• Title/Summary/Keyword: Underlying distribution

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Robust confidence interval for random coefficient autoregressive model with bootstrap method (붓스트랩 방법을 적용한 확률계수 자기회귀 모형에 대한 로버스트 구간추정)

  • Jo, Na Rae;Lim, Do Sang;Lee, Sung Duck
    • The Korean Journal of Applied Statistics
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    • v.32 no.1
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    • pp.99-109
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    • 2019
  • We compared the confidence intervals of estimators using various bootstrap methods for a Random Coefficient Autoregressive(RCA) model. We consider a Quasi score estimator and M-Quasi score estimator using Huber, Tukey, Andrew and Hempel functions as bounded functions, that do not have required assumption of distribution. A standard bootstrap method, percentile bootstrap method, studentized bootstrap method and hybrid bootstrap method were proposed for the estimations, respectively. In a simulation study, we compared the asymptotic confidence intervals of the Quasi score and M-Quasi score estimator with the bootstrap confidence intervals using the four bootstrap methods when the underlying distribution of the error term of the RCA model follows the normal distribution, the contaminated normal distribution and the double exponential distribution, respectively.

A P2P Content Distribution Method Using Virtual Location in MANET (MANET에서 가상위치를 이용한 P2P 데이터 배포 방법)

  • Ko, Seok-Kap;Oh, Seung-Hun;Kim, Young-Han
    • Journal of the Institute of Electronics Engineers of Korea TC
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    • v.46 no.5
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    • pp.139-145
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    • 2009
  • Recently P2P (Peer-to-Peer) networks and applications have been expanded to various field. However, because the construction of P2P network did not influence a underlying network topology or property, it may be inefficient. Especially, this inefficiency is more serious in MANET because MANET has narrow bandwidth and energy constraint. When we use a proactive routing protocol in MANET, we can know hop counts between two nodes. And, we can construct a P2P overlay network using this hop count information. However, In case of using hop count only, we can avoid a interference path selection problem and a zig-zag problem. We propose a method of improving P2P contents distribution using virtual positions. We calculate virtual positions from hop counts using the trigonometry. This method solves a interference path selection problem and a zig-zag problem. This method also allows a P2P network to influence underlying network topology. We adopt this method to a network which uses a virtual geographic routing, a proactive routing protocol, or a reactive routing protocol. We show that our proposed methods improve P2P contents distribution performance over MANET through a simulation.

Analysis of Software Reliability Growth Model with Gamma Family Distribution (감마족 분포를 이용한 소프트웨어 신뢰 성장 모형의 분석)

  • Kan, Kwang-Hyun;Jang, Byeong-Ok;Kim, Hee-Cheul
    • Journal of IKEEE
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    • v.9 no.2 s.17
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    • pp.143-151
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    • 2005
  • Finite failure NHPP models proposed in the literature exhibit is either constant, monotonic increasing or monotonic decreasing failure occurrence rates per fault. For the sake of proposing shape parameter of the Gamma family distribution, used the special pattern. Data set, where the underlying failure process could not be adequately described by the knowing models, which motivated the development of the Gamma or Weibull model and Gompertz model. Analysis of failure data set that led us to the Gamma or Weibull model and Gompertz model using arithmetic and Laplace trend tests, bias tests was presented in this Paper.

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Natural gas hydrates in the eastern deep-water Ulleung Basin (동부 심해 울릉분지의 천연가스 하이드레이트)

  • Ryu, Byong-Jae;Kim, Ji-Hoon;Chung, Bu-Heung;Lee, Young-Joo
    • 한국신재생에너지학회:학술대회논문집
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    • 2008.05a
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    • pp.610-612
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    • 2008
  • Piston cores retrieved from the eastern part of the deep-water Ulleung Basin were analyzed to access the potential of hydrocarbon gas generation and natural gas hydrate (NGH) formation. Seismic data acquired in the study area were also analyzed to determine the presence of hydrocarbon gas and/or NGH, and to map their distribution. Core analyses revealed high total organic carbon (TOC) contents which favor hydrocarbon generation. The cores recovered from the southern study area showed the sufficient residual hydrocarbon gas concentrations for the formation of significant NGH. These cores also showed the cracks developed parallel to the bedding that suggest significant gas content in situ. A number of seismic blanking zones were observed on seismic data. They are identified as vertical to sub-vertical chimneys caused by the upward migration of pore fluid or gas, and containing of free gas and/or NGH. Often, they are associated with velocity pull-up structures that are interpreted to be the result of high-velocity NGH. The seismic data also showed several bottom-simulating reflectors (BSRs) that are associated with overlying NGH and underlying free gas. The distribution of blanking zones and BSRs would be impacted by the lateral differences of upward methane fluxes.

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Re-Transformation of Power Transformation for ARMA(p, q) Model - Simulation Study (ARMA(p, q) 모형에서 멱변환의 재변환에 관한 연구 - 모의실험을 중심으로)

  • Kang, Jun-Hoon;Shin, Key-Il
    • The Korean Journal of Applied Statistics
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    • v.28 no.3
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    • pp.511-527
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    • 2015
  • For time series analysis, power transformation (especially log-transformation) is widely used for variance stabilization or normalization for stationary ARMA(p, q) model. A simple and naive back transformed forecast is obtained by taking the inverse function of expectation. However, this back transformed forecast has a bias. Under the assumption that the log-transformed data is normally distributed. The unbiased back transformed forecast can be obtained by the expectation of log-normal distribution; consequently, the property of this back transformation was studied by Granger and Newbold (1976). We investigate the sensitivity of back transformed forecasts under several different underlying distributions using simulation studies.

Distribution and Vertical Structures of Water Masses around the Antarctic Continental Margin

  • Kim, Seong-Joong;Lee, Bang-Yong
    • Ocean and Polar Research
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    • v.27 no.3
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    • pp.277-288
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    • 2005
  • Spatial distribution and vertical structures of water masses around the Antarctic continental margin are described using synthesized hydrographic data. Antarctic Surface Water (AASW) over the shelf regime is distinguished from underlying other water masses by the cut-off salinity, varying from approximately 34.35 to 34.45 around Antarctica. Shelf water, characterized by salinity greater than the cut-off salinity and potential temperature less than $-17^{\circ}C$, is observed on the Ross Sea, off George V Land, off Wilkes Land, the Amery Basin, and the Weddell Sea, but in some shelves AASW occupies the entire shelf. Lower Circumpolar Deep Water is present everywhere around the Antarctic oceanic regime and in some places it mixes with Shelf Water, producing Antarctic Slope Front Water (ASFW). ASFW, characterized by potential temperature less than about $0^{\circ}C$ and greater than $-17^{\circ}C$, and salinity greater than the cut-off salinity, is found everywhere around Antarctica except in the Bellingshausen-Amundsen sector. The presence of different water masses over the Antarctic shelves and shelf edges produces mainly three types of water mass stratifications: no significant meridional property gradient in the Bellingshausen and Amundsen Seas, single property gradient where ASFW presents, and a V-shaped front where Shelf Water exists.

Multispecies Interactions in Biofilms and Implications to Safety of Drinking Water Distribution System

  • Reuben, Rine Christopher;Roy, Pravas Chandra;Sarkar, Shovon Lal;Ha, Sang-Do;Jahid, Iqbal Kabir
    • Microbiology and Biotechnology Letters
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    • v.47 no.4
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    • pp.473-486
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    • 2019
  • In the aquatic environment, microorganisms are predominantly organized as biofilms. Biofilms are formed by the aggregation of microbial cells and are surrounded by a matrix of extracellular polymeric substances (EPS) secreted by the microbial cells. Biofilms are attached to various surfaces, such as the living tissues, indwelling medical devices, and piping of the industrial potable water system. Biofilms formed from a single species has been extensively studied. However, there is an increased research focus on multispecies biofilms in recent years. It is important to assess the microbial mechanisms underlying the regulation of multispecies biofilm formation to determine the drinking water microbial composition. These mechanisms contribute to the predominance of the best-adapted species in an aquatic environment. This review focuses on the interactions in the multispecies biofilms, such as coaggregation, co-metabolism, cross-species protection, jamming of quorum sensing, lateral gene transfer, synergism, and antagonism. Further, this review explores the dynamics and the factors favoring biofilm formation and pathogen transmission within the drinking water distribution systems. The understanding of the physiology and biodiversity of microbial species in the biofilm may aid in the development of novel biofilm control and drinking water disinfection processes.

South Korean Consumers' Experiences and Underlying Shopping Mechanism of Black Friday

  • LEE, Jin Suk;CHUN, Seungwoo;CHOI, Jayoung
    • Journal of Distribution Science
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    • v.17 no.11
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    • pp.63-72
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    • 2019
  • Purpose: Black Friday is a globally used as a promotion event. A lot of South Korean retailers also have used it as their promotion concepts. But South Korean Consumers' response to Black Friday has never been investigated academically. This study examined Black Friday shopping of South Korean consumers, including experiences, perceptions, motives and shopping mechanism. Research design, data and methodology: To verify the purposes of this research, a survey was conducted with 462 participants. This study analyzed descriptive features of experiences, perceptions and motives and developed and tested the model of shopping mechanism. Results: South Korean consumers perceive Black Friday as one of the credible marketing tactics offering a big price discount. They have generally positive perceptions and shopping experiences toward Black Friday. The key motive of Black Friday shopping is for saving cost. In addition, for South Korean consumers, perceived deal value, perceived innovativeness, saving cost motive and fun motive are important antecedents of shopping on Black Friday, and attitude toward Black Friday plays a mediating role between antecedents and shopping behavior. Conclusions: The findings of this study provide practical and theoretical insight to understand the impact of Black Friday in South Korea.

Probabilistic structural damage detection approaches based on structural dynamic response moments

  • Lei, Ying;Yang, Ning;Xia, Dandan
    • Smart Structures and Systems
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    • v.20 no.2
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    • pp.207-217
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    • 2017
  • Because of the inevitable uncertainties such as structural parameters, external excitations and measurement noises, the effects of uncertainties should be taken into consideration in structural damage detection. In this paper, two probabilistic structural damage detection approaches are proposed to account for the underlying uncertainties in structural parameters and external excitation. The first approach adopts the statistical moment-based structural damage detection (SMBDD) algorithm together with the sensitivity analysis of the damage vector to the uncertain parameters. The approach takes the advantage of the strength SMBDD, so it is robust to measurement noise. However, it requests the number of measured responses is not less than that of unknown structural parameters. To reduce the number of measurements requested by the SMBDD algorithm, another probabilistic structural damage detection approach is proposed. It is based on the integration of structural damage detection using temporal moments in each time segment of measured response time history with the sensitivity analysis of the damage vector to the uncertain parameters. In both approaches, probability distribution of damage vector is estimated from those of uncertain parameters based on stochastic finite element model updating and probabilistic propagation. By comparing the two probability distribution characteristics for the undamaged and damaged models, probability of damage existence and damage extent at structural element level can be detected. Some numerical examples are used to demonstrate the performances of the two proposed approaches, respectively.

Forecasting for a Credit Loan from Households in South Korea

  • Jeong, Dong-Bin
    • The Journal of Industrial Distribution & Business
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    • v.8 no.4
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    • pp.15-21
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    • 2017
  • Purpose - In this work, we examined the causal relationship between credit loans from households (CLH), loan collateralized with housing (LCH) and an interest of certificate of deposit (ICD) among others in South Korea. Furthermore, the optimal forecasts on the underlying model will be obtained and have the potential for applications in the economic field. Research design, data, and methodology - A total of 31 realizations sampled from the 4th quarter in 2008 to the 4th quarter in 2016 was chosen for this research. To achieve the purpose of this study, a regression model with correlated errors was exploited. Furthermore, goodness-of-fit measures was used as tools of optimal model-construction. Results - We found that by applying the regression model with errors component ARMA(1,5) to CLH, the steep and lasting rise can be expected over the next year, with moderate increase of LCH and ICD. Conclusions - Based on 2017-2018 forecasts for CLH, the precipitous and lasting increase can be expected over the next two years, with gradual rise of two major explanatory variables. By affording the assumption that the feedback among variables can exist, we can, in the future, consider more generalized models such as vector autoregressive model and structural equation model, to name a few.