• Title/Summary/Keyword: Akaike information criterion

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Using the corrected Akaike's information criterion for model selection (모형 선택에서의 수정된 AIC 사용에 대하여)

  • Song, Eunjung;Won, Sungho;Lee, Woojoo
    • The Korean Journal of Applied Statistics
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    • v.30 no.1
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    • pp.119-133
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    • 2017
  • Corrected Akaike's information criterion (AICc) is known to have better finite sample properties. However, Akaike's information criterion (AIC) is still widely used to select an optimal prediction model among several candidate models due to of a lack of research on benefits obtained using AICc. In this paper, we compare the performance of AIC and AICc through numerical simulations and confirm the advantage of using AICc. In addition, we also consider the performance of quasi Akaike's information criterion (QAIC) and the corrected quasi Akaike's information criterion (QAICc) for binomial and Poisson data under overdispersion phenomenon.

Testing for A Change Point by Model Selection Tools in Linear Regression Models

  • Yoon, Yong-Hwa;Kim, Jong-Tae;Cho, Kil-Ho;Shin, Kyung-A
    • Communications for Statistical Applications and Methods
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    • v.7 no.3
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    • pp.655-665
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    • 2000
  • Several information criterions, Schwarz information criterion (SIC), Akaike information criterion (AIC), and the modified Akaike information criterion ($AIC_c$), are proposed to locate a change point in the multiple linear regression model. These methods are applied to a stock Exchange data set and compared to the results.

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Onset Time Estimation of P- and S-waves at Gyeongsan Seismic Station Using Akaike Information Criterion (AIC) (Akaike Information Criterion (AIC)를 이용한 경산 지진관측소 P파와 S파 도착시간 자동추정)

  • Kwon, Joa;Kang, Su Young;Kim, Kwang-Hee
    • Journal of the Korean earth science society
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    • v.39 no.6
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    • pp.593-599
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    • 2018
  • The onset times of P- and S-waves are important information to have reliable earthquake locations, 1D or 3D subsurface velocity structures, and other related studies in seismology. As the number of seismic stations increases significantly in recent years, it becomes a formidable task for network operators to pick phase arrivals manually. This study used a simple method to estimate additional P- and S-wave arrival times for local earthquakes when a priori information (event location and time) is available using the Akaike Information Criterion (AIC). We applied the AIC program to the earthquake data recorded at the seismic station located in Gyeongsan (DAG2). The comparisons of automatically estimated phase arrival times with manually picked onset times showed that 95.1% and 93.7% of P-wave and S-wave arrival time estimations, respectively, are less than 0.1 second difference. The higher percentage of agreement presented the method which can be successfully applied to large data sets recorded by high-density seismic arrays.

Reliability-Based Design Optimization Using Akaike Information Criterion for Discrete Information (이산정보의 아카이케 정보척도를 이용한 신뢰성 기반 최적설계)

  • Lim, Woo-Chul;Lee, Tae-Hee
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.36 no.8
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    • pp.921-927
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    • 2012
  • Reliability-based design optimization (RBDO) can be used to determine the reliability of a system by means of probabilistic design criteria, i.e., the possibility of failure considering stochastic features of design variables and input parameters. To assure these criteria, various reliability analysis methods have been developed. Most of these methods assume that distribution functions are continuous. However, in real problems, because real data is often discrete in form, it is important to estimate the distributions for discrete information during reliability analysis. In this study, we employ the Akaike information criterion (AIC) method for reliability analysis to determine the best estimated distribution for discrete information and we suggest an RBDO method using AIC. Mathematical and engineering examples are illustrated to verify the proposed method.

An On-Line Real-Time SPC Scheme and Its Performance

  • Nishina, Ken
    • International Journal of Quality Innovation
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    • v.2 no.1
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    • pp.30-49
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    • 2001
  • This paper considers a recent environment in the manufacturing process in which data in large amounts can be obtained on-line in real-time. Under this environment an on-line real-time Statistical Process Control (SPC) scheme equipped with detection of a process change, change-point estimation, and recognition of the change pattern is proposed. The proposed SPC scheme is composed of a Cusum chart, filtering methods and Akaike Information Criterion (AIC). We examine the performance of this scheme by Monte Carlo simulation and show its usefulness.

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Probability Estimation of Snow Damage on Sugi (Cryptomeria japonica) Forest Stands by Logistic Regression Model in Toyama Prefecture, Japan

  • Kamo, Ken-Ichi;Yanagihara, Hirokazu;Kato, Akio;Yoshimoto, Atsushi
    • Journal of Forest and Environmental Science
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    • v.24 no.3
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    • pp.137-142
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    • 2008
  • In this paper, we apply a logistic regression model to the data of snow damage on sugi (Cryptomeria japonica) occurred in Toyama prefecture (in Japan) in 2004 for estimating the risk probability. In order to specify the factors effecting snow damage, we apply a model selection procedure determining optimal subset of explanatory variables. In this process we consider the following 3 information criteria, 1) Akaike's information criterion, 2) Baysian information criterion, 3) Bias-corrected Akaike's information criterion. For the selected variables, we give a proper interpretation from the viewpoint of natural disaster.

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Statistical Evaluation of Sigmoidal and First-Order Kinetic Equations for Simulating Methane Production from Solid Wastes (폐기물로부터 메탄발생량 예측을 위한 Sigmoidal 식과 1차 반응식의 통계학적 평가)

  • Lee, Nam-Hoon;Park, Jin-Kyu;Jeong, Sae-Rom;Kang, Jeong-Hee;Kim, Kyung
    • Journal of the Korea Organic Resources Recycling Association
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    • v.21 no.2
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    • pp.88-96
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    • 2013
  • The objective of this research was to evaluate the suitability of sigmoidal and firstorder kinetic equations for simulating the methane production from solid wastes. The sigmoidal kinetic equations used were modified Gompertz and Logistic equations. Statistical criteria used to evaluate equation performance were analysis of goodness-of-fit (Residual sum of squares, Root mean squared error and Akaike's Information Criterion). Akaike's Information Criterion (AIC) was employed to compare goodness-of-fit of equations with same and different numbers of parameters. RSS and RMSE were decreased for first-order kinetic equation with lag-phase time, compared to the first-order kinetic equation without lag-phase time. However, first-order kinetic equations had relatively higher AIC than the sigmoidal kinetic equations. It seemed that the sigmoidal kinetic equations had better goodness-of-fit than the first-order kinetic equations in order to simulate the methane production.

Comparisons of AIC and MDL on Estimation Reliability of Number of Soureces in Direction Finding Problem (Direction Finding Problem에서의 신호원 갯수 추정 신뢰도에 관한 AIC와 MDL의 비교)

  • 이일근
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.15 no.10
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    • pp.842-849
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    • 1990
  • In this paper, a couple of well-known methods for determination of the number of source signals impinging on sersor array in array processing are introduced and compared in terms of estimation accuracy. The one is the procedure issued by Akaike(Akaike's Information Criterion : AIC) and the other one by Schwartz and Rissanen(Minimum Description Length:MDL). This paper demonstrates, through computer simulation, that the AIC is more reliable than the MDL in such troublesome cases as very closely spaced source signlas, very limited number of sensors in the array, finite data sequences and/or low Signal-to-Noise ratio(S/N).

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A Study on the P Wave Arrival Time Determination Algorithm of Acoustic Emission (AE) Suitable for P Waves with Low Signal-to-Noise Ratios (낮은 신호 대 잡음비 특성을 지닌 탄성파 신호에 적합한 P파 도달시간 결정 알고리즘 연구)

  • Lee, K.S.;Kim, J.S.;Lee, C.S.;Yoon, C.H.;Choi, J.W.
    • Tunnel and Underground Space
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    • v.21 no.5
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    • pp.349-358
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    • 2011
  • This paper introduces a new P wave arrival time determination algorithm of acoustic emission (AE) suitable to identify P waves with low signal-to-noise ratio generated in rock masses around the high-level radioactive waste disposal repositories. The algorithms adopted for this paper were amplitude threshold picker, Akaike Information Criterion (AIC), two step AIC, and Hinkley criterion. The elastic waves were generated by Pencil Lead Break test on a granite sample, then mixed with white noise to make it difficult to distinguish P wave artificially. The results obtained from amplitude threshold picker, AIC, and Hinkley criterion produced relatively large error due to the low signal-to-noise ratio. On the other hand, two step AIC algorithm provided the correct results regardless of white noise so that the accuracy of source localization was more improved and could be satisfied with the error range.