• 제목/요약/키워드: MSE efficacy

검색결과 5건 처리시간 0.01초

로그정규분포의 엔트로피에 대한 두 모수적 추정량의 비교 (Comparison of Two Parametric Estimators for the Entropy of the Lognormal Distribution)

  • 최병진
    • Communications for Statistical Applications and Methods
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    • 제18권5호
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    • pp.625-636
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    • 2011
  • 본 논문에서는 로그정규분포의 엔트로피에 대한 모수적 추정량으로 최소분산비편향추정량과 최대가능도추정량을 제시하고 성질을 비교한다. 각 추정량의 분산을 유도해서 일치성을 밝히고 최대가능도 추정량의 편향이 추정에 미치는 영향을 분석한다. 델타근사방법을 이용해서 얻은 추정량의 분포를 제시하고 적합도 평가를 통한 유도한 분포의 확증을 위해서 모의실험을 수행한다. 평균제곱오차에 의한 상대적 효율성에 대한 조사를 통해 두 추정량의 성능을 비교한다. 모의실험의 결과에서 최소분산비편향추정량은 최대가능도 추정량보다 더 좋은 효율을 보이는 것으로 나타나며, 특히 표본크기와 분산이 동시에 작아짐에 따라 효율이 점점 높아지게 되어 월등히 나은 성능을 발휘함을 볼 수 있다.

The Optimal Determination of the "Other Information" Variable in Ohlson 1995 Valuation Model

  • Bolor BUREN;Altan-Erdene BATBAYAR;Khishigbayar LKHAGVASUREN
    • 동아시아경상학회지
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    • 제12권2호
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    • pp.1-7
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    • 2024
  • Purpose: This study delves into the application of the Ohlson 1995 valuation model, particularly addressing the intricacies of the "Other information" variable. Our goal is to pinpoint the most suitable variables for substitution within this category, focusing specifically on the Mongolian Stock Exchange (MSE) context. Research design, data, and methodology: Employing data spanning from 2012 to 2022 from 60 MSE-listed companies, we conduct a comprehensive analysis encompassing both financial and non-financial indicators. Through meticulous examination, we aim to identify which variables effectively substitute for the "Other information" component of the Ohlson model. Results: Our findings reveal significant outcomes. While all financial variables within the model exhibit importance, certain non-financial indicators, notably the company's level and state ownership participation, emerge as particularly influential in determining stock prices on the MSE. Conclusions: This study not only contributes to a deeper understanding of valuation dynamics within the MSE but also provides actionable insights for future research endeavors. By refining key variables within the Ohlson model, this research enhances the accuracy and efficacy of financial analysis practices. Moreover, the implications extend to practitioners, offering valuable insights into the determinants of stock prices in the MSE and guiding strategic decision-making processes.

Developing drilling rate index prediction: A comparative study of RVR-IWO and RVR-SFL models for rock excavation projects

  • Hadi Fattahi;Nasim Bayat
    • Geomechanics and Engineering
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    • 제36권2호
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    • pp.111-119
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    • 2024
  • In the realm of rock excavation projects, precise estimation of the drilling rate index stands as a pivotal factor in strategic planning and cost assessment. This study introduces and evaluates two pioneering computational intelligence models designed for the prognostication of the drilling rate index, a pivotal parameter with direct implications for cost estimation in rock excavation projects. These models, denoted as the Relevance Vector Regression (RVR) optimized with the Invasive Weed Optimization algorithm (IWO) (RVR-IWO model) and the RVR integrated with the Shuffled Frog Leaping algorithm (SFL) (RVR-SFL model), represent a groundbreaking approach to forecasting drilling rate index. The RVR-IWO and RVR-SFL models were meticulously devised to harness the capabilities of computational intelligence and optimization techniques for drilling rate index estimation. This research pioneers the integration of IWO and SFL with RVR, constituting an unprecedented effort in forecasting drilling rate index. The primary objective of this study was to gauge the precision and dependability of these models in forecasting the drilling rate index, revealing significant distinctions between the two. In terms of predictive precision, the RVR-IWO model emerged as the superior choice when compared to the RVR-SFL model, underscoring the remarkable efficacy of the Invasive Weed Optimization algorithm. The RVR-IWO model delivered noteworthy results, boasting a Variance Account for (VAF) of 0.8406, a Mean Squared Error (MSE) of 0.0114, and a Squared Correlation Coefficient (R2) of 0.9315. On the contrary, the RVR-SFL model exhibited slightly lower precision, yielding an MSE of 0.0160, a VAF of 0.8205, and an R2 of 0.9120. These findings serve to highlight the potential of the RVR-IWO model as a formidable instrument for drilling rate index prediction, particularly within the framework of rock excavation projects. This research not only makes a significant contribution to the realm of drilling engineering but also underscores the broader adaptability of the RVR-IWO model in tackling an array of challenges within the domain of rock engineering. Ultimately, this study advances the comprehension of drilling rate index estimation and imparts valuable insights into the practical implementation of computational intelligence methodologies within the realm of engineering projects.

Intraperitoneal Perfusion Therapy of Endostar Combined with Platinum Chemotherapy for Malignant Serous Effusions: A Meta-analysis

  • Liang, Rong;Xie, Hai-Ying;Lin, Yan;Li, Qian;Yuan, Chun-Ling;Liu, Zhi-Hui;Li, Yong-Qiang
    • Asian Pacific Journal of Cancer Prevention
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    • 제16권18호
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    • pp.8637-8644
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    • 2016
  • Background: Malignant serous effusions (MSE) are one complication in patients with advanced cancer. Endostar is a new anti-tumor drug targeting vessels which exerts potent inhibition of neovascularization. This study aimed to systematically evaluate the efficacy and safety of intraperitoneal perfusion therapy of Endostar combined with platinum chemotherapy for malignant serous effusions (MSE). Materials and Methods: Randomized controlled trials (RCTs) on intraperitoneal perfusion therapy of Endostar combined with platinum chemotherapy for malignant serous effusions were searched in the electronic data of PubMed, EMBASE, Web of Science, CNKI, VIP, CBM and WanFang. The quality of RCTs was evaluated by two independent researchers and a meta-analysis was performed using RevMan 5.3 software. Results: The total of 25 RCTs included in the meta-analysis covered 1,253 patients, and all literature quality was evaluated as "B" grade. The meta-analysis showed that Endostar combined with platinum had an advantage over platinum alone in terms of response rate of effusions (76% vs 48%, RR=1.63, 95%CI: 1.50-1.78, P<0.00001) and improvement rate in quality of life (69% vs 44%, RR=1.57, 95%CI: 1.42-1.74, P<0.00001). As for safety, there was no significant difference between the two groups in the incidences of nausea and vomiting (35% vs 34%, RR=1.01, 95%CI: 0.87-1.18, P=0.88), leucopenia (38% vs 38%, RR=1, 95%CI: 0.87-1.15, P=0.99), and renal impairment (18% vs 20%, RR=0.86, 95%CI: 0.43-1.74, P=0.68). Conclusions: Endostar combined with platinum by intraperitoneal perfusion is effective for malignant serous effusions, and patient quality of life is significantly improved without the incidence of adverse reactions being obviously increased.

웨이블릿 변환과 기계 학습 접근법을 이용한 수위 데이터의 노이즈 제거 비교 분석 (Comparative analysis of wavelet transform and machine learning approaches for noise reduction in water level data)

  • 황유관;임경재;김종건;신민환;박윤식;신용철;지봉준
    • 한국수자원학회논문집
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    • 제57권3호
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    • pp.209-223
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    • 2024
  • 4차 산업혁명 시대에 접어들어 데이터 기반의 의사결정이 보편화되고 있다. 하지만 데이터 품질이 확보되지 않은 채 수행되는 데이터 분석은 왜곡된 결과를 낳을 가능성이 존재한다. 수자원 관리의 기초가 되는 수위 데이터도 마찬가지로 결측, 스파이크, 잡음 등 다양한 품질 문제를 가진다. 본 연구에서는 잡음으로 인해 발생하는 데이터 품질 문제를 해결하고자 하였다. 잡음은 데이터의 트렌드 분석을 어렵게 하고 비정상적인 이상치를 생성할 가능성이 있다. 본 연구는 이러한 문제를 해결하기 위해 Wavelet Transform을 이용한 잡음 제거 접근 방안을 제안한다. Wavelet Transform은 신호처리에 주로 사용되는 방법으로 잡음 제거에 효과적인 것으로 알려져 있으며 수집된 데이터의 정답 데이터(True value) 수집을 요구하지 않으므로 시간과 비용을 줄일 수 있다는 점에서 적용이 용이한 편이다. 본 연구는 Wavelet Transform의 성능 평가를 위해 대표적인 머신러닝 기반 잡음 제거 방법인 Denoising Autoencoder와 성능 비교를 수행하였다. 그 결과 Wavelet Transform 중 Coiflets 함수는, Denoising Autoencoder에 비해 Mean Absolute Error, Mean Absolute Percentage Error, Mean Squared Error 등 모든 측면에서 우수한 성능을 보이는 것으로 나타났다. 이러한 결과는 환경에 맞는 적절한 웨이블릿 함수의 선택을 통한 잡음 문제를 효과적으로 해결할 수 있음을 시사한다. 본 연구는 수위 데이터의 품질을 향상시켜 수자원 관리 결정의 신뢰성에 기여하는 강력한 도구로서 Wavelet Transform의 잠재력을 확인한 의의가 있다.