• 제목/요약/키워드: Exponential family

검색결과 69건 처리시간 0.022초

PDE-PRESERVING PROPERTIES

  • PETERSSON HENRIK
    • 대한수학회지
    • /
    • 제42권3호
    • /
    • pp.573-597
    • /
    • 2005
  • A continuous linear operator T, on the space of entire functions in d variables, is PDE-preserving for a given set $\mathbb{P}\;\subseteq\;\mathbb{C}|\xi_{1},\ldots,\xi_{d}|$ of polynomials if it maps every kernel-set ker P(D), $P\;{\in}\;\mathbb{P}$, invariantly. It is clear that the set $\mathbb{O}({\mathbb{P}})$ of PDE-preserving operators for $\mathbb{P}$ forms an algebra under composition. We study and link properties and structures on the operator side $\mathbb{O}({\mathbb{P}})$ versus the corresponding family $\mathbb{P}$ of polynomials. For our purposes, we introduce notions such as the PDE-preserving hull and basic sets for a given set $\mathbb{P}$ which, roughly, is the largest, respectively a minimal, collection of polynomials that generate all the PDE-preserving operators for $\mathbb{P}$. We also describe PDE-preserving operators via a kernel theorem. We apply Hilbert's Nullstellensatz.

가속수명시험을 위한 경제적 일정스트레스 계획의 개발 (Economic Constant Stress Plans for Accelerated Life Testing)

  • 서순근;김갑석
    • 대한산업공학회지
    • /
    • 제25권4호
    • /
    • pp.517-526
    • /
    • 1999
  • This paper deals with two economic optimal designs of constant-stress accelerated life test(ALT) where failure distribution follows one of location-scale family, i. e., exponential, Weibull, and lognormal distributions which have been ones of the popular choices of failure distributions. Two optimization criteria to develop ALT plans are the statistical efficiency per unit expected cost which consists of the fixed test cost, cost being proportional to the number of test units, and variable test cost depending on test period and stress level, and the expected loss which combines Taguchi's quadratic loss function and expected test cost. Optimum plan determines the low stress level, test units allocated to each stress, and censoring times at two stress levels under Type I censoring. The proposed ALT plans are illustrated with a numerical example and sensitivity analyses are conducted to study effects of pre-estimates of design parameters.

  • PDF

An Intrusion Detection Method Based on Changes of Antibody Concentration in Immune Response

  • Zhang, Ruirui;Xiao, Xin
    • Journal of Information Processing Systems
    • /
    • 제15권1호
    • /
    • pp.137-150
    • /
    • 2019
  • Although the research of immune-based anomaly detection technology has made some progress, there are still some defects which have not been solved, such as the loophole problem which leads to low detection rate and high false alarm rate, the exponential relationship between training cost of mature detectors and size of self-antigens. This paper proposed an intrusion detection method based on changes of antibody concentration in immune response to improve and solve existing problems of immune based anomaly detection technology. The method introduces blood relative and blood family to classify antibodies and antigens and simulate correlations between antibodies and antigens. Then, the method establishes dynamic evolution models of antigens and antibodies in intrusion detection. In addition, the method determines concentration changes of antibodies in the immune system drawing the experience of cloud model, and divides the risk levels to guide immune responses. Experimental results show that the method has better detection performance and adaptability than traditional methods.

ON THE EXISTENCE OF THE TWEEDIE POWER PARAMETER IMPLICIT ESTIMATOR

  • Ghribi, Abdelaziz;Hassin, Aymen;Masmoudi, Afif
    • 대한수학회보
    • /
    • 제59권4호
    • /
    • pp.979-991
    • /
    • 2022
  • A special class of exponential dispersion models is the class of Tweedie distributions. This class is very significant in statistical modeling as it includes a number of familiar distributions such as Gaussian, Gamma and compound Poisson. A Tweedie distribution has a power parameter p, a mean m and a dispersion parameter 𝜙. The value of the power parameter lies in identifying the corresponding distribution of the Tweedie family. The basic objective of this research work resides in investigating the existence of the implicit estimator of the power parameter of the Tweedie distribution. A necessary and sufficient condition on the mean parameter m, suggesting that the implicit estimator of the power parameter p exists, was established and we provided some asymptotic properties of this estimator.

Fitting acyclic phase-type distributions by orthogonal distance

  • Pulungan, Reza;Hermanns, Holger
    • Advances in Computational Design
    • /
    • 제7권1호
    • /
    • pp.37-56
    • /
    • 2022
  • Phase-type distributions are the distributions of the time to absorption in finite and absorbing Markov chains. They generalize, while at the same time, retain the tractability of the exponential distributions and their family. They are widely used as stochastic models from queuing theory, reliability, dependability, and forecasting, to computer networks, security, and computational design. The ability to fit phase-type distributions to intractable or empirical distributions is, therefore, highly desirable for many practical purposes. Many methods and tools currently exist for this fitting problem. In this paper, we present the results of our investigation on using orthogonal-distance fitting as a method for fitting phase-type distributions, together with a comparison to the currently existing fitting methods and tools.

지수형 충격력을 받는 시스템의 에너지보존 알고리듬 (The Energy Conserving Algorithm of the System Acted by an Exponential Impact Force)

  • 윤성호
    • 한국전산구조공학회논문집
    • /
    • 제16권3호
    • /
    • pp.311-319
    • /
    • 2003
  • 본 연구에서는 지수형 함수로 표현된 비선형 충격력을 받는 시스템의 동적 응답 정밀도를 향상시키고자 선형 충격력의 경우와 비교ㆍ검토하였다. Newmark 계열의 중앙법 알고리듬이 사다리꼴법과 같이 충격력이 없는 경우 모멘텀과 에너지 보존을 성립하도록 유도되었다. 중앙법, 사다리꼴법, 시간구간 종점 평가법((n+1)점 방법)을 선형 충격력에 적용하면 적분간격의 크기에 상관없이 보존성질을 만족하나, 비선형 충격력의 경우 모멘텀과 에너지 보존 상수값이 과소 또는 과대평가 되어졌다. 이러한 오차를 제거하고자 시간간격을 늘리면서 평가함수의 개수를 최소로 하는 다단계 방법중의 하나인 Simpson 1/3법을 사용하여 보존상수값의 정밀도를 향상시켰다. 아울러 유한회전을 포함한 유한운동을 해석할 때에도 제안된 알고리듬이 확정ㆍ적용될 가능성을 보여주고 있다.

가산자료(count data)의 과산포 검색: 일반화 과정 (Overdispersion in count data - a review)

  • 김병수;오경주;박철용
    • 응용통계연구
    • /
    • 제8권2호
    • /
    • pp.147-161
    • /
    • 1995
  • 생검실험에서는 다산을 통해 번식하는 쥐와 같은 설치류 동물들을 실험대상으로 하여 이항분포나 포아송분포 하에서 가산자료(count data)를 많이 생성한다. 다산을 통해 태어난 동물들을 독립적인 실험대상으로 간주하여 자료분석을 하면, 同腹仔 효과로 인해 기존의 평균과 분산사이의 관계를 벗어나는 과산포현상이 종종 나타난다. 이러한 현상을 무시했을 때 모수추정치에 대한 분산을 과소추정하고, 이로 인하여 가설검정에서 낮은 검정력을 갖게 된다. 이러한 문제점을 해결하기 위하여 최근 10년간 과산포현상을 검색하는 통계량들과 과산포를 반영하는 모형들이 제시되었는데, 이를 개관하고 이러한 절차들의 일반화 과정을 자료 유형별로 비교분석한다.

  • PDF

PROBABILISTIC ANALYSIS OF A SYSTEM CONSISTING OF TWO SUBSYSTEMS IN THE SERIES CONFIGURATION UNDER COPULA REPAIR APPROACH

  • Raghav, Dhruv;Pooni, P.K.;Gahlot, Monika;Singh, V.V.;Ayagi, Hamisu Ismail;Abdullahi, Ameer Hassan
    • 한국수학교육학회지시리즈B:순수및응용수학
    • /
    • 제27권3호
    • /
    • pp.137-155
    • /
    • 2020
  • Redundancy is commonly employed to improve system reliability. In most situations, components in the standby configurations are assumed statistically similar but independent. In many realistic models, all parts in standby are not treated as identical as they have different failure possibilities. The operational structure of the system has subsystem-1 with five identical components working under 2-out-of-5: G; policy, and the subsystem-2 has two units and functioning under 1-out-of-2: G; policy. Failure rates of units of subsystems are constant and assumed to follow an exponential distribution. Computed results give a new aspect to the scientific community to adopt multi-dimension repair in the form of the copula.

Forecasting Volatility of Stocks Return: A Smooth Transition Combining Forecasts

  • HO, Jen Sim;CHOO, Wei Chong;LAU, Wei Theng;YEE, Choy Leng;ZHANG, Yuruixian;WAN, Cheong Kin
    • The Journal of Asian Finance, Economics and Business
    • /
    • 제9권10호
    • /
    • pp.1-13
    • /
    • 2022
  • This paper empirically explores the predicting ability of the newly proposed smooth transition (ST) time-varying combining forecast methods. The proposed method allows the "weight" of combining forecasts to change gradually over time through its unique feature of transition variables. Stock market returns from 7 countries were applied to Ad Hoc models, the well-known Generalized Autoregressive Conditional Heteroskedasticity (GARCH) family models, and the Smooth Transition Exponential Smoothing (STES) models. Of the individual models, GJRGARCH and STES-E&AE emerged as the best models and thereby were chosen for constructing the combined forecast models where a total of nine ST combining methods were developed. The robustness of the ST combining forecasts is also validated by the Diebold-Mariano (DM) test. The post-sample forecasting performance shows that ST combining forecast methods outperformed all the individual models and fixed weight combining models. This study contributes in two ways: 1) the ST combining methods statistically outperformed all the individual forecast methods and the existing traditional combining methods using simple averaging and Bates & Granger method. 2) trading volume as a transition variable in ST methods was superior to other individual models as well as the ST models with single sign or size of past shocks as transition variables.

K562 세포의 방사선 감수성 변화에 영향을 미치는 신호전달인자 (Signal Transduction Factors on the Modulation of Radiosusceptibility in K562 Cells)

  • 양광모;윤선민;정수진;장지연;조월순;도창호;유여진;신영철;이형식;허원주;임영진;정민호
    • Radiation Oncology Journal
    • /
    • 제21권3호
    • /
    • pp.227-237
    • /
    • 2003
  • 목적: 만성 골수성 백혈병 세포인 K562 세포주는 방사선 및 다양한 항암제에 대한 apoptosis에 저항성을 가진다. 지난 연구에서 K562 세포는 방사선에 대하여 내성반응을 보이며, 세포내 PTK의 작용을 억제하고자 방사선 조사와 함께 투여한 herbimycin A (HMA)에 의하여 방사선에 대한 apoptosis와 같은 감수성반응이 유도되는 반면, genistein에 의하여 방사선에 대한 apoptosis 반응이 저해됨을 확인하였다. 본 연구에서는 타이로신 인산화효소 억제에 의한 K562 세포의 방사선 반응변화를 조절하는 신호전달경로를 조사하였다. 대상 및 방법: K562 세포를 지수증식기의 세포들만 선택하여 실험에 이용하였다. 방사선조사는 6 MeV 선형가속기(Clinac 1800C, Varian)를 이 용하여 $200\~300$ cGy/min 선량률로 $0.5\~12 $ Gy를 균일하게 조사하였다. HMA와 genistein은 각각 $0.25/muM,\;25\muM$을 방사선 조사 후 즉시 투여하였다. 실험에서 신호전달 경로로 abl kinase, MAPK family, NF-kB, c-fos, c-myc, thymidine kinase1 (TK1) 등에서의 단백질 또는 유전자 발현 및 활성을 조사하였다. 또한 약제 투여에 따른 유전자 발현차이(differential gene expression)를 조사하였다. 결과: Abl kinase의 발현 및 활성 변화를 조사하였으나 PTK 저해제에 의한 방사선 유도 세포사의 변화와의 연관성을 찾을 수 없었다. 세포 생존 및 사멸의 신호전달체계에서 주요 조절과정인 MAPK family의 관여 여부 확인에서 방사선으로 인한 SAPK/JNK의 활성화의 유도가 관찰되었으나, PTK 저해제에 따른 변화는 없었으며, 또한 MAPK/ERK와 p38 MAPK 활성은 모든 조건에서 변함 없이 일정하였다. 전사인자 활성화에 대한 조사에서 방사선 조사와 함께 genistein을 투여한 경우에 NF-kB활성이 증가하였다. 유전자 발현 차이의 조사에서 genistein 투여에 의한 TK 1 유전자 발현 및 단백질 활성이 증가하였다. 결론: PTK 억제에 의한 K562 세포의 방사선에 대한 반응 변화는 bcrabl kinase 활성과는 무관하게 진행되며, MAPK family 경로 외의 다른 경로를 통한 전사인자 활성화 과정이 연관되어 있음을 확인하였다.