• 제목/요약/키워드: Estimating variability

검색결과 116건 처리시간 0.028초

제철원료 운송시장의 변동성 전이 분석에 대한 연구 (A Study on the Volatility Transition of Steel Raw Material Transport Market)

  • 황요평;오예은;박근식
    • 무역학회지
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    • 제47권4호
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    • pp.215-231
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    • 2022
  • Analysis and forecasting of the Baltic Capsize Index (BCI) is important for managing an entity's losses and risks from the uncertainty and volatility of the fast-changing maritime transport market in the future. This study conducted volatility transition analysis through the GARCH model, using BCI which is highly related to steel raw materials. As for the data, 2,385 monthly data were used from March 1999 to March 2021. In this study, after basic statistical analysis, unit root and cointegration test, the GARCH, EGARCH, and DCC-GARCH models were used for volatility transition analysis. As the results of GARCH and EGARCH model, we confirmed that all variables had no autocorrelation between the standardized residuals for error terms and the square of residuals, that the variability of all variables at this time was likely to persist in the future, and that the variability of the time-series error term impact according to Iron ore trade (IoT). In addition, through the EGARCH model, the magnitude convenience of all variables except the Iron ore price (IOP) and Capesize bulk fleet (BCF) variables was greater than the positive value (+). As a result of analyzing the DCC-GARCH (1,1) model, partial linear combinations were confirmed over the entire period. Estimating the effect of variability transition on BCF and C5 with statistically significant linear combinations with BCI confirmed that the impact of BCF on BCI was greater than the impact of BCI itself.

Computing-Inexpensive Matrix Model for Estimating the Threshold Voltage Variation by Workfunction Variation in High-κ/Metal-gate MOSFETs

  • Lee, Gyo Sub;Shin, Changhwan
    • JSTS:Journal of Semiconductor Technology and Science
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    • 제14권1호
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    • pp.96-99
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    • 2014
  • In high-${\kappa}$/metal-gate (HK/MG) metal-oxide-semiconductor field-effect transistors (MOSFETs) at 45-nm and below, the metal-gate material consists of a number of grains with different grain orientations. Thus, Monte Carlo (MC) simulation of the threshold voltage ($V_{TH}$) variation caused by the workfunction variation (WFV) using a limited number of samples (i.e., approximately a few hundreds of samples) would be misleading. It is ideal to run the MC simulation using a statistically significant number of samples (>~$10^6$); however, it is expensive in terms of the computing requirement for reasonably estimating the WFV-induced $V_{TH}$ variation in the HK/MG MOSFETs. In this work, a simple matrix model is suggested to implement a computing-inexpensive approach to estimate the WFV-induced $V_{TH}$ variation. The suggested model has been verified by experimental data, and the amount of WFV-induced $V_{TH}$ variation, as well as the $V_{TH}$ lowering is revealed.

벼의 분광반사율과 엽면적지수(LAI)를 이용한 식생정보 (Vegetation Information by spectral reflectance and Leaf Area Index (LAI) of Rice)

  • 신용희;박종화;이상혁;박민서
    • 한국농공학회:학술대회논문집
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    • 한국농공학회 2002년도 학술발표회 발표논문집
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    • pp.25-28
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    • 2002
  • The aim of the present study was the evaluation of methods for estimating the vegetation information in the field on the basis of spectral reflectance measured farm field, in particular the estimation of Leaf Area Index(LAI). Variability in tissue optical properties was wavelength-dependent. For rice and bean, the lowest variation was in the visible spectral region and the highest in the near-infrared. The structural attributes of ecosystems determine the relative contribution of tissue and canopy factors that drive variation in a reflectance signal.

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이산 사건 시뮬레이션을 활용한 건설공정 CO2 배출량 추정 시스템 (An Estimating System for the CO2 Emissions using Discrete Event Simulation)

  • 이창용;곽한성;이동은
    • 한국건축시공학회:학술대회논문집
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    • 한국건축시공학회 2014년도 춘계 학술논문 발표대회
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    • pp.196-197
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    • 2014
  • Low carbon construction is an important operation management goal such as cost, time, and quality in construction community. This paper introduces a system which measures the variability of carbon dioxide amounts. First, this system allows creating construction operation models of which the level of detail is breakdown into the work task level. Second, the system implements sensitivity analysis along with a ranges of resources that are allocated in an operation model. It facilitates to find the optimal resource combination using the operation performances such as the amount of emissions, operation completion time, and cost. Lastly, it identifies the best fit probability distribution functions of performance criteria given a certain resource combination. It allows project manager to query the percentages to complete the operation within a limitation specified by the system users.

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수리실험에 의한 조력발전용 수문의 유량계수 산정에 관한 고찰 (Study on the Estimation of Discharge Coefficient of Sluice for Tidal Power Generation by Performing Physical Experiment)

  • 오상호;이광수;이달수;장세철
    • 한국신재생에너지학회:학술대회논문집
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    • 한국신재생에너지학회 2011년도 추계학술대회 초록집
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    • pp.160.1-160.1
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    • 2011
  • In this study, the influence of methodology of assessing water levels on the discharge coefficient of sluice for tidal power generation was investigated. A physical experiment was performed in a planar open channel by installing 1/70 scale model of the sluice caisson in the planar open channel. In front of and behind the sluice model, sloping bathymetry was made to reproduce corresponding field condition. By analyzing the experimental results, it was found that the location of measuring water levels significantly affects the estimates of the discharge coefficient, due to the variability of the parameter according to the head difference between the measuring locations. Therefore, it is necessary to be careful in estimating and utilizing the discharge coefficient in the relevant study of a tidal power generation.

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Optimal Service Contract Policies for Outsourcing Maintenance Service of Assets to the Service Providers

  • Rahman, Anisur;Chattopadhyay, Gopinath
    • International Journal of Reliability and Applications
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    • 제8권2호
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    • pp.183-197
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    • 2007
  • There is a growing trend for asset intensive industries to outsource maintenance services of their complex assets since outsourcing through service contract reduces upfront investments in infrastructure, expertise and specialised maintenance facilities. Estimation of costs for such contracts is complex and it is important to the user and the service providers for economic variability. The service provider's profit is influenced by many factors such as the terms of the contract, reliability of asset, and the servicing strategies, costs of resources needed to carryout maintenance. There is a need to develop mathematical models for understanding future costs to build it into the contract price. Three policies for service contracts are proposed in this paper considering the concepts of outsourcing maintenance service of assets to the service providers. Conceptual models are developed for estimating servicing costs of outsourcing through service contracts by considering time dependent failure mode.

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Constraining the uncertainties in single-epoch virial black hole masses

  • 박대성;우종학
    • 천문학회보
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    • 제36권1호
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    • pp.49.1-49.1
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    • 2011
  • Utilizing single-epoch spectra and the empirical relation between the size of the broad-line region and AGN continuum luminosity, the so-called single-epoch method has been widely used for estimating AGN black hole masses. However, the systematic uncertainties and the potential biases of this method are not well examined. Taking the full advantage of the high-quality homogeneous spectra from the Lick AGN Monitoring Project (LAMP), we investigate in detail the uncertainties of single-epoch mass estimates by comparing with the reverberation-mapping results. We find that the uncertainty due to AGN variability is less than 0.1 dex, while there is a systematic offset between single-epoch masses and reverberation masses. Particularly, narrow-line Seyfert 1 galaxies show that the Hbeta line widths measured from single-epoch (or mean) spectra are systematically larger than those from rms spectra, indicating a potential bias of single-epoch masses. We will present the detailed measurement method, the test of virial assumption, and the systematic uncertainties.

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A Variational Model For Longitudinal Brain Tissue Segmentation

  • Tang, Mingjun;Chen, Renwen;You, Zijuan
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제16권11호
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    • pp.3479-3492
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    • 2022
  • Longitudinal quantification of brain changes due to development, aging or disease plays an important role in the filed of personalized-medicine applications. However, due to the temporal variability in shape and different imaging equipment and parameters, estimating anatomical changes in longitudinal studies is significantly challenging. In this paper, a longitudinal Magnetic Resonance(MR) brain image segmentation algorithm proposed by combining intensity information and anisotropic smoothness term which contain a spatial smoothness constraint and longitudinal consistent constraint into a variational framework. The minimization of the proposed energy functional is strictly and effectively derived from a fast optimization algorithm. A large number of experimental results show that the proposed method can guarantee segmentation accuracy and longitudinal consistency in both simulated and real longitudinal MR brain images for analysis of anatomical changes over time.

자료생성방법을 사용한 강우의 공간분포가 첨두유량의 변동성에 미치는 영향에 대한 실험적 연구 (Experimental study of rainfall spatial variability effect on peak flow variability using a data generation method)

  • 김남원;신문주
    • 한국수자원학회논문집
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    • 제50권6호
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    • pp.359-371
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    • 2017
  • 본 연구에서는 안동댐유역을 대상으로 분포형 모형과 미계측유역 자료생성방법인 공간확장자료 생성방법을 사용하여 47개 미계측유역에 대해 홍수유출 시계열자료를 생성하고 3개 관측유역을 포함한 총 50개 유역에 대해 첨두유량을 추출하여 분석함으로써 강우의 공간분포가 유출에 미치는 영향을 실제유역과 실제사상에 대해 자세히 분석하였다. 20개 사상에 대해 GRM 모형의 매개변수 보정 및 검증결과 적절한 모형효율 통계결과를 얻었다. 이 추정된 매개변수와 실제강우(강우의 공간분포를 고려한 강우) 및 공간평균강우(실제강우를 공간적으로 평균한 강우)를 사용하여 50개 유역의 홍수유출 시계열자료를 생성하였으며 이 시계열 자료 중 첨두유량을 추출하여 분석한 결과 공간평균강우에 의한 첨두유량의 분포는 실제강우에 의한 첨두유량의 분포와 차이가 있었다. 강우의 분포가 유역전반에 비슷한 경우에는 실제강우와 공간평균강우에 의한 첨두유량의 분포가 비슷하거나 약간의 차이가 있었다. 하지만 호우가 상류 또는 하류방향으로 이동하거나 강우가 무작위로 분포되는 경우에는 공간평균강우에 의한 첨두유량의 분포가 실제강우에 의한 첨두유량의 분포보다 크게 좁아지는 것을 보였다. 이러한 사상의 비율을 조사한 결과 강우의 공간적 변동성을 고려하지 않고 홍수유출을 모의한다면 약 35%의 사상에 대해서는 적절하지 않은 첨두유량 모의결과를 얻을 수 있는 것으로 조사되었다. 따라서 홍수량 산정 또는 수자원 설계 시 강우의 시간분포 뿐만 아니라 공간분포 또한 고려해야 한다. 계측유역과 미계측유역의 첨두유량의 관계를 조사한 결과 낙동강 지류들에 위치한 미계측유역들의 첨두유량들은 그 크기가 넓게 분포됨에 따라 계측유역의 첨두유량을 사용하여 생성한 power law 관계를 이 미계측유역들의 첨두유량 추정 시 사용할 수 없었다. 또한 계측유역들의 첨두유량 또는 미계측유역 중 상하류로 연결된 비독립적인 소유역들의 첨두유량간에는 power law 가 존재하였으나 낙동강 지류들에 위치한 독립된 소유역들의 첨두유량들 간에는 상관관계가 없었다.

시공간적 변동성을 고려한 무심천 유역의 지하수 함양량 추정 (The Estimation of Groundwater Recharge with Spatial-Temporal Variability at the Musimcheon Catchment)

  • 김남원;정일문;원유승;이정우;이병주
    • 한국지하수토양환경학회지:지하수토양환경
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    • 제11권5호
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    • pp.9-19
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    • 2006
  • 지하수 함양량을 정확하게 산정하는 것은 지하수계의 적절한 관리를 위해서 매우 중요하다. 국내에서 주로 사용되는 지하수 함양량 추정방법은 지하수위 변동법, 기저유출 분리법, 연단위 물수지 분석법 등이 있다. 그러나, 이들 방법은 집중형 개념을 기반으로 하거나 국지적인 규모로 다뤄지기 때문에 기후조건, 토지이용, 토양조건, 수리지질학적 비균질성에 의한 함양량의 시공간적 변동성을 반영할 수 없다. 따라서 본 연구에서는 유역내의 토양 및 토지이용에 따른 비균질성을 반영할 수 있는 SWAT 모형을 이용하여 시공간적 변동성을 고려한 지하수 함양량을 산정하는 방법을 제시하였다. SWAT 모형은 유역내 일단위 지표면 유출량, 증발산량, 토양저류량, 함양량, 지하수유출량 등의 수문성분을 계산할 수 있는 모형이다. 본 연구에서는 SWAT 모형을 미호천 유역의 최상류인 무심천 유역에 적용하였다. 2001년-2004년까지의 기간동안 지하수 함양량을 포함한 유역의 일단위 수문성분들을 모의하였으며, 유역출구점에서의 실측 일유춘자료와 모의 일유출자료의 비교를 통해서 모의결과의 유효성을 검토하였다. 지하수 함양량의 시공간적 변화를 분석한 결과, 지하수 함양량의 변동성은 토지이용도 뿐만 아니라, 유역경사와 같은 지형인자에도 큰 영향을 받는 것으로 분석되었다.