• Title/Summary/Keyword: variance errors.

Search Result 236, Processing Time 0.032 seconds

A Study on Stochastic Estimation of Monthly Runoff by Multiple Regression Analysis (다중회귀분석에 의한 하천 월 유출량의 추계학적 추정에 관한 연구)

  • 김태철;정하우
    • Magazine of the Korean Society of Agricultural Engineers
    • /
    • v.22 no.3
    • /
    • pp.75-87
    • /
    • 1980
  • Most hydro]ogic phenomena are the complex and organic products of multiple causations like climatic and hydro-geological factors. A certain significant correlation on the run-off in river basin would be expected and foreseen in advance, and the effect of each these causual and associated factors (independant variables; present-month rainfall, previous-month run-off, evapotranspiration and relative humidity etc.) upon present-month run-off(dependent variable) may be determined by multiple regression analysis. Functions between independant and dependant variables should be treated repeatedly until satisfactory and optimal combination of independant variables can be obtained. Reliability of the estimated function should be tested according to the result of statistical criterion such as analysis of variance, coefficient of determination and significance-test of regression coefficients before first estimated multiple regression model in historical sequence is determined. But some error between observed and estimated run-off is still there. The error arises because the model used is an inadequate description of the system and because the data constituting the record represent only a sample from a population of monthly discharge observation, so that estimates of model parameter will be subject to sampling errors. Since this error which is a deviation from multiple regression plane cannot be explained by first estimated multiple regression equation, it can be considered as a random error governed by law of chance in nature. This unexplained variance by multiple regression equation can be solved by stochastic approach, that is, random error can be stochastically simulated by multiplying random normal variate to standard error of estimate. Finally hybrid model on estimation of monthly run-off in nonhistorical sequence can be determined by combining the determistic component of multiple regression equation and the stochastic component of random errors. Monthly run-off in Naju station in Yong-San river basin is estimated by multiple regression model and hybrid model. And some comparisons between observed and estimated run-off and between multiple regression model and already-existing estimation methods such as Gajiyama formula, tank model and Thomas-Fiering model are done. The results are as follows. (1) The optimal function to estimate monthly run-off in historical sequence is multiple linear regression equation in overall-month unit, that is; Qn=0.788Pn+0.130Qn-1-0.273En-0.1 About 85% of total variance of monthly runoff can be explained by multiple linear regression equation and its coefficient of determination (R2) is 0.843. This means we can estimate monthly runoff in historical sequence highly significantly with short data of observation by above mentioned equation. (2) The optimal function to estimate monthly runoff in nonhistorical sequence is hybrid model combined with multiple linear regression equation in overall-month unit and stochastic component, that is; Qn=0. 788Pn+0. l30Qn-1-0. 273En-0. 10+Sy.t The rest 15% of unexplained variance of monthly runoff can be explained by addition of stochastic process and a bit more reliable results of statistical characteristics of monthly runoff in non-historical sequence are derived. This estimated monthly runoff in non-historical sequence shows up the extraordinary value (maximum, minimum value) which is not appeared in the observed runoff as a random component. (3) "Frequency best fit coefficient" (R2f) of multiple linear regression equation is 0.847 which is the same value as Gaijyama's one. This implies that multiple linear regression equation and Gajiyama formula are theoretically rather reasonable functions.

  • PDF

Ultrasonic Image Analysis Using GLCM in Diffuse Thyroid Disease (미만성 갑상샘 질환에서 GLCM을 이용한 초음파 영상 분석)

  • Ye, Soo-Young
    • Journal of the Korean Society of Radiology
    • /
    • v.15 no.4
    • /
    • pp.473-479
    • /
    • 2021
  • The diagnostic criteria for diffuse thyroid disease are ambiguous and there are many errors due to the subjective diagnosis of experts. Also, studies on ultrasound imaging of thyroid nodules have been actively conducted, but studies on diffuse thyroid disease are insufficient. In this study, features were extracted by applying the GLCM algorithm to ultrasound images of normal and diffuse thyroid disease, and quantitative analysis was performed using the extracted feature values. Using the GLCM algorithm for thyroid ultrasound images of patients diagnosed at W hospital, 199 normal cases, 132 mild cases, and 99 moderate cases, a region of interest (50×50 pixel) was set for a total of 430 images, and Autocorrelation, Sum of squares, sum average, sum variance, cluster prominence, and energy were analyzed using six parameters. As a result, in autocorrelation, sum of squares, sum average, and sum variance four parameters, Normal, Mild, and Moderate were distinguished with a high recognition rate of over 90%. This study is valuable as a criterion for classifying the severity of diffuse thyroid disease in ultrasound images using the GLCM algorithm. By applying these parameters, it is expected that errors due to visual reading can be reduced in the diagnosis of thyroid disease and can be utilized as a secondary means of diagnosing diffuse thyroid disease.

Robust Multi-channel Wiener Filter for Suppressing Noise in Microphone Array Signal (마이크로폰 어레이 신호의 잡음 제거를 위한 강인한 다채널 위너 필터)

  • Jung, Junyoung;Kim, Gibak
    • Journal of Broadcast Engineering
    • /
    • v.23 no.4
    • /
    • pp.519-525
    • /
    • 2018
  • This paper deals with noise suppression of multi-channel data captured by microphone array using multi-channel Wiener filter. Multi-channel Wiener filter does not rely on information about the direction of the target speech and can be partitioned into an MVDR (Minimum Variance Distortionless Response) spatial filter and a single channel spectral filter. The acoustic transfer function between the single speech source and microphones can be estimated by subspace decomposition of multi-channel Wiener filter. The errors are incurred in the estimation of the acoustic transfer function due to the errors in the estimation of correlation matrices, which in turn results in speech distortion in the MVDR filter. To alleviate the speech distortion in the MVDR filter, diagonal loading is applied. In the experiments, database with seven microphones was used and MFCC distance was measured to demonstrate the effectiveness of the diagonal loading.

Motion Estimation Algorithm Using Variance and Adaptive Search Range for Frame Rate Up-Conversion (프레임 율 향상을 위한 분산 및 적응적 탐색영역을 이용한 움직임 추정 알고리듬)

  • Yu, Songhyun;Jeong, Jechang
    • Journal of Broadcast Engineering
    • /
    • v.23 no.1
    • /
    • pp.138-145
    • /
    • 2018
  • In this paper, we propose a new motion estimation algorithm for frame rate up-conversion. The proposed algorithm uses the variance of errors in addition to SAD in motion estimation to find more accurate motion vectors. Then, it decides which motion vectors are wrong using the variance of neighbor motion vectors and the variance between current motion vector and neighbor's average motion vector. Next, incorrect motion vectors are corrected by weighted sum of eight neighbor motion vectors. Additionally, we propose adaptive search range algorithm, so we can find more accurate motion vectors and reduce computational complexity at the same time. As a result, proposed algorithm improves the average peak signal-to-noise ratio and structural similarity up to 1.44 dB and 0.129, respectively, compared with previous algorithms.

Market Microstructure Noise and Optimal Sampling Frequencies for the Realized Variances of Stock Prices of Four Leading Korean Companies (한국주요상장사 주가 실현변동성 추정시 시장미시구조 잡음과 최적 추출 빈도수)

  • Oh, Rosy;Shin, Dong-Wan
    • The Korean Journal of Applied Statistics
    • /
    • v.25 no.1
    • /
    • pp.15-27
    • /
    • 2012
  • We have studied the realized variance(RV) of intra-day returns and market microstructure noise based on high-frequency stock transaction data for the four largest companies in terms of market capitalization in the KOSPI. First, non-negligible biases are observed for the RV and for the bias-corrected realized variance($RV_{AC_1}$) which is constructed by adjusting RV for the first order autocorrelation in intra-day returns. Bias is more obvious for the RV and the $RV_{AC_1}$ when intra-day returns are sampled more frequently than every 2 minutes. Transaction Time Sampling(TTS) is shown to be better than Calendar Time Sampling(CTS) in terms of biases of the RV and the $RV_{AC_1}$ for the 4 companies. The analysis reveals that market microstructure noise is temporally dependent. Second, by using the Noise-to-Signal Ratio(NSR), we estimate sampling frequencies that are optimal in terms of the Mean Square Errors(MSE) of the RV and the $RV_{AC_1}$. The optimal sampling frequencies are around 200 for RV and is around 5000 for the $RV_{AC_1}$ for all the four stock prices. For the 6 hour transaction period of the Korean stock trading, these correspond to about 2 minutes and 6 seconds.

Design and Performance Analysis of a Decision-feedback Coherent Code Tracking Loop for WCDMA Systems (WCDMA 시스템을 위한 판정궤환 동기식 동기추적 회로의 설계 및 성능분석)

  • 박형래;양연실;김영선;김창주
    • The Journal of Korean Institute of Communications and Information Sciences
    • /
    • v.29 no.4A
    • /
    • pp.429-438
    • /
    • 2004
  • In this paper, a decision-feedback coherent code tracking loop is designed for WCDMA systems and its performance is analyzed in terms of jitter variance considering the effect of phase and symbol estimation errors for both AWGN and fading environments. An analytical closed-form formula for jitter variance is Int derived for AWGN environments as a function of a pulse-shaping filter, timing offset, signal-to-interference ratio, and loop bandwidth while involving the phase estimation error and bit error rate, and the upper bound of jitter variance is derived for fading environments. Finally a second-order coherent code tracking loop is designed with the DPCH frame format #13 of the WCDHA forward link selected as a target system, and its performance is evaluated by the closed-form formula and compared with the simulation results for both AWGN and Rayleigh fading environments.

Analysis of Modified Digital Costas Loop Part II : Performance in the Presence of Noise (변형된 디지탈 Costas loop에 관한 연구 (II) 잡음이 있을 경우의 성능 해석)

  • 정해창;은종관
    • Journal of the Korean Institute of Telematics and Electronics
    • /
    • v.19 no.3
    • /
    • pp.37-45
    • /
    • 1982
  • This paper is a sequel of the Part I paper[1] on the modified digital Costas loop. In this Part II we analyze the performance of the system in the presence of noise. It is shown that, when the input signal is corrupted by additive white Gaussian noise, the noise process in the loop becomes Rician as a result of the tan-1 (.) function of the phase error detector. Steady state probability density functions of phase errors of the first-and second-order loops have been obtained by solving the Chapman-Kolmogorov equation numerically. Also, the mean and variance of phase error in the steady state have been obtained analytically, and are compared with the results obtained by computer simulation.

  • PDF

Genetic Parameter Estimation with Normal and Poisson Error Mixed Models for Teat Number of Swine

  • Lee, C.;Wang, C.D.
    • Asian-Australasian Journal of Animal Sciences
    • /
    • v.14 no.7
    • /
    • pp.910-914
    • /
    • 2001
  • The teat number of a sow plays an important role for weaning pigs and has been utilized in selection of swine breeding stock. Various linear models have been employed for genetic analyses of teat number although the teat number can be considered as a count trait. Theoretically, Poisson error mixed models are more appropriate for count traits than Normal error mixed models. In this study, the two models were compared by analyzing data simulated with Poisson error. Considering the mean square errors and correlation coefficients between observed and fitted values, the Poisson generalized linear mixed model (PGLMM) fit the data better than the Normal error mixed model. Also these two models were applied to analyzing teat numbers in four breeds of swine (Landrace, Yorkshire, crossbred of Landrace and Yorkshire, crossbred of Landrace, Yorkshire, and Chinese indigenous Min pig) collected in China. However, when analyzed with the field data, the Normal error mixed model, on the contrary, fit better for all the breeds than the PGLMM. The results from both simulated and field data indicate that teat numbers of swine might not have variance equal to mean and thus not have a Poisson distribution.

Statistical Classification of Highway Segments for Improving the Efficiency of Short-term Traffic Count Planning (효율적인 교통량 조사를 계획하기 위한 조사구간의 통계적 특성 분류 연구)

  • Jung, YooSeok;Oh, JuSam
    • International Journal of Highway Engineering
    • /
    • v.18 no.3
    • /
    • pp.109-114
    • /
    • 2016
  • PURPOSES : The demand for extending national highways is increasing, but traffic monitoring is hindered because of resource limitations. Hence, this study classified highway segments into 5 types to improve the efficiency of short-term traffic count planning. METHODS : The traffic volume trends of 880 highway segments were classified through R-squared and linear regression analyses; the steadiness of traffic volume trends was evaluated through coefficient of variance (COV), and the normality of the data were determined through the Shapiro-Wilk W-test. RESULTS : Of the 880 segments, 574 segments had relatively low COV and were classified as type 1 segments, and 123 and 64 segments with increasing and decreasing traffic volume trends were classified as type 2 and type 3 segments, respectively; 80 segments that failed the normality test were classified as type 4, and the remaining 39 were classified as type 5 segments. CONCLUSIONS : A theoretical basis for biennial count planning was established. Biennial count is recommended for types 1~4 because their mean absolute percentage errors (MAPEs) are approximately 10%. For type 5 (MAPE =19.26%), the conventional annual count can be continued. The results of this analysis can reduce the traffic monitoring budget.

Analysis of Articles Published in the Journal of Korea Institute of Oriental Medicine - from 2010 to 2012 (최근 3년간(2010-2012) 한국한의학연구원논문집 게재 논문의 통계기법에 관한 연구)

  • Kang, Kyungwon;Lee, Minhee;Kim, Jungeun;Lee, Sang-Hun;Choi, Sunmi
    • Korean Journal of Oriental Medicine
    • /
    • v.18 no.3
    • /
    • pp.127-132
    • /
    • 2012
  • Background and Purpose : This study was to investigate statistical validities and trends of previously reported papers that used various statistical techniques such as t-test and analysis of variance. Methods : To analyze the statistical procedures, 38 original articles using those statistical methods were selected from Journal of Korea Institute of Oriental Medicine(JKIOM) published from 2010 to 2012. Results : Analysis of variance and t-test were used in 20 papers (38.5%), 16 papers (30.8%) of 52 papers. Four articles(10.5%) did not report ${\alpha}$ values and nineteen papers(50.0%) of 38 ones were not tested for normal distribution. Five papers (13.2%) misused t-test and 3 papers (7.9%) did not carry out the multiple comparison. Conclusions : To improve the quality of JKIOM, The participation of statisticians in research design will reduce the significant errors in statistical interpretation of the results.