• Title/Summary/Keyword: Bootstrap방법

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Uncertainty Analysis of Stage-Discharge Curve Using Bayesian and Bootstrap Method (Bayesian과 Bootstrap 방법을 이용한 수위-유량 관계곡선의 불확실성 분석)

  • Kwon, Hyung Soo;Kim, Yon Soo;Kim, Ci Young;Kim, Sam Eun;Kim, Hung Soo
    • Proceedings of the Korea Water Resources Association Conference
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    • 2015.05a
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    • pp.452-452
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    • 2015
  • 수문학 분야에서 하천유량은 중요한 요소이므로 신뢰성을 바탕으로 지속적이고 정확한 관측이 필요하다. 일반적으로 수위나 강우량의 경우 지속적이고, 자동적인 측정으로 비교적 정확한 관측이 가능하다. 하지만, 기술적인 한계와 경제적인 면에서 연속적인 유량측정이 어렵기 때문에 수위-유량 관계곡선을 이용하여 유량을 산정하고 있다. 수위-유량 관계를 통해 유량을 산정할 경우 계산방법과 분석과정에서 오차가 발생되고 산정된 유량의 오차로 이어지게 된다. 따라서, 신뢰성있는 유량 산정을 위해서는 수위-유량 관계곡선의 불확실성을 감소시키는 것이 중요하다. 본 연구에서는 Bayesian 회귀분석 및 Bootstrap 방법을 이용하여 수위-유량 관계 곡선식의 매개변수를 추정하였다. 또한 앞의 2가지 방법의 적용성을 평가하기 위해서 기존 방법인 최소자승법에 의한 매개변수 추정치 결과의 신뢰구간을 비교분석 하였다. 본 연구를 통해 다양한 통계학적 방법을 이용한 결과로부터 수위-유량 관계곡선의 불확실성을 감소시키는데 효과적인 방법을 찾고자 한다.

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Is the t-test insensitive than the bootstrap method in the P300-based concealed information test? (P300 숨긴정보검사에서 t 검증이 부트스트랩 방법보다 덜 민감한가?)

  • Eom, Jin-sup;Sohn, Jin-Hun;Park, Mi-Sook
    • Korean Journal of Forensic Psychology
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    • v.11 no.1
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    • pp.21-36
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    • 2020
  • In P300-based concealed information test (P300 CIT), it evaluates whether the P300 amplitude for the probe is significantly greater than that of the irrelevant to determine if the suspect is telling a lie. An independent sample t-test or a bootstrap method can be used as a statistical test to make that decision. Rosenfeld et al. (2004) used the bootstrap method, claiming that "t tests on single sweeps are too insensitive to use to compare mean probe and irrelevant P300s within individuals" and their method has been accepted to date. The purpose of the study is to evaluate whether the power of t-test is lower than that of the bootstrap method in the P300 CIT. The Monte Carlo study was conducted by using EEG collected from 39 participants. The results showed that the type I error rates of the t-test and the percentile bootstrap method were similar and the power of the percentile bootstrap method was slightly higher than that of the t-test. The type I error rates of the t-test and the percentile bootstrap method were slightly lower than the significance level and the powers of the two tests were also slightly lower than that of the theoretical t-test. On the other hand, the type I error rate and power of the standard error Bootstrap method were the same as those of the theoretical t-test and its power was .012 ~ .081 higher than that of t-test depending on experimental conditions.

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Uncertainty Analysis of Flood Damage Estimation Using Bootstrap Method and SIR Algorithm (Bootstrap 방법 및 SIR 알고리즘을 이용한 예상홍수피해액의 불확실성 분석)

  • Lee, Keon-Haeng;Lee, Jung-Ki;Kim, Soo-Jun;Kim, Hung-Soo
    • Journal of Wetlands Research
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    • v.13 no.1
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    • pp.53-66
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    • 2011
  • We estimated the expected flood damage considering uncertainty which is involved in hydrologic processes and data. Actually, this uncertainty represents a freeboard or safety factor in the design of hydraulic structures. The uncertainty was analyzed using Bootstrap method, and SIR algorithm then the frequency based rainfalls were estimated for each method of uncertainty analysis. Also the benefits for each uncertainty analysis were estimated using 'multi-dimensional flood damage analysis(MD-FDA). As a result, the expected flood damage with SIR algorithm was 1.22 times of present status and Boostrap 0.92 times. However when we used SIR algorithm, the likelihood function should be selected with caution for the estimation of the expected flood damage.

Applications of Bootstrap Methods for Canonical Correspondence Analysis (정준대응분석에서 붓스트랩 방법 활용)

  • Ko, Hyeon-Seok;Jhun, Myoungshic;Jeong, Hyeong Chul
    • The Korean Journal of Applied Statistics
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    • v.28 no.3
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    • pp.485-494
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    • 2015
  • Canonical correspondence analysis is an ordination method used to visualize the relationships among sites, species and environmental variables. However, projection results are fluctuations if the samples slightly change and consistent interpretation on ecological similarity among species tends to be difficult. We use the bootstrap methods for canonical correspondence analysis to solve this problem. The bootstrap method results show that the variations of coordinate points are inversely proportional to the number of observations and coverage rates with bootstrap confidence interval approximates to nominal probabilities.

Design of Charge Pump Circuit for Floating Gate Power Supply of Intelligent Power Module (Intelligent Power Module의 플로팅 게이트 전원 공급을 위한 전하 펌프 회로의 설계)

  • Lim, Jeong-Gyu;Chung, Se-Kyo
    • The Transactions of the Korean Institute of Power Electronics
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    • v.13 no.2
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    • pp.135-144
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    • 2008
  • A bootstrap circuit is widely used for the floating gate power supply of Intelligent power module (IPM). A bootstrap circuit is simple and inexpensive. However, the duty cycle and on-time are limited by the requirement to refresh the charge in the bootstrap capacitor. And the value of the bootstrap capacitor should be increased as the switching frequency decreases. A charge pump circuit can be used to overcome the problems. This paper deals with an analysis and design of a charge pump circuit for the floating gate power supply of an IPM. The simulation and experiment are carried out for an induction motor drive system. The results well verifies the validity of the proposed circuit and design method.

Study on Synchronization Using Bootstrap Signals for ATSC 3.0 Systems (ATSC 3.0 시스템을 위한 부트스트랩 신호를 이용한 동기 방식 연구)

  • Kim, Jeongchang;Kim, Hyeongseok;Park, Sung Ik;Kim, Heung Mook
    • Journal of Broadcast Engineering
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    • v.21 no.6
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    • pp.899-912
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    • 2016
  • In ATSC 3.0 systems, a bootstrap signal is located at the start of each frame. In this paper, we propose an initial synchronization scheme for ATSC 3.0 systems using the bootstrap signal. The bootstrap signal of ATSC 3.0 has several repetition patterns in the time domain. By utilizing the repetition patterns within the bootstrap, the proposed scheme can obtain an initial synchronization at the receiver. Also, simulation results show that the proposed scheme can obtain an initial synchronization at very low signal-to-noise ratios.

A Bootstrap Test for Linear Relationship by Kernel Smoothing (희귀모형의 선형성에 대한 커널붓스트랩검정)

  • Baek, Jang-Sun;Kim, Min-Soo
    • Journal of the Korean Data and Information Science Society
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    • v.9 no.2
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    • pp.95-103
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    • 1998
  • Azzalini and Bowman proposed the pseudo-likelihood ratio test for checking the linear relationship using kernel regression estimator when the error of the regression model follows the normal distribution. We modify their method with the bootstrap technique to construct a new test, and examine the power of our test through simulation. Our method can be applied to the case where the distribution of the error is not normal.

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Bootstrap 방법을 이용한 중앙값 관리도의 구축

  • Park, Hyo-Il
    • 한국데이터정보과학회:학술대회논문집
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    • 2006.04a
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    • pp.7-15
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    • 2006
  • 이번 연구의 목적은 평균 대신에 중앙값을 이용한 관리도를 제시하며 관리한계선을 결정하기 위하여 표본 중앙값에 대한 근사분포에서 bootstrap 방법을 이용한 분산을 추정하는 연구를 한다.

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Bootstrap confidence interval for survival function in the Koziol-Green model (KOZIOL-GREEN 모형에서 생존함수에 대한 붓스트랩 구간추정)

  • 조길호;정성화;최달우;최현숙
    • The Korean Journal of Applied Statistics
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    • v.11 no.1
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    • pp.151-161
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    • 1998
  • We study the bootstrap interval estimation for survival function in the Koziol-Green model. We construct the approximate bootstrap confidence intervals for survival function and prove the strong consistency for the bootstrap estimator of survival function. Finally we show that the approximate bootstrap confidence intervals are better in terms of coverage probability than confidence intervals based on asymptotic normal distribution and transformations of survival function via Monte Carlo simulation study.

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On Practical Choice of Smoothing Parameter in Nonparametric Classification (베이즈 리스크를 이용한 커널형 분류에서 평활모수의 선택)

  • Kim, Rae-Sang;Kang, Kee-Hoon
    • Communications for Statistical Applications and Methods
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    • v.15 no.2
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    • pp.283-292
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    • 2008
  • Smoothing parameter or bandwidth plays a key role in nonparametric classification based on kernel density estimation. We consider choosing smoothing parameter in nonparametric classification, which optimize the Bayes risk. Hall and Kang (2005) clarified the theoretical properties of smoothing parameter in terms of minimizing Bayes risk and derived the optimal order of it. Bootstrap method was used in their exploring numerical properties. We compare cross-validation and bootstrap method numerically in terms of optimal order of bandwidth. Effects on misclassification rate are also examined. We confirm that bootstrap method is superior to cross-validation in both cases.