• Title/Summary/Keyword: Generalized Inverse

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The Effect of Uncertainty in Roughness and Discharge on Flood Inundation Mapping (조도계수와 유량의 불확실성이 홍수범람도 구축에 미치는 영향)

  • Jung, Younghun;Yeo, Kyu Dong;Kim, Soo Young;Lee, Seung Oh
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.33 no.3
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    • pp.937-945
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    • 2013
  • The accuracy of flood inundation maps is determined by the uncertainty propagated from all variables involved in the overall process including input data, model parameters and modeling approaches. This study investigated the uncertainty arising from key variables (flow condition and Manning's n) among model variables in flood inundation mapping for the Missouri River near Boonville, Missouri, USA. Methodology of this study involves the generalized likelihood uncertainty estimation (GLUE) to quantify the uncertainty bounds of flood inundation area. Uncertainty bounds in the GLUE procedure are evaluated by selecting two likelihood functions, which is two statistic (inverse of sum of squared error (1/SAE) and inverse of sum of absolute error (1/SSE)) based on an observed water surface elevation and simulated water surface elevations. The results from GLUE show that likelihood measure based on 1/SSE is more sensitive on observation than likelihood measure based on 1/SAE, and that the uncertainty propagated from two variables produces an uncertainty bound of about 2% in the inundation area compared to observed inundation. Based on the results obtained form this study, it is expected that this study will be useful to identify the characteristic of flood.

Value at Risk with Peaks over Threshold: Comparison Study of Parameter Estimation (Peacks over threshold를 이용한 Value at Risk: 모수추정 방법론의 비교)

  • Kang, Minjung;Kim, Jiyeon;Song, Jongwoo;Song, Seongjoo
    • The Korean Journal of Applied Statistics
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    • v.26 no.3
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    • pp.483-494
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    • 2013
  • The importance of financial risk management has been highlighted after several recent incidences of global financial crisis. One of the issues in financial risk management is how to measure the risk; currently, the most widely used risk measure is the Value at Risk(VaR). We can consider to estimate VaR using extreme value theory if the financial data have heavy tails as the recent market trend. In this paper, we study estimations of VaR using Peaks over Threshold(POT), which is a common method of modeling fat-tailed data using extreme value theory. To use POT, we first estimate parameters of the Generalized Pareto Distribution(GPD). Here, we compare three different methods of estimating parameters of GPD by comparing the performance of the estimated VaR based on KOSPI 5 minute-data. In addition, we simulate data from normal inverse Gaussian distributions and examine two parameter estimation methods of GPD. We find that the recent methods of parameter estimation of GPD work better than the maximum likelihood estimation when the kurtosis of the return distribution of KOSPI is very high and the simulation experiment shows similar results.

Relationship between Depression and Health Care Utilization (우울과 의료이용의 관계)

  • Hyo Eun Cho;Jun Hyup Lee
    • Health Policy and Management
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    • v.34 no.1
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    • pp.68-77
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    • 2024
  • Background: Depressive disorders can be categorized into daily depression and clinical depression. The experience of depressive disorder can increase health care utilization due to decreased treatment compliance and somatization. On the other hand, the clinical depression group may also experience social prejudice associated with the illness, which can limit their access to health care utilization. In terms of the significance of health care utilization as a factor in individual and social issues, this study aims to compare the health care utilization of the clinical depression group with that of the non-depressed group and the daily depression group. Methods: The analysis utilized the inverse probability of treatment weighting based on the generalized propensity score. Results: As a result of the analysis, clinical depression and daily depression were higher among women, low-income groups, individuals with low education levels, and so forth. The clinical depression group was also higher among individuals who were not economically active, did not have private health insurance, or had multiple chronic diseases. The number of outpatient department visits in the depression group was significantly higher than in the non-depressed group. In addition, the number of outpatient department visits for the clinical depression group was significantly higher than that for the daily depression group. Outpatient medical expenses were higher in the depression group than in the non-depressed group, and there was no significant difference between the clinical depression group and the daily depression group. Conclusion: Health care utilization was higher in the depression group than the non-depressed group, it was also higher in the clinical depression group than the daily depression group.

Estimation of Drought Rainfall by Regional Frequency Analysis Using L and LH-Moments (II) - On the method of LH-moments - (L 및 LH-모멘트법과 지역빈도분석에 의한 가뭄우량의 추정 (II)- LH-모멘트법을 중심으로 -)

  • Lee, Soon-Hyuk;Yoon , Seong-Soo;Maeng , Sung-Jin;Ryoo , Kyong-Sik;Joo , Ho-Kil;Park , Jin-Seon
    • Journal of The Korean Society of Agricultural Engineers
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    • v.46 no.5
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    • pp.27-39
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    • 2004
  • In the first part of this study, five homogeneous regions in view of topographical and geographically homogeneous aspects except Jeju and Ulreung islands in Korea were accomplished by K-means clustering method. A total of 57 rain gauges were used for the regional frequency analysis with minimum rainfall series for the consecutive durations. Generalized Extreme Value distribution was confirmed as an optimal one among applied distributions. Drought rainfalls following the return periods were estimated by at-site and regional frequency analysis using L-moments method. It was confirmed that the design drought rainfalls estimated by the regional frequency analysis were shown to be more appropriate than those by the at-site frequency analysis. In the second part of this study, LH-moment ratio diagram and the Kolmogorov-Smirnov test on the Gumbel (GUM), Generalized Extreme Value (GEV), Generalized Logistic (GLO) and Generalized Pareto (GPA) distributions were accomplished to get optimal probability distribution. Design drought rainfalls were estimated by both at-site and regional frequency analysis using LH-moments and GEV distribution, which was confirmed as an optimal one among applied distributions. Design rainfalls were estimated by at-site and regional frequency analysis using LH-moments, the observed and simulated data resulted from Monte Carlotechniques. Design drought rainfalls derived by regional frequency analysis using L1, L2, L3 and L4-moments (LH-moments) method have shown higher reliability than those of at-site frequency analysis in view of RRMSE (Relative Root-Mean-Square Error), RBIAS (Relative Bias) and RR (Relative Reduction) for the estimated design drought rainfalls. Relative efficiency were calculated for the judgment of relative merits and demerits for the design drought rainfalls derived by regional frequency analysis using L-moments and L1, L2, L3 and L4-moments applied in the first report and second report of this study, respectively. Consequently, design drought rainfalls derived by regional frequency analysis using L-moments were shown as more reliable than those using LH-moments. Finally, design drought rainfalls for the classified five homogeneous regions following the various consecutive durations were derived by regional frequency analysis using L-moments, which was confirmed as a more reliable method through this study. Maps for the design drought rainfalls for the classified five homogeneous regions following the various consecutive durations were accomplished by the method of inverse distance weight and Arc-View, which is one of GIS techniques.

Dynamical Electrical Impedance Tomography Based on the Regularized Extended Kalman Filter (조정 확장 칼만 필터를 이용한 동적 전기 임피던스 단층촬영법)

  • Kim, Kyung-Youn;Kim, Bong-Seok;Kang, Suk-In;Kim, Min-Chan;Lee, Jung-Hoon;Lee, Yoon-Joon
    • Journal of the Institute of Electronics Engineers of Korea SC
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    • v.38 no.5
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    • pp.23-32
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    • 2001
  • Electrical impedance tomography (EIT) is a relatively new imaging modality in which the resistivity (conductivity) distribution of the unknown object is estimated based on the known sets of injected currents and measured voltages on the surface of the object. In this paper, we propose a dynamical EIT reconstruction algorithm based on the regularized extended Kalman filter(EKF). The EIT inverse problem is formulated as dynamic equation which consists of the slate equation and the observation equation, and the unknown state(resistivity) is estimated recursively with the aid of the EKF. In doing so, the generalized Tikhonov regularization technique is employed in the cost functional to mitigate the ill-posedness characteristics of the inverse problem. Computer simulations for the 16-channel synthetic data are provided to illustrate the reconstruction performance of the proposed algorithm.

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Improving Levenberg-Marquardt algorithm using the principal submatrix of Jacobian matrix (Jacobian 행렬의 주부분 행렬을 이용한 Levenberg-Marquardt 알고리즘의 개선)

  • Kwak, Young-Tae;Shin, Jung-Hoon
    • Journal of the Korea Society of Computer and Information
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    • v.14 no.8
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    • pp.11-18
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    • 2009
  • This paper proposes the way of improving learning speed in Levenberg-Marquardt algorithm using the principal submatrix of Jacobian matrix. The Levenberg-Marquardt learning uses Jacobian matrix for Hessian matrix to get the second derivative of an error function. To make the Jacobian matrix an invertible matrix. the Levenberg-Marquardt learning must increase or decrease ${\mu}$ and recalculate the inverse matrix of the Jacobian matrix due to these changes of ${\mu}$. Therefore, to have the proper ${\mu}$, we create the principal submatrix of Jacobian matrix and set the ${\mu}$ as the eigenvalues sum of the principal submatrix. which can make learning speed improve without calculating an additional inverse matrix. We also showed that our method was able to improve learning speed in both a generalized XOR problem and a handwritten digit recognition problem.

An efficient space dividing method for the two-dimensional sound source localization (2차원 상의 음원위치 추정을 위한 효율적인 영역분할방법)

  • Kim, Hwan-Yong;Choi, Hong-Sub
    • The Journal of the Acoustical Society of Korea
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    • v.35 no.5
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    • pp.358-367
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    • 2016
  • SSL (Sound Source Localization) has been applied to several applications such as man-machine interface, video conference system, smart car and so on. But in the process of sound source localization, angle estimation error is occurred mainly due to the non-linear characteristics of the sine inverse function. So an approach was proposed to decrease the effect of this non-linear characteristics, which divides the microphone's covering space into narrow regions. In this paper, we proposed an optimal space dividing way according to the pattern of microphone array. In addition, sound source's 2-dimensional position is estimated in order to evaluate the performance of this dividing method. In the experiment, GCC-PHAT (Generalized Cross Correlation PHAse Transform) method that is known to be robust with noisy environments is adopted and triangular pattern of 3 microphones and rectangular pattern of 4 microphones are tested with 100 speech data respectively. The experimental results show that triangular pattern can't estimate the correct position due to the lower space area resolution, but performance of rectangular pattern is dramatically improved with correct estimation rate of 67 %.

Numerical Analysis of Rarefied Hypersonic Flows Using Generalized Hydrodynamic Models for Diatomic Gases (이원자 기체 일반유체역학 모델을 이용한 극초음속 희박 유동장 해석)

  • Myong, Rho-Shin
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.30 no.5
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    • pp.32-40
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    • 2002
  • The study of nonlinear gas transport in rarefied condition or associated with the microscale length of the geometry has emerged as an interesting topic in recent years. Along with the DSMC method, several fluid dynamic models that come under the general category of the moment method or the Chapman-Enskog method have been used for this type of problem. In the present study, on the basis of Eu's generalized hydrodynamics, computational models for diatomic gases are developed. The rotational nonequilibrium effect is included by introducing excess normal stress associated with the bulk viscosity of the gas. The new models are applied to study the one-dimensional shock structure and the multi-dimensional rarefied hypersonic flow about a blunt body. The results indicate that the bulk viscosity plays a considerable role in fundamental flow problems such as the shock structure and shear flow. An excellent agreement with experiment is observed for the inverse shock density thickness.

A Study on Reconstructing Impact Forces of an Aircraft Wing Using Impact Response Functions and Regularization Methods (충격응답함수와 조정법을 이용한 항공기 날개의 충격하중 복원 연구)

  • 박찬익
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.34 no.8
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    • pp.41-46
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    • 2006
  • The capability for reconstructing impact forces of an aircraft wing using impact response functions and regularization methods were examined. The impact response function which expresses the relation between the structure response and the impact force was derived using the information on mass and stiffness data of a finite element model for the wing. Iterative Tikhonov regularization method and generalized singular value decomposition method were used to inverse the impact response function that was generally ill-posed. For the numerical verification, a fighter aircraft wing was used. Strain and deflection histories obtained from finite element analysis were compared with the results calculated using impact response functions. And the impact forces were reconstructed with the strain histories obtained from finite element analysis. The numerical verification results showed that this method can be used to monitor impact forces on aircraft structures.

Inverse behavior of IL-23R and IL-17RA in chronic and aggressive periodontitis

  • Ruiz-Gutierrez, Alondra del Carmen;Rodriguez-Montano, Ruth;Pita-Lopez, Maria Luisa;Zamora-Perez, Ana Lourdes;Guerrero-Velazquez, Celia
    • Journal of Periodontal and Implant Science
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    • v.51 no.4
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    • pp.254-263
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    • 2021
  • Purpose: Periodontitis is associated with a dysbiosis of periodontopathic bacteria, which stimulate the interleukin (IL)-23/IL-17 axis that plays an essential role in the immunopathogenesis of this disease, leading to alveolar bone destruction through receptor activator of nuclear factor κB ligand (RANKL). IL-23 receptor mRNA (IL-23R) has been identified in periodontitis, and IL-17 receptor A mRNA (IL-17RA) and its protein have not yet been evaluated in patients with periodontitis. In this study was measure IL-23R and IL-17RA in gingival tissue (GT) from patients with generalized chronic periodontitis (GCP) and generalized aggressive periodontitis (GAP) and to explore correlations with clinical parameters. Methods: We included 16 healthy subjects (HS), 18 patients with GCP, and 14 with GAP. GT samples were collected during periodontal surgery. Both IL-23R and IL-17RA were detected by enzyme-linked immunosorbent assay. Results: The results were analyzed with Mann-Whitney U test and Spearman' rank correlation coefficients using SPSS version 25.0. We found lower IL-23R levels in patients with GCP and GAP than in HS. Contrarily, we observed higher IL-17RA levels in GCP and GAP patients than in HS. Moreover, we found negative correlations between IL-23R in GT and probing depth and clinical attachment loss (CAL). Likewise, a positive correlation of IL-17RA in GT with CAL was found. Conclusions: The results of these findings suggest that the reverse behavior between IL-23R and IL-17RA in periodontitis patients may also be involved with the activation of RANKL, which promotes alveolar bone loss.