• Title/Summary/Keyword: Generalized Method of Moments

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Allometric Equations for Estimating the Carbon Storage of Maple Trees in an Urban Settlement Area (정주지 단풍나무의 탄소저장량 추정 상대생장식)

  • Hojin Kim;Gyeongwon Baek;Byeonggil Choi;Jihyun Lee;Jeongmin Lee;Yowhan Son;Choonsig Kim
    • Journal of Korean Society of Forest Science
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    • v.112 no.1
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    • pp.32-39
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    • 2023
  • Using the logarithmic methods and the generalized method of moments (GMM), this study developed carbon storage equations for maple trees (Acer palmatum Thunb.) planted in an urban settlement area. A total of 20 maple trees of various ages and diameters were destructively harvested to determine their dry weight and carbon concentration by component. The allometric equations with DBH and DBH2×H as independent variables were developed to estimate the carbon storage for each tree component. The carbon concentration of tree components was the highest in stem wood (49.8%) and lowest in stem bark (46.5%). Allometric equations to estimate the carbon storage of tree components (stem, root, aboveground, and total) showed a similar coefficient of determinations (R2) between the allometric equations of the logarithmic method (0.7494-0.9036) and the GMM (0.7085-0.8847). However, the R2 values of the leaves and branches were in the range of 0.3027 to 0.6380, lower than those of the R2 of the other tree components. These results indicate that the carbon storage of maple trees growing in urban settlement areas can be efficiently predicted from the equations of GMM methods in the case of a small sample size or the heteroscedasticity of logarithmic equations.

Analysis on Characteristics of Variation in Flood Flow by Changing Order of Probability Weighted Moments (확률가중모멘트의 차수 변화에 따른 홍수량 변동 특성 분석)

  • Maeng, Seung-Jin;Hwang, Ju-Ha
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.10 no.5
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    • pp.1009-1019
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    • 2009
  • In this research, various characteristics of South Korea's design flood have been examined by deriving appropriate design flood, using data obtained from careful observation of actual floods occurring in selected main watersheds of the nation. 19 watersheds were selected for research in Korea. The various characteristics of annual rainfall were analyzed by using a moving average method. The frequency analysis was decided to be performed on the annual maximum flood of succeeding one year as a reference year. For the 19 watersheds, tests of basic statistics, independent, homogeneity, and outlier were calculated per period of annual maximum flood series. By performing a test using the LH-moment ratio diagram and the Kolmogorov-Smirnov (K-S) test, among applied distributions of Gumbel (GUM), Generalized Extreme Value (GEV), Generalized Logistic (GLO) and Generalized Pareto (GPA) distribution was found to be adequate compared with other probability distributions. Parameters of GEV distribution were estimated by L, L1, L2, L3 and L4-moment method based on the change in the order of probability weighted moments. Design floods per watershed and the periods of annual maximum flood series were derived by GEV distribution. According to the result of the analysis performed by using variation rate used in this research, it has been concluded that the time for changing the design conditions to ensure the proper hydraulic structure that considers recent climate changes of the nation brought about by global warming should be around the year 2002.

Optical flow of heart images by image-flow conservation equation and functional expansion (영상유체보존식과 함수전개법에 의한 심장영상의 광류)

  • Kim, Jin-Woo
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.11 no.7
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    • pp.1341-1347
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    • 2007
  • The displacement field (Optical flow) has been calculated by bottom-up approaches based on local processing. In contrast with them, in this paper, a top-down approach based on expanding in turn from the lowest order mode the whole motion in an image pair of sequential images is proposed. The intensity of medical images usually represents a quantity which is conserved during the motion. Hence sequential images are ideally related by a coordinate transformation. The displacement field can be determined from the generalized moments of the two images. The equations which transform arbitrary generalized moments from a source image to a target image are expressed as a function of the displacement field. The appareent displacement field is then computed iteratively by a projection method which utilizes the functional derivatives of the linearized moment equations. This method is demonstrated using a pair of sequential heart images. For comparative evaluation, we applied Horn and Schunck's method, a standard multigrid method, and our proposed algorithm to sequential image.

An IE-FFT Algorithm to Analyze PEC Objects for MFIE Formulation

  • Seo, Seung Mo
    • Journal of electromagnetic engineering and science
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    • v.19 no.1
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    • pp.6-12
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    • 2019
  • An IE-FFT algorithm is implemented and applied to the electromagnetic (EM) solution of perfect electric conducting (PEC) scattering problems. The solution of the method of moments (MoM), based on the magnetic field integral equation (MFIE), is obtained for PEC objects with closed surfaces. The IE-FFT algorithm uses a uniform Cartesian grid to apply a global fast Fourier transform (FFT), which leads to significantly reduce memory requirement and speed up CPU with an iterative solver. The IE-FFT algorithm utilizes two discretizations, one for the unknown induced surface current on the planar triangular patches of 3D arbitrary geometries and the other on a uniform Cartesian grid for interpolating the free-space Green's function. The uniform interpolation of the Green's functions allows for a global FFT for far-field interaction terms, and the near-field interaction terms should be adequately corrected. A 3D block-Toeplitz structure for the Lagrangian interpolation of the Green's function is proposed. The MFIE formulation with the IE-FFT algorithm, without the help of a preconditioner, is converged in certain iterations with a generalized minimal residual (GMRES) method. The complexity of the IE-FFT is found to be approximately $O(N^{1.5})$and $O(N^{1.5}logN)$ for memory requirements and CPU time, respectively.

Effects of the Utilization of Non-Reciprocal Trade Preferences Offered by QUAD Countries on Economic Growth in Beneficiary Countries

  • SENA KIMM GNANGNON
    • KDI Journal of Economic Policy
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    • v.45 no.1
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    • pp.33-68
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    • 2023
  • The present article investigates empirically whether non-reciprocal trade preferences (NRTPs) offered by QUAD countries (Canada, the European Union, Japan, and the United States) to developing countries have helped to promote economic growth in the beneficiary countries. Two main blocks of NRTPs are considered here: Generalized System of Preferences (GSP) programs and other trade preferences programs. The analysis used a set of 90 beneficiary countries of NRTPs that are concurrently recipients of development aid over the period of 2002-2018. Using the two-step system generalized method of moments, the analysis indicated that while a higher degree of utilization of each of these two blocks of NRTPs has been associated with a high economic growth rate, development aid enhances this positive effect. This highlights the need for donors to support a development strategy based on the provision of both development aid and NRTPs if they are to help beneficiary countries to promote economic growth. Finally, when the positive economic growth effect of the utilization of NRTPs is higher, the result is a greater country's share of exports (under preferential tariffs) to QUAD countries out of their total merchandise exports.

Generalized half-logistic Poisson distributions

  • Muhammad, Mustapha
    • Communications for Statistical Applications and Methods
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    • v.24 no.4
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    • pp.353-365
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    • 2017
  • In this article, we proposed a new three-parameter distribution called generalized half-logistic Poisson distribution with a failure rate function that can be increasing, decreasing or upside-down bathtub-shaped depending on its parameters. The new model extends the half-logistic Poisson distribution and has exponentiated half-logistic as its limiting distribution. A comprehensive mathematical and statistical treatment of the new distribution is provided. We provide an explicit expression for the $r^{th}$ moment, moment generating function, Shannon entropy and $R{\acute{e}}nyi$ entropy. The model parameter estimation was conducted via a maximum likelihood method; in addition, the existence and uniqueness of maximum likelihood estimations are analyzed under potential conditions. Finally, an application of the new distribution to a real dataset shows the flexibility and potentiality of the proposed distribution.

Diversification, Industry Concentration, and Bank Margins: Empirical Evidence from an Emerging South Asian Economy

  • SARWAR, Bilal;MUHAMMAD, Noor;ZAMAN, Nadeem Uz
    • The Journal of Asian Finance, Economics and Business
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    • v.7 no.7
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    • pp.349-360
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    • 2020
  • The study aims to empirically examine the determinants of bank margins from Pakistan, an emerging South Asian economy. To elucidate the importance of the Pakistani banking sector, secondary data has been used, which was extracted from the annual accounts of twenty-four Pakistani scheduled commercial banks (20 conventional, four full-fledged Islamic) over a sample period of 2006 to 2017. The factors identified in the dealership model and the subsequent empirical developments in the dealership model categorized as bank-specific, diversification, regulatory, and industry concentration are analyzed by applying the most-common linear dynamic panel-data estimator, the Generalized Method of Moments (GMM) estimator, developed by Arellano and Bond (1991). The findings reveal that, among the bank-specific variables, funding cost, credit risk, managerial efficiency, market share, and operating cost are significant predictors of bank margins. For diversification variables employed in the study, both variables including net non-interest income and asset diversity are as well significant predictors of bank margins. It is also found that the market concentration variable proxied by the Herfindahl-Hirschman Index (HHI) is significantly predicting bank margins. Subsequently, one of the regulatory variables, the opportunity cost of holding reserves, and one bank-specific variable, the degree of risk aversion, are insignificant in the model.

Can Agricultural Aid and Remittances Alleviate Macroeconomic Volatility in Response to Climate Change Shocks? (아프리카 국가들의 경제성장률 변동성에 기후변화, 송금 및 농업 원조가 미치는 영향 분석)

  • You, Soobin;Kim, Taeyoon
    • Environmental and Resource Economics Review
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    • v.25 no.4
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    • pp.471-494
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    • 2016
  • This study investigates the effect of remittance and agricultural aid inflows on GDP growth rate volatility in response to climate change shocks in twenty-eight African countries by using system generalized method of moments from 1996 to 2013 with three years grouped data. The climate change shocks are indicated by four variables; natural disasters, rainfall variability, fluctuation in temperature and the weighted anomaly standardized precipitation (WASP) index. Consequently, natural disasters and temperature variability have a significant effect on GDP volatility, while rainfall variability and WASP index have no adverse consequence on stabilization of the economy. On the other hand, in general, remittances and agricultural aid are helpful to stabilize the economy and especially remittances inflows can play a crucial role as insurance when natural disasters occur.

The Effect of Gender Imbalance on Housing Price in China

  • HAN, Xinping;AZMAN-SAINI, W.N.W.;ROSLAND, Anitha;BANI, Yasmin;LAW, Siong Hook
    • The Journal of Asian Finance, Economics and Business
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    • v.8 no.7
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    • pp.671-679
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    • 2021
  • House ownership is considered as one of the important pre-conditions for marriage in China. Given that gender imbalance is a prominent issue in the country, competition for marriage partners might motivate males to look for a house and probably bigger and more expensive house. This is believed to have caused house price hikes in recent years. This study aims to investigate the impact of gender imbalance on house prices using data from 30 provinces in China for the 2000-2017 period. The results based on the generalized method of moments (GMM) estimations show that house price is strongly influenced by gender imbalance. However, there is no evidence to support differential effects across eastern and mid-western regions. One potential reason is that pre-marriage house ownership has become a common culture for the whole community and therefore it does not vary significantly across regions. There are several important policy implications. Firstly, the issues should be addressed by the policymakers at national level and not regional level. Secondly, the government should intervene to bring back gender ratio to its normal level. Finally, the government should limit the number of houses people can buy and increase the supply of houses in the market.

Estimation of Design Rainfall by the Regional Frequency Analysis - On the method of L-moments - (지역화빈도분석에 의한 설계강우량 추정 - L-모맨트법을 중심으로 -)

  • Lee, Soon-Hyuk;Park, Jong-Hwa;Ryoo, Kyong-Sik;Jee, Ho-Keun;Jeon, Taek-Ki;Shin, Yong-Hee
    • Proceedings of the Korean Society of Agricultural Engineers Conference
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    • 2001.10a
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    • pp.319-323
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    • 2001
  • This study was conducted to derive the regional design rainfall by the regional frequency analysis based on the regionalization of the precipitation. Using the L-moment ratios and Kolmogorov-Smirnov test, the underlying regional probability distribution was identified to be the Generalized extreme value distribution among apt]lied distributions. regional and at-site parameters of the Generalized extreme value distribution were estimated by the method of L-moment. The regional and at-site analysis for the design rainfall were tested by Monte Carlo simulation. Relative root-mean-square error(RRMSE), relative bias(RBIAS) and relative reduction(RR) in RRMSE were computed and compared with those resulting from at-site Monte Carlo simulation. All show that the regional analysis procedure can substantially reduce the RRMSE, RBIAS and RR in RRMSE in the prediction of design rainfall. Consequently, optimal design rainfalls following the regions and consecutive durations were derived by the regional frequency analysis.

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