• Title/Summary/Keyword: Heterogeneous error

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On the Performance of Iterated Wild Bootstrap Interval Estimation of the Mean Response

  • Kim, Woo-Chul;Ko, Duk-Hyun
    • Journal of the Korean Statistical Society
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    • v.24 no.2
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    • pp.551-562
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    • 1995
  • We consider the iterated bootstrap method in regression model with heterogeneous error variances. The iterated wild bootstrap confidence intervla of the mean response is considered. It is shown that the iterated wild bootstrap confidence interval has coverage error of order $n^{-1}$ wheresa percentile method interval has an error of order $n^{-1/2}$. The simulation results reveal that the iterated bootstrap method calibrates the coverage error of percentile method interval successfully even for the small sample size.

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Integer-Valued HAR(p) model with Poisson distribution for forecasting IPO volumes

  • SeongMin Yu;Eunju Hwang
    • Communications for Statistical Applications and Methods
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    • v.30 no.3
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    • pp.273-289
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    • 2023
  • In this paper, we develop a new time series model for predicting IPO (initial public offering) data with non-negative integer value. The proposed model is based on integer-valued autoregressive (INAR) model with a Poisson thinning operator. Just as the heterogeneous autoregressive (HAR) model with daily, weekly and monthly averages in a form of cascade, the integer-valued heterogeneous autoregressive (INHAR) model is considered to reflect efficiently the long memory. The parameters of the INHAR model are estimated using the conditional least squares estimate and Yule-Walker estimate. Through simulations, bias and standard error are calculated to compare the performance of the estimates. Effects of model fitting to the Korea's IPO are evaluated using performance measures such as mean square error (MAE), root mean square error (RMSE), mean absolute percentage error (MAPE) etc. The results show that INHAR model provides better performance than traditional INAR model. The empirical analysis of the Korea's IPO indicates that our proposed model is efficient in forecasting monthly IPO volumes.

Treatment of non-resonant spatial self-shielding effect of double heterogeneous region

  • Tae Young Han;Hyun Chul Lee
    • Nuclear Engineering and Technology
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    • v.55 no.2
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    • pp.749-755
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    • 2023
  • A new approximation method was proposed for treating the non-resonant spatial self-shielding effects of double heterogeneous region such as the double heterogeneous effect of VHTR fuel compact in the thermal energy range and that of BP compact with BISO. The method was developed based on the effective homogenization method and a spherical unit cell model with explicit coated layers and a matrix layer. The self-shielding factor was derived from the relation between the collision probabilities for a double heterogeneous compact and the effective cross section for the homogenized compact. First, the collision probabilities and transmission probabilities for all layers of the spherical model were calculated using conventional collision probability solver. Then, the effective cross section for the homogenized sphere cell representing the homogenized compact was obtained from the transmission probability calculated using the probability density function of a chord length. The verification calculations revealed that the proposed method can predict the self-shielding factor with a maximum error of 2.3% and the double heterogeneous effect with a maximum error of 200 pcm in the typical VHTR problems with various packing fractions and BP compact sizes.

Parallel LDPC Decoding on a Heterogeneous Platform using OpenCL

  • Hong, Jung-Hyun;Park, Joo-Yul;Chung, Ki-Seok
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.10 no.6
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    • pp.2648-2668
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    • 2016
  • Modern mobile devices are equipped with various accelerated processing units to handle computationally intensive applications; therefore, Open Computing Language (OpenCL) has been proposed to fully take advantage of the computational power in heterogeneous systems. This article introduces a parallel software decoder of Low Density Parity Check (LDPC) codes on an embedded heterogeneous platform using an OpenCL framework. The LDPC code is one of the most popular and strongest error correcting codes for mobile communication systems. Each step of LDPC decoding has different parallelization characteristics. In the proposed LDPC decoder, steps suitable for task-level parallelization are executed on the multi-core central processing unit (CPU), and steps suitable for data-level parallelization are processed by the graphics processing unit (GPU). To improve the performance of OpenCL kernels for LDPC decoding operations, explicit thread scheduling, vectorization, and effective data transfer techniques are applied. The proposed LDPC decoder achieves high performance and high power efficiency by using heterogeneous multi-core processors on a unified computing framework.

Chi-squared Tests for Homogeneity based on Complex Sample Survey Data Subject to Misclassification Error

  • Heo, Sunyeong
    • Communications for Statistical Applications and Methods
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    • v.9 no.3
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    • pp.853-864
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    • 2002
  • In the analysis of categorical data subject to misclassification errors, the observed cell proportions are adjusted by a misclassification probabilities and estimates of variances are adjusted accordingly. In this case, it is important to determine the extent to which misclassification probabilities are homogeneous within a population. This paper considers methods to evaluate the power of chi-squared tests for homogeneity with complex survey data subject to misclassification errors. Two cases are considered: adjustment with homogeneous misclassification probabilities; adjustment with heterogeneous misclassification probabilities. To estimate misclassification probabilities, logistic regression method is considered.

Determination of Soil Sample Size Based on Gy's Particulate Sampling Theory (Gy의 입자성 물질 시료채취이론에 근거한 토양 시료 채취량 결정)

  • Bae, Bum-Han
    • Journal of Soil and Groundwater Environment
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    • v.16 no.6
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    • pp.1-9
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    • 2011
  • A bibliographical review of Gy sampling theory for particulate materials was conducted to provide readers with useful means to reduce errors in soil contamination investigation. According to the Gy theory, the errors caused by the heterogeneous nature of soil include; the fundamental error (FE) caused by physical and chemical constitutional heterogeneity, the grouping and segregation error (GE) aroused from gravitational force, long-range heterogeneous fluctuation error ($CE_2$), the periodic heterogeneity fluctuation error ($CE_3$), and the materialization error (ME) generated during physical process of sample treatment. However, the accurate estimation of $CE_2$ and $CE_3$ cannot be estimated easily and only increasing sampling locations can reduce the magnitude of the errors. In addition, incremental sampling is the only method to reduce GE while grab sampling should be avoided as it introduces uncertainty and errors to the sampling process. Correct preparation and operation of sampling tools are important factors in reducing the incremental delimitation error (DE) and extraction error (EE) which are resulted from physical processes in the sampling. Therefore, Gy sampling theory can be used efficiently in planning a strategy for soil investigations of non-volatile and non-reactive samples.

Development of a Cooperative Heterogeneous Unmanned System for Delivery Services (물류수송을 위한 이종 협업 무인 시스템 개발)

  • Cho, Sungwook;Lee, Dasol;Jung, Yeondeuk;Lee, Unghui;Shim, David Hyunchul
    • Journal of Institute of Control, Robotics and Systems
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    • v.20 no.12
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    • pp.1181-1188
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    • 2014
  • In this paper, we propose a novel concept foran unmanned delivery service using a cooperative heterogeneous unmanned system consisting of a self-driving car and an unmanned aerial vehicle (UAV). The proposed concept is suitable to deliver parcels in high-density and high-rise urban or residential areas. In order to achieve the proposed concept, we will develop acooperative heterogeneous unmanned system. Customers can order goods using a smartphone application and the order information, including the position of the customer and the order time, and the package is transported automatically by the unmanned systems. The system assigns the tasks suitable for each unmanned vehicle by analyzing it based on map information. Performance is validated by experiments consisting of autonomous driving and flight tests in a real environment. For more evaluation, the landing position error analysis is performed using circular error probability (CEP).

Deep learning forecasting for financial realized volatilities with aid of implied volatilities and internet search volumes (금융 실현변동성을 위한 내재변동성과 인터넷 검색량을 활용한 딥러닝)

  • Shin, Jiwon;Shin, Dong Wan
    • The Korean Journal of Applied Statistics
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    • v.35 no.1
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    • pp.93-104
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    • 2022
  • In forecasting realized volatility of the major US stock price indexes (S&P 500, Russell 2000, DJIA, Nasdaq 100), internet search volume reflecting investor's interests and implied volatility are used to improve forecast via a deep learning method of the LSTM. The LSTM method combined with search volume index produces better forecasts than existing standard methods of the vector autoregressive (VAR) and the vector error correction (VEC) models. It also beats the recently proposed vector error correction heterogeneous autoregressive (VECHAR) model which takes advantage of the cointegration relation between realized volatility and implied volatility.

Estimation of the Random Error of Eddy Covariance Data from Two Towers during Daytime (주간에 두 타워로부터 관측된 에디 공분산 자료의 확률 오차의 추정)

  • Lim, Hee-Jeong;Lee, Young-Hee;Cho, Changbum;Kim, Kyu Rang;Kim, Baek-Jo
    • Atmosphere
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    • v.26 no.3
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    • pp.483-492
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    • 2016
  • We have examined the random error of eddy covariance (EC) measurements on the basis of two-tower approach during daytime. Two EC towers were placed on the grassland with different vegetation density near Gumi-weir. We calculated the random error using three different methods. The first method (M1) is two-tower method suggested by Hollinger and Richardson (2005) where random error is based on differences between simultaneous flux measurements from two towers in very similar environmental conditions. The second one (M2) is suggested by Kessomkiat et al. (2013), which is extended procedure to estimate random error of EC data for two towers in more heterogeneous environmental conditions. They removed systematic flux difference due to the energy balance deficit and evaporative fraction difference between two sites before determining the random error of fluxes using M1 method. Here, we introduce the third method (M3) where we additionally removed systematic flux difference due to available energy difference between two sites. Compared to M1 and M2 methods, application of M3 method results in more symmetric random error distribution. The magnitude of estimated random error is smallest when using M3 method because application of M3 method results in the least systematic flux difference between two sites among three methods. An empirical formula of random error is developed as a function of flux magnitude, wind speed and measurement height for use in single tower sites near Nakdong River. This study suggests that correcting available energy difference between two sites is also required for calculating the random error of EC data from two towers at heterogeneous site where vegetation density is low.

Proxy Design for Improving the Efficiency of Stored MPEG-4 FGS Video Delivery over Wireless Networks

  • Liu, Feng-Jung;Yang, Chu-Sing
    • Journal of Communications and Networks
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    • v.6 no.3
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    • pp.280-286
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    • 2004
  • The widespread use of the Internet and the maturing of digital video technology have led to an increase in various streaming media application. However, new classes of hosts such as mobile devices are gaining popularity, while the transmission became more heterogeneous. Due to the characteristics of mobile networks such as low speed, high error bit rate, etc., the applications over the wireless channel have different needs and limitations from desktop computers. An intermediary between two communicating endpoints to hide the heterogeneous network links is thought as one of the best approaches. In this paper, we adopted the concept of inter-packet gap and the sequence number between continuously received packets as the error discriminator, and designed an adaptive packet sizing mechanism to improve the network efficiency under varying channel conditions. Based on the proposed mechanism, the packetization scheme with error protection is proposed to scalable encoded video delivery. Finally, simulation results reveal that our proposed mechanism can react to the varying BER conditions with better network efficiency and gain the obvious improvement to video quality for stored MPEG-4 FGS video delivery.