• Title/Summary/Keyword: 최소제곱오차 추정

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An Instantaneous Integer Ambiguity Resolution for GPS Real-Time Structure Monitoring (GPS 실시간 구조물 모니터링을 위한 반송파 관측데이터 순간미지정수 결정)

  • Lee, Hungkyu
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.34 no.1
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    • pp.341-353
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    • 2014
  • In order to deliver a centimeter-level kinematic positioning solution with GPS carrier-phase measurements, it is prerequisite to use correctly resolved integer ambiguities. Based on the mathematical modeling of GPS network with application of its geometrical constraints, this research has investigated an instantaneous ambiguity resolution procedure for the so-called 'integer constrained least-squares' technique which can be effectively implemented in real-time structure monitoring. In this process, algorithms of quality control for the float solutions and hypothesis tests using the constrained baseline for the ambiguity validation are included to enhance reliability of the solutions. The proposed procedure has been implemented by MATLAB, the language of technical computing, and processed field trial data obtained at a cable-stayed bridge to access its real-world applicability. The results are summarized in terms of ambiguity successful rates, impact of the stochastical models, and computation time to demonstrate performance of the instantaneous ambiguity resolution proposed.

Statistical Tests and Applications for the Stability of an Estimated Cointegrating Vector (공적분벡터의 안정성에 대한 실증연구)

  • Kim, Tae-Ho;Hwang, Sung-Hye;Kim, Mi-Yun
    • The Korean Journal of Applied Statistics
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    • v.18 no.3
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    • pp.503-519
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    • 2005
  • Cointegration test is usually performed under the assumption that the cointegrating vector is constant for the whole sample period. Most previous studies have used conventional cointegration methods in testing for a stable long-run equilibrium relation among related variables. However they have overlooked that the long-run equilibrium may not the unique and the stable relation may not be guaranteed. This study develops the additional statistical tests for the stability of the estimated cointegrating vector. Three tests for the parameter stability of a cointegrated regression model are utilized and applied to identify the types of variations in the long-run relation between the domestic unemployment and the rotated macroeconomic variables of interest. The present paper finds that, there exists a stable but, time-varying long-run relation between those. The observed variation in cointegrating relations is generally characterized by a discrete one-time shift, rather than a gradually evolving random walk process which is attributable to the IMF financial and economic crisis.

Estimating the Influence of the Riffle and Pool on the Habitat of Fish (여울과 소의 형성 조건에 따른 어류 서식처 환경 영향)

  • Sung, Young-Du;Park, Bong-Jin;Lee, Sam-Hee;Cjung, Kwan-Sue
    • Proceedings of the Korea Water Resources Association Conference
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    • 2006.05a
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    • pp.1007-1011
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    • 2006
  • 본 연구에서는 어류 생태계 유지를 위해 필요한 생태학적 추천유량을 산정하고, 어류의 서식처 환경인 여울과 웅덩이의 형성조건을 검토함으로써 '작용'인 '흐름'과 '응답'인 '하상구조'와의 상관 관계를 규명하고자 하였다. 본 연구의 대상하천인 금호강에서는 하상변동이 활발한 자연 상태를 벗어나 하상의 이동성 상당히 둔화된 상태이며, 저수로내 여울과 웅덩이도 대표어종이 서식할 수 있는 자갈하상 구조에 변화가 일어나고 있는 것으로 분석되었다. 이것은 금호강 상류에 영천댐 건설의 영향이 어느 정도 미치고 있음을 유황분석 결과를 통해 간접적으로 파악할 수 있었다. 댐과 같은 수공구조물의 건설로 인하여 하도가 고정화된 상태에서 장기간에 걸치게 되면 여울과 웅덩이와 같은 하상구조가 축소되거나 소멸되어 금호강에서의 대표어종 서식처 환경에 영향을 미칠 것으로 추정된다. 금번 연구결과, 금호강에서 어류의 생식에 필요한 생태학적 추천유량 $8.2m^3/sec$가 필요하였으며, 어류의 서식처 환경인 여울과 웅덩이를 지속적으로 유지되기 위해서는 $250m^3/sec$ 이상의 유량이 연간 한번 이상 흘러야 하고, 2.5년 내지 3년 마다 약 $500m^3/sec$ 정도의 유량이 흐를 필요가 있다고 분석되었다. 본 연구 대상지점에서 흐름과 하상구조를 하천생태계와 연계해서 볼 때, 생태추천유량은 어디까지나 대표어종이 서식할 수 있는 최소조건에 불과하다. 대표어종이 장기간에 걸쳐 서식할 수 있는 하상구조가 존재하기 위해서는 대표어종이 선호하는 여울과 웅덩이가 필요하다. 결국 대표어종이 서식하기 위한 필요충분조건은 생태추천유량 확보와 아울러 대표어종이 선호하는 하상구조를 유지하기 위해서는 하도의 이동성을 유발할 유황변화가 필요하다는 것이 입증되었다.대상으로 연중 발생하는 큰 호우사상에 대해 임의의 강우관측소를 결측지점으로 가정하고 주변의 강우관측소로부터 각각의 방법을 이용해 가중치들을 산정하여 결측지점의 강우량 값을 보정하고자 하였다. 또한 각각의 방법을 이용하여 얻어진 결과에 대해 실측값과 보정값의 오차정도를 평균절대오차법(Mean Absolute Error)과 제곱평균제곱근오차법(Root Mean Squared Error)에 의해 산정하여 보정 방법간의 효율성을 검토하고자 하였다.9년, 그리고 2010년${\sim}$2019년까지 총 4구간으로 나누어 결과를 도출하였으며 예상한 바와 같이 후반기 20년 동안에 세 가지 지표가 취약해 지는 것을 확인할 수 있었고, 특히 2000년부터 2009년까지 10년 동안에는 더욱 취약해짐을 확인할 수 있었다.를 보임에 따라 그 정책적 효과는 때로 역기능적인 결과로 초래하였다. 그럼에도 불구하고 이 연구결과를 통하여 최소한 주식시장(株式市場)에서 위탁증거금제도는 그 제도적 의의가 여전히 있다는 사실이 확인되었다. 또한 우리나라 주식시장에서 통상 과열투기 행위가 빈번히 일어나 주식시장을 교란시킴으로써 건전한 투자풍토조성에 저해된다는 저간의 우려가 매우 커왔으나 표본 기간동안에 대하여 실증분석을 한 결과 주식시장 전체적으로 볼 때 주가변동율(株價變動率), 특히 초과주가변동율(超過株價變動率)에 미치는 영향이 그다지 심각한 정도는 아니었으며 오히려 우리나라의 주식시장은 미국시장에 비해 주가가 비교적 안정적인 수준을 유지해 왔다고 볼 수 있다.36.4%)와 외식을 선호(29.1%)${\lrcorner}$ 하기 때문에 패스트푸드를 이용하게 된 것으로 응답 하였으며, 남 여 대학생간에는 유의한 차이(p<0.05)가 인정되었다. 응답자의 체형은 ${\ulco

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Prediction of movie audience numbers using hybrid model combining GLS and Bass models (GLS와 Bass 모형을 결합한 하이브리드 모형을 이용한 영화 관객 수 예측)

  • Kim, Bokyung;Lim, Changwon
    • The Korean Journal of Applied Statistics
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    • v.31 no.4
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    • pp.447-461
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    • 2018
  • Domestic film industry sales are increasing every year. Theaters are the primary sales channels for movies and the number of audiences using the theater affects additional selling rights. Therefore, the number of audiences using the theater is an important factor directly linked to movie industry sales. In this paper we consider a hybrid model that combines a multiple linear regression model and the Bass model to predict the audience numbers for a specific day. By combining the two models, the predictive value of the regression analysis was corrected to that of the Bass model. In the analysis, three films with different release dates were used. All subset regression method is used to generate all possible combinations and 5-fold cross validation to estimate the model 5 times. In this case, the predicted value is obtained from the model with the smallest root mean square error and then combined with the predicted value of the Bass model to obtain the final predicted value. With the existence of past data, it was confirmed that the weight of the Bass model increases and the compensation is added to the predicted value.

Unsuperised Image Segmentation Algorithm Using Markov Random Fields (마르코프 랜덤필드를 이용한 무관리형 화상분할 알고리즘)

  • Park, Jae-Hyeon
    • The Transactions of the Korea Information Processing Society
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    • v.7 no.8
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    • pp.2555-2564
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    • 2000
  • In this paper, a new unsupervised image segmentation algorithm is proposed. To model the contextual information presented in images, the characteristics of the Markov random fields (MRF) are utilized. Textured images are modeled as realizations of the stationary Gaussian MRF on a two-dimensional square lattice using the conditional autoregressive (CAR) equations with a second-order noncausal neighborhood. To detect boundaries, hypothesis tests over two masked areas are performed. Under the hypothesis, masked areas are assumed to belong to the same class of textures and CAR equation parameters are estimated in a minimum-mean-square-error (MMSE) sense. If the hypothesis is rejected, a measure of dissimilarity between two areas is accumulated on the rejected area. This approach produces potential edge maps. Using these maps, boundary detection can be performed, which resulting no micro edges. The performance of the proposed algorithm is evaluated by some experiments using real images as weB as synthetic ones. The experiments demonstrate that the proposed algorithm can produce satisfactorY segmentation without any a priori information.

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Analysis of the Effect of Objective Functions on Hydrologic Model Calibration and Simulation (목적함수에 따른 매개변수 추정 및 수문모형 정확도 비교·분석)

  • Lee, Gi Ha;Yeon, Min Ho;Kim, Young Hun;Jung, Sung Ho
    • Journal of Korean Society of Disaster and Security
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    • v.15 no.1
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    • pp.1-12
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    • 2022
  • An automatic optimization technique is used to estimate the optimal parameters of the hydrologic model, and different hydrologic response results can be provided depending on objective functions. In this study, the parameters of the event-based rainfall-runoff model were estimated using various objective functions, the reproducibility of the hydrograph according to the objective functions was evaluated, and appropriate objective functions were proposed. As the rainfall-runoff model, the storage function model(SFM), which is a lumped hydrologic model used for runoff simulation in the current Korean flood forecasting system, was selected. In order to evaluate the reproducibility of the hydrograph for each objective function, 9 rainfall events were selected for the Cheoncheon basin, which is the upstream basin of Yongdam Dam, and widely-used 7 objective functions were selected for parameter estimation of the SFM for each rainfall event. Then, the reproducibility of the simulated hydrograph using the optimal parameter sets based on the different objective functions was analyzed. As a result, RMSE, NSE, and RSR, which include the error square term in the objective function, showed the highest accuracy for all rainfall events except for Event 7. In addition, in the case of PBIAS and VE, which include an error term compared to the observed flow, it also showed relatively stable reproducibility of the hydrograph. However, in the case of MIA, which adjusts parameters sensitive to high flow and low flow simultaneously, the hydrograph reproducibility performance was found to be very low.

Empirical Modeling for Cache Miss Rates in Multiprocessors (다중 프로세서에서의 캐시접근 실패율을 위한 경험적 모델링)

  • Lee, Kang-Woo;Yang, Gi-Joo;Park, Choon-Shik
    • Journal of KIISE:Computer Systems and Theory
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    • v.33 no.1_2
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    • pp.15-34
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    • 2006
  • This paper introduces an empirical modeling technique. This technique uses a set of sample results which are collected from a few small scale simulations. Empirical models are developed by applying a couple of statistical estimation techniques to these samples. We built two types of models for cache miss rates in Symmetric Multiprocessor systems. One is for the changes of input data set size while the specification of target system is fixed. The other is for the changes of the number of processors in target system while the input data set size is fixed. To develop accurate models, we built individual model for every kind of cache misses for each shared data structure in a program. The final model is then obtained by integrating them. Besides, combined use of Least Mean Squares and Robust Estimations enhances the quality of models by minimizing the distortion due to outliers. Empirical modeling technique produces extremely accurate models without analysis on sample data. In addition, since only snail scale simulations are necessary, once a set of samples can be collected, empirical method can be adopted in any research areas. In 17 cases among 24 trials, empirical models present extremely low prediction errors below $1\%$. In the remaining cases, the accuracy is excellent, as well. The models sustain high quality even when the behavioral characteristics of programs are irregular and the number of samples are barely enough.

Evaluation of Low or High Permeability of Fractured Rock using Well Head Losses from Step-Drawdown Tests (단계양수시험으로부터 우물수두손실 항을 이용한 단열의 고.저 투수성 평가)

  • Kim, Byung-Woo;Kim, Hyoung-Soo;Kim, Geon-Young;Koh, Yong-Kwon
    • Journal of Nuclear Fuel Cycle and Waste Technology(JNFCWT)
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    • v.10 no.1
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    • pp.1-11
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    • 2012
  • The equation of the step-drawdown test "$s_w=BQ+CQ^p$" written by Rorabaugh (1953) is suitable for drawdown increased non-linearly in the fractured rocks. It was found that value of root mean square error (RMSE) between observed and calculated drawdowns was very low. The calculated $C$ (well head loss coefficient) and $P$ (well head loss exponent) value of well head losses ($CQ^p$) ranged $3.689{\times}10^{-19}{\sim}5.825{\times}10^{-7}$ and 3.459~8.290, respectively. It appeared that the deeper depth in pumping well the larger drawdowns due to pumping rate increase. The well head loss in the fractured rocks, unlike that in porous media, is affected by properties of fractures (fractures of aperture, spacing, and connection) around pumping well. The $C$ and $P$ value in the well head loss is very important to interpret turbulence interval and properties of high or low permeability of fractured rock. As a result, regression analysis of $C$ and $P$ value in the well head losses identified the relationship of turbulence interval and hydraulic properties. The relationship between $C$ and $P$ value turned out very useful to interpret hydraulic properties of the fractured rocks.

Implementation of a Kinematic Network-Based Single-Frequency GPS Measurement Model and Its Simulation Tests for Precise Positioning and Attitude Determination of Surveying Vessel (동적네트워크 기반 단일주파수 GPS 관측데이터 모델링을 통한 측량선의 정밀측위 및 자세각결정 알고리즘 구현과 수치실험에 의한 성능분석)

  • Hungkyu, Lee;Siwan, Lyu
    • Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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    • v.33 no.2
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    • pp.131-142
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    • 2015
  • In order to support the development of a cost-effective river bathymetric system, this research has focused on modeling GPS observables, which are obtained by array of five single-frequency receivers (i.e., two references and three rovers) to estimate the high accurate kinematic position, and the surveying vessel altitude. Also, by applying all GPS measurements as multiple-baselines with constraining rover baselines, we derived the socalled ‘kinematic network model.’ From the model, the integer-constrained least-squares (LS) for position estimation and the implicit LS for attitude determination were implemented, while a series of simulation tests with respect to the baseline lengths around 2km performed to demonstrate its accuracy analysis. The on-the-fly (OTF) ambiguity resolution tests revealed that ninety-nine percents of time-to-fix-first ambiguity (TTFF) can be decided in less than two seconds, when the positioning accuracy of ambiguity-fixed solutions was assessed as the greater than or equal to one and two centimeters in horizontal and vertical, respectively. Comparing to the GPS-derived attitudes, the achievable accuracy gradually descended in sequence of yaw, pitch and roll due to the antenna geometric configuration. Furthermore, the RMSE values for the baseline lengths of three to six meters were within ±1′for yaw, and less than ±10′and ±20′for pitch and roll, respectively, but those of between six to fifteen meters were less than ±1′for yaw, ±5′for pitch, and ±10′for roll.

Development of Code-PPP Based on Multi-GNSS Using Compact SSR of QZSS-CLAS (QZSS-CLAS의 Compact SSR을 이용한 다중 위성항법 기반의 Code-PPP 개발)

  • Lee, Hae Chang;Park, Kwan Dong
    • Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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    • v.38 no.6
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    • pp.521-531
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    • 2020
  • QZSS (Quasi-Zenith Satellite System) provides the CLAS (Centimeter Level Augmentation Service) through the satellite's L6 band. CLAS provides correction messages called C-SSR (Compact - State Space Representation) for GPS (Global Positioning System), Galileo and QZSS. In this study, CLAS messages were received by using the AsteRx4 of Septentrio which is a GPS receiver capable of receiving L6 bands, and the messages were decoded to acquire C-SSR. In addition, Multi-GNSS (Global Navigation Satellite System) Code-PPP (Precise Point Positioning) was developed to compensate for GNSS errors by using C-SSR to pseudo-range measurements of GPS, Galileo and QZSS. And non-linear least squares estimation was used to estimate the three-dimensional position of the receiver and the receiver time errors of the GNSS constellations. To evaluate the accuracy of the algorithms developed, static positioning was performed on TSK2 (Tsukuba), one of the IGS (International GNSS Service) sites, and kinematic positioning was performed while driving around the Ina River in Kawanishi. As a result, for the static positioning, the mean RMSE (Root Mean Square Error) for all data sets was 0.35 m in the horizontal direction ad 0.57 m in the vertical direction. And for the kinematic positioning, the accuracy was approximately 0.82 m in horizontal direction and 3.56 m in vertical direction compared o the RTK-FIX values of VRS.