• Title/Summary/Keyword: statistical estimate

Search Result 1,682, Processing Time 0.026 seconds

Comparative analysis of Bayesian and maximum likelihood estimators in change point problems with Poisson process

  • Kitabo, Cheru Atsmegiorgis;Kim, Jong Tae
    • Journal of the Korean Data and Information Science Society
    • /
    • v.26 no.1
    • /
    • pp.261-269
    • /
    • 2015
  • Nowadays the application of change point analysis has been indispensable in a wide range of areas such as quality control, finance, environmetrics, medicine, geographics, and engineering. Identification of times where process changes would help minimize the consequences that might happen afterwards. The main objective of this paper is to compare the change-point detection capabilities of Bayesian estimate and maximum likelihood estimate. We applied Bayesian and maximum likelihood techniques to formulate change points having a step change and multiple number of change points in a Poisson rate. After a signal from c-chart and Poisson cumulative sum control charts have been detected, Monte Carlo simulation has been applied to investigate the performance of Bayesian and maximum likelihood estimation. Change point detection capacities of Bayesian and maximum likelihood estimation techniques have been investigated through simulation. It has been found that the Bayesian estimates outperforms standard control charts well specially when there exists a small to medium size of step change. Moreover, it performs convincingly well in comparison with the maximum like-lihood estimator and remains good choice specially in confidence interval statistical inference.

An Alternative Composite Estimator for the Take-Nothing Stratum of the Cut-Off Sampling (절사층 총합추정을 위한 복합추정량)

  • Hwang, Jong-Min;Shin, Key-Il
    • Communications for Statistical Applications and Methods
    • /
    • v.19 no.1
    • /
    • pp.13-22
    • /
    • 2012
  • Cut-off sampling that discards a part of the population from the sampling frame, is a widely used method for a business survey. Usually, to the estimate of population total, an accurate estimate of the total of the take-nothing stratum is required. Many estimators have been developed to estimate the total of the take-nothing stratum. Recently Kim and Shin (2011) suggested a composite estimator and showed the superiority of that estimator. In this paper, we suggest an alternative composite estimator obtained by combining BLUP estimator and a ratio estimator obtained by the small samples from the take-nothing stratum. Small simulation studies are performed for a comparison of the estimators and we confirm that the new suggested estimator is superior.

A UCP-based Model to Estimate the Software Development Cost (소프트웨어 개발 비용을 추정하기 위한 사용사례 점수 기반 모델)

  • Park, Ju-Seok;Chong, Ki-Won
    • The KIPS Transactions:PartD
    • /
    • v.11D no.1
    • /
    • pp.163-172
    • /
    • 2004
  • In the software development project applying object-oriented development methodology, the research on the UCP(Use Case Point) as a method to estimate development effort is being carried on. The existing research proposes the linear model calculating the development effort that multiplies an invariant on AUCP(Adjusted Use Case Point) which applied technical and environmental factors. However, the statistical model that estimates the development effort using AUCP and UUCP(Unadjusted Use Case Point) is not being studied. The irrelevant relationship of the linear regression model, whose development period is increasing tremendously as the software size increases, is confirmed. Moreover, during the UCP calculating process, there can be errors in FP by applying the TCF(Technical Complexity Factor) and EF(Environmental Factor). This paper presents a non-linear regression model, that does not consider the TCF and EF, and that estimate the development effort from UUCP directly by utilizing the exponential function. An exponential function is selected among the linear, logarithm, polynomial, power, and exponential model via statistical evaluations of the models mentioned above.

A Causational Study for Urban 4-legged Signalized Intersections using Structural Equation Method (구조방정식을 이용한 도시부 4지 신호교차로의 사고원인 분석)

  • Oh, Jutaek;Lee, Sangkyu;Heo, Taeyoung;Hwang, Jeongwon
    • International Journal of Highway Engineering
    • /
    • v.14 no.6
    • /
    • pp.121-129
    • /
    • 2012
  • PURPOSES : Traffic accidents at intersections have been increased annually so that it is required to examine the causations to reduce the accidents. However, the current existing accident models were developed mainly with non-linear regression models such as Poisson methods. These non-linear regression methods lack to reveal complicated causations for traffic accidents, though they are right choices to study randomness and non-linearity of accidents. Therefore, to reveal the complicated causations of traffic accidents, this study used structural equation methods(SEM). METHODS : SEM used in this study is a statistical technique for estimating causal relations using a combination of statistical data and qualitative causal assumptions. SEM allow exploratory modeling, meaning they are suited to theory development. The method is tested against the obtained measurement data to determine how well the model fits the data. Among the strengths of SEM is the ability to construct latent variables: variables which are not measured directly, but are estimated in the model from several measured variables. This allows the modeler to explicitly capture the unreliability of measurement in the model, which allows the structural relations between latent variables to be accurately estimated. RESULTS : The study results showed that causal factors could be grouped into 3. Factor 1 includes traffic variables, and Factor 2 contains turning traffic variables. Factor 3 consists of other road element variables such as speed limits or signal cycles. CONCLUSIONS : Non-linear regression models can be used to develop accident predictions models. However, they lack to estimate causal factors, because they select only few significant variables to raise the accuracy of the model performance. Compared to the regressions, SEM has merits to estimate causal factors affecting accidents, because it allows the structural relations between latent variables. Therefore, this study used SEM to estimate causal factors affecting accident at urban signalized intersections.

The Method to Estimate Saliency Values using Gauss Weight (가우스 가중치를 이용한 돌출 값 추정을 위한 방법)

  • Yu, Young-Jung
    • Journal of the Korea Institute of Information and Communication Engineering
    • /
    • v.17 no.4
    • /
    • pp.965-970
    • /
    • 2013
  • It is important work to extract saliency regions from an image as preprocessing for various image processing methods. In this paper, we introduce an improved method to estimate saliency value of each pixel from an image. The proposed method is an improved work of the previously studied method using color and statistical framework to estimate saliency values. At first, saliency value of each pixel is calculated using the local contrast of an image region at various scales and the most significant saliency pixel is determined using saliency value of each pixel. Then, saliency value of each pixel is again estimated using gauss weight with respect to the most significant saliency pixel and the saliency of each pixel is determined to calculate initial probability. At last, the saliency value of each pixel is calculated by Bayes' rule. The experiments show that our approach outperforms the current statistical based method.

Performance Evaluation of Statistical Methods Applicable to Estimating Remaining Battery Runtime of Mobile Smart Devices (모바일 스마트 장치 배터리의 남은 시간 예측에 적용 가능한 통계 기법들의 평가)

  • Tak, Sungwoo
    • Journal of the Korea Institute of Information and Communication Engineering
    • /
    • v.22 no.2
    • /
    • pp.284-294
    • /
    • 2018
  • Statistical methods have been widely used to estimate the remaining battery runtime of mobile smart devices, such as smart phones, smart gears, tablets, and etc. However, existing work available in the literature only considers a particular statistical method. Thus, it is difficult to determine whether statistical methods are applicable to estimating thr remaining battery runtime of mobile devices or not. In this paper, we evaluated the performance of statistical methods applicable to estimating the remaining battery runtime of mobile smart devices. The statistical estimation methods evaluated in this paper are as follows: simple and moving average, linear regression, multivariate adaptive regression splines, auto regressive, polynomial curve fitting, and double and triple exponential smoothing methods. Research results presented in this paper give valuable data of insight to IT engineers who are willing to deploy statistical methods on estimating the remaining battery runtime of mobile smart devices.

Statistical Efficiency of Sampling Plot Size in Half-sib Progeny Test of Korean Pine (Pinus koraiensis S. et Z.) (잣나무 차대검정(次代檢定)에 있어서의 효율적(效率的)인 Plot Sampling에 관(關)한 연구(硏究))

  • Kim, Dae Eun;Chon, Sang Keun
    • Journal of Korean Society of Forest Science
    • /
    • v.80 no.4
    • /
    • pp.379-382
    • /
    • 1991
  • Tree height at age 10 was used to estimate the statistical efficiencies of sampling size in the progeny test of Pinus koraiensis S. et Z. Experimental design was RCB design which consists of 25 half-sib families in each of three blocks. The number of families and blocks were fixed, therefore, the number of trees sampled per plot was the only factor that influences the environmental portion of the family mean height. Coefficient of variation, the estimate of the standard error of the family mean height, decreased with increase of sampling plot size, and became stable from 4-tree plot sampling (6.97%). The experimental error was significant from 7-tree sampling plot size. Nonlinear relationship (${\hat{Y}}=10.425e-^{0.073x}$ ; $R^2$=0.840) was found between the sampling plot size and the standard error of family mean height.

  • PDF

Estimation of Water Quality of Fish Farms using Multivariate Statistical Analysis

  • Ceong, Hee-Taek;Kim, Hae-Ran
    • Journal of information and communication convergence engineering
    • /
    • v.9 no.4
    • /
    • pp.475-482
    • /
    • 2011
  • In this research, we have attempted to estimate the water quality of fish farms in terms of parameters such as water temperature, dissolved oxygen, pH, and salinity by employing observational data obtained from a coastal ocean observatory of a national institution located close to the fish farm. We requested and received marine data comprising nine factors including water temperature from Korea Hydrographic and Oceanographic Administration. For verifying our results, we also established an experimental fish farm in which we directly placed the sensor module of an optical mode, YSI-6920V2, used for self-cleaning inside fish tanks and used the data measured and recorded by a environment monitoring system that was communicating serially with the sensor module. We investigated the differences in water temperature and salinity among three areas - Goheung Balpo, Yeosu Odongdo, and the experimental fish farm, Keumho. Water temperature did not exhibit significant differences but there was a difference in salinity (significance <5%). Further, multiple regression analysis was performed to estimate the water quality of the fish farm at Keumho based on the data of Goheung Balpo. The water temperature and dissolved-oxygen estimations had multiple regression linear relationships with coefficients of determination of 98% and 89%, respectively. However, in the case of the pH and salinity estimated using the oceanic environment with nine factors, the adjusted coefficient of determination was very low at less than 10%, and it was therefore difficult to predict the values. We plotted the predicted and measured values by employing the estimated regression equation and found them to fit very well; the values were close to the regression line. We have demonstrated that if statistical model equations that fit well are used, the expense of fish-farm sensor and system installations, maintenances, and repairs, which is a major issue with existing environmental information monitoring systems of marine farming areas, can be reduced, thereby making it easier for fish farmers to monitor aquaculture and mariculture environments.

Estimating the compressive strength of HPFRC containing metallic fibers using statistical methods and ANNs

  • Perumal, Ramadoss;Prabakaran, V.
    • Advances in concrete construction
    • /
    • v.10 no.6
    • /
    • pp.479-488
    • /
    • 2020
  • The experimental and numerical works were carried out on high performance fiber reinforced concrete (HPFRC) with w/cm ratios ranging from 0.25 to 0.40, fiber volume fraction (Vf)=0-1.5% and 10% silica fume replacement. Improvements in compressive and flexural strengths obtained for HPFRC are moderate and significant, respectively, Empirical equations developed for the compressive strength and flexural strength of HPFRC as a function of fiber volume fraction. A relation between flexural strength and compressive strength of HPFRC with R=0.78 was developed. Due to the complex mix proportions and non-linear relationship between the mix proportions and properties, models with reliable predictive capabilities are not developed and also research on HPFRC was empirical. In this paper due to the inadequacy of present method, a back propagation-neural network (BP-NN) was employed to estimate the 28-day compressive strength of HPFRC mixes. BP-NN model was built to implement the highly non-linear relationship between the mix proportions and their properties. This paper describes the data sets collected, training of ANNs and comparison of the experimental results obtained for various mixtures. On statistical analyses of collected data, a multiple linear regression (MLR) model with R2=0.78 was developed for the prediction of compressive strength of HPFRC mixes, and average absolute error (AAE) obtained is 6.5%. On validation of the data sets by NNs, the error range was within 2% of the actual values. ANN model has given the significant degree of accuracy and reliability compared to the MLR model. ANN approach can be effectively used to estimate the 28-day compressive strength of fibrous concrete mixes and is practical.

An Overview of Bootstrapping Method Applicable to Survey Researches in Rehabilitation Science

  • Choi, Bong-sam
    • Physical Therapy Korea
    • /
    • v.23 no.2
    • /
    • pp.93-99
    • /
    • 2016
  • Background: Parametric statistical procedures are typically conducted under the condition in which a sample distribution is statistically identical with its population. In reality, investigators use inferential statistics to estimate parameters based on the sample drawn because population distributions are unknown. The uncertainty of limited data from the sample such as lack of sample size may be a challenge in most rehabilitation studies. Objects: The purpose of this study is to review the bootstrapping method to overcome shortcomings of limited sample size in rehabilitation studies. Methods: Articles were reviewed. Results: Bootstrapping method is a statistical procedure that permits the iterative re-sampling with replacement from a sample when the population distribution is unknown. This statistical procedure is to enhance the representativeness of the population being studied and to determine estimates of the parameters when sample size are too limited to generalize the study outcome to target population. The bootstrapping method would overcome limitations such as type II error resulting from small sample sizes. An application on a typical data of a study represented how to deal with challenges of estimating a parameter from small sample size and enhance the uncertainty with optimal confidence intervals and levels. Conclusion: Bootstrapping method may be an effective statistical procedure reducing the standard error of population parameters under the condition requiring both acceptable confidence intervals and confidence level (i.e., p=.05).