• Title/Summary/Keyword: Variance estimation

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Spherical Harmonics Power-spectrum of Global Geopotential Field of Gaussian-bell Type

  • Cheong, Hyeong-Bin;Kong, Hae-Jin
    • Journal of the Korean earth science society
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    • v.34 no.5
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    • pp.393-401
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    • 2013
  • Spherical harmonics power spectrum of the geopotential field of Gaussian-bell type on the sphere was investigated using integral formula that is associated with Legendre polynomials. The geopotential field of Gaussian-bell type is defined as a function of sine of angular distance from the bell's center in order to guarantee the continuity on the global domain. Since the integral-formula associated with the Legendre polynomials was represented with infinite series of polynomial, an estimation method was developed to make the procedure computationally efficient while preserving the accuracy. The spherical harmonics power spectrum was shown to vary significantly depending on the scale parameter of the Gaussian bell. Due to the accurate procedure of the new method, the power (degree variance) spanning over orders that were far higher than machine roundoff was well explored. When the scale parameter (or width) of the Gaussian bell is large, the spectrum drops sharply with the total wavenumber. On the other hand, in case of small scale parameter the spectrum tends to be flat, showing very slow decaying with the total wavenumber. The accuracy of the new method was compared with theoretical values for various scale parameters. The new method was found advantageous over discrete numerical methods, such as Gaussian quadrature and Fourier method, in that it can produce the power spectrum with accuracy and computational efficiency for all range of total wavenumber. The results of present study help to determine the allowable maximum scale parameter of the geopotential field when a Gaussian-bell type is adopted as a localized function.

An Evaluation of Multiple-input Dual-output Run-to-Run Control Scheme for Semiconductor Manufacturing

  • Fan, Shu-Kai-S.;Lin, Yen
    • Industrial Engineering and Management Systems
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    • v.4 no.1
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    • pp.54-67
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    • 2005
  • This paper provides an evaluation of an optimization-based, multiple-input double-output (MIDO) run-to-run (R2R) control scheme for general semiconductor manufacturing processes. The controller in this research, termed adaptive dual response optimizing controller (ADROC), can serve as a process optimizer as well as a recipe regulator between consecutive runs of wafer fabrication. In evaluation, it is assumed that the equipment model could be appropriately described by a pair of second-order polynomial functions in terms of a set of controllable variables. Of practical relevance is to consider a drifting effect in the equipment model since in common semiconductor practice the process tends to drift due to machine aging and tool wearing. We select a typical application of R2R control to chemical mechanical planarization (CMP) in semiconductor manufacturing in this evaluation, and there are five different CMP process scenarios demonstrated, including mean shift, variance increase, and IMA disturbances. For the controller, ADROC, an on-line estimation technique is implemented in a self-tuning (ST) control manner for the adaptation purpose. Subsequently, an ad hoc global optimization algorithm based on the dual response approach, arising from the response surface methodology (RSM) literature, is used to seek the optimum recipe within the acceptability region for the execution of next run. The main components of ADROC are described and its control performance is assessed. It reveals from the evaluation that ADROC can provide excellent control actions for the MIDO R2R situations even though the process exhibits complicated, nonlinear interaction effects between control variables, and the drifting disturbances.

A Stagewise Approach to Structural Equation Modeling (구조식 모형에 대한 단계적 접근)

  • Lee, Bora;Park, Changsoon
    • The Korean Journal of Applied Statistics
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    • v.28 no.1
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    • pp.61-74
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    • 2015
  • Structural equation modeling (SEM) is a widely used in social sciences such as education, business administration, and psychology. In SEM, the latent variable score is the estimate of the latent variable which cannot be observed directly. This study uses stagewise structural equation modeling(stagewise SEM; SSEM) by partitioning the whole model into several stages. The traditional estimation method minimizes the discrepancy function using the variance-covariance of all observed variables. This method can lead to inappropriate situations where exogenous latent variables may be affected by endogenous latent variables. The SSEM approach can avoid such situations and reduce the complexity of the whole SEM in estimating parameters.

Assessment of The Above-Ground Carbon Stock and Soil Physico-Chemical Properties of an Arboretum within The University of Port Harcourt, Nigeria

  • Akhabue, Enimhien Faith;Chima, Uzoma Darlington;Eguakun, Funmilayo Sarah
    • Journal of Forest and Environmental Science
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    • v.37 no.3
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    • pp.193-205
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    • 2021
  • The importance of forests and trees in climate change mitigation and soil nutrient cycling cannot be overemphasized. This study assessed the above-ground carbon stock of two exotic and two indigenous tree species - Gmelina arborea, Tectona grandis, Khaya grandifoliola and Nauclea diderrichii and their litter impact on soil nutrient content of an arboretum within the University of Port Harcourt, Nigeria. Data were collected from equal sample plots from the four species' compartments. Tree growth variables including total height, diameter at breast height, crown height, crown diameter and merchantable height were measured for the estimation of above-ground carbon stock. Soil samples were collected from a depth of 0-30 cm from each compartment and analyzed for particle size distribution, organic carbon, total nitrogen, available phosphorus, exchangeable bases, exchangeable acidity, cation exchange capacity, base saturation, pH, Manganese, Iron, Copper and Zinc. Analysis of Variance (ANOVA) was used to test for significant difference (p<0.05) in the carbon contents of the four species and the soil nutrient contents of the different species' compartments. Pearson correlation was used to assess the relationships between the carbon contents, growth parameters and soil parameters. The highest and lowest carbon stock per hectare was observed for G. arborea (151.52 t.ha-1) and K. grandifoliola (45.45 t.ha-1) respectively. Cation exchange capacity and base saturation were highest and lowest for soil under G. arborea and K. grandifoliola respectively. The pH was highest and lowest for soil under G. arborea and T. grandis respectively. Carbon stock correlated positively with dbh, crown diameter, merchantable height and Zn and negatively with base saturation. The study revealed that G. arborea and N. diderrichii can effectively be used for reforestation and afforestation programmes aimed at climate change mitigation across Nigeria. Therefore, policies to encourage and enhance their planting should be encouraged.

A Dynamic Causality Analysis of Oliver Flounder Producer Price by Region using the Panel VAR Model (패널 VAR 모형을 이용한 지역별 양식넙치 산지가격의 동태적 인과관계 분석)

  • Jeon, Yong-Han;Nam, Jong-Oh
    • The Journal of Fisheries Business Administration
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    • v.52 no.1
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    • pp.47-63
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    • 2021
  • The purpose of this study is to identify the leading price between Jeju and Wando's oliver flounder producer price and to analyze the dynamic effect of the regional producer price using the panel VAR model. In the process of analysis, it was confirmed that there are unit roots in the monthly data of Jeju and Wando's oliver flounder producer price. So, in order to avoid spurious regression, the rate change of producer price which carries out log difference was used in the analysis. As a result of the analysis, first, the panel Granger causality test showed that the influence of the change rate of producer price in oliver flounder in Jeju was slightly larger than that in Wando, but it was found that each region all leads the change rate of the producer price in oliver flounder. Second, the panel VAR estimation showed that the rate change of producer price in Jeju and Wando a month ago had a statistically significant effect on the change rate of producer price of each region. Third, the impulse response analysis indicated that other regions are affected a little more than the same region in case of the occurrence of the impact on the error terms of the change rate of produce price in Jeju and Wando oliver flounder. Fourth, the variance decomposition analysis showed that the change rate of producer price in the two regions was higher explained by Jeju compared to Wando. In conclusion, it is expected that the above results can not only be useful as basic data for the stabilization of oliver flounder producer price and the establishment of policies for easing volatility but can also help the oliver flounder industry operate its business.

An Analysis on Mutual Shock Spillover Effects among Interest Rates, Foreign Exchange Rates, and Stock Market Returns in Korea (한국에서의 금리, 환율, 주가의 상호 충격전이 효과 분석)

  • Kim, Byoung Joon
    • International Area Studies Review
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    • v.20 no.1
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    • pp.3-22
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    • 2016
  • In this study, I examine mutual shock spillover effects among interest rate differences, won-dollar foreign exchange change rates, and stock market returns in Korea during the daily sample period from the beginning of 1995 to the October 16, 2015, using the multivariate GARCH (generalized autoregressive conditional heteroscedasticity) BEKK (Baba-Engle-Kraft-Kroner) model framework. Major findings are as follows. Throughout the 6 model estimation results of variance equations determining return spillovers covered from symmetric and asymmetric models of total sample period and two crisis sub-sample periods composed of Korean FX Crisis Times and Global Financial Crisis Times, shock spillovers are shown to exist mainly from stock market return shocks. Stock market shocks including down-shocks from the asymmetric models are shown to transfer to those other two markets most successfully. Therefore it is most important to maintain stable financial markets that a policy design for stock market stabilization such as mitigating stock market volatility.

Base Flow Estimation in Uppermost Nakdong River Watersheds Using Chemical Hydrological Curve Separation Technique (화학적 수문곡선 분리기법을 이용한 낙동강 최상류 유역 기저유출량 산정)

  • Kim, Ryoungeun;Lee, Okjeong;Choi, Jeonghyeon;Won, Jeongeun;Kim, Sangdan
    • Journal of Korean Society on Water Environment
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    • v.36 no.6
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    • pp.489-499
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    • 2020
  • Effective science-based management of the basin water resources requires an understanding of the characteristics of the streams, such as the baseflow discharge. In this study, the base flow was estimated in the two watersheds with the least artificial factors among the Nakdong River watersheds, as determined using the chemical hydrograph separation technique. The 16-year (2004-2019) discontinuous observed stream flow and electrical conductivity data in the Total Maximum Daily Load (TMDL) monitoring network were extended to continuous daily data using the TANK model and the 7-parameter log-linear model combined with the minimum variance unbiased estimator. The annual base flows at the upper Namgang Dam basin and the upper Nakdong River basin were both analyzed to be about 56% of the total annual flow. The monthly base flow ratio showed a high monthly deviation, as it was found to be higher than 0.9 in the dry season and about 0.46 in the rainy season. This is in line with the prevailing common sense notion that in winter, most of the stream flow is base flow, due to the characteristics of the dry season winter in Korea. It is expected that the chemical-based hydrological separation technique involving TANK and the 7-parameter log-linear models used in this study can help quantify the base flow required for systematic watershed water environment management.

Genetic parameter analysis of reproductive traits in Large White pigs

  • Yu, Guanghui;Wang, Chuduan;Wang, Yuan
    • Animal Bioscience
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    • v.35 no.11
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    • pp.1649-1655
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    • 2022
  • Objective: The primary objective of this study was to determine the genetic parameters for reproductive traits among Large White pigs, including the following traits: total number born (TNB), number born alive (NBA), litter birth weight (LBW), average birth weight (ABW), gestation length (GL), age at first service (AFS) and age at first farrowing (AFF). Methods: The dataset consisted of 19,036 reproductive records from 4,986 sows, and a multi-trait animal model was used to estimate genetic variance components of seven reproductive traits. Results: The heritability estimates for these reproductive traits ranged from 0.09 to 0.26, with the highest heritability for GL and AFF, and the lowest heritability for NBA. The repeatabilities for TNB, NBA, LWB, ABW, and GL were ranged from 0.16 to 0.34. Genetic and phenotypic correlations ranged from -0.41 to 0.99, and -0.34 to 0.98, respectively. In particular, the correlations between TNB, NBA and LBW, between AFS and AFF, exhibited a strong positive correlation. Furthermore, for TNB, NBA, LBW, ABW, and GL, genetic correlations of the same trait between different parities were moderately to strongly correlated (0.32 to 0.97), and the correlations of adjacent parities were higher than those of nonadjacent parities. Conclusion: All the results in the present study can be used as a basis for the genetic assessment of the target population. In the formulation of dam line selection index, AFS or AFF can be considered to combine with TNB in a multiple trait swine breeding value estimation system. Moreover, breeders are encouraged to increase the proportion of sows at parity 3-5 and reinforce the management of sows at parity 1 and parity ≥8.

Reliability-based combined high and low cycle fatigue analysis of turbine blade using adaptive least squares support vector machines

  • Ma, Juan;Yue, Peng;Du, Wenyi;Dai, Changping;Wriggers, Peter
    • Structural Engineering and Mechanics
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    • v.83 no.3
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    • pp.293-304
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    • 2022
  • In this work, a novel reliability approach for combined high and low cycle fatigue (CCF) estimation is developed by combining active learning strategy with least squares support vector machines (LS-SVM) (named as ALS-SVM) surrogate model to address the multi-resources uncertainties, including working loads, material properties and model itself. Initially, a new active learner function combining LS-SVM approach with Monte Carlo simulation (MCS) is presented to improve computational efficiency with fewer calls to the performance function. To consider the uncertainty of surrogate model at candidate sample points, the learning function employs k-fold cross validation method and introduces the predicted variance to sequentially select sampling. Following that, low cycle fatigue (LCF) loads and high cycle fatigue (HCF) loads are firstly estimated based on the training samples extracted from finite element (FE) simulations, and their simulated responses together with the sample points of model parameters in Coffin-Manson formula are selected as the MC samples to establish ALS-SVM model. In this analysis, the MC samples are substituted to predict the CCF reliability of turbine blades by using the built ALS-SVM model. Through the comparison of the two approaches, it is indicated that the reliability model by linear cumulative damage rule provides a non-conservative result compared with that by the proposed one. In addition, the results demonstrate that ALS-SVM is an effective analysis method holding high computational efficiency with small training samples to gain accurate fatigue reliability.

Estimation of co-variance components, genetic parameters, and genetic trends of reproductive traits in community-based breeding program of Bonga sheep in Ethiopia

  • Areb, Ebadu;Getachew, Tesfaye;Kirmani, MA;G.silase, Tegbaru;Haile, Aynalem
    • Animal Bioscience
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    • v.34 no.9
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    • pp.1451-1459
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    • 2021
  • Objective: The objectives of the study were to evaluate reproductive performance and selection response through genetic trend of community-based breeding programs (CBBPs) of Bonga sheep. Methods: Reproduction traits data were collected between 2012 and 2018 from Bonga sheep CBBPs. Phenotypic performance was analyzed using the general linear model procedures of Statistical Analysis System. Genetic parameters were estimated by univariate animal model for age at first lambing (AFL) and repeatability models for lambing interval (LI), litter size (LS), and annual reproductive rate (ARR) traits using restricted maximum likelihood method of WOMBAT. For correlations bivariate animal model was used. Best model was chosen based on likelihood ratio test. The genetic trends were estimated by the weighted regression of the average breeding value of the animals on the year of birth/lambing. Results: The overall least squares mean±standard error of AFL, LI, LS, and ARR were 375±12.5, 284±9.9, 1.45±0.010, and 2.31±0.050, respectively. Direct heritability estimates for AFL, LI, LS, and ARR were 0.07±0.190, 0.06±0.120, 0.18±0.070, and 0.25±0.203, respectively. The low heritability for both AFL and LI showed that these traits respond little to selection programs but rather highly depend on animal management options. The annual genetic gains were -0.0281 days, -0.016 days, -0.0002 lambs and 0.0003 lambs for AFL, LI, LS, and ARR, respectively. Conclusion: Implications of the result to future improvement programs were improving management of animals, conservation of prolific flocks and out scaling the CBBP to get better results.