• Title/Summary/Keyword: weighted estimate

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THE LUMINOSITY OF TYPE IA SUPERNOVA AND THE PROPERTIES OF THEIR EARLY-TYPE HOST GALAXIES

  • KANG, YIJUNG;KIM, YOUNG-LO;LEE, YOUNG-WOOK;LIM, DONGWOOK;CHUNG, CHUL;SUNG, EON-CHANG
    • Publications of The Korean Astronomical Society
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    • v.30 no.2
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    • pp.487-488
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    • 2015
  • In type Ia supernovae (SNe Ia) cosmology, a well-established correlation exists between the mass of host galaxies and the Hubble residual (HR) of SNe Ia. In order to investigate the origin of this correlation, we used low-resolution spectroscopic data of early-type host galaxies obtained from our YOnsei Nearby Supernovae Evolution Investigation (YONSEI) project. We measured velocity dispersions and Lick/IDS absorption line indices from these fully calibrated spectra. These indices were used to estimate the luminosity-weighted mean age, metallicity and mass of host galaxies. We found a tight correlation between host mass and population age, which is consistent with the "downsizing" trend in early-type galaxies. This suggests that the well-established correlation between HR and host mass is most likely due to the difference in population age. More observations, which are in progress, are required to understand the impact of luminosity evolution on SNe Ia cosmology.

Application of a Non-stationary Frequency Analysis Method for Estimating Probable Precipitation in Korea (전국 확률강수량 산정을 위한 비정상성 빈도해석 기법의 적용)

  • Kim, Gwang-Seob;Lee, Gi-Chun
    • Journal of The Korean Society of Agricultural Engineers
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    • v.54 no.5
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    • pp.141-153
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    • 2012
  • In this study, we estimated probable precipitation amounts at the target year (2020, 2030, 2040) of 55 weather stations in Korea using the 24 hour annual maximum precipitation data from 1973 through 2009 which should be useful for management of agricultural reservoirs. Not only trend tests but also non-stationary tests were performed and non-stationary frequency analysis were conducted to all of 55 sites. Gumbel distribution was chosen and probability weighted moment method was used to estimate model parameters. The behavior of the mean of extreme precipitation data, scale parameter, and location parameter were analyzed. The probable precipitation amount at the target year was estimated by a non-stationary frequency analysis using the linear regression analysis for the mean of extreme precipitation data, scale parameter, and location parameter. Overall results demonstrated that the probable precipitation amounts using the non-stationary frequency analysis were overestimated. There were large increase of the probable precipitation amounts of middle part of Korea and decrease at several sites in Southern part. The non-stationary frequency analysis using a linear model should be applicable to relatively short projection periods.

Structural damage identification using an iterative two-stage method combining a modal energy based index with the BAS algorithm

  • Wang, Shuqing;Jiang, Yufeng;Xu, Mingqiang;Li, Yingchao;Li, Zhixiong
    • Steel and Composite Structures
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    • v.36 no.1
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    • pp.31-45
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    • 2020
  • The purpose of this study is to develop an effective iterative two-stage method (ITSM) for structural damage identification of offshore platform structures. In each iteration, a new damage index, Modal Energy-Based Damage Index (MEBI), is proposed to help effectively locate the potential damage elements in the first stage. Then, in the second stage, the beetle antenna search (BAS) algorithm is used to estimate the damage severity of these elements. Compared with the well-known particle swarm optimization (PSO) algorithm and genetic algorithm (GA), this algorithm has lower computational cost. A modal energy based objective function for the optimization process is proposed. Using numerical and experimental data, the efficiency and accuracy of the ITSM are studied. The effects of measurement noise and spatial incompleteness of mode shape are both considered. All the obtained results show that under these influences, the ITSM can accurately identify the true location and severity of damage. The results also show that the objective function based on modal energy is most suitable for the ITSM compared with that based on flexibility and weighted natural frequency-mode shape.

A low-complexity PAPR reduction SLM scheme for STBC MIMO-OFDM systems based on constellation extension

  • Li, Guang;Li, Tianyun
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.13 no.6
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    • pp.2908-2924
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    • 2019
  • Multiple input multiple output orthogonal frequency division multiplexing (MIMO-OFDM) is widely applied in wireless communication by virtue of its excellent properties in data transmission rate and transmission accuracy. However, as a major drawback of MIMO-OFDM systems, the high peak-to-average power ratio (PAPR) complicates the design of the power amplifier at the receiver end. Some available PAPR reduction methods such as selective mapping (SLM) suffer from high computational complexity. In this paper, a low-complexity SLM method based on active constellation extension (ACE) and joint space-time selective mapping (AST-SLM) for reducing PAPR in Alamouti STBC MIMO-OFDM systems is proposed. In SLM scheme, two IFFT operations are required for obtaining each transmission sequence pair, and the selected phase vector is transmitted as side information(SI). However, in the proposed AST-SLM method, only a few IFFT operations are required for generating all the transmission sequence pairs. The complexity of AST-SLM is at least 86% less than SLM. In addition, the SI needed in AST-SLM is at least 92.1% less than SLM by using the presented blind detection scheme to estimate SI. We show, analytically and with simulations, that AST-SLM can achieve significant performance of PAPR reduction and close performance of bit error rate (BER) compared to SLM scheme.

Galaxy Rotation Coherent with the Average Motion of Neighbors

  • Lee, Joon Hyeop;Pak, Mina;Lee, Hye-Ran;Song, Hyunmi
    • The Bulletin of The Korean Astronomical Society
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    • v.44 no.1
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    • pp.34.3-34.3
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    • 2019
  • We report our discovery of observational evidence for the coherence between galaxy rotation and the average motion of neighbors. Using the Calar Alto Legacy Integral Field Area (CALIFA) survey data analyzed with the Python CALIFA STARLIGHT Synthesis Organizer (PyCASSO) platform, and the NASA-Sloan Atlas (NSA) catalog, we estimate the angular momentum vectors of 445 CALIFA galaxies and build composite maps of their neighbor galaxies on the parameter space of velocity versus distance. The composite radial profiles of the luminosity-weighted mean velocity of neighbors show striking evidence for dynamical coherence between the rotational direction of the CALIFA galaxies and the average moving direction of their neighbor galaxies. The signal of such dynamical coherence is significant for the neighbors within 800 kpc distance from the CALIFA galaxies with a confidence level of $3.5{\sigma}$, when the angular momentum is measured at the outskirt ($Re<R{\leq}2Re$) of each CALIFA galaxy. We also find that faint or kinematically misaligned galaxies show stronger coherence with neighbor motions than bright or kinematically well-aligned galaxies do. Our results show that the rotation of a galaxy, particularly at its outskirt, may be significantly influenced by recent interactions with its neighbors.

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A Study on UBM Method Detecting Mean Shift in Autocorrelated Process Control

  • Jun, Sang-Pyo
    • Journal of the Korea Society of Computer and Information
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    • v.25 no.12
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    • pp.187-194
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    • 2020
  • In today's process-oriented industries, such as semiconductor and petrochemical processes, autocorrelation exists between observed data. As a management method for the process where autocorrelation exists, a method of using the observations is to construct a batch so that the batch mean approaches to independence, or to apply the EWMA (Exponentially Weighted Moving Average) statistic of the observed value to the EWMA control chart. In this paper, we propose a method to determine the batch size of UBM (Unweighted Batch Mean), which is commonly used as a management method for observations, and a method to determine the optimal batch size based on ARL (Average Run Length) We propose a method to estimate the standard deviation of the process. We propose an improved control chart for processes in which autocorrelation exists.

Study on Ecological Instream Flow Estimation using River2D Model in the Seomjin River (River2D 모델을 이용한 섬진강의 생태유지유량 산정에 관한 연구)

  • Roh, Kyong-Bum;Park, Sung-Chun;Jin, Young-Hoon;Park, Myoung-Ok
    • Journal of Korean Society on Water Environment
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    • v.27 no.6
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    • pp.822-829
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    • 2011
  • The purpose of the present study is to estimate the ecological instream flow for conservation and restoration of fish habitat in running water ecosystem which has very important status for stream environment. Estimation of the ecological instream flow in the present study was carried out by application of a two-dimensional depth averaged model of river hydrodynamics, River2D model. It can model fish habitat in natural streams and rivers and assess the quality of physical habitat accoriding to the species preferences for habitat suitability. Zacco platypus and Zacco temmincki were selected as target fish species in the study area of the Seomjin river. The Habitat Suitability Criteria (HSC) developed by Sung et al. (2005) were used for target fish species, life stages and habitat conditions in the study. Weighted usable area (WUA) was computed by the River2D model considering preferences of target fish species for velocity, depth, and channel substrate. The result revealed that the ecological instream flow of $10.0m^3/s$ is needed to maintain the target fish habitat at each life stage in the river.

Measuring COVID-19 Effects on World and National Stock Market Returns

  • KHANTHAVIT, Anya
    • The Journal of Asian Finance, Economics and Business
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    • v.8 no.2
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    • pp.1-13
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    • 2021
  • Previous studies have found the significant adverse effects of coronavirus disease 2019 (COVID-19) on stock returns and volatility. The effects varied with the confirmed cases and deaths. However, the extent of the effects have never been measured exactly. This study proposes a measurement model for the COVID-19 effects. In the proposed model, stock returns in the COVID-19 period are weighted averages of pre-COVID-19 normal returns and COVID-19-induced returns. The effects are measured by the contributing weights of the COVID-19-induced returns. Kalman filtering is used to estimate the model for the world and Chinese markets, in combination with 10 markets - five most affected countries (United States, India, Brazil, Russia, and France) and five best recovering countries (Hong Kong, Australia, Singapore, Thailand, and South Korea). The sample returns are daily, obtained from the closing Morgan Stanley global investable market indexes. The full period is from September 24, 2018, to October 30, 2020, whereas the COVID-19 period is from November 18, 2019, to October 30, 2020. The contributing weights are significant and close to 100% for all markets. The COVID-19-induced returns replace the pre-COVID-19 normal returns; they are negatively auto-correlated and highly volatile. The COVID-19-induced returns are new normal returns in the COVID-19 period.

An Investigation of Trading Strategies using Korean Stocks and U.S. Dollar (국내 주식과 미 달러를 이용한 투자전략에 관한 연구)

  • Park, Chan;Yang, Ki-Sung
    • Asia-Pacific Journal of Business
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    • v.13 no.2
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    • pp.123-138
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    • 2022
  • Purpose - This study compares the performances of dynamic asset allocation strategies using Korean stocks and U.S. dollar, which have been negatively correlated for a long time, to examine the diversification effects in the portfolios of them. Design/methodology/approach - In the current study, we use KOSPI200 index, as a proxy of the aggregated portfolio of Korean stocks, and USDKRW foreign exchange rate to implement various portfolio management strategies. We consider the equally-weighted, risk-parity, minimum variance, most diversified, and growth optimal portfolios for comparison. Findings - We first find the enhancement of risk adjusted returns due to risk reduction rather than return increasement for all the portfolios of consideration. Second, the enhancement is more pronounced for the trading strategies using correlations as well as volatilities compared to those using volatilities only. Third, the diversification effect has become stronger after the global financial crisis in 2008. Lastly, we find that the performance of the growth optimal portfolio can be improved by utilizing the well-known momentum phenomenon in stock markets to select the length of the sample period to estimate the expected return. Research implications or Originality - This study shows the potential benefits of adding the U.S. dollar to the portfolios of Korean stocks. The current study is the first to investigate the portfolio of Korean stocks and U.S. dollar from investment perspective.

Optimization of the Flip Angle and Scan Timing in Hepatobiliary Phase Imaging Using T1-Weighted, CAIPIRINHA GRE Imaging

  • Kim, Jeongjae;Kim, Bong Soo;Lee, Jeong Sub;Woo, Seung Tae;Choi, Guk Myung;Kim, Seung Hyoung;Lee, Ho Kyu;Lee, Mu Sook;Lee, Kyung Ryeol;Park, Joon Hyuk
    • Investigative Magnetic Resonance Imaging
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    • v.22 no.1
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    • pp.1-9
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    • 2018
  • Purpose: This study was designed to optimize the flip angle (FA) and scan timing of the hepatobiliary phase (HBP) using the 3D T1-weighted, gradient-echo (GRE) imaging with controlled aliasing in parallel imaging results in higher acceleration (CAIPIRINHA) technique on gadoxetic acid-enhanced 3T liver MR imaging. Materials and Methods: Sixty-two patients who underwent gadoxetic acid-enhanced 3T liver MR imaging were included in this study. Four 3D T1-weighted GRE imaging studies using the CAIPIRINHA technique and FAs of $9^{\circ}$ and $13^{\circ}$ were acquired during HBP at 15 and 20 min after intravenous injection of gadoxetic acid. Two abdominal radiologists, who were blinded to the FA and the timing of image acquisition, assessed the sharpness of liver edge, hepatic vessel clarity, lesion conspicuity, artifact severity, and overall image quality using a five-point scale. Quantitative analysis was performed by another radiologist to estimate the relative liver enhancement (RLE) and the signal-to-noise ratio (SNR). Statistical analyses were performed using the Wilcoxon signed rank test and one-way analysis of variance. Results: The scores of the HBP with an FA of $13^{\circ}$ during the same delayed time were significantly higher than those of the HBP with an FA of $9^{\circ}$ in all the assessment items (P < 0.01). In terms of the delay time, images at the same FA obtained with a 20-min-HBP showed better quality than those obtained with a 15-min-HBP. There was no significant difference in qualitative scores between the 20-min-HBP and the 15-min-HBP images in the non-liver cirrhosis (LC) group except for the hepatic vessel clarity score with $9^{\circ}$ FA. In the quantitative analysis, a statistically significant difference was found in the degree of RLE in the four HBP images (P = 0.012). However, in the subgroup analysis, no significant difference in RLE was found in the four HBP images in either the LC or the non-LC groups. The SNR did not differ significantly in the four HBP images. In the subgroup analysis, 20-min-HBP imaging with a $13^{\circ}$ FA showed the highest SNR value in the LC-group, whereas 15-min-HBP imaging with a $13^{\circ}$ FA showed the best value of SNR in the non-LC group. Conclusion: The use of a moderately high FA improves the image quality and lesion conspicuity on 3D, T1-weighted GRE imaging using the CAIPIRINHA technique on gadoxetic acid, 3T liver MR imaging. In patients with normal liver function, the 15-min-HBP with a $13^{\circ}$ FA represents a feasible option without a significant decrease in image quality.