• Title/Summary/Keyword: Design quantile

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Animated Quantile Plots for Evaluating Response Surface Designs (반응표면실험계획을 평가하기 위한 동적분위수그림)

  • Jang, Dae-Heung
    • The Korean Journal of Applied Statistics
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    • v.23 no.2
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    • pp.285-293
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    • 2010
  • The traditional methods for evaluating response surface designs are alphabetic optimality criteria. These single-number criteria such as D-, A-, G- and V-optimality do not completely reflect the prediction variance characteristics of the design in question. Alternatives to single-numbers summaries include graphical displays of the prediction variance across the design regions. We can suggest the animated quantile plots as the animation of the quantile plots and use these animated quantile plots for comparing and evaluating response surface designs.

Approximation of reliability constraints by estimating quantile functions

  • Ching, Jianye;Hsu, Wei-Chi
    • Structural Engineering and Mechanics
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    • v.32 no.1
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    • pp.127-145
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    • 2009
  • A novel approach is proposed to effectively estimate the quantile functions of normalized performance indices of reliability constraints in a reliability-based optimization (RBO) problem. These quantile functions are not only estimated as functions of exceedance probabilities but also as functions of the design variables of the target RBO problem. Once these quantile functions are obtained, all reliability constraints in the target RBO problem can be transformed into non-probabilistic ordinary ones, and the RBO problem can be solved as if it is an ordinary optimization problem. Two numerical examples are investigated to verify the proposed novel approach. The results show that the approach may be capable of finding approximate solutions that are close to the actual solution of the target RBO problem.

A Study on Determinants of Inventory Turnover using Quantile Regression Analysis (분위회귀분석을 이용한 재고회전율 결정요인 분석)

  • Kim, Gilwhan
    • Asia-Pacific Journal of Business
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    • v.13 no.1
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    • pp.185-195
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    • 2022
  • Purpose - This study attempts to analyze the determinants of inventory turnover by applying quantile regression analysis. Design/methodology/approach - By selecting the gross margin, capital intensity, and sale surprise as the determinants of inventory turnover, we investigate their effects on inventory turnover at the several quartiles (10%, 25%, 50%, 75%, 90%) of inventory turnover with quantile regression analysis. Findings - The effects of gross margin and capital intensity on inventory turnover are different for each quartile. But the effects of sale surprise on inventory turnover are not different for each quartile. Research implications or Originality -This study is the first attempt to examine the effects of inventory turnover determinants on inventory turnover by applying quantile regression analysis was not employed in the prior studies. Thus, this study is meaningful in that it shows the possible way to review inventory management strategies that can be applied differently to the firms with different inventory turnover levels.

Regional frequency analysis for stationary and nonstationary hydrological data (정상성 및 비정상성 수문자료의 지역빈도해석)

  • Heo, Jun-Haenga;Kim, Hanbeen
    • Journal of Korea Water Resources Association
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    • v.52 no.10
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    • pp.657-669
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    • 2019
  • To estimate accurate design quantiles considering statistical characteristics of hydrological data is one of the most important procedures in the design of hydraulic structures. While at-site frequency analysis estimates design quantile using observed data at a site of interest, regional frequency analysis (RFA) utilizes a number of sites included in a hydrologically homogeneous region. Therefore, RFA could provide a more accurate design quantile at ungauged site or sites with short observation period. In this review article, RFA is classified into stationary RFA and nonstationary RFA depending on the characteristic of hydrological data, and the basic concept, procedure, and application of each technique are explained in detail focused on the index flood method. Additionally, a review of the state of the art for RFA procedure is presented. This paper is finalized by describing the stationary regional rainfall frequency analysis over South Korea contained in the amendment of "Standard guidelines for design flood estimation" and various future study topics related to nonstationary RFA.

A Development of Nonstationary Frequency Analysis Model using a Bayesian Multiple Non-crossing Quantile Regression Approach (베이지안 다중 비교차 분위회귀 분석 기법을 이용한 비정상성 빈도해석 모형 개발)

  • Uranchimeg, Sumiya;Kim, Yong-Tak;Kwon, Young-Jun;Kwon, Hyun-Han
    • Journal of Coastal Disaster Prevention
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    • v.4 no.3
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    • pp.119-131
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    • 2017
  • Global warming under the influence of climate change and its direct impact on glacial and sea level are known issue. However, there is a lack of research on an indirect impact of climate change such as coastal structure design which is mainly based on a frequency analysis of water level under the stationary assumption, meaning that maximum sea level will not vary significantly over time. In general, stationary assumption does not hold and may not be valid under a changing climate. Therefore, this study aims to develop a novel approach to explore possible distributional changes in annual maximum sea levels (AMSLs) and provide the estimate of design water level for coastal structures using a multiple non-crossing quantile regression based nonstationary frequency analysis within a Bayesian framework. In this study, 20 tide gauge stations, where more than 30 years of hourly records are available, are considered. First, the possible distributional changes in the AMSLs are explored, focusing on the change in the scale and location parameter of the probability distributions. The most of the AMSLs are found to be upward-convergent/divergent pattern in the distribution, and the significance test on distributional changes is then performed. In this study, we confirm that a stationary assumption under the current climate characteristic may lead to underestimation of the design sea level, which results in increase in the failure risk in coastal structures. A detailed discussion on the role of the distribution changes for design water level is provided.

Factors associated with levels of health-related quality of life in elderly women: secondary data analysis of the Korea National Health and Nutrition Examination Survey 2019 (여성노인의 건강관련 삶의 질 수준별 관련요인: 국민건강영양조사(2019년) 자료를 이용한 이차자료분석)

  • Son, Miseon
    • Women's Health Nursing
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    • v.28 no.3
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    • pp.187-196
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    • 2022
  • Purpose: The purpose of this study was to investigate factors related to the levels of health-related quality of life (HRQoL) in elderly women based on Wilson and Cleary's HRQoL model. Methods: This study analyzed data from the eighth Korea National Health and Nutrition Examination Survey 2019 on 868 women over the age of 65 years. Based on the HRQoL model, parameters were categorized as personal, environmental, and physiological characteristics; symptom status; functional status; and perception of health status. The data were analyzed by quantile regression. Results: The overall level of HRQoL was 0.87. Factors related to HRQoL in the 10% quantile were higher education level, higher economic status, economic activity, more walking days, fewer diseases, lower stress, less activity limitation, and higher perceived health status. Factors related to the 25% quantile of HRQoL were more walking days, fewer diseases, less activity limitation, and higher perceived health status. Factors related to the 50% quantile were age, economic activity, more walking days, fewer disease, lower stress, less activity limitation, and higher perceived health status. Factors related to the 75% quantile of HRQoL were smoking, more walking days, fewer diseases, lower stress, less activity limitation, and higher perceived health status. Conclusion: While differing parameters were identified according to the level of HRQoL of elderly women in Korea, there were five common factors. Interventions that focus on increasing walking, mitigating diseases, stress, and activity limitations, and improving perceived health status can improve HRQoL.

The Recent Increasing Trends of Exceedance Rainfall Thresholds over the Korean Major Cities (한국의 주요도시지점 기준강수량 초과 강수의 최근 증가경향 분석)

  • Yoon, Sun-Kwon;Moon, Young-Il
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.34 no.1
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    • pp.117-133
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    • 2014
  • In this study, we analysed impacts of the recent increasing trend of exceedance rainfall thresholds for separation of data set and different research periods using Quantile Regression (QR) approach. And also we performed significant test for time series data using linear regression, Mann-Kendall test and Sen test over the Korean major 8-city. Spring and summer precipitation was tend to significant increase, fall and winter precipitation was tend to decrease, and heavy rainy days in last 30 years have increased from 3.1 to 15 percent average. In addition, according to the annual ranking of rainfall occurs Top $10^{th}$ percentile of precipitation for 3IQR (inter quartile range) of the increasing trend, most of the precipitation at the point of increasing trend was confirmed. Quantile 90% percentile of the average rainfall 43.5mm, the increasing trend 0.1412mm/yr, Quantile 99% percentile of the average rainfall 68.0mm, the increasing trend in the 0.1314mm/yr were analyzed. The results can be used to analyze the recent increasing trend for the annual maximum value series information and the threshold extreme hydrologic information. And also can be used as a basis data for hydraulic structures design on reflect recent changes in climate characteristics.

Generalized Support Vector Quantile Regression (일반화 서포트벡터 분위수회귀에 대한 연구)

  • Lee, Dongju;Choi, Sujin
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.43 no.4
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    • pp.107-115
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    • 2020
  • Support vector regression (SVR) is devised to solve the regression problem by utilizing the excellent predictive power of Support Vector Machine. In particular, the ⲉ-insensitive loss function, which is a loss function often used in SVR, is a function thatdoes not generate penalties if the difference between the actual value and the estimated regression curve is within ⲉ. In most studies, the ⲉ-insensitive loss function is used symmetrically, and it is of interest to determine the value of ⲉ. In SVQR (Support Vector Quantile Regression), the asymmetry of the width of ⲉ and the slope of the penalty was controlled using the parameter p. However, the slope of the penalty is fixed according to the p value that determines the asymmetry of ⲉ. In this study, a new ε-insensitive loss function with p1 and p2 parameters was proposed. A new asymmetric SVR called GSVQR (Generalized Support Vector Quantile Regression) based on the new ε-insensitive loss function can control the asymmetry of the width of ⲉ and the slope of the penalty using the parameters p1 and p2, respectively. Moreover, the figures show that the asymmetry of the width of ⲉ and the slope of the penalty is controlled. Finally, through an experiment on a function, the accuracy of the existing symmetric Soft Margin, asymmetric SVQR, and asymmetric GSVQR was examined, and the characteristics of each were shown through figures.

A study on the variation of design flood due to climate change in the ungauged urban catchment (기후변화에 따른 미계측 도시유역의 확률홍수량 변화에 관한 연구)

  • Hwang, Jeongyoon;Ahn, Jeonghwan;Jeong, Changsam;Heo, Jun-Haeng
    • Journal of Korea Water Resources Association
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    • v.51 no.5
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    • pp.395-404
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    • 2018
  • This research evaluated the change in rainfall quantile during S1, S2, and S3 by using Representative Concentration Pathways (RCP) 4.5 climate scenario HadGEM3-RA Regional Climate Model (RCM) produced by downscaling and bias correlation compared to the past standard observation data S0. Also, the maximum flood peak volume and flood area were calculated by using the urban runoff model and the impact of climate change was analyzed in each period. For this purpose, Gumbel distribution was used as an appropriate model based on the method of maximum likelihood. As a result, in the case of the 10 year-frequency which is the design of most urban drainage facilities, the rainfall quantile is in increased about 10% if we assume 50 years from now with the $3^{rd}$ quarter value and about 20% if we assume 70 years from now. This result implies that the installed urban drainage facility based on the currently set design flood volume cannot be met the design criteria in the future. Therefore, it is necessary to reflect future climate conditions to current urban drainage facilities.