• Title/Summary/Keyword: Domain of attraction

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An alternative approach to extreme value analysis for design purposes

  • Bardsley, Earl
    • Proceedings of the Korea Water Resources Association Conference
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    • 2016.05a
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    • pp.201-201
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    • 2016
  • The asymptotic extreme value distributions of maxima are a natural choice when designing against future extreme events like flood peaks or wave heights, given a stationary time series. The generalized extreme value distribution (GEV) is often utilised in this context because it is seen as a convenient single expression for extreme event analysis. However, the GEV has a drawback because the location of the distribution bound relative to the data is a discontinuous function of the GEV shape parameter. That is, for annual maxima approximated by the Gumbel distribution, the data is also consistent with a GEV distribution with an upper bound (no lower bound) or a GEV distribution with a lower bound (no upper bound). A more consistent single extreme value expression for design purposes is proposed as the Weibull distribution of smallest extremes, as applied to transformed annual maxima. The Weibull distribution limit holds here for sufficiently large sample sizes, irrespective of the extreme value domain of attraction applicable to the untransformed maxima. The Gumbel, Type 2, and Type 3 extreme value distributions thus become redundant, together with the GEV, because in reality there is only a single asymptotic extreme value distribution required for design purposes - the Weibull distribution of minima as applied to transformed maxima. An illustrative synthetic example is given showing transformed maxima from the normal distribution approaching the Weibull limit much faster than the untransformed sample maxima approach the normal distribution Gumbel limit. Some New Zealand examples are given with the Weibull distribution being applied to reciprocal transformations of annual flood maxima, where the untransformed maxima follow apparently different extreme value distributions.

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LARGE TIME ASYMPTOTICS OF LEVY PROCESSES AND RANDOM WALKS

  • Jain, Naresh C.
    • Journal of the Korean Mathematical Society
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    • v.35 no.3
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    • pp.583-611
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    • 1998
  • We consider a general class of real-valued Levy processes {X(t), $t\geq0$}, and obtain suitable large deviation results for the empiricals L(t, A) defined by $t^{-1}{\int^t}_01_A$(X(s)ds for t > 0 and a Borel subset A of R. These results are used to obtain the asymptotic behavior of P{Z(t) < a}, where Z(t) = $sup_{u\leqt}\midx(u)\mid$ as $t\longrightarrow\infty$, in terms of the rate function in the large deviation principle. A subclass of these processes is the Feller class: there exist nonrandom functions b(t) and a(t) > 0 such that {(X(t) - b(t))/a(t) : t > 0} is stochastically compact, i.e., each sequence has a weakly convergent subsequence with a nondegenerate limit. The stable processes are in this class, but it is much larger. We consider processes in this class for which b(t) may be taken to be zero. For any t > 0, we consider the renormalized process ${X(u\psi(t))/a(\psi(t)),u\geq0}$, where $\psi$(t) = $t(log log t)^{-1}$, and obtain large deviation probability estimates for $L_{t}(A)$ := $(log log t)^{-1}$${\int_{0}}^{loglogt}1_A$$(X(u\psi(t))/a(\psi(t)))dv$. It turns out that the upper and lower bounds are sharp and depend on the entire compact set of limit laws of {X(t)/a(t)}. The results extend to random walks in the Feller class as well. Earlier results of this nature were obtained by Donsker and Varadhan for symmetric stable processes and by Jain for random walks in the domain of attraction of a stable law.

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Design of PID Controller for Magnetic Levitation RGV Using Genetic Algorithm Based on Clonal Selection (클론선택기반 유전자 알고리즘을 이용한 자기부상 RGV의 PID 제어기 설계)

  • Cho, Jae-Hoon;Kim, Yong-Tae
    • Journal of the Korean Institute of Intelligent Systems
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    • v.22 no.2
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    • pp.239-245
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    • 2012
  • This paper proposes a novel optimum design method for the PID controller of magnetic levitation-based Rail-Guided Vehicle(RGV) by a genetic algorithm using clone selection method and a new performance index function with performances of both time and frequency domain. Generally, since an attraction type levitation system is intrinsically unstable and requires a delicate controller that is designed considering overshoot and settling time, it is difficult to completely satisfy the desired performance through the methods designed by conventional performance indexes. In the paper, the conventional performance indexes are analyzed and then a new performance index for Maglev-based RGV is proposed. Also, an advanced genetic algorithm which is designed using clonal selection algorithm for performance improvement is proposed. To verify the proposed algorithm and the performance index, we compare the proposed method with a simple genetic algorithm and particle swarm optimization. The simulation results show that the proposed method is more effective than conventional optimization methods.

Isolation and characterization of cellulolytic yeast belonging to Moesziomyces sp. from the gut of Grasshopper (메뚜기의 내장에서 분리한 Moesziomyces 속에 속하는 셀룰로오스 분해 효모의 분리 및 특성)

  • Kim, Ju-Young;Jung, Hee-Young;Park, Jong-Seok;Cho, Sung-Jin;Lee, Hoon Bok;Sung, Gi-Ho;Subramani, Gayathri;Kim, Myung Kyum
    • Korean Journal of Microbiology
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    • v.55 no.3
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    • pp.234-241
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    • 2019
  • An intensive interaction between yeasts and insects has highlighted their relevance for attraction to food and for the insect's development and behavior. Yeast associated in the gut of insects secretes cellulase which aided in the food digestion (cellulose degradation). Three strains of cellulose-degrading yeast were isolated from the gut of adult grasshoppers collected in Gyeonggi Province, South Korea. The strains $ON22^T$, $G10^T$, and $G15^T$, showed positive cellulolytic activity in the carboxymethyl cellulose (CMC)-plate assay. The phylogenetic tree based on sequence analysis of D1/D2 domains of the large subunit rRNA gene and the internal transcribed spacer (ITS) regions revealed that the strains $ON22^T$ (100 and 98.4% sequence similarities in D1/D2 domains and ITS) and $G10^T$ (99.8 and 99.5% in D1/D2 domain and ITS region) were most closely related to the species Moesziomyces aphidis JCM $10318^T$; $G15^T$ (100% in D1/D2 domains and ITS) belongs to the species Moesziomyces antarcticus JCM $10317^T$, respectively. Morphology and biochemical test results are provided in the species description. Cellulase with its massive applicability has been used in various industrial processes such as biofuels like bioethanol productions. Therefore, this is the first report of the cellulolytic yeast strains $ON22^T$, $G10^T$, and $G15^T$ related to the genus Moesziomyces in the family Ustilaginaceae (Ustilaginales), in Korea.

What are the Characteristics and Future Directions of Domestic Angel Investment Research? (국내 엔젤투자 연구의 특징과 향후 방향은 무엇인가?)

  • Min Kim;Byung Chul Choi;Woo Jin Lee
    • Asia-Pacific Journal of Business Venturing and Entrepreneurship
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    • v.18 no.6
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    • pp.57-70
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    • 2023
  • The investigation delved into 457 pieces of scholarly work, encompassing articles, published theses, and dissertations from the National Research Foundation of Korea, spanning the period of the 1997 IMF financial crisis up to 2022. The materials were sourced using terms such as 'angel investment', 'angel investor', and 'angel investment attraction'. The initial phase involved filtering out redundant entries from the preliminary collection of 267 works, leaving aside pieces that didn't pertain directly to angel investment as indicated in their abstracts. The next stage of the analysis involved a more rigorous selection process. Out of 43 papers earmarked in the preceding cut, only 32 were chosen. The criteria for this focused on the exclusion of conference presentations, articles that were either not submitted or inconclusive, and those that duplicated content under different titles. The final selection of 32 papers underwent a thorough systematic literature review. These documents, all pertinent to angel investment in South Korea, were scrutinized under five distinct categories: 1) publication year, 2) themes of research, 3) strategies employed in the studies, 4) participants involved in the research, and 5) methods of research utilized. This meticulous process illuminated the existing landscape of angel investment studies within Korea. Moreover, this study pinpointed gaps in the current body of research, offering guidance on future scholarly directions and proposing social scientific theories to further enrich the field of angel investment studies and analysis also seeks to pinpoint which areas require additional exploration to energize the field of angel investment moving forward. Through a comprehensive review of literature, this research intends to validate the establishment of future research trajectories and pinpoint areas that are currently and relatively underexplored in Korea's angel investment research stream. This study revealed that current research on domestic angel investment is concentrated on several areas: 1) the traits of angel investors, 2) the motivations behind angel investing, 3) startup ventures, 4) relevant institutions and policies, and 5) the various forms of angel investments. It was determined that there is a need to broaden the scope of research to aid in enhancing and stimulating the scale of domestic angel investing. This includes research into performance analysis of angel investments and detailed case studies in the field. Furthermore, the study emphasizes the importance of diversifying research efforts. Instead of solely focusing on specific factors like investment types, startups, accelerators, venture capital, and regulatory frameworks, there is a call for research that explores a variety of associated variables. These include aspects related to crowdfunding and return on investment in the context of angel investing, ensuring a more holistic approach to research in this domain. Specifically, there's a clear need for more detailed studies focusing on the relationships with variables that serve as dependent variables influencing the outcomes of angel investments. Moreover, it's essential to invigorate both qualitative and quantitative research that delves into the theoretical framework from multiple perspectives. This involves analyzing the structure of variables that have an impact on angel investments and the decisions surrounding these investments, thereby enriching the theoretical foundation of this field. Finally, we presented the direction of development for future research by confirming that the effect on the completeness of the business plan is high or low depending on the satisfaction of the entrepreneurs in addition to the components.

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A Study on Brand Recognition of BICOF : Comparative Analysis on the Visitor and Non-Visitor (부천 국제만화축제 브랜드 인식에 관한 연구: 참관자와 비참관자 비교분석을 중심으로)

  • Yoon, Ji-Young;Yim, Hak-Soon
    • Cartoon and Animation Studies
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    • s.26
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    • pp.131-156
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    • 2012
  • As the Global Age has arrived, the domain of festivals has expanded to fulfill the role of being not only a tourist attraction but of being a factor that determines the image and identity of cities, and the factor of enhancing the brand value of a particular city is being focused upon. The city of Bucheon, which aims to be a culture oriented city, is attempting to utilize the Bucheon International Comics Festival as a cultural asset for the revitalization of the city. This study has as its purpose the development of an evaluation index model on the brand value of the Bucheon International Comics Festival and research being conducted based on the developed evaluation index model on the awareness level of the citizens of Bucheon of the festival. In regards to this, the theoretical background was examined and the index model was developed based on precedent research. Based on this, a survey of 1,000 citizens of Bucheon was conducted in this study. This study conducted a survey targeting 500 persons, dividing them into 2 groups according to whether they participated in the festival. The survey of this study established 9 evaluation categories for the International Comics Festival evaluation index model which consists of demographic research and participation motivation, value of comics, festival brand awareness and association image, perceived product quality and loyalty for the festival, internationality of the festival and urban activation. Each survey question is composed of 5 points scale measurement. As a result of the survey, 'for an education of children' was the highest for the participation motivation, and 'not knowing of the festival information' was the highest for the reason of not having participated. The industrial value was evaluated as the highest among the value of comics by the both two groups, and it was studied that there was perception gap for the festival according to whether they participated in the festival for each survey question. It was revealed that the level of awareness of the Bucheon International Comics Festival was "normal," the "city revitalization" index and the "value of comics" index were relatively high and the "international character of the festival" index was the lowest. Furthermore, it was shown that there were differences in the awareness of the established categories of the developed evaluation index model based on whether or not there was participation in the festival. This study comprehensively organizes these analytical results and derives implications which can be used as data for the criteria of the development of future strategy for the Bucheon International Comics Festival.