• Title/Summary/Keyword: Variance Reduction Method

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Importance sampling with splitting for portfolio credit risk

  • Kim, Jinyoung;Kim, Sunggon
    • Communications for Statistical Applications and Methods
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    • v.27 no.3
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    • pp.327-347
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    • 2020
  • We consider a credit portfolio with highly skewed exposures. In the portfolio, small number of obligors have very high exposures compared to the others. For the Bernoulli mixture model with highly skewed exposures, we propose a new importance sampling scheme to estimate the tail loss probability over a threshold and the corresponding expected shortfall. We stratify the sample space of the default events into two subsets. One consists of the events that the obligors with heavy exposures default simultaneously. We expect that typical tail loss events belong to the set. In our proposed scheme, the tail loss probability and the expected shortfall corresponding to this type of events are estimated by a conditional Monte Carlo, which results in variance reduction. We analyze the properties of the proposed scheme mathematically. In numerical study, the performance of the proposed scheme is compared with an existing importance sampling method.

Study of Energy Consumption Efficiency of Electric Two-wheeled Vehicle by Change of Environment Variation (환경변화에 따른 전기이륜차의 에너지소비효율에 관한 연구)

  • Kil, Bum-Soo;Kim, Gang-Chul
    • Transactions of the Korean Society of Automotive Engineers
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    • v.20 no.2
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    • pp.56-63
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    • 2012
  • Environment has become a main issue nowadays. People began to show big interest in "futuristic means of transportation", which is an efficient method in $CO_2$ emissions reduction and decreasing use of oil. Due to the noise and emissions of two-wheel vehicle of internal combustion engine, electric two-wheeled vehicles have been supplied in downtown. The electric two-wheeled vehicles use battery as power source. The performance of lithium-ion battery changes as the ambient temperature changes. In this paper, analysis of performance variance of electric two-wheeled vehicles influenced by the temperature using the chassis dynamometer and the environmental chamber was carried out.

Parallel PCS Interconnection Current Surge Elimination Technique Using a Coupled Inductor

  • Choe, Jung-Muk;Byen, Byeng-Joo;Choe, Gyu-Ha
    • Journal of Power Electronics
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    • v.14 no.5
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    • pp.827-833
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    • 2014
  • This study proposes a coupled inductor method for the parallel operation of a power conditioning system (PCS). When primary and secondary currents flow in the same direction in a coupled inductor, total flux and inductance are cancelled; when currents flow in opposite directions, each flux becomes an individual inductor. These characteristics are applied in the parallel operation of a PCS. To connect at a grid code, abnormal current, which is barred under the grid connection code, is blocked by using a coupled inductor. A design based on the capacity and current duration time of a PCS is verified through hardware implementation. Experiment results show the effectiveness of variance reduction.

The Design and Implementation of Real Time Contrast Enhancer System for High Resolution FPD (고해상도 FPD를 위한 실시간 Contrast Enhancer System의 설계 및 구현)

  • Seo, Bum-Suk;Choi, Chul-Ho;Kwon, Byeong-Heon
    • Journal of Digital Contents Society
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    • v.5 no.1
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    • pp.79-86
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    • 2004
  • In this paper we implemented the Real Time Contrast Enhancer for image quality enhancement of moving picture. Also we proposed adaptive contrast method that use mean and variance of input video signal. The Designed the contrast Enhancer is measured in comparison with conventional picture and interfaced to 30inch TFT LCD TV of the LG Electronics.

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A de-noising method based on connectivity strength between two adjacent pixels

  • Ye, Chul-Soo
    • Korean Journal of Remote Sensing
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    • v.31 no.1
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    • pp.21-28
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    • 2015
  • The essential idea of de-noising is referring to neighboring pixels of a center pixel to be updated. Conventional adaptive de-noising filters use local statistics, i.e., mean and variance, of neighboring pixels including the center pixel. The drawback of adaptive de-noising filters is that their performance becomes low when edges are contained in neighboring pixels, while anisotropic diffusion de-noising filters remove adaptively noises and preserve edges considering intensity difference between neighboring pixel and the center pixel. The anisotropic diffusion de-noising filters, however, use only intensity difference between neighboring pixels and the center pixel, i.e., local statistics of neighboring pixels and the center pixel are not considered. We propose a new connectivity function of two adjacent pixels using statistics of neighboring pixels and apply connectivity function to diffusion coefficient. Experimental results using an aerial image corrupted by uniform and Gaussian noises showed that the proposed algorithm removed more efficiently noises than conventional diffusion filter and median filter.

Study on Safety and Reliability of ETOPS using Aircraft Operation Simulation

  • Nam, K.W.;Kim, C.Y.
    • Journal of the Korean Society for Aviation and Aeronautics
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    • v.4 no.1
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    • pp.7-24
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    • 1996
  • A methodology has been developed for predicting aircraft reliability incorporating both C.C.F.s(Common-Cause Failures), and phased missions. Failure behaviour of an aircraft, or it's systems are predicted. Both independent failures, and C.C.F.s, are modelled by the Markov process, and simulated using Monte Carlo sampling with the robust variance reduction method. Prediction of safety and reliability is made through discrete-event simulation of aircraft operations. A case study is described for investigating the safety and reliability of the propulsion system of two-, three- and four-engined aircraft. This is particularly important for the design of ETOPS(Extended Range of Two-Engined Aircraft Operations) and results are presented for the cases with, and without the effect of C.C.F.s.

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Edge Adaptive Hierarchical Interpolation for Lossless and Progressive Image Transmission

  • Biadgie, Yenewondim;Wee, Young-Chul;Choi, Jung-Ju
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.5 no.11
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    • pp.2068-2086
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    • 2011
  • Based on the quincunx sub-sampling grid, the New Interleaved Hierarchical INTerpolation (NIHINT) method is recognized as a superior pyramid data structure for the lossless and progressive coding of natural images. In this paper, we propose a new image interpolation algorithm, Edge Adaptive Hierarchical INTerpolation (EAHINT), for a further reduction in the entropy of interpolation errors. We compute the local variance of the causal context to model the strength of a local edge around a target pixel and then apply three statistical decision rules to classify the local edge into a strong edge, a weak edge, or a medium edge. According to these local edge types, we apply an interpolation method to the target pixel using a one-directional interpolator for a strong edge, a multi-directional adaptive weighting interpolator for a medium edge, or a non-directional static weighting linear interpolator for a weak edge. Experimental results show that the proposed algorithm achieves a better compression bit rate than the NIHINT method for lossless image coding. It is shown that the compression bit rate is much better for images that are rich in directional edges and textures. Our algorithm also shows better rate-distortion performance and visual quality for progressive image transmission.

Evaluation of the cell viability and antimicrobial effects of orthodontic bands coated with silver or zinc oxide nanoparticles: An in vitro study

  • Rashin Bahrami;Maryam Pourhajibagher;lireza Badiei;Reza Masaeli;Behrad Tanbakuchi
    • The korean journal of orthodontics
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    • v.53 no.1
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    • pp.16-25
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    • 2023
  • Objective: We aimed to evaluate the cell viability and antimicrobial effects of orthodontic bands coated with silver or zinc oxide nanoparticles (nano-Ag and nano-ZnO, respectively). Methods: In this experimental study, 30 orthodontic bands were divided into three groups (n = 10 each): control (uncoated band), Ag (silver-coated band), and ZnO (zinc oxide-coated band). The electrostatic spray-assisted vapor deposition method was used to coat orthodontic bands with nano-Ag or nano-ZnO. The biofilm inhibition test was used to assess the antimicrobial effectiveness of nano-Ag and nano-ZnO against Streptococcus mutans, Lactobacillus acidophilus, and Candida albicans. Biocompatibility tests were conducted using the 3-(4, 5-dimethylthiazol-2-yl)-2, 5-diphenyltetrazolium bromide assay. The groups were compared using oneway analysis of variance with a post-hoc test. Results: The Ag group showed a significantly higher reduction in the number of L. acidophilus, C. albicans, and S. mutans colonies than the ZnO group (p = 0.015, 0.003, and 0.005, respectively). Compared with the control group, the Ag group showed a 2-log10 reduction in all the microorganisms' replication ability, but only S. mutants showed a 2-log10 reduction in replication ability in the ZnO group. The lowest mean cell viability was observed in the Ag group, but the difference between the groups was insignificant (p > 0.05). Conclusions: Coating orthodontic bands with nano-ZnO or nano-Ag induced antimicrobial effects against oral pathogens. Among the nanoparticles, nano-Ag showed the best antimicrobial activity and nano-ZnO showed the highest biocompatibility.

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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    • v.33 no.5
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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.

Development of wall-thinning evaluation procedure for nuclear power plant piping - Part 2: Local wall-thinning estimation method

  • Yun, Hun;Moon, Seung-Jae;Oh, Young-Jin
    • Nuclear Engineering and Technology
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    • v.52 no.9
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    • pp.2119-2129
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    • 2020
  • Flow-accelerated corrosion (FAC), liquid droplet impingement erosion (LDIE), cavitation and flashing can cause continuous wall-thinning in nuclear secondary pipes. In order to prevent pipe rupture events resulting from the wall-thinning, most NPPs (nuclear power plants) implement their management programs, which include periodic thickness inspection using UT (ultrasonic test). Meanwhile, it is well known in field experiences that the thickness measurement errors (or deviations) are often comparable with the amount of thickness reduction. Because of these errors, it is difficult to estimate wall-thinning exactly whether the significant thinning has occurred in the inspected components or not. In the previous study, the authors presented an approximate estimation procedure as the first step for thickness measurement deviations at each inspected component and the statistical & quantitative characteristics of the measurement deviations using plant experience data. In this study, statistical significance was quantified for the current methods used for wall-thinning determination. Also, the authors proposed new estimation procedures for determining local wall-thinning to overcome the weakness of the current methods, in which the proposed procedure is based on analysis of variance (ANOVA) method using subgrouping of measured thinning values at all measurement grids. The new procedures were also quantified for their statistical significance. As the results, it is confirmed that the new methods have better estimation confidence than the methods having used until now.