• Title/Summary/Keyword: Parametric Estimation

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Reliability Estimation of Static Design Methods for Driven Steel Pipe Piles in Korea (국내 항타강관말뚝 설계법의 신뢰성평가)

  • Huh, Jung-Won;Park, Jae-Hyun;Kim, Kyung-Jun;Lee, Ju-Hyung;Kwak, Ki-Seok
    • Journal of the Korean Geotechnical Society
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    • v.23 no.12
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    • pp.61-73
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    • 2007
  • As a part of Load and Resistance Factor Design(LRFD) code development in Korea, in this paper an intensive reliability analysis was performed to evaluate reliability levels of the two static bearing capacity methods for driven steel pipe piles adopted in Korean Standards for Structure Foundations by the representative reliability methods of First Order Reliability Method(FORM) and Monte Carlo Simulation(MCS). The resistance bias factors for the two static design methods were evaluated by comparing the representative measured bearing capacities with the design values. In determination of the representative bearing capacities of driven steel pipe piles, the 58 data sets of static load tests and soil property tests were collected and analyzed. The static bearing capacity formula and the Meyerhof method using N values were applied to the calculation of the expected design bearing capacity of the piles. The two representative reliability methods(FORM, MCS) based computer programs were developed to facilitate the reliability analysis in this study. Mean Value First Order Second Moment(MVFOSM) approach that provides a simple closed-form solution and two advanced methods of FORM and MCS were used to conduct the intensive reliability analysis using the resistance bias factor statistics obtained, and the results were then compared. In addition, a parametric study was conducted to identify the sensibility and the influence of the random variables on the reliability analysis under consideration.

AI-Based Object Recognition Research for Augmented Reality Character Implementation (증강현실 캐릭터 구현을 위한 AI기반 객체인식 연구)

  • Seok-Hwan Lee;Jung-Keum Lee;Hyun Sim
    • The Journal of the Korea institute of electronic communication sciences
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    • v.18 no.6
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    • pp.1321-1330
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    • 2023
  • This study attempts to address the problem of 3D pose estimation for multiple human objects through a single image generated during the character development process that can be used in augmented reality. In the existing top-down method, all objects in the image are first detected, and then each is reconstructed independently. The problem is that inconsistent results may occur due to overlap or depth order mismatch between the reconstructed objects. The goal of this study is to solve these problems and develop a single network that provides consistent 3D reconstruction of all humans in a scene. Integrating a human body model based on the SMPL parametric system into a top-down framework became an important choice. Through this, two types of collision loss based on distance field and loss that considers depth order were introduced. The first loss prevents overlap between reconstructed people, and the second loss adjusts the depth ordering of people to render occlusion inference and annotated instance segmentation consistently. This method allows depth information to be provided to the network without explicit 3D annotation of the image. Experimental results show that this study's methodology performs better than existing methods on standard 3D pose benchmarks, and the proposed losses enable more consistent reconstruction from natural images.

Experimental and numerical study on the structural behavior of Multi-Cell Beams reinforced with metallic and non-metallic materials

  • Yousry B.I. Shaheen;Ghada M. Hekal;Ahmed K. Fadel;Ashraf M. Mahmoud
    • Structural Engineering and Mechanics
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    • v.90 no.6
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    • pp.611-633
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    • 2024
  • This study intends to investigate the response of multi-cell (MC) beams to flexural loads in which the primary reinforcement is composed of both metallic and non-metallic materials. "Multi-cell" describes beam sections with multiple longitudinal voids separated by thin webs. Seven reinforced concrete MC beams measuring 300×200×1800 mm were tested under flexural loadings until failure. Two series of beams are formed, depending on the type of main reinforcement that is being used. A control RC beam with no openings and six MC beams are found in these two series. Series one and two are reinforced with metallic and non-metallic main reinforcement, respectively, in order to maintain a constant reinforcement ratio. The first crack, ultimate load, deflection, ductility index, energy absorption, strain characteristics, crack pattern, and failure mode were among the structural parameters of the beams under investigation that were documented. The primary variables that vary are the kind of reinforcing materials that are utilized, as well as the kind and quantity of mesh layers. The outcomes of this study that looked at the experimental and numerical performance of ferrocement reinforced concrete MC beams are presented in this article. Nonlinear finite element analysis (NLFEA) was performed with ANSYS-16.0 software to demonstrate the behavior of composite MC beams with holes. A parametric study is also carried out to investigate the factors, such as opening size, that can most strongly affect the mechanical behavior of the suggested model. The experimental and numerical results obtained demonstrate that the FE simulations generated an acceptable degree of experimental value estimation. It's also important to demonstrate that, when compared to the control beam, the MC beam reinforced with geogrid mesh (MCGB) decreases its strength capacity by a maximum of 73.33%. In contrast, the minimum strength reduction value of 16.71% is observed in the MC beams reinforced with carbon reinforcing bars (MCCR). The findings of the experiments on MC beams with openings demonstrate that the presence of openings has a significant impact on the behavior of the beams, as there is a decrease in both the ultimate load and maximum deflection.

A Study on Risk Parity Asset Allocation Model with XGBoos (XGBoost를 활용한 리스크패리티 자산배분 모형에 관한 연구)

  • Kim, Younghoon;Choi, HeungSik;Kim, SunWoong
    • Journal of Intelligence and Information Systems
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    • v.26 no.1
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    • pp.135-149
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    • 2020
  • Artificial intelligences are changing world. Financial market is also not an exception. Robo-Advisor is actively being developed, making up the weakness of traditional asset allocation methods and replacing the parts that are difficult for the traditional methods. It makes automated investment decisions with artificial intelligence algorithms and is used with various asset allocation models such as mean-variance model, Black-Litterman model and risk parity model. Risk parity model is a typical risk-based asset allocation model which is focused on the volatility of assets. It avoids investment risk structurally. So it has stability in the management of large size fund and it has been widely used in financial field. XGBoost model is a parallel tree-boosting method. It is an optimized gradient boosting model designed to be highly efficient and flexible. It not only makes billions of examples in limited memory environments but is also very fast to learn compared to traditional boosting methods. It is frequently used in various fields of data analysis and has a lot of advantages. So in this study, we propose a new asset allocation model that combines risk parity model and XGBoost machine learning model. This model uses XGBoost to predict the risk of assets and applies the predictive risk to the process of covariance estimation. There are estimated errors between the estimation period and the actual investment period because the optimized asset allocation model estimates the proportion of investments based on historical data. these estimated errors adversely affect the optimized portfolio performance. This study aims to improve the stability and portfolio performance of the model by predicting the volatility of the next investment period and reducing estimated errors of optimized asset allocation model. As a result, it narrows the gap between theory and practice and proposes a more advanced asset allocation model. In this study, we used the Korean stock market price data for a total of 17 years from 2003 to 2019 for the empirical test of the suggested model. The data sets are specifically composed of energy, finance, IT, industrial, material, telecommunication, utility, consumer, health care and staple sectors. We accumulated the value of prediction using moving-window method by 1,000 in-sample and 20 out-of-sample, so we produced a total of 154 rebalancing back-testing results. We analyzed portfolio performance in terms of cumulative rate of return and got a lot of sample data because of long period results. Comparing with traditional risk parity model, this experiment recorded improvements in both cumulative yield and reduction of estimated errors. The total cumulative return is 45.748%, about 5% higher than that of risk parity model and also the estimated errors are reduced in 9 out of 10 industry sectors. The reduction of estimated errors increases stability of the model and makes it easy to apply in practical investment. The results of the experiment showed improvement of portfolio performance by reducing the estimated errors of the optimized asset allocation model. Many financial models and asset allocation models are limited in practical investment because of the most fundamental question of whether the past characteristics of assets will continue into the future in the changing financial market. However, this study not only takes advantage of traditional asset allocation models, but also supplements the limitations of traditional methods and increases stability by predicting the risks of assets with the latest algorithm. There are various studies on parametric estimation methods to reduce the estimated errors in the portfolio optimization. We also suggested a new method to reduce estimated errors in optimized asset allocation model using machine learning. So this study is meaningful in that it proposes an advanced artificial intelligence asset allocation model for the fast-developing financial markets.

Effects of Motion Correction for Dynamic $[^{11}C]Raclopride$ Brain PET Data on the Evaluation of Endogenous Dopamine Release in Striatum (동적 $[^{11}C]Raclopride$ 뇌 PET의 움직임 보정이 선조체 내인성 도파민 유리 정량화에 미치는 영향)

  • Lee, Jae-Sung;Kim, Yu-Kyeong;Cho, Sang-Soo;Choe, Yearn-Seong;Kang, Eun-Joo;Lee, Dong-Soo;Chung, June-Key;Lee, Myung-Chul;Kim, Sang-Eun
    • The Korean Journal of Nuclear Medicine
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    • v.39 no.6
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    • pp.413-420
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    • 2005
  • Purpose: Neuroreceptor PET studies require 60-120 minutes to complete and head motion of the subject during the PET scan increases the uncertainty in measured activity. In this study, we investigated the effects of the data-driven head mutton correction on the evaluation of endogenous dopamine release (DAR) in the striatum during the motor task which might have caused significant head motion artifact. Materials and Methods: $[^{11}C]raclopride$ PET scans on 4 normal volunteers acquired with bolus plus constant infusion protocol were retrospectively analyzed. Following the 50 min resting period, the participants played a video game with a monetary reward for 40 min. Dynamic frames acquired during the equilibrium condition (pre-task: 30-50 min, task: 70-90 min, post-task: 110-120 min) were realigned to the first frame in pre-task condition. Intra-condition registrations between the frames were performed, and average image for each condition was created and registered to the pre-task image (inter-condition registration). Pre-task PET image was then co-registered to own MRI of each participant and transformation parameters were reapplied to the others. Volumes of interest (VOI) for dorsal putamen (PU) and caudate (CA), ventral striatum (VS), and cerebellum were defined on the MRI. Binding potential (BP) was measured and DAR was calculated as the percent change of BP during and after the task. SPM analyses on the BP parametric images were also performed to explore the regional difference in the effects of head motion on BP and DAR estimation. Results: Changes in position and orientation of the striatum during the PET scans were observed before the head motion correction. BP values at pre-task condition were not changed significantly after the intra-condition registration. However, the BP values during and after the task and DAR were significantly changed after the correction. SPM analysis also showed that the extent and significance of the BP differences were significantly changed by the head motion correction and such changes were prominent in periphery of the striatum. Conclusion: The results suggest that misalignment of MRI-based VOI and the striatum in PET images and incorrect DAR estimation due to the head motion during the PET activation study were significant, but could be remedied by the data-driven head motion correction.

Impacts of R&D and Smallness of Scale on the Total Factor Productivity by Industry (R&D와 규모의 영세성이 산업별 총요소생산성에 미치는 영향)

  • Kim, Jung-Hwan;Lee, Dong-Ki;Lee, Bu-Hyung;Joo, Won
    • Asia-Pacific Journal of Business Venturing and Entrepreneurship
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    • v.2 no.4
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    • pp.71-102
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    • 2007
  • There were many comprehensive analyses conducted within the existing research activities wherein factors affecting technology progress including investment in R&D vis-${\Box}$-vis their influences act as the determinants of TFP. Note, however, that there were few comprehensive analysis in the industrial research performed regarding the impact of the economy of scale as it affects TFP; most of these research studies dealt with the analysis of the non -parametric Malmquist productivity index or used the stochastic frontier production function models. No comprehensive analysis on the impacts of individual independent variables affecting TFP was performed. Therefore, this study obtained the TFP increase rate of each industry by analyzing the factors of the existing growth accounting equation and comprehensively analyzed the TFP determinants by constructing a comprehensive analysis model considering the investment in R&D and economy of scale (smallness by industry) as the influencers of TFP by industry. First, for the TFP increase rate of the 15 industries as a whole, the annual average increase rate for 1993${\sim}$ 1997 was approximately 3.8% only; during 1999${\sim}$ 2000 following the foreign exchange crisis, however, the annual increase rate rose to approximately 7.8%. By industry, the annual average increase rate of TFP between 1993 and 2000 stood at 11.6%, the highest in the electrical and electronic equipment manufacturing business and IT manufacturing sector. In contrast, a -0.4% increase rate was recorded in the furniture and other product manufacturing sectors. In the case of the service industry, the TFP increase rate was 7.3% in the transportation, warehousing, and communication sectors. This is much higher than the 2.9% posted in the electricity, water, and gas sectors and -3.7% recorded in the wholesale, food, and hotel businesses. The results of the comprehensive analysis conducted on the determinants of TFP showed that the correlations between R&D and TFP in general were positive (+) correlations whose significance has yet to be validated; in the model where the self-employed and unpaid family workers were used as proxy variables indicating the smallness of industry out of the total number of workers, however, significant negative (-) correlations were noted. On the other hand, the estimation factors of variables surrogating the smallness of scale in each industry showed that a consistently high "smallness of scale" in an industry means a decrease in the increase rate of TFP in the same industry.

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