• Title/Summary/Keyword: parameters estimation

Search Result 4,064, Processing Time 0.031 seconds

Level Shifts and Long-term Memory in Stock Distribution Markets (주식유통시장의 층위이동과 장기기억과정)

  • Chung, Jin-Taek
    • Journal of Distribution Science
    • /
    • v.14 no.1
    • /
    • pp.93-102
    • /
    • 2016
  • Purpose - The purpose of paper is studying the static and dynamic side for long-term memory storage properties, and increase the explanatory power regarding the long-term memory process by looking at the long-term storage attributes, Korea Composite Stock Price Index. The reason for the use of GPH statistic is to derive the modified statistic Korea's stock market, and to research a process of long-term memory. Research design, data, and methodology - Level shifts were subjected to be an empirical analysis by applying the GPH method. It has been modified by taking into account the daily log return of the Korea Composite Stock Price Index a. The Data, used for the stock market to analyze whether deciding the action by the long-term memory process, yield daily stock price index of the Korea Composite Stock Price Index and the rate of return a log. The studies were proceeded with long-term memory and long-term semiparametric method in deriving the long-term memory estimators. Chapter 2 examines the leading research, and Chapter 3 describes the long-term memory processes and estimation methods. GPH statistics induced modifications of statistics and discussed Whittle statistic. Chapter 4 used Korea Composite Stock Price Index to estimate the long-term memory process parameters. Chapter 6 presents the conclusions and implications. Results - If the price of the time series is generated by the abnormal process, it may be located in long-term memory by a time series. However, test results by price fixed GPH method is not followed by long-term memory process or fractional differential process. In the case of the time-series level shift, the present test method for a long-term memory processes has a considerable amount of bias, and there exists a structural change in the stock distribution market. This structural change has implications in level shift. Stratum level shift assays are not considered as shifted strata. They exist distinctly in the stock secondary market as bias, and are presented in the test statistic of non-long-term memory process. It also generates an error as a long-term memory that could lead to false results. Conclusions - Changes in long-term memory characteristics associated with level shift present the following two suggestions. One, if any impact outside is flowed for a long period of time, we can know that the long-term memory processes have characteristic of the average return gradually. When the investor makes an investment, the same reasoning applies to him in the light of the characteristics of the long-term memory. It is suggested that when investors make decisions on investment, it is necessary to consider the characters of the long-term storage in reference with causing investors to increase the uncertainty and potential. The other one is the thing which must be considered variously according to time-series. The research for price-earnings ratio and investment risk should be composed of the long-term memory characters, and it would have more predictability.

Analytical Approach for the Noise Properties and Geometric Scheme of Industrial CR Images according to Radiation Intensity (산업용 CR영상의 방사선 강도에 따른 잡음특성과 기하학적 구도형성의 해석적 접근)

  • Hwang, Jung-Won;Hwang, Jae-Ho;Park, Sang-Ki
    • Journal of the Institute of Electronics Engineers of Korea SP
    • /
    • v.46 no.1
    • /
    • pp.56-62
    • /
    • 2009
  • In this paper we investigate an analytical approach for noise properties and geometric structure in Computed Radiography(CR) images of industrial steel-tubes. Over thirty diverse radiographic images are sampled from industrial radiography measurements according to radiation intensity. Each image consists of three regions; background, thickness and inner-tube. Among these the region of inner-tube is selected for the object of analysis. Geometric structure which includes the noise generation is analyzed by the statistical and functional methodology. The analysis is carried on spacially and line by line. It verifies the geometrical transfigure from the circle configuration of steel-tube and noise variation. The estimation of fitting function and its error are the geometric factors. The statistics such as standard deviation, mean and signal-to-noise ratio are noise parameters for discrimination. These factors are considered under the intensity variation which is the penetrative strength of radiation. The analysing results show that the original geometry of circle is preserved in the form of elliptic or short/long diameter circle, and the noise deviation has increased inverse proportional to the radiation intensity.

Estimation of Motion-Blur Parameters Based on Stochastic Peak-Trace Algorithm (확률적 극점자취방법을 통한 움직임열화가 발생한 영상에서의 파라메터 추출)

  • 최병철;강문기
    • Proceedings of the Korean Society of Broadcast Engineers Conference
    • /
    • 1999.11b
    • /
    • pp.99-104
    • /
    • 1999
  • 영상을 획득하는 과정에 있어, 영상획득 장치 또는 피사체의 흔들림으로 인해 발생되는 움직임 열화(motion-blur)현상은 영상의 선명도를 크게 떨어뜨리는 주된 원인이 된다. 손상된 영상은 그 영상자체로부터 움직임의 각도와 길이를 추출 함으로서 복원될 수 있다. 본 논문에서는 움직임 열화의 각도와 길이를 추정하기 위한 방법 중, 본 저자가 제안 했던 극점자취방법에, 확률적인 개념을 적용한 새로운 확률적 극점자취 방법을 소개한다. 기존의 방법은 신호지배영역이 올바로 지정되지 않았을 경우, 오차를 수반하기도 한다. 이러한 문제를 해결 하기 위해, 본 연구에서는 maximum likelihood(ML) 분류방법을 이용해 적절하지 않은 극점자취점의 영향을 선택적으로 작게 하여, 신호지배 영역의 설정 없이, 저주파 영역에서의 올른 극점자취의 검출이 가능하도록 하였다. 또한, Auto-regressive(Ah) 모델을 이용한 선형예측방법을 통해 극점 검출과정에서 불규칙하게 발생하는 특이점들이 극점으로 검출되지 못하도록 하여, 정밀한 움직임 방향의 추정이 가능하게 하였다. 또한, 움직임 길이의 검출에 있어서는, 노이즈에 의해 영향을 무시할 수 없는 기존의 영점교차점 방법을 보완한, 새로운 이동평균최소(MALM)법을 정의하였다 이 방법은 움직임 열화가 발생한 영상의 주파수 영역단면 패턴을 이용한 것으로서, 2차원적인 sinc함수를 1차원적인 표현으로 바꾸어주는 이동평균함수를 사용하여, 쉽게 부극점(sub-peak point)을 찾을 수 있도록 한다 부극점 또한 노이즈에 의한 영향을 받지 않고, 이동평균최소법 자체에 노이즈를 제거하는 과정에 포함되어있으므로. 이 방법을 사용하게 되면, 심한 노이즈 환경에서도 적절한 움직임의 길이 값을검출할 수 있다. 이렇게 얻어진 길이와 방향의 파라메터를 이용하여, 실제 실험에 사용된 손상되어진 영상을 효과적으로 복원할 수 있었다.>$\bigcirc$ 펄라이트 : 합섬A(비스코스+레이온)급액천의 유입은 소(1$\times$60cm)에서 21.8ml, 중(2$\times$60cm) 33.5ml, 대(3$\times$60cm) 43.4ml가 통과되었고 합섬(폴리에스텔)에서는 19.0~30.7ml로서 급액천의 규격에 따라 통과되는 차이가 있었다. 배지가 규격화되어 있어 급액천의 규격별로 일정하게 유입되었으며 급액천의 재질이 유입에 영향을 미친 것으로 사료되었다. (2) 급액관과 베드상과의 높이에 따른 유출양 : 급액과 베드상과의 낙차가 클수록 유출이 증가함을 알수 있었으나 합섬C(인견)실험구에서는 낙차가 유출에 영향을 미치지 않았다. (4) 급액된 양액의 EC 및 pH조사 : 급액된 양액의 EC 및 pH에 전혀 변화가 없어 재배 적응에 문제가 없을것으로 사료되었다.이가 가장 이상적인 것으로 생각된다.세포수에 대한 내부세포괴세포(ICM/total cells)가 20~40% 범주에 드는 비율은 처리구가 대조구보다 낮은 결과를 나타냈다. 결론적으로 돼지난포란을 이용하여 체외성숙을 유기할 때 효과적인 cysteamine의 농도는 50$\mu$M이 적당하며, 초기배발달을 유기할 때의 효과적인 cysteamine의 농도는 25~50$\mu$M인 것으로 판단된다.N)A(N)/N을 제시하였다(A(N)=N에 대한 A값). 위의 실험식을 사용하여 헝가리산 Zempleni 시료(15%$S_{XRD}$)의 기본입자분포로부터 %$S_{XRD}$를 계산한 결과, 16%$S_{XRD}$의 결과값을 얻을 수 있었다. 따라서, 본 연구에서 도출한 관계식들이 유효함을 확인할 수 있었다.계식들이 유효함을 확인할 수 있었다.할 때 약간의 증가를 나타냈다.". And

  • PDF

Correlation between Mix Proportion and Mechanical Characteristics of Steel Fiber Reinforced Concrete (강섬유 보강 콘크리트의 배합비와 역학적 특성 사이의 관계 추정)

  • Choi, Hyun-Ki;Bae, Baek-Il;Koo, Hae-Shik
    • Journal of the Korea Concrete Institute
    • /
    • v.27 no.4
    • /
    • pp.331-341
    • /
    • 2015
  • The main purpose of this study is reducing the cost and effort for characterization of tensile strength of fiber reinforced concrete, in order to use in structural design. For this purpose, in this study, test for fiber reinforced concrete was carried out. Because fiber reinforced concrete is consisted of diverse material, it is hard to define the correlation between mix proportions and strength. Therefore, compressive strength test and tensile strength test were carried out for the range of smaller than 100 MPa of compressive strength and 0.25~1% of steel fiber volume fraction. as a results of test, two types of tensile strength were highly affected by compressive strength of concrete. However, increase rate of tensile strength was decreased with increase of compressive strength. Increase rate of tensile strength was decreased with increase of fiber volume fraction. Database was constructed using previous research data. Because estimation equations for tensile strength of fiber reinforced concrete should be multiple variable function, linear regression is hard to apply. Therefore, in this study, we decided to use the ANN(Artificial Neural Network). ANN was constructed using multiple layer perceptron architecture. Sigmoid function was used as transfer function and back propagation training method was used. As a results of prediction using artificial neural network, predicted values of test data and previous research which was randomly selected were well agreed with each other. And the main effective parameters are water-cement ratio and fiber volume fraction.

Estimation of Strength Parameter of Soil-NSS Mixture by Triaxial Compression Test (삼축압축시험을 이용한 NSS 혼합토의 강도정수 평가)

  • Oh, Sewook;Lee, Gilho;Kwon, Hyekkee;Kwon, Youngcheul
    • Journal of the Korean GEO-environmental Society
    • /
    • v.14 no.11
    • /
    • pp.65-71
    • /
    • 2013
  • Despite of the various merits of soil pavement, it has not been widely adapted because portland cement was conventionally used as soil stabilizer to improve the mechanical properties such strength parameters. Recently, natural soil stabilizer(NSS) were developed and virtually adopted to several case of soil pavement construction under control of heavy metal pollution compared to cement-used cases. However, the application of natural soil stabilizer is not settled yet, and empirical design have been widely adopted. In this study, therefore, the strength parameter of soil-NSS mixture was estimated by some triaxial compression tests, CU-test. From the tests, the relationship between curing period and strength parameter such as internal friction and effective cohesion was examined. As a result, effective cohesion of dredged clay and granite soil increased as curing time is increased. However, internal friction is almost same result in all soil type used in this study.

A Case Study on Deformation Behaviors of CFRD with Water Level Change (수위변화에 따른 CFRD의 변형거동 사례분석)

  • Yun, Jung-Mann;Yea, Geu-Guwen;Kim, Hong-Yeon;Lee, Jae-Yeon
    • Journal of the Korean Geosynthetics Society
    • /
    • v.17 no.1
    • /
    • pp.21-31
    • /
    • 2018
  • This paper analyzes the displacements of CFRD which was completed by field measurement. It is to understand the deformation behavior of the dam body according to the water level change from the impounding time. And it was compared with numerical analysis results. As a result of measuring the behavior of the dam crest and downstream slope according to impounding, horizontal displacements in axis direction of the dam, upstream and downstream displacements and settlements occurred mostly when the water level reaches about half of the dam height. The displacements continued until the water level reached its maximum. After that, it showed a constant convergence regardless of the water level. Horizontal displacements of the face slab which is the most important in CFRD were similar at all locations. The Horizontal displacements of the face slab showed the trends of increasing in winter and decreasing in summer due to the effect of the outside temperature before impounding. Also, the displacements increased until the water level reached about half of the dam height. After that, they decreased with rising in water level. As a result, the face slab behaviors according to seasonal change after impounding as well as water level condition. It is judged because of the material characteristics of the concrete slab. Numerical analysis showed slightly different maximum settlement and depth of occurrence from the measuring data after construction of the dam. It is considered that this is due to various design and construction differences such as the estimation of input parameters in analysis, construction period, and the layer thickness of construction. For the overall period of the dam, the settlements were mostly completed during the construction period and some settlements occurred in the early days of impounding and then converged.

Suggestion of the Settlement Estimation Method for Granular Compaction files Considering Lateral Deformations (횡방향 변형을 고려한 조립토 다짐말뚝의 침하량 평가기법 제안)

  • Hwang Jung-Soon;Kim Hong-Taek;Kim Seung-Wook;Koh Yong-Il
    • Journal of the Korean Geotechnical Society
    • /
    • v.21 no.3
    • /
    • pp.149-157
    • /
    • 2005
  • In cases of the loosely accumulated ground and soft clayey soils, the settlement criterion usually governs in evaluating the stability of structures. The settlement is also a dominant factor to control the design of granular compaction piles mainly applied to the reinforcement of foundation structures in soft ground. In the previous studies, settlement behaviors of granular compaction piles have generally been analyzed with an evaluation of the settlement reduction factor based on the load-sharing ratio and the replacement ratio. In this approach, however, since the reinforced ground with granular compaction piles is simplified as the composite ground, only the difference of a relative vertical strength between piles and soils is taken into account without reflecting lateral behaviors of granular compaction piles. In the present study, the method of estimating the settlement of granular compaction piles is proposed by synthetically considering a vertical strength of the ground, lateral behaviors of granular compaction piles, the strength of pile materials, a pile diameter, and an installation distance of the pile. Further, far the verification of a validity of the proposed method, predicted settlements are compared with results from previous studies. In addition, parametric studies are performed together with detailed analyses of relevant design parameters.

Three-Dimensional Limit Equilibrium Stability Analysis of the Irregularly Shaped Excavation Comer with Skew Soil Nailing System

  • Kim, Hong Taek;Par
    • Geotechnical Engineering
    • /
    • v.14 no.3
    • /
    • pp.73-94
    • /
    • 1998
  • In the present study, a method of the three-dimensional limit equilibrium stability analysis of shape of the potential failure wedge for the concave-shaped excavation corner is assumed on the basis of the results of the FLACSU program analysis. Estimation of the three-dimensional seepage forces expected to act on the failure wedge is made by solving the three-dimensional continuity equation of flow with appropriate boundary conditions. By using the proposed method of three-dimensional stability analysis of the concave-shaped excavation corner, a parametric study is performed to examine the reinforcement effect of skew soil nailing system, range of the efficient skew angles and seepage effect on the overall stability. Also examined is the effect of an existence of the right-angled excavation corner on three-dimensional deflection behaviors of the convex-shaped skew soil nailing walls. The results of analyses of the convexshaped excavation corner with skew soil nailing system is further included to illustrate the effects of various design parameters for typical patterns of skew nails reinforcement system.

  • PDF

A Methodology for the Estimation of Design Flood of a Small Watershed (소하천유역(小河川流域)의 계획홍수량(計劃洪水量) 산정방법(算定方法)의 개발(開發))

  • Yoon, Yong Nam;Ahn, Tae Jin
    • KSCE Journal of Civil and Environmental Engineering Research
    • /
    • v.4 no.1
    • /
    • pp.103-112
    • /
    • 1984
  • This study is an effort to develop a series of empirical procedure for the determination of design flood for a small watershed based on the unit hydrograph theory. It is shown that a flood discharge of a watershed with a specific return period can be expressed as a product of its watershed area, rainfall factor, runoff factor and flood peak reduction factor. Since the procedures for the determination of rainfall factor and runoff factor were already developed in the previous study (13) a series of step-by-step procedure is devised to empirically determine the flood peak reduction factor in the present study. Using the methodology developed herein the 50-year design flood, which is of concern in the drainage of agricultural lands, is estimated for a watershed on upper Kyungan River and compared with the design floods by the existing methods now in use. The flood peak reduction factor was correlated with the dimensionless parameter consisted of the rainfall duration divided by the basin lag time, which was computed from the derived unit hydrographs by the method of moment. The unit hydrographs of various durations were synthesized by the method of build up and S-curve. A multiple correlation was also made between the basin lag time and the physiographic parameters of the watershed, i.e., the stream length and the average stream slope.

  • PDF

Development of Stochastic Decision Model for Estimation of Optimal In-depth Inspection Period of Harbor Structures (항만 구조물의 최적 정밀점검 시기 추정을 위한 추계학적 결정모형의 개발)

  • Lee, Cheol-Eung
    • Journal of Korean Society of Coastal and Ocean Engineers
    • /
    • v.28 no.2
    • /
    • pp.63-72
    • /
    • 2016
  • An expected-discounted cost model based on RRP(Renewal Reward Process), referred to as a stochastic decision model, has been developed to estimate the optimal period of in-depth inspection which is one of critical issues in the life-cycle maintenance management of harbor structures such as rubble-mound breakwaters. A mathematical model, which is a function of the probability distribution of the service-life, has been formulated by simultaneously adopting PIM(Periodic Inspection and Maintenance) and CBIM(Condition-Based Inspection and Maintenance) policies so as to resolve limitations of other models, also all the costs in the model associated with monitoring and repair have been discounted with time. From both an analytical solution derived in this paper under the condition in which a failure rate function is a constant and the sensitivity analyses for the variety of different distribution functions and conditions, it has been confirmed that the present solution is more versatile than the existing solution suggested in a very simplified setting. Additionally, even in that case which the probability distribution of the service-life is estimated through the stochastic process, the present model is of course also well suited to interpret the nonlinearity of deterioration process. In particular, a MCS(Monte-Carlo Simulation)-based sample path method has been used to evaluate the parameters of a damage intensity function in stochastic process. Finally, the present stochastic decision model can satisfactorily be applied to armor units of rubble mound breakwaters. The optimal periods of in-depth inspection of rubble-mound breakwaters can be determined by minimizing the expected total cost rate with respect to the behavioral feature of damage process, the level of serviceability limit, and the consequence of that structure.