• Title/Summary/Keyword: Difference-in-Difference methods

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GENERALIZED DIFFERENCE METHODS FOR ONE-DIMENSIONAL VISCOELASTIC PROBLEMS

  • Li, Huanrong
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.9 no.2
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    • pp.55-64
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    • 2005
  • In this paper, generalized difference methods(GDM) for one-dimensional viscoelastic problems are proposed and analyzed. The new initial values are given in the generalized difference scheme, so we obtain optimal error estimates in $L^p$ and $W^{1,p}(2\;{\leq}\;p\;{\leq}\;{\infty})$ as well as some superconvergence estimates in $W^{1,p}(2\;{\leq}\;p\;{\leq}\;{\infty})$ between the GDM solution and the generalized Ritz-Volterra projection of the exact solution.

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On study for change point regression problems using a difference-based regression model

  • Park, Jong Suk;Park, Chun Gun;Lee, Kyeong Eun
    • Communications for Statistical Applications and Methods
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    • v.26 no.6
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    • pp.539-556
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    • 2019
  • This paper derive a method to solve change point regression problems via a process for obtaining consequential results using properties of a difference-based intercept estimator first introduced by Park and Kim (Communications in Statistics - Theory Methods, 2019) for outlier detection in multiple linear regression models. We describe the statistical properties of the difference-based regression model in a piecewise simple linear regression model and then propose an efficient algorithm for change point detection. We illustrate the merits of our proposed method in the light of comparison with several existing methods under simulation studies and real data analysis. This methodology is quite valuable, "no matter what regression lines" and "no matter what the number of change points".

First Order Difference-Based Error Variance Estimator in Nonparametric Regression with a Single Outlier

  • Park, Chun-Gun
    • Communications for Statistical Applications and Methods
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    • v.19 no.3
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    • pp.333-344
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    • 2012
  • We consider some statistical properties of the first order difference-based error variance estimator in nonparametric regression models with a single outlier. So far under an outlier(s) such difference-based estimators has been rarely discussed. We propose the first order difference-based estimator using the leave-one-out method to detect a single outlier and simulate the outlier detection in a nonparametric regression model with the single outlier. Moreover, the outlier detection works well. The results are promising even in nonparametric regression models with many outliers using some difference based estimators.

The difference between two distribution functions

  • Hong, Chong Sun
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.6
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    • pp.1449-1454
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    • 2013
  • There are many methods for measuring the difference between two location parameters. In this paper, statistics are proposed in order to estimate the difference of two location parameters. The statistics are designed not using the means, variances, signs and ranks, but with the cumulative distribution functions. Hence these are measured as the differences in the area between two univariate cumulative distribution functions. It is found that the difference in the area between two empirical cumulative distribution functions is the difference of two sample means, and its integral is also the difference of two population means.

A Comparison between 3-D Analytical and Finite Difference Method for a Trapezoidal Profile Fin

  • Lee, Sung-Joo;Kang, Hyung-Suk
    • Journal of Industrial Technology
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    • v.21 no.A
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    • pp.41-50
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    • 2001
  • A comparison is made of the temperature distribution and heat loss from a trapezoidal profile fin using two different 3-dimensional methods. These two methods are analytical and finite difference methods. In the finite difference method 78 nodes are used for a fourth of the fin. A trapezoidal profile fin being the height of the fin tip is half of that of the fin base is chosen arbitrarily as the model. One of the results shows that the relative error in the total convection heat loss obtained by using 78 nodes in the finite difference method as compared to the heat conduction through the fin root obtained by analytic method seems to be good (i.e., -3.5%

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Comparative Performance Analysis of Pressurized Solid Oxide Fuel Cell / Gas Turbine Hybrid Systems Considering Different Cell Inlet Preheating Methods (셀 입구 예열방법에 따른 가압형 고체산화물 연료전지/가스터빈 하이브리드 시스템의 성능 비교 해석)

  • Yang Won Jun;Kim Jae Hwan;Kim Tong Seop
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.29 no.6 s.237
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    • pp.722-729
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    • 2005
  • Design analysis of the solid oxide fuel cell and gas turbine combined power system is performed considering different methods for preheating cell inlet air. The purpose of air preheating is to keep the temperature difference between cell inlet and outlet within a practical design range thus to reduce thermal stress inside the cell. Three different methods considered are (1) adopting a burner in front of the cell, (2) adopting a preheater (heat transfer from the main combustor) in front of the cell and (3) using recirculation of the cathode exit gas. For each configuration, analyses are carried out for two values of allowable maximum cell temperature difference. Performance characteristics of all cases are compared and design limitations are discussed. Relaxation of the cell temperature difference (larger difference) is proved to ensure higher efficiency. Recirculation of the cathode exit gas exhibits better performance than other methods and this advantage becomes more prominent as the constraint of the cell temperature difference becomes more severe (smaller temperature difference).

Comparison of Perturbation Analysis Estimate and Forward Difference Estimate in a Markov Renewal Process

  • Park, Heung-sik
    • Communications for Statistical Applications and Methods
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    • v.7 no.3
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    • pp.871-884
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    • 2000
  • Using simulation, we compare the perturbation analysis estimate and the forward difference estimate for the first and second derivatives of performance measures in a Markov renewal process. We find the perturbation analysis estimate has much les mean squared error than the traditional forward difference estimate.

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VARIABLE TIME-STEPPING HYBRID FINITE DIFFERENCE METHODS FOR PRICING BINARY OPTIONS

  • Kim, Hong-Joong;Moon, Kyoung-Sook
    • Bulletin of the Korean Mathematical Society
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    • v.48 no.2
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    • pp.413-426
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    • 2011
  • Two types of new methods with variable time steps are proposed in order to valuate binary options efficiently. Type I changes adaptively the size of the time step at each time based on the magnitude of the local error, while Type II combines two uniform meshes. The new methods are hybrid finite difference methods, namely starting the computation with a fully implicit finite difference method for a few time steps for accuracy then performing a ${\theta}$-method during the rest of computation for efficiency. Numerical experiments for standard European vanilla, binary and American options show that both Type I and II variable time step methods are much more efficient than the fully implicit method or hybrid methods with uniform time steps.

A Estimation of Contamination Degree by the Measurement of Phase Difference on the Outdoor Insulator (옥외절연물의 오손도 파악을 위한 위상차 측정)

  • 심규일;이원영;한상옥;박강식
    • Proceedings of the Korean Institute of Electrical and Electronic Material Engineers Conference
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    • 2002.07a
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    • pp.443-446
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    • 2002
  • In this paper, a phase difference of liveline insulator was measured and analyzed to estimate the contamination degree. The probability of accident rises according to the increase of the contamination. So the estimation of contamination degree is very important in design and maintenance of outdoor insulator. There are many methods to measure the contamination degree, but those methods use the spacial sense to measure the contamination degree. So, we have no information about the contamination from the liveline insulator, but there is a measurement of phase difference to estimate the contamination degree. The phase difference is varied with the increase of ESDD, so the contamination degree could be estimated by using those characteristics. The experiment is performed to analyze the interrelationship between contamination degree and phase difference. The variable condition is relative humidity that increases from 30 to 100 % in a chamber. We use the DAS program to measure and analyze the data. From the result, the variation of phase difference is different by the contamination degree, so we can confirm the possibility of estimating the contamination degree by the phase difference.

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The Effect of Sex Education Using Multimedia Program - Focusing on Elementary School Sixth-Grade - (멀티미디어 프로그램을 활용한 성교육의 효과 - 초등학교 6학년을 중심으로 -)

  • Back, Un-Seck;Park, Young-Soo
    • The Journal of Korean Society for School & Community Health Education
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    • v.1 no.1
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    • pp.83-93
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    • 2000
  • The purpose of this study were to suggest the method of sex education by designing and implementing multimedia program about sex education, to search the efficiency between a teaching using multimedia program and a teaching of traditional method. To put above aims into practice, these were required : 1. are there any differences in the alteration of sex attitude according to teaching methods. 2. are there any differences in the completion of sex knowledge according to teaching methods. 3. are there any differences in the alteration of sex attitude according to learning level and teaching methods. 4. are there any differences in the completion of sex knowledge according to learning level and teaching methods. 5. are there any differences in the alteration of sex attitude according to sex and teaching methods. 6. are there any differences in the completion of sex knowledge according to sex and teaching methods. To carry out a reseach for this purpose, the subjects for this study were 160 sixth grade students from 2 elementary schools in Pu-Chun, Kyung Ki. The tools for study were two kind of questionnaires: sex knowledge test, sex attitude test. Each test consists of 20 items. Collected data was analysed with t-test by means of SPSS program. The main results of this study are as follow: 1. The Alteration of sex attitude according to teaching methods. There was a significant difference among teaching methods(P<.001). a teaching using multimedia program was more efficient than a teaching of traditional method in the alteration of sex attitude. 2. The Completion of sex knowledge according to teaching methods. There was a significant difference among teaching methods(P<.001). a teaching using multimedia program was more efficient than a teaching of traditional method in the completion of sex knowledge. 3. The Alteration of sex attitude according to learning level and teaching methods. There was a significant difference among teaching methods in the superior class. a teaching using multimedia program was more efficient than a teaching of traditional method in the alteration of sex attitude(P<.001). However, there was not a significant difference among teaching methods in the inferior class(P>.05). 4. The Completion of sex knowledge according to learning level and teaching methods. There was a significant difference among teaching methods in the superior class. a teaching using multimedia program was more efficient than a teaching of traditional method in the completion of sex knowledge(P<.001). Also, there was a significant difference among teaching methods in the inferior class. a teaching using multimedia program was more efficient than a teaching of traditional method in the completion of sex knowledge(P<.001). 5. The Alteration of sex attitude according to sex and teaching methods. There was a significant difference among teaching methods in the man class. a teaching using multimedia program was more efficient than a teaching of traditional method in the alteration of sex attitude(P<.01). However, There was not a significant difference among teaching methods in the woman class(P>.05). 6. The Completion of sex knowledge according to sex and teaching methods. There was a significant difference among teaching methods in the man class. a teaching using multimedia program was more efficient than a teaching of traditional method in the completion of sex knowledge(P<.001). Also, there was a significant difference among teaching methods in the woman class. a teaching using multimedia program was more efficient than a teaching of traditional method in the completion of sex knowledge(P<.05).

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