• Title/Summary/Keyword: GLS 함수

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Estimation of diesel fuel demand function using panel data (시도별 패널데이터를 이용한 경유제품 수요함수 추정)

  • Lim, Chansu
    • Journal of Energy Engineering
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    • v.26 no.2
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    • pp.80-92
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    • 2017
  • This paper attempts to estimate the diesel fuel demand function in Korea using panel data panel data of 16 major cities or provinces which consist of diesel demands, diesel market prices and gross value added from the year 1998 to 2015. I apply panel GLS(generalized least square) model, fixed effect model, random effect model and dynamic panel model to estimating the parameters of the diesel fuel demand function. The results show that short-run price elasticities of the diesel fuel demand are estimated to be -0.2146(panel GLS), -0.2886(fixed effect), -0.2854(random effect), -0.1905(dynamic panel) respectively. And short-run income elasticities of the diesel fuel demand are estimated to be 0.7379(panel GLS), 0.4119(fixed effect), 0.7260(random effect), 0.4166(dynamic panel) respectively. The short-run price and income elasticities explain that demand for diesel fuel is price- and income-inelastic. The long-run price and income elasticities are estimated to be -0.4784, 1.0461 by dynamic panel model, which means that demand for diesel fuel is price-inelastic but income-elastic in the long run. In addition I apply dummy variable model to estimate the effect of 16 major cities or provinces on diesel demands. The results show that diesel demands is affected 10 regions on the basis of Seoul.

Derivation of Relationship between Cross-site Correlation among data and among Estimators of L-moments for Generalize Extreme value distribution (Generalized Extreme Value 분포 자료의 교차상관과 L-모멘트 추정값의 교차상관의 관계 유도)

  • Jeong, Dae-Il
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.29 no.3B
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    • pp.259-267
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    • 2009
  • Generalized Extreme Value (GEV) distribution is recommended for flood frequency and extreme rainfall distribution in many country. L-moment method is the most common estimation procedure for the GEV distribution. In this study, the relationships between the cross-site correlations between extreme events and the cross-correlation of estimators of L-moment ratios (L-moment Coefficient of Variation (L-CV) and L-moment Coefficient of Skewness (L-CS)) for data generated from GEV distribution were derived by Monte Carlo simulation. Those relationships were fit to the simple power function. In this Monte Carlo simulation, GEV+ distribution were employed wherein unrealistic negative values were excluded. The simple power models provide accurate description of the relationships between cross-correlation of data and cross-correlation of L-moment ratios. Estimated parameters and accuracies of the power functions were reported for different GEV distribution parameters combinations. Moreover, this study provided a description about regional regression approach using Generalized Least Square (GLS) regression method which require the cross-site correlation among L-moment estimators. The relationships derived in this study allow regional GLS regression analyses of both L-CV and L-CS estimators that correctly incorporate the cross-correlation among GEV L-moment estimators.

Dynamic traffic assignment based on arrival time-based OD flows (도착시간 기준 기종점표를 이용한 동적통행배정)

  • Kim, Hyeon-Myeong
    • Journal of Korean Society of Transportation
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    • v.27 no.1
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    • pp.143-155
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    • 2009
  • A dynamic traffic assignment (DTA) has recently been implemented in many practical projects. The core of dynamic model is the inclusion of time scale. If excluding the time dimension from a DTA model, the framework of a DTA model is similar to that of static model. Similar to static model, with given exogenous travel demand, a DTA model loads vehicles on the network and finds an optimal solution satisfying a pre-defined route choice rule. In most DTA models, the departure pattern of given travel demand is predefined and assumed as a fixed pattern, although the departure pattern of driver is changeable depending on a network traffic condition. Especially, for morning peak commute where most drivers have their preferred arrival time, the departure time, therefore, should be modeled as an endogenous variable. In this paper, the authors point out some shortcomings of current DTA model and propose an alternative approach which could overcome the shortcomings of current DTA model. The authors substitute a traditional definition for time-dependent OD table by a new definition in which the time-dependent OD table is defined as arrival time-based one. In addition, the authors develop a new DTA model which is capable of finding an equilibrium departure pattern without the use of schedule delay functions. Three types of objective function for a new DTA framework are proposed, and the solution algorithms for the three objective functions are also explained.