• Title/Summary/Keyword: Conditional Value

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Initial Value Selection in Applying an EM Algorithm for Recursive Models of Categorical Variables

  • Jeong, Mi-Sook;Kim, Sung-Ho;Jeong, Kwang-Mo
    • Journal of the Korean Statistical Society
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    • v.27 no.1
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    • pp.25-55
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    • 1998
  • Maximum likelihood estimates (MLEs) for recursive models of categorical variables are discussed under an EM framework. Since MLEs by EM often depend on the choice of the initial values for MLEs, we explore reasonable rules for selecting the initial values for EM. Simulation results strongly support the proposed rules.

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EWM-MR chart for individual measurements in start-up process (초기공정에서 개별관측치를 이용한 EWM-MR 관리도)

  • 지선수
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.21 no.47
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    • pp.211-218
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    • 1998
  • In start-up process control applications it may be necessary to limit the sample size to one measurement. A control chart for individual measurements is used whenever it is desirable to examine each individual value from the process immediately. A possible option would be to use an exponential weighted moving(EWM), using modifying statistics with individual measurement, chart for monitoring the process center, and using a moving range (MR) chart for monitoring process variability. In this paper it is shown that there is scheme in using the EWM procedure based on average run length. An expression for the ARL is given in terms of an integral equation, approximated using numerical quadrature. In this case, where it is reasonable to assume normality and negligible autocorrelation in the observations, provide graphs that simplify the design of EWM-MR chart and taking method of exponential smoothing constant(λ) and constant(K) are suggested. The charts suggested above evaluate using the conditional probability.

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A Method for Selecting Ground Motions Considering Target Response Spectrum Mean, Variance and Correlation - I Algorithm (응답 스펙트럼의 평균과 분산, 상관관계를 모두 고려한 지반운동 선정 방법 - I 알고리즘)

  • Han, Sang Whan;Ha, Seong Jin;Cho, Sun Wook
    • Journal of the Earthquake Engineering Society of Korea
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    • v.20 no.1
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    • pp.55-62
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    • 2016
  • It is important to select an accurate set of ground motions when conducting linear and nonlinear response history analyses of structures. This study proposes a method for selecting ground motions from a ground motion library with response spectra that match the target response spectrum mean, variance and correlation structures. This study also has addressed the determination of an appropriate value for the weight factor of a correlation structure. The proposed method is conceptually simple and straightforward, and does not involve a simulation algorithm. In this method, a desired number of ground motions are sequentially selected from first to last. The proposed method can be also used for selecting ground motions with response spectra that match the conditional spectrum. The accuracy and efficiency of the proposed procedure are verified with numerical examples.

GMM을 이용한 자본자산가격결정모형(資本資産價格決定模型)의 추정(推定)

  • Lee, Ju-Hui;Nam, Ju-Ha
    • The Korean Journal of Financial Management
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    • v.9 no.2
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    • pp.57-75
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    • 1992
  • 본 논문은 10개의 기업규모별 자산을 대상으로 최근에 발전된 계량기법인 GMM(generalized method of moments)을 이용하여 베타(beta)를 추정하였다. 분석대상기간으로 $1982.1{\sim}1991.4$사이의 월별자료를 사용한다. 실증분석 결과에 의하면, 기업규모별 구분에 따른 자산의 경우에 규모가 큰 기업보다 규모가 작은 기업의 베타가 상대적으로 작은 것으로 나타났다. GMM의 추정을 위한 수단변수로 회사채수익률과 정기예금금리의 금리차, 분석대상이 되는 자산 수익률과 시장포트폴리오의 자기시차, 그리고 상수가 사용되었다. OLS를 사용한 CAPM추정 결과에 비해 GMM을 사용한 추정 결과가 우월할 수 있음을 보여주고 있는데, 이것은 GMM에 사용된 수단변수들이 수단변수를 포함시킴으로써 관련자산들의 자기시차가 아닌 CAPM추정에 필요한 유용한 대용변수(代用變數)(proxy)를 제공하였고, 나아가 GMM이 잔차항(殘差項)의 자기상관(自己相關) 뿐만 아니라 조건부(條件附) 이분산(異分散)(conditional heteroskedasticity)을 잘 설명하고 있기 때문인 것으로 판단된다. t값 및 P-value에 의하면 GMM을 사용한 단순 CAPM 추정이 우리 나라의 현실경제와 잘 부합될 수 있음을 암시한다.

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Predicting depth value of the future depth-based multivariate record

  • Samaneh Tata;Mohammad Reza Faridrohani
    • Communications for Statistical Applications and Methods
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    • v.30 no.5
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    • pp.453-465
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    • 2023
  • The prediction problem of univariate records, though not addressed in multivariate records, has been discussed by many authors based on records values. There are various definitions for multivariate records among which depth-based records have been selected for the aim of this paper. In this paper, by means of the maximum likelihood and conditional median methods, point and interval predictions of depth values which are related to the future depth-based multivariate records are considered on the basis of the observed ones. The observations derived from some elements of the elliptical distributions are the main reason of studying this problem. Finally, the satisfactory performance of the prediction methods is illustrated via some simulation studies and a real dataset about Kermanshah city drought.

Estimation of Consumers Valuation by Attributes of Green Jujube Chip (청대추칩의 속성별 소비자 가치 추정)

  • Ha, Hyun-Jung;Lee, Sang-Hak;Choi, Se-Hyun
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.14 no.10
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    • pp.4830-4836
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    • 2013
  • This research was launched as an attempt to help create a new value-added product called "Green Jujube Chip." To accomplish the objectives, consumers value by attributes of Green Jujube Chip should be estimated. We used Choice Experiment for analysis, which we used to arrive at pricing of specialty jujube chips based on the conditional logit model. As a result, MWTP were estimated at 1333 Won/unit for Mid-size Company Product, 1752 Won/unit for Large Company Product, 1703 Won/unit for University Affiliation, 350 Won/unit for packing unit, 548 Won/unit for rating the raw fruit, 1,322 Won/unit for HACCP, and 1,166 Won/unit for ISO22000. The consumer's WTP for Green Juju Chip, associated with the university-brand recognition, was higher than a product produced by a mid-sized company but lower than a product by a large company. Given how the consumers regard the university-brand product as a specialty item, it is necessary to create value-added products that meet such high expectation. Therefore, we recommend the producers to acquire HACCP Food Safety Certification and the value-added product has used the highest quality raw fruit.

Mediating and Moderating Effects of Self-regulation and Career Identity in the Relationship Between Achievement Value and Academic Adjustment of Middle School Students (중학생의 성취가치와 학업적응의 관계에서 자기조절과 진로정체감의 매개 및 조절효과)

  • Kim, Do Hee
    • Journal of Digital Convergence
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    • v.16 no.11
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    • pp.589-598
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    • 2018
  • The purpose of this study is to investigate the mediating effect of self-regulation(SR) and the moderating effect of career identity(CI) in predicting academic achievement(AA) by middle school students' achievement value(AV). The subjects were 1,088 male and 970 female students in the third year of middle school. A conditional process analysis using SPSS and Hayes' process macro was conducted. The results were as follows. First, the partial mediation effect of SR was significant in the relationship between AV and AA. Second, the moderating effect of CI was notable in the relationship between AV and SR, and AV and AA respectively. Finally, the mediation effect of AV on AA through SR was found to decrease as CI increased. These results show that supporting the development of CI for students with low AV helps to improve SR and AA. However, as the effect of CI was found to be weaker than the effect of AV or SR on AA, the follow-up research exploring ways to support the achievement value of middle school students are suggested.

The Effect of Paid YouTube Channel Membership Motivation on Usage Satisfaction and Continuance Intention: Based on Consumption Value Theory (유료 유튜브 채널멤버십 이용동기가 이용만족과 지속이용의도에 미치는 영향: 소비가치이론을 기반으로)

  • Chengnan Jiang;Ji Yoon Kwon;Sung-Byung Yang
    • Journal of Service Research and Studies
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    • v.13 no.2
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    • pp.181-203
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    • 2023
  • YouTube exhibits a hybrid personality, incorporating traits of both over-the-top (OTT) and personal broadcasting platforms. However, limited research has investigated these hybrid characteristics, particularly in the context of paid YouTube channel memberships. Therefore, building upon consumption value theory and prior literature, this study examines the influence of consumption value factors associated with paid YouTube channel memberships on usage satisfaction and continuance intention. Specifically, the study identifies four perceived consumption value factors (functional, social, emotional, and epistemic values) within the paid YouTube channel membership context and assesses their impact on usage satisfaction and continuance intention. Additionally, the study explores the moderating role of conditional value (the experience of watching live streams on paid YouTube channels) in these relationships. Data was collected via an online survey from Korean adults who subscribed to multiple paid YouTube channel memberships, resulting in 274 responses. The proposed hypotheses were tested using structural equation modeling (SEM). The SEM results indicate that all four consumption value factors significantly influence usage satisfaction, with usage satisfaction in turn positively affecting continuance intention. Furthermore, the study reveals that conditional value moderates the relationships between functional/emotional values and usage satisfaction, as well as between usage satisfaction and continuance intention. This study is the first to focus on YouTube channel paid memberships, which encompass characteristics from both OTT and personal broadcasting platforms. It is anticipated that this research will offer insights to personal broadcasters and stakeholders regarding the motivational factors that impact user satisfaction and encourage subscriptions to channel memberships.

A Study on a Calculation Method of Economical Intake Water Depth in the Design of Head Works (취입모의 경제적 계획취입수심 산정방법에 대한 연구)

  • 김철기
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.20 no.1
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    • pp.4592-4598
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    • 1978
  • The purpose of this research is to find out mathemetically an economical intake water depth in the design of head works through the derivation of some formulas. For the performance of the purpose the following formulas were found out for the design intake water depth in each flow type of intake sluice, such as overflow type and orifice type. (1) The conditional equations of !he economical intake water depth in .case that weir body is placed on permeable soil layer ; (a) in the overflow type of intake sluice, {{{{ { zp}_{1 } { Lh}_{1 }+ { 1} over {2 } { Cp}_{3 }L(0.67 SQRT { q} -0.61) { ( { d}_{0 }+ { h}_{1 }+ { h}_{0 } )}^{- { 1} over {2 } }- { { { 3Q}_{1 } { p}_{5 } { h}_{1 } }^{- { 5} over {2 } } } over { { 2m}_{1 }(1-s) SQRT { 2gs} }+[ LEFT { b+ { 4C TIMES { 0.61}^{2 } } over {3(r-1) }+z( { d}_{0 }+ { h}_{0 } ) RIGHT } { p}_{1 }L+(1+ SQRT { 1+ { z}^{2 } } ) { p}_{2 }L+ { dcp}_{3 }L+ { nkp}_{5 }+( { 2z}_{0 }+m )(1-s) { L}_{d } { p}_{7 } ] =0}}}} (b) in the orifice type of intake sluice, {{{{ { zp}_{1 } { Lh}_{1 }+ { 1} over {2 } C { p}_{3 }L(0.67 SQRT { q} -0.61)}}}} {{{{ { ({d }_{0 }+ { h}_{1 }+ { h}_{0 } )}^{ - { 1} over {2 } }- { { 3Q}_{1 } { p}_{ 6} { { h}_{1 } }^{- { 5} over {2 } } } over { { 2m}_{ 2}m' SQRT { 2gs} }+[ LEFT { b+ { 4C TIMES { 0.61}^{2 } } over {3(r-1) }+z( { d}_{0 }+ { h}_{0 } ) RIGHT } { p}_{1 }L }}}} {{{{+(1+ SQRT { 1+ { z}^{2 } } ) { p}_{2 } L+dC { p}_{4 }L+(2 { z}_{0 }+m )(1-s) { L}_{d } { p}_{7 }]=0 }}}} where, z=outer slope of weir body (value of cotangent), h1=intake water depth (m), L=total length of weir (m), C=Bligh's creep ratio, q=flood discharge overflowing weir crest per unit length of weir (m3/sec/m), d0=average height to intake sill elevation in weir (m), h0=freeboard of weir (m), Q1=design irrigation requirements (m3/sec), m1=coefficient of head loss (0.9∼0.95) s=(h1-h2)/h1, h2=flow water depth outside intake sluice gate (m), b=width of weir crest (m), r=specific weight of weir materials, d=depth of cutting along seepage length under the weir (m), n=number of side contraction, k=coefficient of side contraction loss (0.02∼0.04), m2=coefficient of discharge (0.7∼0.9) m'=h0/h1, h0=open height of gate (m), p1 and p4=unit price of weir body and of excavation of weir site, respectively (won/㎥), p2 and p3=unit price of construction form and of revetment for protection of downstream riverbed, respectively (won/㎡), p5 and p6=average cost per unit width of intake sluice including cost of intake canal having the same one as width of the sluice in case of overflow type and orifice type respectively (won/m), zo : inner slope of section area in intake canal from its beginning point to its changing point to ordinary flow section, m: coefficient concerning the mean width of intak canal site,a : freeboard of intake canal. (2) The conditional equations of the economical intake water depth in case that weir body is built on the foundation of rock bed ; (a) in the overflow type of intake sluice, {{{{ { zp}_{1 } { Lh}_{1 }- { { { 3Q}_{1 } { p}_{5 } { h}_{1 } }^{- {5 } over {2 } } } over { { 2m}_{1 }(1-s) SQRT { 2gs} }+[ LEFT { b+z( { d}_{0 }+ { h}_{0 } )RIGHT } { p}_{1 }L+(1+ SQRT { 1+ { z}^{2 } } ) { p}_{2 }L+ { nkp}_{5 }}}}} {{{{+( { 2z}_{0 }+m )(1-s) { L}_{d } { p}_{7 } ]=0 }}}} (b) in the orifice type of intake sluice, {{{{ { zp}_{1 } { Lh}_{1 }- { { { 3Q}_{1 } { p}_{6 } { h}_{1 } }^{- {5 } over {2 } } } over { { 2m}_{2 }m' SQRT { 2gs} }+[ LEFT { b+z( { d}_{0 }+ { h}_{0 } )RIGHT } { p}_{1 }L+(1+ SQRT { 1+ { z}^{2 } } ) { p}_{2 }L}}}} {{{{+( { 2z}_{0 }+m )(1-s) { L}_{d } { p}_{7 } ]=0}}}} The construction cost of weir cut-off and revetment on outside slope of leeve, and the damages suffered from inundation in upstream area were not included in the process of deriving the above conditional equations, but it is true that magnitude of intake water depth influences somewhat on the cost and damages. Therefore, in applying the above equations the fact that should not be over looked is that the design value of intake water depth to be adopted should not be more largely determined than the value of h1 satisfying the above formulas.

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An Implementation of Efficient Quicksort Utilizing SIMD-Based VBP Technique (SIMD 기반의 VBP 기법을 적용한 효율적인 퀵정렬의 구현)

  • Hong, Gilseok;Kim, Hongyeon;Kang, Seonghyeon;Min, Jun-Ki
    • KIISE Transactions on Computing Practices
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    • v.23 no.8
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    • pp.498-503
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    • 2017
  • SIMD (Single Instruction Multiple Data) is a representative parallelization architecture that processes multiple data loaded in a SIMD register with a single instruction. Quicksort is a sorting algorithm that picks an element as a pivot from the array and reorders the array such that all elements having the values less than the pivot value are located in the left side on the pivot as well as all elements having the value greater than the pivot value are located in the right side on the pivot and then the algorithm performs the same task on both sublist recursively. In this paper, we propose an efficient Quicksort algorithm applying the SIMD instructions which minimally invokes conditional branches to avoid the performance degradation incurred by branch misprediction in a pipeline architecture. In addition, we improve the performance of the Quicksort algorithm by fetching data into a SIMD register as a byte unit to apply VBP (Vertical Bit Parallel) and the early pruning technique.