• Title/Summary/Keyword: Gaussian linear model

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Review of Spatial Linear Mixed Models for Non-Gaussian Outcomes (공간적 상관관계가 존재하는 이산형 자료를 위한 일반화된 공간선형 모형 개관)

  • Park, Jincheol
    • The Korean Journal of Applied Statistics
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    • v.28 no.2
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    • pp.353-360
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    • 2015
  • Various statistical models have been proposed over the last decade for spatially correlated Gaussian outcomes. The spatial linear mixed model (SLMM), which incorporates a spatial effect as a random component to the linear model, is the one of the most widely used approaches in various application contexts. Employing link functions, SLMM can be naturally extended to spatial generalized linear mixed model for non-Gaussian outcomes (SGLMM). We review popular SGLMMs on non-Gaussian spatial outcomes and demonstrate their applications with available public data.

Linear prediction and z-transform based CDF-mapping simulation algorithm of multivariate non-Gaussian fluctuating wind pressure

  • Jiang, Lei;Li, Chunxiang;Li, Jinhua
    • Wind and Structures
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    • v.31 no.6
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    • pp.549-560
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    • 2020
  • Methods for stochastic simulation of non-Gaussian wind pressure have increasingly addressed the efficiency and accuracy contents to offer an accurate description of the extreme value estimation of the long-span and high-rise structures. This paper presents a linear prediction and z-transform (LPZ) based Cumulative distribution function (CDF) mapping algorithm for the simulation of multivariate non-Gaussian fluctuating wind pressure. The new algorithm generates realizations of non-Gaussian with prescribed marginal probability distribution function (PDF) and prescribed spectral density function (PSD). The inverse linear prediction and z-transform function (ILPZ) is deduced. LPZ is improved and applied to non-Gaussian wind pressure simulation for the first time. The new algorithm is demonstrated to be efficient, flexible, and more accurate in comparison with the FFT-based method and Hermite polynomial model method in two examples for transverse softening and longitudinal hardening non-Gaussian wind pressures.

Influence of non-Gaussian characteristics of wind load on fatigue damage of wind turbine

  • Zhu, Ying;Shuang, Miao
    • Wind and Structures
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    • v.31 no.3
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    • pp.217-227
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    • 2020
  • Based on translation models, both Gaussian and non-Gaussian wind fields are generated using spectral representation method for investigating the influence of non-Gaussian characteristics and directivity effect of wind load on fatigue damage of wind turbine. Using the blade aerodynamic model and multi-body dynamics, dynamic responses are calculated. Using linear damage accumulation theory and linear crack propagation theory, crack initiation life and crack propagation life are discussed with consideration of the joint probability density distribution of the wind direction and mean wind speed in detail. The result shows that non-Gaussian characteristics of wind load have less influence on fatigue life of wind turbine in the area with smaller annual mean wind speeds. Whereas, the influence becomes significant with the increase of the annual mean wind speed. When the annual mean wind speeds are 7 m/s and 9 m/s at hub height of 90 m, the crack initiation lives under softening non-Gaussian wind decrease by 10% compared with Gaussian wind fields or at higher hub height. The study indicates that the consideration of the influence of softening non-Gaussian characteristics of wind inflows can significantly decrease the fatigue life, and, if neglected, it can result in non-conservative fatigue life estimates for the areas with higher annual mean wind speeds.

Uncertainty Evaluation of the Estimated Release Rate for the Atmospheric Pollutant Using Monte Carlo Method (Monte Carlo 방법을 이용한 대기오염 배출률 예측의 불확실성 평가)

  • Jeong, Hyo-Joon;Kim, Eun-Han;Suh, Kyung-Suk;Hwang, Won-Tae;Han, Moon-Hee
    • Journal of Environmental Science International
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    • v.15 no.4
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    • pp.319-324
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    • 2006
  • Release rate is one of the important items for the environmental impact assessment caused by radioactive materials in case of an accidental release from the nuclear facilities. In this study, the uncertainty of the estimated release rate is evaluated using Monte Carlo method. Gaussian plume model and linear programming are used for estimating the release rate of a source material. Tracer experiment is performed at the Yeoung-Kwang nuclear site to understand the dispersion characteristics. The optimized release rate was 1.56 times rather than the released source as a result of the linear programming to minimize the sum of square errors between the observed concentrations of the experiment and the calculated ones using Gaussian plume model. In the mean time, 95% confidence interval of the estimated release rate was from 1.41 to 2.53 times compared with the released rate as a result of the Monte Carlo simulation considering input variations of the Gaussian plume model. We confirm that this kind of the uncertainty evaluation for the source rate can support decision making appropriately in case of the radiological emergencies.

How to Improve Classical Estimators via Linear Bayes Method?

  • Wang, Lichun
    • Communications for Statistical Applications and Methods
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    • v.22 no.6
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    • pp.531-542
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    • 2015
  • In this survey, we use the normal linear model to demonstrate the use of the linear Bayes method. The superiorities of linear Bayes estimator (LBE) over the classical UMVUE and MLE are established in terms of the mean squared error matrix (MSEM) criterion. Compared with the usual Bayes estimator (obtained by the MCMC method) the proposed LBE is simple and easy to use with numerical results presented to illustrate its performance. We also examine the applications of linear Bayes method to some other distributions including two-parameter exponential family, uniform distribution and inverse Gaussian distribution, and finally make some remarks.

Approximations of Optimal Calibration Experimental Designs Using Gaussian Influence Diagrams

  • Kim, Sung-Chul
    • Journal of the Korean Statistical Society
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    • v.22 no.2
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    • pp.219-234
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    • 1993
  • A measuring instrument must be calibrated for accurate inferences of an unknown quantity. Bayesian calibration designs with respect to squared error loss based on a linear model are discussed in Kim and Barlow (1992). In this paper, we consider approximations of the optimal calibration designs using the idea of Gaussian inflence diagrams. The approximation is evaluated by means of numerical calculations, where it is compared with the exact values from the numerical integration.

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Data Assimilation Techniques Applied to Estimate the Dispersion of the Pollutant in the Atmosphere (자료동화기술을 이용한 대기중 오염물질 확산평가)

  • 한문희;정효준;김은한;서경석;황원태;이선미
    • Proceedings of the Korean Radioactive Waste Society Conference
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    • 2004.06a
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    • pp.368-376
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    • 2004
  • The estimation of the diffusion coefficients of the Gaussian plume model and the release rate by assimilation of tracer-gas measurements on Younggwang site was tested. Diffusion coefficients were modified by linear programming of both the measurements and the simulated using the Gaussian plume model. The application of the modified diffusion coefficients improved the prediction ability of the Gaussian plume model on both 3 km and 8 km arc lines. And, the release rate of tracer gas was estimated using least squares method. The optimal source rate was estimated by minimizing the errors between the measured concentrations and the computed ones by the Gaussian plume model. The obtained release rate showed a good agreement with the real release rate of the Younggwang experiment in 24%.

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Instantaneous Frequency Estimation of the Gaussian Enveloped Linear Chirp Signal for Localizing the Faults of the Instrumental Cable in Nuclear Power Plant (가우시안 포락선 선형 첩 신호의 순시 주파수 추정을 통한 원전 내 계측 케이블의 고장점 진단 연구)

  • Lee, Chun Ku;Park, Jin Bae;Yoon, Tae Sung
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.62 no.7
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    • pp.987-993
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    • 2013
  • Integrity of the control and instrumental cables in nuclear power plant is important to maintain the stability of the nuclear power plants. In order to diagnose the integrity of the cables, the diagnostic methods based on reflectometry have been studied. The reflectometry is a non-destructive method and it is applicable to diagnose the live cables. We introduce a Gaussian enveloped linear chirp reflectometry to diagnose the cables in the nuclear power plants. In this paper, we estimate the instantaneous frequency of the Gaussian enveloped linear chirp signal by using the weighted robust least squares filtering to localize the impedance discontinuities in the class 1E instrumental cable.

Equivalence study of canonical correspondence analysis by weighted principal component analysis and canonical correspondence analysis by Gaussian response model (가중주성분분석을 활용한 정준대응분석과 가우시안 반응 모형에 의한 정준대응분석의 동일성 연구)

  • Jeong, Hyeong Chul
    • The Korean Journal of Applied Statistics
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    • v.34 no.6
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    • pp.945-956
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    • 2021
  • In this study, we considered the algorithm of Legendre and Legendre (2012), which derives canonical correspondence analysis from weighted principal component analysis. And, it was proved that the canonical correspondence analysis based on the weighted principal component analysis is exactly the same as Ter Braak's (1986) canonical correspondence analysis based on the Gaussian response model. Ter Braak (1986)'s canonical correspondence analysis derived from a Gaussian response curve that can explain the abundance of species in ecology well uses the basic assumption of the species packing model and then conducts generalized linear model and canonical correlation analysis. It is derived by way of binding. However, the algorithm of Legendre and Legendre (2012) is calculated in a method quite similar to Benzecri's correspondence analysis without such assumptions. Therefore, if canonical correspondence analysis based on weighted principal component analysis is used, it is possible to have some flexibility in using the results. In conclusion, this study shows that the two methods starting from different models have the same site scores, species scores, and species-environment correlations.

A Study for Recent Development of Generalized Linear Mixed Model (일반화된 선형 혼합 모형(GENERALIZED LINEAR MIXED MODEL: GLMM)에 관한 최근의 연구 동향)

  • 이준영
    • The Korean Journal of Applied Statistics
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    • v.13 no.2
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    • pp.541-562
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    • 2000
  • The generalized linear mixed model framework is for handling count-type categorical data as well as for clustered or overdispersed non-Gaussian data, or for non-linear model data. In this study, we review its general formulation and estimation methods, based on quasi-likelihood and Monte-Carlo techniques. The current research areas and topics for further development are also mentioned.

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