• Title/Summary/Keyword: Conditional variables

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Initial Value Selection in Applying an EM Algorithm for Recursive Models of Categorical Variables

  • Jeong, Mi-Sook;Kim, Sung-Ho;Jeong, Kwang-Mo
    • Journal of the Korean Statistical Society
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    • v.27 no.1
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    • pp.25-55
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    • 1998
  • Maximum likelihood estimates (MLEs) for recursive models of categorical variables are discussed under an EM framework. Since MLEs by EM often depend on the choice of the initial values for MLEs, we explore reasonable rules for selecting the initial values for EM. Simulation results strongly support the proposed rules.

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Axial Shape Index Calculation for the 3-Level Excore Detector

  • Kim, Han-Gon;Kim, Yong-Hee;Kim, Byung-Sop;Lee, Sang-Hee;Cho, Sung-Jae
    • Proceedings of the Korean Nuclear Society Conference
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    • 1997.10a
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    • pp.97-102
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    • 1997
  • A new method based on the alternating conditional expectation (ACE) algorithm is developed to calculate axial shape index (ASI) for the 3-level excore detector. The ACE algorithm, a type of non-parametric regression algorithms, yields an optimal relationship between a dependent variable and multiple independent variables. In this study, the simple correlation between ASI and excore detector signals is developed using the Younggwang nuclear power plant unit 3 (YGN-3) data without any preprocessing on the relationships between independent variables and dependent variable. The numerical results show that simple correlations exist between the three excore signals and ASI of the core. The accuracy of the new method is much better than those of the current CPC and COLSS algorithms.

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ACE surrogate Model-Based uncertainty and sensitivity analysis methods for severe accident codes

  • Kwang-Il Ahn
    • Nuclear Engineering and Technology
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    • v.56 no.9
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    • pp.3686-3699
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    • 2024
  • This paper explores the alternating conditional expectation (ACE) algorithm-based surrogate model to advance the state-of-practice in uncertainty and sensitivity analysis methodologies for severe accident codes. For engineering purposes, the ACE algorithm has been used as an alternative means to find the optimal functional forms of the multiple input variables and response variables of interest. Analysis results here demonstrate that compared with the reference cases the proposed surrogate model provides much higher performance in terms of the coefficient of determination (R2) and normalized root mean square error (NRMSE), thus giving more robust insights into the relationship and correlation between the input parameters and figures of merit (FOMs) of interest. Relevant results and insights are summarized in terms of points of interest.

A Study of Anomaly Detection for ICT Infrastructure using Conditional Multimodal Autoencoder (ICT 인프라 이상탐지를 위한 조건부 멀티모달 오토인코더에 관한 연구)

  • Shin, Byungjin;Lee, Jonghoon;Han, Sangjin;Park, Choong-Shik
    • Journal of Intelligence and Information Systems
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    • v.27 no.3
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    • pp.57-73
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    • 2021
  • Maintenance and prevention of failure through anomaly detection of ICT infrastructure is becoming important. System monitoring data is multidimensional time series data. When we deal with multidimensional time series data, we have difficulty in considering both characteristics of multidimensional data and characteristics of time series data. When dealing with multidimensional data, correlation between variables should be considered. Existing methods such as probability and linear base, distance base, etc. are degraded due to limitations called the curse of dimensions. In addition, time series data is preprocessed by applying sliding window technique and time series decomposition for self-correlation analysis. These techniques are the cause of increasing the dimension of data, so it is necessary to supplement them. The anomaly detection field is an old research field, and statistical methods and regression analysis were used in the early days. Currently, there are active studies to apply machine learning and artificial neural network technology to this field. Statistically based methods are difficult to apply when data is non-homogeneous, and do not detect local outliers well. The regression analysis method compares the predictive value and the actual value after learning the regression formula based on the parametric statistics and it detects abnormality. Anomaly detection using regression analysis has the disadvantage that the performance is lowered when the model is not solid and the noise or outliers of the data are included. There is a restriction that learning data with noise or outliers should be used. The autoencoder using artificial neural networks is learned to output as similar as possible to input data. It has many advantages compared to existing probability and linear model, cluster analysis, and map learning. It can be applied to data that does not satisfy probability distribution or linear assumption. In addition, it is possible to learn non-mapping without label data for teaching. However, there is a limitation of local outlier identification of multidimensional data in anomaly detection, and there is a problem that the dimension of data is greatly increased due to the characteristics of time series data. In this study, we propose a CMAE (Conditional Multimodal Autoencoder) that enhances the performance of anomaly detection by considering local outliers and time series characteristics. First, we applied Multimodal Autoencoder (MAE) to improve the limitations of local outlier identification of multidimensional data. Multimodals are commonly used to learn different types of inputs, such as voice and image. The different modal shares the bottleneck effect of Autoencoder and it learns correlation. In addition, CAE (Conditional Autoencoder) was used to learn the characteristics of time series data effectively without increasing the dimension of data. In general, conditional input mainly uses category variables, but in this study, time was used as a condition to learn periodicity. The CMAE model proposed in this paper was verified by comparing with the Unimodal Autoencoder (UAE) and Multi-modal Autoencoder (MAE). The restoration performance of Autoencoder for 41 variables was confirmed in the proposed model and the comparison model. The restoration performance is different by variables, and the restoration is normally well operated because the loss value is small for Memory, Disk, and Network modals in all three Autoencoder models. The process modal did not show a significant difference in all three models, and the CPU modal showed excellent performance in CMAE. ROC curve was prepared for the evaluation of anomaly detection performance in the proposed model and the comparison model, and AUC, accuracy, precision, recall, and F1-score were compared. In all indicators, the performance was shown in the order of CMAE, MAE, and AE. Especially, the reproduction rate was 0.9828 for CMAE, which can be confirmed to detect almost most of the abnormalities. The accuracy of the model was also improved and 87.12%, and the F1-score was 0.8883, which is considered to be suitable for anomaly detection. In practical aspect, the proposed model has an additional advantage in addition to performance improvement. The use of techniques such as time series decomposition and sliding windows has the disadvantage of managing unnecessary procedures; and their dimensional increase can cause a decrease in the computational speed in inference.The proposed model has characteristics that are easy to apply to practical tasks such as inference speed and model management.

CHARACTERIZATIONS OF THE PARETO DISTRIBUTION BY CONDITIONAL EXPECTATIONS OF RECORD VALUES

  • Lee, Min-Young
    • Communications of the Korean Mathematical Society
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    • v.18 no.1
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    • pp.127-131
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    • 2003
  • Let X$_1$, X$_2$,... be a sequence of independent and identically distributed random variables with continuous cumulative distribution function F(x). X$_j$ is an upper record value of this sequence if X$_j$ > max {X$_1$,X$_2$,...,X$_{j-1}$}. We define u(n)=min{j$\mid$j> u(n-1), X$_j$ > X$_{u(n-1)}$, n $\geq$ 2} with u(1)=1. Then F(x) = 1-x$^{\theta}$, x > 1, ${\theta}$ < -1 if and only if (${\theta}$+1)E[X$_{u(n+1)}$$\mid$X$_{u(m)}$=y] = ${\theta}E[X_{u(n)}$\mid$X_{u(m)}=y], (\theta+1)^2E[X_{u(n+2)}$\mid$X_{u(m)}=y] = \theta^2E[X_{u(n)}$\mid$X_{u(m)}=y], or (\theta+1)^3E[X_{u(n+3)}$\mid$X_{u(m)}=y] = \theta^3E[X_{u(n)}$\mid$X_{u(m)}=y], n $\geq$ M+1$.

CHARACTERIZATIONS OF THE EXPONENTIAL DISTRIBUTION BY ORDER STATISTICS AND CONDITIONAL

  • Lee, Min-Young;Chang, Se-Kyung;Jung, Kap-Hun
    • Communications of the Korean Mathematical Society
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    • v.17 no.3
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    • pp.535-540
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    • 2002
  • Let X$_1$, X$_2$‥‥,X$\_$n/ be n independent and identically distributed random variables with continuous cumulative distribution function F(x). Let us rearrange the X's in the increasing order X$\_$1:n/ $\leq$ X$\_$2:n/ $\leq$ ‥‥ $\leq$ X$\_$n:n/. We call X$\_$k:n/ the k-th order statistic. Then X$\_$n:n/ - X$\_$n-1:n/ and X$\_$n-1:n/ are independent if and only if f(x) = 1-e(equation omitted) with some c > 0. And X$\_$j/ is an upper record value of this sequence lf X$\_$j/ > max(X$_1$, X$_2$,¨¨ ,X$\_$j-1/). We define u(n) = min(j|j > u(n-1),X$\_$j/ > X$\_$u(n-1)/, n $\geq$ 2) with u(1) = 1. Then F(x) = 1 - e(equation omitted), x > 0 if and only if E[X$\_$u(n+3)/ - X$\_$u(n)/ | X$\_$u(m)/ = y] = 3c, or E[X$\_$u(n+4)/ - X$\_$u(n)/|X$\_$u(m)/ = y] = 4c, n m+1.

Choice of Health Care and Traditional Medicine (양.한방의료 서비스 선택에 관한 연구)

  • 이원재
    • Health Policy and Management
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    • v.8 no.1
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    • pp.183-202
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    • 1998
  • This study is to investigate patient's choice of health care and the demand for Korean traditional medicine care in rural areas in 1995. It tried to evaluate the effect of out-of-pocket expenditure, travel time, and waiting time on improving care-seeking and substituting clinical medicine for pharmacy care and Korean traditional medicine care in rural areas. The statistical model of this study is conditional logit to estimate effects of choice-specific and individual-specific characteristics on the choice of type of services. This study used, as explanatory variables, average out-of-pocket payment, travel time, and waiting time of services required to use the services. The model was empirically tested using data from 1995 Korean National Health Survery. The results showed that rural Koreans responded to out-of pocket payment and travel time. Increases of out-of-pocket payment and travel time decreased the probability to choose care in rural Korea. Rural Koreans were more likely to seek care than others with low out-of-pocket payment and travel time. The probability of choosing Korean traditional medicine were higher among the members of the households with higher education level and older persons, while they were lower in the households with large family than others compared with the probabilities of choosing public health facilities. The result of this study implies that policy on use of health care in rural Korea can be focused in managing travel time and out-of-pocket payment.

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Smart Contract Code Rewritter for Improving Safety of Function Calls (함수 호출의 안전성 향상을 돕는 스마트 계약 코드 재작성기)

  • Lee, Sooyeon;Jung, Hyungkun;Cho, Eun-Sun
    • Journal of the Korea Institute of Information Security & Cryptology
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    • v.29 no.1
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    • pp.67-75
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    • 2019
  • When a Solidity smart contract has a problem in calling a function of another contract, the fallback function is supposed to be executed automatically. However, it may be are arbitrarily created, with their behaviors unknown to developers, and fallback function execution is vulnerable to exploits by attackers. in In this paper, we propose a preprocessing based method to reduce the risk with less overhead of developers'. Developers mark the intention using the newly defined keywords in this paper, and the preprocessor reduces the risk by preprocessing the conditional variables and conditional statements according to the keywords.

A Study on Unfolding Asymmetric Volatility: A Case Study of National Stock Exchange in India

  • SAMINENI, Ravi Kumar;PUPPALA, Raja Babu;KULAPATHI, Syamsundar;MADAPATHI, Shiva Kumar
    • The Journal of Asian Finance, Economics and Business
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    • v.8 no.4
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    • pp.857-861
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    • 2021
  • The study aims to find the asymmetric effect in National Stock Exchange in which the Nifty50 is considered as proxy for NSE. A return can be stated as the change in value of a security over a certain time period. Volatility is the rate of change in security value. It is an arithmetical assessment of the dispersion of yields of security prices. Stock prices are extremely unpredictable and make the investment in equities risky. Predicting volatility and modeling are the most profuse areas to explore. The current study describes the association between two variables, namely, stock yields and volatility in equity market in India. The volatility is measured by employing asymmetric GARCH technique, i.e., the EGARCH (1,1) tool, which was used in building the study. The closing prices of Nifty on day-to-day basis were used for analysis from the period 2011 to 2020 with 2,478 observations in the study. The model arrests the lopsided volatility during the mentioned period. The outcome of asymmetric GARCH model revealed the subsistence of leverage effect in the index and confirms the impact of conditional variance as well. Furthermore, the EGARCH technique was evidenced to be apt in seizure of unsymmetrical volatility.

Study of oversampling algorithms for soil classifications by field velocity resistivity probe

  • Lee, Jong-Sub;Park, Junghee;Kim, Jongchan;Yoon, Hyung-Koo
    • Geomechanics and Engineering
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    • v.30 no.3
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    • pp.247-258
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    • 2022
  • A field velocity resistivity probe (FVRP) can measure compressional waves, shear waves and electrical resistivity in boreholes. The objective of this study is to perform the soil classification through a machine learning technique through elastic wave velocity and electrical resistivity measured by FVRP. Field and laboratory tests are performed, and the measured values are used as input variables to classify silt sand, sand, silty clay, and clay-sand mixture layers. The accuracy of k-nearest neighbors (KNN), naive Bayes (NB), random forest (RF), and support vector machine (SVM), selected to perform classification and optimize the hyperparameters, is evaluated. The accuracies are calculated as 0.76, 0.91, 0.94, and 0.88 for KNN, NB, RF, and SVM algorithms, respectively. To increase the amount of data at each soil layer, the synthetic minority oversampling technique (SMOTE) and conditional tabular generative adversarial network (CTGAN) are applied to overcome imbalance in the dataset. The CTGAN provides improved accuracy in the KNN, NB, RF and SVM algorithms. The results demonstrate that the measured values by FVRP can classify soil layers through three kinds of data with machine learning algorithms.