• Title/Summary/Keyword: mean squared deviation

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ESTIMATING VARIOUS MEASURES IN NORMAL POPULATION THROUGH A SINGLE CLASS OF ESTIMATORS

  • Sharad Saxena;Housila P. Singh
    • Journal of the Korean Statistical Society
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    • v.33 no.3
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    • pp.323-337
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    • 2004
  • This article coined a general class of estimators for various measures in normal population when some' a priori' or guessed value of standard deviation a is available in addition to sample information. The class of estimators is primarily defined for a function of standard deviation. An unbiased estimator and the minimum mean squared error estimator are worked out and the suggested class of estimators is compared with these classical estimators. Numerical computations in terms of percent relative efficiency and absolute relative bias established the merits of the proposed class of estimators especially for small samples. Simulation study confirms the excellence of the proposed class of estimators. The beauty of this article lies in estimation of various measures like standard deviation, variance, Fisher information, precision of sample mean, process capability index $C_{p}$, fourth moment about mean, mean deviation about mean etc. as particular cases of the proposed class of estimators.

Signal-to-Noise Ratio Formulas of a Scalar Gaussian Quantizer Mismatched to a Laplacian Source

  • Rhee, Ja-Gan;Na, Sang-Sin
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.36 no.6C
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    • pp.384-390
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    • 2011
  • The paper derives formulas for the mean-squared error distortion and resulting signal-to-noise (SNR) ratio of a fixed-rate scalar quantizer designed optimally in the minimum mean-squared error sense for a Gaussian density with the standard deviation ${\sigma}_q$ when it is mismatched to a Laplacian density with the standard deviation ${\sigma}_q$. The SNR formulas, based on the key parameter and Bennett's integral, are found accurate for a wide range of $p\({\equiv}\frac{\sigma_p}{\sigma_q}\){\geqq}0.25$. Also an upper bound to the SNR is derived, which becomes tighter with increasing rate R and indicates that the SNR behaves asymptotically as $\frac{20\sqrt{3{\ln}2}}{{\rho}{\ln}10}\;{\sqrt{R}}$ dB.

Modifications of single and double EWMA feedback controllers for balancing the mean squared deviation and the adjustment variance (편차제곱평균과 수정량분산의 균형을 위한 단일 및 이중 지수가중이동평균 피드백 수정기의 수정)

  • Park, Chang-Soon;Kwon, Sung-Gu
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.1
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    • pp.11-24
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    • 2009
  • The process controller in the adjustment procedure is often used effectively to control the process level close to target when noise is present and unremovable. Examples of the robust controller are single EWMA controller and double EWMA controller. Double EWMA controller is designed to reduce the offset of the process deviation, which single EWMA can not eliminate. In this paper, the two controllers are modified by taking EWMA of the original controller to reduce the adjustment variance, which may become excessively large when the two given controllers are implemented. It is shown that the EWMA modification of the given controllers is successful in reducing the adjustment variance, while the mean squared deviation increases slightly.

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AN INTEGRATED PROCESS CONTROL PROCEDURE WITH REPEATED ADJUSTMENTS AND EWMA MONITORING UNDER AN IMA(1,1) DISTURBANCE WITH A STEP SHIFT

  • Park, Chang-Soon
    • Journal of the Korean Statistical Society
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    • v.33 no.4
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    • pp.381-399
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    • 2004
  • Statistical process control (SPC) and engineering process control (EPC) are based on different strategies for process quality improvement. SPC re-duces process variability by detecting and eliminating special causes of process variation, while EPC reduces process variability by adjusting compensatory variables to keep the quality variable close to target. Recently there has been need for an integrated process control (IPC) procedure which combines the two strategies. This paper considers a scheme that simultaneously applies SPC and EPC techniques to reduce the variation of a process. The process model under consideration is an IMA(1,1) model with a step shift. The EPC part of the scheme adjusts the process, while the SPC part of the scheme detects the occurrence of a special cause. For adjusting the process repeated adjustment is applied according to the predicted deviation from target. For detecting special causes the exponentially weighted moving average control chart is applied to the observed deviations. It was assumed that the adjustment under the presence of a special cause may increase the process variability or change the system gain. Reasonable choices of parameters for the IPC procedure are considered in the context of the mean squared deviation as well as the average run length.

Due Date Determination on the MSD Problem with a Common Due Date Window (공통의 납기 구간을 가지는 MSD 문제에서의 납기 결정)

  • Han, Tae-Chang;Kim, Chae-Bogk;Lee, Dong-Hoon
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.31 no.4
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    • pp.1-9
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    • 2008
  • JIT 생산시스템이 세계적으로 많은 회사에 적용됨에 따라 earliness와 tardiness의 페널티를 동시에 최소화하는 문제에 대한 많은 연구가 진행되어 왔다. 이 연구에서는 한정된 완료시간의 편차에 대해서는 페널티를 부과하지 않는, 즉 허용오차가 존재할 때, 공통의 납기로부터 평균제곱편차(MSD : Mean Squared Deviation)를 최소화하는 단일기계 문제를 다룬다. 허용오차가 존재하는 MSD 문제에서 최적의 공통 납기를 결정하는 방법을 개발한다. 스케줄과 허용 오차가 주어질 때, 최적의 납기를 찾는 두 개의 선형시간이 소요되는 알고리즘을 제시한다. 주어진 허용오차 중 하나는 가장 짧은 가공시간을 가지는 작업의 절반보다 작은 경우이며 다른 하나는 허용오차가 임의인 경우이다.

On the Estimation of the Process Deviation Based on the Gini's Mean Difference (지니(Gini)의 평균차이를 이용한 공정산포 추정)

  • 남호수;이병근;정현석
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.23 no.58
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    • pp.113-118
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    • 2000
  • Estimation of the process deviation is an important problem in statistical process control, especially in the control chart, process capability analysis or measurement system analysis. In this paper we suggest the use of the Gini's mean difference for the estimation of the c, the measure of the process deviation through a lots of simulations in various types of distributions. The Gini's mean difference uses the differences of all possible pairs of data. This point will improve the efficiency of estimation. In various classes of distributions, the Gini's mean difference shows good performance, in sense of bias of estimates or mean squared errors.

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Prediction of Chest Deflection Using Frontal Impact Test Results and Deep Learning Model (정면충돌 시험결과와 딥러닝 모델을 이용한 흉부변형량의 예측)

  • Kwon-Hee Lee;Jaemoon Lim
    • Journal of Auto-vehicle Safety Association
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    • v.15 no.1
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    • pp.55-62
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    • 2023
  • In this study, a chest deflection is predicted by introducing a deep learning technique with the results of the frontal impact of the USNCAP conducted for 110 car models from MY2018 to MY2020. The 120 data are divided into training data and test data, and the training data is divided into training data and validation data to determine the hyperparameters. In this process, the deceleration data of each vehicle is averaged in units of 10 ms from crash pulses measured up to 100 ms. The performance of the deep learning model is measured by the indices of the mean squared error and the mean absolute error on the test data. A DNN (Deep Neural Network) model can give different predictions for the same hyperparameter values at every run. Considering this, the mean and standard deviation of the MSE (Mean Squared Error) and the MAE (Mean Absolute Error) are calculated. In addition, the deep learning model performance according to the inclusion of CVW (Curb Vehicle Weight) is also reviewed.

A Comparative Study on Bayes Estimators for the Multivariate Normal Mcan

  • Kim, Dal-Ho;Lee, In suk;Kim, Hyun-Sook
    • Communications for Statistical Applications and Methods
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    • v.6 no.2
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    • pp.501-510
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    • 1999
  • In this paper, we consider a comparable study on three Bayes procedures for the multivariate normal mean estimation problem. In specific we consider hierarchical Bayes empirical Bayes and robust Bayes estimators for the normal means. Then three procedures are compared in terms of the four comparison criteria(i.e. Average Relative Bias (ARB) Average Squared Relative Bias (ASRB) Average Absolute Bias(AAB) Average Squared Deviation (ASD) using the real data set.

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Bayesian inference in finite population sampling under measurement error model

  • Goo, You Mee;Kim, Dal Ho
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.6
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    • pp.1241-1247
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    • 2012
  • The paper considers empirical Bayes (EB) and hierarchical Bayes (HB) predictors of the finite population mean under a linear regression model with measurement errors We discuss how to calculate the mean squared prediction errors of the EB predictors using jackknife methods and the posterior standard deviations of the HB predictors based on the Markov Chain Monte Carlo methods. A simulation study is provided to illustrate the results of the preceding sections and compare the performances of the proposed procedures.

SIMULATED ANNEALING APPROACH FOR MINIMIZING THE MEAN SQUARED DEVIATION FROM A DUE DATE (공통 납기로부터 편차의 평균 제곱을 최소화하는 모의 뜨임 접근 방법)

  • Kim, Chae Bogk;Lee, Dong Hoon
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.22 no.52
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    • pp.87-96
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    • 1999
  • 본 연구는 공통의 납기로부터 완성 시간의 편차의 평균제곱을 최소화하는 문제를 비제약적인 경우와 제약적인 경우에 다루고 있다. 모의 뜨임 기법을 이용하여 Eilon과 Chowdhury의 [4] 논문에 있는 예제를 테스트하였다. 제안된 자기 발견적 기법은 대부분의 경우에 좋은 해를 제공하였으며, 작업의 수가 200인 경우에도 해를 1초안에 찾았다. 비제약적인 경우와 제약적인 경우의 계산 결과가 제시되었으며, 다른 자기 발견적 기법에 의한 계산 결과와 비교하였다.

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