• 제목/요약/키워드: mean-variance model

검색결과 473건 처리시간 0.025초

A Mathematical model to estimate the wind power using three parameter Weibull distribution

  • Seshaiah, C.V.;Sukkiramathi, K.
    • Wind and Structures
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    • 제22권4호
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    • pp.393-408
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    • 2016
  • Weibull distribution is a suitable distribution to use in modeling the life time data. It has been found to be a exact fit for the empirical distribution of the wind speed measurement samples. In brief this paper consist of important properties and characters of Weibull distribution. Also we discuss the application of Weibull distribution to wind speed measurements and derive an expression for the probability distribution of the power produced by a wind turbine at a fixed location, so that the modeling problem reduces to collecting data to estimate the three parameters of the Weibull distribution using Maximum likelihood Method.

천문대 극미광영상장비의 성능 시험 (PERFORMANCE TEST OF THE KAO CCD IMAGING SYSTEM)

  • 진호;한원용;이서구;이우백
    • 천문학논총
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    • 제13권1호
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    • pp.99-109
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    • 1998
  • Korea Astronomy Observatory (KAO) recently developed a new model of CCD imaging system for astronomical purpose. This paper presents system structure and electrical circuit descriptions with the performance of the CCD imaging system. The developed system can handle astronomical image acquisition with additional functions of on-chip binning, sub-image acquisition using a SITe $1024\times1024$ CCD chip. Particularly the controller design of the system allows us great flexibility and versatility with the software system control and it is possible to cope with any format CCDs by any manufactures, in principle. The system performances are derived by mean variance test in our laboratory, which shows that the total system noise 10.5e-(R.M.S), Gain 1.9e-/ ADD, non-linearity $0.37\%$

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확률론적 방법을 이용한 교류 고속철도 시스템의 고조파 해석 (Harmonics Analysis of AC High Speed Railroad(HSR) System using Probabilistic Approach)

  • 송학선;이준경;김진오;김형철
    • 한국철도학회:학술대회논문집
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    • 한국철도학회 2005년도 춘계학술대회 논문집
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    • pp.782-787
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    • 2005
  • Magnitude of generated harmonic currents along with the operation of AC traction has nonlinear characteristics, and generated harmonic currents for high speed traction are more and more in high speed railroad(HSR) systems, especially. This paper presents probabilistic approximation method for the harmonic currents analysis about the operating speed of AC traction. To use probabilistic method for HSR system, probability density function(PDF) for collected operating speed based measure data is calculated. Mean and variance of harmonic currents of single traction are obtained based on the operating speed PDF and electrical traction model. The results of Monte Carlo Simulation(MCS) are in well accordance with the experimental and analytic methods. The harmonics of different number of trainloads are systematically investigated. It is assessed by the total demand distortion(TDD) for the HSR system.

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평균분석을 이용한 교호작용의 균형 검정 방법 불균형 관측치의 경우 (Balanced hypothesis testing for interactions of unbalanced case using analysis of means)

  • 김병천;정강모
    • 응용통계연구
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    • 제3권1호
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    • pp.89-103
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    • 1990
  • 관측치가 불균형을 이룰 때, Nelson(1988)에 의한 균형 관측치에 관한 이론이 확장될 수 있음을 보여 주고 있다. 이 방법을 이용하여 이원 요인 계획법에서의 교호작용항에 대한 통계량을 구하고, 그래프를 이용한 방법을 제시 하였다.

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Finding Cost-Effective Mixtures Robust to Noise Variables in Mixture-Process Experiments

  • Lim, Yong B.
    • Communications for Statistical Applications and Methods
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    • 제21권2호
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    • pp.161-168
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    • 2014
  • In mixture experiments with process variables, we consider the case that some of process variables are either uncontrollable or hard to control, which are called noise variables. Given the such mixture experimental data with process variables, first we study how to search for candidate models. Good candidate models are screened by the sequential variables selection method and checking the residual plots for the validity of the model assumption. Two methods, which use numerical optimization methods proposed by Derringer and Suich (1980) and minimization of the weighted expected loss, are proposed to find a cost-effective robust optimal condition in which the performance of the mean as well as the variance of the response for each of the candidate models is well-behaved under the cost restriction of the mixture. The proposed methods are illustrated with the well known fish patties texture example described by Cornell (2002).

균일진폭 하중하에서의 확률론적 균열진전 수명해석 (A Stochastic Analysis of Crack Propagation Life under Constant Amplitude Loading)

  • 윤한용;양영순;윤장호
    • 대한기계학회논문집
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    • 제16권9호
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    • pp.1691-1699
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    • 1992
  • The experimental results of fatigue crack propagation under constant amplitude loading show that intra-and inter-specimen variability exist. In this paper, a stochastic model for the estimation of mean and variance of crack propagation life is presented To take into account the intra-specimen variability, the material resistance against crack propagation is treated as an 1-dimensional spatial stochastic process, i. e. random field, varying along the propagation path. For the inter-specimen variability, C in paris equation is assumed to be a random variable. Compared with experimental results reported, the present method well estimate the variation in fatigue crack propagation life. And it is confirmed that the thicker the specimen thickness is, the less the variation of propagation life is.

Higher Order Moments of Record Values From the Inverse Weibull Lifetime Model and Edgeworth Approximate Inference

  • Sultan, K.S.
    • International Journal of Reliability and Applications
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    • 제8권1호
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    • pp.1-16
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    • 2007
  • In this paper, we derive exact explicit expressions for the triple and quadruple moments of the lower record values from inverse the Weibull (IW) distribution. Next, we present and calculate the coefficients of the best linear unbiased estimates of the location and scale parameters of IW distribution (BLUEs) for different choices of the shape parameter and records size. We then use the higher order moments and the calculated BLUEs to compute the mean, variance, and the coefficients of skewness and kurtosis of certain linear functions of lower record values. By using the coefficients of the skewness and kurtosis, we develop approximate confidence intervals for the location and scale parameters of the IW distribution using Edgeworth approximate values and then compare them with the corresponding intervals constructed through Monte Carlo simulations. Finally, we apply the findings of the paper to some simulated data.

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프랙탈 차원과 퓨리에 파워스펙트럼을 이용한 간조직 분류 (The Texture Classification of Liver Parenchyma Using the Fractal Dimension and the Fourier Power Spectrum)

  • 정정원;김동윤
    • 대한의용생체공학회:학술대회논문집
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    • 대한의용생체공학회 1995년도 춘계학술대회
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    • pp.37-41
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    • 1995
  • In this paper, we proposed the 2-stage ultrasound liver image classifier which uses the fractal dimensions obtained from the original image and its 1/2 subsampled image, and the Normalized Fourier Power Spectrum. The fractal dimension based on Fractional Brownian Motion (FBM) is calculated from the variance of the same scale pixels instead of the mean of them. Since the actual ultrasound. liver images does not fully match the FBM, to get the fractal dimension, we use the scale vectors which satisfy the FBM model. In 2-stage classifier, we first classified normal and diffuse liver and then classified the fat liver and cirrhosis from the diffuse liver. For the test liver images. 70% of normal liver and 80% of fat liver and 90% of cirrhosis is classified classified with our 2-stage classifier.

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Optimal Allocation of Test Items in an Accelerated Life Test under Model Uncertainty

  • Choi, Young-Sik;Yum, Bong-Jin
    • 대한산업공학회지
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    • 제14권2호
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    • pp.91-97
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    • 1988
  • In accelerated life testing, a relationship is usually assumed between the stress and a parameter of the lifetime distribution. However, the true relationship is not usually known, and therefore, the experimenter may wish to provide protections against the likely departures from the assumed relationship. This paper considers an accelerated life test in which two stress levels are involved, and the lifetime of each test item at a stress level is assumed to have an independent, identical, exponential distribution. For the case where a first order relationship is assumed while the true one is quadratic, a procedure is developed for allocating test items to stress levels such that the bias and/or the variance of the estimated(log-transformed) mean lifetime at the use condition is minimized.

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Super-resolution in Music Score Images by Instance Normalization

  • Tran, Minh-Trieu;Lee, Guee-Sang
    • 스마트미디어저널
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    • 제8권4호
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    • pp.64-71
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    • 2019
  • The performance of an OMR (Optical Music Recognition) system is usually determined by the characterizing features of the input music score images. Low resolution is one of the main factors leading to degraded image quality. In this paper, we handle the low-resolution problem using the super-resolution technique. We propose the use of a deep neural network with instance normalization to improve the quality of music score images. We apply instance normalization which has proven to be beneficial in single image enhancement. It works better than batch normalization, which shows the effectiveness of shifting the mean and variance of deep features at the instance level. The proposed method provides an end-to-end mapping technique between the high and low-resolution images respectively. New images are then created, in which the resolution is four times higher than the resolution of the original images. Our model has been evaluated with the dataset "DeepScores" and shows that it outperforms other existing methods.