• 제목/요약/키워드: Minimum Variance

검색결과 467건 처리시간 0.026초

Factors Associated with Physical Activity among Chinese Immigrant Women (중국 이민여성의 신체활동 관련 요인)

  • Cho, Sung-Hye;Lee, Hyeonkyeong
    • Journal of Korean Academy of Nursing
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    • 제43권6호
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    • pp.760-769
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    • 2013
  • Purpose: This study was done to assess the level of physical activity among Chinese immigrant women and to determine the relationships of physical activity with individual characteristics and behavior-specific cognition. Methods: A cross-sectional descriptive study was conducted with 161 Chinese immigrant women living in Busan. A health promotion model of physical activity adapted from Pender's Health Promotion Model was used. Self-administered questionnaires were used to collect data during the period from September 25 to November 20, 2012. Using SPSS 18.0 program, descriptive statistics, t-test, analysis of variance, correlation analysis, and multiple regression analysis were done. Results: The average level of physical activity of the Chinese immigrant women was $1,050.06{\pm}686.47$ MET-min/week and the minimum activity among types of physical activity was most dominant (59.6%). As a result of multiple regression analysis, it was confirmed that self-efficacy and acculturation were statistically significant variables in the model (p<.001), with an explanatory power of 23.7%. Conclusion: The results indicate that the development and application of intervention strategies to increase acculturation and self-efficacy for immigrant women will aid in increasing the physical activity in Chinese immigrant women.

The Hedging Effectiveness of Shrimp Futures Contract and Futures Contract Design (새우 선물계약의 헤징유효성과 선물계약 설계)

  • Kang, Seok-Kyu
    • The Journal of Fisheries Business Administration
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    • 제41권1호
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    • pp.73-91
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    • 2010
  • The objective of this study is to examine the hedging effectiveness of shrimp futures market. Hedging effectiveness is measured by OLS model based on rolling windows. Analysis data are obtained from Kansai Commodities Exchange in Osaka and are weekly data of frozen shrimp futures and cash prices in the time period from July 9, 2003, to May 9, 2007. The empirical results are summarized as follows:First, the correlation coefficients between the nearby futures price changes and the cash(16/20) price changes are very low and have range from 0.141 to 0.208 values. Second, the minimum variance hedge ratios($\hat{\beta}$) are all statistically different from 0 at the 5% level and range from 0.0477 to 0.5039 values excluding Indian shrimps(26/30). Ex post hedging effectiveness, as measured by the coefficient of determination, $R^2$, is relatively very low and range from a low of 0.4% for west-south Indian shrimps(26/30) to a high 4.3% for Vietnamese shrimps(16/20). Third, ex ante hedging effectiveness, as measured by out-of-sample hedging period, is also very low and range from a low of -4.4% for west-south Indian shrimps(21/25) to a high of 3.4% for Vietnamese shrimps(16/20). This indicates that the shrimp futures market doesn't behave as risk management instrument of shrimp spot.

Observed Data Oriented Bispectral Estimation of Stationary Non-Gaussian Random Signals - Automatic Determination of Smoothing Bandwidth of Bispectral Windows

  • Sasaki, K.;Shirakata, T.
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2003년도 ICCAS
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    • pp.502-507
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    • 2003
  • Toward the development of practical methods for observed data oriented bispectral estimation, an automatic means for determining the smoothing bandwidth of bispectral windows is proposed, that can also provide an associated optimum bispectral estimate of stationary non-Gaussian signals, systematically only from an observed time series datum of finite length. For the conventional non-parametric bispectral estimation, the MSE (mean squared error) of the normalized estimate is reviewed under a certain mixing condition and sufficient data length, mainly from the viewpoint of the inverse relation between its bias and variance with respect to the smoothing bandwidth. Based on the fundamental relation, a systematic method not only for determining the bandwidth, but also for obtaining the optimum bispectral estimate is presented by newly introducing a MSE evaluation index of the estimate only from an observed time series datum of finite length. The effectiveness and fundamental features of the proposed method are illustrated by the basic results of numerical experiments.

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A Novel Covariance Matrix Estimation Method for MVDR Beamforming In Audio-Visual Communication Systems (오디오-비디오 통신 시스템에서 MVDR 빔 형성 기법을 위한 새로운 공분산 행렬 예측 방법)

  • You, Gyeong-Kuk;Yang, Jae-Mo;Lee, Jinkyu;Kang, Hong-Goo
    • The Journal of the Acoustical Society of Korea
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    • 제33권5호
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    • pp.326-334
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    • 2014
  • This paper proposes a novel covariance matrix estimation scheme for minimum variance distortionless response (MVDR) beamforming. By accurately tracking direction-of-sound source arrival (DoA) information using audio-visual sensors, the covariance matrix is efficiently estimated by adopting a variable forgetting factor. The variable forgetting factor is determined by considering signal-to-interference ratio (SIR). Experimental results verify that the performance of the proposed method is superior to that of the conventional one in terms of interference/noise reduction and speech distortion.

A Study on Correlation Interference Signal Cancellation Algorithm for Target Estimation in Multi Input Multi Output (다중 입력 다중 출력 배열 시스템에서 목표물 추정을 위한 상관성 간섭신호 제거 알고리즘 연구)

  • Lee, Kwan-Hyeong;Song, Woo-Young;Lee, Myeong-Ho
    • The Journal of the Institute of Internet, Broadcasting and Communication
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    • 제13권1호
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    • pp.89-93
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    • 2013
  • This paper is estimating a target direction of arrival with incident to receiver in spatial. This paper presented covariance using constraint matrix to correlation interference signal cancellation in multi input multi output array antennas system. we proposed a target direction of arrival estimation algorithm using cost function and minimum variance method. Through simulation, we were analysis a performance to compare general SPT-LCMV algorithm and proposal algorithm. We showed that proposal algorithm improve more target estimation than general SPT-LCMV algorithm in direction of arrival.

Reliability Analysis of Differential Settlement Using Stochastic FEM (추계론적 유한요소법을 이용한 지반의 부등침하 신뢰도 해석)

  • 이인모;이형주
    • Geotechnical Engineering
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    • 제4권3호
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    • pp.19-26
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    • 1988
  • A stochastic numerical model for predictions of differential settlement of foundation Eoils is developed in this Paper. The differential settlement is highly dependent on the spatial variability of elastic modulus of soil. The Kriging method is used to account for the spatial variability of the elastic modulus. This technique provides the best linear unbiased estimator of a parameter and its minimum variance from a limited number of measured data. The stochastic finite element method, employing the first-order second-moment analysis for computations of error Propagation, is used to obtain the means, ariances, and covariances of nodal displacements. Finally, a reliability model of differential settlement is proposed by using the results of the stochastic FEM analysis. It is found that maximum differential settlement occurs when the distance between two foundations is approximately same It with the scale of fluctuation in horizontal direction, and the probability that differential settlement exceeds the allot.able vague might be significant.

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Classification of ECG arrhythmia using Discrete Cosine Transform, Discrete Wavelet Transform and Neural Network (DCT, DWT와 신경망을 이용한 심전도 부정맥 분류)

  • Yoon, Seok-Joo;Kim, Gwang-Jun;Jang, Chang-Soo
    • The Journal of the Korea institute of electronic communication sciences
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    • 제7권4호
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    • pp.727-732
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    • 2012
  • This paper presents an approach to classify normal and arrhythmia from the MIT-BIH Arrhythmia Database using Discrete Cosine Transform(DCT), Discrete Wavelet Transform(DWT) and neural network. In the first step, Discrete Cosine Transform is used to obtain the representative 15 coefficients for input features of neural network. In the second step, Discrete Wavelet Transform are used to extract maximum value, minimum value, mean value, variance, and standard deviation of detail coefficients. Neural network classifies normal and arrhythmia beats using 55 numbers of input features, and then the accuracy rate is 98.8%.

Current Status of Refractory Dissolved Organic Carbon in the Nakdong River Basin (낙동강유역 난분해성 용존 유기탄소 배출 현황 분석)

  • Lee, Jeonghoon;Kim, Jungsun;Lee, Jae Kwan;Kang, Limseok;Kim, Sangdan
    • Journal of Korean Society on Water Environment
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    • 제28권4호
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    • pp.538-550
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    • 2012
  • This study suggests a general methodology which is designed for assessing RDOC behavior at the catchment scale by coupling properly a series of steam flow and water quality simulation models and actual monitoring data set. The modified TANK model in which a river routing function is incorporated to the conventional one is applied to simulate the long-term daily stream flow data, and the simulated stream flow data is combined with the 7-parameter log-linear model coupled to the minimum variance unbiased estimator to simulate the long-term daily water quality (BOD, COD and TOC) loads. Finally, the regression analysis between the usually monitored water quality data (BOD, COD and TOC) and RDOC is combined with the simulated water quality data to manifest the spatio-temporal variability of RDOC flux behavior at the Korean TMDL catchment scale.

The Development of Taguchi and Response Surface Method Combined Model (Taguchi-RSM 통합모델 제시)

  • Ree, Sang-Bok;Kim, Youn-Soo;Yoon, Sang-Woon
    • IE interfaces
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    • 제23권3호
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    • pp.257-263
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    • 2010
  • Taguchi defined a good quality as 'A correspondence of product characteristic's expected value to the objective value satisfying the minimum variance condition.' For his good quality, he suggested Taguchi Method which is called Robust design which is irrelevant to the effect of these noise factors. Taguchi Method which has many success examples and which is used by many manufacturing industry. But Optimal solution of Taguchi Method is one among the experiments which is not optimal area of experiment point. On the other hand, Response Surface Method (RSM) which has advantage to find optimal solution area experiments points by approximate polynomial regression. But Optimal of RSM is depended on initial point and RSM can not use many factors because of a great many experiment. In this paper, we combine the Taguchi Method and the Response Surface Method with each advantage which is called Taguchi-RSM. Taguchi-RSM has two step, first step to find first solution by Taguchi Method, second step to find optimal solution by RSM with initial point as first step solution. We give example using catapults.

A Modi ed Entropy-Based Goodness-of-Fit Tes for Inverse Gaussian Distribution (역가우스분포에 대한 변형된 엔트로피 기반 적합도 검정)

  • Choi, Byung-Jin
    • The Korean Journal of Applied Statistics
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    • 제24권2호
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    • pp.383-391
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    • 2011
  • This paper presents a modified entropy-based test of fit for the inverse Gaussian distribution. The test is based on the entropy difference of the unknown data-generating distribution and the inverse Gaussian distribution. The entropy difference estimator used as the test statistic is obtained by employing Vasicek's sample entropy as an entropy estimator for the data-generating distribution and the uniformly minimum variance unbiased estimator as an entropy estimator for the inverse Gaussian distribution. The critical values of the test statistic empirically determined are provided in a tabular form. Monte Carlo simulations are performed to compare the proposed test with the previous entropy-based test in terms of power.