• Title/Summary/Keyword: Estimation method

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A Study on Evaluation Method of Fatigue Strength Data Using Likelihood Interval Estimation Method (우도구간 추정법에 의한 피로강도 데이터 평가법에 관한 연구)

  • 최창섭
    • Journal of the Korean Society of Safety
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    • v.10 no.2
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    • pp.10-16
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    • 1995
  • In estimating the fatigue data, only the uniform safety rate has been applied so far However, since more reasonable design concepts such as machine structures or subsidiary materials will be required in the future, the importance of a statistical estimation method for fatigue data is being highlighted. With such basic conception in mind, this study was aimed at critically discussing the interval estimation method which has been applied using the classical statistics thus far It was conceived that this conventional method would result in the estimation of the unstable side from the viewpoint of the likelihood Interval estimation method. In this regard, this study aimed at estimating the fatigue strength through the likelihood interval estimation method comparing it with the conventional interval estimation method would result in the estimation of the unstable side from the viewpoint of the likelihood interval estimation method. One of the methods using the likelihood for estimation data is the Bayes method. Based on this theory, statistical estimations were positivly applied, and thereupon, the fatigue data were estimated.

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Identification of ARMAX Model and Linear Estimation Algorithm for Structural Dynamic Characteristics Analysis (구조동특성해석을 위한 ARMAX 모형의 식별과 선형추정 알고리즘)

  • Choe, Eui-Jung;Lee, Sang-Jo
    • Journal of the Korean Society for Precision Engineering
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    • v.16 no.7
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    • pp.178-187
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    • 1999
  • In order to identify a transfer function model with noise, penalty function method has been widely used. In this method, estimation process for possible model parameters from low to higher order proceeds the model identification process. In this study, based on linear estimation method, a new approach unifying the estimation and the identification of ARMAX model is proposed. For the parameter estimation of a transfer function model with noise, linear estimation method by noise separation is suggested instead of nonlinear estimation method. The feasibility of the proposed model identification and estimation method is verified through simulations, namely by applying the method to time series model. In the case of time series model with noise, the proposed method successfully identifies the transfer function model with noise without going through model parameter identification process in advance. A new algorithm effectively achieving model identification and parameter estimation in unified frame has been proposed. This approach is different from the conventional method used for identification of ARMAX model which needs separate parameter estimation and model identification processes. The consistency and the accuracy of the proposed method has been verified through simulations.

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Hierarchical State Estimation in Power System by Modified Fast Decoupled State Estimation Method and System Decomposition (전력계통에서의 수정고속분할 추정법과 계통분할에 의한 계산적 장웅추정에 관한 연구)

  • 김준현;이종범
    • The Transactions of the Korean Institute of Electrical Engineers
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    • v.34 no.5
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    • pp.201-209
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    • 1985
  • This paper describes a method for the state estimation by a modified fast decoupled estimation method and system decomposition. The state values are gained by using the weighted least square estimation method, fast decoupled estimation method, and modified fast decoupled estimation method. The estimated values of each method were compared about effectiveness of state values, respectively. This paper investigated the effects of impedance of well-condition or ill-condition into lines. The characteristics of state estimation were gained through hierarchical state estimation. Each method was applied to three model power systems, and, the results of test for the proposed method are given.

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Target Localization using Combination of the IV and QCLS Method in the Sensor Network (센서네트워크 내의 IV 기법과 QCLS 기법을 결합한 위치 추정)

  • Kim, Yong-Hwi;Choi, Ga-Hyoung;Yoon, Tae-Sung;Park, Jin-Bae
    • Proceedings of the KIEE Conference
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    • 2011.07a
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    • pp.1768-1769
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    • 2011
  • The nonlinear estimation and the pseudo-linear estimation are used to treat the target localization in sensor network which provides range difference of arrival (RDOA) measurements. It is known that the nonlinear estimation has sensitive problem for the initial estimate and the pseudo-linear estimation has a large estimation error. The QCLS method is the typical estimator of the methods for pseudo-linear estimation. However the estimate by using the QCLS method includes the estimation error because the first stage of two estimation processes of the QCLS method causes the biased estimation error. Therefore we propose a instrumental variables(IV) method for minimizing the estimation error of the first stage. The simulation shows that the performance of the proposed method is superior to the QCLS method.

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Adaptive Zoom Motion Estimation Method (적응적 신축 움직임 추정 방법)

  • Jang, Won-Seok;Kwon, Oh-Jun;Kwon, Soon-Kak
    • Journal of Korea Multimedia Society
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    • v.17 no.8
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    • pp.915-922
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    • 2014
  • We propose an adaptive zoom motion estimation method where a picture is divided into two areas based on the distance information with a depth camera : the one is object area and the other is background area. In the proposed method, the zoom motion is only applied to the object area except the background area. Further, the block size of motion estimation for the object area is set to smaller than that of background area. This adaptive zoom motion estimation method can be reduced at the complexity of motion estimation and can be improved at the motion estimation performance by reducing the block size of the object area in comparison with the conventional zoom motion estimation method. Based on the simulation results, the proposed method is compared with the conventional methods in terms of motion estimation accuracy and computational complexity.

The exponential generalized log-logistic model: Bagdonavičius-Nikulin test for validation and non-Bayesian estimation methods

  • Ibrahim, Mohamed;Aidi, Khaoula;Alid, Mir Masoom;Yousof, Haitham M.
    • Communications for Statistical Applications and Methods
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    • v.29 no.1
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    • pp.1-25
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    • 2022
  • A modified Bagdonavičius-Nikulin chi-square goodness-of-fit is defined and studied. The lymphoma data is analyzed using the modified goodness-of-fit test statistic. Different non-Bayesian estimation methods under complete samples schemes are considered, discussed and compared such as the maximum likelihood least square estimation method, the Cramer-von Mises estimation method, the weighted least square estimation method, the left tail-Anderson Darling estimation method and the right tail Anderson Darling estimation method. Numerical simulation studies are performed for comparing these estimation methods. The potentiality of the new model is illustrated using three real data sets and compared with many other well-known generalizations.

Estimation of structural vector autoregressive models

  • Lutkepohl, Helmut
    • Communications for Statistical Applications and Methods
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    • v.24 no.5
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    • pp.421-441
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    • 2017
  • In this survey, estimation methods for structural vector autoregressive models are presented in a systematic way. Both frequentist and Bayesian methods are considered. Depending on the model setup and type of restrictions, least squares estimation, instrumental variables estimation, method-of-moments estimation and generalized method-of-moments are considered. The methods are presented in a unified framework that enables a practitioner to find the most suitable estimation method for a given model setup and set of restrictions. It is emphasized that specifying the identifying restrictions such that they are linear restrictions on the structural parameters is helpful. Examples are provided to illustrate alternative model setups, types of restrictions and the most suitable corresponding estimation methods.

Earthquake Loss Estimation of Buried Pipeline Considering Permanent Ground Deformation due to Liquefaction (액상화.영구지반변형을 고려한 지중매설관로의 지진피해 평가)

  • Kim, Tae-Wook;Lim, Yun-Mook;Kim, Moon-Kyum
    • Proceedings of the Earthquake Engineering Society of Korea Conference
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    • 2005.03a
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    • pp.102-109
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    • 2005
  • In this study, a prototype model of earthquake loss estimation method will be proposed for the quantitative and qualitative damage evaluation of buried pipeline subjected to Permanent Ground Deformation(PGD) due to liquefaction. With this objective, domestic and foreign status of the arts related with earthquake loss estimation method is summarized at first. Domestic development of computer aided earthquake loss estimation method seems to be difficult for the time being. Thus, referring to HAZUS : Earthquake Loss Estimation Methodology which is developed by FEMA (Federal Emergency Management Agency) and NIBS (National Institute of Building Sciences), earthquake loss estimation procedure of buried pipeline subjected to PGD due to liquefaction are proposed, and then exemplary loss estimation are executed. Considering that there have been no practical earthquake loss estimation method and procedure in Korea, the research accomplishments such as above are considered to be helpful for the substantial development of earthquake loss estimation method of buried pipeline subjected to PGD due to liquefaction.

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Advanced surface spectral-reflectance estimation using a population with similar colors (유사색 모집단을 이용한 개선된 분광 반사율 추정)

  • 이철희;김태호;류명춘;오주환
    • Proceedings of the Korea Society for Industrial Systems Conference
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    • 2001.05a
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    • pp.280-287
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    • 2001
  • The studies to estimate the surface spectral reflectance of an object have received widespread attention using the multi-spectral camera system. However, the multi-spectral camera system requires the additional color filter according to increment of the channel and system complexity is increased by multiple capture. Thus, this paper proposes an algorithm to reduce the estimation error of surface spectral reflectance with the conventional 3-band RGB camera. In the proposed method, adaptive principal components for each pixel are calculated by renewing the population of surface reflectances and the adaptive principal components can reduce estimation error of surface spectral reflectance of current pixel. To evacuate performance of the proposed estimation method, 3-band principal component analysis, 5-band wiener estimation method, and the proposed method are compared in the estimation experiment with the Macbeth ColorChecker. As a result, the proposed method showed a lower mean square ems between the estimated and the measured spectra compared to the conventional 3-band principal component analysis method and represented a similar or advanced estimation performance compared to the 5-band wiener method.

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Comparison of parameter estimation methods for normal inverse Gaussian distribution

  • Yoon, Jeongyoen;Kim, Jiyeon;Song, Seongjoo
    • Communications for Statistical Applications and Methods
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    • v.27 no.1
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    • pp.97-108
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    • 2020
  • This paper compares several methods for estimating parameters of normal inverse Gaussian distribution. Ordinary maximum likelihood estimation and the method of moment estimation often do not work properly due to restrictions on parameters. We examine the performance of adjusted estimation methods along with the ordinary maximum likelihood estimation and the method of moment estimation by simulation and real data application. We also see the effect of the initial value in estimation methods. The simulation results show that the ordinary maximum likelihood estimator is significantly affected by the initial value; in addition, the adjusted estimators have smaller root mean square error than ordinary estimators as well as less impact on the initial value. With real datasets, we obtain similar results to what we see in simulation studies. Based on the results of simulation and real data application, we suggest using adjusted maximum likelihood estimates with adjusted method of moment estimates as initial values to estimate the parameters of normal inverse Gaussian distribution.