• 제목/요약/키워드: 비정규 분포

검색결과 418건 처리시간 0.021초

Geostatistical Integration of Ground Survey Data and Secondary Data for Geological Thematic Mapping (지질 주제도 작성을 위한 지표 조사 자료와 부가 자료의 지구통계학적 통합)

  • Park, No-Wook;Jang, Dong-Ho;Chi, Kwang-Hoon
    • Korean Journal of Remote Sensing
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    • 제22권6호
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    • pp.581-593
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    • 2006
  • Various geological thematic maps have been generated by interpolating sparsely sampled ground survey data and geostatistical kriging that can consider spatial correlation between neighboring data has widely been used. This paper applies multi-variate geostatistical algorithms to integrate secondary information with sparsely sampled ground survey data for geological thematic mapping. Simple kriging with local means and kriging with an external drift are applied among several multi-variate geostatistical algorithms. Two case studies for spatial mapping of groundwater level and grain size have been carried out to illustrate the effectiveness of multi-variate geostatistical algorithms. A digital elevation model and IKONOS remote sensing imagery were used as secondary information in two case studies. Two multi-variate geostatistical algorithms, which can account for both spatial correlation of neighboring data and secondary data, showed smaller prediction errors and more local variations than those of ordinary kriging and linear regression. The benefit of applying the multi-variate geostatistical algorithms, however, depends on sampling density, magnitudes of correlation between primary and secondary data, and spatial correlation of primary data. As a result, the experiment for spatial mapping of grain size in which the effects of those factors were dominant showed that the effect of using the secondary data was relatively small than the experiment for spatial mapping of groundwater level.

A Brief Efficiency Measurement Way for the Korean Container Terminals Using Stochastic Frontier Analysis (확률프론티어분석을 통한 국내컨테이너 터미널의 효율성 측정방법 소고)

  • Park, Ro-Kyung
    • Journal of Korea Port Economic Association
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    • 제26권4호
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    • pp.63-87
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    • 2010
  • The purpose of this paper is to measure the efficiency of Korean container terminals by using SFA(Stochastic Frontier Analysis). Inputs[Number of Employee, Quay Length, Container Terminal Area, Number of Gantry Crane], and output[TEU] are used for 3 years(2002,2003, and 2004) for 8 Korean container terminals by applying both SFA and DEA models. Empirical main results are as follows: First, Null hypothesis that technical inefficiency is not existed is rejected and in the trasnslog model, the estimate is significant. Second, time-series models show the significant results. Third, average technical efficiency of Korean container terminals are 73.49% in Cobb-Douglas model, and 79.04% in translog model. Fourth, to enhance the technical efficiency, Korean container terminals should increase the handling amount of TEUs. Fifth, both SFA and DEA models have the high Spearman ranking of correlation coefficients(84.45%). The main policy implication based on the findings of this study is that the manager of port investment and management of Ministry of Land, Transport and Maritime Affairs in Korea should introduce the SFA with DEA models for measuring the efficiency of Korean ports and terminals.

A Stochastic Analysis in Steam Turbine Blade Steel Using Monte Carlo Simulation (몬테카를로 시뮬레이션을 이용한 증기 터빈블레이드재의 확률론적 해석)

  • Kim, Chul-Su;Jung, Hwa-Young;Kang, Myung-Su;Kim, Jung-Kyu
    • Transactions of the Korean Society of Mechanical Engineers A
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    • 제26권11호
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    • pp.2421-2428
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    • 2002
  • In this study, the failure probability of the degraded LP turbine blade steel was performed using the Monte Carlo simulation to apply variation of applied stress and strength. For this purpose, applied stress under the service condition of steady state was obtained by theoretical stress analysis and the maximum Von-Mises stress was 219MPa. The fatigue strength under rotating-bending load was evaluated by the staircase method. Furthermore, 3-parameter Weibull distribution was found to be most appropriate among assumed distributions when the probabilistic distributions of tensile and fatigue strength were determined by the proposed analysis. The failure probability with various loading conditions was derived from the strength-stress interference model and the characteristic factor of safety was also estimated.

A Study on the Special Purpose Control Chart for Non-normal Distribution (비정규분포공정(非正規分布工程)에서 특수관리도(特殊管理圖)의 적용연구(適用硏究))

  • Sin, Yong-Baek;Hwang, Ui-Cheol
    • Journal of Korean Society for Quality Management
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    • 제14권1호
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    • pp.11-18
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    • 1986
  • Whereas in non-symmetrical distribution manufacturing process they are not plotted relatively on the centeral line but plotted on the skew of right-hand side or left-hand side. That is to say, for the prupose of producing either upper-specification-oriented items or lower-specification-oriented items, and when we carry out tighter control so as to have them pass only its specifications, the distribution shape naturally has a non-normal distribution. In these cases, we could use either compressed control limits or variable transformed logarithm control charts. It the above mentioned methods were not available, we should use special purpose control chart-Mode control chart or Gram-Charlier control chart. These are proper methods for manufacturing process control which uses control chart method. In spite of these methods, domestic manufacturing and mining companies are utterly ignorant about these methods. That invites practical problems in their companies. To enhance this improvements, I proved the property of practical applications of control chart method by comparing and analyzing the case studies of practical application of speical purpose control chart method, and also by introducing the application methods.

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Semiparametric Approach to Logistic Model with Random Intercept (준모수적 방법을 이용한 랜덤 절편 로지스틱 모형 분석)

  • Kim, Mijeong
    • The Korean Journal of Applied Statistics
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    • 제28권6호
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    • pp.1121-1131
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    • 2015
  • Logistic models with a random intercept are useful to analyze longitudinal binary data. Traditionally, the random intercept of the logistic model is assumed to be parametric (such as normal distribution) and is also assumed to be independent to variables. Such assumptions are very strong and restricted for application to real data. Recently, Garcia and Ma (2015) derived semiparametric efficient estimators for logistic model with a random intercept without these assumptions. Their estimator shows the consistency where we do not assume any parametric form for the random intercept. In addition, the method is computationally simple. In this paper, we apply this method to analyze toenail infection data. We compare the semiparametric estimator with maximum likelihood estimator, penalized quasi-likelihood estimator and hierarchical generalized linear estimator.

Wind Data Simulation Using Digital Generation of Non-Gaussian Turbulence Multiple Time Series with Specified Sample Cross Correlations (임의의 표본상호상관함수와 비정규확률분포를 갖는 다중 난류시계열의 디지털 합성방법을 이용한 풍속데이터 시뮬레이션)

  • Seong, Seung-Hak;Kim, Wook;Kim, Kyung-Chun;Boo, Jung-Sook
    • Journal of Korean Society for Atmospheric Environment
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    • 제19권5호
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    • pp.569-581
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    • 2003
  • A method of synthetic time series generation was developed and applied to the simulation of homogeneous turbulence in a periodic 3 - D box and the hourly wind data simulation. The method can simulate almost exact sample auto and cross correlations of multiple time series and control non-Gaussian distribution. Using the turbulence simulation, influence of correlations, non-Gaussian distribution, and one-direction anisotropy on homogeneous structure were studied by investigating the spatial distribution of turbulence kinetic energy and enstrophy. An hourly wind data of Typhoon Robin was used to illustrate a capability of the method to simulate sample cross correlations of multiple time series. The simulated typhoon data shows a similar shape of fluctuations and almost exactly the same sample auto and cross correlations of the Robin.

A Study of the effective approach method for median control chart of non-normally distributed process (비정규분포공정에서 계량치관리를 위한 메디안 특수 관리도의 모형설계와 그 적용에 관한 실용에 연구)

  • 신용백
    • Journal of the Korean Professional Engineers Association
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    • 제21권4호
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    • pp.19-32
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    • 1988
  • Whereas is non-symmetrical distribution manufacturing process the traditional X-chart by Shewhart is not plotted relatively on the central line but plotted on the skew of upper-hand side or lower-hand side. That is to say, for the purpose of producing either upper-specification-oriented items or lower-specification-oriented items, and when we carry out tighter control so as to have them pass only its specifications, the distribution shape naturally has a non-normal distribution. In the Shewhart X-chart, which is the most widely used one in Korea, such skewed distributions make tile plots to be inclined below or above the central line or outside the control limits although no assignable causes can be found. To overcome such short comings is non-normally distributed processes, a distribution-free type of confidence interval can be used, which should be haled on order statistics. This thesis is concerned with the design of control chart based on a sample median which is easy to use in practical situation and therefore properties for non-normal distributions, such as Gamma, Beta, Lognormal, Weibull, Pareto, and Truncated-normal distributions, may be easily analyzed. To enhance this improvement, I proved the property of practical applications of control chart method by comparing and analyzing the case studies of practical application of special purpose control chart method, and also by introducing the new designed median control chart.

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Double K-Means Clustering (이중 K-평균 군집화)

  • 허명회
    • The Korean Journal of Applied Statistics
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    • 제13권2호
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    • pp.343-352
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    • 2000
  • In this study. the author proposes a nonhierarchical clustering method. called the "Double K-Means Clustering", which performs clustering of multivariate observations with the following algorithm: Step I: Carry out the ordinary K-means clmitering and obtain k temporary clusters with sizes $n_1$,... , $n_k$, centroids $c_$1,..., $c_k$ and pooled covariance matrix S. $\bullet$ Step II-I: Allocate the observation x, to the cluster F if it satisfies ..... where N is the total number of observations, for -i = 1, . ,N. $\bullet$ Step II-2: Update cluster sizes $n_1$,... , $n_k$, centroids $c_$1,..., $c_k$ and pooled covariance matrix S. $\bullet$ Step II-3: Repeat Steps II-I and II-2 until the change becomes negligible. The double K-means clustering is nearly "optimal" under the mixture of k multivariate normal distributions with the common covariance matrix. Also, it is nearly affine invariant, with the data-analytic implication that variable standardizations are not that required. The method is numerically demonstrated on Fisher's iris data.

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Weighted Interpolation Method Using Supplementary Filter (보조필터를 이용한 가중치 보간방법)

  • Jang, In-Gul;Lee, Jae-Kyung;Chung, Jin-Gyun
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • 제48권3호
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    • pp.119-124
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    • 2011
  • Interpolation filters are widely used in many communication and multimedia applications. Polynomial interpolation computes the coefficients of the polynomial according to the input information to obtain the interpolated value. Recently, FIR interpolation method using supplementary filters was proposed to improve the performances of polynomial interpolation methods. In this paper, by combining a weighting factor approach with the supplementary filter method, we propose a weighted interpolation method which can be efficiently used to compute the maximum or minimum values of a given curve using only a restricted number of sample values. With application to the interpolation of normal distribution curves used in XRF systems, it is shown that the proposed approach exhibits improved performances compared with conventional interpolation methods.

Estimating GARCH models using kernel machine learning (커널기계 기법을 이용한 일반화 이분산자기회귀모형 추정)

  • Hwang, Chang-Ha;Shin, Sa-Im
    • Journal of the Korean Data and Information Science Society
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    • 제21권3호
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    • pp.419-425
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    • 2010
  • Kernel machine learning is gaining a lot of popularities in analyzing large or high dimensional nonlinear data. We use this technique to estimate a GARCH model for predicting the conditional volatility of stock market returns. GARCH models are usually estimated using maximum likelihood (ML) procedures, assuming that the data are normally distributed. In this paper, we show that GARCH models can be estimated using kernel machine learning and that kernel machine has a higher predicting ability than ML methods and support vector machine, when estimating volatility of financial time series data with fat tail.