• Title/Summary/Keyword: parameter function

Search Result 2,943, Processing Time 0.031 seconds

Bayesian Estimation of Three-parameter Bathtub Shaped Lifetime Distribution Based on Progressive Type-II Censoring with Binomial Removal

  • Chung, Younshik
    • Journal of the Korean Data Analysis Society
    • /
    • v.20 no.6
    • /
    • pp.2747-2757
    • /
    • 2018
  • We consider the MLE (maximum likelihood estimate) and Bayesian estimates of three-parameter bathtub-shaped lifetime distribution based on the progressive type II censoring with binomial removal. Jung, Chung (2018) proposed the three-parameter bathtub-shaped distribution which is the extension of the two-parameter bathtub-shaped distribution given by Zhang (2004). Jung, Chung (2018) investigated its properties and estimations. The maximum likelihood estimates are computed using Newton-Raphson algorithm. Also, Bayesian estimates are obtained under the balanced loss function using MCMC (Markov chain Monte Carlo) method. In particular, BSEL (balanced squared error loss) function is considered as a special form of balanced loss function given by Zellner (1994). For comparing theirs MLEs with the corresponding Bayes estimates, some simulations are performed. It shows that Bayes estimates is better than MLEs in terms of risks. Finally, concluding remarks are mentioned.

THE DECISION OF OPTIMUM BASIS FUNCTION IN IMAGE CLASSIFICATION BASED ON WAVELET TRANSFORM

  • Yoo, Hee-Young;Lee, Ki-Won;Jin, Hong-Sung;Kwon, Byung-Doo
    • Proceedings of the KSRS Conference
    • /
    • 2008.10a
    • /
    • pp.169-172
    • /
    • 2008
  • Land-use or land-cover classification of satellite images is one of the important tasks in remote sensing application and many researchers have been tried to enhance classification accuracy. Previous studies show that the classification technique based on wavelet transform is more effective than that of traditional techniques based on original pixel values, especially in complicated imagery. Various wavelets can be used in wavelet transform. Wavelets are used as basis functions in representing other functions, like sinusoidal function in Fourier analysis. In these days, some basis functions such as Haar, Daubechies, Coiflets and Symlets are mainly used in 2D image processing. Selecting adequate wavelet is very important because different results could be obtained according to the type of basis function in classification. However, it is not easy to choose the basis function which is effective to improve classification accuracy. In this study, we computed the wavelet coefficients of satellite image using 10 different basis functions, and then classified test image. After evaluating classification results, we tried to ascertain which basis function is the most effective for image classification. We also tried to see if the optimum basis function is decided by energy parameter before classifying the image using all basis function. The energy parameter of signal is the sum of the squares of wavelet coefficients. The energy parameter is calculated by sub-bands after the wavelet decomposition and the energy parameter of each sub-band can be a favorable feature of texture. The decision of optimum basis function using energy parameter in the wavelet based image classification is expected to be helpful for saving time and improving classification accuracy effectively.

  • PDF

Supply Function Nash Equilibrium Considering Stochastic Demand Function (확률적 수요함수를 고려한 공급함수의 전략변수 내쉬균형 연구)

  • Lee, Kwang-Ho
    • The Transactions of The Korean Institute of Electrical Engineers
    • /
    • v.57 no.1
    • /
    • pp.20-24
    • /
    • 2008
  • A bid-based pool(BBP) model is representative of energy market structure in a number of restructured electricity markets. Supply function equilibrium(SFE) models of interaction better match what is explicitly required in the bid formats of typical BBP markets. Many of the results in the SFE literature involve restrictive parametrization of the bid cost functions. In the SFE models, two parameters, intercept and slope, are available for strategic bidding. This paper addresses the realistic competition format that players can choose both parameters arbitrarily. In a fixed demand function, equilibrium conditions for generation company's profit maximization have a degree of freedom, which induces multi-equilibrium. So it is hard to choose a convergent equilibrium. However, consideration of stochastic demand function makes the equilibrium conditions independent each other based on the amount of variance of stochastic demand function. This variance provides the bidding players with incentives to change the slope parameter from an equilibrium for a fixed demand function until the slope parameter equilibrium.

Multiresponse Optimization Through A New Desirability Function Considering Process Parameter Fluctuation (공정변수의 변동을 고려한 호감도 함수를 통한 다중반응표면 최적화)

  • Kwon Jun-Bum;Lee Jong-Seok;Lee Sang-Ho;Jun Chi-Hyuck;Kim Kwang-Jae
    • Journal of the Korean Operations Research and Management Science Society
    • /
    • v.30 no.1
    • /
    • pp.95-104
    • /
    • 2005
  • A desirability function approach to a multiresponse problem is proposed considering process parameter fluctuation which may amplify the variance of response. It is called POE (propagation of error), which is defined as the standard deviation of the transmitted variability in the response as a function of process parameters. In order to obtain more robust process parameter setting, a new desirability function is proposed by considering POE as well as distance-to-target of response and response variance. The proposed method is illustrated using a rubber product case in Ribeiro et al. (2000).

Analysis of Flux Observers Using Parameter Sensitivity

  • Nam H.T.;Lee K.J.;Choi J.W.;Kim H.G.;Chun T.W.;Noh E.C.
    • Proceedings of the KIPE Conference
    • /
    • 2001.10a
    • /
    • pp.418-422
    • /
    • 2001
  • To achieve a high performance in direct vector control of induction motor, it is essential to correct estimation of rotor flux. The accuracy of flux observers for induction machines inherently depends on parameter sensitivity. This paper presents an analysis method for conventional flux observers using Parameter Sensitivity. The Parameter sensitivity is defined as the ratio of the percentage change in the system transfer function to the percentage change of the parameter variation. We define the ratio between real flux and estimated flux as the transfer function, and analyzed a parameter sensitivity of this transfer function by simulation.

  • PDF

Analysis of Induction Motor Flux Observer using Parameter Sensitivity (파라메터 민감도를 이용한 유도전동기 자속 추정기 해석)

  • Nam, Hyun-Taek;Lee, Kyung-Joo;Kim, Jin-Kyu;Choi, Young-Tae;Choi, Jong-Woo;Kim, Heung-Geun
    • Proceedings of the KIEE Conference
    • /
    • 2001.07b
    • /
    • pp.1176-1178
    • /
    • 2001
  • To obtain a high performance in a direct vector controlled induction machine, it is essential to correct estimation of rotor flux. The accuracy of flux observers for induction machines inherently depends on parameter sensitivity. This paper presents an analysis method for conventional flux observers using parameter Sensitivity. The Parameter sensitivity is defined as the ratio of the percentage change in the system transfer function to the percentage change of the parameter variation. We define the ratio between real flux and estimated flux as the transfer function, and analyzed a parameter sensitivity of this transfer function.

  • PDF

DENSITY SMOOTHNESS PARAMETER ESTIMATION WITH SOME ADDITIVE NOISES

  • Zhao, Junjian;Zhuang, Zhitao
    • Communications of the Korean Mathematical Society
    • /
    • v.33 no.4
    • /
    • pp.1367-1376
    • /
    • 2018
  • In practice, the density function of a random variable X is always unknown. Even its smoothness parameter is unknown to us. In this paper, we will consider a density smoothness parameter estimation problem via wavelet theory. The smoothness parameter is defined in the sense of equivalent Besov norms. It is well-known that it is almost impossible to estimate this kind of parameter in general case. But it becomes possible when we add some conditions (to our proof, we can not remove them) to the density function. Besides, the density function contains impurities. It is covered by some additive noises, which is the key point we want to show in this paper.

Analysis of the Parameter Convergence Rate for an Adaptive Identifier (적응추정자에 대한 파라메터 수렴속도의 해석)

  • Kim, Sung-Duck
    • The Transactions of the Korean Institute of Electrical Engineers
    • /
    • v.38 no.2
    • /
    • pp.127-136
    • /
    • 1989
  • This paper describes the parameter convergence properties of an adaptive system to identify a single-input single-output plant model. It is demonstrated that, by using power spectrum analysis, the persistency of excitation (PE) condition in order to guarantee the exponential stability of the adaptive control system can be transformed into the positive definite behavior for the auto-correlation function matrix of adaptive signal. The existence of parameter nominal values can be analyzed by this condition and the convergence rates of parameter are determined by examining the auto-correlation function. We may use the sufficient richness (SR) of input spectrum instead of the PE condition to analyze the parameter boundedness. It can be shown that the eigen values of the auto-correlation function are always related with adaptive gain, input amplitude and positions or numbers of input spectra. In each case, the variation of parameter convergence rate can be also verified.

  • PDF

Recursive Parameter estimation algorithm of the Probability (확률밀도함수의 축차모수추정 방법)

  • 한영열;박진수
    • Proceedings of the Korean Institute of Communication Sciences Conference
    • /
    • 1984.04a
    • /
    • pp.42-45
    • /
    • 1984
  • we propose a new parameter estimation algorithm that converge with probability one and in mean square, If the mean is the function of parameter of the probability density function. This recursive algorithm is applicable also ever the parameters we estimate are multiparameter case. And the results are shown by the computer simulation.

  • PDF

A Study on the Recursive Parameter Estimation Density Function Algorithm of the Probability (확률밀도합수의 축차모수추정방식에 관한 연구)

  • 한영렬;박진수
    • The Journal of Korean Institute of Communications and Information Sciences
    • /
    • v.9 no.4
    • /
    • pp.163-169
    • /
    • 1984
  • We propose a new parameter estimation algorithm that converges with probability one and in mean square, if the mean is the function of parameter of the probability density function. This recursive algorithm is applicable also even though the parameters we estimate are multiparameter case. And the results are shown by the computer simulation.

  • PDF