• Title/Summary/Keyword: Bootstrap technique

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Streamflow Generation by Boostrap Method and Skewness (Bootstrap 방법에 의한 하천유출량 모의와 왜곡도)

  • Kim, Byung-Sik;Kim, Hung-Soo;Seoh, Byung-Ha
    • Journal of Korea Water Resources Association
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    • v.35 no.3
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    • pp.275-284
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    • 2002
  • In this study, a method of random resampling of residuals from stochastic models such as the Monte-Carlo model, the lag-one autoregressive model(AR(1)) and the periodic lag-one autoregressive model(PAR(1)), has been adopted to generate a large number of long traces of annual and monthly steamflows. Main advantage of this resampling scheme called the Bootstrap method is that it does not rely on the assumption of population distribution. The Bootstrap is a method for estimating the statistical distribution by resampling the data. When the data are a random sample from a distribution, the Bootstrap method can be implemented (among other ways) by sampling the data randomly with replacement. This procedure has been applied to the Yongdam site to check the performance of Bootstrap method for the streamflow generation. and then the statistics between the historical and generated streamflows have been computed and compared. It has been shown that both the conventional and Bootstrap methods for the generation reproduce fairly well the mean, standard deviation, and serial correlation, but the Bootstrap technique reproduces the skewness better than the conventional ones. Thus, it has been noted that the Bootstrap method might be more appropriate for the preservation of skewness.

On Employing Nonparametric Bootstrap Technique in Oscillometric Blood Pressure Measurement for Confidence Interval Estimation

  • Lee, Yong-Kook;Lee, Im-Bong;Chang, Joon-Hyuk;Lee, Soo-Jeong
    • Journal of Korea Multimedia Society
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    • v.17 no.2
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    • pp.200-207
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    • 2014
  • Blood pressure (BP) is an important vital signal for determining the health of an individual subject. Although estimation of mean arterial blood pressure is possible using oscillometric blood pressure techniques, there are no established techniques in the literature for obtaining confidence interval (CI) for systolic blood pressure (SBP) and diastolic blood pressure (DBP) estimates obtained from such BP measurements. This paper proposes a nonparametric bootstrap technique to obtain CI with a small number of the BP measurements. The proposed algorithm uses pseudo measurements employing nonparametric bootstrap technique to derive the pseudo maximum amplitudes (PMA) and the pseudo envelopes (PE). The SBP and DBP are then derived using the new relationships between PMA and PE and the CIs for such estimates. Application of the proposed method on an experimental dataset of 85 patients with five sets of measurements for each patient has yielded a smaller Cl than the conventional student t-method.

Performance Evaluation of $\bar{x}$ and EWMA Control Charts using Bootstrap Technique in the Presence of Correlation (상관관계의 존재하에서 붓스트랩 기법을 이용한 $\bar{x}$ 와 EWMA관리도의 수행도 평가)

  • Shon Han-Deak;Song Suh-Ill
    • Proceedings of the Society of Korea Industrial and System Engineering Conference
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    • 2002.05a
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    • pp.365-370
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    • 2002
  • In this study, according to MARMA(1,0) model which was suggested by Seppala, in case of existing autocorrelation in X control chart and EWMA control chart, the standard method and the non-parametric bootstrap method were compared and analysed using the bootstrap method which use the resampling prediction residual.

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Bootstrap Estimation for GEE Models (일반화추정방정식(GEE)에 대한 부스트랩의 적용)

  • Park, Chong-Sun;Jeon, Yong-Moon
    • The Korean Journal of Applied Statistics
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    • v.24 no.1
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    • pp.207-216
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    • 2011
  • Bootstrap is a resampling technique to find an estimate of parameters or to evaluate the estimate. This technique has been used in estimating parameters in linear model(LM) and generalized linear model(GLM). In this paper, we explore the possibility of applying Bootstrapping Residuals, Pairs, and an Estimating Equation that are most widely used in LM and GLM to the generalized estimating equation(GEE) algorithm for modelling repeatedly measured regression data sets. We compared three bootstrapping methods with coefficient and standard error estimates of GEE models from one simulated and one real data set. Overall, the estimates obtained from bootstrap methods are quite comparable, except that estimates from bootstrapping pairs are somewhat different from others. We conjecture that the strange behavior of estimates from bootstrapping pairs comes from the inconsistency of those estimates. However, we need a more thorough simulation study to generalize it since those results are coming from only two small data sets.

Uncertainty Analysis of Future Design Floods for the Yongdang Reservoir Watershed using Bootstrap Technique (Bootstrap 기법을 이용한 용당 저수지 유역의 미래 설계홍수량 불확실성 평가)

  • Lee, Do Gil;Kang, Moon Seong;Park, Jihoon;Ryu, Jeong Hoon
    • Journal of The Korean Society of Agricultural Engineers
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    • v.58 no.2
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    • pp.91-99
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    • 2016
  • To estimate design floods for hydraulic structures, statistical methods has been used in the analysis of rainfall data. However, due to the lack of rainfall data in some regions, it is difficult to apply the statistical methods for estimation of design rainfall. In addition, increased uncertainty of design rainfall arising from the limited rainfall data can become an important factor for determining the design floods. The main objective of this study was to assess the uncertainty of the future design floods under RCP (representative concentration pathways) scenarios using a bootstrap technique. The technique was used in this study to quantify the uncertainty in the estimation of the future design floods. The Yongdang watershed in South Korea, 2,873 ha in size, was selected as the study area. The study results showed that the standard errors of the basin of Yongdang reservoir were calculated as 2.0~6.9 % of probable rainfall. The standard errors of RCP4.5 scenario were higher than the standard errors of RCP8.5 scenario. As the results of estimation of design flood, the ranges of peak flows considered uncertainty were 2.3~7.1 %, and were different each duration and scenario. This study might be expected to be used as one of guidelines to consider when designing hydraulic structures.

Design of Bootstrap Power Supply for Half-Bridge Circuits using Snubber Energy Regeneration

  • Chung, Se-Kyo;Lim, Jung-Gyu
    • Journal of Power Electronics
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    • v.7 no.4
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    • pp.294-300
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    • 2007
  • This paper deals with a design of a bootstrap power supply using snubber energy regeneration, which is used to power a high-side gate driver of a half-bridge circuit. In the proposed circuit, the energy stored in the low-side snubber capacitor is transferred to the high-side bootstrap capacitor without any magnetic components. Thus, the power dissipation in the RCD snubber can be effectively reduced. The operation principle and design method of the proposed circuit are presented. The experimental results are also provided to show the validity of the proposed circuit.

-Performance Evaluation of $\bar{x}$ and EWMA Control Charts for Time series Model using Bootstrap Technique- (시계열 모형에서 붓스트랩 기법을 이용한 $\bar{x}$ 와 EWMA 관리도의 수행도 평가)

  • 송서일;손한덕
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.23 no.57
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    • pp.123-129
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    • 2000
  • The Bootstrap method proposed by Efron is non-parametric method which doesn't depend on the estimation of prior distribution refer to population. A typical statistical process control chart which is generally used is developed under the assumption that observations follow mutually independent and identically distributed within a sample and between samples. However, autocorrelation greatly affect the developed control chart under the assumption that observations are mutually independent. Many researchers showed that the result which was analyzed by using a typical control chart for the observations which has the correlation violated to the independence assumption can not be true. Therefore, we compared the standard method with bootstrap method and then evaluated them for x control chart and EWMA control chart by using bootstrap method which was proposed by Efron in the AR(1) model when the observations have correlation.

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The Analysis of Geospatial Efficiency of Goheung-Gun Aquaculture Type Ochon-Gye Using Bootstrap-DEA (고흥군 양식어업형 어촌계의 입지에 따른 어업효율성 분석에 관한 연구)

  • Kim, Jong-Cheon;Lee, Chang-Soo
    • The Journal of Fisheries Business Administration
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    • v.52 no.1
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    • pp.23-46
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    • 2021
  • The purpose of this study is to understand the production efficiency of individual fishing communities and provide directions for improvement. The subject of the study is aquaculture type Ochon-Gye in Goheung-gun. The analysis method used bootstrap-DEA to overcome the statistical reliability problem of the traditional DEA analysis technique. In addition, data mining-GIS was applied to identify the spatial productivity of fishing communities. The values of technology efficiency, pure technology efficiency, and scale efficiency were estimated for 32 aquaculture-type fishing villages. Then, using the benchmarking reference set and weights, the projection was presented through adjustment of the input factor excess, and furthermore, the confidence interval of the efficiency values considering statistical significance was estimated using bootstrap.

A Comparative Study on Tests of Correlation (상관계수에 대한 검정법 비교)

  • Cho, Hyun-Joo;Song, Myung-Unn;Jeong, Dong-Myung;Song, Jae-Kee
    • Journal of the Korean Data and Information Science Society
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    • v.7 no.2
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    • pp.235-245
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    • 1996
  • In this paper, we studied about several methods of testing hypothesis of correlation, specially Approximate method, Empirical method and Bootstrap method. The Approximate method is based on the Fisher's Z-transformation and the Empirical and Bootstrap methods approximate the distribution of the sample correlation coefficient by Monte Carlo simulation and Bootstrap technique, respectively. In order to compare how good these tests are, we computed powers under various alternatives. Consequently, we see that the Approximate test performs very well even if in small sample and all tests have almost the same power in large sample.

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Evaluation of the Clark Unit Hydrograph Parameters Depending on Basin and Meteorological Condition: 2. Estimation of Parameter Variability (유역 및 기상상태를 고려한 Clark 단위도의 매개변수 평가: 2. 매개변수의 변동성 추정)

  • Yoo, Chul-Sang;Lee, Ji-Ho;Kim, Kee-Wook
    • Journal of Korea Water Resources Association
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    • v.40 no.2 s.175
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    • pp.171-182
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    • 2007
  • In this study, as a method for decreasing the confidence interval of the estimates of Clark hydrograph's concentration time and storage coefficient, regression equations of these parameters with respect to those of rainfall, meteorology, and basin characteristics are derived and analyzed using the Monte Carlo simulation technique. The results are also reviewed by comparing them with those derived by applying the Bootstrap technique and empirical equations. Results derived from this research are summarized as follows. (1) Even in case of limited rainfall events are available, it is possible to estimate the mean runoff characteristics by considering the affecting factors to runoff characteristics. (2) It is also possible to use the Monte Carlo simulation technique for estimating and evaluating the confidence intervals for concentration time and storage coefficient. The confidence intervals estimated in this study were found much narrower than those of Yoo et al. (2006). (3) A supporting result could also be derived using the Bootstrap technique. However, at least 20 independent rainfall events are necessary to get a rather significant result for concentration time and storage coefficient. (4) No empirical equations are found to be properly applicable for the study basin. However, empirical equations like the Kraven(I) and Kraven(II) are found valid for the estimation of concentration time, on the other hand the Linsley is found valid for the storage coefficient In this study basin. But users of these empirical formula should be careful as these also provide a wide range of possible values.