• 제목/요약/키워드: Approximate model

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지수혼합 시계열 모형의 추정 (Estimation for the Exponential ARMA Model)

  • Won Kyung Kim;In Kyu Kim
    • 응용통계연구
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    • 제7권2호
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    • pp.239-248
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    • 1994
  • 지수혼합 시계열 모형인 EARMA(1,1) 모형이 율-워커 추정법과 조건최소제곱 추정법으로 추정되었다. 율-워커 추정량은 이동평균모수가 포함된 ERAMA(1,1) 모형인 경우 유일하지 못하므로 가역 조건을 만족하는 추정량이 유일한 추정량으로 얻어졌고, 조건최소제곱 추정량은 근사추정량이 얻어졌다. 모의 실험을 통하여 근사조건제곱 추정량은 율-워커 추정량보다 평균제곱오차면에서 훨씬 좋은 추정량으로 나타났다.

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Analysis of Nested Case-Control Study Designs: Revisiting the Inverse Probability Weighting Method

  • Kim, Ryung S.
    • Communications for Statistical Applications and Methods
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    • 제20권6호
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    • pp.455-466
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    • 2013
  • In nested case-control studies, the most common way to make inference under a proportional hazards model is the conditional logistic approach of Thomas (1977). Inclusion probability methods are more efficient than the conditional logistic approach of Thomas; however, the epidemiology research community has not accepted the methods as a replacement of the Thomas' method. This paper promotes the inverse probability weighting method originally proposed by Samuelsen (1997) in combination with an approximate jackknife standard error that can be easily computed using existing software. Simulation studies demonstrate that this approach yields valid type 1 errors and greater powers than the conditional logistic approach in nested case-control designs across various sample sizes and magnitudes of the hazard ratios. A generalization of the method is also made to incorporate additional matching and the stratified Cox model. The proposed method is illustrated with data from a cohort of children with Wilm's tumor to study the association between histological signatures and relapses.

Free vibration of orthotropic functionally graded beams with various end conditions

  • Lu, Chao-Feng;Chen, W.Q.
    • Structural Engineering and Mechanics
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    • 제20권4호
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    • pp.465-476
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    • 2005
  • Free vibration of orthotropic functionally graded beams, whose material properties can vary arbitrarily along the thickness direction, is investigated based on the two-dimensional theory of elasticity. A hybrid state-space/differential quadrature method is employed along with an approximate laminate model, which allows us to obtain the semi-analytical solution easily. With the introduction of continuity conditions at each fictitious interface and boundary conditions at the top and bottom surfaces, the frequency equation for an inhomogeneous beam is derived. A completely exact solution of an FGM beam with material constants varying in exponential way through the thickness is also presented, which serves a benchmark to verify the present method. Numerical results are performed and discussed.

On Information Criteria in Linear Regression Model

  • Park, Man-Sik
    • 응용통계연구
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    • 제22권1호
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    • pp.197-204
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    • 2009
  • In the model selection problem, the main objective is to choose the true model from a manageable set of candidate models. An information criterion gauges the validity of a statistical model and judges the balance between goodness-of-fit and parsimony; "how well observed values ran approximate to the true values" and "how much information can be explained by the lower dimensional model" In this study, we introduce some information criteria modified from the Akaike Information Criterion (AIC) and the Bayesian Information Criterion(BIC). The information criteria considered in this study are compared via simulation studies and real application.

Bayesian Analysis for Multiple Capture-Recapture Models using Reference Priors

  • Younshik;Pongsu
    • Communications for Statistical Applications and Methods
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    • 제7권1호
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    • pp.165-178
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    • 2000
  • Bayesian methods are considered for the multiple caputure-recapture data. Reference priors are developed for such model and sampling-based approach through Gibbs sampler is used for inference from posterior distributions. Furthermore approximate Bayes factors are obtained for model selection between trap and nontrap response models. Finally one methodology is implemented for a capture-recapture model in generated data and real data.

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와렌 트러스 설계에의 신경망 적용에 관한 연구 (A Study on Adaptation of Neural Network to Warren Truss Design)

  • 신동철;이승창;조영상
    • 한국강구조학회 논문집
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    • 제15권4호통권65호
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    • pp.413-422
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    • 2003
  • 구조 설계를 위해 초기 부재를 가정할 때나 건축 실무에서 개산 견적을 계산할 때 기술자의 직관이나 비슷한 조건의 기존 설계 평균값을 사용하고 있으나 설계 조건은 모두 다르기 때문에 큰 오차가 발생할 수밖에 없다. 이러한 문제점을 해결하기 위해서 확률론적인 절차가 내재되어 있어 불확실성을 다룰 수 있는 인공 신경 회로망의 이용하여 와렌 트러스를 설계하므로써 적용성을 평가하였다. 제안된 신경망 설계변수값와 구조설계 단계에 따라 다양한 와렌 트러스를 설계하여 MIDAS 프로그램 설계결과의 10% 오차 이내로 근사 설계를 하므로써 모델의 타당성을 검증하였다. 제안된 모델은 약간의 오차를 포함하지만 적은 시간과 노력으로 신뢰할 수 있는 설계 결과를 얻을 수 있으며, 부재 테이블을 사용하는 비선형 관계의 구조설계에도 적용 가능한 특성을 가지고 있다.

해안지역에서의 용존성 물질의 이송확산 거동 수치모의 (Numerical Simulation of Solute Transport in Coastal Areas)

  • 김대홍
    • Ecology and Resilient Infrastructure
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    • 제1권1호
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    • pp.1-7
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    • 2014
  • 본 연구에서는 파랑과 흐름이 공존하고 있는 해안지역에 이용이 가능한 물에 용해된 물질의 정확한 이동을 예측하기 위한 수심적분형 수치모의 기법을 제시한다. 대상 영역에 일반적으로 발생하는 파랑의 전파와 변형 과정 및 쇄파와 흐름의 발달 과정에 대한 모의가 가능한 boussinesq equation 흐름모형과 동일한 과정을 거쳐 유도된 수심적분형 물질수송모형을 지배방정식으로 이용한다. 지배방정식은 approximate riemann solver를 이용하는 유한체적법을 이용하여 해석한다. 제시된 수치모형을 이용하여 해일발생에 의한 흐름양상을 계측한 실험을 재현하였으며, 해당 수역에 가상의 물질의 이송과 확산에 대한 수치모의를 수행하고 그 결과를 분석하였다.

흘수변화가 선박 조종 성능에 미치는 영향에 관한 연구 (The Study on the Effect of Loading Condition on Ship Manoeuvrability)

  • 임남균;권석암;김세은
    • 대한조선학회논문집
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    • 제42권2호
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    • pp.105-112
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    • 2005
  • IMO standards for ship manoeuvrability were applied from January 1, 2004. Though model test or sea trial in full load condition is needed, it is not always possible to get such data for every ships. Therefore it is required to study the effect of loading conditions on ship manoeuvrability. Approximate formulae to estimate the hydrodynamic forces acting on a ship and the 2nd overshoot angle of $10^{\circ}$/$10^{\circ}$ zig-zag test in certain loading condition are proposed in this study These were derived from the results of model test and sea trial data. Captive model tests for 7 ships with 15 different loading conditions and sea trial data including free running test of 6 cases were used. Compared with experiment data and prediction formulae already proposed by others, the approximate formulae in this study show good agreement with model test results.

An Efficient Model Based on Smoothed ℓ0 Norm for Sparse Signal Reconstruction

  • Li, Yangyang;Sun, Guiling;Li, Zhouzhou;Geng, Tianyu
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제13권4호
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    • pp.2028-2041
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    • 2019
  • Compressed sensing (CS) is a new theory. With regard to the sparse signal, an exact reconstruction can be obtained with sufficient CS measurements. Nevertheless, in practical applications, the transform coefficients of many signals usually have weak sparsity and suffer from a variety of noise disturbances. What's worse, most existing classical algorithms are not able to effectively solve this issue. So we proposed an efficient algorithm based on smoothed ${\ell}_0$ norm for sparse signal reconstruction. The direct ${\ell}_0$ norm problem is NP hard, but it is unrealistic to directly solve the ${\ell}_0$ norm problem for the reconstruction of the sparse signal. To select a suitable sequence of smoothed function and solve the ${\ell}_0$ norm optimization problem effectively, we come up with a generalized approximate function model as the objective function to calculate the original signal. The proposed model preserves sharper edges, which is better than any other existing norm based algorithm. As a result, following this model, extensive simulations show that the proposed algorithm is superior to the similar algorithms used for solving the same problem.

STABILITY OF POSITIVE PERIODIC NUMERICAL SOLUTION OF AN EPIDEMIC MODEL

  • Kim, Mi-Young
    • Korean Journal of Mathematics
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    • 제13권2호
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    • pp.149-159
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    • 2005
  • We study an age-dependent s-i-s epidemic model with spatial diffusion. The model equations are described by a nonlinear and nonlocal system of integro-differential equations. Finite difference methods along the characteristics in age-time domain combined with finite elements in the spatial variable are applied to approximate the solution of the model. Stability of the discrete periodic solution is investigated.

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