• Title/Summary/Keyword: Initial value methods

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The Effect of First Observation in Panel Regression Model with Serially Correlated Error Components

  • Song, Seuck-Heun
    • Communications for Statistical Applications and Methods
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    • v.6 no.3
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    • pp.667-676
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    • 1999
  • We investigate the effects of omission of initial observations in each individuals in the panel data regression model when the disturbances follow a serially correlated one way error components. We show that the first transformed observation can have a relative large hat matrix diagonal component and a large influence on parameter estimates when the correlation coefficient is large in absolute value.

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Comparison of Regularization Techniques For an Inverse Radiation Boundary Analysis (역복사경계해석을 위한 다양한 조정기법 비교)

  • Kim, Ki-Wan;Baek, Seung-Wook
    • Proceedings of the KSME Conference
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    • 2004.11a
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    • pp.1288-1293
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    • 2004
  • Inverse radiation problems are solved for estimating the boundary conditions such as temperature distribution and wall emissivity in axisymmetric absorbing, emitting and scattering medium, given the measured incident radiative heat fluxes. Various regularization methods, such as hybrid genetic algorithm, conjugate-gradient method and Newton method, were adopted to solve the inverse problem, while discussing their features in terms of estimation accuracy and computational efficiency. Additionally, we propose a new combined approach of adopting the genetic algorithm as an initial value selector, whereas using the conjugate-gradient method and Newton method to reduce their dependence on the initial value.

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An Enhanced Chebyshev Collocation Method Based on the Integration of Chebyshev Interpolation

  • Kim, Philsu
    • Kyungpook Mathematical Journal
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    • v.57 no.2
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    • pp.287-299
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    • 2017
  • In this paper, we develop an enhanced Chebyshev collocation method based on an integration scheme of the generalized Chebyshev interpolations for solving stiff initial value problems. Unlike the former error embedded Chebyshev collocation method (CCM), the enhanced scheme calculates the solution and its truncation error based on the interpolation of the derivative of the true solution and its integration. In terms of concrete convergence and stability analysis, the constructed algorithm turns out to have the $7^{th}$ convergence order and the A-stability without any loss of advantages for CCM. Throughout a numerical result, we assess the proposed method is numerically more efficient compared to existing methods.

MODIFIED DECOMPOSITION METHOD FOR SOLVING INITIAL AND BOUNDARY VALUE PROBLEMS USING PADE APPROXIMANTS

  • Noor, Muhammad Aslam;Noor, Khalida Inayat;Mohyud-Din, Syed Tauseef;Shaikh, Noor Ahmed
    • Journal of applied mathematics & informatics
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    • v.27 no.5_6
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    • pp.1265-1277
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    • 2009
  • In this paper, we apply a new decomposition method for solving initial and boundary value problems, which is due to Noor and Noor [18]. The analytical results are calculated in terms of convergent series with easily computable components. The diagonal Pade approximants are applied to make the work more concise and for the better understanding of the solution behavior. The proposed technique is tested on boundary layer problem; Thomas-Fermi, Blasius and sixth-order singularly perturbed Boussinesq equations. Numerical results reveal the complete reliability of the suggested scheme. This new decomposition method can be viewed as an alternative of Adomian decomposition method and homotopy perturbation methods.

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Research on the Multi-Focus Image Fusion Method Based on the Lifting Stationary Wavelet Transform

  • Hu, Kaiqun;Feng, Xin
    • Journal of Information Processing Systems
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    • v.14 no.5
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    • pp.1293-1300
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    • 2018
  • For the disadvantages of multi-scale geometric analysis methods such as loss of definition and complex selection of rules in image fusion, an improved multi-focus image fusion method is proposed. First, the initial fused image is quickly obtained based on the lifting stationary wavelet transform, and a simple normalized cut is performed on the initial fused image to obtain different segmented regions. Then, the original image is subjected to NSCT transformation and the absolute value of the high frequency component coefficient in each segmented region is calculated. At last, the region with the largest absolute value is selected as the postfusion region, and the fused multi-focus image is obtained by traversing each segment region. Numerical experiments show that the proposed algorithm can not only simplify the selection of fusion rules, but also overcome loss of definition and has validity.

Application of Davidenko's Method to Rigorous Analysis of Leaky Modes in Circular Dielectric Rod Waveguides

  • Kim, Ki-Young;Tae, Heung-Sik;Lee, Jeong-Hae
    • KIEE International Transactions on Electrophysics and Applications
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    • v.3C no.5
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    • pp.199-206
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    • 2003
  • Numerical solutions to complex characteristic equations are quite often required to solve electromagnetic wave problems. In general, two traditional complex root search algorithms, the Newton-Raphson method and the Muller method, are used to produce such solutions. However, when utilizing these two methods, the choice of the initial iteration value is very sensitive, otherwise, the iteration can fail to converge into a solution. Thus, as an alternative approach, where the selection of the initial iteration value is more relaxed and the computation speed is high, Davidenko's method is used to determine accurate complex propagation constants for leaky circular symmetric modes in circular dielectric rod waveguides. Based on a precise determination of the complex propagation constants, the leaky mode characteristics of several lower-order circular symmetric modes are then numerically analyzed. In addition, no modification of the characteristic equation is required for the application of Davidenko's method.

A Chebyshev Collocation Method for Stiff Initial Value Problems and Its Stability

  • Kim, Sang-Dong;Kwon, Jong-Kyum;Piao, Xiangfan;Kim, Phil-Su
    • Kyungpook Mathematical Journal
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    • v.51 no.4
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    • pp.435-456
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    • 2011
  • The Chebyshev collocation method in [21] to solve stiff initial-value problems is generalized by using arbitrary degrees of interpolation polynomials and arbitrary collocation points. The convergence of this generalized Chebyshev collocation method is shown to be independent of the chosen collocation points. It is observed how the stability region does depend on collocation points. In particular, A-stability is shown by taking the mid points of nodes as collocation points.

Linear Measurement Error Variance Estimation based on the Complex Sample Survey Data

  • Heo, Sunyeong;Chang, Duk-Joon
    • Journal of Integrative Natural Science
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    • v.5 no.3
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    • pp.157-162
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    • 2012
  • Measurement error is one of main source of error in survey. It is generally defined as the difference between an observed value and an underlying true value. An observed value with error may be expressed as a function of the true value plus error term. In some cases, the measurement error variance may be also a function of the unknown true value. The error variance function can be rewritten as a function of true value multiplied by a scale factor. This research explore methods for estimation of the measurement error variance based on the data from complex sampling design. We consider the case in which the variance of mesurement error is a linear function of unknown true value, and the error variance scale factor is small. We applied our results to the U.S. Third National Health and Nutrition Examination Survey (the U.S. NHANES III) data for empirical analyses, which has replicate measurements for relatively small subset of initial respondents's group.

Export-Import Value Nowcasting Procedure Using Big Data-AIS and Machine Learning Techniques

  • NICKELSON, Jimmy;NOORAENI, Rani;EFLIZA, EFLIZA
    • Asian Journal of Business Environment
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    • v.12 no.3
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    • pp.1-12
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    • 2022
  • Purpose: This study aims to investigate whether AIS data can be used as a supporting indicator or as an initial signal to describe Indonesia's export-import conditions in real-time. Research design, data, and methodology: This study performs several stages of data selection to obtain indicators from AIS that truly reflect export-import activities in Indonesia. Also, investigate the potential of AIS indicators in producing forecasts of the value and volume of Indonesian export-import using conventional statistical methods and machine learning techniques. Results: The six preprocessing stages defined in this study filtered AIS data from 661.8 million messages to 73.5 million messages. Seven predictors were formed from the selected AIS data. The AIS indicator can be used to provide an initial signal about Indonesia's import-export activities. Each export or import activity has its own predictor. Conventional statistical methods and machine learning techniques have the same ability both in forecasting Indonesia's exports and imports. Conclusions: Big data AIS can be used as a supporting indicator as a signal of the condition of export-import values in Indonesia. The right method of building indicators can make the data valuable for the performance of the forecasting model.

A comparative study on the initial stability of different implants placed above the bone level using resonance frequency analysis

  • Kang, In-Ho;Kim, Chang-Whe;Lim, Young-Jun;Kim, Myung-Joo
    • The Journal of Advanced Prosthodontics
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    • v.3 no.4
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    • pp.190-195
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    • 2011
  • PURPOSE. This study evaluated the initial stability of different implants placed above the bone level in different types of bone. MATERIALS AND METHODS. As described by Lekholm and Zarb, cortical layers of bovine bone specimens were trimmed to a thickness of 2 mm, 1 mm or totally removed to reproduce bone types II, III, and IV respectively. Three Implant system (Br${\aa}$nemark System$^{(R)}$ Mk III TiUnite$^{TM}$, Straumann Standard Implant SLA$^{(R)}$, and Astra Tech Microthread$^{TM}$-OsseoSpeed$^{TM}$) were tested. Control group implants were placed in level with the bone, while test group implants were placed 1, 2, 3, and 4 mm above the bone level. Initial stability was evaluated by resonance frequency analysis. Data was statistically analyzed by one-way analysis of variance in confidence level of 95%. The effective implant length and the Implant Stability Quotient (ISQ) were compared using simple linear regression analysis. RESULTS. In the control group, there was a significant difference in the ISQ values of the 3 implants in bone types III and IV (P<.05). The ISQ values of each implant decreased with increased effective implant length in all types of bone. In type II bone, the decrease in ISQ value per 1-mm increase in effective implant length of the Br${\aa}$nemark and Astra implants was less than that of the Straumann implant. In bone types III and IV, this value in the Astra implant was less than that in the other 2 implants. CONCLUSION. The initial stability was much affected by the implant design in bone types III, IV and the implant design such as the short pitch interval was beneficial to the initial stability of implants placed above the bone level.