• Journal of the Korean Statistical Society
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• v.25 no.2
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• pp.235-241
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• 1996

The ordinary least squares estimator of the disturbance variance in the linear regression model with stationary errors is shown to be asymptotically unbiased when the error process has a spectral density bounded from the above and away from zero. Such error processes cover a broad class of stationary processes, including ARMA processes.

• The Mathematical Education
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• v.22 no.3
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• pp.43-47
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• 1984

• Journal of the Korean Operations Research and Management Science Society
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• v.21 no.1
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• pp.163-170
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• 1996

An errors-in-variables model (EVM) differs from the classical regression model in that in the former the independent variable is also subject to error. This paper shows that to assess the applicability of the ordinary least squares (OLS) estimation procedure to the EVM, the relative dispersion of the independent variable to its error variance must be also considered in addition to Mandel's criterion. The effect of physically reducing the variance of errors in the independent variable on the performance of the OLS slope estimator is also discussed.

• ETRI Journal
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• v.26 no.5
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• pp.413-422
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• 2004

This paper investigates the impacts of array weight errors (AWE) in an antenna array (AA) on a parallel interference cancellation (PIC) receiver in uplink synchronous and asynchronous direct sequence code division multiple access (DS-CDMA) systems. The performance degradation due to an AWE, which is approximated by a Gaussian distributed random variable, is estimated as a function of the variance of the AWE. Theoretical analysis, confirmed by simulation, demonstrates the tradeoffs encountered between system parameters such as the number of antennas and the variance of the AWE in terms of the achievable average bit error rate and the user capacity. Numerical results show that the performance of the PIC with the AA in the DS-CDMA uplink is sensitive to the AWE. However, either a larger number of antennas or uplink synchronous transmissions have the potential of reducing the overall sensitivity, and thus improving its performance.

• Journal of the Korean Society for Precision Engineering
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• v.16 no.3 s.96
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• pp.109-115
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• 1999

This paper presents a stabilization control designed to improve position stabilization performance of a position servo-system(turret) mounted on a manuvering platform(vehicle). In the consideration of the motion of the platform, a dynamic model of the stabilization system is derived and shows the viscous and stick-slip friction torques are the major source of stabilization errors. An extended generalized minimum variance control which consists of a feedforward disturbance compensation as well as a pole placement feedback control is suggested to reduce the stabilization errors caused from the friction disturbances. This modeling and control are applied to a small experimental set-up and the experimental results confirm the accuracy of the model and the effectiveness of the suggested control.

• International Journal of Internet, Broadcasting and Communication
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• v.11 no.1
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• pp.47-53
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• 2019

The idea of ensemble learning is to train multiple models, each with the objective to predict or classify a set of results. Most of the errors from a model's learning are from three main factors: variance, noise, and bias. By using ensemble methods, we're able to increase the stability of the final model and reduce the errors mentioned previously. By combining many models, we're able to reduce the variance, even when they are individually not great. In this paper we propose an ensemble model and applied it to classification problem. In iris, Pima indian diabeit and semiconductor fault detection problem, proposed model classifies well compared to traditional single classifier that is logistic regression, SVM and random forest.

• Atmosphere
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• v.17 no.1
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• pp.27-44
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• 2007

The purpose of this study is to investigate predictability of the seasonal simulation by the METRI (Meteorological Research Institute) AGCM (Atmospheric General Circulation Model), which is a long-term prediction model for the METRI 3-month prediction system. We examine the performance skill of climate simulation and predictability by the analysis of variance of the METRI AGCM, focusing on the precipitation, 850 hPa temperature, and 500 hPa geopotential height. According to the result, the METRI AGCM shows systematic errors with seasonal march, and represents large errors over the equatorial region, compared to the observation. Also, the response of the METRI AGCM by the variation of the sea surface temperature is obvious for the wintertime and springtime. However, the METRI AGCM does not show the significant ENSO-related signal in autumn. In case of prediction over the east Asian region, errors between the prediction results and the observation are not quite large with the lead-time. However, in the predictability assessment using the analysis of variance method, longer lead-time makes the prediction better, and the predictability becomes better in the springtime.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.35 no.3
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• pp.52-61
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• 2012

The design method for cumulative sum (CUSUM) control charts, which can be robust to autoregressive moving average (ARMA) modeling errors, has not been frequently proposed so far. This is because the CUSUM statistic involves a maximum function, which is intractable in mathematical derivations, and thus any modification on the statistic can not be favorably made. We propose residual-based robust CUSUM control charts for monitoring autocorrelated processes. In order to incorporate the effects of ARMA modeling errors into the design method, we modify parameters (reference value and decision interval) of CUSUM control charts using the approximate expected variance of residuals generated in model uncertainty, rather than directly modify the form of the CUSUM statistic. The expected variance of residuals is derived using a second-order Taylor approximation and the general form is represented using the order of ARMA models with the sample size for ARMA modeling. Based on the Monte carlo simulation, we demonstrate that the proposed method can be effectively used for statistical process control (SPC) charts, which are robust to ARMA modeling errors.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.12 no.6
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• pp.1045-1050
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• 2008

A GNSS augmentation system provides precision information using corrected GNSS pseudorange measurements. Common bias errors are corrected by PRC (Pseudorange Correction) between reference stations and a rover. However non-common errors (ionospheric and tropospheric noise error) are not corrected. Using position error variance this paper analyzes non-common error (noise errors) of ionosphere and troposphere wet vapor.

• Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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• v.35 no.6
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• pp.573-580
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• 2017

Precise stochastic modeling for GPS measurements is one of key factors in adjustment computations for GPS positioning. To analyze the GPS measurement errors, Minimum Norm Quadratic Unbiased Estimators(MINQUE) approach is used in this study to estimate the variance components for measurement types with short-baseline GPS positioning model. The results showed the magnitudes of measurement errors for C1, P2, L1, L2 are 22.3cm, 27.6cm, 2.5mm, 2.2mm, respectively. To reduce the memory usage and computational burden, variance components are also estimated on epoch-by-epoch basis. The results showed that there exists slight differences between the solutions. However, epoch-by-epoch analysis may also be used for most of GPS applications considering the magnitudes of the differences.