• Title/Summary/Keyword: leverage point

Search Result 42, Processing Time 0.024 seconds

An improvement of MT transfer function estimates using by pre-screening scheme based on the statistical distribution of electromagnetic fields (통계적 사전 처리방법을 통한 MT 전달함수 추정의 향상 기법 연구)

  • Yang Junmo;Kwon Byung-Doo;Lee Duk-Kee;Song Youn-Ho;Youn Yong-Hoon
    • 한국지구물리탐사학회:학술대회논문집
    • /
    • 2005.05a
    • /
    • pp.273-280
    • /
    • 2005
  • Robust magneto-telluric (MT) response function estimators are now in standard use in electromagnetic induction research. Properly devised and applied, these methods can reduce the influence of unusual data (outlier) in the response (electric field) variable, but often not sensitive to exceptional predictor (magnetic field) data, which are termed leverage points. A bounded influence estimator is described which simultaneously limits the influence of both outlier and leverage point, and has proven to consistently yield more reliable MT response function estimates than conventional robust approach. The bounded influence estimator combines a standard robust M-estimator with leverage weighting based on the statistics of the hat matrix diagonal, which is a standard statistical measure of unusual predictors. Further extensions to MT data analysis are proposed, including a establishment of data rejection criterion which minimize the influence of both electric and magnetic outlier in frequency domain based on statistical distribution of electromagnetic field. The rejection scheme made in this study seems to have an effective performance on eliminating extreme data, which is even not removed by BI estimator, in frequency domain. The effectiveness and advantage of these developments are illustrated using real MT data.

  • PDF

Map Error Measuring Mechanism Design and Algorithm Robust to Lidar Sparsity (라이다 점군 밀도에 강인한 맵 오차 측정 기구 설계 및 알고리즘)

  • Jung, Sangwoo;Jung, Minwoo;Kim, Ayoung
    • The Journal of Korea Robotics Society
    • /
    • v.16 no.3
    • /
    • pp.189-198
    • /
    • 2021
  • In this paper, we introduce the software/hardware system that can reliably calculate the distance from sensor to the model regardless of point cloud density. As the 3d point cloud map is widely adopted for SLAM and computer vision, the accuracy of point cloud map is of great importance. However, the 3D point cloud map obtained from Lidar may reveal different point cloud density depending on the choice of sensor, measurement distance and the object shape. Currently, when measuring map accuracy, high reflective bands are used to generate specific points in point cloud map where distances are measured manually. This manual process is time and labor consuming being highly affected by Lidar sparsity level. To overcome these problems, this paper presents a hardware design that leverage high intensity point from three planar surface. Furthermore, by calculating distance from sensor to the device, we verified that the automated method is much faster than the manual procedure and robust to sparsity by testing with RGB-D camera and Lidar. As will be shown, the system performance is not limited to indoor environment by progressing the experiment using Lidar sensor at outdoor environment.

DETECTION OF OUTLIERS IN WEIGHTED LEAST SQUARES REGRESSION

  • Shon, Bang-Yong;Kim, Guk-Boh
    • Journal of applied mathematics & informatics
    • /
    • v.4 no.2
    • /
    • pp.501-512
    • /
    • 1997
  • In multiple linear regression model we have presupposed assumptions (independence normality variance homogeneity and so on) on error term. When case weights are given because of variance heterogeneity we can estimate efficiently regression parameter using weighted least squares estimator. Unfortunately this estimator is sen-sitive to outliers like ordinary least squares estimator. Thus in this paper we proposed some statistics for detection of outliers in weighted least squares regression.

China's Assertive Diplomacy and East Asian Security (중국의 공세적 대외행태와 동아시아 안보)

  • Han, Seok-Hee
    • Strategy21
    • /
    • s.33
    • /
    • pp.37-64
    • /
    • 2014
  • The year 2010 has been regarded as a year of China's assertive diplomacy. A series of China's behavior--including China's critical reaction to the U.S. for its sales of weapons to Taiwan, the Dalai Lama's visit to President Obama, China's arbitrary designation of 'core interests' over the South China Sea, China's inordinate reactions to the sinking of the Cheonan and Yeonpyeong bombardment, and China's activities in the Senkaku/Diaoyu island areas--has served as the witnesses to China's assertive diplomacy in 2010. The major causes of China's assertive diplomacy can be summed up by three factors: potential power transition from U.S. to China; emerging China's nationalism; and the recession of the Tao Guang Yang Hui as a diplomatic principle. But a majority of Western sinologists claim that China's assertive diplomacy is defensive in terms of its character. China's neighboring states, however, perceive its assertive diplomacy as diplomatic threat. Due to these states' geographical proximity and capability gaps with China, these neighbors experience difficulties in coping with China's behavior. In particular, China's coercive economic diplomacy, in which China tends to manipulate the neighbors' economic dependency on China for its diplomatic leverage, is a case in point for China's assertive diplomacy. China's assertiveness seems to be continued even after the inauguration of Xi Jinping government. Although the Xi government's diplomatic rhetorics in "New Type of Great Power Relationship" and the "Convention for Neighboring States Policy" sound friendly and cooperative, its subsequent behavior, like unilateral announcement of Chinese Air Defense Identification Zone (CADIZ), does not conform with its rhetoric. Overall, China's assertiveness has been consolidated as a fashion of its diplomacy, and it is likely to continue in its relations with neighbors. As a neighboring state, the ROK should approach to it with more balanced attitude. In addition, it needs to find out a new diplomatic leverage to deal with China in accordance with its security environment, in which China plays a growing role.

The Impact of Capital Structure for Ship Investments on Corporate Stability (선박투자자금의 조달구조가 기업의 안정성에 미치는 영향)

  • Cho, Seong-Soon;Yun, Heesung
    • Journal of Navigation and Port Research
    • /
    • v.45 no.6
    • /
    • pp.276-283
    • /
    • 2021
  • The capital structure of the shipping business, which is characterized by its capital intensity and extreme market volatility, is closely related to long-term stability. Research in this area has been conducted mostly in the form of deriving the determinants of capital structure from company-wise financial ratios. This research, on the other hand, has a different approach to the topic. It identifies the relationship between actual cash profit and loss and other variables - i.e. actual vessel prices, interest rates and leverage ratio - by employing historical simulation. The result demonstrates that the P anamax cash profit shows 0 (break-even point) when the debt weight reaches 64.38% (debt ratio 180.74%) and the Cape, 73.04% (debt ratio 270.92%). Additionally, the ships of different types show a divided pattern for the pre- and post-'Super Boom'. It indicates that the business area and the market cycle should be considered when a leverage strategy is established. This research benefits shipping companies set a rational leverage strategy as well as delivers a reasonable guideline to government authorities for the development of a sound policy on shipping finance.

Tests for Asymmetry and Structure Changes in Retail Price Volatility of Fresh Common Squid in the Republic of Korea (신선 물오징어 소매가격 변동성의 구조변화와 비대칭성 검증)

  • Nam, Jongoh;Sim, Seonghyun
    • Ocean and Polar Research
    • /
    • v.37 no.4
    • /
    • pp.357-368
    • /
    • 2015
  • This study analyzed structural changes and asymmetry of price volatility during the period before and after a point of structural change in price volatility, using the Korean fresh common squid daily retail price data from January 1, 2004 to September 30, 2015. This study utilized the following analytical methods: the unit-root test was applied to ensure the stability of the data, the Quandt-Andrews breakpoint test was applied to find the point of structural change, and the Glosten-Jagannathan-Runkle GARCH and EGARCH models were applied to investigate the asymmetry of price volatility. The empirical results of this study are as follows. First, ADF, PP, KPSS and Zivot-Andrews tests showed that the daily retail price change rate of the Korean fresh common squid differentiated by logarithm was stable. Secondly, the ARIMA (2,1,2) model was selected by information criteria such as AIC, SC, and HQ. Thirdly, the Quandt-Andrews breakpoint test found that a single structural change in price volatility occurred on June 11, 2009. Fourthly, the Glosten-Jagannathan-Runkle GARCH and EGARCH models showed that estimates of coefficients within the models were statistically significant before and after structural change and also that asymmetry as a leverage effect existed before and after structural change.

Exploratory Study on Causality of Expansion Strategy into Emerging Market: Systems Thinking Approach (이머징 마켓 진출 전략의 인과관계에 대한 탐색적 연구: 시스템 사고에 의한 접근)

  • Chung, Chang-Kwon;Lee, Dong-Hyun
    • Korean System Dynamics Review
    • /
    • v.13 no.3
    • /
    • pp.67-98
    • /
    • 2012
  • This study suggests a set of Causal Loop Diagram (CLD) of Causality Mechanism which integrates the matter of characteristics of emerging market and its expansion strategies. In order to make CLD more objective, all causalities are articulated from recent 55 studies (2000~2012) of SSCI Top Journals. This approach is valuable in that it is a first try to draw all the causalities from rigorous literature review regarding emerging market strategy. The 5 CLDs will show and clarify the strategies of how to expand into emerging market for MNCs. In sum, political activity and institutional void is a critical factor related to characteristics of emerging market, and CSV and cultural distance should be considered as a leverage point. For all this study's contribution to clarify the causality of emerging market strategies with abundant literature review, the study has its limits in integrating and testing CLD.

  • PDF

Effect of Outliers on Sample Correlation Coefficient

  • Kim, Chooongrak;Park, Byeong U.;Park, Kook L.;Whasoo Bae
    • Journal of the Korean Statistical Society
    • /
    • v.29 no.3
    • /
    • pp.285-294
    • /
    • 2000
  • In analyzing bivariate date the sample correlation coefficient is often used, and it is quite sensitive to one or few isolated cases. In this article we derive a formula for the effect of $textsc{k}$ observations on the samples correlation coefficient by the deletion method. To give a reference value for the isolated cases the asymptotic distribution fo the formula is derived. Also, we give some interpretations on several types of isolated cases and an example based on a real data set.

  • PDF

Design of ONU for EPON Based Access Network (EPON 액세스 망 기반의 ONU 설계)

  • 김용태;신동범;이형섭
    • Proceedings of the IEEK Conference
    • /
    • 2003.07a
    • /
    • pp.633-636
    • /
    • 2003
  • An Ethernet passive optical network(EPON) is a point-to-multipoint optical network. EPONs leverage the low cost, high performance curve of Ethernet systems to provide reliable data, voice and video to end user at bandwidths far exceeding current access technologies. In this paper, we propose the economical and flexible structure of optical network unit(ONU) converting optical format traffic to the customer's desired format(Ethernet, VDSL, T1, IP multicast, etc.). A unique feature of EPONs is that in addition to terminating and converting the optical signal the ONU provide Layer 2-3 switching functionality, which allows internal routing of enterprise traffic at the ONU.

  • PDF

Building A System Dynamics Model for Strategic Knowledge Management in IT Company (IT 기업의 전략적 지식관리를 위한 SD 모델 구축 사례)

  • 박상현;연승준;김상욱
    • Korean System Dynamics Review
    • /
    • v.3 no.1
    • /
    • pp.105-129
    • /
    • 2002
  • IT companies make a lot of efforts for sharing and utilizing of experiences of their members and transforming them into the organizational knowledge as a competitive core. But they face a dilemma that they have to spend time and financial resource to perform activities around knowledge management for the long-term gains, while carrying field-works for making short-term profits. As an initial attempt to tackle this managerial problem, this paper try to investigate the mechanism of knowledge management in a small IT company in Korea with a synthetic view-point using system dynamics simulation model. It depicts the dynamic behaviors of knowledge management and presents some findings of political leverage. Although it has to be replenished further, the scheme for the dynamism of knowledge management and the findings presented in the paper could be useful for the decision makers particularly of knowledge-intensive organizations

  • PDF