• Title/Summary/Keyword: General Linear Models

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Efficient Monte Carlo simulation procedures in structural uncertainty and reliability analysis - recent advances

  • Schueller, G.I.
    • Structural Engineering and Mechanics
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    • v.32 no.1
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    • pp.1-20
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    • 2009
  • The present contribution addresses uncertainty quantification and uncertainty propagation in structural mechanics using stochastic analysis. Presently available procedures to describe uncertainties in load and resistance within a suitable mathematical framework are shortly addressed. Monte Carlo methods are proposed for studying the variability in the structural properties and for their propagation to the response. The general applicability and versatility of Monte Carlo Simulation is demonstrated in the context with computational models that have been developed for deterministic structural analysis. After discussing Direct Monte Carlo Simulation for the assessment of the response variability, some recently developed advanced Monte Carlo methods applied for reliability assessment are described, such as Importance Sampling for linear uncertain structures subjected to Gaussian loading, Line Sampling in linear dynamics and Subset simulation. The numerical example demonstrates the applicability of Line Sampling to general linear uncertain FE systems under Gaussian distributed excitation.

Error Forecasting Using Linear Regression Model

  • Ler, Lian Guey;Kim, Byung-Sik;Choi, Gye-Woon;Kang, Byung-Hwa;Kwang, Jung-Jae
    • Journal of Wetlands Research
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    • v.13 no.1
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    • pp.13-23
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    • 2011
  • In this study, Mike11 will be used as the numerical model where a data assimilation method will be applied to it. This paper aims to gain an insight and understanding of data assimilation in flood forecasting models. It will start with a general discussion of data assimilation, followed by a description of the methodology and discussion of the statistical error forecast model used, which in this case is the linear regression. This error forecast model is applied to the water level forecast simulated by MIKE11 to produced improved forecast and validated against real measurements. It is found that there exists a phase error in the improved forecasts. Hence, 2 general formula are used to account for this phase error and they have shown improvement to the accuracy of the forecasts, where one improved the immediate forecast of up to 5 hours while the other improved the estimation of the peak discharge.

ANGULAR DIAMETER DISTANCE IN PERTURBED FRIEDMANN SPACETIME: EFFECTS OF GRAVITATIONAL WAVES (건드림된 프리이드만 시공간 속의 각지름 거리: 중력파의 효과)

  • SONG D. J.
    • Publications of The Korean Astronomical Society
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    • v.19 no.1
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    • pp.1-10
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    • 2004
  • On the framework of a linearly perturbed Friedmann-Robertson-Walker spacetime, we derive an expression for the cosmological angular diameter distance affected by scalar and tensor perturbations. Our expression is applicable in linear order to distances in general FRW models. We study the effect of a stocastic gravitaional wave background on the two-point correlation function of the angular diameter distance fluctuations and, on the basis of this we also derive an expression for the power spectrum of the angular diameter distance fluctuations.

On an Approximation to the Distribution of Product of Independent Beta Variates

  • Hea Jung Kim
    • Communications for Statistical Applications and Methods
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    • v.1 no.1
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    • pp.81-86
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    • 1994
  • A Chi-square approximation to the distribution of product of independent Beta variates denoted by U is developed. The distribution is commonly used as a test criterion for the general linear hypothesis about the multivariate linear models. The approximation is obtained by fitting a logarithmic function of U to a Chi-square variate in terms of the first three moments. It is compared with the well known approximations due to Box(1949), Rao(1948), and Mudholkar and Trivedi(1980). It is found that the Chi-square approximation compares favorably with the other three approximations.

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Development and Validation of Generalized Linear Regression Models to Predict Vessel Enhancement on Coronary CT Angiography

  • Masuda, Takanori;Nakaura, Takeshi;Funama, Yoshinori;Sato, Tomoyasu;Higaki, Toru;Kiguchi, Masao;Matsumoto, Yoriaki;Yamashita, Yukari;Imada, Naoyuki;Awai, Kazuo
    • Korean Journal of Radiology
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    • v.19 no.6
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    • pp.1021-1030
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    • 2018
  • Objective: We evaluated the effect of various patient characteristics and time-density curve (TDC)-factors on the test bolus-affected vessel enhancement on coronary computed tomography angiography (CCTA). We also assessed the value of generalized linear regression models (GLMs) for predicting enhancement on CCTA. Materials and Methods: We performed univariate and multivariate regression analysis to evaluate the effect of patient characteristics and to compare contrast enhancement per gram of iodine on test bolus (${\Delta}HUTEST$) and CCTA (${\Delta}HUCCTA$). We developed GLMs to predict ${\Delta}HUCCTA$. GLMs including independent variables were validated with 6-fold cross-validation using the correlation coefficient and Bland-Altman analysis. Results: In multivariate analysis, only total body weight (TBW) and ${\Delta}HUTEST$ maintained their independent predictive value (p < 0.001). In validation analysis, the highest correlation coefficient between ${\Delta}HUCCTA$ and the prediction values was seen in the GLM (r = 0.75), followed by TDC (r = 0.69) and TBW (r = 0.62). The lowest Bland-Altman limit of agreement was observed with GLM-3 (mean difference, $-0.0{\pm}5.1$ Hounsfield units/grams of iodine [HU/gI]; 95% confidence interval [CI], -10.1, 10.1), followed by ${\Delta}HUCCTA$ ($-0.0{\pm}5.9HU/gI$; 95% CI, -11.9, 11.9) and TBW ($1.1{\pm}6.2HU/gI$; 95% CI, -11.2, 13.4). Conclusion: We demonstrated that the patient's TBW and ${\Delta}HUTEST$ significantly affected contrast enhancement on CCTA images and that the combined use of clinical information and test bolus results is useful for predicting aortic enhancement.

Study on Measurement of Flood Risk and Forecasting Model (홍수 위험도 척도 및 예측모형 연구)

  • Kwon, S.H.;Oh, H.S.
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.38 no.1
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    • pp.118-123
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    • 2015
  • There have been various studies on measurements of flood risk and forecasting models. For river and dam region, PDF and FVI has been proposed for measurement of flood risk and regression models have been applied for forecasting model. For Bo region unlikely river or dam region, flood risk would unexpectedly increase due to outgoing water to keep water amount under the designated risk level even the drain system could hardly manage the water amount. GFI and general linear model was proposed for flood risk measurement and forecasting model. In this paper, FVI with the consideration of duration on GFI was proposed for flood risk measurement at Bo region. General linear model was applied to the empirical data from Bo region of Nadong river to derive the forecasting model of FVI at three different values of Base High Level, 2m, 2.5m and 3m. The significant predictor variables on the target variable, FVI were as follows: ground water level based on sea level with negative effect, difference between ground altitude of ground water and river level with negative effect, and difference between ground water level and river level after Bo water being filled with positive sign for quantitative variables. And for qualitative variable, effective soil depth and ground soil type were significant for FVI.

Stick-slip Friction Modeling and Performance Comparison of a Precise Linear Actuator (정밀 직선구동 액츄어에이터의 스틱슬립 마찰 모형화 및 성능특성 비교)

  • Kim, Sang-Chae;Kim, Soo-Hyun
    • Journal of the Korean Society for Precision Engineering
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    • v.18 no.4
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    • pp.64-71
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    • 2001
  • In general, precise linear actuators using piezoelectric element are driven by friction force. Exact understanding of friction plays an important role in analysis and control of a motor. In this research, we designed a precise linear actuator using piezoelectric elements and observed its dynamic characteristics. By varying phase angle difference and amplitudes of the sinusoidal waves that are driving inputs, we can know that it is possible to control moving direction and distance of the slider. As preload is increased, its moving distance is decreased. And also, we have modeled a precise linear actuator using stick slip friction models such as classical, Karnopp. and reset integrator. Finally, by comparing the results of simulation and experiment, it was verified that the model is well designed.

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A Study on the Extension of Fuzzy Programming Solution Method (Fuzzy 계확법의 해법일반화에 관한 연구)

  • 양태용;김현준
    • Journal of the Korean Operations Research and Management Science Society
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    • v.11 no.1
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    • pp.36-43
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    • 1986
  • In this study, the fuzzy programming is extended to handle various types of membership functions by transformation of the complicated fuzzy programming problems into the equivalent crisp linear programming problems with single objective. It is well-known that the fuzzy programming problem with linear membership functions (i.e., ramp type) can be easily transformed into a linear programming problem by introducing one dummy variable to minimize the worst unwanted deviation. However, until recently not many researches have been done to handle various general types of complicated linear membership functions which might be more realistic than ramp-or triangular-type functions. In order to handle these complicated membership functions, the goal dividing concept, which is based on the fuzzy set operation (i. e., intersection and union operations), has been prepared. The linear model obtained using the goal dividing concept is more efficient and single than the previous models [4, 8]. In addition, this result can be easily applied to any nonlinear membership functions by piecewise approximation since the membership function is continuous and monotone increasing or decreasing.

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Signal Optimization Model Considering Traffic Flows in General Traffic Networks (일반적인 네트워크에서의 신호최적화모형 개발 연구)

  • 신언교;김영찬
    • Journal of Korean Society of Transportation
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    • v.17 no.2
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    • pp.127-135
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    • 1999
  • Most existing progression bandwidth models maximize the single or multi weighted sum of bandwidths in the both directions to improve traffic mobility on an arterial, but they cannot be applied to general networks. Even though a few models formulating a looped network problem cannot be applied to networks have not loops. Also they have some defects in optimizing phase sequences. Therefore, the objective of this study is to develope a mathematical formulation of the synchronization problem for a general traffic network. The goal is achieved successfully by introducing the signal phasing for each movement and expanding the mixed integer linear programming of MAXBAND. The experiments indicate that the proposed model can formulate the general traffic network problem mere efficiently than any other model. In conclusion, this model may optimize signal time to smooth progression in the general networks.

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A Smooth Goodness-of-fit Test Using Selected Sample Quantiles

  • Umbach, Dale;Masoom Ali, M.
    • Journal of the Korean Statistical Society
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    • v.25 no.3
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    • pp.347-358
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    • 1996
  • A new test for goodness-of-fit is presented. It is a modification of a test of LaRiccia (1991). These tests are applicable to continuous lo-cation/scale models. The new test statistic is based on a few selected order statistics taken from the sample, while the LaRiccia test is based directly on the full sample. Each test embeds the hypothesized model in a larger linear model and proceeds to test the goodness-of-fit hy-pothesis by testing the coefficients of this linear model appropriately. The general theory is presented. The tests are compared via computer simulation to a related test of Ali and Umbach (1989) for distributions that could be used as lifetime models. An important aspect of all these tests is that only standard $X_2$ tables are used. Selection of the spacings of the order statistics is discussed.

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