• Title/Summary/Keyword: 통계적 추정법

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A Study of Statistical Analysis of Rock Joint Directional Data (암반 절리 방향성 자료의 통계적 분석 기법에 관한 연구)

  • 류동우;김영민;이희근
    • Tunnel and Underground Space
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    • v.12 no.1
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    • pp.19-30
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    • 2002
  • Rock joint orientation is one of important geometric attributes that have an influence on the stability of rock structures such as rock slopes and tunnels. Especially, statistical models of the geometric attributes of rock joints can provide a probabilistic approach of rock engineering problems. The result from probabilistic modeling relies on the choice of statistical model. Therefore, it is critical to define a representative statistical model for joint orientation data as well as joint size and intensity and build up a series of modeling procedure including analytical validation. In this paper, we have examined a theoretical methodology for the statistical estimate and hypothesis analysis based upon Fisher distribution and bivariate normal distribution. In addition, we have proposed the algorithms of random number generator which is applied to the simulation of rock joint networks and risk analysis.

An Empirical Study of Customer's Repeat Visit Frequency on the Internet (인터넷 이용자들의 웹사이트 재방문 빈도에 관한 실증적 연구)

  • Lee, Suke-Kyu
    • Journal of Global Scholars of Marketing Science
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    • v.11
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    • pp.129-146
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    • 2003
  • This study explores whether a NBD type of model can be applied to characterize the underlying frequency distribution of online consumer's visit behavior. In this study, the following two research questions are addressed: (1) How can we characterize the underlying distribution pattern(s) of the number of repeat i i visits to a site? (2) How can consumer's Internet usages and his/her demographics affect the average number of visits to the site? Through the empirical investigation, this study found that NBD models are directly applicable to characterize the underlying distribution of visit frequency on the Internet. Furthermore, this study addresses some managerial implications for understanding how site visits are determined. Especially this study highlights the relationship between repeated visits and the visitors' Internet Usages and demographics. The proposed models are estimated and validated by online panel data that covers more than 1000 different sites and has 800,000 observations.

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Probability Distribution of Project Completion Times in Simulation based Scheduling (시뮬레이션 일정기법;최종공사기간의 확률 통계적 특성 추정)

  • Lee, Dong-Eun;Kim, Ryul-Hee
    • Proceedings of the Korean Institute Of Construction Engineering and Management
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    • 2007.11a
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    • pp.327-330
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    • 2007
  • This paper verifies that the normality assumption that the simulation output data, Project Completion Times (PCTs), follow normal distribution is not always acceptable and the existing belief may lead to misleading results. A risk quantification method, which measures the effect caused by the assumption, relative to the probability distribution of PCTs is implemented as an algorithm in MATLAB. To validate the reliability of the quantification, several series of simulation experiments have been carried out to analyze a set of simulation output data which are obtained from different type of Probability Distribution Function (PDF) assigned to activities'duration in a network. The method facilitates to find the effect of PDF type and its parameters. The procedure necessary for performing the risk quantification method is described in detail along with the findings. This paper contributes to improving the reliability of simulation based scheduling method, as well as increasing the accuracy of analysis results.

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Comparison of realized volatilities reflecting overnight returns (장외시간 수익률을 반영한 실현변동성 추정치들의 비교)

  • Cho, Soojin;Kim, Doyeon;Shin, Dong Wan
    • The Korean Journal of Applied Statistics
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    • v.29 no.1
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    • pp.85-98
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    • 2016
  • This study makes an empirical comparison of various realized volatilities (RVs) in terms of overnight returns. In financial asset markets, during overnight or holidays, no or few trading data are available causing a difficulty in computing RVs for a whole span of a day. A review will be made on several RVs reflecting overnight return variations. The comparison is made for forecast accuracies of several RVs for some financial assets: the US S&P500 index, the US NASDAQ index, the KOSPI (Korean Stock Price Index), and the foreign exchange rate of the Korea won relative to the US dollar. The RV of a day is compared with the square of the next day log-return, which is a proxy for the integrated volatility of the day. The comparison is made by investigating the Mean Absolute Error (MAE) and the Root Mean Square Error (RMSE). Statistical inference of MAE and RMSE is made by applying the model confidence set (MCS) approach and the Diebold-Mariano test. For the three index data, a specific RV emerges as the best one, which addresses overnight return variations by inflating daytime RV.

An Explorator Spatial Analysis of Shigellosis (세균성 이질의 탐색적 공간분석)

  • 박기호
    • Journal of the Korean Geographical Society
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    • v.34 no.5
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    • pp.473-491
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    • 1999
  • 세균성 이질은 국내 제1종 법정 전염병으로 분류되어 관리되고 있는 질환으로서 1998년 이후 그 발병 사례가 급속히 증가하고 있다. 본 연구는 1999년 3월 부산시 사상구에서 집단 발병한 세균성 이질을 대상으로 하여, 각 환자들의 발병 시점과 장소의 분포패턴에 대한 지리학적 고찰을 목적으로 한다. 환자분포의 특징적 공간패턴과 그들의 시계열적 확산 양상 등을 탐색하기 위한 방법론은 보건지리학과 지도학 및 공간통계학에 기반을 둔 공간분석기법을 중심으로 설정하였다. 분석자료는 해당 지역의 수치지형도, 지적도, 인구 센서스 자료를 포함한 GIS 데이터베이스로 구축되었다. 인구분포를 감안한 밀도구분도를 바탕으로 개별환자의 위치자료와 동 단위로 집계된 자료를 자료의 형태에 따라 분석기법을 달리하였으며, 환자 발생 밀도, 상대적 위험지수 등을 지도화하여 역학자료의 시각적 통계적 분석을 수행하였다. 환자분포의 공간적 중심위치와 분산의 변화 등 기술적 통계분석과 함께 제1차 공간속성을 커널추정법으로 찾아보았다. 이와 더불어 ‘공간적 의존성’과 관련된 제2차 공간속성은 K-함수와 시뮬레이션을 통해 분석하여 군집성 등이 통계적으로 확인되었다. 본 연구를 통해 역학조사시 GIS의 활용사례가 제시되었으며, 모집단 인구를 고려한 확률지도 작성 기법과 다양한 데이터 가시화 방법, 그리고 시계열별 발생 환자들의 지리적 변이를 분석 하는데 따르는 문제들이 논의되었다.

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MIMO Channel Analysis Method using Ray-Tracing Propagation Model (전파예측모델을 이용한 MIMO 채널 분석 방법)

  • 오상훈;명로훈
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.15 no.8
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    • pp.759-764
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    • 2004
  • This paper proposes a method that estimates MIMO channel characteristics analytically using a 3D ray tracing propagation model. We calculate the discrete spatial correlation between sub-channels by considering phase differences of paths, and using this, estimate the mean capacity upper bound of MIMO channel by Jensen's inequality. This analysis model is a deterministic model that do not approach stochastically through measurement nor approach statistically through Monte-Carlo simulations, so this model has high efficiency for time and cost. And based on the electromagnetic theory, this model may analyze quantitatively the parameters which can affect the channel capacity - antenna pattern, polarization mutual coupling, antenna structure and etc. This model may be used for the development of an optimal antenna structure for MIMO systems.

Effective real-time identification using Bayesian statistical methods gaze Network (베이지안 통계적 방안 네트워크를 이용한 효과적인 실시간 시선 식별)

  • Kim, Sung-Hong;Seok, Gyeong-Hyu
    • The Journal of the Korea institute of electronic communication sciences
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    • v.11 no.3
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    • pp.331-338
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    • 2016
  • In this paper, we propose a GRNN(: Generalized Regression Neural Network) algorithms for new eyes and face recognition identification system to solve the points that need corrective action in accordance with the existing problems of facial movements gaze upon it difficult to identify the user and. Using a Kalman filter structural information elements of a face feature to determine the authenticity of the face was estimated future location using the location information of the current head and the treatment time is relatively fast horizontal and vertical elements of the face using a histogram analysis the detected. And the light obtained by configuring the infrared illuminator pupil effects in real-time detection of the pupil, the pupil tracking was - to extract the text print vector.

An Application of GSIS Technique for Transportation Planning Model (교통계획모형에 있어서 GSIS의 적용기법)

  • Yang, In-Tae;Choi, Young-Jae
    • Journal of Korean Society for Geospatial Information Science
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    • v.1 no.2 s.2
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    • pp.105-112
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    • 1993
  • The conventional method for solving transportation problems were mainly based on numerical methods, where the understanding of outputs is not easy. Some difficulties come from the seperation of three key steps-the preparation of input for transportation traffic simulation, and model output interpretation. GSIS can help to eliminate some of thoses difficulties by combining graphics, database, and transportation plaining models. As pilot study, this study shows an application of Geovision GSIS to TRANPLAN transportation planning model that is based on four-step travel demand forecasting procedure. Accrued benefits and procedure are presented.

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Analysis of Design Live Load of Railway Bridge Through Statistical Analysis of WIM Data for High-speed Rail (고속철도 WIM 데이터에 대한 통계분석을 통한 철도교량 설계활하중 분석)

  • Park, Sumin;Yeo, Inho;Paik, Inyeol
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.28 no.6
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    • pp.589-597
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    • 2015
  • In this paper, the live load model for the design of high-speed railway bridge is analyzed by statistic and probabilistic methods and the safety level that is given by the load factors of the load combination is analyzed. This study is a part of the development of the limit state design method for the railway bridge, and the train data collected from the Gyeongbu high-speed railway for about one month are utilized. The four different statistical methods are applied to estimate the design load to match the bridge design life and the results are compared. In order to examine the safety level that the design load combination of the railway bridge gives, the reliability indexes are determined and the results are analyzed. The load effect from the current design live load for the high-speed rail bridge which is 0.75 times of the standard train load is came out greater than at least 30-22% that from the estimated load from the measured data. If it is judged based on the ultimate limit state, there is a possibility of additional reduction of the safety factors through the reliability analysis.

An Evaluation of a Dasymetric Surface Model for Spatial Disaggregation of Zonal Population data (구역단위 인구자료의 공간적 세분화를 위한 밀도 구분적 표면모델에 대한 평가)

  • Jun, Byong-Woon
    • Journal of the Korean association of regional geographers
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    • v.12 no.5
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    • pp.614-630
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    • 2006
  • Improved estimates of populations at risk for quick and effective response to natural and man-made disasters require spatial disaggregation of zonal population data because of the spatial mismatch problem in areal units between census and impact zones. This paper implements a dasymetric surface model to facilitate spatial disaggregation of the population of a census block group into populations associated with each constituent pixel and evaluates the performance of the surface-based spatial disaggregation model visually and statistically. The surface-based spatial disaggregation model employed geographic information systems (GIS) to enable dasymetric interpolation to be guided by satellite-derived land use and land cover data as additional information about the geographic distributor of population. In the spatial disaggregation, percent cover based empirical sampling and areal weighting techniques were used to objectively determine dasymetric weights for each grid cell. The dasymetric population surface for the Atlanta metropolitan area was generated by the surface-based spatial disaggregation model. The accuracy of the dasymetric population surface was tested on census counts using the root mean square error (RMSE) and an adjusted RMSE. The errors related to each census track and block group were also visualized by percent error maps. Results indicate that the dasymetric population surface provides high-precision estimates of populations as well as the detailed spatial distribution of population within census block groups. The results also demonstrate that the population surface largely tends to overestimate or underestimate population for both the rural and forested and the urban core areas.

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