• Title/Summary/Keyword: least-scale

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On the Estimation in Regression Models with Multiplicative Errors

  • Park, Cheol-Yong
    • Journal of the Korean Data and Information Science Society
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    • v.10 no.1
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    • pp.193-198
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    • 1999
  • The estimation of parameters in regression models with multiplicative errors is usually based on the gamma or log-normal likelihoods. Under reciprocal misspecification, we compare the small sample efficiencies of two sets of estimators via a Monte Carlo study. We further consider the case where the errors are a random sample from a Weibull distribution. We compute the asymptotic relative efficiency of quasi-likelihood estimators on the original scale to least squares estimators on the log-transformed scale and perform a Monte Carlo study to compare the small sample performances of quasi-likelihood and least squares estimators.

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Time-varying physical parameter identification of shear type structures based on discrete wavelet transform

  • Wang, Chao;Ren, Wei-Xin;Wang, Zuo-Cai;Zhu, Hong-Ping
    • Smart Structures and Systems
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    • v.14 no.5
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    • pp.831-845
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    • 2014
  • This paper proposed a discrete wavelet transform based method for time-varying physical parameter identification of shear type structures. The time-varying physical parameters are dispersed and expanded at multi-scale as profile and detail signal using discrete wavelet basis. To reduce the number of unknown quantity, the wavelet coefficients that reflect the detail signal are ignored by setting as zero value. Consequently, the time-varying parameter can be approximately estimated only using the scale coefficients that reflect the profile signal, and the identification task is transformed to an equivalent time-invariant scale coefficient estimation. The time-invariant scale coefficients can be simply estimated using regular least-squares methods, and then the original time-varying physical parameters can be reconstructed by using the identified time-invariant scale coefficients. To reduce the influence of the ill-posed problem of equation resolving caused by noise, the Tikhonov regularization method instead of regular least-squares method is used in the paper to estimate the scale coefficients. A two-story shear type frame structure with time-varying stiffness and damping are simulated to validate the effectiveness and accuracy of the proposed method. It is demonstrated that the identified time-varying stiffness is with a good accuracy, while the identified damping is sensitive to noise.

FCM for the Multi-Scale Problems (고속 최소자승 점별계산법을 이용한 멀티 스케일 문제의 해석)

  • 김도완;김용식
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2002.10a
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    • pp.599-603
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    • 2002
  • We propose a new meshfree method to be called the fast moving least square reproducing kernel collocation method(FCM). This methodology is composed of the fast moving least square reproducing kernel(FMLSRK) approximation and the point collocation scheme. Using point collocation makes the meshfree method really come true. In this paper, FCM Is shown to be a good method at least to calculate the numerical solutions governed by second order elliptic partial differential equations with geometric singularity or geometric multi-scales. To treat such problems, we use the concept of variable dilation parameter.

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Consistency of a Modified W Test for Exponentiality

  • Kim, Namhyun
    • Communications for Statistical Applications and Methods
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    • v.9 no.3
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    • pp.629-637
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    • 2002
  • Shapiro and Wilk(1972) developed a test for exponentiality with origin and scale unknown. The procedure consists of comparing the generalized least squares estimate of scale with the estimate of scale given by the sample variance. However the test based on the statistic is inconsistent Kim(2001a) proposed a modified Shapiro-Wilk's test statistic using the ratio of two asymptotically efficient estimators of scale. In this paper, we study the consistency of the proposed test.

The Limit Distribution of a Modified W-Test Statistic for Exponentiality

  • Kim, Namhyun
    • Communications for Statistical Applications and Methods
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    • v.8 no.2
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    • pp.473-481
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    • 2001
  • Shapiro and Wilk (1972) developed a test for exponentiality with origin and scale unknown. The procedure consists of comparing the generalized least squares estimate of scale with the estimate of scale given by the sample variance. However the test statistic is inconsistent. Kim(2001) proposed a modified Shapiro-Wilk's test statistic based on the ratio of tow asymptotically efficient estimates of scale. In this paper, we study the asymptotic behavior of the statistic using the approximation of the quantile process by a sequence of Brownian bridges and represent the limit null distribution as an integral of a Brownian bridge.

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A domain-partition algorithm for the large-scale TSP (Large-scale TSP의 근사해법에 관한 연구)

  • 김현승;유형선
    • 제어로봇시스템학회:학술대회논문집
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    • 1991.10a
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    • pp.601-605
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    • 1991
  • In this paper an approximate solution method for the large-scale Traveling Salesman Problem(TSP) is presented. The method start with the subdivision of the problem domain into a number of clusters by considering their geometries. The clusters have limited number of nodes so as to get local solutions. They are linked to give the least path which covers the whole domain and become TSPs with start- and end-node. The approximate local solutions in each cluster are obtained by using geometrical property of the cluster, and combined to give an overall-approximate solution for the large-scale TSP.

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Estimation of baro-altimeter errors via model transition technique (모델 전이 기법을 이용한 기압고도계의 오차 추정)

  • 황익호
    • 제어로봇시스템학회:학술대회논문집
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    • 1996.10b
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    • pp.32-35
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    • 1996
  • In this paper, it is shown that the dominant errors of baro-altimeters can be characterized by bias and scale factor errors. Also an optimal filter for estimating both bias and scale factor is derived based on the concept of model transition. The optimal filter is, however, not realizable because the model transition hypotheses increase exponentially. Therefore a realizable suboptimal filter using the interacting multiple model(IMM) technique is proposed. Computer simulation results show that the estimation errors of the proposed filter are smaller than those of the conventional least squares algorithm with a forgetting factor when both the bias and the scale factor are varying.

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An Estimation of Parameters in Weibull Distribution Using Least Squares Method under Random Censoring Model (임의 중단모형에서 최소제곱법을 이용한 와이블분포의 모수 추정)

  • Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • v.7 no.2
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    • pp.263-272
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    • 1996
  • In this parer, under random censorship model, an estimation of scale and shape parameters in Weibull lifetime model is considered. Based on nonparametric estimator of survival function, the least square method is proposed. The proposed estimation method is simple and the performance of the proposed estimator is as efficient as maximum likelihood estimators. An example is presented, using field winding data. Simulation studies are performed to compare the performaces of the proposed estimator and maximum likelihood estimator.

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A Study of File Replacement Policy in Data Grid Environments (데이터 그리드 환경에서 파일 교체 정책 연구)

  • Park, Hong-Jin
    • The KIPS Transactions:PartA
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    • v.13A no.6 s.103
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    • pp.511-516
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    • 2006
  • The data grid computing provides geographically distributed storage resources to solve computational problems with large-scale data. Unlike cache replacement policies in virtual memory or web-caching replacement, an optimal file replacement policy for data grids is the one of the important problems by the fact that file size is very large. The traditional file replacement policies such as LRU(Least Recently Used) LCB-K(Least Cost Beneficial based on K), EBR(Economic-based cache replacement), LVCT(Least Value-based on Caching Time) have the problem that they have to predict requests or need additional resources to file replacement. To solve theses problems, this paper propose SBR-k(Sized-based replacement-k) that replaces files based on file size. The results of the simulation show that the proposed policy performs better than traditional policies.

System Identification of a Small Unmanned Rotorcraft (소형 무인 헬리콥터의 시스템 식별)

  • Ryu, Seong-Sook;Song, Yong-Kyu
    • Journal of Institute of Control, Robotics and Systems
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    • v.15 no.1
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    • pp.44-53
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    • 2009
  • In this paper, Recursive Least Squares (RLS) and Fourier Transform Regression (FTR) methods for estimating stability and control derivatives of small unmanned helicopter are evaluated together with MMLE technique. Flight data simulated by using a commercial small-scale helicopter model are exploited to estimate the parameters with accuracies for hover and cruise modes. The performances of the system identification methods are also compared by analyzing the responses of the reconstructed systems using estimated derivatives.