• 제목/요약/키워드: Statistic approach

검색결과 146건 처리시간 0.025초

Deciding a sampling length for estimating the parameters in Geometric Brownian Motion

  • Song, Jun-Mo
    • Journal of the Korean Data and Information Science Society
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    • 제22권3호
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    • pp.549-553
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    • 2011
  • In this paper, we deal with the problem of deciding the length of data for estimating the parameters in geometric Brownian motion. As an approach to this problem, we consider the change point test and introduce simple test statistic based on the cumulative sum of squares test (cusum test). A real data analysis is performed for illustration.

Order identification of transfer function-noise model

  • Park, Seongju;Bae, Hankyung;Huh, Kyungmoo
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1992년도 한국자동제어학술회의논문집(국제학술편); KOEX, Seoul; 19-21 Oct. 1992
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    • pp.164-169
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    • 1992
  • Classical methods for estimating transfer function models have not always been successful. A statistic approach to the identification of transfer function models which is corrupted by disturbances or noise is presented. The estimated impulse response is obtained from the autocorrelation function and cross correlation function between the measured input and output. Several data analysis tools such as R- , S- and GPAC array for the estimated impulse response give us pretty clear information on the order of transfer function models.

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Bayesian Prediction Inference for Censored Pareto Model

  • Ko, Jeong-Hwan;Kim, Young-Hoon
    • Journal of the Korean Data and Information Science Society
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    • 제10권1호
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    • pp.147-154
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    • 1999
  • Using a noninformative prior and an inverted gamma prior, the Bayesian predictive density and the prediction intervals for a future observation or the p - th order statistic of n' future observations from the censord Pareto model have been obtained. In additions, numerical examples are given in order to illustrate the proposed predictive procedure.

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효율적인 RDBMS 기반 XML Transformation을 위한 XML Data Statistics의 확장 (Extension of XML Data Statistics for efficient XML transformation based RDBMS)

  • 이유진;차재혁;오성교;이성연
    • 한국정보과학회:학술대회논문집
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    • 한국정보과학회 2004년도 봄 학술발표논문집 Vol.31 No.1 (B)
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    • pp.214-216
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    • 2004
  • XML 문서에 대한 데이터의 통계 정보는 XML 어플리케이션에 유용하다. 특히 XML 어플리케이션에 대해 RDBMS 테이블 형U로 유도하는 방법 중 cost-based approach를 적용할 때 다양한 Schema 변환 중 어플리케이션에 가장 적합한 것을 선택하는 데 사용한다. 본 논문에서는 정차한 통계 정보를 모으기 위해 Shared type과 변환 과정에 생기는 잠재적인 Shared type에 대해 해결한 X2R System을 개발하였고. 효율적으로 통계를 유지하도록 하였다.

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Fuzzy Based Approach for the Safety Assessment of Human Body under ELF EM field Considering Power System States

  • Kim, Sang C.;Kim, Doo H.
    • 한국산업안전학회:학술대회논문집
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    • 한국안전학회 1997년도 추계 학술논문발표회 논문집
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    • pp.117-122
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    • 1997
  • This paper presents a study on the fuzzy based approach for the safety assessment of human body under ELF electric and magnetic(EM) field considering power system states. The analysis of ELF EM field based on quasi-static method is introduced. UP to the present, the analysis of ELF EM field has been conducted with the consideration of one transmission line, or a power line model only In this paper, however, the power system is included to model the expected and/or unexpected uncertainty caused by the load fluctuation and parameter changes and the states are classified into two types, normal state resulting from normal operation and emergency state from outages. In order to analyze the uncertainty in the normal state, the Monte Carlo Simulation, a statistic approach was introduced and line current and bus voltage distribution are calculated by a contingency analysis method, in the emergency state. To access the safety of human body, the approach based on fuzzy linguistic variable is adopted to overcome the shortcomings of the assessment by a crisp set concept. In order to validate the usefulness of the approach suggested herein, the case study using a sample system with 765(kV) was done. The results are presented and discussed.

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쌍체비교와 독립비교에 대한 통계적인 고찰 (A Statistical Approach to Paired versus Group Comparisons)

  • 김태민;김상부
    • 응용통계연구
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    • 제19권2호
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    • pp.231-240
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    • 2006
  • 일반적으로 쌍체 비교(paired comparison 또는 paired t test)가 효과적인 쌍으로의 구획을 통하여 소위 독립비교(group comparison)라고 일컫는 독립 이표본 t 검정(two-sample t test)보다 정밀한 결과를 제공하는 것으로 알려져 있다. 본 논문에서는 이와 같은 사실을 통계적으로 됫받침하기 위하여 두 방법의 정밀도를 보다 정량적으로 비교하였다. 독립 비교와 쌍체 비교가 각각 일원배치법과 이원배치법 (특히, 임의화 블록 설계법)의 특수한 경우이므로 각각에 상응하는 신뢰구간의 길이의 비로 정의된 비교 통계량은 분산분석의 통계량으로 표현된다. 다시 말해서, 이 통계량은 t 와 F 분포함수로 표현되므로 쉽게 독립비교와 쌍체비교의 정밀도를 비교할 수 있다. 실제로, 자주 쓰이는 유의수준에서는 쌍체표본 내에 구획 간의 유의한 변동이 있으면 쌍체비교가 독립비교보다 정밀할 가능성이 더 높다.

랜덤포레스트를 이용한 기상 환경에 따른 이상기온 분류 (Classification Abnormal temperatures based on Meteorological Environment using Random forests)

  • 김윤수;송광윤;장인홍
    • 통합자연과학논문집
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    • 제17권1호
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    • pp.1-12
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    • 2024
  • Many abnormal climate events are occurring around the world. The cause of abnormal climate is related to temperature. Factors that affect temperature include excessive emissions of carbon and greenhouse gases from a global perspective, and air circulation from a local perspective. Due to the air circulation, many abnormal climate phenomena such as abnormally high temperature and abnormally low temperature are occurring in certain areas, which can cause very serious human damage. Therefore, the problem of abnormal temperature should not be approached only as a case of climate change, but should be studied as a new category of climate crisis. In this study, we proposed a model for the classification of abnormal temperature using random forests based on various meteorological data such as longitudinal observations, yellow dust, ultraviolet radiation from 2018 to 2022 for each region in Korea. Here, the meteorological data had an imbalance problem, so the imbalance problem was solved by oversampling. As a result, we found that the variables affecting abnormal temperature are different in different regions. In particular, the central and southern regions are influenced by high pressure (Mainland China, Siberian high pressure, and North Pacific high pressure) due to their regional characteristics, so pressure-related variables had a significant impact on the classification of abnormal temperature. This suggests that a regional approach can be taken to predict abnormal temperatures from the surrounding meteorological environment. In addition, in the event of an abnormal temperature, it seems that it is possible to take preventive measures in advance according to regional characteristics.

금융시장 전염 동적 검정 (Dynamic analysis of financial market contagion)

  • 이희수;김태윤
    • 응용통계연구
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    • 제29권1호
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    • pp.75-83
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    • 2016
  • 본 연구에서는 금융시장 통합화에 따른 금융 시장 전염을 생물학적 전염개념에 기초하여 분석하는 검정 방법론을 제시하였다. 금융 시장 통합화를 측정하기 위하여 U-통계량을 사용하였고, 금융 시장 전염 검정을 위하여 단일방정식 오차수정 모형을 중심으로 잠재 요인모형, 분위수 회귀모형과 런검정을 사용하였다. 시뮬레이션결과 단일방정식 오차수정 모형이 자기상관을 갖는 오차항을 포함한 선형 회귀모형에서 비교적 높은 수준의 적합도를 일관성 있게 보여 주고 있다.

의료보건을 위한 의료정보처리에 관한 연구 (A Syudy on the Biomedical Information Processing for Biomedicine and Healthcare)

  • 정현철;박병전;배상현
    • 통합자연과학논문집
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    • 제2권4호
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    • pp.243-251
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    • 2009
  • This paper surveys some researches to accomplish on bioinformatics. These researches wish to propose a database architecture combining a general view of bioinformatics data as a graph of data objects and data relationships, with the efficiency and robustness of data management and query provided by indexing and generic programming techniques. Here, these invert the role of the index, and make it a first-class citizen in the query language. It is possible to do this in a structured way, allowing users to mention indexes explicitly without yielding to a procedural query model, by converting functional relations into explicit functions. In the limit, the database becomes a graph, in which the edges are these indexes. Function composition can be specified either explicitly or implicitly as path queries. The net effect of the inversion is to convert the database into a hyperdatabase: a database of databases, connected by indexes or functions. The inversion approach was motivated by their work in biological databases, for which hyperdatabases are a good model. The need for a good model has slowed progress in bioinformatics.

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A New Battery Approach to Wind Generation System in Frequency Control Market

  • Nguyen, Minh Y.;Nguyen, Dinh Hung;Yoon, Yong Tae
    • Journal of Electrical Engineering and Technology
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    • 제8권4호
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    • pp.667-674
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    • 2013
  • Wind power producers face many regulation costs in deregulated environment, which remarkably lowers the value of wind power in comparison with conventional sources. One of these costs is associated with the real-time variation of power output and being paid in frequency control market according to the variation band. This paper presents a new approach to coordination of battery energy storage in wind generation system for reducing the payment in frequency control market. The approach depends on the statistic data of wind generation and the prediction of frequency control market price to determine the optimal variation band which is then kept by the real-time charging and discharging of batteries, ultimately the minimum cost of frequency regulation can be obtained. The optimization problem is formulated as trade-off between the decrease in the regulation payment and the increase in the cost of using battery, and vice versus. The approach is applied to a study case and the results of simulation show its effectiveness.