• Computers and Concrete
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• 제13권5호
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• pp.659-677
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• 2014

A Bayesian response surface updating procedure is applied in order to update the parameters of the covariance function of a random field for concrete properties based on a limited number of available measurements. Formulas as well as a numerical algorithm are presented in order to update the parameters of response surfaces using Markov Chain Monte Carlo simulations. The parameters of the covariance function are often based on some kind of expert judgment due the lack of sufficient measurement data. However, a Bayesian updating technique enables to estimate the parameters of the covariance function more rigorously and with less ambiguity. Prior information can be incorporated in the form of vague or informative priors. The proposed estimation procedure is evaluated through numerical simulations and compared to the commonly used least square method.

• Journal of applied mathematics & informatics
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• 제28권3_4호
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• pp.913-921
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• 2010

The derivative influence measure is adapted to the Cholesky decomposition of a covariance matrix. Formulas for the derivative influence of observations on the Cholesky root and the inverse Cholesky root of a sample covariance matrix are derived. It is easy to implement this influence diagnostic method for practical use. A numerical example is given for illustration.

• The Journal of the Acoustical Society of Korea
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• 제22권1E호
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• pp.26-32
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• 2003

We propose new time-frequency (TF) tools for analyzing linear time-varying (LTV) systems and nonstationary random processes showing hyperbolic TF structure. Obtained through hyperbolic warping the narrowband Weyl symbol (WS) and spreading function (SF) in frequency, the new TF tools are useful for analyzing LTV systems and random processes characterized by hyperbolic time shifts. This new TF symbol, called the hyperbolic WS, satisfies the hyperbolic time-shift covariance and scale covariance properties, and is useful in wideband signal analysis. Using the new, hyperbolic time-shift covariant WS and 2-D TF kernels, we provide a formulation for the hyperbolic time-shift covariant TF symbols, which are 2-D smoothed versions of the hyperbolic WS. We also propose a new interpretation of linear signal transformations as weighted superposition of hyperbolic time shifted and scale changed versions of the signal. Application examples in signal analysis and detection demonstrate the advantages of our new results.

• 음성과학
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• 제14권2호
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• pp.127-135
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• 2007

Feature vectors of speech are generally extracted from whole frequency domain. The inherent character of a speaker is located in the low band or high band frequency. However, if the speech is corrupted by narrowband noise with concentrated energy, speaker verification performance is reduced as the individual characteristic is removed. In this paper, we propose a PCA Covariance Model based on the multiband to extract the robust feature vectors against the narrowband noise. First, we divide the overall frequency band into several subbands. Second, the correlation of feature vectors extracted independently from each subband is removed by PCA. The distance obtained from each subband has different distribution. To normalize against the different distribution, we moved the value into the normalized distribution through the mapping function. Finally, the represented value applying the weighting function is used for speaker verification. In the experiments, the proposed method shows better performance of the speaker verification and reduces the computation.

• Asian-Australasian Journal of Animal Sciences
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• 제22권7호
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• pp.931-936
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• 2009

Body weights of 862 Angora goats between birth and 36 months of age, recorded on a semiyearly basis from 1988 to 2000, were used to estimate genetic, permanent environmental and phenotypic covariance functions. These functions were estimated by fitting a random regression model with 6th order polynomial for direct additive genetic and animal permanent environmental effects and 4th and 5th order polynomial for maternal genetic and permanent environmental effects, respectively. A phenotypic covariance function was estimated by modelling overall animal and maternal effects. The results showed that the most variable coefficient was the intercept for both direct and maternal additive genetic effects. The direct additive genetic (co)variances increased with age and reached a maximum at about 30 months, whereas the maternal additive genetic (co)variances increased rapidly from birth and reached a maximum at weaning, and then decreased with age. Animal permanent environmental (co)variances increased with age from birth to 30 months with lower rate before 12 months and higher rate between 12 and 30 months. Maternal permanent environmental (co)variances changed little before 6 months but then increased slowly and reached a maximum at about 30 months. These results suggested that the contribution of maternal additive genetic and permanent environmental effects to growth variation differed from those of direct additive genetic and animal permanent environmental effects not only in expression time, but also in action magnitude. The phenotypic (co)variance estimates increased with age from birth to 36 months of age.

• Journal of the Korean Data and Information Science Society
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• 제21권6호
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• pp.1263-1270
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• 2010

60명의 환자들을 20명씩3개 그룹으로 나누어 각 그룹마다 다른 종류의 식이요법을 실시한 후 1주 간격으로 5주간에 걸쳐서 콜레스테롤 수치에 대한 반복측정 자료를 얻었다. 해당자료를 바탕으로 적합성여부와 유의성 검정을 실시한 결과 등분산 Toeplitz가 다양한 공분산행렬 형태들 중에서 가장 적합한 공분산구조 모형으로 판명되었다. 이 모형에서는 시점들 간의 상관계수는 0.64-0.78로 대체적으로 높은 상관관계들을 보여주고 있으며, 모수인자들의 유의성검정 결과, 시간효과는 대단히 유의하게 나타났으나, 처리 및 처리와 시간과의 교호작용효과는 유의하지 않은 것으로 판명되었다.

• 한국측량학회지
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• 제34권1호
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• pp.91-98
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• 2016

지구통계학적인 공간분석의 대표적인 방법인 크리깅(kriging)을 적용하기 위해서는 두 관측점 사이의 거리에 기반한 상관성을 나타내는 공간상관함수의 추정이 우선적으로 이루어져야 한다. 본 연구에서는 다양한 크리깅에 적용할 수 있는 대표적인 상관함수인 semi-variogram, homeogram, covariance function에 대하여 국가지오이드 모델을 기반으로 추정하였다. 경위도 각각 2°의 대상지역 내 통합기준점의 지오이드고를 이용하였으며, 선형모델을 이용하여 공간적인 편향성을 제거하였다. 전체 100개의 샘플 포인트에 대해서 중복되지 않은 두 점 간의 거리를 기준으로 구간을 나누고, 각 함수에 대한 경험적인 값을 계산하였다. 공간상관함수의 경험적인 값은 각각 두 개의 모델에 최소제곱조정 방법으로 피팅한 결과 semi-variogram의 wave 모델 적합도가 가장 높았으며, homeogram과 covariance function은 exponential 모델이 상대적으로 좋은 피팅 결과를 보였다. 본 연구에서 결정한 공간상관함수는 추후 다양한 크리깅 방법을 통해 임의 지점에서의 예측값에 대한 정확도 검증과 이에 대한 평균제곱예측오차(Mean Squared Prediction Error, MSPE)를 계산함으로써 각 함수의 활용성에 대한 추가적인 연구가 수행되어야 한다.

• 재무관리연구
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• 제12권2호
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• pp.207-219
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• 1995

This paper develops an equilibrium asset pricing model with taxation in the economy. The expected excess rate of return on a risky asset is shown to be an increasing function of the covariance of asset return with aggregate consumption rate changes and the covariance of asset return with the tax rates as well. Thus, the expected execss rate of return can be decomposed as the consumption risk premium and the tax premium. The capital asset pricing model derived in the absence of taxes is shown to understate the expected excess rate of return and to have a misspecification error in the economy with taxation.

• 한국통계학회:학술대회논문집
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• 한국통계학회 2005년도 추계 학술발표회 논문집
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• pp.97-100
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• 2005

A new model-based clustering algorithm is proposed. The idea starts from the assumption that observations are realizations of Gaussian processes and so are correlated. With a special covariance structure, the posterior probability that an observation belongs to each cluster is computed using the ECM algorithm. A preliminary result of small-scale simulation study is given to compare with the k-means clustering algorithms.

• 응용통계연구
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• 제21권3호
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• pp.547-560
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• 2008

스펙트럼 밀도함수(spectral density function)는 시계열 자료가 정상성(stationarity)을 만족하는 경우에 주파수 영역(frrqllrnFr domain)에서 시계열 자료의 자기공분산함수(auto-covariance function)을 결정짓는 함수이고, 평활된 주기도(smoothed periodogram)는 스펙트럼 밀도함수의 일치 추정량(consistent estimator)이 됨이 잘 알려져 있다. 본 연구에서는 시계열 자료를 평활된 주기도를 이용하여 군집화하는 방법을 소개한다. 최근 김희영과 박만식 (2007)의 연구에 의하면 이 거리는 정상시계열들을 효율적으로 분류하고 있음을 알 수 있다. 본 연구는 시계열 자료를 분류하는데 사용된 기존의 거리들을 간략히 소개하고, 우리나라 22개 지역에서 1987년 1월부터 2007년 12월까지 측정한 월별 강수량 자료를 대상으로 평활된 주기도 거리를 이용하여 지역을 군집화한다.