• 제목/요약/키워드: Estimating variability

검색결과 115건 처리시간 0.022초

A Study on the Volatility Transition of Steel Raw Material Transport Market (제철원료 운송시장의 변동성 전이 분석에 대한 연구)

  • Yo-Pyung Hwang;Ye-Eun Oh;Keun-Sik Park
    • Korea Trade Review
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    • 제47권4호
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    • pp.215-231
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    • 2022
  • Analysis and forecasting of the Baltic Capsize Index (BCI) is important for managing an entity's losses and risks from the uncertainty and volatility of the fast-changing maritime transport market in the future. This study conducted volatility transition analysis through the GARCH model, using BCI which is highly related to steel raw materials. As for the data, 2,385 monthly data were used from March 1999 to March 2021. In this study, after basic statistical analysis, unit root and cointegration test, the GARCH, EGARCH, and DCC-GARCH models were used for volatility transition analysis. As the results of GARCH and EGARCH model, we confirmed that all variables had no autocorrelation between the standardized residuals for error terms and the square of residuals, that the variability of all variables at this time was likely to persist in the future, and that the variability of the time-series error term impact according to Iron ore trade (IoT). In addition, through the EGARCH model, the magnitude convenience of all variables except the Iron ore price (IOP) and Capesize bulk fleet (BCF) variables was greater than the positive value (+). As a result of analyzing the DCC-GARCH (1,1) model, partial linear combinations were confirmed over the entire period. Estimating the effect of variability transition on BCF and C5 with statistically significant linear combinations with BCI confirmed that the impact of BCF on BCI was greater than the impact of BCI itself.

Computing-Inexpensive Matrix Model for Estimating the Threshold Voltage Variation by Workfunction Variation in High-κ/Metal-gate MOSFETs

  • Lee, Gyo Sub;Shin, Changhwan
    • JSTS:Journal of Semiconductor Technology and Science
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    • 제14권1호
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    • pp.96-99
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    • 2014
  • In high-${\kappa}$/metal-gate (HK/MG) metal-oxide-semiconductor field-effect transistors (MOSFETs) at 45-nm and below, the metal-gate material consists of a number of grains with different grain orientations. Thus, Monte Carlo (MC) simulation of the threshold voltage ($V_{TH}$) variation caused by the workfunction variation (WFV) using a limited number of samples (i.e., approximately a few hundreds of samples) would be misleading. It is ideal to run the MC simulation using a statistically significant number of samples (>~$10^6$); however, it is expensive in terms of the computing requirement for reasonably estimating the WFV-induced $V_{TH}$ variation in the HK/MG MOSFETs. In this work, a simple matrix model is suggested to implement a computing-inexpensive approach to estimate the WFV-induced $V_{TH}$ variation. The suggested model has been verified by experimental data, and the amount of WFV-induced $V_{TH}$ variation, as well as the $V_{TH}$ lowering is revealed.

Vegetation Information by spectral reflectance and Leaf Area Index (LAI) of Rice (벼의 분광반사율과 엽면적지수(LAI)를 이용한 식생정보)

  • Shin, Yong-Hee;Park, Jong-Hwa;Lee, Sang-Hyuk;Park, Min-Seo
    • Proceedings of the Korean Society of Agricultural Engineers Conference
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    • 한국농공학회 2002년도 학술발표회 발표논문집
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    • pp.25-28
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    • 2002
  • The aim of the present study was the evaluation of methods for estimating the vegetation information in the field on the basis of spectral reflectance measured farm field, in particular the estimation of Leaf Area Index(LAI). Variability in tissue optical properties was wavelength-dependent. For rice and bean, the lowest variation was in the visible spectral region and the highest in the near-infrared. The structural attributes of ecosystems determine the relative contribution of tissue and canopy factors that drive variation in a reflectance signal.

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An Estimating System for the CO2 Emissions using Discrete Event Simulation (이산 사건 시뮬레이션을 활용한 건설공정 CO2 배출량 추정 시스템)

  • Yi, Chang-Yong;Gwak, Han-Seong;Lee, Dong-Eun
    • Proceedings of the Korean Institute of Building Construction Conference
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    • 한국건축시공학회 2014년도 춘계 학술논문 발표대회
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    • pp.196-197
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    • 2014
  • Low carbon construction is an important operation management goal such as cost, time, and quality in construction community. This paper introduces a system which measures the variability of carbon dioxide amounts. First, this system allows creating construction operation models of which the level of detail is breakdown into the work task level. Second, the system implements sensitivity analysis along with a ranges of resources that are allocated in an operation model. It facilitates to find the optimal resource combination using the operation performances such as the amount of emissions, operation completion time, and cost. Lastly, it identifies the best fit probability distribution functions of performance criteria given a certain resource combination. It allows project manager to query the percentages to complete the operation within a limitation specified by the system users.

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Study on the Estimation of Discharge Coefficient of Sluice for Tidal Power Generation by Performing Physical Experiment (수리실험에 의한 조력발전용 수문의 유량계수 산정에 관한 고찰)

  • Oh, Sang-Ho;Lee, Kwang Soo;Lee, Dal Soo;Jang, Se-Chul
    • 한국신재생에너지학회:학술대회논문집
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    • 한국신재생에너지학회 2011년도 추계학술대회 초록집
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    • pp.160.1-160.1
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    • 2011
  • In this study, the influence of methodology of assessing water levels on the discharge coefficient of sluice for tidal power generation was investigated. A physical experiment was performed in a planar open channel by installing 1/70 scale model of the sluice caisson in the planar open channel. In front of and behind the sluice model, sloping bathymetry was made to reproduce corresponding field condition. By analyzing the experimental results, it was found that the location of measuring water levels significantly affects the estimates of the discharge coefficient, due to the variability of the parameter according to the head difference between the measuring locations. Therefore, it is necessary to be careful in estimating and utilizing the discharge coefficient in the relevant study of a tidal power generation.

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Optimal Service Contract Policies for Outsourcing Maintenance Service of Assets to the Service Providers

  • Rahman, Anisur;Chattopadhyay, Gopinath
    • International Journal of Reliability and Applications
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    • 제8권2호
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    • pp.183-197
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    • 2007
  • There is a growing trend for asset intensive industries to outsource maintenance services of their complex assets since outsourcing through service contract reduces upfront investments in infrastructure, expertise and specialised maintenance facilities. Estimation of costs for such contracts is complex and it is important to the user and the service providers for economic variability. The service provider's profit is influenced by many factors such as the terms of the contract, reliability of asset, and the servicing strategies, costs of resources needed to carryout maintenance. There is a need to develop mathematical models for understanding future costs to build it into the contract price. Three policies for service contracts are proposed in this paper considering the concepts of outsourcing maintenance service of assets to the service providers. Conceptual models are developed for estimating servicing costs of outsourcing through service contracts by considering time dependent failure mode.

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Constraining the uncertainties in single-epoch virial black hole masses

  • Park, Dae-Seong;Woo, Jong-Hak
    • The Bulletin of The Korean Astronomical Society
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    • 제36권1호
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    • pp.49.1-49.1
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    • 2011
  • Utilizing single-epoch spectra and the empirical relation between the size of the broad-line region and AGN continuum luminosity, the so-called single-epoch method has been widely used for estimating AGN black hole masses. However, the systematic uncertainties and the potential biases of this method are not well examined. Taking the full advantage of the high-quality homogeneous spectra from the Lick AGN Monitoring Project (LAMP), we investigate in detail the uncertainties of single-epoch mass estimates by comparing with the reverberation-mapping results. We find that the uncertainty due to AGN variability is less than 0.1 dex, while there is a systematic offset between single-epoch masses and reverberation masses. Particularly, narrow-line Seyfert 1 galaxies show that the Hbeta line widths measured from single-epoch (or mean) spectra are systematically larger than those from rms spectra, indicating a potential bias of single-epoch masses. We will present the detailed measurement method, the test of virial assumption, and the systematic uncertainties.

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A Variational Model For Longitudinal Brain Tissue Segmentation

  • Tang, Mingjun;Chen, Renwen;You, Zijuan
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제16권11호
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    • pp.3479-3492
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    • 2022
  • Longitudinal quantification of brain changes due to development, aging or disease plays an important role in the filed of personalized-medicine applications. However, due to the temporal variability in shape and different imaging equipment and parameters, estimating anatomical changes in longitudinal studies is significantly challenging. In this paper, a longitudinal Magnetic Resonance(MR) brain image segmentation algorithm proposed by combining intensity information and anisotropic smoothness term which contain a spatial smoothness constraint and longitudinal consistent constraint into a variational framework. The minimization of the proposed energy functional is strictly and effectively derived from a fast optimization algorithm. A large number of experimental results show that the proposed method can guarantee segmentation accuracy and longitudinal consistency in both simulated and real longitudinal MR brain images for analysis of anatomical changes over time.

Experimental study of rainfall spatial variability effect on peak flow variability using a data generation method (자료생성방법을 사용한 강우의 공간분포가 첨두유량의 변동성에 미치는 영향에 대한 실험적 연구)

  • Kim, Nam Won;Shin, Mun Ju
    • Journal of Korea Water Resources Association
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    • 제50권6호
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    • pp.359-371
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    • 2017
  • This study generated flood time series of ungauged catchments in the Andongdam catchment using a distributed rainfall-runoff model and data generation method, and extracted the peak flows of 50 catchments to investigate the effect of rainfall spatial variability on peak flow simulation. The model performance statistics for three gauged catchments were reasonable for all events. The flood time series of the 50 catchments were generated using distributed and mean rainfall time series as input. The distribution of the peak flow using the mean rainfall was similar or slightly different to that using the distributed rainfall when the distribution of the distributed rainfall was nearly uniform. However, the distribution of the peak flow using the mean rainfall was reduced significantly compared to that using the distributed rainfall when actual storms moved to the top or bottom of the study catchment, or the rainfall was randomly distributed. These cases were 35% of total number events. Therefore, the spatial variability of rainfall should be considered for flood simulation. In addition, the power law relationship estimated using the peak flow of gauged catchments cannot be used for estimating the peak flow of ungauged independent catchments due to latter's significant variation of the peak flow magnitude.

The Estimation of Groundwater Recharge with Spatial-Temporal Variability at the Musimcheon Catchment (시공간적 변동성을 고려한 무심천 유역의 지하수 함양량 추정)

  • Kim Nam-Won;Chung Il-Moon;Won Yoo-Seung;Lee Jeong-Woo;Lee Byung-Ju
    • Journal of Soil and Groundwater Environment
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    • 제11권5호
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    • pp.9-19
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    • 2006
  • The accurate estimation of groundwater recharge is important for the proper management of groundwater systems. The widely used techniques of groundwater recharge estimation include water table fluctuation method, baseflow separation method, and annual water balance method. However, these methods can not represent the temporal-spatial variability of recharge resulting from climatic condition, land use, soil storage and hydrogeological heterogeneity because the methods are all based on the lumped concept and local scale problems. Therefore, the objective of this paper is to present an effective method for estimating groundwater recharge with spatial-temporal variability using the SWAT model which can represent the heterogeneity of the watershed. The SWAT model can simulate daily surface runoff, evapotranspiration, soil storage, recharge, and groundwater flow within the watershed. The model was applied to the Musimcheon watershed located in the upstream of Mihocheon watershed. Hydrological components were determined during the period from 2001 to 2004, and the validity of the results was tested by comparing the estimated runoff with the observed runoff at the outlet of the catchment. The results of temporal and spatial variations of groundwater recharge were presented here. This study suggests that variations in recharge can be significantly affected by subbasin slope as well as land use.