• 제목/요약/키워드: Empirical distribution function

검색결과 242건 처리시간 0.027초

Climate Prediction by a Hybrid Method with Emphasizing Future Precipitation Change of East Asia

  • Lim, Yae-Ji;Jo, Seong-Il;Lee, Jae-Yong;Oh, Hee-Seok;Kang, Hyun-Suk
    • 응용통계연구
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    • 제22권6호
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    • pp.1143-1152
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    • 2009
  • A canonical correlation analysis(CCA)-based method is proposed for prediction of future climate change which combines information from ensembles of atmosphere-ocean general circulation models(AOGCMs) and observed climate values. This paper focuses on predictions of future climate on a regional scale which are of potential economic values. The proposed method is obtained by coupling the classical CCA with empirical orthogonal functions(EOF) for dimension reduction. Furthermore, we generate a distribution of climate responses, so that extreme events as well as a general feature such as long tails and unimodality can be revealed through the distribution. Results from real data examples demonstrate the promising empirical properties of the proposed approaches.

A class of CUSUM tests using empirical distributions for tail changes in weakly dependent processes

  • Kim, JunHyeong;Hwang, Eunju
    • Communications for Statistical Applications and Methods
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    • 제27권2호
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    • pp.163-175
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    • 2020
  • We consider a wide class of general weakly-dependent processes, called ψ-weak dependence, which unify almost all weak dependence structures of interest found in statistics under natural conditions on process parameters, such as mixing, association, Bernoulli shifts, and Markovian sequences. For detecting the tail behavior of the weakly dependent processes, change point tests are developed by means of cumulative sum (CUSUM) statistics with the empirical distribution functions of sample extremes. The null limiting distribution is established as a Brownian bridge. Its proof is based on the ψ-weak dependence structure and the existence of the phantom distribution function of stationary weakly-dependent processes. A Monte-Carlo study is conducted to see the performance of sizes and powers of the CUSUM tests in GARCH(1, 1) models; in addition, real data applications are given with log-returns of financial data such as the Korean stock price index.

WEAK CONVERGENCE FOR STATIONARY BOOTSTRAP EMPIRICAL PROCESSES OF ASSOCIATED SEQUENCES

  • Hwang, Eunju
    • 대한수학회지
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    • 제58권1호
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    • pp.237-264
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    • 2021
  • In this work the stationary bootstrap of Politis and Romano [27] is applied to the empirical distribution function of stationary and associated random variables. A weak convergence theorem for the stationary bootstrap empirical processes of associated sequences is established with its limiting to a Gaussian process almost surely, conditionally on the stationary observations. The weak convergence result is proved by means of a random central limit theorem on geometrically distributed random block size of the stationary bootstrap procedure. As its statistical applications, stationary bootstrap quantiles and stationary bootstrap mean residual life process are discussed. Our results extend the existing ones of Peligrad [25] who dealt with the weak convergence of non-random blockwise empirical processes of associated sequences as well as of Shao and Yu [35] who obtained the weak convergence of the mean residual life process in reliability theory as an application of the association.

다결정 알루미나에서 결정립 크기 분포를 포함하는 Bridging 응력함수의 해석적 모델링 (An Analytical Modeling for Bridging Stress Function Involving Grain Size Distribution in a Polycrystalline Alumina)

  • 손기선;이성학;백성기
    • 한국세라믹학회지
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    • 제31권12호
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    • pp.1449-1458
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    • 1994
  • A new analytical model which can discribe the relationship between the bridging stress and the crack opening displacement was proposed to investigate the microstructural effect on the R-curve behavior in a polycrystalline alumina. The crack opening displacement according to the distance behind the stationary crack tip was measured using in-situ fracture technique in an SEM, and then used for a fitting procedure to obtain the distribution of bridging stress. The current model and an empirical power law relation were introduced into the fitting procedure. The results indicated that the bridging stress function and R-curve computed by the current model were consistent with those computed by the power law relation. The microstructural factor, e.g., the distribution of grain size, was also found to be closely related to the bridging stress. Thus, this model explained well the interaction effect between the distribution of bridging stress and the local-fracture-controlling microstructure, providing important information for the systematic interpretation of microfracture mechanism including R-curve behavior of a monolithic alumina.

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Single Line-to-ground Fault Location and Information Modeling Based on the Interaction between Intelligent Distribution Equipment

  • Wang, Lei;Luo, Wei;Weng, Liangjie;Hu, Yongbo;Li, Bing
    • Journal of Electrical Engineering and Technology
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    • 제13권5호
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    • pp.1807-1813
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    • 2018
  • In this paper, the fault line selection and location problems of single line-to-ground (SLG) fault in distribution network are addressed. Firstly, the adaptive filtering property for empirical mode decomposition is formulated. Then in view of the different characteristics showed by the intrinsic mode functions(IMF) under different fault inception angles obtained by empirical mode decomposition, the sign of peak value about the low-frequency IMF and the capacitance transient energy is chosen as the fault line selection criteria according to the different proportion occupied by the low-frequency components. Finally, the fault location is determined based upon the comparison result with adjacent fault passage indicators' (FPI) waveform on the strength of the interaction between the distribution terminal unit(DTU) and the FPI. Moreover, the logic nodes regarding to fault line selection and location are newly expanded according to IEC61850, which also provides reference to acquaint the DTU or FPI's function and monitoring. The simulation results validate the effectiveness of the proposed fault line selection and location methods.

Empirical Modeling of the Global Distribution of Magnetosonic Waves with Ambient Plasma Environment using Van Allen Probes

  • Kim, Kyung-Chan
    • Journal of Astronomy and Space Sciences
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    • 제39권1호
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    • pp.11-22
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    • 2022
  • It is suggested that magnetosonic waves (also known as equatorial noise) can scatter radiation belt electrons in the Earth's magnetosphere. Therefore, it is important to understand the global distribution of these waves between the proton cyclotron frequency and the lower hybrid resonance frequency. In this study, we developed an empirical model for estimating the global distribution of magnetosonic wave amplitudes and wave normal angles. The model is based on the entire mission period (approximately 2012-2019) of observations of Van Allen Probes A and B as a function of the distance from the Earth (denoted by L*), magnetic local time (MLT), magnetic latitude (λ), and geomagnetic activity (denoted by the Kp index). In previous studies the wave distribution inside and outside the plasmasphere were separately investigated and modeled. Our model, on the other hand, identifies the wave distribution along with the ambient plasma environment-defined by the ratio of the plasma frequency (fpe) to the electron cyclotron frequency (fce)-without separately determining the wave distribution according to the plasmapause location. The model results show that, as Kp increases, the dayside wave amplitude in the equatorial region intensifies. It thereby propagates the intense region towards the wider MLT and inward to L* < 4. In contrast, the fpe/fce ratio decreases with increasing Kp for all regions. Nevertheless, the decreasing aspect differs between regions above and below L* = 4. This finding implies that the particle energy and pitch angle that magnetosonic waves can effectively scatter vary depending on the locations and geomagnetic activity. Our model agrees with the statistically observed wave distribution and ambient plasma environment with a coefficient of determination of > 0.9. The model is valid in all MLTs, 2 ≤ L* < 6, |λ| < 20°, and Kp ≤ 6.

기온과 강수특성을 고려한 남한의 기후지역구분 (Classification of Climate Zones in South Korea Considering both Air Temperature and Rainfall)

  • 박창용;최영은;문자연;윤원태
    • 대한지리학회지
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    • 제44권1호
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    • pp.1-16
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    • 2009
  • 본 연구에서는 기온과 강수특성을 함께 고려하여 남한의 기후지역을 구분하였다. 먼저 계절별 기온 및 강수량 분포를 살펴보았는데, 기온은 모든 계절에서 지형 및 위도에 의해 영향을 받았다. 강수량은 여름철에 집중되고 지역적으로는 강원 영동, 남해안, 제주에서 많았고 경북 중부지역에서 적은 분포를 보였다. 기온 및 강수량의 경험적 직교함수(Empirical Orthogonal Function)분석을 통해서 산출된 주성분점수를 입력변수로 하여 평균연결법과 Ward법을 이용한 군집분석을 수행하였다. Ward법은 지형, 위도, 해양의 효과와 기압계 이동 방향에 따른 특성을 잘 반영하였으며 행정구역에도 잘 맞게 구분되어 가장 좋은 군집결과를 보여주었다.

수온환경변화에 따른 생물분포와 어업피해결정을 위한 임계환경변화량이론의 재조명 (Biological Distribution by Water Temperature and Refocus on the Theory of Critical Environmental Variation Quantum)

  • 강용주;김기수
    • 수산경영론집
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    • 제45권1호
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    • pp.1-16
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    • 2014
  • The study attempts to show that the theory of critical environmental variation quantum(CEVQ) has a sound logical basis and empirical support. It is well known that the theory of critical environmental variation quantum is derived from the theory of biological probability distibution function and the central limit theorem(CLT) in statistics. The study uses the case study of fisheries damages compensation caused br the public marine construction undertaken in the area do Anjeong Bay in the city of Tongyeong for empirical test of theory of CEVQ. The results shows that the CEVQ theory perfoms a good job in measuring quantatively fjsheries damages caused by outflow of cold water due to the operation of LNG company since 2002. Therefore the study proves that the CEVQ theory is a good theory having internal consistency and empirical applicability.

Study on slamming pressure calculation formula of plunging breaking wave on sloping sea dike

  • Yang, Xing
    • International Journal of Naval Architecture and Ocean Engineering
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    • 제9권4호
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    • pp.439-445
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    • 2017
  • Plunging breaker slamming pressures on vertical or sloping sea dikes are one of the most severe and dangerous loads that sea dike structures can suffer. Many studies have investigated the impact forces caused by breaking waves for maritime structures including sea dikes and most predictions of the breaker forces are based on empirical or semi-empirical formulae calibrated from laboratory experiments. However, the wave breaking mechanism is complex and more research efforts are still needed to improve the accuracy in predicting breaker forces. This study proposes a semi-empirical formula, which is based on impulse-momentum relation, to calculate the slamming pressure due to plunging wave breaking on a sloping sea dike. Compared with some measured slamming pressure data in two literature, the calculation results by the new formula show reasonable agreements. Also, by analysing probability distribution function of wave heights, the proposed formula can be converted into a probabilistic expression form for convenience only.

EDF 기대손실에 기초한 공정능력지수의 붓스트랩 신뢰구간 (Bootstrap Confidence Intervals of the Process Capability Index Based on the EDF Expected Loss)

  • 임태진;송현석
    • 품질경영학회지
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    • 제31권4호
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    • pp.164-175
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    • 2003
  • This paper investigates bootstrap confidence intervals of the process capability index(PCI) based on the expected loss derived from the empirical distribution function(EDF). The PCI based on the expected loss is too complex to derive its confidence interval analytically, so the bootstrap method is a good alternative. We propose three types of the bootstrap confidence interval; the standard bootstrap(SB), the percentile bootstrap(PB), and the acceleration biased­corrected percentile bootstrap(ABC). We also perform a comprehensive simulation study under various process distributions, in order to compare the accuracy of the coverage probability of the bootstrap confidence intervals. In most cases, the coverage probabilities of the bootstrap confidence intervals from the EDF PCI turned out to be more accurate than those from the PCI based on the normal distribution. It is expected that the bootstrap confidence intervals from the EDF PCI can be utilized in real processes where the true distribution family may not be known.