• 제목/요약/키워드: moving estimates test

검색결과 16건 처리시간 0.022초

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
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    • 제13권2호
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    • pp.205-217
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    • 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
    • 응용통계연구
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    • 제24권6호
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    • pp.1197-1211
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    • 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
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    • 제15권3호
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    • pp.300-308
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    • 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.

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

  • 박성욱
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 1992년도 하계학술대회 논문집 A
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    • pp.305-307
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    • 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.

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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
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    • 제28권9호
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    • pp.1226-1234
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    • 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.

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

  • 김현태;한문용;홍민철;차형태;한헌수
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2000년도 제15차 학술회의논문집
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    • pp.77-77
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    • 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.

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

  • 임재걸;심규박;박찬식;정승환
    • 한국멀티미디어학회논문지
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    • 제12권2호
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    • pp.300-312
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    • 2009
  • 옥내 위치 기반 서비스를 실현하려면 옥내 측위 문제가 해결되어야 한다. 경제적으로 구현이 용이한 옥내 측위 시스템은 비교적 오차가 크다. 본 논문은 지도 정보를 반영한 옥내 측위 시스템용 보정 방법을 제안한다. 제안하는 방법은 지도 정보를 이용하여 구한 적당한 인수 값을 사용하는 칼만 필터를 이용하여 이동 객체의 궤적을 구하고, 프레쉐 거리를 이용한 지도 정합을 수행한 다음, 실시간 보정 방법을 적용한다. 제안하는 방법의 효율성을 보이는 실험 결과로 제공한다.

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

  • 이현정;장용식
    • Asia pacific journal of information systems
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    • 제19권2호
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    • pp.117-137
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    • 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.

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

  • 최준성
    • 한국도로학회논문집
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    • 제10권4호
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    • pp.103-116
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    • 2008
  • 본 연구에서는 시공시 현장다짐관리에 있어 단위중량을 이용하는 기존의 방법 대신 탄성계수와 같은 역학적 특성을 이용하는 새로운 다짐관리기준 정립을 위한 현장시험방법을 제시하고자 한다. 이를 위하여 시험법이 간편하며, 활용성이 증가하고 있는 동적콘관입시험인 DCPT 측정시험이 노상토의 다짐품질관리의 적용이 가능한지를 검토하였다. DCPT 시험방법이 현장에서 다짐후 설계탄성계수를 추정할 수 있는지를 확인하기 위하여 실내토조시험, 현장시험을 실시하였고, 노상층의 DCPT, CBR, 회복탄성계수간의 상관관계를 분석하였다. 또한, 문헌조사 분석을 통하여 DCPT 시험간격을 제시하였다. 실내시험결과를 분석한 결과, DCPT 관입치 (PR) 값과 CBR값 간의 상관관계식에서는 Livneh 식이 가장 부합됨을 알 수 있었고, DCPT 시험을 통한 PR값을 국내외 탄성계수 추정식을 평가한 결과, 예측 $M_R$ 탄성계수 값과 부합하는 제안식으로는 George와 Pradesh의 식이 있었으며, FWD를 이용한 $M_R$ 제안식을 비교한 결과, Cudishala의 제안삭은 예측 $M_R$ 값보다 다소 크게 산정되며, Chen의 제안식의 경우 다소 작은 값을 보이고, 건설기술연구원의 제안식은 예측 $M_R$값에 과소 평가함을 알 수 있었다. 그러나 실제 차량이 유발하는 주행속도에 따른 축차응력과 구속응력으로부터 실내 $M_R$ 시험결과를 비교분석한 결과, 건기원 제안식이 가장 적합함을 알 수 있었다. DCPT 현장시험결과를 분석한 결과, 관입지점의 입도분포에 따라 PR 값에 오차가 생길 수 있음을 알 수 있었고, 오차를 감소하기 위한 DCPT 시험간격에 대한 추천값을 제시하였다. 현장시험결과를 분석한 결과 현장 다짐도를 만족하는 노상이라 하여도 노상 재료에 따라 평균 PR 값이 다르게 나타났으며, 특히 입경이 큰 재료일수록 평균 PR 값이 작음을 알 수 있었고, 현장함수비의 경우 다짐도에 미치는 영향은 상당히 크나, DCPT 시험에 있어서 현장함수비 변화는 평균PR값에 미치는 영향이 미미함을 알수 있었다.

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

  • 홍석강
    • 한국수학교육학회지시리즈A:수학교육
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    • 제37권1호
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    • pp.1-13
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    • 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.

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