• 제목/요약/키워드: Empirical power

검색결과 947건 처리시간 0.021초

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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    • 제28권5호
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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.

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

  • 조상섭
    • 기술혁신학회지
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    • 제15권1호
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    • pp.28-46
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    • 2012
  • 본 연구는 최근 기술변화환경에 중요한 패러다임으로 대변되는 융합기술환경에서 바람직한 과학기술정책체계수립을 위한 정책적 시사점을 제시하고자 동태적 기술역량분포에 대한 실증 분석하였다. 본 연구결과를 간단하게 요약하면 다음과 같다. 먼저 비모수적 Hill추정치와 모수적 Rank-1/2추정치가 유사하게 멱법칙의 존재를 나타냈다. 둘째, 기술역량분포를 결정하는 멱법칙의 추정계수가 1990년부터 2008년 분석기간동안 지속적으로 증가하여 파레토분포에 접근하고 있다. 본 분석결과는 다음과 같은 과학기술정책수립에 시사점을 제공한다. 첫째, 최근 멱법칙 결정계수의 증가추이로 볼 때, 그 작동원리가 상대적으로 약화되고 있으며, 연구대상 국가간에 기술역량이 수렴화 되고 있다는 사실을 보여준다. 이러한 기술역량의 국제적 수렴화경향은 국가간 기술격차역량의 차이가 줄어들고 있음을 보여준다. 둘째, 본 연구에서 분석한 바와 같이 만일 기술역량분포의 구조결정에 지속적으로 멱법칙이 존재한다면, 국제적으로는 과학기술역량의 규모가 큰 국가의 기술개발변동이 전 세계의 과학기술변동에 매우 큰 영향을 미치게 된다. 국내적으로는 과학기술역량이 몇 기업에 국한된 경우에 그 기업의 성과가 우리나라 과학기술발전에 큰 영향을 미치게 된다는 것을 의미한다. 즉 이러한 멱법칙의 존재는 융합기술환경에서 한 국가의 기술역량이 소수의 기술잠재역량있는 기술개발기업에 너무 의존적이 될 수 있다는 기술정책적 시사점을 제공한다.

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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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    • 제41권2호
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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.

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

  • 나성룡;박현아
    • Communications for Statistical Applications and Methods
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    • 제18권2호
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    • pp.245-255
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    • 2011
  • 자료의 분포변화를 검정하는 비모수적 방법으로 경험분포함수를 이용하거나 확률밀도함수 추정량을 이용하는 두 가지 방법을 고려할 수 있다. 이 논문에서는 분포변화 검정을 위한 두가지 방법을 자세히 살펴보고 기존 연구의 결과를 정리한다. 여러 확률모형을 가정하고 분포변화 검정에 대한 모의 실험을 실시하여 두 방법에 대한 이론적 극한 성질이잘 성립하는가를 살펴본다. 검정력 비교를 통하여 모형에 따른 적절한 변화점 분석 방법을 알아본다.

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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    • 제7권2호
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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.

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

  • 김영화;남현재;김준모;선철
    • 한국항공우주학회지
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    • 제49권6호
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    • pp.457-464
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    • 2021
  • 위성발사체에 심각한 진동하중을 발생시키는 버펫 현상을 해석하기 위하여, CFD 해석과 반경험식을 결합하여 천음속 영역 해머헤드 발사체에서 발생할 수 있는 압력섭동을 예측하였다. RANS 해석을 수행하여 충격파 진동 영역, 박리영역, 박리 재부착 지점 등을 확인하였으며, 경계층 두께, 배제 두께, 경계층 끝단에서의 유동 정보를 계산하였다. RANS 결과와 공간 분포를 고려한 반경험식을 결합하여 해머헤드 페어링 주위의 압력 섭동과 파워스펙트럼을 예측하였고 시험 결과와 비교하였다.

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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    • 제8권6호
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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.

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

  • 김세윤;김성호
    • 제어로봇시스템학회논문지
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    • 제17권11호
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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.

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

  • 양동우
    • 지식경영연구
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    • 제7권1호
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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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구역전기사업의 환경분석을 평가를 통한 분산형전원개발 촉진방안에 관한 연구 (A Study on Measures to Boost the Development of Distributed Generation through Analysis and assessment of the District Electricity Power Business Environment)

  • 김수철;유왕진
    • 전기학회논문지
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    • 제58권7호
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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.