• Title/Summary/Keyword: 변수추정법

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Nonlinear Forecasting of Daily Runoff Using Inverse Approach Method (가역접근법을 이용한 일유출량 자료의 비선형 예측)

  • Jeong, Dong Kug;Lee, Bae Sung
    • Proceedings of the Korea Water Resources Association Conference
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    • 2004.05b
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    • pp.1178-1182
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    • 2004
  • 시계열 자료의 분석과 예측은 수문학분야에서 매우 중요하면, 최근 들어 특정한 수문시계열에서 카오스 특성이 발견되고 있다. 카오스 특성을 갖는 수문시계열의 예측에 있어, 기존의 거의 모든 연구는 시스템의 특성을 파악한 뒤 예측을 실시하는 표준접근법이 채택되어왔다. 그러나 Phoon 등은 시스템의 특성분석에 앞서 예측을 실시하고, 상태공 매개변수가 시스템의 특성분석단계가 아닌 예측단계에서 평가되는 가역접근법을 제안하였다. 본 연구에서는 Phoon 등이 제안한 가역접근법과 기존에 널리 적용되어온 표준접근법을 실제 일유출량 자료에 적용함으로써, 가역접근법의 적용성을 검토하고 카오스 시계열의 특성을 파악하였다. 본 연구에서 사용한 비선형 예측 기법으로는 카오스이론이 적용된 부분근사화 기법을 이용하였다. 카오스 특성분석을 통해, Bear 강 일유출량 시계열 자료에서 카오스 특성이 나타남을 알 수 있었다. 표준접근법과 가역접근법을 이용하여 Bear 강의 일유출량 자료에 대하여 예측을 실시한 결과, 카오스 특성을 갖는 일유출량 시계열 자료의 단기 예측의 우수성을 알 수 있었으면, 가역접근법이 표준접근법에 비해 좋은 결과를 나타내었다. 특히, 가역접근법은 예측단계에서 예측시간(T)에 대하여 예측매개변수를 최적화시킴으로써 보다 정밀한 예측을 할 수 있었으며, 시스템에 대한 정보손실이 발생하였을 경우 예측에 대한 상태공간 매개변수를 다시 추정해야 하는 표준접근법에 비해 실제적 적용성이 매우 우수하였다.

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Uncertainty based crack growth prediction under variable amplitude loads (변동하중 하에서의 불확실성 기반 균열성장 예측)

  • Leem, Sang-Hyuck;An, Da-Wn;Choi, Joo-Ho
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2011.04a
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    • pp.349-352
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    • 2011
  • 본 논문에서는 변동하중 하에서의 균열 성장 예측을 위하여 손상 모델과 주어진 데이터에 기반하여 균열 성장 모델의 변수를 확률분포로 추정한다. 이를 위해 베이지안 접근법을 활용하여 불확실 변수 결합 확률 분포식을 구축하고, Markov Chain Monte Carlo(MCMC)을 통해서 균열 성장 모델의 변수 샘플을 추출하였다. 여기서 추출된 샘플들을 균열 성장 모델에 적용, 균열 성장의 결과를 확률적인 분포로 예측하였다. 위와 같은 추정은 재료의 물성과 같은 변동성이 있는 변수를 모델에 적용하여, 결과값을 확률적인 분포로 예측하였다. 이것은 기존의 안전계수 개념보다 더욱 적절한 안전 기준을 제시 할 수 있다.

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A Study on Auxiliary Variable Selection in Unit Nonresponse Calibration (단위 무응답 보정에서 보조변수의 선택에 관한 연구)

  • 손창균;홍기학;이기성
    • The Korean Journal of Applied Statistics
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    • v.16 no.1
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    • pp.33-44
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    • 2003
  • Typically, it should be use auxiliary variable for calibrating the survey nonreponse in census or sampling survey. Where, if the dimension of auxiliary information is large, then it nay be spend a lot of computing time, and difficult to handle data set. Also because the variance estimator depends on the dimension of auxiliary variables, the variance estimator becomes underestimator. To deal with this problem, we propose the variable selection methods for calibration estimation procedure in unit nonreponse situation and we compare the efficiency by simulation study.

Representative of Sample and Efficiency of Estimation (표본의 대표성과 추정의 효율성)

  • Kim, Kyu-Seong
    • Survey Research
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    • v.6 no.1
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    • pp.39-62
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    • 2005
  • In this paper we investigate some concepts frequently called in sample surveys such as 'representative of sample' as well as 'consistency', 'unbiasedness', and 'efficiency' in estimation. The first is strongly related with sampling procedure including coverage rate of survey population, response rate in establishment survey, and recruit rate of final samples. The others, however, are concerned with both sampling design and corresponding estimators simultaneously. Whereas both consistency and unbiasedness are based on the representative sample, efficiency does not depend on the representative sample. The representative of sample can be increased by raising the rate of coverage, response and recruit as well. Consistency may be investigated according to variables of interest and auxiliary variables. The well-known raing-ratio weighting method is a method to increase consistency of auxiliary variables by means of matching population size in each cell. Efficiency is not directly related with the representative of sample, and allocation methods such as proportional and Neyman allocation in stratified sampling and post-stratification are all methods to increase the efficiency of estimation under the condition of satisfying the representative of sample.

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Parameter Estimation and Confidence Limits for the WeibulI Distribution (Weibull 확률분포함수(確率分布函數)의 매개변수(媒介變數) 추정(推定)과 신뢰한계(信賴限界) 유도(誘導))

  • Heo, Jun Haeng
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.13 no.4
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    • pp.141-150
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    • 1993
  • For the three parameter Weibull distribution, the parameter estimation techniques are applied and the asymptotic variances of the quantile to obtain the confidence limits for a given return period are derived. Three estimation techniques are used for these purposes: the methods of moments, maximum likelihood and probability weighted moments. The three parameter Weibull distribution as a flood frequency model is applied to actual flood data.

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Input Variable Selection by Using Fixed-Point ICA and Adaptive Partition Mutual Information Estimation (고정점 알고리즘의 독립성분분석과 적응분할의 상호정보 추정에 의한 입력변수선택)

  • Cho, Yong-Hyun
    • Journal of the Korean Institute of Intelligent Systems
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    • v.16 no.5
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    • pp.525-530
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    • 2006
  • This paper presents an efficient input variable selection method using both fixed-point independent component analysis(FP-ICA) and adaptive partition mutual information(AP-MI) estimation. FP-ICA which is based on secant method, is applied to quickly find the independence between input variables. AP-MI estimation is also applied to estimate an accurate dependence information by equally partitioning the samples of input variable for calculating the probability density function(PDF). The proposed method has been applied to 2 problems for selecting the input variables, which are the 7 artificial signals of 500 samples and the 24 environmental pollution signals of 55 samples, respectively The experimental results show that the proposed methods has a fast and accurate selection performance. The proposed method has also respectively better performance than AP-MI estimation without the FP-ICA and regular partition MI estimation.

Estimation Error and Reliability of Measuring Unit Water Content Test Methods for Fresh Concrete Depending on Mix Design Factors at the Laboratory Level (실험실 수준에서 배합변수별 굳지 않은 콘크리트 단위수량 실험방법의 추정오차 및 신뢰성 검토)

  • Park, Min-Yong;Han, Min-Cheol
    • Journal of the Korean Recycled Construction Resources Institute
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    • v.10 no.1
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    • pp.101-110
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    • 2022
  • In this study, water content tests were performed on various fresh concretes subjected to different binder compostions to review the estimation errors and reliability of water content test methods. Micro-oven drying method, air-meter method, capacitance method and microwave penetration method were used to estimate water content of fresh concrete. Errors in water content estimation were analyzed by each test method. Regardless of the test method of water content, the estimation error was less than 5 %, and in the case of the test using mortar, the error in the estimation value was relatively large. In addition, based on the test results of water content of various concrete, the probability density function in which the estimation error for each test method becomes the population was analyzed. Water content test methods of fresh concrete which using concrete samples showed high estimate reliability of 97 % within the estimation error range of ± 10 kg/m3. On the other hand, the reliability of water content test method using mortar samples was lower.

Contribution of Hydrogeological Factors to Groundwater Recharge Ratio (수리지질학적 변수들의 지하수 함양률에 대한 기여도 평가)

  • 문상기;우남칠
    • Economic and Environmental Geology
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    • v.35 no.5
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    • pp.479-490
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    • 2002
  • The aim of this study is to evaluate the contributions of each hydrogeological factors to groundwater recharge ratios in order to determine areal estimates of recharges in entire inland area of South Korea. For this purpose, various statistical analyses and overlay techniques of GIS were conducted fur entire area and 4 river basins of South Korea. As a result, the spatial distribution of recharge, South Korea were visualized.

ARMA 모델을 이용한 고해상도 스펙트럼 해석

  • 남현도
    • 전기의세계
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    • v.36 no.12
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    • pp.892-898
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    • 1987
  • 본고에서는 일반적으로 많이 사용하는 방법들인 ELS, RML, EIV 등을 소개하고 더 정확한 추정을 위해서 과결정 확장기구 변수법(OEIV;Overdetermined EIV)을 소개하며 이를 격자구조를 이용해서 실현한 격자구조 확장기구변수법(LEIV;Lattice EIV)을 소개하였다.

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