• 제목/요약/키워드: Disturbance variance

검색결과 75건 처리시간 0.033초

A Note on Disturbance Variance Estimator in Panel Data with Equicorrelated Error Components

  • Seuck Heun Song
    • Communications for Statistical Applications and Methods
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    • 제2권2호
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    • pp.129-134
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    • 1995
  • The ordinary least square estimator of the disturbance variance in the pooled cross-sectional and time series regression model is shown to be asymptotically unbiased without any restrictions on the regressor matrix when the disturbances follow an equicorrelated error component models.

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Consistency and Bounds on the Bias of $S^2$ in the Linear Regression Model with Moving Average Disturbances

  • Song, Seuck-Heun
    • Journal of the Korean Statistical Society
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    • 제24권2호
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    • pp.507-518
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    • 1995
  • The ordinary least squares based estiamte $S^2$ of the disturbance variance is considered in the linear regression model when the disturbances follow the first-order moving-average process. It is shown that $S^2$ is weakly consistent estimate for the disturbance varaince without any restriction on the regressor matrix X. Also, simple exact bounds on the relative bias of $S^2$ are given in finite sample sizes.

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Asymptotic Properties of Least Square Estimator of Disturbance Variance in the Linear Regression Model with MA(q)-Disturbances

  • Jong Hyup Lee;Seuck Heum Song
    • Communications for Statistical Applications and Methods
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    • 제4권1호
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    • pp.111-117
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    • 1997
  • The ordinary least squares estimator $S^2$ for the variance of the disturbances is considered in the linear regression model with sutocorrelated disturbances. It is proved that the OLS-estimator of disturbance variance is asymptotically unbiased and weakly consistent, when the distrubances are generated by an MA(q) process. In particular, the asymptotic unbiasedness and consistency of $S^2$ is satisfied without any restriction on the regressor matrix.

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대형자연시료를 이용한 지반교란 특성에 관한 연구 (A Study on the Soft Ground Distubance Characteristics by Large Block Sample)

  • 유성진
    • 건설안전기술
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    • 통권43호
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    • pp.98-106
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    • 2007
  • In this paper, a ground disturbance effects, strength and consolidation characteristics of soft clay through using the large block samples($\theta$:300mm, H:400mm) and the piston samples, f hose which had been gathered in west coast and south coast. Especially, we have assessed the coefficient of horizontal consolidation when penetrating the mandrel considering the variance of ratio between diameter and height in drainage sample through the experiment of the oedometer test and Rowecell and also investigated the disturbance area in smear zone by interior model test, the strength originated by disturbance, the variance in characteristics of the consolidation. As the result, the large block sample has been investigated that ihe uniaxial compression test(qu) was shown bigger than the piston sample by about 11-19%. Under the size of anistropy in consolidation, the coefficient ratio of consolidation(ch/cv,) perfomed by standard consolidation test(SC) was shown bigger than that of (Cro/Cv) by the Rowecell test. And the coefficient ratio of consolidation(Cro/Cv) perfomed by piston sample was evaluated bigger than that Of (Cro/Cv) by the large block sample by about 0.9-1.9. The coefficient ratio of consolidation along with the variance in ratio of between diameter and height when penetrating the mandrel was shown big difference according to the characteristics of soil of the specimen. In addition, ds/dw of smear zone at the marine clay in west-south was ranged from 1.6 to 4.2. The width of variance in rat io[(qud)/(quud)] of strength n the area between disturbance and undisturbance was shown big as about 72-91% but the principle was judged with the similiar range when the decrease of the strength in smear zone become the zone under 25% in unditurbance area.

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Asymptotic Properties of the Disturbance Variance Estimator in a Spatial Panel Data Regression Model with a Measurement Error Component

  • Lee, Jae-Jun
    • Communications for Statistical Applications and Methods
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    • 제17권3호
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    • pp.349-356
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    • 2010
  • The ordinary least squares based estimator of the disturbance variance in a regression model for spatial panel data is shown to be asymptotically unbiased and weakly consistent in the context of SAR(1), SMA(1) and SARMA(1,1)-disturbances when there is measurement error in the regressor matrix.

종합병원의 경피적 관상동맥조영술 후 환자의 수면의 질과 수면방해요인 (Sleep Quality and Factors affecting Sleep Disturbance among Percutaneous Coronary Angiography Patients in a General Hospital)

  • 신선자;박경연
    • 동서간호학연구지
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    • 제21권1호
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    • pp.69-77
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    • 2015
  • Purpose: The purpose of this study was to investigate the variance of sleep quality and factors affecting sleep disturbance among patients with percutaneous coronary angiography in a general hospital. Methods: The subjects of this study was comprised of 101 patients with percutaneous coronary angiography in a general hospital located in B city. Data were collected by a structured questionnaire from November to December 2013. The data were analyzed with descriptive statistics, t-test, ANOVA, Pearson's correlation coefficient and stepwise multiple regression. Results: The levels of the participants' sleep quality and sleep disturbance were 4.35 and 5.91 in order of each out of the total score, 10. There was no significant difference in the quality of sleep between intensive care unit and internal medicine unit. Factors influencing sleep quality were 'uncomfortable bed, gown and pillow'(${\beta}=-.279$, p=.003), 'living alone'(${\beta}=-.273$, p=.003), and 'toilet problem' (${\beta}=-.222$, p=.016), which explained 21.5% of the variance (F=10.03, p<.001). Conclusion: The results of this study will provide a basis for improving the sleep quality of patients with percutaneous coronary angiography.

증분형 추정기를 사용한 오프세트의 일반화 최소분산형 자기동조제어 (Generalized Minimum Variance Self-tuning Control of Offset Using Incremental Estimator)

  • 박정일;최계근
    • 대한전자공학회논문지
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    • 제25권4호
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    • pp.372-378
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    • 1988
  • The elimination of offsets such as those induced by load disturbance is a principal requirement in the control of industrial processes. In this paper we propose a self-tuning minimum variance control in the two tuypes of k-incremental and integrating form. Since the objective of control design in this paper is a generalized minimum variance control, it can be applied to nonminimum phase system. And we compare the proposed algorithm wiht that of the positional self-tuning control and show that it can also be applied to nonminimum phase system by computer simulation.

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이득의 자유도와 주파수 적응성을 가진 외란 관측기를 사용한 새로운 트랙 추종 제어 기법 (A New Track-following Control Method Using Disturbance Observer with the Freedom of Gain and Frequency Adaptation)

  • 정우민;김은태
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2006년 학술대회 논문집 정보 및 제어부문
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    • pp.360-362
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    • 2006
  • This paper proposes a new track-following control method using disturbance observer with the freedom of gain and frequency adaptation in optical disk drive system. Recent ODDs use smaller track pits, higher rotation speed and broader rotational speed variations to increase the data capacity and data transfer rate. This cause the degradation of track-following performance by increasing the disturbance of the rotary system. In this paper, we discussed on a DOB structure that efficiently attenuate the disturbance without effecting the overall feedback loop characteristics on CLV type ODD which uses a higher and broader range of rotational speed. DOB structure uses two band pass filter. We analyzed the track-following performance sensitivity on rotational frequency variance and gain changes. This analysis is done on a computer simulation environment and actual ODD product.

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항암화학요법을 받는 췌장암 환자의 통증, 수면장애, 피로가 삶의 질에 미치는 영향 (Effects of Pain, Sleep Disturbance, and Fatigue on the Quality of Life in Patients with Pancreatic Cancer Undergoing Chemotherapy)

  • 김경덕;장현진
    • 종양간호연구
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    • 제12권2호
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    • pp.117-124
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    • 2012
  • Purpose: The purpose of this study was to assess pain, sleep disturbance, fatigue, and the quality of life and to identify the impact of pain, sleep disturbance and fatigue on the quality of life in patients with pancreatic cancer undergoing chemotherapy. Methods: Data were collected from June to July, 2010. Participants were recruited from Y university hospital in Seoul. Research instruments included numeric rating scale for pain, Functional Assessment Chronic Illness Therapy-Functional Well-Being (FACIT-FWB): General Factor 5 (GF5) for sleep disturbance, Functional Assessment of Cancer Therapy-General (FACT-G) for quality of life, and FACT-Fatigue for fatigue. Results: The quality of life for cancer patients had a significant relationship with pain, sleep disturbance, and fatigue. The significant factors influencing quality of life were pain, sleep disturbance, and fatigue that explained 52.6% of the variance. Conclusion: Patients with pancreatic cancer undergoing chemotherapy experienced pain, fatigue, and sleep disturbance which led to a negative effect on quality of life. The results suggest that intervention program to improve quality of life could reduce pain, fatigue, and sleep disturbance of pancreatic cancer patients undergoing chemotherapy.