• 제목/요약/키워드: statistical prediction

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Large-Sample Comparisons of Statistical Calibration Procedures When the Standard Measurement is Also Subject to Error: The Replicated Case

  • Lee, Seung-Hoon;Yum, Bong-Jin
    • Journal of the Korean Statistical Society
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    • 제17권1호
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    • pp.9-23
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    • 1988
  • The classicla theory of statistical calibration assumes that the standard measurement is exact. From a realistic point of view, however, this assumption needs to be relaxed so that more meaningful calibration procedures may be developed. This paper presents a model which explicitly considers errors in both standard and nonstandard measurements. Under the assumption that replicated observations are available in the calibration experiment, three estimation techniques (ordinary least squares, grouping least squares, and maximum likelihood estimation) combined with two prediction methods (direct and inverse prediction) are compared in terms of the asymptotic mean square error of prediction.

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다변량 통계분석을 이용한 서울시 고농도 오존의 예측에 관한 연구 (Prediction of High Level Ozone Concentration in Seoul by Using Multivariate Statistical Analyses)

  • 허정숙;김동술
    • 한국대기환경학회지
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    • 제9권3호
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    • pp.207-215
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    • 1993
  • In order to statistically predict $O_3$ levels in Seoul, the study used the TMS (telemeted air monitoring system) data from the Department of Environment, which have monitored at 20 sites in 1989 and 1990. Each data in each site was characterized by 6 major criteria pollutants ($SO_2, TSP, CO, NO_2, THC, and O_3$) and 2 meteorological parameters, such as wind speed and wind direction. To select proper variables and to determine each pollutant's behavior, univariate statistical analyses were extensively studied in the beginning, and then various applied statistical techniques like cluster analysis, regression analysis, and expert system have been intensively examined. For the initial study of high level $O_3$ prediction, the raw data set in each site was separated into 2 group based on 60 ppb $O_3$ level. A hierarchical cluster analysis was applied to classify the group based on 60 ppb $O_3$ into small calsses. Each class in each site has its own pattern. Next, multiple regression for each class was repeatedly applied to determine an $O_3$ prediction submodel and to determine outliers in each class based on a certain level of standardized redisual. Thus, a prediction submodel for each homogeneous class could be obtained. The study was extended to model $O_3$ prediction for both on-time basis and 1-hr after basis. Finally, an expect system was used to build a unified classification rule based on examples of the homogenous classes for all of sites. Thus, a concept of high level $O_3$ prediction model was developed for one of $O_3$ alert systems.

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Bayesian and Empirical Bayesian Prediction Analysis for Future Observation

  • Jeong Hwan Ko
    • Communications for Statistical Applications and Methods
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    • 제4권2호
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    • pp.465-471
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    • 1997
  • This paper deals with the problems of obtaining some Bayesian and empirical Bayesian Predictive densities and prediction intervals of a future observation $X_{(\tau+\gamma)}$ in the Rayleigh distribution. Using an inverse gamma prior distribution, some prodictive densities and prodiction intervals are proposed and studied. Also the behaviors of the proposed results are examined via numerical examples.

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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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    • 제6권1호
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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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Statistical RBF Network with Applications to an Expert System for Characterizing Diabetes Mellitus

  • Om, Kyong-Sik;Kim, Hee-Chan;Min, Byoung-Goo;Shin, Chan-So;Lee, Hong-Kyu
    • Journal of Electrical Engineering and information Science
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    • 제3권3호
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    • pp.355-365
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    • 1998
  • The purposes of this study are to propose a network for the characterizing of the input data and to show how to design predictive neural net재가 expert system which doesn't need previous knowledge base. We derived this network from the radial basis function networks(RBFN), and named it as a statistical EBFN. The proposed network can replace the statistical methods for analyzing dynamic relations between target disease and other parameters in medical studies. We compared statistical RBFN with the probabilistic neural network(PNN) and fuzzy logic(FL). And we testified our method in the diabetes prediction and compared our method with the well-known multilayer perceptron(MLP) neural network one, and showed good performance of our network. At last, we developed the diabetes prediction expert system based on the proposed statistical RBFN without previous knowledge base. Not only the applicability of the characterizing of parameters related to diabetes and construction of the diabetes prediction expert system but also wide applicabilities has the proposed statistical RBFN to other similar problems.

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STATISTICAL EVIDENCE METHODOLOGY FOR MODEL ACCEPTANCE BASED ON RECORD VALUES

  • Doostparast M.;Emadi M.
    • Journal of the Korean Statistical Society
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    • 제35권2호
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    • pp.167-177
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    • 2006
  • An important role of statistical analysis in science is interpreting observed data as evidence, that is 'what do the data say?'. Although standard statistical methods (hypothesis testing, estimation, confidence intervals) are routinely used for this purpose, the theory behind those methods contains no defined concept of evidence and no answer to the basic question 'when is it correct to say that a given body of data represent evidence supporting one statistical hypothesis against another?' (Royall, 1997). In this article, we use likelihood ratios to measure evidence provided by record values in favor of a hypothesis and against an alternative. This hypothesis is concerned on mean of an exponential model and prediction of future record values.

Average Mean Square Error of Prediction for a Multiple Functional Relationship Model

  • Yum, Bong-Jin
    • Journal of the Korean Statistical Society
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    • 제13권2호
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    • pp.107-113
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    • 1984
  • In a linear regression model the idependent variables are frequently subject to measurement errors. For this case, the problem of estimating unknown parameters has been extensively discussed in the literature while very few has been concerned with the effect of measurement errors on prediction. This paper investigates the behavior of the predicted values of the dependent variable in terms of the average mean square error of prediction (AMSEP). AMSEP may be used as a criterion for selecting an appropriate estimation method, for designing an estimation experiment, and for developing cost-effective future sampling schemes.

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Partially Observed Data in Spatial Autologistic Models with Applications to Area Prediction in the Plane

  • Kim, Young-Won;Park, Eun-Ha;Sun Y. Hwang
    • Journal of the Korean Statistical Society
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    • 제28권4호
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    • pp.457-468
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    • 1999
  • Autologistic lattice process is used to model binary spatial data. A conditional probability is derived for the incomplete data where the lattice consists of partially yet systematically observed sites. This result, which is interesting in its own right, is in turn applied to area prediction in the plane.

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Bayesian Prediction of Exponentiated Weibull Distribution based on Progressive Type II Censoring

  • Jung, Jinhyouk;Chung, Younshik
    • Communications for Statistical Applications and Methods
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    • 제20권6호
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    • pp.427-438
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    • 2013
  • Based on progressive Type II censored sampling which is an important method to obtain failure data in a lifetime study, we suggest a very general form of Bayesian prediction bounds from two parameters exponentiated Weibull distribution using the proper general prior density. For this, Markov chain Monte Carlo approach is considered and we also provide a simulation study.

Optimal fractions in terms of a prediction-oriented measure

  • Lee, Won-Woo
    • Journal of the Korean Statistical Society
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    • 제22권2호
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    • pp.209-217
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    • 1993
  • The multicollinearity problem in a multiple linear regression model may present deleterious effects on predictions. Thus, its is desirable to consider the optimal fractions with respect to the unbiased estimate of the mean squares errors of the predicted values. Interstingly, the optimal fractions can be also illuminated by the Bayesian inerpretation of the general James-Stein estimators.

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