017
  • The advanced driver assistant system (ADAS) requires the collection of a large amount of information including road conditions, environment, vehicle status, condition of the driver, and other useful data. In this regard, large-scale sensor networks can be an appropriate solution since they have been designed for this purpose. Recent advances in sensor network technology have enabled the management and monitoring of large-scale tasks such as the monitoring of road surface temperature on a highway. In this paper, we consider the estimation and fusion problems of the large-scale sensor networks used in the ADAS. Hierarchical fusion architecture is proposed for an arbitrary topology of the large-scale sensor network. A robust cluster estimator is proposed to achieve robustness of the network against outliers or failure of sensors. Lastly, a robust hierarchical data fusion scheme is proposed for the communication channel between the clusters and fusion center, considering the non-Gaussian channel noise, which is typical in communication systems.

Spatio-temporal models for generating a map of high resolution NO2 level

  • Yoon, Sanghoo;Kim, Mingyu
    • Journal of the Korean Data and Information Science Society
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    • 제27권3호
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    • pp.803-814
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    • 2016
  • Recent times have seen an exponential increase in the amount of spatial data, which is in many cases associated with temporal data. Recent advances in computer technology and computation of hierarchical Bayesian models have enabled to analyze complex spatio-temporal data. Our work aims at modeling data of daily average nitrogen dioxide (NO2) levels obtained from 25 air monitoring sites in Seoul between 2003 and 2010. We considered an independent Gaussian process model and an auto-regressive model and carried out estimation within a hierarchical Bayesian framework with Markov chain Monte Carlo techniques. A Gaussian predictive process approximation has shown the better prediction performance rather than a Hierarchical auto-regressive model for the illustrative NO2 concentration levels at any unmonitored location.

On prediction of random effects in log-normal frailty models

  • Ha, Il-Do;Cho, Geon-Ho
    • Journal of the Korean Data and Information Science Society
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    • 제20권1호
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    • pp.203-209
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    • 2009
  • Frailty models are useful for the analysis of correlated and/or heterogeneous survival data. However, the inferences of fixed parameters, rather than random effects, have been mainly studied. The prediction (or estimation) of random effects is also practically useful to investigate the heterogeneity of the hospital or patient effects. In this paper we propose how to extend the prediction method for random effects in HGLMs (hierarchical generalized linear models) to log-normal semiparametric frailty models with nonparametric baseline hazard. The proposed method is demonstrated by a simulation study.

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Bayesian Curve-Fitting in Semiparametric Small Area Models with Measurement Errors

  • Hwang, Jinseub;Kim, Dal Ho
    • Communications for Statistical Applications and Methods
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    • 제22권4호
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    • pp.349-359
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    • 2015
  • We study a semiparametric Bayesian approach to small area estimation under a nested error linear regression model with area level covariate subject to measurement error. Consideration is given to radial basis functions for the regression spline and knots on a grid of equally spaced sample quantiles of covariate with measurement errors in the nested error linear regression model setup. We conduct a hierarchical Bayesian structural measurement error model for small areas and prove the propriety of the joint posterior based on a given hierarchical Bayesian framework since some priors are defined non-informative improper priors that uses Markov Chain Monte Carlo methods to fit it. Our methodology is illustrated using numerical examples to compare possible models based on model adequacy criteria; in addition, analysis is conducted based on real data.

Using Hierarchical Performance Modeling to Determine Bottleneck in Pattern Recognition in a Radar System

  • Alsheikhy, Ahmed;Almutiry, Muhannad
    • International Journal of Computer Science & Network Security
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    • 제22권3호
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    • pp.292-302
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    • 2022
  • The radar tomographic imaging is based on the Radar Cross-Section "RCS" of the materials of a shape under examination and investigation. The RCS varies as the conductivity and permittivity of a target, where the target has a different material profile than other background objects in a scene. In this research paper, we use Hierarchical Performance Modeling "HPM" and a framework developed earlier to determine/spot bottleneck(s) for pattern recognition of materials using a combination of the Single Layer Perceptron (SLP) technique and tomographic images in radar systems. HPM provides mathematical equations which create Objective Functions "OFs" to find an average performance metric such as throughput or response time. Herein, response time is used as the performance metric and during the estimation of it, bottlenecks are found with the help of OFs. The obtained results indicate that processing images consumes around 90% of the execution time.

Bayes Estimation for the Reliability and Hazard Rate the Burr Type X Failure Model

  • Jang Sik Cho;Hee Jae Kim;Sang Gil Kang
    • Communications for Statistical Applications and Methods
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    • 제5권3호
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    • pp.723-731
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    • 1998
  • In this paper, we consider a hierarchical Bayes estimation of the parameter, the reliability and hazard rate function based on samples from a Burr type X failure model. Bayes calculations can be implemented by means of the Gibbs sampler and a numerical study us provided.

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계층적 모션 추정을 통한 장면 분할 기법 (Scene Segmentation using a Hierarchical Motion Estimation Technique)

  • 김모곤;우종선;정순기
    • 대한전자공학회:학술대회논문집
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    • 대한전자공학회 2002년도 하계종합학술대회 논문집(3)
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    • pp.203-206
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    • 2002
  • We propose the new algorithm for scene segmentation. The proposed system consists motion estimation module and motion segmentation module. The former estimates 2D-motion value for each pixel position from two images transformed by wavelet. The latter determine scene segments well fitting on dominant affine motion models. What distinguishes proposed algorithm from other methods is that it needs not other post-processing for scene segmentation. We can manipulate both multimedia data and objects in virtual environment using proposed algorithm.

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Burr 고장모형에서 신뢰도와 고장률의 베이지안 추정 (Bayesian Estimation of the Reliability and Failure Rate Functions for the Burr Type-? Failure Model)

  • 이우동;강상길
    • 품질경영학회지
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    • 제25권4호
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    • pp.71-78
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    • 1997
  • In this paper, we consider a hierarchical Bayes estimation of the parameter, the reliability and failure rate functions based on type-II censored samples from a Burr type-? failure time model. The Gibbs sampler a, pp.oach brings considerable conceptual and computational simplicity to the calculation of the posterior marginals and reliability. A numerical study is provided.

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문직운전계통을 포함한 전럭계통에서의 상태주정에 관한 연구 (Interconnected AC/DC System)

  • 김준현;박건수;이종범
    • 대한전기학회논문지
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    • 제37권1호
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    • pp.1-9
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    • 1988
  • This paper descibes a method for the state estimation in power systems with interconnected AC/DC system. The state values in interconnected AC/DC system are estimated using measurement values with the pseudo measurement so that the number of telemetering measurement can be reduced. Especially, the state values in AC system are estimated through hierarchical method after system decomposition including superposition bus was formed for the state estimation in large-scale power systems. The results of the application to the two model power systems show the dffectiveness of the presented algorithms.

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