• 제목/요약/키워드: Conditional variables

검색결과 194건 처리시간 0.023초

Bayesian curve-fitting with radial basis functions under functional measurement error model

  • Hwang, Jinseub;Kim, Dal Ho
    • Journal of the Korean Data and Information Science Society
    • /
    • 제26권3호
    • /
    • pp.749-754
    • /
    • 2015
  • This article presents Bayesian approach to regression splines with knots on a grid of equally spaced sample quantiles of the independent variables under functional measurement error model.We consider small area model by using penalized splines of non-linear pattern. Specifically, in a basis functions of the regression spline, we use radial basis functions. To fit the model and estimate parameters we suggest a hierarchical Bayesian framework using Markov Chain Monte Carlo methodology. Furthermore, we illustrate the method in an application data. We check the convergence by a potential scale reduction factor and we use the posterior predictive p-value and the mean logarithmic conditional predictive ordinate to compar models.

Some limiting properties for GARCH(p, q)-X processes

  • Lee, Oesook
    • Journal of the Korean Data and Information Science Society
    • /
    • 제28권3호
    • /
    • pp.697-707
    • /
    • 2017
  • In this paper, we propose a modified GARCH(p, q)-X model which is obtained by adding the exogenous variables to the modified GARCH(p, q) process. Some limiting properties are shown under various stationary and nonstationary exogenous processes which are generated by another process independent of the noise process. The proposed model extends the GARCH(1, 1)-X model studied by Han (2015) to various GARCH(p, q)-type models such as GJR GARCH, asymptotic power GARCH and VGARCH combined with exogenous process. In comparison with GARCH(1, 1)-X, we expect that many stylized facts including long memory property of the financial time series can be explained effectively by modified GARCH(p, q) model combined with proper additional covariate.

Air-Data Estimation for Air-Breathing Hypersonic Vehicles

  • Kang, Bryan-Heejin
    • Transactions on Control, Automation and Systems Engineering
    • /
    • 제1권1호
    • /
    • pp.75-86
    • /
    • 1999
  • An air-data estimator for generic air-breathing hypersonic vehicles (AHSVs) is developed and demonstrated with an example vehicle configuration. The AHSV air-data estimation strategy emphasized improvement of the angle of attack estimate accuracy to a degree necessitated by the stringent operational requirements of the air-breathing propulsion. the resulting estimation problem involves highly nonlinear diffusion process (propagation); consequently, significant distortion of a posteriori conditional density is suspected. A simulation based statistical analysis tool is developed to characterize the nonlinear diffusion process. The statistical analysis results indicate that the diffusion process preserves the symmetry and unimodality of initial probability density shape state variables, and provide the basis for applicability of an Extended Kalman Filter (EKF). An EKF is designed for the AHSV air-data system and the air data estimation capabilities are demonstrated.

  • PDF

자기동조 퍼지 PI 제어기의 설계와 응용 (Design and application of self tuning fuzzy PI controller)

  • 이성주;오성권;남의석;황희수;이석진;우광방
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 제어로봇시스템학회 1991년도 한국자동제어학술회의논문집(국내학술편); KOEX, Seoul; 22-24 Oct. 1991
    • /
    • pp.238-242
    • /
    • 1991
  • This paper presents an approach to self-tuning PI control of dynamic plants, based on fuzzy logic application. A fuzzy logic composed of linguistic conditional statements is employed by defining the relations of input-output variables of the controller. In the synthesis of a fuzzy logic controller, one of the most difficult problem is the selection of linguistic control rules and parameters. To overcome this difficulty, self-tuning fuzzy PI controller (STFPIC) with a hierarchical structure in which the fuzzy PI controller is assigned as the lower level and the rule modification and parameter adjustment as the higher level. The rules and parameters are generated by the adjustment of membership function through performance index(PE). In this paper, the algorithm for of the controller performance is estimated by means of computer simulation.

  • PDF

여성소비자의 의복 소비가치와 관여도에 관한 연구 -대도시와 중소도시 거주자의 비교 분석 - (A Study on the Women Consumers' Clothing Consumption Value and Involvement - Comparative Analysis of Large and Small City -)

  • 임경복
    • 한국의류학회지
    • /
    • 제29권1호
    • /
    • pp.68-78
    • /
    • 2005
  • The purpose of this study was to examine the women consumers' clothing consumption value and involvement according to size of the city. 538 females living in Seoul(large city) and Jecheon(small city) were surveyed for this study. For data analysis, factor analysis, t-test, and regression were used. For clothing consumption value, five factors of value were founded and labeled as functional, emotional, epistemic, social and conditional value. Three factors of clothing involvement were also identified as clothing/fashion, symbolism and reasonability involvement. Size of the city influenced total clothing consumption value and involvement. Also, size of the city influenced clothing consumption value and involvement factors. When the cities were divided into two groups(large and small city), they showed different clothing consumption values and involvements according to the demographic variables.

옹벽구조시스템의 신뢰성 및 안전도 해석 (Reliability and Safety Analysis of Structure System of Retaining Walls)

  • 정철원;윤병조
    • 한국구조물진단유지관리공학회 논문집
    • /
    • 제2권3호
    • /
    • pp.223-234
    • /
    • 1998
  • In this study, an attempt is made to apply the concept of fuzzy-bayesian theory to the integrity assessment of structure system, and uncertainty states are represented in terms of fuzzy sets which define several linguistic variables such as "very good", "good", "average", "poor", "very poor", etc. Especially, the concept of fuzzy conditional probability aids to derive a new reliability analysis which includes the subjective assessment of engineers without introducing any additional correction factors. The fuzzy concept are also used as reliability indexes for the condition assessment based on the proposed models, the proposed fuzzy theory-based approach with the results of PEM and AFOSM are applied to retaining wall.

  • PDF

Classification of High Dimensionality Data through Feature Selection Using Markov Blanket

  • Lee, Junghye;Jun, Chi-Hyuck
    • Industrial Engineering and Management Systems
    • /
    • 제14권2호
    • /
    • pp.210-219
    • /
    • 2015
  • A classification task requires an exponentially growing amount of computation time and number of observations as the variable dimensionality increases. Thus, reducing the dimensionality of the data is essential when the number of observations is limited. Often, dimensionality reduction or feature selection leads to better classification performance than using the whole number of features. In this paper, we study the possibility of utilizing the Markov blanket discovery algorithm as a new feature selection method. The Markov blanket of a target variable is the minimal variable set for explaining the target variable on the basis of conditional independence of all the variables to be connected in a Bayesian network. We apply several Markov blanket discovery algorithms to some high-dimensional categorical and continuous data sets, and compare their classification performance with other feature selection methods using well-known classifiers.

횡방향 성층형 회전자를 가지는 동기형 릴럭턴스 전동기 설계 (Design of Synchronous Reluctance Motor with Conventional Laminated Rotor)

  • 이지영;남혁;이근호;홍정표;장기찬
    • 대한전기학회:학술대회논문집
    • /
    • 대한전기학회 2003년도 하계학술대회 논문집 B
    • /
    • pp.952-954
    • /
    • 2003
  • This paper deals with design of Synchronous Reluctance Motor with conventional laminated rotor for driving an air conditional compressor in a vehicle. To design both stator and rotor, design parameters, such as laminated axial length, rotor diameter, resistance and inductance are considered. The design variables are selected to get the highest power by analyzing the characteristics. The current angle in which torque is maximum is accomplished by finite element method(FEM).

  • PDF

Fuzzy Logic Controller에 의한 선박의 제어 (Application of Fuzzy Logic Control to Ship's Steering System)

  • 김환수;이철영
    • 한국항해학회지
    • /
    • 제5권2호
    • /
    • pp.59-88
    • /
    • 1981
  • Many studies have been done in the field of fuzzy logic theory, but it's application is not so much, and particularly, there isn't any application to the ship's steering system, until now. This paper is to survey the effect of application of fuzzy logic control to the ship's steering system. The controller is made up of a set of Linguistic Control Rules which are conditional linguistic statements connecting the inputs and the output, and take the inputs derived from the errors, that is, deviation angle and it's angular velocity. These two variables together give information about the state of the steering system, and the Linguistic Control Rules are implemented on the digital computer. The characteristics of this system were investigated through the computer simulation and satisfactory results compared with that of the conventional PD controller were obtained.

  • PDF

Fuzzy 개념을 이용한 RC도로교의 건전성평가 모델 개발 (Development of Integrity Assessment Model for Reinforced Concrete Highway Bridges Using Fuzzy Concept)

  • 나기현;박주원;이증빈;정철원
    • 한국구조물진단유지관리공학회 논문집
    • /
    • 제2권2호
    • /
    • pp.151-161
    • /
    • 1998
  • In this study, an attempt is made to apply the concept of fuzzy-bayesian theory to the integrity assessment of RC highway bridge, and uncertainty states are represented in terms of fuzzy sets which define several linguistic variables such as "very good", "good", "average", "poor", "very poor", etc. Especially, the concept of fuzzy conditional probability aids to derive a new reliability analysis which includes the subjective assessment of engineers without introducing any additional correction factors. The fuzzy concept are also used as reliability indexes for the condition assessment based on the proposed models, the proposed fuzzy theory-based approach with the results of visual inspection and extensive field load tests are applied to the integrity assessment of a new RC highway bridge, namely, Jichok bridge.

  • PDF