• Title/Summary/Keyword: Function model

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Length-biased Rayleigh distribution: reliability analysis, estimation of the parameter, and applications

  • Kayid, M.;Alshingiti, Arwa M.;Aldossary, H.
    • International Journal of Reliability and Applications
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    • v.14 no.1
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    • pp.27-39
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    • 2013
  • In this article, a new model based on the Rayleigh distribution is introduced. This model is useful and practical in physics, reliability, and life testing. The statistical and reliability properties of this model are presented, including moments, the hazard rate, the reversed hazard rate, and mean residual life functions, among others. In addition, it is shown that the distributions of the new model are ordered regarding the strongest likelihood ratio ordering. Four estimating methods, namely, method of moment, maximum likelihood method, Bayes estimation, and uniformly minimum variance unbiased, are used to estimate the parameters of this model. Simulation is used to calculate the estimates and to study their properties. Finally, the appropriateness of this model for real data sets is shown by using the chi-square goodness of fit test and the Kolmogorov-Smirnov statistic.

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Comparison of Deep Learning Loss Function Performance for Medical Video Biomarker Extraction (의료 영상 바이오마커 추출을 위한 딥러닝 손실함수 성능 비교)

  • Seo, Jin-beom;Cho, Young-bok
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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    • 2021.05a
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    • pp.72-74
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    • 2021
  • The deep learning process currently utilized in various fields consists of data preparation, data preprocessing, model generation, model learning, and model evaluation. In the process of model learning, the loss function compares the value of the model with the actual value and outputs the difference. In this paper, we analyze various loss functions used in the deep learning model for biomarker extraction, which measure the degree of loss of neural network output values, and try to find the best loss function through experiments.

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Improvement of PM10 Forecasting Performance using Membership Function and DNN (멤버십 함수와 DNN을 이용한 PM10 예보 성능의 향상)

  • Yu, Suk Hyun;Jeon, Young Tae;Kwon, Hee Yong
    • Journal of Korea Multimedia Society
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    • v.22 no.9
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    • pp.1069-1079
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    • 2019
  • In this study, we developed a $PM_{10}$ forecasting model using DNN and Membership Function, and improved the forecasting performance. The model predicts the $PM_{10}$ concentrations of the next 3 days in the Seoul area by using the weather and air quality observation data and forecast data. The best model(RM14)'s accuracy (82%, 76%, 69%) and false alarm rate(FAR:14%,33%,44%) are good. Probability of detection (POD: 79%, 50%, 53%), however, are not good performance. These are due to the lack of training data for high concentration $PM_{10}$ compared to low concentration. In addition, the model dose not reflect seasonal factors closely related to the generation of high concentration $PM_{10}$. To improve this, we propose Julian date membership function as inputs of the $PM_{10}$ forecasting model. The function express a given date in 12 factors to reflect seasonal characteristics closely related to high concentration $PM_{10}$. As a result, the accuracy (79%, 70%, 66%) and FAR (24%, 48%, 46%) are slightly reduced in performance, but the POD (79%, 75%, 71%) are up to 25% improved compared with those of the RM14 model. Hence, this shows that the proposed Julian forecast model is effective for high concentration $PM_{10}$ forecasts.

The software quality measurement based on software reliability model (소프트웨어 신뢰성 모델링 기반 소프트웨어 품질 측정)

  • Jung, Hye-Jung
    • Journal of the Korea Convergence Society
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    • v.10 no.4
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    • pp.45-50
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    • 2019
  • This study proposes a method to measure software reliability according to software reliability measurement model to measure software reliability. The model presented in this study uses the distribution of Non - Homogeneous Poisson Process and presents a measure of the software reliability of the presented model. As a method to select a suitable software reliability growth model according to the presented model, we have studied a method of proposing an appropriate software reliability function by calculating the mean square error according to the estimated value of the reliability function according to the software failure data. In this study, we propose a reliability function to measure the software quality and suggest a method to select the software reliability function from the viewpoint of minimizing the error of the estimation value by applying the failure data.

ASYMPTOTIC ANALYSIS FOR PORTFOLIO OPTIMIZATION PROBLEM UNDER TWO-FACTOR HESTON'S STOCHASTIC VOLATILITY MODEL

  • Kim, Jai Heui;Veng, Sotheara
    • East Asian mathematical journal
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    • v.34 no.1
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    • pp.1-16
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    • 2018
  • We study an optimization problem for hyperbolic absolute risk aversion (HARA) utility function under two-factor Heston's stochastic volatility model. It is not possible to obtain an explicit solution because our financial market model is complicated. However, by using asymptotic analysis technique, we find the explicit forms of the approximations of the optimal value function and the optimal strategy for HARA utility function.

Statistical Analysis of Transfer Function Models with Conditional Heteroscedasticity

  • Baek, J.S.;Sohn, K.T.;Hwang, S.Y.
    • Journal of the Korean Statistical Society
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    • v.31 no.2
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    • pp.199-212
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    • 2002
  • This article introduces transfer function model (TFM) with conditional heteroscedasticity where ARCH concept is built into the traditional TFM of Box and Jenkins (1976). Model building strategies such as identification, estimation and diagnostics of the model are discussed and are illustrated via empirical study including simulated data and real data as well. Comparisons with the classical TFM are also made.

Discount Survival Models

  • Shim, Joo-Y.;Sohn, Joong-K.
    • Journal of the Korean Data and Information Science Society
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    • v.7 no.2
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    • pp.227-234
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    • 1996
  • The discount survival model is proposed for the application of the Cox model on the analysis of survival data with time-varying effects of covariates. Algorithms for the recursive estimation of the parameter vector and the retrospective estimation of the survival function are suggested. Also the algorithm of forecasting of the survival function of individuals of specific covariates in the next time interval based on the information gathered until the end of a certain time interval is suggested.

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Non-parametric Density Estimation with Application to Face Tracking on Mobile Robot

  • Feng, Xiongfeng;Kubik, K.Bogunia
    • 제어로봇시스템학회:학술대회논문집
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    • 2001.10a
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    • pp.49.1-49
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    • 2001
  • The skin color model is a very important concept in face detection, face recognition and face tracking. Usually, this model is obtained by estimating a probability density function of skin color distribution. In many cases, it is assumed that the underlying density function follows a Gaussian distribution. In this paper, a new method for non-parametric estimation of the probability density function, by using feed-forward neural network, is used to estimate the underlying skin color model. By using this method, the resulting skin color model is better than the Gaussian estimation and substantially approaches the real distribution. Applications to face detection and face ...

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Repair Cost Estimation Model of the Building Exterior and Outdoor Facilities in Apartment Housing (공동주택 건물 외부공간 및 옥외시설의 공종별 수선비용 산정모델)

  • Lee, Kang-Hee;Chae, Chang-U
    • KIEAE Journal
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    • v.16 no.3
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    • pp.129-135
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    • 2016
  • Purpose: Building figuration is imperative to perceive the its value, environmental clean status and form. Therefore, maintenance activities of the building exterior are required to keep the housing condition and value. Each household should pay the repair cost which is brought out in the future. For this repair cost, the estimation model would needed to forecast and provide the required cost. This study aimed at providing the estimation model of the repair cost, using the repair survey data between the 2011 and 2014 in Seoul. Method: For these, it took various estimation function of repair cost such as 1st function, inverse function and so on. These above functions would be applied into the building exterior and outdoor facilities which figure the building shape and characteristics. Result: Results of this study are shown ; First, among 11 estimation models, the power function has a better statistics and goodness-of-fit than any other models. Second, the estimation model with a variable of household has a pattern in upward to the right. On the contrary, the model with management area is little downward to the right. Both of them are depended on the estimated parameter of the power function and the parameter smaller than 1.

An Empirical Study of SW Size Estimation by using Function Point (기능점수를 이용한 소프트웨어 규모추정 실증연구)

  • Kim, Seung Kwon;Lee, Jong Moo;Park, Ho In
    • Journal of Korea Society of Digital Industry and Information Management
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    • v.7 no.2
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    • pp.115-125
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    • 2011
  • An accurate estimation of software development size is an important factor in calculating reasonable cost of project development and determining its success. In this study, we propose estimation models, using function point based on the functional correlation between software, with empirical data. Three models($FP_{est}(I)$, $FP_{est}(II)$, $FP_{est}(III)$) are developed with correlation and regression analysis. The validity of the models is evaluated by the significance test by comparing values of Mean Magnitude of Relative Error (MMRE) and predictions of each model at level n%. Model $FP_{est}(III)$ proved to be superior to other models such as IFPC(Indicative Function Point Count), EFPC(Estimated Function Point Count), EPFS(Early Prediction of Function Size), $FP_{est}(I)$, and $FP_{est}(II)$. As a result, the accuracy of the model appears to be very high to determine the usefulness of the model to finally overcome weakness of other estimation models. The model can be efficiently used to estimate project development size including software size or manpower allocation.