• Title/Summary/Keyword: Kurtosis

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Simulation of non-Gaussian stochastic processes by amplitude modulation and phase reconstruction

  • Jiang, Yu;Tao, Junyong;Wang, Dezhi
    • Wind and Structures
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    • v.18 no.6
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    • pp.693-715
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    • 2014
  • Stochastic processes are used to represent phenomena in many diverse fields. Numerical simulation method is widely applied for the solution to stochastic problems of complex structures when alternative analytical methods are not applicable. In some practical applications the stochastic processes show non-Gaussian properties. When the stochastic processes deviate significantly from Gaussian, techniques for their accurate simulation must be available. The various existing simulation methods of non-Gaussian stochastic processes generally can only simulate super-Gaussian stochastic processes with the high-peak characteristics. And these methodologies are usually complicated and time consuming, not sufficiently intuitive. By revealing the inherent coupling effect of the phase and amplitude part of discrete Fourier representation of random time series on the non-Gaussian features (such as skewness and kurtosis) through theoretical analysis and simulation experiments, this paper presents a novel approach for the simulation of non-Gaussian stochastic processes with the prescribed amplitude probability density function (PDF) and power spectral density (PSD) by amplitude modulation and phase reconstruction. As compared to previous spectral representation method using phase modulation to obtain a non-Gaussian amplitude distribution, this non-Gaussian phase reconstruction strategy is more straightforward and efficient, capable of simulating both super-Gaussian and sub-Gaussian stochastic processes. Another attractive feature of the method is that the whole process can be implemented efficiently using the Fast Fourier Transform. Cases studies demonstrate the efficiency and accuracy of the proposed algorithm.

Adaptive Detection of Unusual Heartbeat According to R-wave Distortion on ECG Signal (심전도 신호에서 R파 왜곡에 따른 적응적 특이심박 검출)

  • Lee, SeungMin;Ryu, ChunHa;Park, Kil-Houm
    • Journal of the Institute of Electronics and Information Engineers
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    • v.51 no.9
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    • pp.200-207
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    • 2014
  • Arrhythmia electrocardiogram signal contains a specific unusual heartbeat with abnormal morphology. Because unusual heartbeat is useful for diagnosis and classification of various diseases, such as arrhythmia, detection of unusual heartbeat from the arrhythmic ECG signal is very important. Amplitude and kurtosis at R-peak point and RR interval are characteristics of ECG signal on R-wave. In this paper, we provide a method for detecting unusual heartbeat based on these. Through the value of the attribute deviates more from the average value if unusual heartbeat is more certainly, the proposed method detects unusual heartbeat in order using the mean and standard deviation. From 15 ECG signals of MIT-BIH arrhythmia database which has R-wave distortion, we compare the result of conventional method which uses the fixed threshold value and the result of proposed method. Throughout the experiment, the sensitivity is significantly increased to 97% from 50% using the proposed method.

Night Time Leading Vehicle Detection Using Statistical Feature Based SVM (통계적 특징 기반 SVM을 이용한 야간 전방 차량 검출 기법)

  • Joung, Jung-Eun;Kim, Hyun-Koo;Park, Ju-Hyun;Jung, Ho-Youl
    • IEMEK Journal of Embedded Systems and Applications
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    • v.7 no.4
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    • pp.163-172
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    • 2012
  • A driver assistance system is critical to improve a convenience and stability of vehicle driving. Several systems have been already commercialized such as adaptive cruise control system and forward collision warning system. Efficient vehicle detection is very important to improve such driver assistance systems. Most existing vehicle detection systems are based on a radar system, which measures distance between a host and leading (or oncoming) vehicles under various weather conditions. However, it requires high deployment cost and complexity overload when there are many vehicles. A camera based vehicle detection technique is also good alternative method because of low cost and simple implementation. In general, night time vehicle detection is more complicated than day time vehicle detection, because it is much more difficult to distinguish the vehicle's features such as outline and color under the dim environment. This paper proposes a method to detect vehicles at night time using analysis of a captured color space with reduction of reflection and other light sources in images. Four colors spaces, namely RGB, YCbCr, normalized RGB and Ruta-RGB, are compared each other and evaluated. A suboptimal threshold value is determined by Otsu algorithm and applied to extract candidates of taillights of leading vehicles. Statistical features such as mean, variance, skewness, kurtosis, and entropy are extracted from the candidate regions and used as feature vector for SVM(Support Vector Machine) classifier. According to our simulation results, the proposed statistical feature based SVM provides relatively high performances of leading vehicle detection with various distances in variable nighttime environments.

Non-Gaussian time-dependent statistics of wind pressure processes on a roof structure

  • Huang, M.F.;Huang, Song;Feng, He;Lou, Wenjuan
    • Wind and Structures
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    • v.23 no.4
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    • pp.275-300
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    • 2016
  • Synchronous multi-pressure measurements were carried out with relatively long time duration for a double-layer reticulated shell roof model in the atmospheric boundary layer wind tunnel. Since the long roof is open at two ends for the storage of coal piles, three different testing cases were considered as the empty roof without coal piles (Case A), half coal piles inside (Case B) and full coal piles inside (Case C). Based on the wind tunnel test results, non-Gaussian time-dependent statistics of net wind pressure on the shell roof were quantified in terms of skewness and kurtosis. It was found that the direct statistical estimation of high-order moments and peak factors is quite sensitive to the duration of wind pressure time-history data. The maximum value of COVs (Coefficients of variations) of high-order moments is up to 1.05 for several measured pressure processes. The Mixture distribution models are proposed for better modeling the distribution of a parent pressure process. With the aid of mixture parent distribution models, the existing translated-peak-process (TPP) method has been revised and improved in the estimation of non-Gaussian peak factors. Finally, non-Gaussian peak factors of wind pressure, particularly for those observed hardening pressure process, were calculated by employing various state-of-the-art methods and compared to the direct statistical analysis of the measured long-duration wind pressure data. The estimated non-Gaussian peak factors for a hardening pressure process at the leading edge of the roof were varying from 3.6229, 3.3693 to 3.3416 corresponding to three different cases of A, B and C.

On the Annual Change of Surface Wind at Seocheon, Korea (서천지방의 지상풍 연변화에 관하여)

  • 문승의;김백조
    • Journal of Environmental Science International
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    • v.7 no.3
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    • pp.375-382
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    • 1998
  • The characteristics of the basic statistics and steadiness of wind and the monthly normality test of surface wind distribution are investigated by using the observed wind data compiled from 10m meteorological observation tower at Seocheon district, where is located In the western coastal region of Korea. during the period from Feb. 7, 1996 to Feb. 7 1997 The northerly is appeared to be even in August and Sepember due to the influences of loccal circulation such as land and sea breeze. The correlation coefacients between two wind components are seemed to be positive during the in the period of from June to September and negative from October to April, respectively The constancy of wand Is high In shifts to lower values Increasing sampling time. It is found from monthly normality test based on the skewness and the excess of kurtosis coefficients that the distribution of zonal wind component is normal In spring and meridional one Is normal in late summer and early autumn.

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Development of Personalized Learning Course Recommendation Model for ITS (ITS를 위한 개인화 학습코스 추천 모델 개발)

  • Han, Ji-Won;Jo, Jae-Choon;Lim, Heui-Seok
    • Journal of the Korea Convergence Society
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    • v.9 no.10
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    • pp.21-28
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    • 2018
  • To help users who are experiencing difficulties finding the right learning course corresponding to their level of proficiency, we developed a recommendation model for personalized learning course for Intelligence Tutoring System(ITS). The Personalized Learning Course Recommendation model for ITS analyzes the learner profile and extracts the keyword by calculating the weight of each word. The similarity of vector between extracted words is measured through the cosine similarity method. Finally, the three courses of top similarity are recommended for learners. To analyze the effects of the recommendation model, we applied the recommendation model to the Women's ability development center. And mean, standard deviation, skewness, and kurtosis values of question items were calculated through the satisfaction survey. The results of the experiment showed high satisfaction levels in accuracy, novelty, self-reference and usefulness, which proved the effectiveness of the recommendation model. This study is meaningful in the sense that it suggested a learner-centered recommendation system based on machine learning, which has not been researched enough both in domestic, foreign domains.

The Casual Relationship among the Father's Participation in Childcare, Job Satisfaction, Parenting Stress, and Marital Satisfaction of Working Mother (취업모의 직무만족도, 양육스트레스, 결혼만족도, 배우자 양육참여의 관계)

  • Keum, Jiheon;Kim, Dongsim
    • Human Ecology Research
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    • v.52 no.2
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    • pp.141-150
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    • 2014
  • The purpose of the present study was to determine the structural relationship among the father's participation in childcare, parenting stress, marital satisfaction, and the job satisfaction of working mothers. This study is based on the 2011 Panel Study on Korean Children, a large, population-based study conducted by the Korea Institute of Child Care and Education. The participants were 431 working mothers. To ensure the reliability and validity of the questions, descriptive statistics of the frequency, ratio, average, standard deviation, skewness, and kurtosis were obtained using SPSS 21.0. Exploratory factor, variables correlation, and reliability analysis were also performed. The structural analysis using AMOS 20.0 in the bootstrapping method was conducted to perform a path analysis among the variables and to assess the suitability of the model. A hypothetical model was proposed, which was composed of a father's participation in childcare as an exogenous variable and parenting stress, marital satisfaction, and job satisfaction of a working mother as the endogenous variables. The results of this study are as follows: First, a father's participation in childcare and the parenting stress and marital satisfaction of a working mother affect the job satisfaction of the mother. The most influential factor is marital satisfaction. Second, marital satisfaction has mediating effects between the father's participation in childcare and the parenting stress and job satisfaction of the working mother. Third, parenting stress does not affect job satisfaction.

Bayesian Method for Modeling Male Breast Cancer Survival Data

  • Khan, Hafiz Mohammad Rafiqullah;Saxena, Anshul;Rana, Sagar;Ahmed, Nasar Uddin
    • Asian Pacific Journal of Cancer Prevention
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    • v.15 no.2
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    • pp.663-669
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    • 2014
  • Background: With recent progress in health science administration, a huge amount of data has been collected from thousands of subjects. Statistical and computational techniques are very necessary to understand such data and to make valid scientific conclusions. The purpose of this paper was to develop a statistical probability model and to predict future survival times for male breast cancer patients who were diagnosed in the USA during 1973-2009. Materials and Methods: A random sample of 500 male patients was selected from the Surveillance Epidemiology and End Results (SEER) database. The survival times for the male patients were used to derive the statistical probability model. To measure the goodness of fit tests, the model building criterions: Akaike Information Criteria (AIC), Bayesian Information Criteria (BIC), and Deviance Information Criteria (DIC) were employed. A novel Bayesian method was used to derive the posterior density function for the parameters and the predictive inference for future survival times from the exponentiated Weibull model, assuming that the observed breast cancer survival data follow such type of model. The Markov chain Monte Carlo method was used to determine the inference for the parameters. Results: The summary results of certain demographic and socio-economic variables are reported. It was found that the exponentiated Weibull model fits the male survival data. Statistical inferences of the posterior parameters are presented. Mean predictive survival times, 95% predictive intervals, predictive skewness and kurtosis were obtained. Conclusions: The findings will hopefully be useful in treatment planning, healthcare resource allocation, and may motivate future research on breast cancer related survival issues.

한국증권시장에서의 증권가격의 불연속성과 매도매수 가격의 차이로 인한 통계추정치의 편의에 관한 연구

  • Choi, Jong-Yeon
    • The Korean Journal of Financial Management
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    • v.12 no.2
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    • pp.73-93
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    • 1995
  • 본 연구는 주식시장에서의 체결가격을 균형가격으로 가정하여 계산된 수익률에 관한 통계추정치의 편의에 관하여 분석하고 있다. 주식수익률의 통계적모멘트를 추정하는 것은 주식가격의 행태를 분석하는 연구 및 사건연구등에서 많은 학자들에 의하여 수행되어 왔다. 기존의 대부분의 연구들은 시장에서 체결된 가격이 그 시점의 진정한 균형가격이라는 가정하에 수익률을 계산하고 이 수익률 자료로부터 수익률의 평균, 표준편차, 외도(skewness), 침도(kurtosis) 등의 통계적모멘트를 추정하였다. 그러나 체결가격은 시장의 규칙에 의해 일정한 호가단위로만 거래될 뿐 아니라 매도 또는 매수호가에 거래됨으로써 진정한 균형가격과의 괴리가 있을 수 있게 된다. 본 연구는 주식호가단위의 불연속성과 매도매수호가의 차이로 연한 통계추정치의 편의에 관한 모형을 도출하여 편의의 크기와 특징을 분석하고, 이를 수정하는 간편식을 도출하여 그 유효성을 검증하고 있다. Gottlieb and Kalay(1985), Ball(1988), Cho and frees(1988)등은 1/8 달러의 최소호가단위로 인하여 발생하는 기존의 분산추정치의 편의를 계산하고 이를 수정하는 간편식을 제시하였다. French and Roll(1986)은 휴일이 포함된 기간의 수익률 분산과 평일 분산추정치의 비율이 기간과 비례하지 않는 원인중 하나는 매도매수호가차이로 인한 분산추정치의 편의라는 점을 설명한 바 있다. Choi and Shastri(1989)는 Black and Scholes 옵션가격 결정모형 이 주식 분산값의 크기에 따라 일정한 편의를 보이는 주요한 원인은 퍼센티지 매도매수호가차이와 옵션가격이 모두 진정한 분산치의 정의 함수이기 때문이라는 점을 보였다. Harris(1988)와 최종연(1994)는 주가의 불연속성 및 매도매수호가차이를 동시에 고려하여 기존의 분산추정치가 어떠한 편의를 보이는지에 관하여 분석한 바 있다. 본 연구에서는 최종연(1994)의 연구에서 도출된 모형을 연장하여 국내 주식시장과 같이 주가 수준에 따라 최소호가단위가 변화할 때의 변형모형을 도출하였다. 또한 이 모형에 따라 통계추정치의 편의를 수익률의 표준편차를 중심으로 계산하여 그 정도를 미국시장의 경우와 비교하였고, 그 추정치의 수정 방법에 대하여 호가단위가 변화하는 주가금액이 10,000원 주변일 경우를 중심으로 분석하였다.

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The Intertidal Macrobenthic Community along an Artificial Structure (인공구조물에 따른 조간대 대형저서동물 군집변화)

  • Yu Ok-Hwan;Lee Hyung-Gon;Lee Jae-Hac
    • Korean Journal of Fisheries and Aquatic Sciences
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    • v.39 no.spc1
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    • pp.132-141
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    • 2006
  • Artificial structures have been designed as pilot structures to promote the creation and restoration of tidal flats. However, little information is available as to whether such artificial construction affects the macrobenthic community structure. We monitored the variation of the macrobenthic community structure and species composition near natural and artificial structures (seaweed and a timber fence) on the tidal flats near the Iwon Dike, Korea. In total, 137 macrobenthic species were recorded during this study, predominantly crustaceans (47%), polychaetes (18%), and molluscs (27%). Polychaetes comprised over 50% of the total density, followed by gastropods (38%) and crustaceans (11%). Macrobenthic species composition in the artificial and natural areas, was initially similar, but it differed after 7 months. The gastropod Umbonium thomasi, the most dominant species, was present at both sites in the first month after the start of the experiment, but disappeared at the artificial sites within 7 months, suggesting disturbance by the environmental factors. The number of species and diversity (H') varied significantly within sites at the beginning of the experiment, but no difference was observed after 7 months. Multivariate analysis (multidimensional scaling) revealed significant differences in community structure between the artificial and the natural areas from 7 months after the start of the experiment, except from 18 to 21 months. The community structures were mainly influenced by U. thomasi. Community structure at the artificial sites was affected by environmental variables, such as carbon, COD/IL sulfide, loss of ignition, kurtosis and silt, which changed over time. We observed no significant correlations between environmental variables and the dominant species, except in the case of Spio sp. and Macrophthalmus dilatatus, suggesting that the biological interactions and temporary disturbances such as typhoon, as well as the effects of artificial structures may also be important regulating factors in this system.