• Title/Summary/Keyword: prediction estimator

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A New VLSI Architecture of a Hierarchical Motion Estimator for Low Bit-rate Video Coding (저전송률 동영상 압축을 위한 새로운 계층적 움직임 추정기의 VLSI 구조)

  • 이재헌;나종범
    • Proceedings of the IEEK Conference
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    • 1999.06a
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    • pp.601-604
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    • 1999
  • We propose a new hierarchical motion estimator architecture that supports the advanced prediction mode of recent low bit-rate video coders such as H.263 and MPEG-4. In the proposed VLSI architecture, a basic searching unit (BSU) is commonly utilized for all hierarchical levels to make a systematic and small sized motion estimator. Since the memory bank of the proposed architecture provides scheduled data flow for calculating 8$\times$8 block-based sum of absolute difference (SAD), both a macroblock-based motion vector (MV) and four block-based MVs are simultaneously obtained for each macroblock in the advanced prediction mode. The proposed motion estimator gives similar coding performance compared with full search block matching algorithm (FSBMA) while achieving small size and satisfying the advanced prediction mode.

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Nonlinear model predictive control of chemical reactors

  • Lee, Jongku;Park, Sunwon
    • 제어로봇시스템학회:학술대회논문집
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    • 1992.10b
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    • pp.419-424
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    • 1992
  • A robust nonlinear predictive control strategy using a disturbance estimator is presented. The disturbance estimator is comprised of two parts: one is the disturbance model parameter adaptation and the other is future disturbance prediction. RLSM(recurrsive least square method) with a forgetting factor is used to de the uncertain distance model parameters and for the future disturbance prediction, future process outputs and inputs projected by the process model are used. The simulation results for chemical reactors indicate that a substantial improvement in nonlinear predictive control performance is possible using the disturbance estimator.

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A Graphical Method for Evaluating the Mixture Component Effects of Ridge Regression Estimator in Mixture Experiments

  • Jang, Dae-Heung
    • Communications for Statistical Applications and Methods
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    • v.6 no.1
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    • pp.1-10
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    • 1999
  • When the component proportions in mixture experiments are restricted by lower and upper bounds multicollinearity appears all too frequently. The ridge regression can be used to stabilize the coefficient estimates in the fitted model. I propose a graphical method for evaluating the mixture component effects of ridge regression estimator with respect to the prediction variance and the prediction bias.

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The Use Ridge Regression for Yield Prediction Models with Multicollinearity Problems (수확예측(收穫豫測) Model의 Multicollinearity 문제점(問題點) 해결(解決)을 위(爲)한 Ridge Regression의 이용(利用))

  • Shin, Man Yong
    • Journal of Korean Society of Forest Science
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    • v.79 no.3
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    • pp.260-268
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    • 1990
  • Two types of ridge regression estimators were compared with the ordinary least squares (OLS) estimator in order to select the "best" estimator when multicollinearitc existed. The ridge estimators were Mallows's (1973) $C_P$-like statistic, and Allen's (1974) PRESS-like statistic. The evaluation was conducted based on the predictive ability of a yield model developed by Matney et al. (1988). A total of 522 plots from the data of the Southwide Loblolly Pine Seed Source study was used in this study. All of ridge estimators were better in predictive ability than the OLS estimator. The ridge estimator obtained by using Mallows's statistic performed the best. Thus, ridge estimators can be recommended as an alternative estimator when multicollinearity exists among independent variables.

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Improved Single-Tone Frequency Estimation by Averaging and Weighted Linear Prediction

  • So, Hing Cheung;Liu, Hongqing
    • ETRI Journal
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    • v.33 no.1
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    • pp.27-31
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    • 2011
  • This paper addresses estimating the frequency of a cisoid in the presence of white Gaussian noise, which has numerous applications in communications, radar, sonar, and instrumentation and measurement. Due to the nonlinear nature of the frequency estimation problem, there is threshold effect, that is, large error estimates or outliers will occur at sufficiently low signal-to-noise ratio (SNR) conditions. Utilizing the ideas of averaging to increase SNR and weighted linear prediction, an optimal frequency estimator with smaller threshold SNR is developed. Computer simulations are included to compare its mean square error performance with that of the maximum likelihood (ML) estimator, improved weighted phase averager, generalized weighted linear predictor, and single weighted sample correlator as well as Cramer-Rao lower bound. In particular, with smaller computational requirement, the proposed estimator can achieve the same threshold and estimation performance of the ML method.

ADAPTIVE CHANDRASEKHAR FILLTER FOR LINEAR DISCRETE-TIME STATIONALY STOCHASTIC SYSTEMS

  • Sugisaka, Masanori
    • 제어로봇시스템학회:학술대회논문집
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    • 1988.10b
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    • pp.1041-1044
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    • 1988
  • This paper considers the design problem of adaptive filters based an the state-space models for linear discrete-time stationary stochastic signal processes. The adaptive state estimator consists of both the predictor and the sequential prediction error estimator. The discrete Chandrasakhar filter developed by author is employed as the predictor and the nonlinear least-squares estimator is used as the sequential prediction error estimator. Two models are presented for calculating the parameter sensitivity functions in the adaptive filter. One is the exact model called the linear innovations model and the other is the simplified model obtained by neglecting the sensitivities of the Chandrasekhar X and Y functions with respect to the unknown parameters in the exact model.

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Weighted Least Absolute Deviation Lasso Estimator

  • Jung, Kang-Mo
    • Communications for Statistical Applications and Methods
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    • v.18 no.6
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    • pp.733-739
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    • 2011
  • The linear absolute shrinkage and selection operator(Lasso) method improves the low prediction accuracy and poor interpretation of the ordinary least squares(OLS) estimate through the use of $L_1$ regularization on the regression coefficients. However, the Lasso is not robust to outliers, because the Lasso method minimizes the sum of squared residual errors. Even though the least absolute deviation(LAD) estimator is an alternative to the OLS estimate, it is sensitive to leverage points. We propose a robust Lasso estimator that is not sensitive to outliers, heavy-tailed errors or leverage points.

Bayesian Typhoon Track Prediction Using Wind Vector Data

  • Han, Minkyu;Lee, Jaeyong
    • Communications for Statistical Applications and Methods
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    • v.22 no.3
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    • pp.241-253
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    • 2015
  • In this paper we predict the track of typhoons using a Bayesian principal component regression model based on wind field data. Data is obtained at each time point and we applied the Bayesian principal component regression model to conduct the track prediction based on the time point. Based on regression model, we applied to variable selection prior and two kinds of prior distribution; normal and Laplace distribution. We show prediction results based on Bayesian Model Averaging (BMA) estimator and Median Probability Model (MPM) estimator. We analysis 8 typhoons in 2006 using data obtained from previous 6 years (2000-2005). We compare our prediction results with a moving-nest typhoon model (MTM) proposed by the Korea Meteorological Administration. We posit that is possible to predict the track of a typhoon accurately using only a statistical model and without a dynamical model.

Adaptive Regression by Mixing for Fixed Design

  • Oh, Jong-Chul;Lu, Yun;Yang, Yuhong
    • Communications for Statistical Applications and Methods
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    • v.12 no.3
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    • pp.713-727
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    • 2005
  • Among different regression approaches, nonparametric procedures perform well under different conditions. In practice it is very hard to identify which is the best procedure for the data at hand, thus model combination is of practical importance. In this paper, we focus on one dimensional regression with fixed design. Polynomial regression, local regression, and smoothing spline are considered. The data are split into two parts, one part is used for estimation and the other part is used for prediction. Prediction performances are used to assign weights to different regression procedures. Simulation results show that the combined estimator performs better or similarly compared with the estimator chosen by cross validation. The combined estimator generates a similar risk to the best candidate procedure for the data.

Logistic Regression Type Small Area Estimations Based on Relative Error

  • Hwang, Hee-Jin;Shin, Key-Il
    • The Korean Journal of Applied Statistics
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    • v.24 no.3
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    • pp.445-453
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    • 2011
  • Almost all small area estimations are obtained by minimizing the mean squared error. Recently relative error prediction methods have been developed and adapted to small area estimation. Usually the estimators obtained by using relative error prediction is called a shrinkage estimator. Especially when data set consists of large range values, the shrinkage estimator is known as having good statistical properties and an easy interpretation. In this paper we study the shrinkage estimators based on logistic regression type estimators for small area estimation. Some simulation studies are performed and the Economically Active Population Survey data of 2005 is used for comparison.