• 제목/요약/키워드: least-squares methods

검색결과 629건 처리시간 0.03초

Estimating quantiles of extreme wind speed using generalized extreme value distribution fitted based on the order statistics

  • Liu, Y.X.;Hong, H.P.
    • Wind and Structures
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    • 제34권6호
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    • pp.469-482
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    • 2022
  • The generalized extreme value distribution (GEVD) is frequently used to fit the block maximum of environmental parameters such as the annual maximum wind speed. There are several methods for estimating the parameters of the GEV distribution, including the least-squares method (LSM). However, the application of the LSM with the expected order statistics has not been reported. This study fills this gap by proposing a fitting method based on the expected order statistics. The study also proposes a plotting position to approximate the expected order statistics; the proposed plotting position depends on the distribution shape parameter. The use of this approximation for distribution fitting is carried out. Simulation analysis results indicate that the developed fitting procedure based on the expected order statistics or its approximation for GEVD is effective for estimating the distribution parameters and quantiles. The values of the probability plotting correlation coefficient that may be used to test the distributional hypothesis are calculated and presented. The developed fitting method is applied to extreme thunderstorm and non-thunderstorm winds for several major cities in Canada. Also, the implication of using the GEVD and Gumbel distribution to model the extreme wind speed on the structural reliability is presented and elaborated.

The Impact of Foreign Ownership on Credit Risk of Commercial Banks in Vietnam: Before the Context of Participation in the CPTPP

  • PHAM, Thi Bich Duyen
    • The Journal of Asian Finance, Economics and Business
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    • 제9권5호
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    • pp.305-311
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    • 2022
  • The Comprehensive and Progressive Agreement for Trans-Pacific Partnership (CPTPP) is projected to provide several chances for Vietnam's banking industry to expand into the international market. This study examines the influence of foreign ownership on credit risk in Vietnamese commercial banks before the context of participation in the CPTPP. Using a sample of 28 commercial banks between 2009 and 2020, we find that foreign ownership has a negative relationship with bank credit risk. The regression methods used include the least-squares method, fixed-effects model, random effects model, and general least squares method. The research model adds interactive variables, which will help to reflect the role of intermediary factors more accurately such as listing on the stock market, capital ratio to the relationship between foreign ownership and bank credit risk. The test results reveal that increasing the foreign ownership ratio has a bigger impact on reducing credit risk for listed banks and banks with low capital than for other commercial banks. The government should flexibly adjust the foreign ownership ratio according to the capital size and role of each bank so that it can make good use of investment capital from abroad when Vietnam joins the CPTPP.

Effect of maternal and child factors on stunting: partial least squares structural equation modeling

  • Santosa, Agus;Arif, Essa Novanda;Ghoni, Dinal Abdul
    • Clinical and Experimental Pediatrics
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    • 제65권2호
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    • pp.90-97
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    • 2022
  • Background: Stunting is affected by various factors from mother and child. Previous studies assessed only one or more influencing variables. Unfortunately, nor the significant influence of maternal and child factors nor the indicators contributing to maternal and child factors that affect the stunting incidence have ever been analyzed. Purpose: This study analyzed the effect of maternal and child factors on stunting and the significant indicators that shape the maternal and child factors that impact stunting. Methods: This was a case-control study. Overall, 132 stunted children and 132 nonstunted children in Purbalingga Regency, Central Java Province, participated in the research. Direct interviews and medical record reviews were conducted to assess the studied variables. The research data were tested using the partial least squares structural equation with a formative model. Results: Maternal factors directly affected the occurrence of stunting (t=3.527, P<0.001) with an effect of 30.3%. Maternal factors also contributed a significant indirect effect on stunting through child factors (t=4.762, P<0.001) with an effect of 28.2%. Child factors affected the occurrence of stunting (t=5.749, P<0.001) with an effect of 49.8%. The child factor was influenced by maternal factor with an effect of 56.7% (t=10.014, P<0.001). The moderation analysis results demonstrated that maternal and child factors were moderate predictive variables of stunting occurrence. Conclusion: Child factors have more significant and direct effects on stunting than maternal factors but are greatly affected by them.

정규화 기법을 이용한 낮은 연산량의 가변 망각 인자 RLS 기법 (Low-Complexity VFF-RLS Algorithm Using Normalization Technique)

  • 이석진;임준석;성굉모
    • 한국음향학회지
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    • 제29권1호
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    • pp.18-23
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    • 2010
  • RLS (Recursive Least Squares) 알고리즘은 적응 알고리즘의 대표적인 알고리즘이다. 하지만, 기본적인 RLS 알고리즘은 빠르게 움직이는 신호와 같은 비정상 (non-stationary) 신호환경에서는 좋은 성능을 가질 수 없다는 단점이 있다. 이를 해결하기 위하여 가변 망각 인자를 가지는 RLS 알고리즘이 등장하였으나, 기존의 가변 망각 인자 RLS 알고리즘은 연산량이 너무 많다는 단점이 있다. 본 논문에서는 이를 해결하기 위하여, 상대적으로 적은 연산량으로 AFF-RLS 알고리즘과 비슷한 성능을 내는 RLS 알고리즘을 제안한다.

비정상 간섭잡음 제거를 위한 광대역 MAFF-RLS 마이크로폰 GSC (MAFF-RLS Broadband Microphone GSC for Non-Stationary Interference Cancellation)

  • 이석진;임준석;성굉모
    • 한국음향학회지
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    • 제28권6호
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    • pp.520-525
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    • 2009
  • 적응 빔형성기에 대한 기존의 연구들은 간섭신호가 비교적 정상상태인 것을 가정하여 시간-평균을 취하거나 비교적 간단한 최소자승법 (Least Mean Squares)등을 이용하여 구현하고 있으나, 비정상 (Non-stationary) 상태의 간섭잡음의 제거 성능은 상대적으로 떨어진다. 따라서 본 논문에서는, 이러한 비정상 간섭 신호의 제거를 위해 MAFF-RLS 알고리즘을 도출하고, 이를 수정, 적용한 광대역 GSC의 구조를 제안하였다. 그리고 이를 시뮬레이션을 통하여 검증한 결과, 기존의 SMI, RLS 방법을 이용한 빔형성기보다 성능이 우수함을 확인하였다.

수산 관련 시계열 자료를 이용한 통계학적 분석에서의 자기상관에 대한 고찰 (Autocorrelation in Statistical Analyses of Fisheries Time Series Data)

  • 박영철;히야마 요시아끼
    • 한국수산과학회지
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    • 제35권3호
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    • pp.216-222
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    • 2002
  • 시계열자료가 가진 자기상관은 추정된 상관관계를 왜곡시키는 요인들 중의 하나로 작용한다. 회귀모형의 잔차항에 자기상관이 있는 지를 검정하기 위해 Durbin-Watson 통계량이 흔히 쓰인다. 잔차항에 자기상관을 가진 회귀모형의 효율성을 향상시키기 위해 yule-Walker 법, 비선형최소제곱법, 최우추정법 및 사전백색화법이 사용되어 왔다. 본 연구는 자기상관으로 인한 상관관계의 왜곡을 방지하기 위한 이들 방법들에 대해 고찰하였다. 사전백색화법을 제외한 앞의 3가지 방법을 20년간의 실제 시계열 자료에 적용하였으며 몬테카를로법을 이용하여 각 방법의 오차변이를 조사하였다. 각 방법의 평균잔차제곱분포의 경우, 최우추정법으로 추정된 평균잔차제곱이 가장 작았으며 분포 범위도 가장 작았으나 각 추정방법 사이에 유의한 차이가 발견되지는 않았다.

Rancidity Prediction of Soybean Oil by Using Near-Infrared Spectroscopy Techniques

  • Hong, Suk-Ju;Lee, Ah-Yeong;Han, Yun-hyeok;Park, Jongmin;So, Jung Duck;Kim, Ghiseok
    • Journal of Biosystems Engineering
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    • 제43권3호
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    • pp.219-228
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    • 2018
  • Purpose: This study evaluated the feasibility of a near-infrared spectroscopy technique for the rancidity prediction of soybean oil. Methods: A near-infrared spectroscopy technique was used to evaluate the rancidity of soybean oils which were artificially deteriorated. A soybean oil sample was collected, and the acid values were measured using titrimetric analysis. In addition, the transmission spectra of the samples were obtained for whole test periods. The prediction model for the acid value was constructed by using a partial least-squares regression (PLSR) technique and the appropriate spectrum preprocessing methods. Furthermore, optimal wavelength selection methods such as variable importance in projection (VIP) and bootstrap of beta coefficients were applied to select the most appropriate variables from the preprocessed spectra. Results: There were significantly different increases in the acid values from the sixth days onwards during the 14-day test period. In addition, it was observed that the NIR spectra that exhibited intense absorption at 1,195 nm and 1,410 nm could indicate the degradation of soybean oil. The PLSR model developed using the Savitzky-Golay $2^{nd}$ order derivative method for preprocessing exhibited the highest performance in predicting the acid value of soybean oil samples. onclusions: The study helped establish the feasibility of predicting the rancidity of the soybean oil (using its acid value) by means of a NIR spectroscopy together with optimal variable selection methods successfully. The experimental results suggested that the wavelengths of 1,150 nm and 1,450 nm, which were highly correlated with the largest absorption by the second and first overtone of the C-H, O-H stretch vibrational transition, were caused by the deterioration of soybean oil.

단일 레이저 포인터를 이용한 저복잡도 휴대형 3D 스캐너 (Low-Complexity Handheld 3-D Scanner Using a Laser Pointer)

  • 이경미;이연경;박도영;유훈
    • 전기학회논문지
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    • 제64권3호
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    • pp.458-464
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    • 2015
  • This paper proposes a portable 3-D scanning technique using a laser pointer. 3-D scanning is a process that acquires surface information from an 3-D object. There have been many studies on 3-D scanning. The methods of 3-D scanning are summarized into some methods based on multiple cameras, line lasers, and light pattern recognition. However, those methods has major disadvantages of their high cost and big size for portable appliances such as smartphones and digital cameras. In this paper, a 3-D scanning system using a low-cost and small-sized laser pointer are introduced to solve the problems. To do so, we propose a 3-D localization technique for a laser point. The proposed method consists of two main parts; one is a fast recognition of input images to obtain 2-D information of a point laser and the other is calibration based on the least-squares technique to calculate the 3-D information overall. To verified our method, we carry out experiments. It is proved that the proposed method provides 3-D surface information although the system is constructed by extremely low-cost parts such a chip laser pointer, compared to existing methods. Also, the method can be implemented in small-size; thus, it is enough to use in mobile devices such as smartphones.

임의의 절점 추가에 의한 개선 유한요소법 (An Improved Finite Element Method by Adding Arbitrary Nodes in a Domain)

  • 김현규
    • 대한기계학회논문집A
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    • 제30권12호
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    • pp.1626-1633
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    • 2006
  • In the present paper, in the context of the meshless interpolation of a moving least squares (MLS) type, a novel method which uses primary and secondary nodes in the domain and on the global boundary is introduced, in order to improve the accuracy of solution. The secondary nodes can be placed at any location where one needs to obtain a better resolution. The support domains for the shape functions in the MLS approximation are defined from the primary nodes, and the secondary nodes use the same support domains. The shape functions based on the MLS approximation, in an integration domain, have a single type of a rational function, which reduces the difficulty of numerical integration to evaluate the weak form. The present method is very useful in an adaptive calculation, because the secondary nodes can be easily added and moved without an additional mesh. Several numerical examples are presented to illustrate the effectiveness of the present method.

Geometric Geoid Determination in South Korea using GPS/Levelling Data

  • Yun, Hong-Sic
    • 한국측량학회지
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    • 제13권2호
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    • pp.285-289
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    • 1995
  • 본 논문은 GPS로부터 측정된 타원체고와 Spirit Levelling으로부터 측정한 정표고를 이용하여 기하학적인 방법에 의하여 지오이드를 결정하였다. 기하학적인 지오이드고의 계산을 위하여 88점의 GPS측정데이타를 사용하였으며, 지오이드고는 간단하게 타원체고와 정표고의 차이를 구하고 보간법에 의하여 지오이드면을 결정하였다. 또한 보간법의 정확도를 평가하기 위하여 Minimum Curvature 방법과 Least Square Plane Fit방법을 사용하여 보간한 결과와 실측치를 비교하였으며, FFT를 적용하여 중력학적인 방법으로 결정한 지오이드고와 비교, 분석하였다.

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