• Title/Summary/Keyword: moving estimates test

Search Result 16, Processing Time 0.036 seconds

Moving Estimates Test for Jumps in Time Series Models

  • Na, O-Kyoung;Lee, Seon-Joo;Lee, Sang-Yeol;Choi, In-Bong
    • Communications for Statistical Applications and Methods
    • /
    • v.13 no.2
    • /
    • pp.205-217
    • /
    • 2006
  • In this paper, we consider the problem of testing for a change of the parameter function ${\theta}(t)$ that may have a discontinuity at some unknown point ${\tau}$. We introduce a varying-h moving estimate to test the null hypothesis that ${\theta}(t)$ is continuous against the alternative that ${\theta}({\tau}-){\neq}{\theta}({\tau}+)$. Simulation results are provided for illustration.

Comparison of Structural Change Tests in Linear Regression Models

  • Kim, Jae-Hee
    • The Korean Journal of Applied Statistics
    • /
    • v.24 no.6
    • /
    • pp.1197-1211
    • /
    • 2011
  • The actual power performance of historical structural change tests are compared under various alternatives. The tests of interest are F, CUSUM, MOSUM, Moving Estimates and empirical distribution function tests with both recursive and ordinary least-squares residuals. Our comparison of the structural tests involves limiting distributions under the hypothesis, the ability to detect the alternative hypotheses under one or double structural change, and smooth change in parameters. Even though no version is uniformly superior to the other, the knowledge about the properties of those tests and connections between these tests can be used in practical structural change tests and in further research on other change tests.

Estimation of Moving Information for Tracking of Moving Objects

  • Park, Jong-An;Kang, Sung-Kwan;Jeong, Sang-Hwa
    • Journal of Mechanical Science and Technology
    • /
    • v.15 no.3
    • /
    • pp.300-308
    • /
    • 2001
  • Tracking of moving objects within video streams is a complex and time-consuming process. Large number of moving objects increases the time for computation of tracking the moving objects. Because of large computations, there are real-time processing problems in tracking of moving objects. Also, the change of environment causes errors in estimation of tracking information. In this paper, we present a new method for tracking of moving objects using optical flow motion analysis. Optical flow represents an important family of visual information processing techniques in computer vision. Segmenting an optical flow field into coherent motion groups and estimating each underlying motion are very challenging tasks when the optical flow field is projected from a scene of several moving objects independently. The problem is further complicated if the optical flow data are noisy and partially incorrect. Optical flow estimation based on regulation method is an iterative method, which is very sensitive to the noisy data. So we used the Combinatorial Hough Transform (CHT) and Voting Accumulation for finding the optimal constraint lines. To decrease the operation time, we used logical operations. Optical flow vectors of moving objects are extracted, and the moving information of objects is computed from the extracted optical flow vectors. The simulation results on the noisy test images show that the proposed method finds better flow vectors and more correctly estimates the moving information of objects in the real time video streams.

  • PDF

Identification of Noise Covariance by using Innovation Correlation Test (이노베이션 상관관계 테스트를 이용한 잡음인식)

  • Park, Seong-Wook
    • Proceedings of the KIEE Conference
    • /
    • 1992.07a
    • /
    • pp.305-307
    • /
    • 1992
  • This paper presents a technique, which identifies both process noise covariance and sensor noise covariance by using innovation correlation test. A correlation test, which checks whether the square root Kalman filter is workingly optimal or not, is given. The system is stochastic autoregressive moving-average model with auxiliary white noise Input. The linear quadratic Gaussian control is used for minimizing stochastic cost function. This paper indentifies Q, R, and estimates parametric matrics $A(q^{-1}),B(q^{-1}),C(q^{-1})$ by means of extended recursive least squares and model reference control. And The proposed technique has been validated in simulation results on the fourth order system.

  • PDF

Genetic Analysis of Milk Yield in First-Lactation Holstein Friesian in Ethiopia: A Lactation Average vs Random Regression Test-Day Model Analysis

  • Meseret, S.;Tamir, B.;Gebreyohannes, G.;Lidauer, M.;Negussie, E.
    • Asian-Australasian Journal of Animal Sciences
    • /
    • v.28 no.9
    • /
    • pp.1226-1234
    • /
    • 2015
  • The development of effective genetic evaluations and selection of sires requires accurate estimates of genetic parameters for all economically important traits in the breeding goal. The main objective of this study was to assess the relative performance of the traditional lactation average model (LAM) against the random regression test-day model (RRM) in the estimation of genetic parameters and prediction of breeding values for Holstein Friesian herds in Ethiopia. The data used consisted of 6,500 test-day (TD) records from 800 first-lactation Holstein Friesian cows that calved between 1997 and 2013. Co-variance components were estimated using the average information restricted maximum likelihood method under single trait animal model. The estimate of heritability for first-lactation milk yield was 0.30 from LAM whilst estimates from the RRM model ranged from 0.17 to 0.29 for the different stages of lactation. Genetic correlations between different TDs in first-lactation Holstein Friesian ranged from 0.37 to 0.99. The observed genetic correlation was less than unity between milk yields at different TDs, which indicated that the assumption of LAM may not be optimal for accurate evaluation of the genetic merit of animals. A close look at estimated breeding values from both models showed that RRM had higher standard deviation compared to LAM indicating that the TD model makes efficient utilization of TD information. Correlations of breeding values between models ranged from 0.90 to 0.96 for different group of sires and cows and marked re-rankings were observed in top sires and cows in moving from the traditional LAM to RRM evaluations.

Shape Adaptive Searching Region to Find Focused Image Points in 3D Shape Reconstruction (3차원 형체복원에 있어서 측정면에 적응적인 초점화소 탐색영역 결정기법)

  • 김현태;한문용;홍민철;차형태;한헌수
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 2000.10a
    • /
    • pp.77-77
    • /
    • 2000
  • The shape of small or curved object is usually reconstructed using a single camera by moving its lens position to find a sequence of the focused images. Most conventional methods have used a window with fixed shape to test the focus measure, which resulted in a deterioration of accuracy. To solve this problem, this paper proposes a new approach of using a shape adaptive window. It estimates the shape of the object at every step and applies the same shape of window to calculate the focus measure. Focus measure is based on the variance of the pixels inside the window. This paper includes the experimental results.

  • PDF

Location Correction Based on Map Information for Indoor Positioning Systems (지도 정보를 반영한 옥내 측위 보정 방안)

  • Yim, Jae-Geol;Shim, Kyu-Bark;Park, Chan-Sik;Jeong, Seung-Hwan
    • Journal of Korea Multimedia Society
    • /
    • v.12 no.2
    • /
    • pp.300-312
    • /
    • 2009
  • An indoor location-based service cannot be realized unless the indoor positioning problem is solved. However, the cost-effective indoor positioning systems are suffering from their inaccurateness. This paper proposes a map information-based correction method for the indoor positioning systems. Using our Kalman filter with map information-based appropriate parameter values, our method estimates the track of the moving object, then it performs the Frechet Distance-based map matching on the obtained track. After that it applies our real time correction method. In order to verify efficiency of our method, we also provide our test results.

  • PDF

Intelligent Optimal Route Planning Based on Context Awareness (상황인식 기반 지능형 최적 경로계획)

  • Lee, Hyun-Jung;Chang, Yong-Sik
    • Asia pacific journal of information systems
    • /
    • v.19 no.2
    • /
    • pp.117-137
    • /
    • 2009
  • Recently, intelligent traffic information systems have enabled people to forecast traffic conditions before hitting the road. These convenient systems operate on the basis of data reflecting current road and traffic conditions as well as distance-based data between locations. Thanks to the rapid development of ubiquitous computing, tremendous context data have become readily available making vehicle route planning easier than ever. Previous research in relation to optimization of vehicle route planning merely focused on finding the optimal distance between locations. Contexts reflecting the road and traffic conditions were then not seriously treated as a way to resolve the optimal routing problems based on distance-based route planning, because this kind of information does not have much significant impact on traffic routing until a a complex traffic situation arises. Further, it was also not easy to take into full account the traffic contexts for resolving optimal routing problems because predicting the dynamic traffic situations was regarded a daunting task. However, with rapid increase in traffic complexity the importance of developing contexts reflecting data related to moving costs has emerged. Hence, this research proposes a framework designed to resolve an optimal route planning problem by taking full account of additional moving cost such as road traffic cost and weather cost, among others. Recent technological development particularly in the ubiquitous computing environment has facilitated the collection of such data. This framework is based on the contexts of time, traffic, and environment, which addresses the following issues. First, we clarify and classify the diverse contexts that affect a vehicle's velocity and estimates the optimization of moving cost based on dynamic programming that accounts for the context cost according to the variance of contexts. Second, the velocity reduction rate is applied to find the optimal route (shortest path) using the context data on the current traffic condition. The velocity reduction rate infers to the degree of possible velocity including moving vehicles' considerable road and traffic contexts, indicating the statistical or experimental data. Knowledge generated in this papercan be referenced by several organizations which deal with road and traffic data. Third, in experimentation, we evaluate the effectiveness of the proposed context-based optimal route (shortest path) between locations by comparing it to the previously used distance-based shortest path. A vehicles' optimal route might change due to its diverse velocity caused by unexpected but potential dynamic situations depending on the road condition. This study includes such context variables as 'road congestion', 'work', 'accident', and 'weather' which can alter the traffic condition. The contexts can affect moving vehicle's velocity on the road. Since these context variables except for 'weather' are related to road conditions, relevant data were provided by the Korea Expressway Corporation. The 'weather'-related data were attained from the Korea Meteorological Administration. The aware contexts are classified contexts causing reduction of vehicles' velocity which determines the velocity reduction rate. To find the optimal route (shortest path), we introduced the velocity reduction rate in the context for calculating a vehicle's velocity reflecting composite contexts when one event synchronizes with another. We then proposed a context-based optimal route (shortest path) algorithm based on the dynamic programming. The algorithm is composed of three steps. In the first initialization step, departure and destination locations are given, and the path step is initialized as 0. In the second step, moving costs including composite contexts into account between locations on path are estimated using the velocity reduction rate by context as increasing path steps. In the third step, the optimal route (shortest path) is retrieved through back-tracking. In the provided research model, we designed a framework to account for context awareness, moving cost estimation (taking both composite and single contexts into account), and optimal route (shortest path) algorithm (based on dynamic programming). Through illustrative experimentation using the Wilcoxon signed rank test, we proved that context-based route planning is much more effective than distance-based route planning., In addition, we found that the optimal solution (shortest paths) through the distance-based route planning might not be optimized in real situation because road condition is very dynamic and unpredictable while affecting most vehicles' moving costs. For further study, while more information is needed for a more accurate estimation of moving vehicles' costs, this study still stands viable in the applications to reduce moving costs by effective route planning. For instance, it could be applied to deliverers' decision making to enhance their decision satisfaction when they meet unpredictable dynamic situations in moving vehicles on the road. Overall, we conclude that taking into account the contexts as a part of costs is a meaningful and sensible approach to in resolving the optimal route problem.

Fundamental Study on Establishing the Subgrade Compaction Control Criteria of DCPT with Laboratory Test and In-situ Tests (실내 및 현장실험를 통한 DCPT의 노상토 다짐관리기준 정립에 관한 기초연구)

  • Choi, Jun-Seong
    • International Journal of Highway Engineering
    • /
    • v.10 no.4
    • /
    • pp.103-116
    • /
    • 2008
  • In this study, in-situ testing method, Dynamic Cone Penetration Test(DCPT) was presented to establish a new compaction control criteria with using mechanical property like elastic modulus instead of unit weight for field compaction control. Soil chamber tests and in-situ tests were carried out to confirm DCPT tests can predict the designed elastic modulus after field compaction, and correlation analysis among the DCPT, CBR and resilient modulus of sub grade were performed. Also, DCPT test spacing criteria in the construction site was proposed from the literature review. In the result of laboratory tests, Livneh's equation was the best in correlation between PR of DCPT and CBR, George and Pradesh's equation was the best in the predicted resilient modulus. In the resilient modulus using FWD, Gudishala's equation estimates little larger than predicted resilient modulus and Chen's equation estimates little smaller. And KICT's equation estimates the modulus smaller than predicted resilient modulus. But using the results of laboratory resilient modulus tests considering the deviatoric and confining stress from the moving vehicle, the KICT's equation was the best. In the results of In-situ DCPT tests, the variation of PR can occur according to size distribution of penetrate points. So DCPT test spacing was proposed to reduce the difference of PR. Also it was shows that average PR was different according to subgrade materials although the subgrade was satisfied the degree of compaction. Especially large sized materials show smaller PR, and it is also found that field water contents have influence a lot of degree of compaction but a little on the average PR of the DCPT tests.

  • PDF

Study on Estimating the Optimal Number-right Score in Two Equivalent Mathematics-test by Linear Score Equating (수학교과의 동형고사 문항에서 양호도 향상에 유효한 최적정답율 산정에 관한 연구)

  • 홍석강
    • The Mathematical Education
    • /
    • v.37 no.1
    • /
    • pp.1-13
    • /
    • 1998
  • In this paper, we have represented the efficient way how to enumerate the optimal number-right scores to adjust the item difficulty and to improve item discrimination. To estimate the optimal number-right scores in two equivalent math-tests by linear score equating a measurement error model was applied to the true scores observed from a pair of equivalent math-tests assumed to measure same trait. The model specification for true scores which is represented by the bivariate model is a simple regression model to inference the optimal number-right scores and we assume again that the two simple regression lines of raw scores and true scores are independent each other in their error models. We enumerated the difference between mean value of $\chi$* and ${\mu}$$\_$$\chi$/ and the difference between the mean value of y*and a+b${\mu}$$\_$$\chi$/ by making an inference the estimates from 2 error variable regression model. Furthermore, so as to distinguish from the original score points, the estimated number-right scores y’$\^$*/ as the estimated regression values of true scores with the same coordinate were moved to center points that were composed of such difference values with result of such parallel score moving procedure as above mentioned. We got the asymptotically normal distribution in Figure 5 that was represented as the optimal distribution of the optimal number-right scores so that we could decide the optimal proportion of number-right score in each item. Also by assumption that equivalence of two tests is closely connected to unidimensionality of a student’s ability. we introduce new definition of trait score to evaluate such ability in each item. In this study there are much limitations in getting the real true scores and in analyzing data of the bivariate error model. However, even with these limitations we believe that this study indicates that the estimation of optimal number right scores by using this enumeration procedure could be easily achieved.

  • PDF