• Title/Summary/Keyword: Analysis of Covariance

Search Result 992, Processing Time 0.023 seconds

Comparative Study on Similarity Measurement Methods in CBR Cost Estimation

  • Ahn, Joseph;Park, Moonseo;Lee, Hyun-Soo;Ahn, Sung Jin;Ji, Sae-Hyun;Kim, Sooyoung;Song, Kwonsik;Lee, Jeong Hoon
    • International conference on construction engineering and project management
    • /
    • 2015.10a
    • /
    • pp.597-598
    • /
    • 2015
  • In order to improve the reliability of cost estimation results using CBR, there has been a continuous issue on similarity measurement to accurately compute the distance among attributes and cases to retrieve the most similar singular or plural cases. However, these existing similarity measures have limitations in taking the covariance among attributes into consideration and reflecting the effects of covariance in computation of distances among attributes. To deal with this challenging issue, this research examines the weighted Mahalanobis distance based similarity measure applied to CBR cost estimation and carries out the comparative study on the existing distance measurement methods of CBR. To validate the suggest CBR cost model, leave-one-out cross validation (LOOCV) using two different sets of simulation data are carried out. Consequently, this research is expected to provide an analysis of covariance effects in similarity measurement and a basis for further research on the fundamentals of case retrieval.

  • PDF

Bootstrap inference for covariance matrices of two independent populations (두 독립 모집단의 공분산 행렬에 대한 붓스트랩 추론)

  • 김기영;전명식
    • The Korean Journal of Applied Statistics
    • /
    • v.4 no.1
    • /
    • pp.1-11
    • /
    • 1991
  • It is of great interest to consider the homogeniety of covariance matrices in MANOVA of discriminant analysis. If we lock at the problem of testing hypothesis, H : $\Sigma_1 = \Sigma_2$ from an invariance point of view where $\Sigma_i$ are the covariance matrix of two independent p-variate distribution, the testing problem is invariant under the group of nonsingular transformations and the hypothesis becomes H : $\delta_1 = \delta_2 = \cdots = \delta_p = 1$ where $\delta = (\delta_1, \delta_2, \cdots, \delta_p)$ is a vector of latent roots of $\Sigma$. Bias-corrected estimators of eigenvalues and sampling distribution of the test statistics proposed are obtained. Pooled-bootstrap method also considered for Bartlett's modified likelihood ratio statistics.

  • PDF

A Study on the Design of Correction Filter for High-Speed Guided Missile Firing from Warship after Transfer Alignment (전달정렬 함상 발사 고속 유도무기의 보정필터 설계에 대한 연구)

  • Kim, Cheon-Joong;Lee, In-Seop;Oh, Ju-Hyun;Yu, Hae-Sung;Park, Heung-Won
    • The Transactions of The Korean Institute of Electrical Engineers
    • /
    • v.68 no.1
    • /
    • pp.108-121
    • /
    • 2019
  • This paper presents the study results on the design of the correction filter to improve the azimuth error estimation of the high-speed guided missile launched from the warship after the transfer alignment. We theoretically proved that the transfer alignment performance is determined by the accuracy of the marine inertial navigation system and the observability of the attitude error state variable in the transfer alignment filter, and that most of navigation errors in high-speed guided missile are caused by azimuth error. In order to improve the azimuth estimation performance of the correction filter, the multiple adaptive estimation method and the adaptive filters adapting the measurement noise covariance or the process noise covariance are proposed. The azimuth estimation performance of the proposed adaptive filter and the existing Kalman filter are compared and analyzed each other for 8 different transfer alignment accuracy cases. As a result of comparison and analysis, it was confirmed that the adaptive filter adapting the process noise covariance has the best azimuth estimation performance. These results can be applied to the design of correction filters for high-speed guided missile.

Analysis on the Income Distribution Effects of Husband-Wife Labor Income and Employment Ratio (부부의 노동소득과 취업상태가 소득불평등 변화에 미치는 효과)

  • Choi, Paul
    • Journal of Labour Economics
    • /
    • v.36 no.3
    • /
    • pp.97-128
    • /
    • 2013
  • This paper analyzes the changing factors of income inequality by approaches to income sources focusing on the effect of husband-wife labor income relation and employment ratio change on income inequality. The level of contribution of income source to income inequality showed that the inequality of labor income between husband and wife(especially the husband's income) takes great importance. Also, the covariance of labor income of husband and wife showed growing trend and changed toward the same direction. As a result of the decomposition of the labor income covariance, it was found that the change in husband-wife employment ratio explained the covariance change better than the change in labor income inequality.

  • PDF

(Theoretical Analysis and Performance Prediction for PSN Filter Tracking) (PSN 픽터의 해석 및 추적성능 예측)

  • Jeong, Yeong-Heon;Kim, Dong-Hyeon;Hong, Sun-Mok
    • Journal of the Institute of Electronics Engineers of Korea SC
    • /
    • v.39 no.2
    • /
    • pp.166-175
    • /
    • 2002
  • In this paper. we predict tracking performance of the probabilistic strongest neighbor filter (PSNF). The PSNF is known to be consistent and superior to the probabilistic data association filter (PDAF) in both performance and computation. The PSNF takes into account the probability that the measurement with the strongest intensity in the neighborhood of the predicted target measurement location is not target-originated. The tracking performance of the PSNF is quantified in terms of its estimation error covariance matrix. The estimation error covariance matrix is approximately evaluated by using the hybrid conditional average approach (HYCA). We performed numerical experiments to show the validity of our performance prediction.

A Mixed Model for Nested Structural Repeated Data (지분구조의 반복측정 자료에 대한 혼합모형)

  • Choi, Jae-Sung
    • The Korean Journal of Applied Statistics
    • /
    • v.22 no.1
    • /
    • pp.181-188
    • /
    • 2009
  • This paper discusses the covariance structures of data collected from an experiment with a nested design structure, where a smaller experimental unit is nested within a larger one. Due to the nonrandomization of repeated measures factors to the nested experimental units, compound symmetry covariance structure is assumed for the analysis of data. Treatments are given as the combinations of the levels of random factors and fixed factors. So, a mixed-effects model is suggested under compound symmetry structure. An example is presented to illustrate the nesting in the experimental units and to show how to get the parameter estimates in the fitted model.

Hurdle Model for Longitudinal Zero-Inflated Count Data Analysis (영과잉 경시적 가산자료 분석을 위한 허들모형)

  • Jin, Iktae;Lee, Keunbaik
    • The Korean Journal of Applied Statistics
    • /
    • v.27 no.6
    • /
    • pp.923-932
    • /
    • 2014
  • The Hurdle model can to analyze zero-inflated count data. This model is a mixed model of the logit model for a binary component and a truncated Poisson model of a truncated count component. We propose a new hurdle model with a general heterogeneous random effects covariance matrix to analyze longitudinal zero-inflated count data using modified Cholesky decomposition. This decomposition factors the random effects covariance matrix into generalized autoregressive parameters and innovation variance. The parameters are modeled using (generalized) linear models and estimated with a Bayesian method. We use these methods to carefully analyze a real dataset.

Time-history analysis based optimal design of space trusses: the CMA evolution strategy approach using GRNN and WA

  • Kaveh, A.;Fahimi-Farzam, M.;Kalateh-Ahani, M.
    • Structural Engineering and Mechanics
    • /
    • v.44 no.3
    • /
    • pp.379-403
    • /
    • 2012
  • In recent years, the need for optimal design of structures under time-history loading aroused great attention in researchers. The main problem in this field is the extremely high computational demand of time-history analyses, which may convert the solution algorithm to an illogical one. In this paper, a new framework is developed to solve the size optimization problem of steel truss structures subjected to ground motions. In order to solve this problem, the covariance matrix adaptation evolution strategy algorithm is employed for the optimization procedure, while a generalized regression neural network is utilized as a meta-model for fitness approximation. Moreover, the computational cost of time-history analysis is decreased through a wavelet analysis. Capability and efficiency of the proposed framework is investigated via two design examples, comprising of a tower truss and a footbridge truss.

Inverse Model Parameter Estimation Based on Sensitivity Analysis for Improvement of PM10 Forecasting (PM10 예보 향상을 위한 민감도 분석에 의한 역모델 파라메터 추정)

  • Yu, Suk Hyun;Koo, Youn Seo;Kwon, Hee Yong
    • Journal of Korea Multimedia Society
    • /
    • v.18 no.7
    • /
    • pp.886-894
    • /
    • 2015
  • In this paper, we conduct sensitivity analysis of parameters used for inverse modeling in order to estimate the PM10 emissions from the 16 areas in East Asia accurately. Parameters used in sensitivity analysis are R, the observational error covariance matrix, and B, a priori (background) error covariance matrix. In previous studies, it was used with the predetermined parameter empirically. Such a method, however, has difficulties in estimating an accurate emissions. Therefore, an automatically determining method for the most suitable value of R and B with an error measurement criteria and posteriori emissions accuracy is required. We determined the parameters through a sensitivity analysis, and improved the accuracy of posteriori emissions estimation. Inverse modeling methods used in the emissions estimation are pseudo inverse, NNLS (Nonnegative Least Square), and BA(Bayesian Approach). Pseudo inverse has a small error, but has negative values of emissions. In order to resolve the problem, NNLS is used. It has a unrealistic emissions, too. The problems are resolved with BA(Bayesian Approach). We showed the effectiveness and the accuracy of three methods through case studies.

Solution of randomly excited stochastic differential equations with stochastic operator using spectral stochastic finite element method (SSFEM)

  • Hussein, A.;El-Tawil, M.;El-Tahan, W.;Mahmoud, A.A.
    • Structural Engineering and Mechanics
    • /
    • v.28 no.2
    • /
    • pp.129-152
    • /
    • 2008
  • This paper considers the solution of the stochastic differential equations (SDEs) with random operator and/or random excitation using the spectral SFEM. The random system parameters (involved in the operator) and the random excitations are modeled as second order stochastic processes defined only by their means and covariance functions. All random fields dealt with in this paper are continuous and do not have known explicit forms dependent on the spatial dimension. This fact makes the usage of the finite element (FE) analysis be difficult. Relying on the spectral properties of the covariance function, the Karhunen-Loeve expansion is used to represent these processes to overcome this difficulty. Then, a spectral approximation for the stochastic response (solution) of the SDE is obtained based on the implementation of the concept of generalized inverse defined by the Neumann expansion. This leads to an explicit expression for the solution process as a multivariate polynomial functional of a set of uncorrelated random variables that enables us to compute the statistical moments of the solution vector. To check the validity of this method, two applications are introduced which are, randomly loaded simply supported reinforced concrete beam and reinforced concrete cantilever beam with random bending rigidity. Finally, a more general application, randomly loaded simply supported reinforced concrete beam with random bending rigidity, is presented to illustrate the method.