• Title/Summary/Keyword: 가중값

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CTE with weighted portfolios (가중 포트폴리오에서의 CTE)

  • Hong, Chong Sun;Shin, Dong Sik;Kim, Jae Young
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.1
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    • pp.119-130
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    • 2017
  • In many literatures on VaR and CTE for multivariate distribution, these are estimated by using transformed univariate distribution with a specific ratio of many kinds of portfolios. Even though there are lots of works to define quantiles for multivariate distributions, there does not exist a quantile uniquely. Hence, it is not easy to define the VaR and CTE. In this paper, we propose the weighted CTE vectors corresponding to various ratio combinations of many kinds of portfolios by extending the researches on the alternative VaR and integrated multivariate CTE based on multivariate quantiles. We extend relation equations about univariate CTEs to multivariate CTE vectors and discuss their characteristics. The proposed weighted CTEs are explored with some data from multivariate normal distribution and illustrative examples.

A Study on the Method of Building 3D GIS Database Using the Statistical Estimating Methods of Well Log for Balancing Seismic Data (탄성파 자료 보정용 검층 기록의 통계적 추정방법을 이용한 3차원 GIS DB 구축방법에 관한 연구)

  • Um, Jong-Seok
    • Journal of Korea Spatial Information System Society
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    • v.5 no.1 s.9
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    • pp.39-47
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    • 2003
  • The purpose of this paper is to present the method of acquiring 3D GIS data using the statistical estimating methods of Well Log for balancing Seismic data. We use the reflection coefficients of seismic data to get the parameters for the reservoir characterization and we balance the reflection coefficients of seismic data using well log to increase the confidence of the estimated result. Well logs are required to balance the reflection coefficients at the point where seismic data are acquired. In this research, we discuss the geostatistical estimation methods and we applied these methods to real data. Kriging gives high weights to the close well logs, which means estimated results are mainly affected by close well log. High value of cross variograms gave big difference on cokriging result comparing to kriging results and low value of cross variogram gave little differences.

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Design and Evaluation of a Rough Set Based Anomaly Detection Scheme Considering Weighted Feature Values (가중 특징 값을 고려한 러프 집합 기반 비정상 행위 탐지방법의 설계 및 평가)

  • Bae, Ihn-Han;Lee, Hwa-Ju;Lee, Kyung-Sook
    • Journal of Korea Multimedia Society
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    • v.9 no.8
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    • pp.1030-1036
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    • 2006
  • The rapid proliferation of wireless networks and mobile computing applications has changed the landscape of network security. Anomaly detection is a pattern recognition task whose goal is to report the occurrence of abnormal or unknown behavior in a given system being monitored. This paper presents an efficient rough set based anomaly detection method that can effectively identify a group of especially harmful internal masqueraders in cellular mobile networks. Our scheme uses the trace data of wireless application layer by a user as feature value. Based on the feature values, the use pattern of a mobile's user can be captured by rough sets, and the abnormal behavior of the mobile can be also detected effectively by applying a roughness membership function considering weighted feature values. The performance of our scheme is evaluated by a simulation. Simulation results demonstrate that the anomalies are well detected by the method that assigns different weighted values to feature attributes depending on importance.

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Theoretical Study on the Effects of the Withdrawal Weighting on the Performance of Resonator Type SAW Filters (공진기형 SAW 필터에 위드로월 가중법이 미치는 효과에 대한 이론적 연구)

  • 이영진;이승희;노용래
    • The Journal of the Acoustical Society of Korea
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    • v.21 no.1
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    • pp.47-55
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    • 2002
  • This paper proposes a new improved lumped element equivalent circuit analysis method to analyze withdrawal weighted SAW resonators of irregular electrode configurations, which enables to calculate the frequency response of withdrawal weighted SAW resonators. This method has led to the derivation of Smith equivalent circuit's y-parameters for a single ground electrode and formulated the resonator's admittance by calculating the total current into an IDT assembly. To illustrate the effectiveness of the technique, this method was applied to the design of a simple ladder filter and the change of the filter performance was investigated in relation to the weighting of the series and parallel resonators, respectively. The results shows that the withdrawal weighted resonator ladder filters provide better performance in their bandwidth and transition characteristics than normal ones. This new equivalent circuit analysis method can also serve as a better tool to design and analyze general SAW resonator filters.

A Study on the Application of Risk Weighting Factors in Risk Assessment Through Manufacturing Accident Analysis (제조업 사고분석을 통한 위험성평가 시 위험 가중요인 적용에 관한 연구)

  • In-Sung Kim;Seok-Jin Song;Gyu-Sun Cho
    • Industry Promotion Research
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    • v.8 no.4
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    • pp.29-36
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    • 2023
  • In order to prevent industrial accidents, this study presented a methodology to ensure that risk aggravating factors are reflected in risk assessments at manufacturing sites and demonstrated it by applying it to actual manufacturing sites. As a result of a statistical analysis of all 242,906 accidents that occurred in the manufacturing industry over the past 10 years, new workers less than 6 months old, foreign workers, older workers over 55 years old, and jobs where hands and arms are exposed to risk areas, Non-routine work performed from 9 o'clock to 12 o'clock showed a significantly high accident rate. In addition, a weighted value was applied to estimate the possibility of an accident at the risk determination stage through focus group interviews. Through the results of this study, risk weighting factors can be quantitatively reflected in risk assessment, which is meaningful in preventing accidents by evaluating the size of the identified risk closer.

Determining of Weighting Factor for Two-Point Interpolation Filters (2-점 보간법 필터에서의 가중치 결정)

  • Ha, Mi Ryeong;Yoo, Hoon
    • Proceedings of the Korean Society of Broadcast Engineers Conference
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    • 2013.11a
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    • pp.217-219
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    • 2013
  • 본 논문은 다양한 값의 가중치간 적용한 두 포인트 보간 필터를 제안한다. 기존 방법은 선행 보간 필터에 변형 함수와 가중치를 적용한 일반선행 보간 공식을 이용해 영상의 화질을 향상시켰지만 제안된 보간법은 일반 선형 보간 공식에 가중치 값을 다양하게 적용하여 2 점 보간법에서 실질적인 가중치 결정을 제공한다. 실험 결과에서는 제안된 방법이 기존 보간법보다 더 우수한 성능을 보여주는 것을 알 수 있다.

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Category Reorganization of Roget Thesaurus for Sentence Abstraction (문장추상화를 위한 Roget 시소러스 범주 재편성)

  • 양재군;배재학
    • Proceedings of the Korean Society for Cognitive Science Conference
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    • 2002.05a
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    • pp.40-45
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    • 2002
  • 본 논문에서는 Roget 시소러스의 범주를 재편성하여 문장추상화에 사용할 온톨로지를 구축하였다. Roget 시소러스의 표제정보의 범주 값과 참조정보의 범주 값을 산출한 후 가중 산술 평균을 구했다. 이 수치를 토대로 OfN(Ontology for Narratives)을 구성하였다. 최종적으로 Roget 시소러스와의 비교를 통하여 OfN을 확정하였다. 이렇게 하여 얻어진 OfN을 설화 문장추상화에 적용하여 이 온톨로지가 유의함을 확인하였다.

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국제 사료가격 폭등, 그 원인과 대응책은 무엇인가?

  • Korea Duck Association
    • Monthly Duck's Village
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    • v.62 no.8
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    • pp.44-48
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    • 2008
  • 축산농가들이 하반기에도 사료가격이 인상될 조짐이 있다며 사료값 폭등에 따른 축산농가 안정대책 마련을 촉구하고 있는 가운데 농협사료가 28일부터 축종별 사료값을 18% 전후로 인상키로 함에 따라 축산농가의 어려움이 더욱 가중될 전망이다. 국제 곡물 가격이 하늘 높은 줄 모르고 치솟고 있으며 이러한 고 곡물가 시대가 향후 10년은 유지될 것이라는 황당한 얘기가 여기저기에 나오고 있다. 어쨌든 간에 고 곡물가 시대에 울상을 짓는 곳은 대한민국처럼 사료용 곡물을 전량 수입하다시피 하는 국가일 것이고, 환호성을 지르는 곳은 가격이 폭등한 곡물을 파는 국가일 것이다. 이렇게 천정부지로 치솟는 곡물 가격에 요즘 흔히 하는 말로 '보이지 않는 손'이 있는 것은 아닐까 하는 생각도 해보게 된다.

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A Weighted Frequent Graph Pattern Mining Approach considering Length-Decreasing Support Constraints (길이에 따라 감소하는 빈도수 제한조건을 고려한 가중화 그래프 패턴 마이닝 기법)

  • Yun, Unil;Lee, Gangin
    • Journal of Internet Computing and Services
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    • v.15 no.6
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    • pp.125-132
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    • 2014
  • Since frequent pattern mining was proposed in order to search for hidden, useful pattern information from large-scale databases, various types of mining approaches and applications have been researched. Especially, frequent graph pattern mining was suggested to effectively deal with recent data that have been complicated continually, and a variety of efficient graph mining algorithms have been studied. Graph patterns obtained from graph databases have their own importance and characteristics different from one another according to the elements composing them and their lengths. However, traditional frequent graph pattern mining approaches have the limitations that do not consider such problems. That is, the existing methods consider only one minimum support threshold regardless of the lengths of graph patterns extracted from their mining operations and do not use any of the patterns' weight factors; therefore, a large number of actually useless graph patterns may be generated. Small graph patterns with a few vertices and edges tend to be interesting when their weighted supports are relatively high, while large ones with many elements can be useful even if their weighted supports are relatively low. For this reason, we propose a weight-based frequent graph pattern mining algorithm considering length-decreasing support constraints. Comprehensive experimental results provided in this paper show that the proposed method guarantees more outstanding performance compared to a state-of-the-art graph mining algorithm in terms of pattern generation, runtime, and memory usage.

설계가중치를 이용한 유사 최량선형 비편향 예측

  • 신동윤;신민웅
    • Proceedings of the Korean Statistical Society Conference
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    • 2004.11a
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    • pp.161-164
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    • 2004
  • You 와 Rao (2002)는 소지역 추정시 유사 최량선형 비편향 예측에서 설계 가중 값을 사용하는 방법을 발전시켰다. 특히 소지역 평균들을 추정하기 위하여 유사-최량선형 비편향 예측 추정량을 제안하였다. 우리는 소지역 추정에서 실용적으로 이용되는 몇 가지 추가적인 성질을 연구하였다.

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