• Title/Summary/Keyword: Maximum likelihood analysis

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On the Geometric Anisotropy Inherent In Spatial Data (공간자료의 기하학적 비등방성 연구)

  • Go, Hye Ji;Park, Man Sik
    • The Korean Journal of Applied Statistics
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    • v.27 no.5
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    • pp.755-771
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    • 2014
  • Isotropy is one of the main assumptions for the ease of spatial prediction (named kriging) based on some covariance models. A lack of isotropy (or anisotropy) in a spatial process necessitates that some additional parameters (angle and ratio) for anisotropic covariance model be obtained in order to produce a more reliable prediction. In this paper, we propose a new class of geometrically extended anisotropic covariance models expressed as a weighted average of some geometrically anisotropic models. The maximum likelihood estimation method is taken into account to estimate the parameters of our interest. We evaluate the performances of our proposal and compare it with an isotropic covariance model and a geometrically anisotropic model in simulation studies. We also employ extended geometric anisotropy to the analysis of real data.

A Study on the Preparation Method of Fruit Cropping Distribution Map using Satellite Images and GIS (위성영상과 GIS를 이용한 과수재배 분포도 작성 기법에 관한 연구)

  • Jo, Myung-Hee;Bu, Ki-Dong;Lee, Jung-Hyoup;Lee, Kwang-Jae
    • Journal of the Korean Association of Geographic Information Studies
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    • v.3 no.4
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    • pp.73-86
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    • 2000
  • This study focused on extracting an efficient method in the fruit cropping distribution mapping with various classification methods using multi-temporal satellite images and Geographic Information Systems(GIS). For this study, multi-temporal Landsat TM images, in observation data and existing fruit cropping area statistics were used to compare and analyze the properties of fruit cropping and seasonal distribution per classification method. As a result, this study concludes that Maximum Likelihood Method with earlier autumn satellite image was most efficient for the fruit cropping mapping using Landsat TM image. In addition, it was clarified that cropping area per administrative boundary was prepared and distribution pattern was identified efficiently using GIS spatial analysis.

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Mathematical Analysis Power Spectrum of M-ary MSK and Detection with Optimum Maximum Likelihood

  • Niu, Zheng;Jiang, Yuzhong;Jia, Shuyang;Huang, Zhi;Zou, Wenliang;Liu, Gang;Li, Yu
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.15 no.8
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    • pp.2900-2922
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    • 2021
  • In this paper, the power spectral density(PSD) for Multilevel Minimum Shift Keyed signal with modulation index h = 1/2 (M-ary MSK) are derived using the mathematical method of the Markov Chain model. At first, according to an essential requirement of the phase continuity characteristics of MSK signals, a complete model of the whole process of signal generation is built. Then, the derivations for autocorrelation functions are carried out precisely. After that, we verified the correctness and accuracy of the theoretical derivation by comparing the derived results with numerical simulations using MATLAB. We also divided the spectrum into four components according to the derivation. By analyzing these figures in the graphic, each component determines the characteristics of the spectrum. It is vital for enhanced spectral characteristics. To more visually represent the energy concentration of the main flap and the roll-down speed of the side flap, the specific out-of-band power of M-ary MSK is given. OMLCD(Optimum Maximum Likelihood Coherent Detection) of M-ary MSK is adopted to compare the signal received with prepared in advance in a code element T to go for the best. And M-ary MSK BER(Bit Error Rate) is compared with the same ary PSK (Phase Shift Keying) with M=2,4,6,8. The results show the detection method could improve performance by increasing the length of L(memory inherent) in the phase continuity.

Comparison of Multi-Static Sonar Target Positioning Performance (다중상태 소나망 위치 추정 성능 비교)

  • Park, Chee-Hyun;Ko, Han-Seok
    • The Journal of the Acoustical Society of Korea
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    • v.26 no.4
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    • pp.166-172
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    • 2007
  • In this paper, we address the target positioning performance of Multi-Static sonar with respect to target positioning method and measurement error. Based on the analysis on two candidate solution approaches, namely, Least Square (LS) using range and angular information simultaneously and Maximum Likelihood (ML) using only range information as the existing information fusion methods for possible application to Multi-Static sonar, we propose to employ ML using range and angular information. Assuming that each sensor can receive range and angular information, we conduct representative comparison experiments over the existing and proposed methods under various measurement noise scenarios. We also investigate the target positioning performance according to number of sensors, distance between transmitter and receiver. According to the experimental results, RMSE of the proposed ML with distance and direction information is found to be more superior to ML using distance alone and to LS in case distance between transmitter and receiver is longer and number of receiver is smaller.

SAMPLE ENTROPY IN ESTIMATING THE BOX-COX TRANSFORMATION

  • Rahman, Mezbahur;Pearson, Larry M.
    • Journal of the Korean Data and Information Science Society
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    • v.12 no.1
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    • pp.103-125
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    • 2001
  • The Box-Cox transformation is a well known family of power transformation that brings a set of data into agreement with the normality assumption of the residuals and hence the response variable of a postulated model in regression analysis. This paper proposes a new method for estimating the Box-Cox transformation using maximization of the Sample Entropy statistic which forces the data to get closer to normal as much as possible. A comparative study of the proposed procedure with the maximum likelihood procedure, the procedure via artificial regression estimation, and the recently introduced maximization of the Shapiro-Francia W' statistic procedure is given. In addition, we generate a table for the optimal spacings parameter in computing the Sample Entropy statistic.

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Sequences and Phylogenic Analysis of Squid New Kinesin Superfamily Proteins (KIFs) (오징어과의 Kinesin Superfamily Proteins (KIFs)의 유전자분석 및 계통분석)

  • Kim, Sang-Jin;Seog, Dae-Hyun
    • Journal of Life Science
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    • v.22 no.3
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    • pp.293-297
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    • 2012
  • The movement of vesicles from the neuronal cell body to specific destinations requires molecular motors. The squid giant axon represents a powerful model for studies of the axonal transport mechanism because the axoplasm can readily be separated from the sheath by simple extrusion. In a previous study, vesicular movements in the axoplasm of the squid giant axon were inhibited by the kinesin antibody. In the present study, we cloned and sequenced the cDNAs for squid brain KIFs. Amplification of the conserved nucleotide sequences of the motor domain by polymerase chain reaction (PCR) using first-strand cDNAs of the squid optic lobe identified six new KIF proteins. Motif analysis of the motor domains revealed that the squid KIFs are homologous to the consensus sequences of the mouse KIFs. The phylogenetic tree generated by using the maximum parsimony (MP) method, the neighbor-joining (NJ) method, the minimum evolution (ME) method, and the maximum likelihood (ML) method showed that squid KIFs are closest to mouse KIFs. These data prove the phylogenetic relationships between squid KIFs and mouse ones.

Development of Fragility Curves for Seismic Stability Evaluation of Cut-slopes (지진에 대한 안전성 평가를 위한 깎기비탈면의 취약도 곡선 작성)

  • Park, Noh-Seok;Cho, Sung-Eun
    • Journal of the Korean Geotechnical Society
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    • v.33 no.7
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    • pp.29-41
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    • 2017
  • There are uncertainties about the seismic load caused by seismic waves, which cannot be predicted due to the characteristics of the earthquake occurrence. Therefore, it is necessary to consider these uncertainties by probabilistic analysis. In this paper, procedures to develop a fragility curve that is a representative method to evaluate the safety of a structure by stochastic analysis were proposed for cut slopes. Fragility curve that considers uncertainties of soil shear strength parameters was prepared by Monte Carlo Simulation using pseudo static analysis. The fragility curve considering the uncertainty of the input ground motion was developed by performing time-history seismic analysis using selected 30 real ground input motions and the Newmark type displacement evaluation analysis. Fragility curves are represented as the cumulative probability distribution function with lognormal distribution by using the maximum likelihood estimation method.

A Bayesian Extreme Value Analysis of KOSPI Data (코스피 지수 자료의 베이지안 극단값 분석)

  • Yun, Seok-Hoon
    • The Korean Journal of Applied Statistics
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    • v.24 no.5
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    • pp.833-845
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    • 2011
  • This paper conducts a statistical analysis of extreme values for both daily log-returns and daily negative log-returns, which are computed using a collection of KOSPI data from January 3, 1998 to August 31, 2011. The Poisson-GPD model is used as a statistical analysis model for extreme values and the maximum likelihood method is applied for the estimation of parameters and extreme quantiles. To the Poisson-GPD model is also added the Bayesian method that assumes the usual noninformative prior distribution for the parameters, where the Markov chain Monte Carlo method is applied for the estimation of parameters and extreme quantiles. According to this analysis, both the maximum likelihood method and the Bayesian method form the same conclusion that the distribution of the log-returns has a shorter right tail than the normal distribution, but that the distribution of the negative log-returns has a heavier right tail than the normal distribution. An advantage of using the Bayesian method in extreme value analysis is that there is nothing to worry about the classical asymptotic properties of the maximum likelihood estimators even when the regularity conditions are not satisfied, and that in prediction it is effective to reflect the uncertainties from both the parameters and a future observation.

DIFFERENTIAL LEARNING AND ICA

  • Park, Seungjin
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 2003.09a
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    • pp.162-165
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    • 2003
  • Differential learning relies on the differentiated values of nodes, whereas the conventional learning depends on the values themselves of nodes. In this paper, I elucidate the differential learning in the framework maximum likelihood learning of linear generative model with latent variables obeying random walk. I apply the idea of differential learning to the problem independent component analysis(ICA), which leads to differential ICA. Algorithm derivation using the natural gradient and local stability analysis are provided. Usefulness of the algorithm is emphasized in the case of blind separation of temporally correlated sources and is demonstrated through a simple numerical example.

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A case study on RAM analysis for a military full-tracked armored vehicle using a statistical method (통계기법을 이용한 무한궤도형 군용 장갑차량의 신뢰성, 가용성 및 정비성 분석 사례 연구)

  • 김상원
    • Korean Management Science Review
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    • v.11 no.1
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    • pp.117-128
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    • 1994
  • This paper describes a case study on the analysis of RAM(Reliability, Availability, and Maintainability) factors obtained from the Endurance-Test for a military full-tracked armored vehicle. In analysing RAM factors of the vehicle we used such a statistical technique as method of Maximum-Likelihood for estimating parameters.

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