• Title/Summary/Keyword: 추정가능한 함수

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Passenger Car Demand and Polarized Economic Development in Korea (양극화경제성장이 승용차수요에 미치는 영향)

  • Kim, Hyun-Chul
    • Communications for Statistical Applications and Methods
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    • v.17 no.6
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    • pp.767-777
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    • 2010
  • This paper investigates the relationship between the passenger car demand and business activities in the OECD. The positively linear relationships changed suddenly since 1990 and the reason was thought to be the polarized economic development of USA and Japan. The cases of other countries supports this conclusion. According to the conclusion, we modeled and estimated the car demand function of Korea.

Parameter Estimation of Storage Function Method using Metamodel (메타모델을 이용한 저류함수법의 매개변수추정)

  • Chung, Gun-Hui;Oh, Jin-A;Kim, Tae-Gyun
    • Journal of the Korean Society of Hazard Mitigation
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    • v.10 no.6
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    • pp.81-87
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    • 2010
  • In order to calculate the accurate runoff from a basin, nonlinearity in the relationship between rainfall and runoff has to be considered. Many runoff calculation models assume the linearity in the relationship or are too complicated to be analyzed. Therefore, the storage function method has been used in the prediction of flood because of the simplicity of the model. The storage function method has five parameters with related to the basin and rainfall characteristics which can be estimated by the empirical trial and error method. To optimize these parameters, regression method or optimization techniques such as genetic algorithm have been used, however, it is not easy to optimize them because of the complexity of the method. In this study, the metamodel is proposed to estimate those model parameters. The metamodel is the combination of artificial neural network and genetic algorithm. The model is consisted of two stages. In the first stage, an artificial neural network is constructed using the given rainfall-runoff relationship. In the second stage, the parameters of the storage function method are estimated using genetic algorithm and the trained artificial neural network. The proposed metamodel is applied in the Peong Chang River basin and the results are presented.

Optimal Thresholds from Mixture Distributions (혼합분포에서 최적분류점)

  • Hong, Chong-Sun;Joo, Jae-Seon;Choi, Jin-Soo
    • The Korean Journal of Applied Statistics
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    • v.23 no.1
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    • pp.13-28
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    • 2010
  • Assuming a mixture distribution for credit evaluation studies, we discuss estimating threshold methods to minimize errors that default borrowers are predicted as non defaults or non defaults are regarded as defaults. A method by using statistical hypotheses tests, the most powerful test and generalized likelihood ratio test, for the probability density functions which are defined with the score random variable and the parameter space consisted of only two elements such as the default and non default states is proposed to estimate a threshold. And anther optimal thresholds to maximize classification accuracy measures of the accuracy and the true rate for ROC and CAP curves are estimated as equations related with these probability density functions. Three kinds of optimal thresholds in terms of the hypotheses testing, the accuracy and the true rate are obtained from normal random samples with various means and variances. The sums of the type I and type II errors corresponding to each optimal threshold are obtained and compared. Finally we discuss about their efficiency and derive conclusions.

An Empirical Study on the Diffusion Possibility of Next Generation Telecommunications and Broadcasting Services (차세대 통신 및 방송서비스의 확산가능성에 관한 실증연구)

  • Cho, S.S.;Lim, M.H.
    • Electronics and Telecommunications Trends
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    • v.20 no.1 s.91
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    • pp.167-175
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    • 2005
  • 본 연구는 현재 도입예정에 있는 차세대 통신 및 방송서비스의 확산가능성에 대하여 잠재적 사용자1,000명을 대상으로 조사한 최근 조사자료를 중심으로 실증분석하였다. 잠재적 사용자의 선택 및 반응함수추정방법은 분석의 객관성과 효율성을 유지하기 위하여 모수적 추정과 반모수적 추정방법을 동시에 사용하여 분석하였다. 본 분석결과를 요약하면 다음과 같다. 먼저, 차세대 통신 및 방송서비스사용자들의 해당 서비스선택반응함수를 분석한 결과 서비스확산은 상당히 느리게 이루어 질 수 있다는 결과를 보여 주었다. 이러한 분석결과는 기존 초고속 및 이동통신서비스 확산에서와 같이 형태의 빠른 확산속도를 보일 것이라는 낙관적 전망견해에 상당한 문제점이 있음을 보여 준다. 둘째, 본 연구의 차세대통신 및 방송서비스확산의 부정적인 분석결과에도 불구하고, 차세대 통신서비스의 성공적 확산에 중요한 요인으로는 서비스제공요금을 낮추고, 젊은 사용자층에게 새로운 서비스의 유용성을 인식시킴으로써 최종서비스선택까지 유도케 할 수 있는 유인 메커니즘 도입전략 개발이 사업성공의 필요조건이 될 수있음을 보여 주었다. 마지막으로 우리나라 통신 및 방송산업환경은 상용화를 준비하는 사업자들이 차세대 통신 및 방송서비스의 성공적 도입을 위하여 시장구조분석 및 시장욕구의 질적 방향분석뿐만 아니라, 그 영향 정도를 수치화하고 계량화하는 시장분석자료를 바탕으로 시장도입 및 전개전략을 개발하는 과정이 절대적으로 필요한 단계가 되었음을 보여 준다. 본 연구결과의 시사점으로 차세대 통신 및 방송서비스의 산업고도화에 대한 면밀한 사전계량시장분석으로 시장전략형성 전환적사고가 해당 서비스제공사업자뿐만 아니라 서비스정책을 수행하는 정부당국자에게도 필요과정요소가 되고 있음을 보여 준다.

A Study on Improvement of Doppler Frequency Estimation Method in a Weather Radar (기상 레이다에서의 도플러 주파수 추정 방법 개선에 관한 연구)

  • Lee, Jonggil
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.19 no.9
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    • pp.1999-2005
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    • 2015
  • A wind velocity is measured in a weather radar as well as the strength of return echoes from rain clouds. These wind velocities are obtained through estimation of Doppler frequencies in return signals. This kind of Doppler frequency estimation method is called as a correlation method. It is widely used in most weather radars because of less computation time. However, it may cause serious errors if a spectrum is not symmetric. Therefore, in this paper, it is shown that the improved method using 3rd order phase estimation model yields the more accurate estimation of the average Doppler frequency using various simulated weather data.

Sufficient conditions for the oracle property in penalized linear regression (선형 회귀모형에서 벌점 추정량의 신의 성질에 대한 충분조건)

  • Kwon, Sunghoon;Moon, Hyeseong;Chang, Jaeho;Lee, Sangin
    • The Korean Journal of Applied Statistics
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    • v.34 no.2
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    • pp.279-293
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    • 2021
  • In this paper, we introduce how to construct sufficient conditions for the oracle property in penalized linear regression model. We give formal definitions of the oracle estimator, penalized estimator, oracle penalized estimator, and the oracle property of the oracle estimator. Based on the definitions, we present a unified way of constructing optimality conditions for the oracle property and sufficient conditions for the optimality conditions that covers most of the existing penalties. In addition, we present an illustrative example and results from the numerical study.

Cancellation of MRI Artifact due to Planar Respiratory Motion (호흡운동에 기인한 MRI 아티팩트의 제거)

  • 김응규;김규헌
    • Proceedings of the Korean Information Science Society Conference
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    • 2003.04c
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    • pp.172-174
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    • 2003
  • 화상평면내 미지호흡운동에 기인한 MRI 아티팩트를 제거하기 위한 후처리방법을 제안한다. 본 연구에서 호흡운동은 2차원의 선형확대축소운동으로 모델화 된다. 신체조직을 비압축성 유체모양의 물질로 가정할때, 화상위에서의 단위체적당 푸로톤 밀도는 일정하다고 가정한다. 사용한 모델에 따르면 호흡운동은 위상 오차와 비균일표본화 및 왜곡된 진폭변조를 MR 데이터에 부여한다. 운동 파라메타가 이미 알려져 있거나 추정 가능하다고 할 때, MRI 아티팩트를 제거하기 위하여 중첩법에 기초를 둔 재구성 알고리즘을 이용한다. 운동 파라매타가 미지인 경우 스팩트럼 이동법을 적용해서 호흡변동함수와 x 방향 확대계수 및 x 방향 확대중심을 추정한다. 다음으로 에너지 최소법을 이용해서 y 방향 확대계수 및 y 방향 확대중심을 추정한다. 시뮬레이션을 통해서 제안한 방법의 유효성을 확인한다.

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A Study on the Optimal Production Using Discrete Time Bio-economic Model: A Case of the Large Purse Seine Fisheries in Korea (바이오경제모형을 이용한 최적 생산량 분석: 수산업을 중심으로)

  • Nam, Jong Oh;Choi, Jong Du;Cho, Jung Hee;Lee, Jung Sam
    • Environmental and Resource Economics Review
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    • v.19 no.4
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    • pp.771-804
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    • 2010
  • This paper estimates optimal production of fish stock using discrete time bio-economic model to make zero profits or to maximize economic profits with maintaining sustainable resource levels under an open access and a sole owner. Particularly, this study generates optimal yields and efforts of large purse seine fisheries which catch mackerel and jack mackerel by using the logistic growth function, Cobb-Douglas production function, fisheries cost and profit functions. As a result, optimal yields of mackerel and jack mackerel under ecological equilibrium of a sole owner were approximately 172,512 tons and 16,937 tons respectively. Also, optimal fishing efforts of mackerel and jack mackerel under the same situation were about 8,508 hauls and 4,915 hauls respectively. In conclusion, the paper suggests that the large purse seine should reduce fishing efforts and increase fish stock to generate higher net present value in optimally managed fishery than that of the present large purse seine.

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A Simple Method for Estimating Wetting Path of Soil Water Characteristic Curve on Unsaturated Soils (불포화지반의 습윤과정 함수특성곡선 추정을 위한 간편법)

  • Park, Hyun-Su;Kim, Byeong-Su;Park, Seong-Wan
    • Journal of the Korean Geotechnical Society
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    • v.33 no.6
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    • pp.37-48
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    • 2017
  • Soil-water characteristic curve (SWCC) has been widely used to estimate the shear strength and coefficient of permeability for unsaturated soils. In general, it is divided into the drying path in which the water is discharged and the wetting path in which the water is permeated, and it has a hysteresis indicating different suctions at the same volumetric water content. In reality the field behavior of unsaturated soils is much closer to the wetting path during the infiltration. The drying path has been practically used for various analyses because obtaining the wetting path takes longer than the drying path. Although many approaches for estimating wetting path have been studied till now, these are complex and do not fit well. Therefore, a simple method for estimating wetting path based on empirical approach in this study is proposed in unsaturated soils, and a feasibility study is conducted as well.

Effects of Movements in Stock Prices and Real Estate Prices on Money Demand: Cross Country Study (주가 및 부동산가격이 화폐수요에 미치는 부의 효과: 국가 간 비교분석)

  • Chang, Byoung-Ky
    • International Area Studies Review
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    • v.15 no.1
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    • pp.219-240
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    • 2011
  • The main purpose of this study is to analyze the effects of stock price and real estate price on the money demand. We investigated the demand for money for 25 money units of 10 countries. To estimate the money demand functions, Johansen's cointegration and ARDL-bounds test were employed. Additionally, Stock and Watson's DOLS method was applied to estimate long-run cointegration vectors. According to the results of cointegration test, stock price and real estate price are crucial in the long-run equilibrium relationship. There were no cointegration relationships among money demand, real income, interest rate, and exchange rate in 12 money unit models. However, by including stock price and real estate price on the tested models, we could find strong cointegration relationships, using ARDL-bounds test. The results of DOLS confirm that stock price and real estate price are effective factors influencing on money demands. Especially, the coefficient of real estate price is statistically significant in the 19 out of 20 money unit models. However, the direction and magnitude of coefficients of asset prices are different across countries and money units.