• Title/Summary/Keyword: 비모수적 기법

Search Result 132, Processing Time 0.03 seconds

BDS Statistic: Applications to Hydrologic Data (BDS 통계: 수문자료에의 응용)

  • Kim, Hyeong-Su;Gang, Du-Seon;Kim, Jong-U;Kim, Jung-Hun
    • Journal of Korea Water Resources Association
    • /
    • v.31 no.6
    • /
    • pp.769-777
    • /
    • 1998
  • In this study, various time series are analyzed to check nonlinearities of the data. The nonlinearity of a system can be investigated by testing the randomness of the time series data. To test the randomness, four nonparametric test statistics and a new test statistic, called the BDS statistic are used and the results and the results are compared. The Brock, Dechert, and Scheinkman (BDS) statistic is originated from the statistical properties of the correlation integral which is used for searching for chaos and has been shown very effective in distinguishing nonlinear structures in dynamic systems from random structures. As a result of application to linear and nonlinear models which are well known, the BDS statistic is found to be more effective than nonparametric test statistics in identifying nonlinear structure in the time series. Hydrologic time series data are fitted to ARMA type models and the statistics are applied to the residuals. The results show that the BDS statistic can distinguish chaotic nonlinearity from randomness and that the BDS statistic can also be used for verifying the validity of the fitted model.

  • PDF

Interference Aware Receiver Filtering for Wireless Ad Hoc Networks (무선 애드혹 네트워크에서의 간섭 제어 수신 기법)

  • Shin, Sungpil;Lee, Byungju;Park, Sunho;Shim, Byonghyo
    • Journal of the Institute of Electronics and Information Engineers
    • /
    • v.50 no.3
    • /
    • pp.9-15
    • /
    • 2013
  • Recent works on ad hoc network study have shown that achievable throughput can be made to scale linearly with the number of receive antennas even if the transmitter has only a single antenna. In this paper, we propose a non-parametric linear minimum mean square error (MMSE) receiver for achieving further gain in performance when the channel state information at receiver (CSIR) of interferers is imperfect. The key feature to make our approach effective is to exploit the autocorrelation of the received signal. In fact, by incorporating the desired channel information on top of the observations including interference and noise only, the proposed method achieves large fraction of the optimal MMSE transmission capacity without transmission rate loss. From the SINR analysis as well as transmission capacity simulations in realistic ad hoc network system, we show that the proposed non-parametric linear MMSE receiver brings substantial performance gain over existing multiple receive antenna algorithms.

A Geostatistical Study Using Qualitative Information for Multiple Rock Classification -1. Theory (다분적 암반분류를 위한 정성적 자료의 지구통계학적 연구 1.이론)

  • 유광호
    • Geotechnical Engineering
    • /
    • v.11 no.2
    • /
    • pp.71-78
    • /
    • 1995
  • In this paper, a study was performed on classifying a rock mass into multiple classes as in rock mass classification systems, such as RMR system and Q system etc. In a situation with only limited quantitative data available, it was sought to employ a way of incorporating qualitative data in a systematical and reasonable manner. It is based on the realm of Geostatistics. In particular, indicator kriging technique, which is one of non-parametric approaches, was used. As a selection criterion for an optimal classification, the cost of errors was adopted. As a result, the binary rock classification method developed before was extended and generalized for multiple rock classification with its total number of classes unlimited.

  • PDF

The Significance Test on the AHP-based Alternative Evaluation: An Application of Non-Parametric Statistical Method (AHP를 이용한 대안 평가의 유의성 분석: 비모수적 통계 검정 적용)

  • Park, Joonsoo;Kim, Sung-Chul
    • The Journal of Society for e-Business Studies
    • /
    • v.22 no.1
    • /
    • pp.15-35
    • /
    • 2017
  • The method of weighted sum of evaluation using AHP is widely used in feasibility analysis and alternative selection. Final scores are given in forms of weighted sums and the alternative with largest score is selected. With two alternatives, as in feasibility analysis, the final score greater than 0.5 gives the selection but there remains a question that how large is large enough. KDI suggested a concept of 'grey area' where scores are between 0.45 and 0.55 in which decisions are to be made with caution, but it lacks theoretical background. Statistical testing was introduced to answer the question in some studies. It was assumed some kinds of probability distribution, but did not give the validity on them. We examine the various cases of weighted sum of evaluation score and show why the statistical testing has to be introduced. We suggest a non-parametric testing procedure which does not assume a specific distribution. A case study is conducted to analyze the validity of our suggested testing procedure. We conclude our study with remarks on the implication of analysis and the future way of research development.

Factors analysis of the cyanobacterial dominance in the four weirs installed in of Nakdong River (낙동강의 중·하류 4개보에서 남조류 우점 환경 요인 분석)

  • Kim, Sung jin;Chung, Se woong;Park, Hyung seok;Cho, Young cheol;Lee, Hee suk
    • Proceedings of the Korea Water Resources Association Conference
    • /
    • 2019.05a
    • /
    • pp.413-413
    • /
    • 2019
  • 하천과 호수에서 남조류의 이상 과잉증식 문제(이하 녹조문제)는 담수생태계의 생물다양성을 감소시키며, 음용수의 이취미 원인물질을 발생시켜 물 이용에 장해가 된다. 또한 독소를 생산하는 유해남조류가 대량 증식할 경우에는 가축이나 인간의 건강에 치명적 해를 끼치기도 한다. 그 동안 국내에서 녹조문제는 댐 저수지와 하구호와 같은 정체수역에서 간헐적으로 문제를 일으켰으나, 4대강사업(2010-2011)으로 16개의 보가 설치된 이후 낙동강, 금강, 영산강 등 대하천에서도 광범위하게 발생되고 있어 중요한 사회적 환경적 이슈로 대두되었다. 한편, 대하천에 설치된 보 구간에서 빈번히 발생하는 녹조현상의 원인에 대해서는 전 지구적 기온상승에 따른 기후변화의 영향이라는 주장과 유역으로부터 영양염류의 과도한 유입, 가뭄에 따른 유량감소, 보 설치에 따른 체류시간 증가 등 다양한 의견이 제시되고 있으나, 대상 유역과 수체의 특성에 따라 녹조 발생의 원인이 상이하거나 또는 다양한 요인이 복합적으로 작용하기 때문에 보편적 해석(universal interpretation)이 어려운 것이 현실이다. 따라서 각 수계별, 보별 녹조현상에 대한 정확한 원인분석과 효과적인 대책 마련을 위해서는 집중된 실험자료와 데이터마이닝 기법에 근거로 한 보다 과학적이고 객관적인 접근이 이루어져야 한다. 본 연구에서는 2012년 보 설치 이후 남조류에 의한 녹조현상이 빈번히 발생하고 있는 낙동강 4개보(강정고령보, 달성보, 합천창녕보, 창녕함안보)를 대상으로 집중적인 현장조사와 실험분석을 수행하고, 수집된 기상, 수문, 수질, 조류 자료에 대해 통계분석과 다양한 데이터모델링 기법을 적용하여 보별 남조류 우점 환경조건과 이를 제어하기 위한 주요 조절변수를 규명하는데 있다. 연구대상 보 별 수질과 식물플랑크톤의 정성 및 정량 실험은 2017년 5월부터 2018년 11월까지 2년에 걸쳐 실시하였으며, 남조류 세포수 밀도와 환경요인과의 상관성 분석을 실시하고, 단계적 다중회귀모델(Step-wise Multiple Linear Regressions, SMLR), 랜덤포레스트(Random Forests, RF) 모델과 재귀적 변수 제거 기법(Recursive Feature Elimination using Random Forest, RFE-RF)을 이용한 변수중요도 평가, 의사결정나무(Decision Tree, DT), 주성분분석(Principal Component Analysis, PCA) 기법 등 다양한 모수적 및 비모수적 데이터마이닝 결과를 바탕으로 각 보별 남 조류 우점 환경요인을 종합적으로 해석하였다.

  • PDF

Efficient random number generation from extreme tail areas of a t-distribution (t 분포의 극단 꼬리부분으로부터의 효율적인 난수생성)

  • 오만숙;김나영
    • The Korean Journal of Applied Statistics
    • /
    • v.9 no.1
    • /
    • pp.165-177
    • /
    • 1996
  • It is often needed to generate random numbers from truncated t-distributions to carry out Bayesian inferences, especially in Monte Carlo integration for estimation of posterior densities of constrained parameters. However, when the restricted area is an extreme tail area with a small probability most existing random generation methods are not efficient. In this paper, we propose an efficient acceptance-rejection method to generate random numbers from extreme tail areas of a t-distribution. Using some simulation results, we compare the proposed algorithm with other popular methods.

  • PDF

The development of Evaluation Program for the Quantitatively Instrumentation Management of Geotechnical Structures (지반구조물의 정량적인 계측관리를 위한 평가프로그램 개발)

  • Kim, Yong-Soo;Yun, Hae-Bum
    • Journal of the Korean Geosynthetics Society
    • /
    • v.11 no.4
    • /
    • pp.71-77
    • /
    • 2012
  • In this study, data collected from geotechnical instrumentation, analyzers using Stochastic methods for evaluating the state of law and the automation program was developed. Is expected based data driven non-parametric methods modeling may be useful for evaluation of complex geotechnical instrumentation installed on the system from the measurements collected. Result of the verification of assessment techniques developed by the sensing data collected from the actual ground structures (reinforced retaining wall and tunnel), PCA analysis techniques applied to the present study was to determine the structural behavior and environmental factors.

Estimation of genetic parameters using real-time ultrasound measurements in Hanwoo (한우 암소의 생체 초음파 성적을 이용한 유전모수 추정)

  • Lee, Ji-Hong;Yeo, Jung-Sou
    • Journal of the Korean Data and Information Science Society
    • /
    • v.22 no.6
    • /
    • pp.1145-1152
    • /
    • 2011
  • This study was conducted to estimate genetic effects on economically important traits for genetic improvement in Hanwoo by using the real-time ultrasound measurements for longissimus dorsi muscle area (LMA), backfat thickness (BFT), and marbling score (Marb). The phenotypic data were obtained from 1,648 pedigreed cows, and general linear models were applied to test the effects of age, region, and body condition socre. The cows between 50 and 60 months of age had the greatest scores for LMA and BFT, and Marb (P<0.05). The cows in region C had the greatest scores for body condition socre, LMA and BFT, while in region J Marb was the lowest (P<0.05). There was positive relation with LMA, BFT, and Marb according to increase body condition socre. Heritabilities for LMA, BFT, and Marb were estimated as 0.136, 0.351, and 0.236, respectively. These results would provide primary information for the efficient implementation of genetic improvement schemes in Hanwoo.

Tendency Analysis of Water Quality in the Yeongsan River Watershed using Mann-Kendall Test (Mann-Kendall 검정기법을 이용한 영산강 수질의 경향분석)

  • Kang, Ji Eun;Park, Sung Chun;Park, Su Ho;Lee, Woo Bum
    • Proceedings of the Korea Water Resources Association Conference
    • /
    • 2021.06a
    • /
    • pp.442-442
    • /
    • 2021
  • 하천과 호수 등 공공수역에서 측정되는 수질자료는 수자원 및 수생태계의 실태를 파악하기 위한 가장 중요한 요소이며, 측정망 운영으로 장기간 측정된 방대한 수질자료를 이용하여 신뢰성 있는 장기 경향 추세를 분석하는 것 또한 매우 중요하다. 장기간 생산된 수질자료에 대한 통계적 경향분석을 실시함으로써 정량적으로 수질자료를 분석할 수 있는데 우선 일정한 장소에서 동일한 측정기법을 통해 비교적 장기간 동안 일정간격으로 측정된 수질자료가 필요하다. 우리나라의 수질자료는 1990년도 이후부터 잘 축적되어 왔으므로 비로소 시간에 따른 수질변화 경향을 파악하는 것이 용이해졌다. 이러한 수질경향 분석을 통하여 수체 내부에서 일어나는 여러 가지 수질 변화 과정을 이해하고 적절한 수질관리 대책을 마련할 수도 있다. 본 연구에서는 수질자료의 경향을 분석하기 위하여 비모수적 통계기법의 수질 경향을 분석하는데 많이 활용되는 맨-켄달 검정기법(Mann-Kendall Test)과 LOWESS(LOcally WEighted Scatter polt Smoother) 경향분석법을 적용하였다. 맨-켄달 검정기법은 선형 경향을 기본 가정으로하기 때문에 대상 기간 동안 경향성이 변할 경우에는 이를 적절히 반영할 수 없는 단점이 있으나 LOWESS 경향분석법은 이를 보완하기 위하여 특정회귀모델을 가정하지 않고 이동 직선에 대한 수질자료 점들을 통해 회귀모델을 적합 시키는 방법으로 기간 내 변화하는 경향성을 파악 할 수 있는 대상지점은 영산강본류 중심으로 지류지천을 포함하여 18개 지점에 대하여 분석하였으며, p-value값은 0.05를 기준으로 미만일 경우 경향성이 있고, 이상일 경우 경향성이 없는 것으로 분류하였으며, Trend는 경향성이 있다고 판단될 경우 S값이 양수이면 증가하는 경향으로, S값이 음수이면 감소하는 경향으로 판단하였다. 경향분석을 통해 영산강 18개 지점을 분석한 결과 영산강 상류와 중류, 지류에 대한 전체적인 경향을 판단할 수 있었다.

  • PDF

Evaluation of Reference Intervals of Some Selected Chemistry Parameters using Bootstrap Technique in Dogs (Bootstrap 기법을 이용한 개의 혈청검사 일부 항목의 참고범위 평가)

  • Kim, Eu-Tteum;Pak, Son-Il
    • Journal of Veterinary Clinics
    • /
    • v.24 no.4
    • /
    • pp.509-513
    • /
    • 2007
  • Parametric and nonparametric coupled with bootstrap simulation technique were used to reevaluate previously defined reference intervals of serum chemistry parameters. A population-based study was performed in 100 clinically healthy dogs that were retrieved from the medical records of Kangwon National University Animal Hospital during 2005-2006. Data were from 52 males and 48 females(1 to 8 years old, 2.2-5.8 kg of body weight). Chemistry parameters examined were blood urea nitrogen(BUN)(mg/dl), cholesterol(mg/dl), calcium(mg/dl), aspartate aminotransferase(AST)(U/L), alanine aminotransferase(ALT)(U/L), alkaline phosphatase(ALP)(U/L), and total protein(g/dl), and were measured by Ektachem DT 60 analyzer(Johnson & Johnson). All but calcium were highly skewed distributions. Outliers were commonly identified particularly in enzyme parameters, ranging 5-9% of the samples and the remaining were only 1-2%. Regardless of distribution type of each analyte, nonparametric methods showed better estimates for use in clinical chemistry compare to parametric methods. The mean and reference intervals estimated by nonparametric bootstrap methods of BUN, cholesterol, calcium, AST, ALT, ALP, and total protein were 14.7(7.0-24.2), 227.3(120.7-480.8), 10.9(8.1-12.5), 25.4(11.8-66.6), 25.5(11.7-68.9), 87.7(31.1-240.8), and 6.8(5.6-8.2), respectively. This study indicates that bootstrap methods could be a useful statistical method to establish population-based reference intervals of serum chemistry parameters, as it is often the case that many laboratory values do not confirm to a normal distribution. In addition, the results emphasize on the confidence intervals of the analytical parameters showing distribution-related variations.