• Title/Summary/Keyword: Nonlinear Term

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An analysis of air apollution and daily mortality (대기중 총분진과 사망자수에 관한 분석)

  • Kim, Ho
    • The Korean Journal of Applied Statistics
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    • v.13 no.2
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    • pp.265-274
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    • 2000
  • Relationship between the daily mortality and total suspended particulate(TSP) for the period of 1996-1997 was examined in Seoul, Korea. Generalized additive model was adapted for the analysis to allow the seasonality and long-term time effect in the air pollution and the nonlinear relationships with weather variables such as air temperature and relative humidity. An increase of 100 Ji9/m') TSP corresponds to 0.8-5.2 percent increase of the daily mortality Unidirectional (prospective and retrospective) case-crossover design results in large bias of the estimates. Bidirectional method gives relatively unbiased estimates but the standard errors are larger Case-crossover design should be used with caution in the situation where the data have seasonal trends like air pollution study.

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EMD based hybrid models to forecast the KOSPI (코스피 예측을 위한 EMD를 이용한 혼합 모형)

  • Kim, Hyowon;Seong, Byeongchan
    • The Korean Journal of Applied Statistics
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    • v.29 no.3
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    • pp.525-537
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    • 2016
  • The paper considers a hybrid model to analyze and forecast time series data based on an empirical mode decomposition (EMD) that accommodates complex characteristics of time series such as nonstationarity and nonlinearity. We aggregate IMFs using the concept of cumulative energy to improve the interpretability of intrinsic mode functions (IMFs) from EMD. We forecast aggregated IMFs and residue with a hybrid model that combines the ARIMA model and an exponential smoothing method (ETS). The proposed method is applied to forecast KOSPI time series and is compared to traditional forecast models. Aggregated IMFs and residue provide a convenience to interpret the short, medium and long term dynamics of the KOSPI. It is also observed that the hybrid model with ARIMA and ETS is superior to traditional and other types of hybrid models.

Numerical Simulation of Two-Dimensional Shipping Water by Using a Simplified Model (단순화 모델에 의한 2차원 갑판침입수의 수치 시뮬레이션)

  • Kim, Yong J.;Kim, In C.
    • Journal of the Society of Naval Architects of Korea
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    • v.33 no.2
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    • pp.1-12
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    • 1996
  • Hydrodynamic characteristics of shipping water on deck are investigated by using a simplified two-dimensional model. Formulation of the shipping water on deck leads to a nonlinear hyperbolic system of equations based on the shallow-water wave theory. Time-domain solution of these equations are obtained numerically using a finite difference method which adopts predictor-corrector method for time-marching and 2nd upwind differencing method for convection term calculation. To confirm the validity of the present numerical method, we calculated some shallow-water wave problems accompanying a bore and compared the obtained results with the analytic solutions. We found good agreements between them. Though the calculation results of shipping water on deck, we show that the shipping water flows into the deck as a rarefying wave arid grows into a bore after colliding with a deck structure. Also we examined the effects of acceleration and slope of deck and found that they have significant influences on the flow of shipping water.

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Non-linear System Dynamics Simulation Modeling of Adolescent Obesity: Using Korea Youth Risk Behavior Web-based Survey (시스템다이내믹스를 활용한 청소년 비만의 비선형 시뮬레이션: 청소년 건강행태 온라인 조사 자료 활용)

  • Lee, Hanna;Park, Eun Suk;Yu, Jae Kook;Yun, Eun Kyoung
    • Journal of Korean Academy of Nursing
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    • v.45 no.5
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    • pp.723-732
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    • 2015
  • Purpose: The purpose of this study was to develop a system dynamics model for adolescent obesity in Korea that could be used for obesity policy analysis. Methods: On the basis of the casual loop diagram, a model was developed by converting to stock and flow diagram. The Vensim DSS 5.0 program was used in the model development. We simulated method of moments to the calibration of this model with data from The Korea Youth Risk Behavior Web-based Survey 2005 to 2013. We ran the scenario simulation. Results: This model can be used to understand the current adolescent obesity rate, predict the future obesity rate, and be utilized as a tool for controlling the risk factors. The results of the model simulation match well with the data. It was identified that a proper model, able to predict obesity probability, was established. Conclusion: These results of stock and flow diagram modeling in adolescent obesity can be helpful in development of obesity by policy planners and other stakeholders to better anticipate the multiple effects of interventions in both the short and the long term. In the future we suggest the development of an expanded model based on this adolescent obesity model.

Analysis of CFT Column-RC Flat Plate Interior Connections under Lateral Load (횡하중을 받는 CFT기둥-RC무량판 접합부의 해석연구)

  • Song, Jin-Kyu;Song, Ho-Bum;Oh, Sang-Won;Kim, Byung-Jo
    • Proceedings of the Korea Concrete Institute Conference
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    • 2008.11a
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    • pp.867-870
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    • 2008
  • Flat plate system has many advantages, story height reduction, a term of works shortening and changeableness of space, etc. However structures become a tendency of higher stories and when we use RC column, the size of column grow larger. For this reason the use of CFT column is increasing more and more. Accordingly, this study carried out the nonlinear finite element analysis. As a result of analysis moment strength of the connection increased but ductility decreased as the top reinforcement ratio in th effective width increased. And moment strength and ductility of the connection decreased as gravity load ratio decreased. In the case that shearhead length is not more than 0.27m, the effectiveness of shearhead length on the moment strength and ductility of the connection were small relatively to other variables. Initial stiffness and moment strength of connection increased as slab thickness increased

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The Lambert W Function in the Design of Minimum Mean Square-Error Quantizers for a Laplacian Source (램버트 W 함수를 사용한 라플라스 신호의 최소 평균제곱오차 양자화)

  • 송현정;나상신
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.27 no.6A
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    • pp.524-532
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    • 2002
  • This paper reports that the Lambert W function applies to a non-iterative design of minimum mean square-error scalar quantizers for a Laplacian source. Specifically, it considers a non-iterative design algorithm for optimum quantizers for a Laplacian source; it finds that the solution of the recursive nonlinear equation in the non-iterative design is elegantly expressed in term of the principal branch of the Lambert W function in a closed form; and it proves that the non-iterative algorithm applies only to exponential or Laplacian sources. The contribution of the paper is in the reduction of the time needed for the design and the increased accuracy in resulting quantization points and thresholds, because the algorithm is non-iterative and the Lambert W function can be evaluated as accurately as desired. Also, numerical results show how optimal quantization distortion converges monotonically to the Panter-Dite constant and help derive an approximation formula for the key parameters of optimum quantizers.

Indirect Kalman Filter based Sensor Fusion for Error Compensation of Low-Cost Inertial Sensors and Its Application to Attitude and Position Determination of Small Flying robot (저가 관성센서의 오차보상을 위한 간접형 칼만필터 기반 센서융합과 소형 비행로봇의 자세 및 위치결정)

  • Park, Mun-Soo;Hong, Suk-Kyo
    • Journal of Institute of Control, Robotics and Systems
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    • v.13 no.7
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    • pp.637-648
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    • 2007
  • This paper presents a sensor fusion method based on indirect Kalman filter(IKF) for error compensation of low-cost inertial sensors and its application to the determination of attitude and position of small flying robots. First, the analysis of the measurement error characteristics to zero input is performed, focusing on the bias due to the temperature variation, to derive a simple nonlinear bias model of low-cost inertial sensors. Moreover, from the experimental results that the coefficients of this bias model possess non-deterministic (stochastic) uncertainties, the bias of low-cost inertial sensors is characterized as consisting of both deterministic and stochastic bias terms. Then, IKF is derived to improve long term stability dominated by the stochastic bias error, fusing low-cost inertial sensor measurements compensated by the deterministic bias model with non-inertial sensor measurement. In addition, in case of using intermittent non-inertial sensor measurements due to the unreliable data link, the upper and lower bounds of the state estimation error covariance matrix of discrete-time IKF are analyzed by solving stochastic algebraic Riccati equation and it is shown that they are dependant on the throughput of the data link and sampling period. To evaluate the performance of proposed method, experimental results of IKF for the attitude determination of a small flying robot are presented in comparison with that of extended Kaman filter which compensates only deterministic bias error model.

Estimation of Korean LNG Price Allowing a Structural Change (구조변화를 고려한 한국의 LNG 가격 추정)

  • Cho, Hong Chong;Han, Wonhee
    • Environmental and Resource Economics Review
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    • v.24 no.4
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    • pp.679-708
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    • 2015
  • Almost all of natural gas demand in Korea is currently met by overseas LNG imports. More than 80% of LNG is imported through the mid to long-term contracts with oil-linked pricing. Despite LNG price estimation provides valuable information with various interested parties, an empirical study as well as an econometric model on LNG price hasn't yet been available in Korea. This paper therefore, aims at analyzing not only whether the long-run equilibrium relationship between oil prices and Korean LNG prices exists but also whether structural change occurred in such relationship. Further, it aims at building a conditional VECM taking account of a structural change. According to the final model, an oil price shock is passed through to the LNG prices in nonlinear and different manner from the past.

Two Axis Attitude Control System Design of Momentum Biased Satellite (모멘텀 바이어스 인공위성의 2축 자세제어 시스템 설계)

  • Lee, Seung-U;Seo, Hyeon-Ho
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.34 no.4
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    • pp.40-46
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    • 2006
  • It is required to develop a highly reliable attitude & orbit control system of satellite that is less expensive as the technology of satellite design & integration is recently matured dramatically. To accomodate this kind of needs, the two axis attitude control method for wheel-based momentum-biased satellite system whose momentum bias vector points to a certain direction(sun direction), is developed using simple but reliable sensors and actuator: three axis magnetometer and coarse sun sensor are used as sensors, and magnetic torque bars are used as actuator. Classical PD type controller design methodologies are applied on a satellite system for the two axis control with the proper assumptions. Nonlinear simulation results are included to demonstrate the long term stability and the performance of closed-loop system design results.

Development of Hedging Rule for Drought Management Policy Reflecting Risk Performance Criteria of Single Reservoir System (단일 저수지의 위험도 평가기준을 고려한 가뭄대비 Hedging Rule 개발)

  • Park, Myeong-Gi;Kim, Jae-Han;Jeong, Gwan-Su
    • Journal of Korea Water Resources Association
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    • v.35 no.5
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    • pp.501-510
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    • 2002
  • During drought or impending drought period, the reservoir operation method is required to incorporate demand-management policy rule. The objective of this study is focused to the development of demand reduction rule by incorporating hedging-effect for a single reservoir system. To improve the performance measure of the objective function and constraints, we could incorporate three risk performance criteria proposed by Hashimoto et al. (1982) by mixed-integer programming and also incorporate successive linear programming to overcome nonlinear hedging term from the previous study(Shih et al., 1994). To verify this model, this hedging rule was applied to the Daechung multi-purpose dam. As a result, we could evaluate optimal hedging parameters and monthly trigger volumes.