• Title/Summary/Keyword: Generalized Methods of Moment

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Derivation of Optimal Design Flood by L-Moments and LB-Moments ( I ) - On the method of L-Moments - (L-모멘트 및 LH-모멘트 기법에 의한 적정 설계홍수량의 유도( I ) - L-모멘트법을 중심으로 -)

  • 이순혁;박명근;맹승진;정연수;김동주;류경식
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.40 no.4
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    • pp.45-57
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    • 1998
  • This study was conducted to derive optimal design floods by Generalized Extreme Value (GEV) distribution for the annual maximum series at ten watersheds along Han, Nagdong, Geum, Yeongsan and Seomjin river systems. Adequacy for the analysis of flood data used in this study was established by the tests of Independence, Homogeneity, detection of Outliers. L-coefficient of variation, L-skewness and L-kurtosis were calculated by L-moment ratio respectively. Parameters were estimated by the Methods of Moments and L-Moments. Design floods obtained by Methods of Moments and L-Moments using different methods for plotting positions in GEV distribution were compared by the Relative Mean Errors(RME) and Relative Absolute Errors(RAE). The results were analyzed and summarized as follows. 1. Adequacy for the analysis of flood data was acknowledged by the tests of Independence, Homogeneity and detection of Outliers. 2. GEV distribution used in this study was found to be more suitable one than Pearson type 3 distribution by the goodness of fit test using Kolmogorov-Smirnov test and L-Moment ratios diagram in the applied watersheds. 3. Parameters for GEV distribution were estimated using Methods of Moments and L-Moments. 4. Design floods were calculated by Methods of Moments and L-Moments in GEV distribution. 5. It was found that design floods derived by the method of L-Moments using Weibull plotting position formula in GEV distribution are much closer to those of the observed data in comparison with those obtained by method of moments using different formulas for plotting positions from the viewpoint of Relative Mean Errors and Relative Absolute Errors.

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Estimation of Design Rainfall by the Regional Frequency Analysis using Higher Probability Weighted Moments and GIS Techniques (III) - On the Method of LH-moments and GIS Techniques - (고차확률가중모멘트법에 의한 지역화빈도분석과 GIS기법에 의한 설계강우량 추정 (III) - LH-모멘트법과 GIS 기법을 중심으로 -)

  • 이순혁;박종화;류경식;지호근;신용희
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.44 no.5
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    • pp.41-53
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    • 2002
  • This study was conducted to derive the regional design rainfall by the regional frequency analysis based on the regionalization of the precipitation suggested by the first report of this project. According to the regions and consecutive durations, optimal design rainfalls were derived by the regional frequency analysis for L-moment in the second report of this project. Using the LH-moment ratios and Kolmogorov-Smirnov test, the optimal regional probability distribution was identified to be the Generalized extreme value (GEV) distribution among applied distributions. regional and at-site parameters of the GEV distribution were estimated by the linear combination of the higher probability weighted moments, LH-moment. Design rainfall using LH-moments following the consecutive duration were derived by the regional and at-site analysis using the observed and simulated data resulted from Monte Carlo techniques. Relative root-mean-square error (RRMSE), relative bias (RBIAS) and relative reduction (RR) in RRMSE for the design rainfall were computed and compared in the regional and at-site frequency analysis. Consequently, it was shown that the regional analysis can substantially more reduce the RRMSE, RBIAS and RR in RRMSE than at-site analysis in the prediction of design rainfall. Relative efficiency (RE) for an optimal order of L-moments was also computed by the methods of L, L1, L2, L3 and L4-moments for GEV distribution. It was found that the method of L-moments is more effective than the others for getting optimal design rainfall according to the regions and consecutive durations in the regional frequency analysis. Diagrams for the design rainfall derived by the regional frequency analysis using L-moments were drawn according to the regions and consecutive durations by GIS techniques.

Moment-Rotation Relationship and Effective Stiffness of Flat Plates under Lateral Load (횡하중을 받는 플랫플레이트의 모멘트-변형각 곡선과 유효강성)

  • Choi, Kyoung-Kyu;Park, Hong-Gun
    • Journal of the Korea Concrete Institute
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    • v.15 no.6
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    • pp.856-865
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    • 2003
  • Current design provisions and guide for performance-based design do not accurately evaluate seismic performance of flat plate system. In the previous companion studies, parametric studies using nonlinear finite element analyses were performed to investigate behavior of the flat plate, and based on the numerical results, design methods that can predict the bending moment-carrying capacity and the corresponding deformability of the flat plate was developed. In the present study, a generalized moment-rotation relation of the flat plate was developed based on the previous studies and the numerical analyses. The proposed method was verified by the comparisons with existing experiments. In addition, the effective stiffness of the flat plate corresponding to 0.2 percent of lateral drift that is generally regarded as the serviceability limit was proposed, so as to evaluate conveniently deflection of the structure subject to wind load.

Correlation between MR Image-Based Radiomics Features and Risk Scores Associated with Gene Expression Profiles in Breast Cancer (유방암에서 자기공명영상 근거 영상표현형과 유전자 발현 프로파일 근거 위험도의 관계)

  • Ga Ram Kim;You Jin Ku;Jun Ho Kim;Eun-Kyung Kim
    • Journal of the Korean Society of Radiology
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    • v.81 no.3
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    • pp.632-643
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    • 2020
  • Purpose To investigate the correlation between magnetic resonance (MR) image-based radiomics features and the genomic features of breast cancer by focusing on biomolecular intrinsic subtypes and gene expression profiles based on risk scores. Materials and Methods We used the publicly available datasets from the Cancer Genome Atlas and the Cancer Imaging Archive to extract the radiomics features of 122 breast cancers on MR images. Furthermore, PAM50 intrinsic subtypes were classified and their risk scores were determined from gene expression profiles. The relationship between radiomics features and biomolecular characteristics was analyzed. A penalized generalized regression analysis was performed to build prediction models. Results The PAM50 subtype demonstrated a statistically significant association with the maximum 2D diameter (p = 0.0189), degree of correlation (p = 0.0386), and inverse difference moment normalized (p = 0.0337). Among risk score systems, GGI and GENE70 shared 8 correlated radiomic features (p = 0.0008-0.0492) that were statistically significant. Although the maximum 2D diameter was most significantly correlated to both score systems (p = 0.0139, and p = 0.0008), the overall degree of correlation of the prediction models was weak with the highest correlation coefficient of GENE70 being 0.2171. Conclusion Maximum 2D diameter, degree of correlation, and inverse difference moment normalized demonstrated significant relationships with the PAM50 intrinsic subtypes along with gene expression profile-based risk scores such as GENE70, despite weak correlations.

모멘트 생성 함수 기법을 이용한 유연 제조 셀의 해석적 성능 평가

  • 박용수;김종원
    • Proceedings of the Korean Society of Precision Engineering Conference
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    • 1996.04a
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    • pp.506-511
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    • 1996
  • The performance evaluation of flexible manufacturing systems or cells at the stages of design and planning is one of important issues in manufacturing. For that reason, Guo has presented an approachbased on moment generating function and generalized stochastic PetriNets for performance analysis. In this paper, Buo's approach is extended tothe cases of flexible manufacturing cell including one machining center with a local buffer, AS/RS(Automatic Storage and Retrieval System), set-up station and AGV(Automated Guided Vehicle). Then the performance measures from this approach is compared with simulation. The major advantage ofthis method over existing performance evaluation methods is the ability to compute analytic solutions for performance measures.

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Derivatio of Optimal Design Flood by L-Moments and LH-Moments(II) - On the method of LH-Moments - (L-모멘트 및 LH-모멘트 기법에 의한 적정 설계홍수량의 유도(II)-LH-모멘트법을 중심으로)

  • 이순혁
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.41 no.3
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    • pp.41-50
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    • 1999
  • Derivatio of reasonable design floods was attempted by comparative analysis of design floods derived by Generalized Extreme Value(GEV) distribution using methods of L-moments and LH-moments for the annual maximum series at ten watersheds along Han, Nagdong. Geum, Yeongsan and Seomjin river systems, LH-coefficient of variation, LH-skewness and Lh-kurtosis were calcualted by KH-moment ration respectively. Paramenters were estimated by the Method of LH-Moments, Design floods obtained by Method of LH-Moments using different methods for plotting positionsi n GEV distribution and design floods were compared with those obtained using the Method of L-Moments by the Relative Mean Errors(RME) and Relative Absolute Errors(RAE). The results was found that design floods derived by the method of L-Moments and LH-Moments using Cunnane plotting position formula in the GEV distribution are much closer to those of the observed data in comparison with those obtained by methods of L-moments and LH-moments using the other formula for plotting positions from the viewpoint of Relative Mean Errors and Relative Absolute Errors. In viewpoint of the fact that hydrqulic structures including dams and levees are genrally using design floods with the return period of two hundred years or so, design floods derived by LH-Moments are seemed to be more reasonable than those of L-Moments in the GEV distribution.

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Comparison Study on the Performances of NLL and GMM for Estimating Diffusion Processes (NLL과 GMM을 중심으로 한 확산모형 추정법 비교)

  • Kim, Dae-Gyun;Lee, Yoon-Dong
    • The Korean Journal of Applied Statistics
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    • v.24 no.6
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    • pp.1007-1020
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    • 2011
  • Since the research of Black and Scholes (1973), modeling methods using diffusion processes have performed principal roles in financial engineering. In modern financial theories, various types of diffusion processes were suggested and applied in real situations. An estimation of the model parameters is an indispensible step to analyze financial data using diffusion process models. Many estimation methods were suggested and their properties were investigated. This paper reviews the statistical properties of the, Euler approximation method, New Local Linearization(NLL) method, and Generalized Methods of Moment(GMM) that are known as the most practical methods. From the simulation study, we found the NLL and Euler methods performed better than GMM. GMM is frequently used to estimate the parameters because of its simplicity; however this paper shows the performance of GMM is poorer than the Euler approximation method or the NLL method that are even simpler than GMM. This paper shows the performance of the GMM is extremely poor especially when the parameters in diffusion coefficient are to be estimated.

Estimation of Design Flood by the Determination of Best Fitting Order of LH-Moments(II) (LH-모멘트의 적정 차수 결정에 의한 설계홍수량 추정(II))

  • 맹승진;이순혁
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.45 no.1
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    • pp.33-44
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    • 2003
  • This study was conducted to estimate the design flood by the determination of best fitting order for LH-moments of the annual maximum series at fifteen watersheds. Using the LH-moment ratios and Kolmogorov-Smirnov test, the optimal regional probability distribution was identified to be the Generalized Extreme Value (GEV) in the first report of this project. Parameters of GEV distribution and flood flows of return period n years were derived by the methods of L, L1, L2, L3 and L4-moments. Frequency analysis of flood flow data generated by Monte Carlo simulation was performed by the methods of L, L1, L2, L3 and L4-moments using GEV distribution. Relative Root Mean Square Error. (RRMSE), Relative Bias (RBIAS) and Relative Efficiency (RE.) using methods of L, Ll , L2, L3 and L4-moments for GEV distribution were computed and compared with those resulting from Monte Carlo simulation. At almost all of the watersheds, the more the order of LH-moments and the return periods increased, the more RE became, while the less RRMSE and RBIAS became. The Absolute Relative Reduction (ARR) for the design flood was computed. The more the order of LH-moments increased, the less ARR of all applied watershed became It was confirmed that confidence efficiency of estimated design flood was increased as the order of LH-moments increased. Consequently, design floods for the appled watersheds were derived by the methods of L3 and L4-moments among LH-moments in view of high confidence efficiency.

Bank Restructuring and Financial Performance: A Case Study of Commercial Banks in Vietnam

  • DUONG, Tam Thanh Nguyen;NGUYEN, Hoa Quynh
    • The Journal of Asian Finance, Economics and Business
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    • v.8 no.10
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    • pp.327-339
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    • 2021
  • This study examines the impact of bank restructuring on the financial performance of commercial banks in Vietnam. The data for this study was obtained from the audited financial statements of 30 Vietnamese commercial banks from 2007 to 2019. Multiple regression analysis was used for investigation. Financial performance, as evaluated by ROAA, ROEA, and NIM, is the dependent variable. Financial restructuring, ownership restructuring, and operational restructuring are the independent variables. Pooled least squares (Pooled OLS), fixed effects model (FEM), random effects model (REM), and system generalized moment regression model (System GMM) are the estimate methods used to increase the accuracy of the regression coefficient. The research results show that the variables of financial restructuring activities such as government intervention and the ratio of equity to total assets; variables of ownership restructuring such as capital adequacy ratio, privatization of state-owned commercial banks, mergers, and acquisitions; variables of operational restructuring such as employees, branches, the cost to total assets; GDP variables and the second restructuring period have a positive impact on financial performance. Variables such as debt-to-capital ratio, bad debt ratio, state ownership ratio, expense-income ratio, and inflation have a negative effect on financial performance.

PERFORMANCE OF LIMITERS IN MODAL DISCONTINUOUS GALERKIN METHODS FOR 1-D EULER EQUATIONS (1-D 오일러 방정식에 관한 Modal 불연속 갤러킨 기법에서의 Limiter 성능 비교)

  • Karchani, A.;Myong, R.S.
    • Journal of computational fluids engineering
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    • v.21 no.2
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    • pp.1-11
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    • 2016
  • Considerable efforts are required to develop a monotone, robust and stable high-order numerical scheme for solving the hyperbolic system. The discontinuous Galerkin(DG) method is a natural choice, but elimination of the spurious oscillations from the high-order solutions demands a new development of proper limiters for the DG method. There are several available limiters for controlling or removing unphysical oscillations from the high-order approximate solution; however, very few studies were directed to analyze the exact role of the limiters in the hyperbolic systems. In this study, the performance of the several well-known limiters is examined by comparing the high-order($p^1$, $p^2$, and $p^3$) approximate solutions with the exact solutions. It is shown that the accuracy of the limiter is in general problem-dependent, although the Hermite WENO limiter and maximum principle limiter perform better than the TVD and generalized moment limiters for most of the test cases. It is also shown that application of the troubled cell indicators may improve the accuracy of the limiters under some specific conditions.