• Title/Summary/Keyword: correlated parameters

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A change point estimator in monitoring the parameters of a multivariate IMA(1, 1) model

  • Sohn, Sun-Yoel;Cho, Gyo-Young
    • Journal of the Korean Data and Information Science Society
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    • v.26 no.2
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    • pp.525-533
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    • 2015
  • Modern production process is a very complex structure combined observations which are correlated with several factors. When the error signal occurs in the process, it is very difficult to know the root causes of an out-of-control signal because of insufficient information. However, if we know the time of the change, the system can be controlled more easily. To know it, we derive a maximum likelihood estimator (MLE) of the change point in a process when observations are from a multivariate IMA(1,1) process by monitoring residual vectors of the model. In this paper, numerical results show that the MLE of change point is effective in detecting changes in a process.

Locating the damaged storey of a building using distance measures of low-order AR models

  • Xing, Zhenhua;Mita, Akira
    • Smart Structures and Systems
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    • v.6 no.9
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    • pp.991-1005
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    • 2010
  • The key to detecting damage to civil engineering structures is to find an effective damage indicator. The damage indicator should promptly reveal the location of the damage and accurately identify the state of the structure. We propose to use the distance measures of low-order AR models as a novel damage indicator. The AR model has been applied to parameterize dynamical responses, typically the acceleration response. The premise of this approach is that the distance between the models, fitting the dynamical responses from damaged and undamaged structures, may be correlated with the information about the damage, including its location and severity. Distance measures have been widely used in speech recognition. However, they have rarely been applied to civil engineering structures. This research attempts to improve on the distance measures that have been studied so far. The effect of varying the data length, number of parameters, and other factors was carefully studied.

A Numerical Study of the Heat Transfer Characteristics in a Printed Circuit Board (PCB내의 열전달특성에 관한 수치적 연구)

  • Pak, H.Y.;Park, K.W.;Lee, J.H.
    • Korean Journal of Air-Conditioning and Refrigeration Engineering
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    • v.7 no.3
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    • pp.461-472
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    • 1995
  • The interaction of laminar mixed convection and surface radiation in a two-dimensional channel with an array of rectangular blocks is analyzed numerically. Three blocks are maintained at high temperature and the other bottom and top horizontal walls are insulated. Discrete ordinate method(DOM) is introduced to analyze the radiative heat transfer. The effects of the variations of Reynolds number and channel specifications on the heat transfer characteristics are investigated. The average Nusselt numbers along the block surfaces are correlated and presented in terms of Reynolds number and dimensionless geometric parameters such as the block spacing, height and channel spacing. For the conditions considered in this study, average Nusselt numbers along the block surfaces are strongly influenced by the channel spacing and Reynolds number but weakly influenced by the block spacing and block height.

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ILL-CONDITIONING IN LINEAR REGRESSION MODELS AND ITS DIAGNOSTICS

  • Ghorbani, Hamid
    • The Pure and Applied Mathematics
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    • v.27 no.2
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    • pp.71-81
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    • 2020
  • Multicollinearity is a common problem in linear regression models when two or more regressors are highly correlated, which yields some serious problems for the ordinary least square estimates of the parameters as well as model validation and interpretation. In this paper, first the problem of multicollinearity and its subsequent effects on the linear regression along with some important measures for detecting multicollinearity is reviewed, then the role of eigenvalues and eigenvectors in detecting multicollinearity are bolded. At the end a real data set is evaluated for which the fitted linear regression models is investigated for multicollinearity diagnostics.

A Benefit Analysis of Using Common Random Numbers When Optimizing a System by Simulation Experiments (시뮬레이션을 통한 시스템 최적화 과정에서 공통 난수 활용의 이점 분석)

  • 박진원
    • Journal of the Korea Society for Simulation
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    • v.9 no.4
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    • pp.1-10
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    • 2000
  • One of the primary goals of the simulation experiments is to understand the overall system behavior and to analyze the system, ultimately to optimize the system. Optimizing the system includes determining the optimum condition of the system parameters of interest. This paper is concerned with the simulation methodology for estimating the unknown objective function for the system of interest and optimizing the system with respect to the controllable factors. In the process of estimating the unknown objective function, which is assumed to be a second order spline function, we use common random numbers for different set of the controllable factors resulting in more accurate parameter estimation for the objective function. We will show some mathematical result for the benefit of using common random numbers.

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Dynamically Vulcanized PP/EPDM Blends:Effects of Different Types of Peroxides on the Properties

  • Naskar, K.;Noordermeer, J.W.M.
    • Elastomers and Composites
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    • v.38 no.2
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    • pp.167-174
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    • 2003
  • Thermoplastic vulcanizates (TPV) or dynamic vulcanizates are thermoplastic elastomers produced by simultaneous mixing and crosslinking of a rubber and a thermoplastic. The objective of the present work is to investigate the effects of different types of peroxides as curing agents on the properties of PP/EPDM TPVs. The mechanical properties change significantly with the chemical nature of the peroxides and the extent of crosslinking at a fixed PP/EPDM blend ratio. The tensile strength of the TPVs obtained with the various peroxides can be related to the solubility parameters of the polymers and of the peroxides. The Young's modulus of the peroxide-cured TPVs can be correlated with the delta torque values of equivalent thermoset EPDM vulcanizates, corresponding to the crosslinking efficiencies of the peroxides.

Kernel Poisson Regression for Longitudinal Data

  • Shim, Joo-Yong;Seok, Kyung-Ha
    • Journal of the Korean Data and Information Science Society
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    • v.19 no.4
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    • pp.1353-1360
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    • 2008
  • An estimating procedure is introduced for the nonlinear mixed-effect Poisson regression, for longitudinal study, where data from different subjects are independent whereas data from same subject are correlated. The proposed procedure provides the estimates of the mean function of the response variables, where the canonical parameter is related to the input vector in a nonlinear form. The generalized cross validation function is introduced to choose optimal hyper-parameters in the procedure. Experimental results are then presented, which indicate the performance of the proposed estimating procedure.

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Adsorption Characteristic of Hydrogen and Methane on Activated Carbon (활성탄에 대한 수소화 메탄의 흡착특성)

  • Jin, Yinzhe;Choi, Dae-Ki;Row, Kyung-Ho
    • Journal of Hydrogen and New Energy
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    • v.16 no.4
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    • pp.307-314
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    • 2005
  • In this work, a static volumetric method was experimentally implemented to measure the adsorption isotherm of hydrogen and methane by the activated carbon. The equilibrium data of stationary phase and mobile phase were correlated into the Langmuir, Freundlich, Langmuir-Freundlich, and Toth isotherms, respectively. In addition, the comparison between prediction and experimental data was made. By a nonlinear regression analysis, the experimental parameters in the equilibrium isotherms were estimated and compared. Then, the linear and quadratic equations for pressure and temperature to adsorption amounts were expressed. The adsorption amounts were increased with the pressure increase and the temperature decrease.

Fatigue performance assessment of welded joints using the infrared thermography

  • Fan, J.L.;Guo, X.L.;Wu, C.W.
    • Structural Engineering and Mechanics
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    • v.44 no.4
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    • pp.417-429
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    • 2012
  • Taking the superficial temperature increment as the major fatigue damage indicator, the infrared thermography was used to predict fatigue parameters (fatigue strength and S-N curve) of welded joints subjected to fatigue loading with a high mean stress, showing good predictions. The fatigue damage status, related to safety evaluation, was tightly correlated with the temperature field evolution of the hot-spot zone on the specimen surface. An energetic damage model, based on the energy accumulation, was developed to evaluate the residual fatigue life of the welded specimens undergoing cyclic loading, and a good agreement was presented. It is concluded that the infrared thermography can not only well predict the fatigue behavior of welded joints, but also can play an important role in health detection of structures subjected to mechanical loading.

The Study of the System Response Time and Overshoot Control using Characteristic Ratio Assignments (특성비 지정법에 의한 시스템 응답속도 및 Overshoot 제어)

  • Kim, Han-Sil;Kim, Dae-Kwan;Rho, Hi-An
    • Journal of Institute of Control, Robotics and Systems
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    • v.11 no.10
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    • pp.870-879
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    • 2005
  • This paper presents that a transient response can be characterized by certain parameters which are correlated to characteristic polynomial coefficients. These are characteristic ratios and characteristic pulsatances by P. Naslin [4]. We have developed an approach to control directly the transient response. Firstly, speed of the response can be controlled by reconstruction form via multipliable characteristic pulsatances. Secondly, overshoot is controlled by reconstruction form via multipliable characteristic ratios. These formulas can be independently characterized by the system overshoot and the response time to a step input.