• 제목/요약/키워드: mean squared relative error

검색결과 61건 처리시간 0.034초

A New Convergence Behavior of the Least Mean Fourth Adaptive Algorithm for a Multiple Sinusoidal Input

  • Lee, Kang-Seung
    • 한국통신학회논문지
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    • 제26권12A호
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    • pp.2043-2049
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    • 2001
  • In this paper we study the convergence behavior of the least mean fourth(LMF) algorithm where the error raised to the power of four is minimized for a multiple sinusoidal input and Gaussian measurement noise. Here we newly obtain the convergence equation for the sum of the mean of the squared weight errors, which indicates that the transient behavior can differ depending on the relative sizes of the Gaussian noise and the convergence constant. It should be noted that no similar results can be expected from the previous analysis by Walach add Widrow.

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A New Result on the Convergence Behavior of the Least Mean Fourth Algorithm for a Multiple Sinusoidal Input

  • Lee, Kang-Seung
    • The Journal of the Acoustical Society of Korea
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    • 제18권2E호
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    • pp.3-9
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    • 1999
  • In this paper we study the convergence behavior of the least mean fourth(LMF) algorithm where the error raised to the power of four is minimized for a multiple sinusoidal input and Gaussian measurement noise. Here we newly obtain the convergence equation for the sum of the mean of the squared weight errors, which indicates that the transient behavior can differ depending on the relative sizes of the Gaussian noise and the convergence constant. It should be noted that no similar results can be expected from the previous analysis by Walach and Widrow/sup [1]/.

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HadGEM3-RA 기후모델 일강우자료를 이용한 빈도해석 성능 평가 (Assessment of Frequency Analysis using Daily Rainfall Data of HadGEM3-RA Climate Model)

  • 김성훈;김한빈;정영훈;허준행
    • 한국습지학회지
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    • 제21권spc호
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    • pp.51-60
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    • 2019
  • 본 연구에서는 기후변화 시나리오 자료를 이용하여 지점빈도해석(At-site Frequency Analysis, AFA)과 지역빈도해석(Regional Frequency Analysis, RFA) 등을 수행하였고, Monte Carlo simulation을 통한 RRMSE(relative root mean squared error) 값을 비교·분석함으로써 각 빈도해석 방법에 따른 성능을 평가하고자 하였다. 확률강우량 산정을 위하여 기상청에서 국가표준시나리오로 제공하는 RCM(Regional Climate Model) 자료 중 하나인 HadGEM3-RA(12.5km) 기후모델 자료로부터 우리나라 615개 지점에 대한 일 강우 자료를 추출하였고, 자료의 편의보정(bias correction)과 공간상세화(spatial disaggregation)를 위하여 분위사상법(quantile mapping)과 역거리제곱법(inverse distance squared method)을 적용하였다. 분석 결과 지역빈도해석 방법이 지점빈도해석보다 정확하게 확률강우량을 산정하는 것으로 나타났으며, 이는 기후변화 시나리오 기반의 확률강우량 산정시 지역빈도해석의 결과가 보다 합리적인 전망 결과를 도출할 것으로 판단된다.

서울지역의 지표오존농도 예보를 위한 전이함수모델 개발 (Development of a Transfer Function Model to Forecast Ground-level Ozone Concentration in Seoul)

  • 김유근;손건태;문윤섭;오인보
    • 한국대기환경학회지
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    • 제15권6호
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    • pp.779-789
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    • 1999
  • To support daily ground-level $O_3$ forecasting in Seoul, a transfer function model(TFM) has been developed by using surface meteorological data and pollutant data(previous-day [$O_3$] and [$NO_2$]) from 1 May to 31 August in 1997. The forecast performance of the TFM was evaluated by statistical comparison with $O_3$ concentration observed during September it is shown that correlation coefficient(R), root mean squared error(RMSE), normalized mean squared error(NMSE) and mean relative error(MRE) were 0.73, 15.64, 0.006 and 0.101, respectively. The TFM appeared to have some difficulty forecasting very high $O_3$ concentrations. To compare with this model, multiple regression model(MRM) was developed for the same period. According to statistical comparison between the TFM and MRM. two models had similar predictive capability but TFM based on $O_3$ concentration higher than 60 ppb provided more accurate forecast than MRM. It was concluded that statistical model based on TFM can be useful for improving the accuracy of local $O_3$ forecast.

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Minimum risk point estimation of two-stage procedure for mean

  • Choi, Ki-Heon
    • Journal of the Korean Data and Information Science Society
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    • 제20권5호
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    • pp.887-894
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    • 2009
  • The two-stage minimum risk point estimation of mean, the probability of success in a sequence of Bernoulli trials, is considered for the case where loss is taken to be symmetrized relative squared error of estimation, plus a fixed cost per observation. First order asymptotic expansions are obtained for large sample properties of two-stage procedure. Monte Carlo simulation is carried out to obtain the expected sample size that minimizes the risk and to examine its finite sample behavior.

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A study of glass and carbon fibers in FRAC utilizing machine learning approach

  • Ankita Upadhya;M. S. Thakur;Nitisha Sharma;Fadi H. Almohammed;Parveen Sihag
    • Advances in materials Research
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    • 제13권1호
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    • pp.63-86
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    • 2024
  • Asphalt concrete (AC), is a mixture of bitumen and aggregates, which is very sensitive in the design of flexible pavement. In this study, the Marshall stability of the glass and carbon fiber bituminous concrete was predicted by using Artificial Neural Network (ANN), Support Vector Machine (SVM), Random Forest (RF), and M5P Tree machine learning algorithms. To predict the Marshall stability, nine inputs parameters i.e., Bitumen, Glass and Carbon fibers mixed in 100:0, 75:25, 50:50, 25:75, 0:100 percentage (designated as 100GF:0CF, 75GF:25CF, 50GF:50 CF, 25GF:75CF, 0GF:100CF), Bitumen grade (VG), Fiber length (FL), and Fiber diameter (FD) were utilized from the experimental and literary data. Seven statistical indices i.e., coefficient of correlation (CC), mean absolute error (MAE), root mean squared error (RMSE), relative absolute error (RAE), root relative squared error (RRSE), Scattering index (SI), and BIAS were applied to assess the effectiveness of the developed models. According to the performance evaluation results, Artificial neural network (ANN) was outperforming among other models with CC values as 0.9147 and 0.8648, MAE values as 1.3757 and 1.978, RMSE values as 1.843 and 2.6951, RAE values as 39.88 and 49.31, RRSE values as 40.62 and 50.50, SI values as 0.1379 and 0.2027 and BIAS value as -0.1 290 and -0.2357 in training and testing stage respectively. The Taylor diagram (testing stage) also confirmed that the ANN-based model outperforms the other models. Results of sensitivity analysis showed that the fiber length is the most influential in all nine input parameters whereas the fiber combination of 25GF:75CF was the most effective among all the fiber mixes in Marshall stability.

쌍대반응표면 최적화에서 편차와 분산의 가중치 결정에 관한 연구 (Determining the Relative Weights of Bias and Variance in Dual Response Surface Optimization)

  • 정인준;김광재;장수영
    • 한국경영과학회:학술대회논문집
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    • 대한산업공학회/한국경영과학회 2004년도 춘계공동학술대회 논문집
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    • pp.294-297
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    • 2004
  • Mean squared error (MSE) is an effective criterion to combine the mean and the standard deviation responses in dual response surface optimization. The bias and variance components of MSE need to be weighted properly in the given problem situation. This paper proposes a systematic method to determine the relative weights of bias and variance in accordance with a decision maker's prior and posterior preference structure.

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농림위성의 목표 수직기하 정확도 결정을 위한 남한 지역 수치표고모델 상대 오차 분석 (The Relative Height Error Analysis of Digital Elevation Model on South Korea to Determine the TargetVertical Accuracy of CAS500-4)

  • 백원경;유진우;윤영웅;정형섭;임중빈
    • 대한원격탐사학회지
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    • 제37권5_1호
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    • pp.1043-1059
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    • 2021
  • 식량자원의 확보와 환경생태계에 매우 중요한 요소인 산림과 농경지는 정기적인 모니터링이 요구된다. 농림 위성 영상 자료는 우리나라의 기존 산림 및 농경지 모니터링 방법의 보완재로 효과적으로 활용될 것으로 예상되고 있다. 농림위성의 발사 이전에 사전연구로써 목표 수직기하정확도 산정을 위해 수치표고모델 분석을 수행하였다. 특히 농림위성의 주요 관심 지역인 우리나라 산악지역과 농경지의 특성을 고려하여, 경사도와 식생에 따른 분석을 수행하였다. 공주, 제주 그리고 삼척 지역에 대하여 Shuttle radar topography mission digital elevation model과 Copernicus digital elevation model를 가을과 겨울에 촬영한 드론 LiDAR 수치표면모델 그리고 국토지리정보원 5 m 수치지형모델을 기준으로 평균 상대오차를 비교했다. 그 결과 Shuttle radar topography mission digital elevation model은 8.35, 8.19, 그리고 7.49 m의 상대오차를 나타냈으며, Copernicus digital elevation model는 각각 5.65, 6.73, 그리고 7.39 m의 상대 고도 오차를 나타냈다. 남한 전체에 대하여 Shuttle radar topography mission digital elevation model과 Copernicus digital elevation model를 국토지리정보원 5 m 수치지형모델을 기준으로 지형 경사에 따른 상대 고도 오차를 나타냈다. 그 결과 경사도 0°~5° 사이에서 Shuttle radar topography mission digital elevation model과 Copernicus digital elevation model의 상대 고도 오차는 각각 약 3.62와 2.52 m로 Shuttle radar topography mission digital elevation model의 오차가 더 큰 것으로 산출되었다. 하지만 경사도가 증가함에 따라 이러한 양상은 반전되어 경사도 35° 이상에서는 각각 10.16, 그리고 11.62 m 로 Copernicus digital elevation model의 상대오차가 더 크게 나타났다.

수명분포가 지수화-지수분포를 따르는 소프트웨어 신뢰모형 특성에 관한 연구 (A Study on the Characteristics of Software Reliability Model Using Exponential-Exponential Life Distribution)

  • 김희철;문송철
    • Journal of Information Technology Applications and Management
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    • 제27권3호
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    • pp.69-75
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    • 2020
  • In this paper, we applied the shape parameters of the exponentialized exponential life distribution widely used in the field of software reliability, and compared the reliability properties of the software using the non-homogeneous Poisson process in finite failure. In addition, the average value function is also a non-decreasing form. In the case of the larger the shape parameter, the smaller the estimated error in predicting the predicted value in comparison with the true value, so it can be regarded as an efficient model in terms of relative accuracy. Also, in the larger the shape parameter, the larger the estimated value of the coefficient of determination, which can be regarded as an efficient model in terms of suitability. So. the larger the shape parameter model can be regarded as an efficient model in terms of goodness-of-fit. In the form of the reliability function, it gradually appears as a non-increasing pattern and the higher the shape parameter, the lower it is as the mission time elapses. Through this study, software operators can use the pattern of mean square error, mean value, and hazard function as a basic guideline for exploring software failures.

A Vtub-Shaped Hazard Rate Function with Applications to System Safety

  • Pham, Hoang
    • International Journal of Reliability and Applications
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    • 제3권1호
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    • pp.1-16
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    • 2002
  • In reliability engineering, the bathtub-shaped hazard rates play an important role in survival analysis and many other applications as well. For the bathtub-shaped, initially the hazard rate decreases from a relatively high value due to manufacturing defects or infant mortality to a relatively stable middle useful life value and then slowly increases with the onset of old age or wear out. In this paper, we present a new two-parameter lifetime distribution function, called the Loglog distribution, with Vtub-shaped hazard rate function. We illustrate the usefulness of the new Vtub-shaped hazard rate function by evaluating the reliability of several helicopter parts based on the data obtained in the maintenance malfunction information reporting system database collected from October 1995 to September 1999. We develop the S-Plus add-in software tool, called Reliability and Safety Assessment (RSA), to calculate reliability measures include mean time to failure, mean residual function, and confidence Intervals of the two helicopter critical parts. We use the mean squared error to compare relative goodness of fit test of the distribution models include normal, lognormal, and Weibull within the two data sets. This research indicates that the result of the new Vtub-shaped hazard rate function is worth the extra function-complexity for a better relative fit. More application in broader validation of this conclusion is needed using other data sets for reliability modeling in a general industrial setting.

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