• Title/Summary/Keyword: 자기상관법

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On Testing the First-order Autocorrelation of the Error Term in a Regression Model via Multiple Bayes Factor (다중 베이즈요인에 의한 회귀모형 오차항의 자기상관 검정)

  • 한성실;김혜중
    • The Korean Journal of Applied Statistics
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    • v.12 no.2
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    • pp.605-619
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    • 1999
  • 본 논문은 회귀분석에서 오차항의 1차 자기상관 존재 여부 및 그 값을 검정하는 방법을 베이지안 접근법으로 제안하였다. 이 방법은 모수공간의 다중분할로 인해 얻어진 여러 가설들에 대한 다중결정문제를 다중 베이즈요인에 관한 이론과 일반화 Savage-Dickey 밀도비를 이용한 사후확률 추정법을 합성하여 개발되었다. 이 방법은 기존의 검정법들에서 가능한 검정 뿐 아니라 이들이 해결할 수 없는 자기상관에 대한 다중결정문제에도 사용이 가능한데 그 효용성이 있다. 모의실험을 통하여 제안된 검정법의 유효성을 평가하였다.

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1.5T 자기공명영상기기에서 수소 자기공명분광법을 이용한 모델용액 내 포도당의 정량분석 및 임상적용 가능성에 대한 연구

  • 이경희;이정희;조순구;김용성;김형진;서창해
    • Proceedings of the KSMRM Conference
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    • 2001.11a
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    • pp.173-173
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    • 2001
  • 목적: 1.5T 생체용 자기공명영상기기를 이용한 수소자기공명분광법으로 용액 내 물질의 정량분석에 대한 가능성을 알아보고자 하였다. 대상 및 방법: 0.01%에서 50%까지의 여러 농도를 갖는 포도당+증류수 혼합액의 모델용액을 만들어 생체용 자기공명영상기기와 시험관 nuclear magnetic resonance (NMR) 분광기에서 각각 수소 자기공명분광법을 시행하여 스펙트럼을 얻었다. 또한 12명의 당뇨환자에서 방광내의 소변에 대해 생체용 자기공명영상기기에서 스펙트럼을 얻고 소변을 추출하여 시험관 NMR 분광기에서 수소자기공명분광법을 시행하였다 각각의 방법으로 얻은 스펙트럼 상에서 포도당 농도에 따른 포도당/물 피크의 면적 비의 변화를 구하였고, 통계처리는 상관분석과 단순선형회귀분석을 시행하였고 회귀식을 산출하였다. 또한 생체용 자기공명영상기기를 이용하여 얻은 결과가 객관적인지 알아보기 위해 시험관 NMR 분광기에서 얻은 결과와의 상관관계를 분석하였다.

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Rational Estimation of Dam Low-flow Frequency Inflow (가뭄대응력 평가를 위한 합리적 댐 유입량 산정 연구)

  • Kim, Ji-Heun;Lee, Jae-Hwang;Kim, Yeong-O
    • Proceedings of the Korea Water Resources Association Conference
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    • 2021.06a
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    • pp.178-178
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    • 2021
  • 최근 들어 기후변화로 인한 극심한 가뭄 피해가 한반도에 발생하고 있다. 가뭄 상황에 대비하여 댐을 안정적으로 운영하기 위해서는 갈수빈도 유입량에 대한 분석이 필수적이다. 갈수빈도해석의 경우, 홍수빈도해석과 유사하게 확률밀도함수의 극값에 대한 확률값을 산정하며, 확률 분포형의 역함수에 비초과확률을 대입하여 산정한다. 그러나 홍수와 달리 가뭄은 지속기간이 긴 특성 탓에 자기상관을 고려해야하며, 댐 및 저수지 등 대규모 시설물의 경우 일반적인 하천과 달리 저류효과로 인해 누적 유량에 대한 고려가 필요하다. 이에 K-water는 자체 제작한 누가차분법 및 Disaggregation 두 가지 방법을 채택하여 실무에서 사용해왔다. 그러나 누가차분법을 사용할 경우, 빈도유입량이 지나치게 크게 산정되는 문제가 있으며, Disaggregation 방법을 사용하는 경우, 특정 빈도 이상의 극한가뭄에서 유입량의 차이가 유의미하지 않아 산정된 빈도유입량과 최근 발생한 극심한 가뭄의 실측유입량간 큰 차이가 발생하고 있다. 따라서 본 연구에서는 자기상관을 고려한 선형회귀모형에 근거하여 빈도유입량을 배분하는 방법을 제안한다. 또한, 앞서 서술한 네 가지 빈도유입량 방법(월빈도분석, 누가차분법, K-water Disaggregation, 자기상관 선형회귀모형)에 대한 수식적 비교를 수행하며, 국내 댐 유역에 적용 및 평가를 통해 자료 특성에 따른 적절한 빈도유입량 산정방식에 대한 기준을 제안한다. 본 연구를 통해 가뭄특성을 고려한 합리적인 댐 유입량을 산정함으로써 보다 유연한 수자원시설물의 가뭄대응이 이루어질 것으로 기대된다.

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A Bayesian test for the first-order autocorrelations in regression analysis (회귀모형 오차항의 1차 자기상관에 대한 베이즈 검정법)

  • 김혜중;한성실
    • The Korean Journal of Applied Statistics
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    • v.11 no.1
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    • pp.97-111
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    • 1998
  • This paper suggests a Bayesian method for testing first-order markov correlation among linear regression disturbances. As a Bayesian test criterion, Bayes factor is derived in the form of generalized Savage-Dickey density ratio that is easily estimated by means of posterior simulation via Gibbs sampling scheme. Performance of the Bayesian test is evaluated and examined based upon a Monte Carlo experiment and an empirical data analysis. Efficiency of the posterior simulation is also examined.

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Pitch Estimation Method in an Integrated Time and Frequency Domain by Applying Linear Interpolation (선형 보간법을 이용한 시간과 주파수 조합영역에서의 피치 추정 방법)

  • Kim, Ki-Chul;Park, Sung-Joo;Lee, Seok-Pil;Kim, Moo-Young
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.47 no.5
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    • pp.100-108
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    • 2010
  • An autocorrelation method is used in pitch estimation. Autocorrelation values in time and frequency domains, which have different characteristics, correspond to the pitch period and fundamental frequency, respectively. We utilize an integrated autocorrelation method in time and frequency domains. It can remove the errors of pitch doubling and having. In the time and frequency domains, pitch period and fundamental frequency have reciprocal relation to each other. Especially, fundamental frequency estimation ends up as an error because of the resolution of FFT. To reduce these artifacts, interpolation methods are applied in the integrated autocorrelation domain, which decreases pitch errors. Moreover, only for the pitch candidates found in a time domain, the corresponding frequency-domain autocorrelation values are calculated with reduced computational complexity. Using linear interpolation, we can decrease the required number of FFT coefficients by 8 times. Thus, compared to the conventional methods, computational complexity can be reduced by 9.5 times.

Quaternary Sequence with Ideal Autocorrelation Property (이상적인 자기 상관 특성을 갖는 4진 수열)

  • Jang, Ji-Woong
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.39A no.8
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    • pp.445-452
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    • 2014
  • In this paper, we define ideal autocorrelation property for balanced quaternary sequence with even period. We also prove that our definition is ideal autocorrelation property for balanced quaternary sequence with even period. Furthermore, we propose a generation method of quaternary sequence with ideal autocorrelation property of period $2{\times}(2^n-1)$ using a binary sequence with ideal autocorrelation of period $2^n-1$ and Gray mapping. We also derive the autocorrelation value distribution of the newly proposed quaternary sequence.

Autocorrelation in Statistical Analyses of Fisheries Time Series Data (수산 관련 시계열 자료를 이용한 통계학적 분석에서의 자기상관에 대한 고찰)

  • Park Young Cheol;Hiyama Yoshiaki
    • Korean Journal of Fisheries and Aquatic Sciences
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    • v.35 no.3
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    • pp.216-222
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    • 2002
  • Autocorrelation in time series data can affect statistical inference in correlation or regression analyses. To improve a regression model from which the residuals are autocorrelated, Yule-Walker method, nonlinear least squares estimation, maximum likelihood method and 'prewhitening' method have been used to estimate the parameters in a regression equation. This study reviewed on the estimation methods of preventing spurious correlation in the presence of autocorrelation and applied the former three methods, Yule-Walker, nonlinear least squares and maximum likelihood method, to a 20-year real data set. Monte carlo simulation was used to compare the three parameter estimation methods. However, the simulation results showed that the mean squared error distributions from the three methods simulated do not differ significantly.

Study on the Effect of Smart Learning applied at a Radiationtherapy Subject on Self Directed Learning, Self Learning Efficacy, Learning Satisfaction of College Students (방사선과 학생의 스마트 학습법 적용이 자기 주도적 학습능력, 학업적 자기 효능감, 학습 만족도에 미치는 영향)

  • Shim, Jae-Goo;Kim, Yon-Min;Park, Soo-Jin
    • Journal of radiological science and technology
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    • v.39 no.4
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    • pp.661-667
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    • 2016
  • The purpose of this was to study and analyze smart learning the self directed learning, self efficacy, learning satisfaction about department of radiology in a college. For this study total students 102 in 3 classes were surveyed at the end of semester. The research data was analyzed using SPSS also self directed learning, self learning efficacy, learning satisfaction analyzed t-test, ANOVA and Pearson's correlation coefficient results were followings. First, Men is more higher than women in a self learning efficacy, self directed learning, learning satisfaction. Second, in a learning satisfaction smart learning ever heard in a first time group more satisfaction. Third, during the smart learning classes a students appeared a positive response. As a results, learning satisfaction will increase a learning when learners need a ability of self control planning and learning motivation by themselves in voluntarily and actively. Suggest to change a paradigm in a radiology classes so we have to improve a teaching skills this solution recommend is two way communication. In conclusion, smart learning applied for classes of college is meaningful as a new teaching, which can be change gradually learning satisfaction by teaching methods.

A study on the real time fetal heart rate monitoring system by high resolution pitch detection algorithm (고해상 피치 검출 알고리듬을 적용한 실시간 태아 심음 감시시스템에 관한 연구)

  • 이응구;이두수
    • Journal of Biomedical Engineering Research
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    • v.16 no.2
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    • pp.175-182
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    • 1995
  • Despite the simplicity of processing, a conventional autocorrelation function (ACF) method for the precise determination of fetal heart rate (FHR) has many problems. In case of weak or noise corrupted Doppler ultrasound signal, the ACF method is very sensitive to the threshold level and data window length. It is very troublesome to extract FHR when there is a data loss. To overcome these problems, the high resolution pitch detection algorithm was adopted to estimate the FHR. This method is more accurate, robust and reliable than the ACF method. With a lot of calculation, however, it is impossible to process real time FHR estimation. This paper is presented a new FHR estimation algorithm for real time processing and studied the real time FHR monitoring system by high resolution pitch detection algorithm.

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A Modified Diffusion Model Considering Autocorrelated Disturbances: Applications on CT Scanners and FPD TVs (자기상관 오차항을 고려한 수정된 확산모형: CT-스캐너와 FPD TV에의 응용)

  • Cha, Kyoung Cheon;Kim, Sang-Hoon
    • Asia Marketing Journal
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    • v.11 no.1
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    • pp.29-38
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    • 2009
  • Estimating the Bass diffusion model often creates a time-interval bias, which leads the OLS approach to overestimate sales at early stages and underestimate sales after the peak. Further, a specification error from omitted variables might raise serial correlations among residuals when marketing actions are not incorporated into the diffusion model. Autocorrelated disturbances may yield unbiased but inefficient estimation, and therefore invalid inference results. This phenomenon warrants a modified approach to estimating the Bass diffusion model. In this paper, the authors propose a modified Bass diffusion model handling autocorrelated disturbances. To validate the new approach, authors applied the method on two different data-sets: CT Scanners in the U.S, and FPD TV sales in Korea. The results showed improved model fit and the validity of the proposed model.

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