• 응용통계연구
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• 제13권2호
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• pp.541-562
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• 2000

일반화된 선형 혼합 모형(GLMM)은 자료가 계수의 형태로 나타나는 범주형 자료의 경우, 혹은 집락의 형태나 과산포된 비정규 자료, 또는 비선형 모형에 따르는 자료를 다루기 위한 모형 설정에 사용된다. 본 연구에서는 이에 대한 개요와 더불어, 이 모형의 적합을 위해 제시된 통계적 기법들중 의사가능도(quasi-likelihood: QL)를 이용한 추정 방법 및 Monte-Carlo 기법을 이용한 추정 방법들에 대해 조사하였다. 또한 GLMM에 대한 현재의 연구 방향 및 앞으로의 연구 가능 주제들에 대해서도 언급하였다.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 2000년도 제15차 학술회의논문집
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• pp.485-485
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• 2000

A design method of model following control system using neural networks is proposed. An unknown nonlinear single-input single-output plant is identified using a multilayer neural networks. A linear controller is designed fer the linear approximation model obtained by linearinzing the identification model. The identification model is also used as a plant emulator to obtain the prediction error. Deficient servo performance due to controlling nonlinear plant with only linear controller is mended by adjusting the linear controller output using the prediction output and the parameters of the identification model. An optimal preview controller is adopted as the linear controller by reason of having good servo performance lowering the peak of control input. Validity of proposed method is illustrated through a numerical simulation.

• 한국농공학회지
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• 제23권3호
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• pp.78-87
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• 1981

This study was attempted to get dimensionless unit hydrograph by linear model which can be used to the estimation of flood for the development of Agricultural water resources and laid emphasis on the application of dimensionless unit hydrographs for the ungaged watersheds by applying linear model. The results summarized through this study are as follows. 1.Peak discharge is found to be Qp= CAR (C =0. 895A-o.145) having high significance between peak discharge, Qp and effective rainfall, R within the range of small watershed area, 84 to 470km2. consequently, linearity was acknowledged between rainfall and runoff. Reasonability is confirmed for the derivation of dimensionless unit hydrograph by linear model. 2.Through mathematical analysis, formula for the derivation of dimensionless unit hydrograph was derived. qp--p=(tp--t)n-1[e-(n-1)](tp--t-1) 3.Moment method was used for the evaluation of storage constant, K and shape parameter, n for the derivation of dimensionless unit hydrograph. Storage constant, K is more closely related with the such watershed characteristics as length of main stream and slopes. On the other hand, the shape parameter, n was derived with such watershed characteristics as watershed area, river length, centroid distance of the basin and slopes. 4.Time to peak discharge, Tp could be expressed as Tp=1. 25 (√s/L)0.76 having a high significance. 5.Dimensionless unit hydrographs by linear model stood more closely to the observe dimensionless unit hydrographs On the contrary, dimensionless unit hydrographs by S.C. S. method has much difference in comparison with linear model at the falling limb of hydrographs. 6.Relative errors in the q/qp at the point of 0.8 and 1.2 for the dimensionles ratio by linear model and S. C. S. method showed to be 2.41, 1.57 and 4.0, 3.19 percent respectively to the q/qp of observed dimensionless unit hydrographs. 7.Derivation of dimensionless unit hydrograph by linear model can be accomplished by linking the two empirical formulars for storage constant, K, and shape parameter, n with derivation formular for dimensionless unit hydrograph for the ungaged small watersheds.

• 대한수학회논문집
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• 제33권3호
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• pp.973-983
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• 2018

Fuzzy linear regression model has been widely studied with many successful applications but there have been only a few studies on the fuzzy regression model with monotonic response function as a generalization of the linear response function. In this paper, we propose the fuzzy regression model with the monotonic response function and the algorithm to construct the proposed model by using ${\alpha}-level$ set of fuzzy number and the resolution identity theorem. To estimate parameters of the proposed model, the least squares (LS) method and the least absolute deviation (LAD) method have been used in this paper. In addition, to evaluate the performance of the proposed model, two performance measures of goodness of fit are introduced. The numerical examples indicate that the fuzzy regression model with the monotonic response function is preferable to the fuzzy linear regression model when the fuzzy data represent the non-linear pattern.

• International Journal of Control, Automation, and Systems
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• 제6권4호
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• pp.506-514
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• 2008

This paper presents an intelligent model; named as free model, approach for a closed-loop system identification using input and output data and its application to design a power system stabilizer (PSS). The free model concept is introduced as an alternative intelligent system technique to design a controller for such dynamic system, which is complex, difficult to know, or unknown, with input and output data only, and it does not require the detail knowledge of mathematical model for the system. In the free model, the data used has incremental forms using backward difference operators. The parameters of the free model can be obtained by simultaneous perturbation stochastic approximation (SPSA) method. A linear transformation is introduced to convert the free model into a linear model so that a conventional linear controller design method can be applied. In this paper, the feasibility of the proposed method is demonstrated in a one-machine infinite bus power system. The linear quadratic regulator (LQR) method is applied to the free model to design a PSS for the system, and compared with the conventional PSS. The proposed SPSA-based LQR controller is robust in different loading conditions and system failures such as the outage of a major transmission line or a three phase to ground fault which causes the change of the system structure.

• 한국지진공학회논문집
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• 제19권1호
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• pp.1-11
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• 2015

In order to perform a soil-isolation-structure interaction analysis of seismically isolated nuclear power plant (NPP) structures, the nonlinear behavior of a seismic isolation system may be converted to an equivalent linear model used in frequency domain analysis. Seismic responses for seismically isolated NPP containment structures subjected to a simple artificial acceleration history and different site class earthquakes are evaluated for the equivalent-linear and nonlinear models that have been applied to lead-rubber bearing (LRB) modeling. It can be observed that the maximum displacements of the equivalent linear model are larger than that of the nonlinear model. From the floor response spectrum analysis for the top of NPP containment structures, it can be observed that the spectral acceleration of an equivalent linear model at about 0.5 Hz frequency is about 2~3 times larger than that of a nonlinear model.

• Communications for Statistical Applications and Methods
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• 제29권6호
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• pp.695-708
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• 2022

Recently, several studies have been conducted using state space model. In this study, a dynamic linear model with state space model form is applied to stock data. The monthly returns for 135 Korean stocks are fitted to a dynamic linear model, to obtain an estimate of the time-varying 𝛽-coefficient time-series. The model formula used for the return is a capital asset pricing model formula explained in economics. In particular, the transition equation of the state space model form is appropriately modified to satisfy the assumptions of the error term. k-shape clustering is performed to classify the 135 estimated 𝛽 time-series into several groups. As a result of the clustering, four clusters are obtained, each consisting of approximately 30 stocks. It is found that the distribution is different for each group, so that it is well grouped to have its own characteristics. In addition, a common pattern is observed for each group, which could be interpreted appropriately.

• 한국산림과학회지
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• 제88권1호
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• pp.47-54
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• 1999

지위지수(地位指數) 12등급인 곰솔임분에 대한 최적(最適)의 직경(直徑) 및 수고생장함수(樹高生長函數)를 linear transformation(1), linear transformation(2) 등 2개의 선형식(線型式)과 exponential, Gompertz, Chapman-Richards, Weibull 등 4개의 비선형식(非線型式)에 의하여 도출하였다. 이들 함수에 의하여 추정된 직경 및 수고생장과 실측치인 직경 및 수고생장간의 상호관계를 분석하였다. 곰솔임분의 임령에 따른 직경과 수고생장을 추정한 결과는 선형식보다 비선형식의 적합성이 높게 나타났으며, 직경생장에는 Gompertz식, 그리고 수고생장에는 Chapman-Richards식의 적합성이 높게 나타났으나, 이들 비선형식간의 큰 차이는 없는 것으로 나타났다. 따라서 앞으로 이들 비선형식을 적용하여 현실임분(現實林分)의 직경과 수고생장을 추정하여야 할 것으로 사료된다.

• 한국농공학회지
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• 제37권3_4호
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• pp.34-47
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• 1995

It is experienced fact as a regular annual event that the structure to he designed on unreasonable flood for the agricultural structures including reservoirs have been brought not only loss of lives, but also enormous property damage. For the solution of this problem at issue, this study was conducted to develop an optimal runoff hydrograph model by comparison of the peak flows and time to peak between observed and simulated flows derived by linear time-invariant and linear time-variant models under the condition of having a short duration of heavy rainfall with uniform rainfall intensity at nine small watersheds which are within the range of 55.9 to 140.7 square kilometers in area in Han, Geum, Nagdong and Yeongsan Rivers. The results obtained through this study can be summarized as follows. 1. Storage constants and Gamma function arguments were calculated within the range of 1.2 to 6.42 and of 1.28 to 8.05 respectively by the moment method as the parameters for the analysis of runoff hydrograph based on linear time-invariant model. 2. Parameters for both linear time-invariant and linear time-variant models were calibrated with nine gaged watershed data, using a trial and error method. The resulting parameters including Gamma function argument, N and storage constant, K for linear time-invariant model were related statistically to watershed characteristic variables such as area, slope, length of main stream and the centroid length of the basin. 3. Average relative errors of the simulated peak discharge of calibrated runoff hydrographs by using linear time-variant and linear time-invariant models were shown to be 0.75 and 5.42 percent respectively to the peak of observed runoff hydrographs. Correlation coefficients for the statistical analysis in the same condition were shown to be 0.999 and 0.978 with a high significance respectively. Therefore, it can be concluded that the accuracy of a linear time-variant model is approaching more closely to the observed runoff hydrograph than that of a linear time-invariant model in the applied watersheds. 4. Average relative errors of the time to peak of calibrated runoff hydrographs by using linear time-variant and linear time-invariant models were shown to be 16.44 and 19.89 percent respectively to the time to peak of observed runoff hydrographs. Correlation coefficients in the same condition were also shown to be 0.999 and 0.886 with a high significance respectively. 5. It can be seen that the shape of simulated hydrograph based on a linear time- variant model is getting closer to the observed runoff hydrograph than that of a linear time-invariant model in the applied watersheds. 6. Two different models were verified with different rainfall-runoff events from data for the calibration by relative error and correlation analysis. Consequently, it can be generally concluded that verification results for the peak discharge and time to peak of simulated runoff hydrographs were in good agreement with those of calibrated runoff hydrographs.

• 한국수자원학회논문집
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• 제43권12호
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• pp.1051-1061
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• 2010

본 연구에서는 Muskingum 하도추적모형을 수문학적으로 재해석하여 지체효과만을 고려하는 선형하천모형과 저류효과만을 고려하는 선형저수지모형의 선형결합으로 나타내었다. 유도된 모형은 일종의 순간단위도의 형태가 되며, 그 매개 변수는 Muskingum 모형의 매개변수와 동일하다. 즉, 추적시간간격 ${\Delta}t$ 또는지체시간 $T_c$ 후에 최초의 유출이 발생하게 되고, 총 유입량 중 x 만큼은 선형하천모형에 의해 저류효과 없이 빠져나가고 나머지(1-x) 만큼은 선형저수지모형에 의해 저류상수 $K_c$로 대변되는 저류효과를 나타내며 빠져나가는 형태이다. Muskingum 하도추적 모형과 그에 대응하는 순간단위도를 가상하도에 적용해 본 결과, 두 모형이 근본적으로 하도추적결과가 동일함을 확인하였다. 이러한 결과는 대청댐 방류량에 대한 금남 및 공주지점까지의 하도추적결과에서도 확인할 수 있었다.