• Title/Summary/Keyword: jackknife method

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Estimation of High Resolution Daily Precipitation Using a Modified PRISM Model (개선된 PRISM 모형을 이용한 고해상도 일강수량 추정)

  • Kim, Jong Pil;Lee, Woo-Seop;Cho, Hyungon;Kim, Gwangseob
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.34 no.4
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    • pp.1139-1150
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    • 2014
  • This study modified the Parameter-elevation Regression on Independent Slopes Model (PRISM) and investigated the applicability of the modified model (M-PRISM) in estimating $1km{\times}1km$ gridded daily precipitation over South Korea. The model parameters of M-PRISM were estimated by regression curves and were validated using the Jackknife method at the Korean Meteorological Administration (KMA) stations. The results indicate that M-RPISM shows better performance in estimating the frequency of daily precipitation than PRISM while M-PRISM has similar performance to PRISM in estimating the daily precipitation amount. Thus the M-PRISM model proposed in this study can be very useful to estimate high resolution daily precipitation.

Reexamination of Estimating Beta Coecient as a Risk Measure in CAPM

  • Phuoc, Le Tan;Kim, Kee S.;Su, Yingcai
    • The Journal of Asian Finance, Economics and Business
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    • v.5 no.1
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    • pp.11-16
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    • 2018
  • This research examines the alternative ways of estimating the coefficient of non-diversifiable risk, namely beta coefficient, in Capital Asset Pricing Model (CAPM) introduced by Sharpe (1964) that is an essential element of assessing the value of diverse assets. The non-parametric methods used in this research are the robust Least Trimmed Square (LTS) and Maximum likelihood type of M-estimator (MM-estimator). The Jackknife, the resampling technique, is also employed to validate the results. According to finance literature and common practices, these coecients have often been estimated using Ordinary Least Square (LS) regression method and monthly return data set. The empirical results of this research pointed out that the robust Least Trimmed Square (LTS) and Maximum likelihood type of M-estimator (MM-estimator) performed much better than Ordinary Least Square (LS) in terms of eciency for large-cap stocks trading actively in the United States markets. Interestingly, the empirical results also showed that daily return data would give more accurate estimation than monthly return data in both Ordinary Least Square (LS) and robust Least Trimmed Square (LTS) and Maximum likelihood type of M-estimator (MM-estimator) regressions.

Study on the Selection and Application of a Spatial Analysis Model Appropriate for Selecting the Radon Priority Management Target Area (라돈 우선관리 대상 지역 선정에 적합한 공간분석모형의 선정 및 활용에 관한 연구)

  • Nam Goung, Sun Ju;Choi, Kil Yong;Hong, Hyung Jin;Yoon, Dan Ki;Kim, Yoon Shin;Park, Si Hyun;Kim, Yoon Kwan;Lee, Cheol Min
    • Journal of Environmental Health Sciences
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    • v.45 no.1
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    • pp.82-96
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    • 2019
  • Objective: The aims of this study were to provide the basic data for establishing a precautionary management policy and to develop a methodology for selecting a radon management priority target area suitable for the Korean domestic environment. Methods: A suitable mapping method for the domestic environment was derived by conducting a quantitative comparison of predicted values and measured values that were calculated through implementation of two models such as IDW and RBF methods. And a qualitative comparison including the clarity of information transmission of the written radon map was carried out. Results: The predicted and measured values were obtained through the implementation of the spatial analysis models. The IDW method showed the lowest in the calculated mean square error and had a higher correlation coefficient than the other methods. As results of comparing the uncertainty using the jackknife concept and the concept of error distance for comparison of the differences according to the model interpolation method, the sum of the error distances showed a modest increase compared with the RBF method. As a result of qualitatively comparing the information transfer clarity between the radon maps prepared with the predicted values through the model implementation, it was found that the maps plotted using the predicted values by the implementation of the IDW method had greater clarity in terms of highness and lowness of radon concentration per area compared with the maps plotted by other methods. Conclusions: The radon management priority area suggests selecting a metropolitan city including an area with a high radon concentration.

The Effect of the Anthracnose Resistant Chili Pepper (PepEST gene) on the Non-target Insects, Green Peach Aphids (Myzus persicae Sulzer, Homoptera) (유전자 변형 탄저병 저항성 고추(PepEST gene)가 비표적 곤충인 복숭아혹진딧물(Myzus persicae Sulzer)에 미치는 영향)

  • Park, Ji-Eun;Yi, Hoon-Bok;Kim, Chang-Gi;Jeong, Soon-Chun;Yoon, Won-Kee;Park, Kee-Woong;Lee, Bum-Kyu;Kim, Hwan-Mook
    • Korean journal of applied entomology
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    • v.46 no.3
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    • pp.343-348
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    • 2007
  • To assess the environmental risks of transgenic chili pepper with PepEST gene on non-target organisms before it exposes to the agro-ecosystem environments, we conducted the three sets of green peach aphids (Myzus persicas S.) life table experiment under laboratory conditions (Temp. $25^{\circ}C$, R.H. 50-70%, Photoperiod L16 : D8) in series during 2005-2006. We measured the net reproductive rate ($R_0)^*$, the intrinsic rate of increase ($r_m$), the mean generation time ($T_c$), $fecundity^*$, life span, and reproduction period between non-transgenic chili peppers and transgenic chili peppers, respectively. The life span of green peach aphids from three sets was 31, 27, 25 days, and the period of life span was similar to the general average length of green peach aphids, 25-29 days. Although the first reproduction of transgenic pepper was similar to the non transgenic pepper (P>0.05), the fecundity and the net reproductive rate ($R_o$) by using Jackknife method of transgenic pepper were lower than those of non transgenic pepper (P<0.05). Conclusively, we observed the adverse effect from our results but we should execute further experiments to confirm the results at the fields with the similar way.