• Title/Summary/Keyword: higher-order statistics

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A Subband Adaptive Blind Equalization Algorithm for FIR MIMO Systems (FIR MIMO 시스템을 위한 부밴드 적응 블라인드 등화 알고리즘)

  • Sohn, Sang-Wook;Lim, Young-Bin;Choi, Hun;Bae, Hyeon-Deok
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.59 no.2
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    • pp.476-483
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    • 2010
  • If the data are pre-whitened, then gradient adaptive algorithms which are simpler than higher order statistics algorithms can be used in adaptive blind signal estimation. In this paper, we propose a blind subband affine projection algorithm for multiple-input multiple-output adaptive equalization in the blind environments. All of the adaptive filters in subband affine projection equalization are decomposed to polyphase components, and the coefficients of the decomposed adaptive sub-filters are updated by defining the multiple cost functions. An infinite impulse response filter bank is designed for the data pre-whitening. Pre-whitening procedure through subband filtering can speed up the convergence rate of the algorithm without additional computation. Simulation results are presented showing the proposed algorithm's convergence rate, blind equalization and blind signal separation performances.

Second-Order Statistics of System with Microdiversity and Macrodiversity Reception in Gamma-Shadowed Rician Fading Channels

  • Bandjur, Milos;Sekulovic, Nikola;Stefanovic, Mihajlo;Golubovic, Aleksandra;Spalevic, Petar;Milic, Dejan
    • ETRI Journal
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    • v.35 no.4
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    • pp.722-725
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    • 2013
  • In this letter, a wireless communication system with microdiversity and macrodiversity reception in gamma-shadowed Rician fading channels is considered. Exact and rapidly converging infinite-series expressions for the average level crossing rate and average fade duration at the output of the system are provided. Numerical results are presented graphically to illustrate the proposed mathematical analysis and to examine the effects of the system's parameters on the quantities considered.

Krawtchouk Polynomial Approximation for Binomial Convolutions

  • Ha, Hyung-Tae
    • Kyungpook Mathematical Journal
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    • v.57 no.3
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    • pp.493-502
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    • 2017
  • We propose an accurate approximation method via discrete Krawtchouk orthogonal polynomials to the distribution of a sum of independent but non-identically distributed binomial random variables. This approximation is a weighted binomial distribution with no need for continuity correction unlike commonly used density approximation methods such as saddlepoint, Gram-Charlier A type(GC), and Gaussian approximation methods. The accuracy obtained from the proposed approximation is compared with saddlepoint approximations applied by Eisinga et al. [4], which are the most accurate method among higher order asymptotic approximation methods. The numerical results show that the proposed approximation in general provide more accurate estimates over the entire range for the target probability mass function including the right-tail probabilities. In addition, the method is mathematically tractable and computationally easy to program.

Markov Chain Approach to Forecast in the Binomial Autoregressive Models

  • Kim, Hee-Young;Park, You-Sung
    • Communications for Statistical Applications and Methods
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    • v.17 no.3
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    • pp.441-450
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    • 2010
  • In this paper we consider the problem of forecasting binomial time series, modelled by the binomial autoregressive model. This paper considers proposed by McKenzie (1985) and is extended to a higher order by $Wei{\ss}$(2009). Since the binomial autoregressive model is a Markov chain, we can apply the earlier work of Bu and McCabe (2008) for integer valued autoregressive(INAR) model to the binomial autoregressive model. We will discuss how to compute the h-step-ahead forecast of the conditional probabilities of $X_{T+h}$ when T periods are used in fitting. Then we obtain the maximum likelihood estimator of binomial autoregressive model and use it to derive the maximum likelihood estimator of the h-step-ahead forecast of the conditional probabilities of $X_{T+h}$. The methodology is illustrated by applying it to a data set previously analyzed by $Wei{\ss}$(2009).

Health-related Factors, Nutrition Knowledge and Dietary Habits among Nursing and Allied Health College Students (간호보건계열 대학생의 건강 관련요인, 영양지식 및 식생활 태도)

  • Kim, Su Ol
    • Journal of the Korean Society of School Health
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    • v.28 no.3
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    • pp.158-167
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    • 2015
  • Purpose: This study compares the differences in health-related factors, nutrition knowledge and dietary habits between nursing and allied health college students. Methods: Nursing students(n=499) and allied health college students(n=402) were surveyed on their health-related factors, nutrition knowledge and dietary habits. Data were collected from two universities in A city, Korea. Data were analyzed through descriptive statistics, $x^2$ distribution and t-test, $x^2$-test and Pearson correlation coefficient using SPSS 21.0. Results: The level of nutrition knowledge was higher among nursing students than students majoring in other fields. Scores regarding dietary habits were not significantly different between nursing students and other students. Conclusion: Nutritional education for college students is needed in order to improve their health. Nutritional education programs should be tailored to meet various needs of these students.

Reliability Equivalence Factors of a Bridge Network System

  • Sarhan, Ammar M.
    • International Journal of Reliability and Applications
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    • v.5 no.2
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    • pp.81-103
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    • 2004
  • Improvements of a bridge network system are studied in this paper. Then equivalence between different improved designs of the bridge network system is discussed. Three different methods are used to get different better designs of the network in the sense of having higher reliability and mean time to failure. Then two different types of reliability equivalence factors of the system are derived. It is assumed here that the failure rates of the system's components are identical and constant. The reliability functions and mean time to failure of the original and improved designs of the network are derived. Comparison between the mean time to failures of the original system and improved designs of the system are presented. Numerical studies and conclusion are presented in order to explain how one can apply the the theoretical results obtained.

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An Analysis of the Impact of FTA Tariff Elimination on the Export Price of Norwegian Fresh and Chilled Salmon to Korea (노르웨이 신선·냉장 연어의 한국 수출가격에 대한 FTA 관세 철폐 영향 분석)

  • Kim, Bong-Tae
    • The Journal of Fisheries Business Administration
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    • v.49 no.2
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    • pp.37-48
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    • 2018
  • This study analyzed the impact of FTA tariff elimination on the export prices for Norwegian fresh and chilled salmon, of which Korean import has significantly increased since the Korea-EFTA FTA implementation. Korea's fresh and chilled salmon market is almost monopolized by Norway, and Korea's price level is higher than other countries, so it is highly likely that price discrimination occurs. This study theoretically explained that exporters could adjust their prices by market power when tariffs are eliminated in imperfectly competitive markets. And the empirical analysis provided evidence that the exporters have made price adjustments since the FTA took effect, and similar results were found in the relative price comparison with trade statistics and Nasdaq Salmon Index. Therefore, in order to increase consumer welfare in Korean salmon market, it is required to transform the monopolistic market structure into a competitive one.

Gender Differences in Health Status, Health Behavior and Disease Prevalence of Multi-cultural Family (성별에 따른 다문화 가족의 건강상태, 건강행위 및 질병이환)

  • Kim, Eungyeong;Wee, Hwee
    • Health Communication
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    • v.13 no.2
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    • pp.103-108
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    • 2018
  • Background: This study was to analyze gender differences in health status, health behaviors and disease prevalence of multi-cultural family in order to contribute to health promotion of them. Methods: This study used raw data from the Korea Community Health Survey(KCHS) which was performed in 2015. Among them, 3,045 multi-cultural family members were included in this study. Data was analyzed using SPSS 21.0 for descriptive statistics, t test, Chi-square test, and Pearson's correlation coefficients. Results: According to gender, depression and subjective health were different in health status. High risk drinking, hypertension, dyslipidemia, arthritis, and obesity prevalence rate were higher in males than females significantly(p<.001). Conclusion: Based on the study results, it is necessary to establish a public health care program to improve health and welfare of multi-cultural families.

A Kullback-Leibler divergence based comparison of approximate Bayesian estimations of ARMA models

  • Amin, Ayman A
    • Communications for Statistical Applications and Methods
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    • v.29 no.4
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    • pp.471-486
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    • 2022
  • Autoregressive moving average (ARMA) models involve nonlinearity in the model coefficients because of unobserved lagged errors, which complicates the likelihood function and makes the posterior density analytically intractable. In order to overcome this problem of posterior analysis, some approximation methods have been proposed in literature. In this paper we first review the main analytic approximations proposed to approximate the posterior density of ARMA models to be analytically tractable, which include Newbold, Zellner-Reynolds, and Broemeling-Shaarawy approximations. We then use the Kullback-Leibler divergence to study the relation between these three analytic approximations and to measure the distance between their derived approximate posteriors for ARMA models. In addition, we evaluate the impact of the approximate posteriors distance in Bayesian estimates of mean and precision of the model coefficients by generating a large number of Monte Carlo simulations from the approximate posteriors. Simulation study results show that the approximate posteriors of Newbold and Zellner-Reynolds are very close to each other, and their estimates have higher precision compared to those of Broemeling-Shaarawy approximation. Same results are obtained from the application to real-world time series datasets.

Characterization Of Rainrate Fields Using A Multi-Dimensional Precipitation Model

  • Yoo, Chul-sang;Kwon, Snag-woo
    • Water Engineering Research
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    • v.1 no.2
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    • pp.147-158
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    • 2000
  • In this study, we characterized the seasonal variation of rainrate fields in the Han river basin using the WGR multi-dimensional precipitation model (Waymire, Gupta, and Rodriguez-Iturbe, 1984) by estimating and comparing the parameters derived for each month and for the plain area, the mountain area and overall basin, respectively. The first-and second-order statistics derived from observed point gauge data were used to estimate the model parameters based on the Davidon-Fletcher-Powell algorithm of optimization. As a result of the study, we can find that the higher rainfall amount during summer is mainly due to the arrival rate of rain bands, mean number of cells per cluster potential center, and raincell intensity. However, other parameters controlling the mean number of rain cells per cluster, the cellular birth rate, and the mean cell age are found invariant to the rainfall amounts. In the application to the downstream plain area and upstream mountain area of the Han river basin, we found that the number of storms in the mountain area was estimated a little higher than that in the plain area, but the cell intensity in the mountain area a little lower than that in the plain area. Thus, in the mountain area more frequent but less intense storms can be expected due to the orographic effect, but the total amount of rainfall in a given period seems to remain the same.

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