• Title/Summary/Keyword: 평균분산모형

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Parameter Estimation of NSRPM using a Nelder-Mead Method (Nelder-Mead 기법을 이용한 NSRPM의 매개변수 추청 연구)

  • Cho, Hyun-Gon;Kim, Gwang-Seob;Yi, Jae-Eung
    • Proceedings of the Korea Water Resources Association Conference
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    • 2012.05a
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    • pp.710-710
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    • 2012
  • 구형펄스모형(Rectangular Pulse Model)에서 반영하지 못하는 강우의 군집특성을 잘 반영하는 NSRPM(Neyman-Scott Rectangular Pulse Model) 강우생성 모형은 수자원 분야에 널리 쓰이고 있다. 일반적으로 NSRPM의 5개의 매개변수를 추정하는 최적화기법으로 DFP(Davidon-Fletcher-Powell)과 유전자알고리즘(Genetic Algorithm)을 사용하고 있다. 그러나 DFP는 주어진 초기 값에 따라 민감하며 각 반복 단계마다 헤시안행렬(Hessian Matrix)을 계산하여야 하며 추정된 전체의 해가 국지해에 수렴 할 수 있는 단점이 있다. 유전자 알고리즘을 DFP와 다르게 헤시안 행렬을 사용하지 않고 최적화를 할 수 있다는 장점이 있으나 시간이 오래 걸리는 단점이 있다. 이에 본 연구에서는 이러한 단점을 보완, 강화 하기위해서 최적화 기법으로 반복 단계마다 미분계산이 필요하지 않고 빠른 속도로 계산이 가능한 Nelder-Mead 알고리즘 이용하여 NSRPM매개변수를 추정하고 정확도를 비교하였다. 표 1은 각 기법을 이용하여 추정된 매개변수를 이용하여 생성한 강우의 통계특성과 관측된 통계특성의 상대오차를 나타낸 것이다. 괄호 안 숫자는 중첩되지 않는 누적시간을 나타낸다. 상대오차는 다음과 같다(식 1). 분석결과 Nelder-Mead 기법이 1시간의 평균, 공분산과 6시간 분산 등 전체적으로 GA, DFP보다 높은 정확도를 보였다.

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Horizontal 2-D Finite Element Model for Analysis of Mixing Transport of Heat Pollutant (열오염 혼합 거동 해석을 위한 수평 2차원 유한요소모형)

  • Seo, Il Won;Choi, Hwang Jeong;Song, Chang Geun
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.31 no.6B
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    • pp.507-514
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    • 2011
  • A numerical model has been developed by employing a finite element method to simulate the depth-averaged 2-D dispersion of the heat pollutant, which is an important pollutant material in natural streams. Among the finite element methods, the Streamline Upwind/Petrov Galerkin (SUPG) method was applied. Also both linear and quadratic elements can be applied so that irregular river boundaries can be easily represented. To show the movement of heat pollutants, the reaction term describing heat transfer was represented as an equation in which sink/source term is proportional to the difference between the equilibrium temperature and water surface temperature. The equation was expressed so that the water surface temperature changes according to the temperature transfer coefficient and the equilibrium temperature. For the calibration of the model developed, analytic and numerical results from a case of rectangular channel with full width continuous injection have been compared in a steady state. The comparisons showed that the numerical results were in good agreement with analytical solutions. The application site was selected from the downstream of Paldang dam to Jamsil submerged weir, and overall length of this site is about 22.5 km. The change of water temperature caused by the discharge from the Guri sewage treatment plant has been simulated, and results were similar to the observed data. Overall it is concluded that the developed model can represent the water temperature changes due to heat transport accurately. But the verification using observed data will further enhance the validity of the model.

Analysis of Unobservable RSS Queueing Systems (관측불가능한 임의순서규칙 대기행렬시스템 분석)

  • Park, Jin-Soo;Kim, Yun-Bae
    • Journal of the Korea Society for Simulation
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    • v.17 no.2
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    • pp.75-82
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    • 2008
  • The times of service commencement and service completion had been used for inferring the queueing systems. However, the service commencement times are difficult to measure because of unobservable nature in queueing systems. In this paper, for inferring queueing systems, the service commencement times are replaced for arrival times which can be easily observed. Determining the service commencement time is very important in our methods. The methods for first come first served(FCFS), last come first served(LCFS) queueing discipline are already developed in our previous work. In this paper, we extend to random selection for service(RSS) queueing discipline. The performance measures we used are mean queueing time and mean service time, the variances of two. The simulation results verify our proposed methods to infer queueing systems under RSS discipline.

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Fit of the number of insurance solicitor's turnovers using zero-inflated negative binomial regression (영과잉 음이항회귀 모형을 이용한 보험설계사들의 이직횟수 적합)

  • Chun, Heuiju
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.5
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    • pp.1087-1097
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    • 2017
  • This study aims to find the best model to fit the number of insurance solicitor's turnovers of life insurance companies using count data regression models such as poisson regression, negative binomial regression, zero-inflated poisson regression, or zero-inflated negative binomial regression. Out of the four models, zero-inflated negative binomial model has been selected based on AIC and SBC criteria, which is due to over-dispersion and high proportion of zero-counts. The significant factors to affect insurance solicitor's turnover found to be a work period in current company, a total work period as financial planner, an affiliated corporation, and channel management satisfaction. We also have found that as the job satisfaction or the channel management satisfaction gets lower as channel management satisfaction, the number of insurance solicitor's turnovers increases. In addition, the total work period as financial planner has positive relationship with the number of insurance solicitor's turnovers, but the work period in current company has negative relationship with it.

Marginal Effect Analysis of Travel Behavior by Count Data Model (가산자료모형을 기초로 한 통행행태의 한계효과분석)

  • 장태연
    • Journal of Korean Society of Transportation
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    • v.21 no.3
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    • pp.15-22
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    • 2003
  • In general, the linear regression model has been used to estimate trip generation in the travel demand forecasting procedure. However, the model suffers from several methodological limitations. First, trips as a dependent variable with non-negative integer show discrete distribution but the model assumes that the dependent variable is continuously distributed between -$\infty$ and +$\infty$. Second, the model may produce negative estimates. Third, even if estimated trips are within the valid range, the model offers only forecasted trips without discrete probability distribution of them. To overcome these limitations, a poisson model with a assumption of equidispersion has frequently been used to analyze count data such as trip frequencies. However, if the variance of data is greater than the mean. the poisson model tends to underestimate errors, resulting in unreliable estimates. Using overdispersion test, this study proved that the poisson model is not appropriate and by using Vuong test, zero inflated negative binomial model is optimal. Model reliability was checked by likelihood test and the accuracy of model by Theil inequality coefficient as well. Finally, marginal effect of the change of socio-demographic characteristics of households on trips was analyzed.

A Normality Test by Using the Simple Regression Analysis (단순(單純) 회귀분석(回歸分析)을 이용한 정규성검정(正規性檢定))

  • Lee, Chang-Ho;Han, Wang-Su
    • Journal of Korean Society for Quality Management
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    • v.13 no.1
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    • pp.77-83
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    • 1985
  • This paper deals with a normality test to determine whether the data are sampled from normal population or not. In this paper the property that the mean and variance are independently distributed only for the normal distribution is used as a basis for developing a new test using the simple regression analysis. Considering the redan and variance of a random sample as independent and dependent variables, if it has not the regression relationship we conclude that the data were sampled from the normal distribution. The Monte-Carlo power study shows that the new test using the simple regression analysis has good power property relative to 6 well-known test methods for 11 distributions.

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Derivation of Asymptotic Formulas for the Signal-to-Noise Ratio of Mismatched Optimal Laplacian Quantizers (불일치된 최적 라플라스 양자기의 신호대잡음비 점근식의 유도)

  • Na, Sang-Sin
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.33 no.5C
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    • pp.413-421
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    • 2008
  • The paper derives asymptotic formulas for the MSE distortion and the signal-to-noise ratio of a mismatched fixed-rate minimum MSE Laplacian quantizer. These closed-form formulas are expressed in terms of the number N of quantization points, the mean displacement $\mu$, and the ratio $\rho$ of the standard deviation of the source to that for which the quantizer is optimally designed. Numerical results show that the principal formula is accurate in that, for rate R=$log_2N{\geq}6$, it predicts signal-to-noise ratios within 1% of the true values for a wide range of $\mu$, and $\rho$. The new findings herein include the fact that, for heavy variance mismatch of ${\rho}>3/2$, the signal-to-noise ratio increases at the rate of $9/\rho$ dB/bit, which is slower than the usual 6 dB/bit, and the fact that an optimal uniform quantizer, though optimally designed, is slightly more than critically mismatched to the source. It is also found that signal-to-noise ratio loss due to $\mu$ is moderate. The derived formulas can be useful in quantization of speech or music signals, which are modeled well as Laplacian sources and have changing short-term variances.

The Validity of Activity Participation Assessment for School-Age Children (학령기 아동을 위한 활동 참여 평가도구(Activity Participation Assessment)의 타당도 연구)

  • Kim, Se-Yun
    • The Journal of Korean Academy of Sensory Integration
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    • v.17 no.1
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    • pp.19-29
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    • 2019
  • Objective : The aim of this study was to verify validity of the Activity Participation Assessment for school-age children. Methods : A questionnaire consisting of 30 items from the APA, 75 items from the PACS, and 55 items from the CAPE was administered to elementary school students. A total of 207 questionnaires were analyzed. Confirmatory factor analysis was performed to confirm the construct validity of the APA. Convergence validity and discriminant validity were verified with the average variance extracted (AVE) and the square of the correlation coefficient. The discriminant validity was the Pearson correlation coefficient of the APA, PACS, and CAPE. Results : The results of the analysis were as follows: 1) For construct validity, the goodness of fit of the modified hierarchical second-order factor model was found to be appropriate (p < .001), 2) For convergent validity, the AVE was higher than .50 for all latent variables, 3) For discriminant validity, the AVE of the latent variable was greater than the square of the correlation coefficient (0.239), 4) For concurrent validity, the correlation between the total sum of the APA and PACS scores showed a positive correlation in all domains, and the correlation coefficient ranged from .303 to .647 at a statistically significant level (p < .01), 5) The correlation coefficient between the total sum of the APA and CAPE scores was .490 for recreational activities, .329 for physical activities, .571 for social activities, .401 for skill-based activities, and .390 for self-improvement activities. All domains showed a positive correlation, and were statistically significant (p < .01). Conclusion : APA can be used as a valid assessment tool to measure the participation of school aged children.

A Study on the Factors Influencing Adolescent' Reading Effectiveness (청소년 독서유효성 영향요인 연구)

  • Jeong, Dae-Keun;Hong, Hyun-Jin
    • Journal of Korean Library and Information Science Society
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    • v.45 no.3
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    • pp.271-295
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    • 2014
  • The purpose of this study is to analyze factors that influence adolescents' reading effectiveness and to structuralize the relationship between those factors. In consequence, reading attitude is the greatest factor that influences reading effectiveness, followed by library positivity and the reading role model. According to ANOVA, there is a difference in average between personality types, but PLS(Partial Least Squares) shows that personality types do not affect reading attitudes and reading effectiveness.

격자기반(Lattice-based) 라틴 하이퍼큐브(Latin hypercube) 계획의 제안

  • 황현식;박정수
    • Proceedings of the Korean Statistical Society Conference
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    • 2001.11a
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    • pp.115-120
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    • 2001
  • 라틴 하이퍼큐브 실험계획은 전산실험을 위하여 Mckay, Beckman과 Conover(1979)에 의해 고안된 방법으로 실험을 한번 시행하는데 많은 시간과 비용이 들거나 인자가 많은 실험에 효율적으로 사용할 수 있다. 하지만 이 실험계획 역시 실험영역 전체에서 골고루 배치되지 않을 가능성이 있으므로 이를 보완하려는 시도가 이루어져 왔으며, 여기서는 good lattice points(glp)와 계통추출을 응용하여 격자기반(lattice-based) Lhd의 두 가지 방법을 제안하였다. 모의실험 결과 glp 실험계획을 응용한 "방법 1"은 모형을 가정한 엔트로피에 기초한 최적 기준으로 검토한 경우 우수하였다. "방법 2"는 표본조사에 널리 쓰이는 계통추출을 응용하였으며 입력변수가 각기 다른 9개의 실험함수에 관하여 표본 평균의 추정치와 분산, MSE를 비교한 결과, 다른 실험계획들보다 우수하였다. 이 결과는 실험점이 실험영역 전체에서 골고루 퍼져서 나타난 것으로 보이며, 향후 전산실험계획에서의 응용을 기대할 수 있다.

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