• Title/Summary/Keyword: 변수추정법

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Fuzzy Theil regression Model (Theil방법을 이용한 퍼지회귀모형)

  • Yoon, Jin Hee;Lee, Woo-Joo;Choi, Seung-Hoe
    • Journal of the Korean Institute of Intelligent Systems
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    • v.23 no.4
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    • pp.366-370
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    • 2013
  • Regression Analysis is an analyzing method of regression model to explain the statistical relationship between explanatory variable and response variables. This paper introduce Theil's method to find a fuzzy regression model which explain the relationship between explanatory variable and response variables. Theil's method is a robust method which is not sensive to outliers. Theil's method use medians of rate of increment based on randomly chosen pairs of each components of ${\alpha}$-level sets of fuzzy data in order to estimate the coefficients of fuzzy regression model. We propose an example to show Theil's estimator is robust than the Least squares estimator.

The estimation of thermal diffusivity using NPE method (비선형 매개변수 추정법을 이용한 열확산계수의 측정)

  • 임동주;배신철
    • Transactions of the Korean Society of Mechanical Engineers
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    • v.14 no.6
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    • pp.1679-1688
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    • 1990
  • The method of nonlinear parameter estimation(NPE), which is a statistical and an inverse method, is used to estimate the thermal diffusivity of the porous insulation material. In order to apply the NPE method for measuring the thermal diffusivity, and algorithm for programing suitable to IBM personal computer is established, and is studied the statistical treatment of experimental data and theory of estimation. The experimental data obtained by discrete measurement using a constant heat flux technique are used to find the boundary conditions, initial conditions, and the thermal diffusivity, and then the final values are compared with the values obtained by some different methods. The results are presented as follows:(1) NPE method is used to establish the estimation of the thermal diffusivity and compared results with experimental output shows, that this method can be applicable to define the thermal diffusivity without considering hear flux types. (2) Because of all of the temperatures obtained by the discrete measurement on each steps of time are used to estimate the thermal diffusivity. Although some error in the temperature measurements of temperature are included in estimating process, its influences on the final value are minimzed in NPE method. (3) NPE method can reduce the experimental time including the time of data collecting in a few minutes and can take smaller specimen compared with steady state method. If the tube-type furnace is used, also the adjusting time of surrounding temperature can be reduced.

The Impact of Latent Attitudinal Variables on Stated Preferences : What Attitudinal Variables Can Do for Choice Modelling (진술선호에 미치는 잠재 심리변수의 영향: 초이스모델링에서 심리변수의 역할)

  • Choi, Andy S.
    • Environmental and Resource Economics Review
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    • v.16 no.3
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    • pp.701-721
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    • 2007
  • A key issue in the development and application of stated preference nonmarket valuation is the incorporation of unobserved heterogeneity in utility models. Two approaches to this task have dominated. The first is to include individual-specific characteristics into the estimated indirect utility functions. These characteristics are usually socioeconomic or demographic variables. The second employs generalized models such as random parameter logit or probit models to allow model parameters to vary across individuals. This paper examines a third approach: the inclusion of psychological or 'latent' variables such as general attitudes and behaviour-specific attitudes to account for heterogeneity in models of stated preferences. Attitudinal indicators are used as explanatory variables and as segmentation criteria in a choice modelling application. Results show that both the model significance and parameter estimates are influenced by the inclusion of the latent variables, and that attitudinal variables are significant factors for WTP estimates.

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Effective Parameter Estimation of Bernoulli-Gaussian Mixture Model and its Application to Image Denoising (베르누이-가우스 혼합 모델의 효과적인 파라메터 추정과 영상 잡음 제거에 응용)

  • Eom, Il-Kyu;Kim, Yoo-Shin
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.42 no.5 s.305
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    • pp.47-54
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    • 2005
  • In general, wavelet coefficients are composed of a few large coefficients and a lot of small coefficients. In this paper, we propose image denoising algorithm using Bernoulli-Gaussian mixture model based on sparse characteristic of wavelet coefficient. The Bernoulli-Gaussian mixture is composed of the multiplication of Bernoulli random variable and Gaussian mixture random variable. The image denoising is performed by using Bayesian estimation. We present an effective denoising method through simplified parameter estimation for Bernoulli random variable using local expected squared error. Simulation results show our method outperforms the states-of-art denoising methods when using orthogonal wavelets.

Predicting Longitudinal Dispersion Coefficient of Two-dimensional Model for Analysis of Mixing in Natural Streams (하천 혼합 해석을 위한 2차원 이송-분산 모형의 종분산계수 예측)

  • Seo, Il Won;Choi, Hwang Jeong
    • Proceedings of the Korea Water Resources Association Conference
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    • 2015.05a
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    • pp.75-75
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    • 2015
  • 오염원과 취수장이 동일 구간 내에 공존하는 국내하천의 특성상, 하천 평면 내에서 오염물의 거동 및 혼합 특성을 보다 정확하게 해석하기 위해서는 2차원 이송-분산 모형의 적용이 필요하다. 이를 위해서는 2차원 모형의 주요 매개변수인 종분산계수와 횡분산계수의 적절한 입력이 매우 중요하다. 하지만 국내외적으로 횡분산계수에 대한 연구는 많이 진행된 반면, 현재까지 종분산계수에 대한 연구는 충분히 이루어지지 않은 실정이다. 분산계수를 결정하는 방법에는 실측된 농도 자료의 유무에 따라 크게 두 가지로 분류된다. 실측된 농도 자료가 없는 경우, 이론식이나 경험식을 이용하는 방법이 있다. 반면에 추적자 실험 등을 수행하여 실측된 농도 자료가 있는 경우, 모멘트법 또는 추적법을 적용하여 농도-시간 분포 곡선으로부터 분산계수를 계산하는 것이다. 모멘트법은 임의 지점에서 농도의 횡분포를 통해 얻을 수 있는 2차 모멘트의 종방향 변화율이 횡분산계수와 비례한다는 원리를 이용한 것이며, 추적법은 상류부의 관측된 농도를 입력자료로 하여 하류부의 농도를 계산한 후 계산된 농도와 실측된 하류부 농도의 비교를 통해 분산계수를 산정하는 방법이다. 본 연구에서는 불규칙한 단면 형상을 가지는 자연하천에서의 2차원 종 횡분산계수를 산정하기 위해서 Baek & Seo(2010)가 제안한 2차원 유관추적법(2D Stream-tube Routing Procedure)을 적용하였다. 본 연구에서는 국내 자연하천 중 다양한 사행형태를 갖으며 수질오염 사고의 위험이 높은 구간을 선정하고, 추적자로서 Rhodamine WT를 이용하여 현장실험을 수행하였다. 실험에서 수집된 수리량 및 농도자료로부터 추적자의 2차원적 거동을 분석하였으며, 2차원 유관추적법을 적용하여 종분산계수를 산정하였다. 그 결과 하폭 대 수심비(W/H)와 마찰손실관련 무차원변수(U/U*)의 증가에 따라 종분산계수가 증가됨을 확인 할 수 있었다. 본 연구에서 산출된 종분산계수와 선행 연구에서 수집된 자료를 이용하여 추정식을 개발하였다. 차원해석을 통해 무차원 종분산계수에 영향을 미치는 무차원 인자를 선별하고 회귀분석을 이용하여 종분산계수 추정식을 유도하였다. 추정식을 이용하여 산정한 종분산계수의 범위는 Elder (1959)가 제안한 이론값보다 약 10배 정도로 크게 나타났다. 혼합 특성이 밝혀지지 않은 자연하천에 2차원 확산모형을 적용하고자 할 때 본 연구에서 개발된 추정식으로부터 계산된 종분산계수를 사용할 수 있을 것이다.

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A Comparison Study of Model Parameter Estimation Methods for Prognostics (건전성 예측을 위한 모델변수 추정방법의 비교)

  • An, Dawn;Kim, Nam Ho;Choi, Joo Ho
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.25 no.4
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    • pp.355-362
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    • 2012
  • Remaining useful life(RUL) prediction of a system is important in the prognostics field since it is directly linked with safety and maintenance scheduling. In the physics-based prognostics, accurately estimated model parameters can predict the remaining useful life exactly. It, however, is not a simple task to estimate the model parameters because most real system have multivariate model parameters, also they are correlated each other. This paper presents representative methods to estimate model parameters in the physics-based prognostics and discusses the difference between three methods; the particle filter method(PF), the overall Bayesian method(OBM), and the sequential Bayesian method(SBM). The three methods are based on the same theoretical background, the Bayesian estimation technique, but the methods are distinguished from each other in the sampling methods or uncertainty analysis process. Therefore, a simple physical model as an easy task and the Paris model for crack growth problem are used to discuss the difference between the three methods, and the performance of each method evaluated by using established prognostics metrics is compared.

The Derivation of Error Estimates with Various Shape Functions for Time Integration Using Finite Element Approach (유한요소 기법을 적용한 시간적분법에서 형상함수에 따른 오차추정치 유도)

  • 장인식;맹주원;김동호
    • Computational Structural Engineering
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    • v.11 no.4
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    • pp.187-196
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    • 1998
  • 불연속 갤러킨 정식화에 기초를 둔 시간적분법에 대하여 시간을 변수로 한 유한요소적 접근법을 시도하였다. 단일 형상함수와 두 형상함수 정식화에 대해 각각 선형, 이차 형상함수를 적용하여 모두 네 종류의 시간적분법을 유도하였으며, 각 방법에 대하여 시간시텝의 증가에 따른 변위와 속도의 관계를 나타내는 증폭행렬을 계산하였다. 유도된 방법들의 성능을 평가하기 위하여 부하가 갑자기 변화는 진동 문제를 해석하고 변위의 오차를 비교하였다. 네 가지의 방법에 대하여 국부 오차 추정치를 개발하였으며, 오차 추정치의 정확도를 수치예를 이용하여 평가하였다. 단일 형상함수 정식화에서 이차 형상함수를 이용한 오차 추정치가 실제 국부오차를 잘 나타내었으며 유도된 오차 추정치는 시간간격제어 기법에서 시간간격의 크기를 결정하는 척도로 이용 가능하다.

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Calibration of the WASP4 Model Applied to Lake Paldang (WASP4 모형의 매개변수 추정 - 팔당호(八堂湖)를 중심으로 -)

  • Cho, Hong Yeon;Jun, Kyung Soo;Lee, Kil Seong;Han, Kwang Suk
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.13 no.4
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    • pp.177-188
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    • 1993
  • Model parameters of the WASP4 applied to Lake Paldang were estimated. The methodology is based on grouping water quality constituents and relevant parameters and successively estimating each group of parameters by a trial-and-error procedure. Chlorophyll a, nitrogen cycles, phosphorus cycles, BOD and DO were simulated at the complexity level 4. A water budget analysis using the monthly records of reservoir inflows and outflows in 1989 and 1990 was made to determine seasonally-averaged flowrates at model boundaries. Estimated flowrates were used, together with the seasonal average of water quality measurements in 1989 and 1990 for the calibration and verification, respectively, of the model. Grouping water quality constituents and associated parameters proved to be efficient in estimating a number of model parameters. From the results of model calibration and verification, it was found that quantitative evaluations of nonpoint and benthic sources of organic matters are essential. Benthic sources near the entrance of the Kyeongancheon were the most significant.

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Spectral Inversion of Time-domain Induced Polarization Data (시간영역 유도분극 자료의 Cole-Cole 역산)

  • Kim, Yeon-Jung;Cho, In-Ky
    • Geophysics and Geophysical Exploration
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    • v.24 no.4
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    • pp.171-179
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    • 2021
  • We outline a process for estimating Cole-Cole parameters from time-domain induced polarization (IP) data. The IP transients are all inverted to 2D Cole-Cole earth models that include resistivity, chargeability, relaxation time, and the frequency exponent. Our inversion algorithm consists of two stages. We first convert the measured voltage decay curves into time series of current-on time apparent resistivity to circumvent the negative chargeability problem. As a first step, a 4D inversion recovers the resistivity model at each time channel that increases monotonically with time. The desired intrinsic Cole-Cole parameters are then recovered by inverting the resistivity time series of each inversion block. In the second step, the Cole-Cole parameters can be estimated readily by setting the initial model close to the true value through a grid search method. Finally, through inversion procedures applied to synthetic data sets, we demonstrate that our algorithm can image the Cole-Cole earth models effectively.

Parameter Estimation for Nash Model and Diskin Model by Optimization Techniques (최적화 기법을 이용한 Nash 모형과 Diskin 모형의 매개변수 추정)

  • Choi, Min-Ha;Ahn, Jae-Hyun;Kim, Joong-Hoon;Yoon, Yong-Nam
    • Journal of the Korean Society of Hazard Mitigation
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    • v.1 no.3 s.3
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    • pp.73-82
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    • 2001
  • This study examines the applicability of the Nash model and the Diskin model, which are linear and nonlinear runoff models, respectively, by applying optimization techniques to the parameter calibration of the two models. Nonlinear programming which is one of traditional optimization techniques and Genetic Algorithm which has been actively applied recently are used in this study. The Nash and Diskin models which use the calibrated parameter with a flood events are applied to a different flood event in Soyang Dam basin. The results obtained from the parameter calibration show slight discrepancy depending upon the flood events. It has been found in the comparion between the observed hydrograph and the hydrographs obtained from the parameter calibration that the Diskin model can better simulate the observed hydrograph than the Nash model can, especially, for the peak flow. This can be analyzed that the Diskin model which is a nonlinear runoff model is better off in simulating the nonlinear characteristic of the rainfall-runoff process.

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