• Title/Summary/Keyword: Hill Estimate

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Estimation of Car Insurance Loss Ratio Using the Peaks over Threshold Method (POT방법론을 이용한 자동차보험 손해율 추정)

  • Kim, S.Y.;Song, J.
    • The Korean Journal of Applied Statistics
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    • v.25 no.1
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    • pp.101-114
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    • 2012
  • In car insurance, the loss ratio is the ratio of total losses paid out in claims divided by the total earned premiums. In order to minimize the loss to the insurance company, estimating extreme quantiles of loss ratio distribution is necessary because the loss ratio has essential prot and loss information. Like other types of insurance related datasets, the distribution of the loss ratio has heavy-tailed distribution. The Peaks over Threshold(POT) and the Hill estimator are commonly used to estimate extreme quantiles for heavy-tailed distribution. This article compares and analyzes the performances of various kinds of parameter estimating methods by using a simulation and the real loss ratio of car insurance data. In addition, we estimate extreme quantiles using the Hill estimator. As a result, the simulation and the loss ratio data applications demonstrate that the POT method estimates quantiles more accurately than the Hill estimation method in most cases. Moreover, MLE, Zhang, NLS-2 methods show the best performances among the methods of the GPD parameters estimation.

Quantification of Directional Properties of Channel Network and Hill Slope (하천망과 사면의 방향성 정량화)

  • Park, Changyeol;Yoo, Chulsang
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.31 no.3B
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    • pp.233-242
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    • 2011
  • This study quantified directional properties of channel network and hill slope for a river basin by applying the von Mises distribution, also examined the relation between them. Ultimately, it was examined that whether the directional properties of channel network and hill slope have a certain relation, which might be considered to the rainfall-runoff modeling. From the results derived by analyzing the Naesung stream basin, the von Mises distribution was found well to explain the directional characteristics of directional properties of channel network. There was a clear relation between directional properties of channel network and hill slope. The higher-order streams also showed very obvious modal characteristics. The results derived in this study could be helpful to estimate more quantitatively the difference in the runoff response with respect to the directional properties of channel network and hill slope.

Wind-sand tunnel experiment on the windblown sand transport and sedimentation over a two-dimensional sinusoidal hill

  • Lorenzo Raffaele;Gertjan Glabeke;Jeroen van Beeck
    • Wind and Structures
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    • v.36 no.2
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    • pp.75-90
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    • 2023
  • Turbulent wind flow over hilly terrains has been extensively investigated in the scientific literature and main findings have been included in technical standards. In particular, turbulent wind flow over nominally two-dimensional hills is often adopted as a benchmark to investigate wind turbine siting, estimate wind loading, and dispersion of particles transported by the wind, such as atmospheric pollutants, wind-driven rain, windblown snow. Windblown sand transport affects human-built structures and natural ecosystems in sandy desert and coastal regions, such as transport infrastructures and coastal sand dunes. Windblown sand transport taking place around any kind of obstacle is rarely in equilibrium conditions. As a result, the modelling of windblown sand transport over complex orographies is fundamental, even if seldomly investigated. In this study, the authors present a wind-sand tunnel test campaign carried out on a nominally two-dimensional sinusoidal hill. A first test is carried out on a flat sand fetch without any obstacle to assess sand transport in open field conditions. Then, a second test is carried out on the hill model to assess the sand flux overcoming the hill and the morphodynamic evolution of the sand sedimenting over its upwind slope. Finally, obtained results are condensed into a dimensionless parameter describing its sedimentation capability and compared with values resulting from other nominally two-dimensional obstacles from the literature.

TRACKING CONTROL DESIGN USING SLIDING MODE TECHNIQUES FOR SATELLITE FORMATION FLYING

  • Lim, Hyung-Chul;Bang, Hyo-Choong;Park, Kwan-Dong;Park, Pil-Ho
    • Journal of Astronomy and Space Sciences
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    • v.20 no.4
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    • pp.365-374
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    • 2003
  • Satellite formation flying is currently an active area of research in the aerospace engineering. So it has been researched by various authors. In this study, a tracking controller using sliding mode techniques was designed to control a satellite for the satellite formation flying. In general, Hill's equations are used to describe the relative motion of the follower satellite with respect to the leader satellite. However the modified Hill's equations considering the $J_2$ perturbation were used for the design of sliding mode controller. The extended Kalman filter was applied to estimate the state vector based on the measurements of relative distance and velocity between two satellites. The simulation results show that the follower satellite tracks the desired trajectory well by thruster operations based on the sliding mode control law.

A musculotendon model including muscle fatigue

  • Jong kwang Lim;Nam, Moon-Hyon
    • 제어로봇시스템학회:학술대회논문집
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    • 1998.10a
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    • pp.352-355
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    • 1998
  • A musculotendon model is investigated to show muscle fatigue under the repeated functional electrical stimulation (FES). The normalized Hill-type model can predict the decline in muscle force. It consists of nonlinear activation and contraction dynamics including physiological concepts of muscle fatigue. A muscle fatigue as a function of the intracellular acidification, pHi is inserted into contraction dynamics to estimate the force decline. The computer simulation shows that muscle force declines in stimulation time and the change in the estimate of the optimal fiber length has an effect only on muscle time constant not on the steady-state tetanic force.

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Lip Shape Representation and Lip Boundary Detection Using Mixture Model of Shape (형태계수의 Mixture Model을 이용한 입술 형태 표현과 입술 경계선 추출)

  • Jang Kyung Shik;Lee Imgeun
    • Journal of Korea Multimedia Society
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    • v.7 no.11
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    • pp.1531-1539
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    • 2004
  • In this paper, we propose an efficient method for locating human lips. Based on Point Distribution Model and Principle Component Analysis, a lip shape model is built. Lip boundary model is represented based on the concatenated gray level distribution model. We calculate the distribution of shape parameters using Gaussian mixture. The problem to locate lip is simplified as the minimization problem of matching object function. The Down Hill Simplex Algorithm is used for the minimization with Gaussian Mixture for setting initial condition and refining estimate of lip shape parameter, which can refrain iteration from converging to local minima. The experiments have been performed for many images, and show very encouraging result.

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Estimation of Knee Muscle Length and Moment Arm Using Knee Joint Angle (무릎 관절각을 이용한 무릎 근육 길이와 모멘트 암 추정)

  • Lee, Jae-Kang;Nam, Yoon-Su
    • Journal of Industrial Technology
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    • v.28 no.A
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    • pp.167-176
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    • 2008
  • Recently, lots of studies are performed in developing of active orthosis. Exact and simple muscle force estimation is important in developing orthosis which assists muscle force for disabled people or physical laborers. Hill-type muscle model dynamics is common method for estimation of muscle forces. In Hill-type muscle model, we must know muscle length and moment arm which largely affect muscle force. And several methods are proposed to estimate muscle length and moment arm using joint angle. In this study, we compared estimation results of those method with data from body model of opensim to find which method is exact for estimation of muscle length and moment arm.

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Analysis of the Stress-Strain Relationship of Concrete Compression Members Strengthened by Composite Materials (고분자복합재료 보강 콘크리트 압축부재의 응력-변형률 관계 해석)

  • 이상호;장일영;김효진;나혁층
    • Proceedings of the Korea Concrete Institute Conference
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    • 1999.10a
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    • pp.717-720
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    • 1999
  • Recently, the fiber composite materials such as carbon fiber, glass fiber, or aramid, have been frequently used in strengthening reinforced concrete structures. The fiber composite materials typically have orthotropic characteristic and the strength changes significantly acording to the direction of fibers and the method of the lamination. In this study, an algorithm to estimate the stress-strain relationship of the composite materials which have different fiber directions and symmetric or non-symmetric lamination has been developed by using Tsai-Hill and Tsai-Wu failure criteria and progressive laminate failure theory. This algorithm has been implemented to several stress-strain models for the laterally confined concrete compression members such as Mander, Hosotani, and Nakatsuka. The evaluated stress-strain behaviors by the different models are discussed.

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Controller Design using Sliding Mode Techniques for Satellite Formation Flying

  • Lim, Hyung-Chul;Bang, Hyo-Choong;Park, Kwan-Dong;Park, Pil-Ho;Jo, Jeong-Ho
    • Bulletin of the Korean Space Science Society
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    • 2003.10a
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    • pp.41-41
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    • 2003
  • Satellite formation flying is currently an active area of research in the aerospace engineering. There are many categories for this research such as the determination of initial conditions, formation keeping, configuration and reconfiguration. In this study, a tracking controller using sliding mode techniques is designed to control a satellite for the satellite formation flying. In general, Hill's equations are used to describe the relative motion of the follower satellite with respect to the leader satellite. But, the modified Hill's equations considering J2 perturbation were used for the design of sliding mode controller. Sliding mode control law causes the chattering phenomenon because it is a discontinuous control. Dead-zone was used to avoid the chattering. The Extended Kalman filter was applied to estimate the state vector based on the measurements of relative distance and velocity between two satellites.

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A Study on the Three Dimensional Road Design Technique Based on GIS Technique (GIS를 이용한 3차원도로시뮬레이션에 관한 연구)

  • Gwon, Hyeok Chun;Lee, Byeong Geol
    • Journal of Environmental Science International
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    • v.13 no.6
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    • pp.489-495
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    • 2004
  • The purpose of this research is to apply GIS(Geographic Information System) for the road simulation and find some benefits analysis for the design processes. The northern Jeju island was selected as a case study. The 1/5,000 digital map and GIS technique were used for optimum road design of the island based on Arc View software. Using this software we can get an overlay map by combination of hill shade map, slope map, aspect map, and building buffer map. Based on the overlay map, we designed the optimum road line and performed three dimensional simulation. From the results, we found that the developed three dimensional road simulation technique using GIS technique that was very useful tool to estimate the reasonable road design before the real road construction works.