• Title/Summary/Keyword: Estimation Methodology

Search Result 1,041, Processing Time 0.027 seconds

Matrix Formation in Univariate and Multivariate General Linear Models

  • Arwa A. Alkhalaf
    • International Journal of Computer Science & Network Security
    • /
    • v.24 no.4
    • /
    • pp.44-50
    • /
    • 2024
  • This paper offers an overview of matrix formation and calculation techniques within the framework of General Linear Models (GLMs). It takes a sequential approach, beginning with a detailed exploration of matrix formation and calculation methods in regression analysis and univariate analysis of variance (ANOVA). Subsequently, it extends the discussion to cover multivariate analysis of variance (MANOVA). The primary objective of this study was to provide a clear and accessible explanation of the underlying matrices that play a crucial role in GLMs. Through linking, essentially different statistical methods, by fundamental principles and algebraic foundations that underpin the GLM estimation. Insights presented here aim to assist researchers, statisticians, and data analysts in enhancing their understanding of GLMs and their practical implementation in diverse research domains. This paper contributes to a better comprehension of the matrix-based techniques that can be extended to GLMs.

Is The Idiosyncratic Volatility Puzzle Driven By A Missing Factor?

  • Hanjun Kim;Bumjean Sohn
    • Asia-Pacific Journal of Business
    • /
    • v.15 no.1
    • /
    • pp.1-14
    • /
    • 2024
  • Purpose - We investigate whether a potential missing pricing factor plays a significant role in the idiosyncratic volatility puzzle. Design/methodology/approach - We theoretically show how a missing pricing factor can affect the idiosyncratic volatility puzzle, and also show how to get around the problem empirically. We adopt the Fama-French five factor model for the estimation of the idiosyncratic risk and use randomly constructed portfolios as test assets. Findings - We find that a missing factor does not drive the idiosyncratic volatility puzzle. Thus, we conclude that the idiosyncratic volatility does affect the risk premium of its stock. Research implications or Originality - The Fama-French five factor model does a pretty good job in explaining the risk premiums of stocks, and it can be used to reliably estimate idiosyncratic risk of stocks.

The Study for an Improved Methodology of Rail Investment Rating System (철도투자평가체계 개선방안의 고찰)

  • Roh, Byoung-Kuk;Kim, Young-Bea;Jin, Hak-Ki
    • Proceedings of the KSR Conference
    • /
    • 2011.10a
    • /
    • pp.2192-2204
    • /
    • 2011
  • Recently, The government is actively transit road-oriented Traffic System to the eco-friendly and high-efficiency railroad-oriented transportation system for the sustainable green growth. The second plan of Nationwide Railway Network which has been officially announced rearrange to integration, multi-core, open architecture country by the railway network and integrate to the one mega city that rink an important city in one hour 30 minute. But the railroad industry is disadvantageous when it compares with the road industry on the ground that railroad industry peculiarities(a cost-benefit analysis, an environment value, etc) have not reflected in the (preliminary) feasibility study for SOC industry. The government establish Improved methodology of Rail Investment Rating System and improved preliminary feasibility study in railroad project by introduction many content(analysis periods, rate of discount, the benefits of shortening of transit hours, the estimation of traffic accident reduction benefits, investment cost of vehicle substitution and operation and maintenance cost of high speed rail) about the Improved methodology of Rail Investment Rating System. This study is intended to consideration the key content that was included in the Improved methodology of Rail Investment Rating System. In addition, the points to be considered for additional study have been reviewed in this study. We hope we will carry out make a reasonable and objective Rail Investment Rating System and to perform the railway industry of the virtuous cycle such improvement plans are reflected at a hereafter railroad section.

  • PDF

Estimation of Seismic Performance and Earthquake Damage Ratio of Existing Reinforced Concrete Buildings in Japan (일본의 기존 철근콘트리트건물의 내진성능 및 지진피해율의 평가)

  • 이강석;이리형
    • Journal of the Computational Structural Engineering Institute of Korea
    • /
    • v.13 no.1
    • /
    • pp.63-74
    • /
    • 2000
  • The main objective of this paper is to apply as the basic data for development of a methodology to discuss the future earthquake preparedness measures in Korea by investigating the concept and applicabilities of the Japanese Standard for Evaluation of Seismic Performance of Existing RC Buildings developed in Japan among the methodologies of all the countries of the world. This paper describes the seismic performance, Is-index, of existing RC buildings in Tokyo, Japan evaluated by the Japanese Standard, also the relationships between Is-index distribution of existing RC buildings in Tokyo and that of Shizuoka and Chiba Prefecture reported already in reference[4][5][6] are investigated. And from the comparison with Is-index to buildings damaged by earthquakes experienced in Japan, the damage ratio due to severe earthquake of 3 districts mentioned above is estimated based on the probabilistic point of view. The results of this study can be utilized to identify urgently required earthquake preparedness measures with highest priority in existing RC buildings, and the methodology to evaluate the seismic performance of existing RC buildings in Japan, statistics analysis method and the methodology to estimate earthquake damage ratio based on the probabilistic point of view shown in this study can be recommended to develop a methodology to discuss the future earthquake preparedness measures in Korea.

  • PDF

Adversarial Learning-Based Image Correction Methodology for Deep Learning Analysis of Heterogeneous Images (이질적 이미지의 딥러닝 분석을 위한 적대적 학습기반 이미지 보정 방법론)

  • Kim, Junwoo;Kim, Namgyu
    • KIPS Transactions on Software and Data Engineering
    • /
    • v.10 no.11
    • /
    • pp.457-464
    • /
    • 2021
  • The advent of the big data era has enabled the rapid development of deep learning that learns rules by itself from data. In particular, the performance of CNN algorithms has reached the level of self-adjusting the source data itself. However, the existing image processing method only deals with the image data itself, and does not sufficiently consider the heterogeneous environment in which the image is generated. Images generated in a heterogeneous environment may have the same information, but their features may be expressed differently depending on the photographing environment. This means that not only the different environmental information of each image but also the same information are represented by different features, which may degrade the performance of the image analysis model. Therefore, in this paper, we propose a method to improve the performance of the image color constancy model based on Adversarial Learning that uses image data generated in a heterogeneous environment simultaneously. Specifically, the proposed methodology operates with the interaction of the 'Domain Discriminator' that predicts the environment in which the image was taken and the 'Illumination Estimator' that predicts the lighting value. As a result of conducting an experiment on 7,022 images taken in heterogeneous environments to evaluate the performance of the proposed methodology, the proposed methodology showed superior performance in terms of Angular Error compared to the existing methods.

Comparison of work measures for some physician services in Obstetrics & Gynecology (산부인과 의사의 일부 서비스 진료업무량 측정방법 비교에 관한 연구)

  • Hur, Yeong-Joo;Sohn, Myong-Sei;Park, Eun-Cheol;Kang, Hyung-Gon;Kim, Han-Joong
    • Journal of Preventive Medicine and Public Health
    • /
    • v.28 no.3 s.51
    • /
    • pp.623-639
    • /
    • 1995
  • We have never seen any method to cope basically with complicated situation and problems around medical reimbursement rates here in Korea since 1977 witnessed by the beginning of medical insurance. By the way researchers concerned are beginning to propose some kinds of innovative and detailed ideas to government these days. They are Diagnosis-related group(DRG) and Resource-based .elative value scale(RBRVS). In the light of this situation it is so encouraging that our government can come up with that and move. In case of RBRVS research we have already been reaching even to the level of reviewing and revising methodology for its further development after naive pilot study on internal medicine and general surgery last year. However there might be something different conditions between USA and Korea to apply the same Dr. Hsiao's method and it must be vital to check so called' total work approach' compared with 'intra-service work approach' before expanding to the whole medical fields. According to the' Intra-service approach', the physician's work is supposed to be divided into three sub-works by the name of intraservice work, pre, and post service work. These sub-works, again should be merged together to be the pre-postwork subset through some statistical methods of the estimation process applied by Dr. Hsiao's methodology in RBRVS development later on. But in this paper that estimation process was not taken because we could have real values for all of those surveyed items related to just one specialty, OB & GY. Instead, We used some statistical comparison procedures relevant to demographic characteristics, reliability & validity and correlation analysis with American RVU(Relative value unit) between the total work and merged total work from intraservice work approach. The unit of analysis was individual physicians of OB & GY and 300 physicians were selected for each approach through statistical sampling method based on national population of OB & GY physicians in Korea. And also with the thankful help of Advisory Committee under Korean Association of OB & GY, questionnaires were made and mailed to the subjects, two times. As a result there were not any statistically significant differences in demographic characteristics between the two approaches except for the variable 'Response time for the questionnaires', but in other sections of comparisons, response rate, representative values, reliability & validity test, correlation analysis with American RVU, all showed 'Total approach' was not only more rational and statistically meaningful than 'Intra-service approach' but also had considerable merits. But we are not absolutely sure about this paper's robustness. Because of some limitations, we'd rather like to suggest further researches should be followed. In that sense the first thing would be a research for the influence of doctor's characteristics, especially 'frequency' on the rating of work and the way to define total work more clearly.

  • PDF

A study on A-pillar & wiper wind noise estimation using response surface methodology at design stage (반응면 기법을 이용한 A필라/와이퍼 풍절음 예측 연구)

  • Rim, Sungnam;Shin, Seongryong;Shin, Hyunsu
    • The Journal of the Acoustical Society of Korea
    • /
    • v.37 no.5
    • /
    • pp.292-299
    • /
    • 2018
  • The vehicle exterior design is the main parameter of aerodynamic wind noise, but the modification of it is nearly impossible at a proto-type stage. Therefore, it is very important to verify exterior design and estimate the correct wind noise level at the early vehicle design stages. The numerical simulations of aerodynamic wind noises around A-pillar and wiper were developed for specific vehicle exterior designs, but could not be directly used for the discussions with designers because these need complex modeling and simulation process. This study proposes new approach to A-pillar and wiper wind noise estimation at design stage using response surface methodology of modeFRONTIER, of which database is composed of PowerFLOW simulation, PowerCLAY modeling, SEA-Baced (Statistical Energy Analysis-Based) interior noise simulation, and turbulent acoustic power simulation. New design parameters are defined and their contributions are analyzed. A state-of-the-art, easy and reliable CAT (Computer Aided Test) tool for A-pillar and wiper wind noise are acquired from this study, which shows high usefulness in car development.

Estimation of the Reliability of Water Distribution Systems using HSPDA Model and ADF Index (HSPDA 모형 및 ADF index를 이용한 상수관망의 신뢰도 산정)

  • Baek, Chun-Woo;Jun, Hwan-Don;Kim, Joong-Hoon
    • Journal of Korea Water Resources Association
    • /
    • v.43 no.2
    • /
    • pp.201-210
    • /
    • 2010
  • In this study, new methodology to estimate the reliability of a water distribution system using HSPDA model is suggested. In general, the reliability of a water distribution system can be determined by estimating either the ratio of the required demand to the available demand or the ratio of the number of nodes with sufficient pressure head to the number of nodes with insufficient pressure head when the abnormal operating condition occurs. To perform this approach, hydraulic analysis under the abnormal operating condition is essential. However, if the Demand-Driven Analysis (DDA) which is dependant on the assumption that the required demand at a demand node is always satisfied regardless of actual nodal pressure head is used to estimate the reliability of a water distribution system, the reliability may be underestimated due to the defect of the DDA. Therefore, it is necessary to apply the Pressure-Driven Analysis (PDA) having a different assumption to the DDA's which is that available nodal demand is proportion to nodal pressure head. However, because previous study used a semi-PDA model and the PDA model which had limited applicability depending on the characteristics of a network, proper estimation of the reliability of a water distribution system was impossible. Thus, in this study, a new methodology is suggested by using HSPDA model which can overcome weak points of existing PDA model and Available Demand Fraction (ADF) index to estimate the reliability. The HSPDA can simulate the hydraulic condition of a water distribution system under abnormal operating condition and based on the hydraulic condition simulated, ADF index at each node is calculated to quantify the reliability of a water distribution system. The suggested model is applied to sample networks and the results are compared with those of existing method to demonstrate its applicability.

Estimation of Shared Bicycle Demand Using the SARIMAX Model: Focusing on the COVID-19 Impact of Seoul (SARIMAX 모형을 이용한 공공자전거 수요추정과 평가: 서울시의 COVID-19 영향을 중심으로)

  • Hong, Jungyeol;Han, Eunryong;Choi, Changho;Lee, Minseo;Park, Dongjoo
    • The Journal of The Korea Institute of Intelligent Transport Systems
    • /
    • v.20 no.1
    • /
    • pp.10-21
    • /
    • 2021
  • This study analyzed how external variables, such as the supply policy of shared bicycles and the spread of infectious diseases, affect the demand for shared bicycle use in the COVID-19 era. In addition, this paper presents a methodology for more accurate predictions. The Seasonal Auto-Regulatory Integrated Moving Average with Exogenous stressors methodology was applied to capture the effects of exogenous variables on existing time series models. The exogenous variables that affected the future demand for shared bicycles, such as COVID-19 and the supply of public bicycles, were statistically significant. As a result, from the supply volume and COVID-19 outbreak according to the scenario, it was estimated that approximately 46,000 shared bicycles would be supplied by 2022, and the COVID-19 cases would continue to be at the current level. In addition, approximately 32 million and 45 million units per year will be needed in 2021 and 2024, respectively.

A Study of Improvement on Estimation Methodology of Carbon Storage amount by Damaged Trees for Environmental Impact Assessment (환경영향평가 온실가스 항목 내 훼손수목의 탄소저장량 평가 개선을 위한 제언)

  • Heon Mo Jeong;Hae Ran Kim;Dukyeop Kim;Inyoung Jang;Sung-Ryong Kang
    • Korean Journal of Ecology and Environment
    • /
    • v.55 no.4
    • /
    • pp.330-340
    • /
    • 2022
  • We deduced the proper estimation methodology for the amount of carbon sequestration by damaged trees for Environmental Impact Assessment (EIA). The nine development projects related to renewable energy, damaged trees occur, assessment status and used method of evaluating the carbon storage of damaged trees were summarized. And after re-calculating the carbon storage of damaged trees through allometric equations, the difference between the two groups, re-calculated the damaged trees carbon storage and the damaged trees carbon storage in the report, was validated. As a result, damaged trees carbon storage in words was more than the re-calculated damaged trees carbon storage, and it was statistically significant (p<0.005). This result means that the existing method for calculating damaged tree carbon storage is overcalculated. It was judged that it was necessary to improve the calculation method. Therefore, allometric equations suitable for each dominated-tree species should be used when calculating the damaged tree carbon storage. Furthermore, we propose to establish a carbon storage calculation system based on actual data from the ecosystem so that researchers can efficiently and accurately the damaged trees carbon storage.