• Communications for Statistical Applications and Methods
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• 제15권2호
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• pp.255-264
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• 2008

공변량 값이 주어졌을 때 반응변수의 값을 예측하는 데에는 평균제곱오차를 최소로 하는 것을 고려하는 것이 보통이지만, 최근 Park과 Shin (2005), Jones 등 (2007) 등에서 평균제곱오차대신 평균제곱상대오차에 기반한 예측을 연구한바 있다. 이 논문에서는 Jones 등 (2007)의 방법을 대체할 새로운 비모수적 예측법을 제안하고, 제안된 방법의 유효성을 뒷받침하는 간단한 모의실험 결과를 제공한다.

• Journal of the Korean Data and Information Science Society
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• 제26권3호
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• pp.561-568
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• 2015

이 연구에서는 공간회귀모형 중 공간시차모형과 공간오차모형을 이용하여 대구 경북 지역 단위면적당 아파트 매매가격을 예측하였다. k-최근접이웃 (k-nearest neighbours)을 이용하여 공간가중행렬을 구축하였으며, 이를 이용해 2012년 3월의 단위면적당 아파트 매매가격에 대한 모형을 적합시켰다. 적합시킨 공간시차모형, 공간오차모형을 이용하여 2013년 3월의 단위면적당 아파트 매매가격을 예측하였으며 RMSE (root mean squared error), RRMSE (root relative mean squared error), MAE (mean absolute error)를 통해 두 모형의 성능을 비교하였다.

• Journal of the Korean Statistical Society
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• 제33권3호
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• pp.323-337
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• 2004

This article coined a general class of estimators for various measures in normal population when some' a priori' or guessed value of standard deviation a is available in addition to sample information. The class of estimators is primarily defined for a function of standard deviation. An unbiased estimator and the minimum mean squared error estimator are worked out and the suggested class of estimators is compared with these classical estimators. Numerical computations in terms of percent relative efficiency and absolute relative bias established the merits of the proposed class of estimators especially for small samples. Simulation study confirms the excellence of the proposed class of estimators. The beauty of this article lies in estimation of various measures like standard deviation, variance, Fisher information, precision of sample mean, process capability index $C_{p}$, fourth moment about mean, mean deviation about mean etc. as particular cases of the proposed class of estimators.

• 대한토목학회논문집
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• 제31권1B호
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• pp.21-27
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• 2011

유출예측량을 모의할 때 과거와 현재의 수문자료를 이용한다는 측면에서 미래 예측결과의 불확실성을 완전히 제거할 수는 없겠지만, 다양한 기법별 분석에 의하여 불확실성을 감소시킬 수 있다. 본 연구에서는 유출예측의 정확성 향상을 위해 다양한 유출예측 기법을 적용 및 평가하였으며 확률론적 예측을 가능하게 하는 예측기법인 ESP와 관측 시계열 자료를 이용한 통계기법으로 공주지점의 유출예측을 수행하였다. 각 기법에 따른 유출예측 결과의 신뢰성 평가는 MAE(Mean Absolute Error), RMSE(Root Mean Squared Error), RRMSE(Relative Root Mean Squared Error), Mean Absolute Percentage Error (MAPE), TIC(Theil Inequality Coefficient)를 이용하였다. ESP 확률을 이용하여 예측한 유출결과와 통계적 시계열 분석에 의해 예측된 유출결과를 MAE, RMSE, RRMSE, MAPE, TIC를 이용하여 비교 분석하였으며 유출예측의 개선효과를 확인해본 결과, ESP 확률을 이용한 예측이 MAE(10.6), RMSE(15.14), RRMSE(0.244), MAPE(22.74%), TIC(0.13)으로 평가되었으며 MAE(23.2), RMSE(37.13), RRMSE(0.596), MAPE(26.69%), TIC(0.30)으로 평가된 ARMA와 MAE(26.4), RMSE(34.44), RRMSE(0.563), MAPE(47.38%), TIC(0.25)으로 평가된 Winters 에 비해 신뢰성이 높게 나타났다.

• 응용통계연구
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• 제24권3호
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• pp.445-453
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• 2011

Almost all small area estimations are obtained by minimizing the mean squared error. Recently relative error prediction methods have been developed and adapted to small area estimation. Usually the estimators obtained by using relative error prediction is called a shrinkage estimator. Especially when data set consists of large range values, the shrinkage estimator is known as having good statistical properties and an easy interpretation. In this paper we study the shrinkage estimators based on logistic regression type estimators for small area estimation. Some simulation studies are performed and the Economically Active Population Survey data of 2005 is used for comparison.

• Communications for Statistical Applications and Methods
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• 제6권2호
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• pp.367-374
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• 1999

Biological specimens contain several components and multilinear models are very useful in analyzing these data. After fitting the model the number of components are determined by the change of mean squared error however this method is quite rule of thumb. in this paper we suggest a measure to decide the number of components based on the relative change of to mean squared error. Simulations are done and applications to real data set are given as illustrations.

• Communications for Statistical Applications and Methods
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• 제28권4호
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• pp.351-368
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• 2021

For a probabilistic model with positively skewed data, a lognormal distribution is one of the key distributions that play a critical role. Several lognormal models can be found in various areas, such as medical science, engineering, and finance. In this paper, we propose a new estimator for a lognormal mean and depict the performance of the proposed estimator in terms of the relative mean squared error (RMSE) compared with Shen's estimator (Shen et al., 2006), which is considered the best estimator among the existing methods. The proposed estimator includes a tuning parameter. By finding the optimal value of the tuning parameter, we can improve the average performance of the proposed estimator over the typical range of σ². The bias reduction of the proposed estimator tends to exceed the increased variance, and it results in a smaller RMSE than Shen's estimator. A numerical study reveals that the proposed estimator has performance comparable with Shen's estimator when σ² is small and exhibits a meaningful decrease in the RMSE under moderate and large σ² values.

• Communications for Statistical Applications and Methods
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• 제5권1호
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• pp.231-238
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• 1998

A two stage shrinkage testimator for the mean of an exponential distribution is considered with the assumption that an initial estimate of the mean is available. Mean squared error(MSE) of testimator and its relative efficiency (to usual single sample mean) are briefly reviewed. It is shown that relative efficiency depends only on the ratio of true mean value and its initial estimate.

• Advances in Computational Design
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• 제7권3호
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• pp.253-279
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• 2022

This study investigated and predicted the Marshall stability of glass-fiber asphalt mix, carbon-fiber asphalt mix and glass-carbon-fiber asphalt (hybrid) mix by using machine learning techniques such as Artificial Neural Network (ANN), Support Vector Machine (SVM) and Random Forest(RF), The data was obtained from the experiments and the research articles. Assessment of results indicated that performance of the Artificial Neural Network (ANN) based model outperformed applied models in training and testing datasets with values of indices as; coefficient of correlation (CC) 0.8492 and 0.8234, mean absolute error (MAE) 2.0999 and 2.5408, root mean squared error (RMSE) 2.8541 and 3.3165, relative absolute error (RAE) 48.16% and 54.05%, relative squared error (RRSE) 53.14% and 57.39%, Willmott's index (WI) 0.7490 and 0.7011, Scattering index (SI) 0.4134 and 0.3702 and BIAS 0.3020 and 0.4300 for both training and testing stages respectively. The Taylor diagram also confirms that the ANN-based model outperforms the other models. Results of sensitivity analysis show that Carbon fiber has a major influence in predicting the Marshall stability. However, the carbon fiber (CF) followed by glass-carbon fiber (50GF:50CF) and the optimal combination CF + (50GF:50CF) are found to be most sensitive in predicting the Marshall stability of fibrous asphalt concrete.

• 대한전자공학회:학술대회논문집
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• 대한전자공학회 2001년도 제14회 신호처리 합동 학술대회 논문집
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• pp.915-918
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• 2001

In this paper we study a new convergence behavior of the least mean fourth (LMF) algorithm where the error raised to the power of four is minimized for a multiple sinusoidal input and Gaussian measurement noise. Here we newly obtain the convergence equation for the sum of the mean of the squared weight errors, which indicates that the transient behavior can differ depending on the relative sizes of the Gaussian noise and the convergence constant. It should be noted that no similar results can be expected from the previous analysis by Walach and Widrow.