• Title/Summary/Keyword: Empirical power

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A Jarque-Bera type test for multivariate normality based on second-power skewness and kurtosis

  • Kim, Namhyun
    • Communications for Statistical Applications and Methods
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    • v.28 no.5
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    • pp.463-475
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    • 2021
  • Desgagné and de Micheaux (2018) proposed an alternative univariate normality test to the Jarque-Bera test. The proposed statistic is based on the sample second power skewness and kurtosis while the Jarque-Bera statistic uses sample Pearson's skewness and kurtosis that are the third and fourth standardized sample moments, respectively. In this paper, we generalize their statistic to a multivariate version based on orthogonalization or an empirical standardization of data. The proposed multivariate statistic follows chi-squared distribution approximately. A simulation study shows that the proposed statistic has good control of type I error even for a very small sample size when critical values from the approximate distribution are used. It has comparable power to the multivariate version of the Jarque-Bera test with exactly the same idea of the orthogonalization. It also shows much better power for some mixed normal alternatives.

A Study on the Theory of Power-law and Science Technology Policy System under Convergence Technology Environment (융합기술환경에서 멱법칙과 과학기술정책체계분석)

  • Cho, Sang-Sup
    • Journal of Korea Technology Innovation Society
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    • v.15 no.1
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    • pp.28-46
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    • 2012
  • This paper proposes the science and technology policy implications of power law in econophysics methodology under the recent convergence technology environment. Empirical results are summarized as follow: first, similar empirical results are showed up using Hill estimates and Rank-1/2 estimates in patent data set during 1990 through 2008. Second, the estimates of power law exponents for technology capability distribution are decreased during the periods. The policy implications for science and technology development draw from the empirical results. First, the fact that the exponents of power law are decreased show the convergence of technology capability among countries. The our country policy directs focus on the innovation strategy rather than imitation strategy. Second, the volatility of technology change results from a few capable technology developers so that policy direct may need to control the technology power in the large technology developer or company. The methodology and analytical results used in the paper may also be useful for consider for the science and technology phenomena such as convergence and divergence of technologies among countries in the world.

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Method of Integrating Landsat-5 and Landsat-7 Data to Retrieve Sea Surface Temperature in Coastal Waters on the Basis of Local Empirical Algorithm

  • Xing, Qianguo;Chen, Chu-Qun;Shi, Ping
    • Ocean Science Journal
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    • v.41 no.2
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    • pp.97-104
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    • 2006
  • A useful radiance-converting method was developed to convert the Landsat-7 ETM+thermal-infrared (TIR) band's radiance ($L_{{\lambda},L7/ETM+}$) to that of Landsat-5 TM TIR ($L_{{\lambda},L5/TM+})$ as: $L_{{\lambda},L5/TM}=0.9699{\times}L_{{\lambda},L7/ETM+}+0.1074\;(R^2=1)$. In addition, based on the radiance-converting equation and the linear relation between digital number (DN) and at-satellite radiance, a DN-converting equation can be established to convert DN value of the TIR band between Landsat-5 and Landsat-7. Via this method, it is easy to integrate Landsat-5 and Landsat-7 TIR data to retrieve the sea surface temperature (SST) in coastal waters on the basis of local empirical algorithms in which the radiance or DN of Lansat-5 and 7 TIR band is usually the only input independent variable. The method was employed in a local empirical algorithm in Daya Bay, China, to detect the thermal pollution of cooling water discharge from the Daya Bay nuclear power station (DNPS). This work demonstrates that radiance conversion is an effective approach to integration of Landsat-5 and Landsat-7 data in the process of a SST retrieval which is based on local empirical algorithms.

Power Comparison between Methods of Empirical Process and a Kernel Density Estimator for the Test of Distribution Change (분포변화 검정에서 경험확률과정과 커널밀도함수추정량의 검정력 비교)

  • Na, Seong-Ryong;Park, Hyeon-Ah
    • Communications for Statistical Applications and Methods
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    • v.18 no.2
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    • pp.245-255
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    • 2011
  • There are two nonparametric methods that use empirical distribution functions and probability density estimators for the test of the distribution change of data. In this paper we investigate the two methods precisely and summarize the results of previous research. We assume several probability models to make a simulation study of the change point analysis and to examine the finite sample behavior of the two methods. Empirical powers are compared to verify which is better for each model.

Empirical decomposition method for modeless component and its application to VIV analysis

  • Chen, Zheng-Shou;Park, Yeon-Seok;Wang, Li-ping;Kim, Wu-Joan;Sun, Meng;Li, Qiang
    • International Journal of Naval Architecture and Ocean Engineering
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    • v.7 no.2
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    • pp.301-314
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    • 2015
  • Aiming at accurately distinguishing modeless component and natural vibration mode terms from data series of nonlinear and non-stationary processes, such as Vortex-Induced Vibration (VIV), a new empirical mode decomposition method has been developed in this paper. The key innovation related to this technique concerns the method to decompose modeless component from non-stationary process, characterized by a predetermined 'maximum intrinsic time window' and cubic spline. The introduction of conceptual modeless component eliminates the requirement of using spurious harmonics to represent nonlinear and non-stationary signals and then makes subsequent modal identification more accurate and meaningful. It neither slacks the vibration power of natural modes nor aggrandizes spurious energy of modeless component. The scale of the maximum intrinsic time window has been well designed, avoiding energy aliasing in data processing. Finally, it has been applied to analyze data series of vortex-induced vibration processes. Taking advantage of this newly introduced empirical decomposition method and mode identification technique, the vibration analysis about vortex-induced vibration becomes more meaningful.

Prediction of Pressure Fluctuations on Hammerhead Vehicle at Transonic Speeds Using CFD and Semi-empirical Formula Considering Spatial Distribution (CFD와 공간분포를 고려한 반경험식을 이용한 해머헤드 발사체의 천음속 압력섭동 예측)

  • Kim, Younghwa;Nam, Hyunjae;Kim, June Mo;Sun, Chul
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.49 no.6
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    • pp.457-464
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    • 2021
  • To analyze the buffet phenomenon that causes serious vibration loads on a satellite launch vehicle, the pressure fluctuations on a hammerhead launch vehicle at transonic speeds are predicted by coupling CFD analysis and semi-empirical methods. From the RANS simulation, shock oscillation region, separation region, and separation reattachment region are identified, and the boundary layer thickness, the displacement thickness, and flow properties at boundary layer edge are calculated. The pressure fluctuations and power spectra on the hammerhead fairing are predicted by coupling RANS results and semi-empirical methods considering spatial distribution, and compared with the experimental data.

Modelling and Simulating the Spatio-Temporal Correlations of Clustered Wind Power Using Copula

  • Zhang, Ning;Kang, Chongqing;Xu, Qianyao;Jiang, Changming;Chen, Zhixu;Liu, Jun
    • Journal of Electrical Engineering and Technology
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    • v.8 no.6
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    • pp.1615-1625
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    • 2013
  • Modelling and simulating the wind power intermittent behaviour are the basis of the planning and scheduling studies concerning wind power integration. The wind power outputs are evidently correlated in space and time and bring challenges in characterizing their behaviour. This paper provides a methodology to model and simulate the clustered wind power considering its spatio-temporal correlations using the theory of copula. The sampling approach captures the complex spatio-temporal connections among the wind farms by employing a conditional density function calculated using multidimensional copula function. The empirical study of real wind power measurement shows how the wind power outputs are correlated and how these correlations affect the overall uncertainty of clustered wind power output. The case study validates the simulation technique by comparing the simulated results with the real measurements.

Study on the Prediction of wind Power Generation Based on Artificial Neural Network (인공신경망 기반의 풍력발전기 발전량 예측에 관한 연구)

  • Kim, Se-Yoon;Kim, Sung-Ho
    • Journal of Institute of Control, Robotics and Systems
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    • v.17 no.11
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    • pp.1173-1178
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    • 2011
  • The power generated by wind turbines changes rapidly because of the continuous fluctuation of wind speed and direction. It is important for the power industry to have the capability to predict the changing wind power. In this paper, neural network based wind power prediction scheme which uses wind speed and direction is considered. In order to get a better prediction result, compression function which can be applied to the measurement data is introduced. Empirical data obtained from wind farm located in Kunsan is considered to verify the performance of the compression function.

Empirical Study on Relationship Between ex-ante Early Stage Venture Technology Innovation Power and ex-post Firm's Performance (초기 중소벤처의 기술혁신역량과 기업성과의 관계에 관한 연구)

  • Yang, Dong Woo
    • Knowledge Management Research
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    • v.7 no.1
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    • pp.49-63
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    • 2006
  • The objective of the study is to verify the discriminatory power of technology innovation in predicting Early Stage Ventures' success or failure. To accomplish this objective, we test early stage ventures'(Firm's period is below 3 years)technology innovation and performance. The result of the study is expected to be useful in loan evaluation, investment decision, internal management decision making and business improvement. The results of study is as follows. First, Early Stage Ventures' technology innovation power is composed of 4 major indexes(technology, marketability, manufacturing infra and economic feasibility). Second, we find that thirty-seven minor indexes are significant ex-ante variable which are discriminating between firms' success and failure in Early Stage Ventures. Also thirty-seven minor indexes explain 57.2% of the total variance. This explainable power of these indexes is similar to that of the existing 58 index elements. Finally, we find that the most important technology innovation power of Early Stage Ventures' is economic feasibility.

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A Study on Measures to Boost the Development of Distributed Generation through Analysis and assessment of the District Electricity Power Business Environment (구역전기사업의 환경분석을 평가를 통한 분산형전원개발 촉진방안에 관한 연구)

  • Kim, Soo-Chul;Yoo, Wang-Jin
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.58 no.7
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    • pp.1304-1312
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    • 2009
  • The purpose of this study is to build promotive measures and to develop alternative policies of DG(Distributed Generation) by finding and analysing effects of four business environment factors related to DEPB(District Electricity Power Business) on boosting DG. In this study, four business environment factors, which are the electric power industry restructuring, electricity tariff and pricing structure, regulations for DEPB, and conflicts of stake-holding groups, are considered as independent variables. And promotion factors of DG including small CHP(Combined Heat and Power) generation, which is outcome of DEPB, are considered as dependent variables. But dependent variables including booming of new renewable energy generation due to green energy pricing incentives, the electric power industry restructuring, and electricity tariff and pricing policies were separatively considered. In this study, some policies were proposed reflecting research results of empirical demonstrative analysis, previous studies, overseas cases, etc.