• Title/Summary/Keyword: statistic model

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Testing the Randomness of the Coefficients In First Order Autoregressive Processes

  • Park, Sangwoo;Lee, Sangyeol;Sun Y. Hwang
    • Journal of the Korean Statistical Society
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    • v.27 no.2
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    • pp.189-195
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    • 1998
  • In this paper, we are concerned with the problem of testing the randomness of the coefficients in a first order autoregressive model. A consistent test based on prediction error is suggested. It is shown that under the null hypothesis, the test statistic is asymptotically normal.

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An approach of evaluation and mechanism study on the high and steep rock slope in water conservancy project

  • Yang, Meng;Su, Huaizhi;Wen, Zhiping
    • Computers and Concrete
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    • v.19 no.5
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    • pp.527-535
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    • 2017
  • In this study, an aging deformation statistical model for a unique high and steep rock slope was proposed, and the aging characteristic of the slope deformation was better reflected. The slope displacement was affected by multiple-environmental factors in multiple scales and displayed the same tendency with a rising water level. The statistical model of the high and steep rock including non-aging factors was set up based on previous analyses and the study of the deformation and residual tendency. The rule and importance of the water level factor as a non-aging unit was analyzed. A partitioned statistical model and mutation model were established for the comprehensive cumulative displacement velocity with the monitoring study under multiple factors and multiple parameters. A spatial model was also developed to reflect and predict the whole and sectional deformation character by combining aging, deformation and space coordinates. A neural network model was built to fit and predict the deformation with a high degree of precision by mastering its feature of complexity and randomness. A three-dimensional finite element model of the slope was applied to approach the structure character using numerical simulations. Further, a three-dimensional finite element model of the slope and dam was developed, and the whole deformation state was analyzed. This study is expected to provide a powerful and systematic method to analyze very high, important and dangerous slopes.

A Combination and Calibration of Multi-Model Ensemble of PyeongChang Area Using Ensemble Model Output Statistics (Ensemble Model Output Statistics를 이용한 평창지역 다중 모델 앙상블 결합 및 보정)

  • Hwang, Yuseon;Kim, Chansoo
    • Atmosphere
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    • v.28 no.3
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    • pp.247-261
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    • 2018
  • The objective of this paper is to compare probabilistic temperature forecasts from different regional and global ensemble prediction systems over PyeongChang area. A statistical post-processing method is used to take into account combination and calibration of forecasts from different numerical prediction systems, laying greater weight on ensemble model that exhibits the best performance. Observations for temperature were obtained from the 30 stations in PyeongChang and three different ensemble forecasts derived from the European Centre for Medium-Range Weather Forecasts, Ensemble Prediction System for Global and Limited Area Ensemble Prediction System that were obtained between 1 May 2014 and 18 March 2017. Prior to applying to the post-processing methods, reliability analysis was conducted to identify the statistical consistency of ensemble forecasts and corresponding observations. Then, ensemble model output statistics and bias-corrected methods were applied to each raw ensemble model and then proposed weighted combination of ensembles. The results showed that the proposed methods provide improved performances than raw ensemble mean. In particular, multi-model forecast based on ensemble model output statistics was superior to the bias-corrected forecast in terms of deterministic prediction.

Attitudes toward Mathematics and Mathematics Self-Efficacy on a Learning Community Model: A Case Study

  • Ryang, Dohyoung
    • Research in Mathematical Education
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    • v.13 no.2
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    • pp.109-122
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    • 2009
  • This study investigates the change in two theoretical constructs, attitudes toward mathematics and mathematics self-efficacy, among college students involved in a learning community model. The case of this study was a developmental mathematics class offered at a historically black college located in the southeastern United States. Subjects included 31 students enrolled in an introductory mathematics course, some of whom participated in a learning community (treatment group). The participants completed mathematics attitudes and mathematics efficacy instruments twice: at the beginning of the semester and again at the end. Data was analyzed using descriptive statistics and a non-parametric statistic. The results showed that students' attitudes toward mathematics and mathematics self-efficacy are strongly correlated; the mathematical problem-solving efficacy changed significantly over time and it is significantly higher in the treatment group than in the control group; and the treatment group produced better outcomes. These findings indicate that a learning community model can increase students' mathematics self-efficacy beliefs. It is recommended that mathematics self-efficacy and attitudes toward mathematics be measured over an extended period of time when a learning community is implemented.

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Design of On-line Process Control with Variable Measurement Interval

  • Park, Changsoon
    • Journal of the Korean Statistical Society
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    • v.29 no.3
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    • pp.319-336
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    • 2000
  • A mixed model with a white noise process and an IMA(0,1,1) process is considered as a process model. It is assumed that the process is a white noise in the absence of a special cause and the process changes to an IMA(0,1,1) due to a special cause. One useful scheme in measuring the process level is to use the variable measurement interval (VMI) between measurement times according to the value of the previous chart statistic. The advantage of the VMI scheme is to measure the process level infrequently when in control to save the measurement cost and to measure frequently when out of control to save the off-target cost. This paper considers the VMI scheme in order to detect changes in the process model from a white noise to an IMA(0,1,1). The VMI scheme is shown to be effective compared to the standard fixed measurement interval (FMI) scheme in both statistical and economic contexts.

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Effect Analysis on Energy Efficiency Improvement for Establishing Energy Balance Flow (Energy Balance Flow 구축에 의한 에너지효율향상 효과분석)

  • Kim, Yong-Ha;Jo, Hyun-Mi;Sin, Hyung-Chul;Kim, Hyung-Jung;Woo, Sung-Min;Kim, Young-Gil
    • Proceedings of the KIEE Conference
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    • 2011.07a
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    • pp.679-680
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    • 2011
  • This paper is developed to Energy Balance Flow show the flow of total energy resource be used nationally. The Energy Balance Flow is applicable of demand management factor through the analysis of foreign energy model of supply and demand and energy statistic data in the country. This study is based on and developed to Energy system management model is able to appraisal efficient of energy cost cutting, CO2 emission reduction and Energy saving at the national level calculated effect reached amount of primary energy to change of energy flow followed application of demand side management factor is able to appraisal quantitatively at the total energy to model of demand and supply.

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Signal Detection in Non-Additive Noise Using Rank Statistics: Signal-Dependent Noise and Random Signal Detection (비가산성 잡음에서 순위 통계량을 이용한 신호 검파 : 신호의존성 잡음과 확률 신호 검파)

  • 송익호;김상엽;김선용;손재철
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.15 no.11
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    • pp.955-961
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    • 1990
  • Test statistics are obtained for detection of weak signals in signal-dependent noise using rank statistics. A generalized model is used in this paper in order to consider non-additivenoise as well as purely-additive noise. Locally optimum rank detectors for the model are shown to have similarity to locally optimum detectors and to be generalizations of these for the purely-additive noise model. A similar result is obtained for multi-input cases.

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A Study on Design of Safety Condition Evaluation Methods Using Analytic Network Process (계층과정 분석을 통한 기업 안전 실태 평가 기법 설계에 관한 연구 -최근 3년간 산업재해 통계 자료를 중심으로-)

  • Kang, Kyung-Sik
    • Journal of the Korea Safety Management & Science
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    • v.17 no.1
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    • pp.1-11
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    • 2015
  • The efficient safety estimation for a business should analyze an accident data by considering every possible and potential factor. Thus, we consider several factors to build the safety estimation model to meet fairness and rationality. This paper present the yearly statistic data of accident from KOSHA analyze the data by industry, scale, year of service of a employee, age and other factors; build the safety estimation model for the business based on the accident report derived the analysis. The estimation model is established by the weights for accident type, degree, scale, industry, year of service, and age of the employee derived from ANP(Analytic Network Process).

Quantitative Structure Activity Relationship Prediction of Oral Bioavailabilities Using Support Vector Machine

  • Fatemi, Mohammad Hossein;Fadaei, Fatemeh
    • Journal of the Korean Chemical Society
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    • v.58 no.6
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    • pp.543-552
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    • 2014
  • A quantitative structure activity relationship (QSAR) study is performed for modeling and prediction of oral bioavailabilities of 216 diverse set of drugs. After calculation and screening of molecular descriptors, linear and nonlinear models were developed by using multiple linear regression (MLR), artificial neural network (ANN), support vector machine (SVM) and random forest (RF) techniques. Comparison between statistical parameters of these models indicates the suitability of SVM over other models. The root mean square errors of SVM model were 5.933 and 4.934 for training and test sets, respectively. Robustness and reliability of the developed SVM model was evaluated by performing of leave many out cross validation test, which produces the statistic of $Q^2_{SVM}=0.603$ and SPRESS = 7.902. Moreover, the chemical applicability domains of model were determined via leverage approach. The results of this study revealed the applicability of QSAR approach by using SVM in prediction of oral bioavailability of drugs.

ON ASYMPTOTIC TESTS IN TEREE-FACTOR FACTORIAL DESIGNS WITH NO REPLICATIONS

  • See, Kyoung-Ah
    • Journal of applied mathematics & informatics
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    • v.6 no.1
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    • pp.31-50
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    • 1999
  • We revisit the problems of testing three-factor classifica-tion models with a single observation per cell. A common approach in analyzing such nonreplicated data is to omit the highest order in-teraction and regard it as error. This paper discusses the use of a multiplicative model(See and Smith 1996 and 1998) which is applied on residuals in order to separate the variablility due to three-factor interaction from what is counted as random error. in particualr to test the significance of the interaction term we derived an approxi-mated distribution of the likelihood ratio test statistic based on the quadrilinear model known as Tucher's three-mode principal compo-nent model. The derivation utilizes the distribution of the eignevalues of the Wishart matrix.