• Title/Summary/Keyword: absolute value

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Robust Singular Value Decomposition BaLsed on Weighted Least Absolute Deviation Regression

  • Jung, Kang-Mo
    • Communications for Statistical Applications and Methods
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    • v.17 no.6
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    • pp.803-810
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    • 2010
  • The singular value decomposition of a rectangular matrix is a basic tool to understand the structure of the data and particularly the relationship between row and column factors. However, conventional singular value decomposition used the least squares method and is not robust to outliers. We propose a simple robust singular value decomposition algorithm based on the weighted least absolute deviation which is not sensitive to leverage points. Its implementation is easy and the computation time is reasonably low. Numerical results give the data structure and the outlying information.

Evidence of Taylor Property in Absolute-Value-GARCH Processes for Korean Financial Time Series (Absolute-Value-GARCH 모형을 이용한 국내 금융시계열의 Taylor 성질에 대한 사례연구)

  • Baek, J.S.;Hwang, S.Y.;Choi, M.S.
    • The Korean Journal of Applied Statistics
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    • v.23 no.1
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    • pp.49-61
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    • 2010
  • The time series dependencies of Financial volatility are frequently measured by the autocorrelation function of power-transformed absolute returns. It is known as the Taylor property that the autocorrelations of the absolute returns are larger than those of the squared returns. Hass (2009) developed a simple method for detecting the Taylor property in absolute-value-GAROH(1,1) (AVGAROH(1,1)) model. In this article, we fitted AVGAROH(1,1) model for various Korean financial time series and observed the Taylor property.

The Case Study for the Development of Conception of a Graph and the Formula with the absolute value through the Mathematical Modeling (절댓값 기호를 포함한 알차함수와 그래프의 개념발달에 관한 수학적 모델링 사례연구)

  • Shin, Kyung-Hee;Kim, Yeon-Ji
    • The Mathematical Education
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    • v.50 no.2
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    • pp.165-184
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    • 2011
  • The purpose of this study is to detect the possibility of the development of conception of a graph and the formula with the absolute value through context questions, and also to investigate the effectiveness of the each step of the mathematical modeling activities in helping students to have the conception. The research was conducted to analyze the process of development of the mathematical conception by applying the mathematical modeling activities two times to subjects of two academic high school students in the first grade. The results of the study are as follows: Firstly, the subjects were able to comprehend the geometric conception of the absolute value and to make the graph and the formula with the sign of the absolute value by utilizing the condition of the question. Secondly, the researcher set five steps of the intentional mathematical model in order to arouse the effective mathematical notion and each step performed a role in guiding the subjects through the mathematical thinking process in consecutive order; consequently, it was efficacious in developing the conception.

Estimation Method of Predicted Time Series Data Based on Absolute Maximum Value (최대 절대값 기반 시계열 데이터 예측 모델 평가 기법)

  • Shin, Ki-Hoon;Kim, Chul;Nam, Sang-Hun;Park, Sung-Jae;Yoo, Sung-Soo
    • Journal of Energy Engineering
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    • v.27 no.4
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    • pp.103-110
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    • 2018
  • In this paper, we introduce evaluation method of time series prediction model with new approach of Mean Absolute Percentage Error(hereafter MAPE) and Symmetric Mean Absolute Percentage Error(hereafter sMAPE). There are some problems using MAPE and sMAPE. First MAPE can't evaluate Zero observation of dataset. Moreover, when the observed value is very close to zero it evaluate heavier than other methods. Finally it evaluate different measure even same error between observations and predicted values. And sMAPE does different evaluations are made depending on whether the same error value is over-predicted or under-predicted. And it has different measurement according to the each sign, even if error is the same distance. These problems were solved by Maximum Mean Absolute Percentage Error(hereafter mMAPE). we used the absolute maximum of observed value as denominator instead of the observed value in MAPE, when the value is less than 1, removed denominator then solved the problem that the zero value is not defined. and were able to prevent heavier measurement problem. Also, if the absolute maximum of observed value is greater than 1, the evaluation values of mMAPE were compared with those of the other evaluations. With Beijing PM2.5 temperature data and our simulation data, we compared the evaluation values of mMAPE with other evaluations. And we proved that mMAPE can solve the problems that we mentioned.

Detection of the Normal Population with the Largest Absolute Value of Mean

  • Kim, Woo-Chul;Jeong, Gyu-Jin
    • Journal of the Korean Statistical Society
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    • v.22 no.1
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    • pp.71-81
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    • 1993
  • Among k independent normal populations with unknown means and a common unknown variance, the problem of detecting the population with the largest absolute value of mean is considered. This problem is formulated in a manner close to the framework of testing hypotheses, and the maximum error probability and the minimum power are considered. The power charts necessary to determine the sample size are provided. The problem of detecting the population with the smallest absolute value of mean is also considered.

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The Absolute Gravity Measurements in Korean Peninsula (한반도지역에서의 절대 중력관측)

  • 조진동;김경수;안기덕;우삼용
    • Economic and Environmental Geology
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    • v.36 no.5
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    • pp.387-389
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    • 2003
  • For the establishing gravity base station and the improving the precision of exiting gravity network, and getting the gravity acceleration value in Korea, the absolute gravity measurements have been conducted at Daejeon(KRISS) from October 8 to November 8, 1996 with the NIM-II Absolute gravimeter and Suwon(NGI) from December 10 to December 16, 1999 with the FG5 Absolute gravity meter. The each absolute gravity value measured at KRISS and at NGI is 979,829.609${\pm}$0.006 mGal from 353 dropes and 979,918.775${\pm}$0.0001 mGal from a total 14,346 dropes. I think that we need the many base Absolute gravity station for the activation of the Earth science.

Absolute categories and relative categories (절대범주와 상대범주)

  • Kwon, Kyeong-Won
    • English Language & Literature Teaching
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    • v.8 no.2
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    • pp.131-150
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    • 2003
  • The purpose of this paper is to provide two levels of conceptualization of a category such as an absolute category in semantic level and a relative category in pragmatic level on the basis of Aristotelian category theory and prototype category theory. I do not intend to criticize classical category theory and prototype category theory but to show that these two types of category are applied to the different world. Aristotelian categorization is an absolute category because it is based on the possible world called the meta-world and it has an absolute truth value. The members of an absolute category is presented as a set. There is a clear boundary between members and non-members because they are distinguished by the absolute criteria An absolute category is semantic conceptualization. This absolute category is changed into a relative category when it is applied in the real world. A relative category which corresponds to a prototype category is based on the real world called the object world and it has a relative truth value. Here individuals are categorized by the cognition and perception of human beings. A relative category is pragmatic conceptualization. In conclusion, while classical categories which are called absolute categories represent sentence meaning, prototype categories which are called relative categories represent utterance meaning.

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Variable Step Size Adaptive Algorithm using Instantaneous Absolute Value Based on System Generator (시스템 제너레이터 환경에서 순시 절대값을 이용한 가변스텝사이즈 적응알고리즘)

  • Lee, Chae-Wook;Ryu, Jeong-Tak
    • Journal of Korea Society of Industrial Information Systems
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    • v.21 no.3
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    • pp.1-6
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    • 2016
  • As the convergence speed of time domain adaptive algorithm on the LMS(Least Mean Square) becomes slow when eigen value distribution width is spread, So variable step size algorithm is used widely. But it needs a lot of calculation load. In this paper we consider new algorithm, which can reduce calculations and improve convergence speed, uses instantaneous absolute value of average noise signal adapting the exponential function. For the performance of proposed algorithm is tested and simulated to system generator. As the result we show the variable step size adaptive algorithm in proportion to instantaneous absolute value is more stable and efficient than others.

Detection of Absolute Position of Robot Joint Using Incremental Encoders (증분형 엔코더를 이용한 로봇 관절의 절대위치 검출)

  • Lim, Jae Sik;Lee, Young Jin
    • Journal of Institute of Control, Robotics and Systems
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    • v.21 no.6
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    • pp.577-582
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    • 2015
  • This paper proposes an efficient detection of absolute position of a robot joint using two incremental encoders. We considers a robot joint comprising a motor, a reducer, two encoders, and a motor drive. An incremental(first) encoder provides motor's rotor position or input position of reducer while another incremental(second) encoder does output position of the reducer. A table is made where the relationship between the first and the second encoder counts is recorded. The key point is placed where the table is constructed: when a pulse occurs in the second encoder, there exists a corresponding unique count value of the first encoder. The absolute position is detected using the table by searching the second encoder position corresponding to the first encoder count value when a pulse occurs in the second encoder. The proposed method needs a small rotation, as just one second encoder's pulse angle, for the initial absolute position detection.

Statistical Analysis of Effective Components for Aroma of Sigumjang

  • Choi, Ung-Kyu;Park, June-Hong
    • Food Science and Biotechnology
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    • v.14 no.2
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    • pp.249-254
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    • 2005
  • The relationship between Sigumjang gas chromatographic patterns precisely analyzed with capillary column and ranked order in sensory analysis was investigated by stepwise multiple regression analysis. Highly predictable multiple regression models were obtained in the analysis. Ninety percent of the Sigumjang aroma was explained by the regression models at step 15 in four transformation except for absolute value transformed with root square and relative value transformed with logarithm. The aroma of Sigumjang was most affected by 2,3-dimethylpyrazine at absolute value and absolute value transformed with logarithm and by 2-furancarboxaldehyde in other transformation. The quality of sigumjang was highly affected by ${\beta}$-phallendrenal, methylpyrazine, tetramethylpyrazine, 5-methyl-2-furancarboxaldehyde, unknown 2, octanoic acid, 4-ethylphenol, methyl 10,13-octadecanoate and ethyl linoleate.