• Title/Summary/Keyword: Dispersion Error

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Applicability of the Ordinary Least Squares Procedure When Both Variables are Subject to Error

  • Kim, Kil-Soo;Byun, Jai-Hyun;Yum, Bong-Jin
    • Journal of the Korean Operations Research and Management Science Society
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    • v.21 no.1
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    • pp.163-170
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    • 1996
  • An errors-in-variables model (EVM) differs from the classical regression model in that in the former the independent variable is also subject to error. This paper shows that to assess the applicability of the ordinary least squares (OLS) estimation procedure to the EVM, the relative dispersion of the independent variable to its error variance must be also considered in addition to Mandel's criterion. The effect of physically reducing the variance of errors in the independent variable on the performance of the OLS slope estimator is also discussed.

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Highly accurate family of time integration method

  • Rezaiee-Pajand, Mohammad;Esfehani, S.A.H.;Karimi-Rad, Mahdi
    • Structural Engineering and Mechanics
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    • v.67 no.6
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    • pp.603-616
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    • 2018
  • In this study, the acceleration vector in each time step is assumed to be a mth order time polynomial. By using the initial conditions, satisfying the equation of motion at both ends of the time step and minimizing the square of the residual vector, the m+3 unknown coefficients are determined. The order of accuracy for this approach is m+1, and it has a very low dispersion error. Moreover, the period error of the new technique is almost zero, and it is considerably smaller than the members of the Newmark method. The proposed scheme has an appropriate domain of stability, which is greater than that of the central difference and linear acceleration techniques. The numerical tests highlight the improved performance of the new algorithm over the fourth-order Runge-Kutta, central difference, linear and average acceleration methods.

Accuracy Measures of Empirical Bayes Estimator for Mean Rates

  • Jeong, Kwang-Mo
    • Communications for Statistical Applications and Methods
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    • v.17 no.6
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    • pp.845-852
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    • 2010
  • The outcomes of counts commonly occur in the area of disease mapping for mortality rates or disease rates. A Poisson distribution is usually assumed as a model of disease rates in conjunction with a gamma prior. The small area typically refers to a small geographical area or demographic group for which very little information is available from the sample surveys. Under this situation the model-based estimation is very popular, in which the auxiliary variables from various administrative sources are used. The empirical Bayes estimator under Poissongamma model has been considered with its accuracy measures. An accuracy measure using a bootstrap samples adjust the underestimation incurred by the posterior variance as an estimator of true mean squared error. We explain the suggested method through a practical dataset of hitters in baseball games. We also perform a Monte Carlo study to compare the accuracy measures of mean squared error.

A Study on Transmission Performance for Optical NRZ Transmitters (광 NRZ 송신기의 전송 특성에 관한 연구)

  • Lee, Dong-Soo
    • The Journal of the Institute of Internet, Broadcasting and Communication
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    • v.15 no.5
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    • pp.119-123
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    • 2015
  • This paper presents a theoretical study of transmission performance for an optical NRZ (nonreturn-to-zero) transmitter employed a Mach-Zehnder modulator. Especially, we have investigated the effects of the ${\alpha}$-parameters that represents the chirps and the driving voltage ratios(=driving voltage/switching voltage) of Mach-Zehnder modulators for transmitting 25Gbps optical NRZ signals at a wavelength of 1550nm without any dispersion compensation methods over single mode fiber. By optimizing the negative values of ${\alpha}$-parameters for the dispersion tolerance with the change of driving voltage ratios, it has been tested whether the transmission performance has improved. We have verified the improvement by the BERs and the optical eye diagrams.

A Study on Sensitivity of Pollutant Dispersion to Inflow Wind Speed and Turbulent Schmidt Number in a Street Canyon (도시 협곡에서 유입류 풍속과 난류 슈미트수에 대한 대기오염물질 확산의 민감도 연구)

  • Wang, Jang-Woon;Kim, Jae-Jin
    • Atmosphere
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    • v.25 no.4
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    • pp.659-667
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    • 2015
  • In this study, sensitivity of inflow wind speed and turbulent Schmidt number to pollutant dispersion in an urban street canyon is investigated, by comparing CFD-simulated results to wind-tunnel results. For this, we changed systematically inflow wind speed at the street-canyon height ($1.5{\sim}10.0m\;s^{-1}$ with the increment of $0.5m\;s^{-1}$) and turbulent Schmidt number (0.2~1.3 with interval of 0.1). Also, we performed numerical experiments under the conditions that turbulent Schmidt numbers selected with the magnitude of mean kinetic energy at each grid point were assigned in the street canyon. With the increase of the inflow wind speed, the model underestimated (overestimated) pollutant concentration in the upwind (downwind) side of the street canyon because of the increase of pollutant advection. This implies that, for more realistic reproduction of pollutant dispersion in urban street canyons, large (small) turbulent Schmidt number should be assigned for week (strong) inflow condition. In the cases of selectively assigned turbulent Schmidt number, mean bias remarkably decreased (maximum 60%) compared to the cases of constant turbulent Schmidt number assigned. At week (strong) inflow wind speed, root mean square error decreases as the area where turbulent Schmidt number is selectively assigned becomes large (small).

Ocean Outfall Modelling with the Particle Tracking Method (입자추적법을 이용한 해양방류구 모델링)

  • Jung, Yun-Chul
    • Journal of Navigation and Port Research
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    • v.26 no.5
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    • pp.563-569
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    • 2002
  • To overcome the weaknesses of conventional finite difference model in pollutant dispersion modelling, the particle tracking method is used. In this study, a three dimensional particle tracking model which can be used in Princeton Ocean Model was developed and verified through the various numerical tests. Usability of the model was also confirmed through the ocean outfall modelling in Tampa Bay, Florida. As it is expected, random walk model showed the less dispersion in a range compared to the conventional finite difference model and its reason is estimated due to an error from numerical diffusion which the conventional model holds. This newly developed model is expected to be used in various ocean dispersion modelling.

Analysis of Measuring Error for Particle Size Analysis by Laser Diffraction Spectrometer (입자크기분석을 위한 레이저회절 분광계의 측정오차 분석)

  • Ha, Sang-An;Son, Heui-Jeong
    • Journal of Korean Society of Environmental Engineers
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    • v.22 no.4
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    • pp.713-722
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    • 2000
  • This study analysed error of measurement and reproducibility for particle size analysis by the laser diffraction spectrometer. Laser diffraction spectrometers has become a very important method of particle size analysis. This measuring method has the advantage of simple operation, good reproducibility and rapid analysis. A feeding and dispersing system have been developed, which allows mass throughputs between 0.1~23 g/min in flowing air and 1.4~35% in flowing liquid. It has been used as a feeder unit for wet and dry particle size analysis from diffraction patterns. Relevant parameters, such as particle shape, particle size, dispersion, flow rate, concentration were analysed for measuring error. And system parameters of instruments for measurement of dynamic processes, eg, measuring time, focal plane, injection pressure drop and dispersion effect by the ultrasonic and mixing of preliminary treatment, were also discussed.

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A Study on Thermal Diffusivity Measurement by Improvement of Laser Flash Uniformity Using an Optical Fiber (광섬유를 이용한 레이저섬광의 균일분포 증진효과에 따른 열확산계수 측정에 관한 고찰)

  • Lee, Won-Sik;Bae, Shin-Chul
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.22 no.8
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    • pp.1073-1082
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    • 1998
  • When thermal diffusivity is measured by laser flash method, the thermal diffusivity call be calculated front the assumption of the uniformly heated whole surface of the specimen. It has been known that the approximate 5% error is made by the non-uniform energy distribution on the specimen surface of laser pulse heat source. In this study, to obtain the highly-uniformed laser beam, which has both the low non-uniform heating error from non-uniform laser beam and the energy loss, research was carried out on no transmitting loss by optical fiber and high repetitions. In addition, heating error and thermal diffusivity were measured as the measuring positions were varied and compared with the results using the uniform and the non-uniform laser beams. In addition, dole to using the uniformalized laser beam, the whole surface of the specimen was heated uniformly and as a result, it was the thought that this was very effective to reduce the variations of the errors of the thermal diffusivity as the measuring positions were varied. It can be obtained that when the thermal diffusivity of POCO-AXM-5Q1 of SRM in NBS was measured with both the uniform and the non-uniform laser beams, the dispersion error of the former was from 2 to 2.5%, which was more improved than that of the latter.

BAYQUAL Model for the Water Quality Simulation of a Bay Using Finite Element Method (유한요소법에 의한 하구의 수질모델 BAYQUAL)

  • 류병로;한양수
    • Journal of Environmental Science International
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    • v.8 no.3
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    • pp.355-361
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    • 1999
  • The aim of this study is to develop the water quality simulation model (BAYQUAL) that deal with the physical, chemical and biological aspects of fate/behavior of pollutants in the bay. BAYQUAL is a two dimensional, time-variable finite element water quality model based on the flow simulation model in bay(BAYFLOW). The algorithm is composed of a hydrodynamic module which solves the equations of motion and continuity, a pollutnat dispersion module which solves the dispersion-advection equation. The applicability and feasibility of the model are discussed by applications of the model to the Kwangyang bay of south coastal waters of Korea. Based on the field data, the BAYQUAL model was calibrated and verified. The results were in good agreement with measured value within relative error of 14% for COD, T-N, T-P. Numerical simulations of velocity components and tide amplitude(M2) were agreed closely with the actual data.

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Application of Constrained Bayes Estimation under Balanced Loss Function in Insurance Pricing

  • Kim, Myung Joon;Kim, Yeong-Hwa
    • Communications for Statistical Applications and Methods
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    • v.21 no.3
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    • pp.235-243
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    • 2014
  • Constrained Bayesian estimates overcome the over shrinkness toward the mean which usual Bayes and empirical Bayes estimates produce by matching first and second empirical moments; subsequently, a constrained Bayes estimate is recommended to use in case the research objective is to produce a histogram of the estimates considering the location and dispersion. The well-known squared error loss function exclusively emphasizes the precision of estimation and may lead to biased estimators. Thus, the balanced loss function is suggested to reflect both goodness of fit and precision of estimation. In insurance pricing, the accurate location estimates of risk and also dispersion estimates of each risk group should be considered under proper loss function. In this paper, by applying these two ideas, the benefit of the constrained Bayes estimates and balanced loss function will be discussed; in addition, application effectiveness will be proved through an analysis of real insurance accident data.