• 제목/요약/키워드: least squares estimation

검색결과 571건 처리시간 0.034초

지하수위 분포 모델링을 위한 UNIVERSAL KRIGING의 응용 2. 제한적 최대 우도법 (Application of universal kriging for modeling a groundwater level distribution 2. Restricted maximum likelihood method)

  • 정상용
    • 지질공학
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    • 제3권1호
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    • pp.51-61
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    • 1993
  • 비정상 현상을 나타내는 지하수위 자료의 추정을 위해서 제한적 최대 우도치를 이용하는 universal kriging을 사용하였다. 제한적 최대우도법의 우수성을 판정하기 위해 가중 최소자승법을 이용하는 IRD-k와 비교 검토하였다. 교차 타당성에 있어서 RML과 k계 고유 확율함수는 거의 비슷한 결과를 갖고, 참값 대 추정치의 이산분포도와 지하수위 등고선도에 있어서도 2가지 방법이 거의 같은 결과를 만들었다. RNL을 이요한 universal kriging과 가중 최소자승법을 이용한 IRF-k가 비정상 함수자료의 추정에 있어서 거의 비슷한 결과를 만든 원인은 이용된 실험자료의 비정규분포와 적은 자료수에 기인하는 것으로 사료된다.

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An Integrated Design Process for Manufacturing and Multidisciplinary Design Under System Uncertainty

  • Byeng Dong
    • International Journal of Precision Engineering and Manufacturing
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    • 제5권4호
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    • pp.61-68
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    • 2004
  • Necessity to address engineering system uncertainties in design processes has long been acknowledged. To obtain quality of product, a safety factor is traditionally used by many design engineers due to its easy of use and comprehension. However, the safety factor approach often yields either conservative or unreliable designs, since it ignores the type of probability distribution and the mechanism of uncertainty propagation from the input to the output. For a consistent reliability-based design, two fundamental issues must be investigated thoroughly. First, the design-decision process that clearly identifies a mechanism of uncertainty propagation under system uncertainties needs to be developed, which must be an efficient and accurate process. To identify the mechanism more effectively, an adaptive probability analysis is proposed by adaptively setting probability levels through a posteriori error estimation. The second is to develop the design process that not only yields a high quality design but also a cost-effective optimum design from manufacturing point of view. As a result, a response surface methodology is specially developed for RBDO, thus enhancing numerical challenges of efficiency and complicatedness. Side crashworthiness application is used to demonstrate the integrated design process for product and manufacturing process design.

근적외선흡광스픽트럼에 대한 반복목표변환인자분석에 의한 메탄올-물 혼합액 및 아세토니트릴 -물 혼합액의 특성 확인 (Characterization of Methanol-Water and Acetonitrile-Water Mixtures Using Iterative Target Transform Factor Analysis on Near Infrared Absorption Spectra)

  • 박영주;조정환
    • 약학회지
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    • 제48권1호
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    • pp.6-12
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    • 2004
  • Near-infrared spectra of methanol-water mixtures and acetonitrile-water mixtures were acquired to find interactions between solvents widely used for reverse-phase liquid chromatography. Mixtures were prepared to give a series of increasing mole fractions of methanol or acetonitrile in water. Data matrices of acquired spectra were analyzed to determine the proper number of principal components of each mixture system using Malinowski's factor indicator function. Initial guess of score matrix and loading matrix were calculated by nonlinear iterative partial least squares (NIPALS) algorithm for faster computation. Iterative target transform factor analysis (ITTFA) was applied to convert the initial estimation of score matrix to true concentration profile and loading matrix to pure spectra of pure components of the mixtures. In case of methanol-water the number of principal components was found to be 4 and those initial guess of factors were converted to the pure spectra of water methanol and two kinds of complexes. In case of acetonitrile-water the number of pure components of the mixtures was found to be 3 and the pure spectrum of acetonitrile-water complex was found. The nonlinear characteristics of concentration profiles of complexes in the solvent mixtures may give a good criteria in understanding their elution characteristics in reverse-phase liquid chromatogrsphy.

GPS-Based Orbit Determination for KOMPSAT-5 Satellite

  • Hwang, Yoo-La;Lee, Byoung-Sun;Kim, Young-Rok;Roh, Kyoung-Min;Jung, Ok-Chul;Kim, Hae-Dong
    • ETRI Journal
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    • 제33권4호
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    • pp.487-496
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    • 2011
  • Korea Multi-Purpose Satellite-5 (KOMPSAT-5) is the first satellite in Korea that provides 1 m resolution synthetic aperture radar (SAR) images. Precise orbit determination (POD) using a dual-frequency IGOR receiver data is performed to conduct high-resolution SAR images. We suggest orbit determination strategies based on a differential GPS technique. Double-differenced phase observations are sampled every 30 seconds. A dynamic model approach using an estimation of general empirical acceleration every 6 minutes through a batch least-squares estimator is applied. The orbit accuracy is validated using real data from GRACE and KOMPSAT-2 as well as simulated KOMPSAT-5 data. The POD results using GRACE satellite are adjusted through satellite laser ranging data and compared with publicly available reference orbit data. Operational orbit determination satisfies 5 m root sum square (RSS) in one sigma, and POD meets the orbit accuracy requirements of less than 20 cm and 0.003 cm/s RSS in position and velocity, respectively.

Hunt 방법을 이용한 Image Restoration에 있어서의 인버스 필터 효과 (Effect of Inverse Filter in Image Restoration Using Hunt's Method)

  • 이성춘;강철호;이정한
    • 대한전자공학회논문지
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    • 제21권2호
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    • pp.54-60
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    • 1984
  • Hunt가 제안한 restoration방법은 한정조건(constraint)을 만족하는 적정한 y값을 찾음으로써 얻어진다. 본 논문에서는 이러한 Hunt방법에 의한 restoration 필터에 인버스 필터의 효과를 첨가하여 얻어지는 새로운 image restoration 방법을 제시하였다. 따라서 복원된 영상(restored image)을 구하기 위한 적정액 γ가 유일하게 결정되는 Hunt의 방법에 비해 인버스 필터 효과의 정도에 따라 한정조건을 만족하는 적정치 γ를 새롭게 결정함으로써 얻어지는 복원된 영상에서 고주파 성분이 강조되는 효과를 볼 수 있다. 본 논문에서는 인버스 필터 효과의 정도를 나타내는 α를 변화시켜 가며 restoration된 결과와 α가 0인 경우에 해당하는 Hunt의 방법에 의해 restoration되어진 결과를 비교. 검토하였다.

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초기하분포 소프트웨어 신뢰성 성장 모델 : 일반화, 추정과 예측 (Hyper-Geometric Distribution Software Reliability Growth Model : Generalizatio, Estimation and Prediction)

  • 박중양;유창열;박재홍
    • 한국정보처리학회논문지
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    • 제6권9호
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    • pp.2343-2349
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    • 1999
  • 최근에 개발되어 성공적으로 적용되고 있는 초기하분포 소프트웨어 신뢰성 성장 모델은 이 모델에서 중요한 역할을 하는 반응계수(sensitivity factor)를 추정 대상인 모수로 가정하고 있다. 본 논문은 먼저 디버깅과정의 무작위성을 반영하기 위해 반응계수를 이항분로를 하는 확률변수로 가정하여 초기하분포 신뢰성 성장 모델을 일반화한다. 이러한 일반화는 초기하분포 소프트웨어 신뢰성 성장 모델의 통계적 특성을 쉽게 파악할 수 있게 한다. 특히 일반화 된 모델의 모수를 최소자승법으로 추정하면 기존 모델에 최소자승법을 적용한 것과 같은 결과를 얻을 수 있음을 보이고, 더불어 최우추정치를 최소자승법으로 구하는 방법과 예측방법도 제시한다.

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가시광선 및 근적외선 투과스펙트럼을 이용한 홍삼의 내부품질예측 (Internal Quality Estimation of Korean Red Ginseng Using VIS/NIR Transmittance Spectrum)

  • 손재룡;이강진;김기영;강석원;최규홍;장익주
    • Journal of Biosystems Engineering
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    • 제29권4호
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    • pp.335-340
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    • 2004
  • This study was conducted to evaluate the internal quality of Korean red ginseng using VIS/NIR transmittance spectra. To classify the internal qualities, partial least squares(PLS) regression was conducted. The main results are as follows: To develop the PLS model, several wave bands were divided and incorporated into the model. Among the bands, the wavelength range of 550-1,020nm, excluded noise signal, showed the best evaluation results. Effect of step size on the performance of quality evaluation showed optimal at 15 steps. In order to enhance the accuracy of quality evaluation, the abnormal spectrum shape was considered first and then the PLS model was applied. Among the 150 samples, 12 samples were evaluated by the spectrum shape. In this study, to develop the optimal PLS regression model, among the 150 samples, 138 samples was used with exception of 12 samples which could evaluate the spectrum shape. The result of quality evaluation was promising as SEC and correlation coefficient were 1.09 and 0.967, respectively, and SEP and correlation coefficient were 1.04 and 0.958, respectively.

Estimation of LOCA Break Size Using Cascaded Fuzzy Neural Networks

  • Choi, Geon Pil;Yoo, Kwae Hwan;Back, Ju Hyun;Na, Man Gyun
    • Nuclear Engineering and Technology
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    • 제49권3호
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    • pp.495-503
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    • 2017
  • Operators of nuclear power plants may not be equipped with sufficient information during a loss-of-coolant accident (LOCA), which can be fatal, or they may not have sufficient time to analyze the information they do have, even if this information is adequate. It is not easy to predict the progression of LOCAs in nuclear power plants. Therefore, accurate information on the LOCA break position and size should be provided to efficiently manage the accident. In this paper, the LOCA break size is predicted using a cascaded fuzzy neural network (CFNN) model. The input data of the CFNN model are the time-integrated values of each measurement signal for an initial short-time interval after a reactor scram. The training of the CFNN model is accomplished by a hybrid method combined with a genetic algorithm and a least squares method. As a result, LOCA break size is estimated exactly by the proposed CFNN model.

Post-Crisis Behavior of Banks in Asia: A Case of Chronic Over-Capitalization

  • MOHAMMAD, Khalil Ullah;MUHAMMAD, Affan;MUHAMMAD, Kaleem Ullah
    • The Journal of Asian Finance, Economics and Business
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    • 제8권3호
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    • pp.517-525
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    • 2021
  • The study investigates the behavior of Asian banks in response to the subprime mortgage crisis and examines how countries that have experimented with a mix of conventional and Islamic banking managed their balance sheet during that period. The study carries out an independent mean t-test comparing the difference of leverage of 464 conventional commercial Asian banks pre- and post-crisis from the largest twenty-five Asian economies based on GDP (2007). The analysis uses 10-year unbalanced panel data of conventional banks and employs the generalized least squares estimation using a dummy variable event window method to capture the response of Asian banks. The study finds evidence of a structural change in the capital structure of Asian commercial banks in response to the financial crisis. Findings suggest that conventional banks increased their capital position more in countries that have both Islamic and conventional banking than those countries without Islamic banking services. By having Islamic banking in their product portfolio, countries can exert market discipline on conventional banks. The study identifies a significant role of global macroeconomic shocks on banks liability structure decision-making. Evidence shows that this increase in capital positioning by banks was a permanent rather than a temporary response.

The Impact of Product Consumption Strategy and Financial Autonomy on Competitiveness of Technology Firms in Vietnam

  • PHAM, Van Thi Hong;NGUYEN, Quynh Thuy
    • The Journal of Asian Finance, Economics and Business
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    • 제8권4호
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    • pp.819-826
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    • 2021
  • This study aims to determine the impact of product consumption strategy and financial autonomy on the competitiveness of technology firms in Vietnam. This study employs panel data of 27 technology firms collected from listed financial statements of the business for the period (2010-2019). The study also uses some indicators reflecting the macroeconomic situation of the economy collected from the World Bank. Instead of Exploratory Factor Analysis which has been used before, the study uses the feasible generalized least squares (FGLS) estimation as the main method. The FGLS corrects the variance changes and autocorrelation on the dataset of these Vietnamese technology firms. The results reveal that the strategy of product consumption and financial autonomy positively affect the competitiveness of technology firms. These are also two core factors of the technology industry, which have a strong impact on the increase in the competitiveness of firms. The findings of this study suggest that technology firms do not need to invest in many long-term assets, but mainly in short-term assets in order to quickly respond to the strategies for consuming new technology products of the business. In addition, the increase in Gross Domestic Product per capita also positively affects the increase in the competitiveness of technology firms.