• 제목/요약/키워드: generalized Gaussian distribution

검색결과 42건 처리시간 0.021초

Cumulative Sums of Residuals in GLMM and Its Implementation

  • Choi, DoYeon;Jeong, KwangMo
    • Communications for Statistical Applications and Methods
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    • 제21권5호
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    • pp.423-433
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    • 2014
  • Test statistics using cumulative sums of residuals have been widely used in various regression models including generalized linear models(GLM). Recently, Pan and Lin (2005) extended this testing procedure to the generalized linear mixed models(GLMM) having random effects, in which we encounter difficulties in computing the marginal likelihood that is expressed as an integral of random effects distribution. The Gaussian quadrature algorithm is commonly used to approximate the marginal likelihood. Many commercial statistical packages provide an option to apply this type of goodness-of-fit test in GLMs but available programs are very rare for GLMMs. We suggest a computational algorithm to implement the testing procedure in GLMMs by a freely accessible R package, and also illustrate through practical examples.

Tsunami-induced Change Detection Using SAR Intensity and Texture Information Based on the Generalized Gaussian Mixture Model

  • Jung, Min-young;Kim, Yong-il
    • 한국측량학회지
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    • 제34권2호
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    • pp.195-206
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    • 2016
  • The remote sensing technique using SAR data have many advantages when applied to the disaster site due to its wide coverage and all-weather acquisition availability. Although a single-pol (polarimetric) SAR image cannot represent the land surface better than a quad-pol SAR image can, single-pol SAR data are worth using for disaster-induced change detection. In this paper, an automatic change detection method based on a mixture of GGDs (generalized Gaussian distribution) is proposed, and usability of the textural features and intensity is evaluated by using the proposed method. Three ALOS/PALSAR images were used in the experiments, and the study site was Norita City, which was affected by the 2011 Tohoku earthquake. The experiment results showed that the proposed automatic change detection method is practical for disaster sites where the large areas change. The intensity information is useful for detecting disaster-induced changes with a 68.3% g-mean, but the texture information is not. The autocorrelation and correlation show the interesting implication that they tend not to extract agricultural areas in the change detection map. Therefore, the final tsunami-induced change map is produced by the combination of three maps: one is derived from the intensity information and used as an initial map, and the others are derived from the textural information and used as auxiliary data.

A consideration on the one dimensional q-wavelet

  • Watanabe, Takashi;Tanaka, Masaru;Mishima, Taketoshi
    • 대한전자공학회:학술대회논문집
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    • 대한전자공학회 2002년도 ITC-CSCC -1
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    • pp.393-396
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    • 2002
  • In this paper, we give the definitions of the q-Haar and q-Gabor wavelet. Instead of using the conventional Gaussian distribution as a kernel of the Gabor wavelet, if the q-normal distribution is used, we can get the q-Gabor wavelet as a possible generalization of the Gabor wavelet. The q-normal distribution, which is given by the author, is one of the generalized Gaussian distribution. On the other hand, if two sets of the q-normal distribution are connected anti-symmetrically, we can get the q-Haar wavelet as a possible generalization of the Haiw wavelet. We give experiments on the q-eabor and q-Haar wavelet and discuss about the q-Gabor and q-Haar wavelet.

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한국지역 집중호우에 대한 반환주기의 베이지안 모형 분석 (A Bayesian Analysis of Return Level for Extreme Precipitation in Korea)

  • 이정진;김남희;권혜지;김용구
    • 응용통계연구
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    • 제27권6호
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    • pp.947-958
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    • 2014
  • 집중호우의 특성을 이해하는 것은 수문관리 및 재해방재 등에서 매우 중요하다. 특히 반환주기는 이러한 집중호우의 특성을 나타내는 측정치로 자주 사용된다. 본 논문에서는 베이지안 계층적 모형을 이용하여 강우의 반환주기에 대한 공간구조를 분석하였다. 먼저 국내 62개 지점에서 측정한 강우 강도을 기초로 하여 연간 일일 최대강우량과 특정한 수준을 초과하는 강우량에 대해서 generalized extreme value(GEV)와 generalized Pareto distribution(GPD)를 각각 가정하여 추정하였다. 집중호우 반환주기에 대한 공간구조는 이 GEV 분포와 GPD 분포의 모수에 공간구조를 가지는 다변량 정규분포를 이용하여 설명하였다. 제안된 모형을 국내 76개 지역에서 39년간 측정된 일별 강우량 관측자료에 적용하였다.

Oceanographic indicators for the occurrence of anchovy eggs inferred from generalized additive models

  • Kim, Jin Yeong;Lee, Jae Bong;Suh, Young-Sang
    • Fisheries and Aquatic Sciences
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    • 제23권7호
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    • pp.19.1-19.14
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    • 2020
  • Three generalized additive models were applied to the distribution of anchovy eggs and oceanographic factors to determine the occurrence of anchovy spawning grounds in Korean waters and to identify the indicators of their occurrence using survey data from the spring and summer of 1985, 1995, and 2002. Binomial and Gaussian types of generalized additive models (GAM) and quantile generalized additive models (QGAM) revealed that egg density was influenced mostly by ocean temperature and salinity in spring, and the vertical structure of temperature, salinity, dissolved oxygen, and zooplankton biomass during summer in the upper quantiles of egg density. The GAM and QGAM model deviance explained 18.5-63.2% of the egg distribution in summer in the East and West Sea. For the principle component analysis-based GAMs, the variance explained by the final regression model was 27.3-67.0%, higher than the regular models and QGAMs for egg density in the East and West Sea. By analyzing the distribution of anchovy eggs off the Korean coast, our results revealed the optimal temperature and salinity conditions, in addition to high production and high vertical mixing, as the key indicators of the major spawning grounds of anchovies.

영상신호 2차원 코사인 변환계수의 분포근사화 (Distribution Approximation of the Two Dimensional Discrete Cosine Transform Coefficients of Image)

  • 심영석
    • 한국통신학회논문지
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    • 제10권3호
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    • pp.130-134
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    • 1985
  • 영상신호의 이차원 코사인 변환부호화에 있어서 변환계수의 분포계수화는 매우 중요하다. 그 이유는 블록양자화 시 분포함수를 잘못 가정하면 양자화잡음이 매우 커지기 때문이다. 본 논문에서는 일반화된 가우시안 분포함수를 이용하여 test를 행한 결과 AC변환계수들은 shape parameter가 0.6인 일반화된 가우시안 분포로 잘 근사화된다는 결과를 얻었다. 이차원코사인 변환부호화의 컴퓨터 시뮤레이션을 통해 Laplacian이나 Gaussian분포로의 근사화와 비교한 결과 shape parameter가 0.6인 일반화된 가우시안 분포로 근사화하는 경우 실험치와 이론치가 거의 일치하며 추력신호 잡음비도 가장 크게 나타났다.

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Tight Bounds and Invertible Average Error Probability Expressions over Composite Fading Channels

  • Wang, Qian;Lin, Hai;Kam, Pooi-Yuen
    • Journal of Communications and Networks
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    • 제18권2호
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    • pp.182-189
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    • 2016
  • The focus in this paper is on obtaining tight, simple algebraic-form bounds and invertible expressions for the average symbol error probability (ASEP) of M-ary phase shift keying (MPSK) in a class of composite fading channels. We employ the mixture gamma (MG) distribution to approximate the signal-to-noise ratio (SNR) distributions of fading models, which include Nakagami-m, Generalized-K ($K_G$), and Nakagami-lognormal fading as specific examples. Our approach involves using the tight upper and lower bounds that we recently derived on the Gaussian Q-function, which can easily be averaged over the general MG distribution. First, algebraic-form upper bounds are derived on the ASEP of MPSK for M > 2, based on the union upper bound on the symbol error probability (SEP) of MPSK in additive white Gaussian noise (AWGN) given by a single Gaussian Q-function. By comparison with the exact ASEP results obtained by numerical integration, we show that these upper bounds are extremely tight for all SNR values of practical interest. These bounds can be employed as accurate approximations that are invertible for high SNR. For the special case of binary phase shift keying (BPSK) (M = 2), where the exact SEP in the AWGN channel is given as one Gaussian Q-function, upper and lower bounds on the exact ASEP are obtained. The bounds can be made arbitrarily tight by adjusting the parameters in our Gaussian bounds. The average of the upper and lower bounds gives a very accurate approximation of the exact ASEP. Moreover, the arbitrarily accurate approximations for all three of the fading models we consider become invertible for reasonably high SNR.

개선된 타부 탐색을 이용한 PID 제어기 설계 (Design of PID Controller using an Improved Tabu Search)

  • 이양우;박경훈;김동욱
    • 대한전기학회논문지:시스템및제어부문D
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    • 제53권5호
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    • pp.323-330
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    • 2004
  • In this paper, we propose a design method of PID controller using an improved Tabu Search. Tabu Search is improved by neighbor solution creation using Gaussian random distribution and generalized Hermite Biehler Theorem for stable bounds. The range of admissible proportional gains are determined first in closed form. Next the optimal PID gains are selected by improved Tabu Search. The results of Computer simulations represent that the proposed Tabu Search algorithm shows a fast convergence speed and a good control performance.

Patent Keyword Analysis using Gamma Regression Model and Visualization

  • Jun, Sunghae
    • 한국컴퓨터정보학회논문지
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    • 제27권8호
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    • pp.143-149
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    • 2022
  • 특허문서는 연구 개발된 기술에 대한 상세한 결과를 포함하고 있기 때문에 효과적인 기술분석을 위한 다양한 특허분석 방법에 대한 연구가 진행되고 있다. 특히 통계학과 머신러닝 알고리즘에 의한 정량적인 특허분석에 대한 연구가 최근 활발하게 이루어지고 있다. 정량적 특허분석에서 가장 많이 사용되는 특허 데이터는 기술 키워드이다. 기술 키워드 데이터를 분석하는 기존의 방법은 대부분 음의 무한대부터 양의 무한대까지 실수 공간 전체를 확률변수의 값으로 갖는 가우시안 확률분포에 기반한 모형이었다. 본 논문에서는 이론적으로 0부터 양의 무한대까지의 값을 갖는 특허 키워드의 빈도 데이터를 분석하기 위하여 감마 확률분포를 활용한 모형을 제안한다. 또한 감마 회귀모형의 회귀방정식을 결정하기 위하여 키워드 간의 기술 연관성을 시각화하는 2-모드 네트워크를 구축한다. 제안 방법과 기존의 가우시안 기반의 분석모형 간의 성능평가를 위하여 실제 특허 데이터를 수집하여 분석한다.

Probabilistic analysis of gust factors and turbulence intensities of measured tropical cyclones

  • Tianyou Tao;Zao Jin;Hao Wang
    • Wind and Structures
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    • 제38권4호
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    • pp.309-323
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    • 2024
  • The gust factor and turbulence intensity are two crucial parameters that characterize the properties of turbulence. In tropical cyclones (TCs), these parameters exhibit significant variability, yet there is a lack of established formulas to account for their probabilistic characteristics with consideration of their inherent connection. On this condition, a probabilistic analysis of gust factors and turbulence intensities of TCs is conducted based on fourteen sets of wind data collected at the Sutong Cable-stayed Bridge site. Initially, the turbulence intensities and gust factors of recorded data are computed, followed by an analysis of their probability densities across different ranges categorized by mean wind speed. The Gaussian, lognormal, and generalized extreme value (GEV) distributions are employed to fit the measured probability densities, with subsequent evaluation of their effectiveness. The Gumbel distribution, which is a specific instance of the GEV distribution, has been identified as an optimal choice for probabilistic characterizations of turbulence intensity and gust factor in TCs. The corresponding empirical models are then established through curve fitting. By utilizing the Gumbel distribution as a template, the nexus between the probability density functions of turbulence intensity and gust factor is built, leading to the development of a generalized probabilistic model that statistically describe turbulence intensity and gust factor in TCs. Finally, these empirical models are validated using measured data and compared with suggestions recommended by specifications.