• Title/Summary/Keyword: raw moments

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Comparison of global models for calculation of accurate and robust statistical moments in MD method based Kriging metamodel (크리깅 모델을 이용한 곱분해 기법에서 정확하고 강건한 통계적 모멘트 계산을 위한 전역모델의 비교 분석)

  • Kim, Tae-Kyun;Lee, Tae-Hee
    • Proceedings of the KSME Conference
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    • 2008.11a
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    • pp.678-683
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    • 2008
  • Moment-based reliability analysis is the method to calculate reliability using Pearson System with first-four raw moments obtained from simulation model. But it is too expensive to calculate first four moments from complicate simulation model. To overcome this drawback the MD(multiplicative decomposition) method which approximates simulation model to kriging metamodel and calculates first four raw moments explicitly with multiplicative decomposition techniques. In general, kriging metamodel is an interpolation model that is decomposed of global model and local model. The global model, in general, can be used as the constant global model, the 1st order global model, or the 2nd order global model. In this paper, the influences of global models on the accuracy and robustness of raw moments are examined and compared. Finally, we suggest the best global model which can provide exact and robust raw moments using MD method.

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ON RECURSIONS FOR MOMENTS OF A COMPOUND RANDOM VARIABLE: AN APPROACH USING AN AUXILIARY COUNTING RANDOM VARIABLE

  • Yoora Kim
    • East Asian mathematical journal
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    • v.39 no.3
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    • pp.331-347
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    • 2023
  • We present an identity on moments of a compound random variable by using an auxiliary counting random variable. Based on this identity, we develop a new recurrence formula for obtaining the raw and central moments of any order for a given compound random variable.

RECURRENCE RELATIONS FOR HIGHER ORDER MOMENTS OF A COMPOUND BINOMIAL RANDOM VARIABLE

  • Kim, Donghyun;Kim, Yoora
    • East Asian mathematical journal
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    • v.34 no.1
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    • pp.59-67
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    • 2018
  • We present new recurrence formulas for the raw and central moments of a compound binomial random variable. Our approach involves relating two compound binomial random variables that have parameters with a difference of 1 for the number of trials, but which have the same parameters for the success probability for each trial. As a consequence of our recursions, the raw and central moments of a binomial random variable are obtained in a recursive manner without the use of Stirling numbers.

MISCLASSIFICATION IN SIZE-BIASED MODIFIED POWER SERIES DISTRIBUTION AND ITS APPLICATIONS

  • Hassan, Anwar;Ahmad, Peer Bilal
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.13 no.1
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    • pp.55-72
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    • 2009
  • A misclassified size-biased modified power series distribution (MSBMPSD) where some of the observations corresponding to x = c + 1 are misclassified as x = c with probability $\alpha$, is defined. We obtain its recurrence relations among the raw moments, the central moments and the factorial moments. Discussion of the effect of the misclassification on the variance is considered. To illustrate the situation under consideration some of its particular cases like the size-biased generalized negative binomial (SBGNB), the size-biased generalized Poisson (SBGP) and sizebiased Borel distributions are included. Finally, an example is presented for the size-biased generalized Poisson distribution to illustrate the results.

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SOME PROPERTIES OF BIVARIATE GENERALIZED HYPERGEOMETRIC PROBABILITY DISTRIBUTIONS

  • Kumar, C. Satheesh
    • Journal of the Korean Statistical Society
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    • v.36 no.3
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    • pp.349-355
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    • 2007
  • In this paper we study some important properties of the bivariate generalized hypergeometric probability (BGHP) distribution by establishing the existence of all the moments of the distribution and by deriving recurrence relations for raw moments. It is shown that certain mixtures of BGHP distributions are again BGHP distributions and a limiting case of the distribution is considered.

Development of Simulation Method of Doppler Power Spectrum and Raw Time Series Signal Using Average Moments of Radar Wind Profiler (윈드프로파일러의 평균모멘트 값을 이용한 도플러 파워 스펙트럼 및 시계열 원시신호 시뮬레이션기법 개발)

  • Lee, Sang-Yun;Lee, Gyu-Won
    • The Journal of the Korea institute of electronic communication sciences
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    • v.15 no.6
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    • pp.1037-1044
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    • 2020
  • Since radar wind profiler (RWP) provides wind field data with high time and space resolution in all weather conditions, their verification of the accuracy and quality is essential. The simultaneous wind measurement from rawinsonde is commonly used to evaluate wind vectors from RWP. In this study, the simulation algorithm which produces the spectrum and raw time series (I/Q) data from the average values of moments is presented as a step-by-step verification method for the signal processing algorithm. The possibility of the simulation algorithm was also confirmed through comparison with the raw data of LAP-3000. The Doppler power spectrum was generated by assuming the density function of the skew-normal distribution and by using the moment values as the parameter. The simulated spectrum was generated through random numbers. In addition, the coherent averaged I/Q data was generated by random phase and inverse discrete Fourier transform, and raw I/Q data was generated through the Dirichlet distribution.

Comparison of Three Normalization Methods for 3D Joint Moment in the Asymmetric Rotational Human Movements in Golf Swing Analysis

  • Lee, Dongjune;Oh, Seung Eel;Lee, In-Kwang;Sim, Taeyong;Joo, Su-bin;Park, Hyun-Joon;Mun, Joung Hwan
    • Journal of Biosystems Engineering
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    • v.40 no.3
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    • pp.289-295
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    • 2015
  • Purpose: From the perspective of biomechanics, joint moments quantitatively show a subject's ability to perform actions. In this study, the effect of normalization in the fast and asymmetric motions of a golf swing was investigated by applying three different normalization methods to the raw joint moment. Methods: The study included 13 subjects with no previous history of musculoskeletal diseases. Golf swing analyses were performed with six infrared cameras and two force plates. The majority of the raw peak joint moments showed a significant correlation at p < 0.05. Additionally, the resulting effects after applying body weight (BW), body weight multiplied by height (BWH), and body weight multiplied by leg length (BWL) normalization methods were analyzed through correlation and regression analysis. Results: The BW, BWH, and BWL normalization methods normalized 8, 10, and 11 peak joint moments out of 18, respectively. The best method for normalizing the golf swing was found to be the BWL method, which showed significant statistical differences. Several raw peak joint moments showed no significant correlation with measured anthropometrics, which was considered to be related to the muscle coordination that occurs in the swing of skilled professional golfers. Conclusions: The results of this study show that the BWL normalization method can effectively remove differences due to physical characteristics in the golf swing analysis.

Comparison of Gait Patterns on Pregnant's Kinematic Factors and Lower-Limb Joint Moments During Pregnant Period (임신 기간에 따른 임산부 보행의 운동학적 요인과 하지 관절모멘트 패턴 비료)

  • Hah, Chong-Ku;Jang, Young-Kwan
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.32 no.3
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    • pp.78-84
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    • 2009
  • The purpose of this study was to compare gait patterns during pregnancy. Because of the changes in hormone levels and anatomical changes such as body mass, body-mass distribution, joint laxity, and musculotendinous strength that result from pregnancy, it was possible that there would be certain gait deviations associated with these changes. Three-dimensional gait analyses were performed from a self-selected pace, and six subjects(height : $163{\pm}5.3cm$, mass : $61.3{\pm}3.80kg$, $65.3{\pm}5.14kg$, $70.2{\pm}4.98kg$) participated in the three times(the early, middle and last years). 7 cameras(Proreflex MCU-240, Qualisys) and 2 force plates (Type 9286AA, Kistler) were used to acquire raw data. The parameters were calculated and analyzed with Visual-3D and Joint moments computed using inverse dynamics. In conclusion, pregnant women's gait patterns were changed during pregnancy period because pregnancy makes them physical changes. The main changes were joint moments and kinematic factors during pregnancy period. The pregnancy transformed normal gait pattern Into toe out position. Therefore, exercise programs to improve muscle activity were necessary where joint moments were small. The development of simulator should be studied for pregnant women's tailored shoes and accessories in future.

Harmonics Assessment for an Electric Railroad Feeding System using Moments Matching Method (모멘트 정합 방법(Moment Matching Method)을 이용한 전기철도 급전시스템의 고조파 평가)

  • Lee, Jun-Kyong;Lee, Seung-Hyuk;Kim, Jin-O
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.56 no.1
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    • pp.1-7
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    • 2007
  • Generally, an electric railroad feeding system has many problems due to the different characteristics in contrast with a load of general three-phase AC electric power system. One of them is harmonics problem caused by the switching device existing in the feeding system, and moreover, the time-varying dynamic loads of rail way is inherently another cause to increase this harmonics problem. In Korea power systems, the electric railroad feeding system is directly supplied from the substation of KEPCO. Therefore, if voltages fluctuation or unbalanced voltages are created by the voltage and current distortion or voltage drop during operation, it affects directly the source of supply. The trainloads of electric railway system have non-periodic but iterative harmonic characteristics as operating condition, because the electric characteristic of the electric railroad feeding system is changed by physical conditions of the each trainload. According to the traditional study, the estimation of harmonics has been performed by deterministic way using the steady state data at the specific time. This method is easy to analyze harmonics, but it has limits in some cases which needs an assessment of dynamic load and reliability. Therefore, this paper proposes the probabilistic estimation method, moments matching method(MW) in order to overcome the drawback of deterministic method. In this paper, distributions for each harmonics are convolved to obtain the moments and cumulants of TDD(Total Demand Distortion), and this can be generalized for any number of trains. For the case study, the electric railway system of LAT(Intra Airport Transit) in Incheon International Airport is modeled using PSCAD/EMTDC dynamic simulator. The raw data of harmonics for the moments matching method is acquired from simulation of the LAT model.

Retrieval of Radial Velocity and Moment Based on the Power Spectrum Density of Scattered 1290 MHz Signals with Altitude (1290 MHz 산란 신호의 고도별 파워 스펙트럼 밀도에 기반한 시선 속도와 모멘트 산출)

  • Jo, Won-Gi;Kwon, Byung-Hyuk;Yoon, Hong-Joo
    • The Journal of the Korea institute of electronic communication sciences
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    • v.13 no.6
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    • pp.1191-1198
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    • 2018
  • The wind profiler radar provides a standing profile of the wind vector and the atmospheric physical signal for the fixed point. Since the wind vector is calculated by the manufacturer's data processing program, the quality control of the date is limited. Therefore, understanding and exploiting the raw spectrum data need to improve the quality of the wind vector. The raw data of the wind vector is the power spectral density stored in binary form. In this study, an algorithm was completed to transform the raw data into the real spectral density, and the use of raw data was evaluated by retrieving zero-order and first-order moments of the spectral based on the spectrum quality control.