• Title/Summary/Keyword: Maximum Likelihood.

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A Development of Regional Frequency Model Based on Hierarchical Bayesian Model (계층적 Bayesian 모형 기반 지역빈도해석 모형 개발)

  • Kwon, Hyun-Han;Kim, Jin-Young;Kim, Oon-Ki;Lee, Jeong-Ju
    • Journal of Korea Water Resources Association
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    • v.46 no.1
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    • pp.13-24
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    • 2013
  • The main objective of this study was to develop a new regional frequency analysis model based on hierarchical Bayesian model that allows us to better estimate and quantify model parameters as well as their associated uncertainties. A Monte-carlo experiment procedure has been set up to verify the proposed regional frequency analysis. It was found that the proposed hierarchical Bayesian model based regional frequency analysis outperformed the existing L-moment based regional frequency analysis in terms of reducing biases associated with the model parameters. Especially, the bias is remarkably decreased with increasing return period. The proposed model was applied to six weather stations in Jeollabuk-do, and compared with the existing L-moment approach. This study also provided shrinkage process of the model parameters that is a typical behavior in hierarchical Bayes models. The results of case study show that the proposed model has the potential to obtain reliable estimates of the parameters and quantitatively provide their uncertainties.

A Study on the Application Methodology of Set-based Design Approach of Outrigger System based on Lean Process (린 프로세스 기반 아웃리거 시스템의 Set-based Design 적용 방안에 관한 연구)

  • Lee, Seung-Il;Cho, Young-Sang
    • Korean Journal of Construction Engineering and Management
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    • v.12 no.4
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    • pp.50-58
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    • 2011
  • Lean concept is management philosophy that defines a customer's value and eliminates wasteful and impeditive factors. Management philosophy of Lean in the construction industry is referred to as "Lean Construction". Now this concept has expanded to achieve effective productivity during the design phase. Currently the norm of the domestic design process has been Point-based Design(PBD). It involves selecting a single structurally-feasible design option early and then refining that single design as more information becomes available throughout the design process. This single design is then re-worked until a solution is found that is feasible for all parties. On the contrary, Set-based Design(SBD) is based on lean processes to eliminate waste and improve project productivity. It focuses on keeping the design space as open as long as possible, to allow "subdesign" to advance and not labeling them as secondary in importance. Preserving the maximum number of feasible designs as long as possible reduces the likelihood that rework will be necessary and allows all project participants to utilize their unique expertise to make the project successful. This study proposes that the design methodology of minimizing waste and increasing productivity through SBD of AHP, one of the decision making process so as to compare PBD with SBD and tries to find decision making process and then suggest that application methodology through performs case study of SBD process.

The Intention to Play Online Games in China (중국 게이머의 온라인게임 참여의도에 관한 연구)

  • Yoon, Ki-Chang;Xu, Hasisheng;Lim, Dal-Ho
    • The Journal of Industrial Distribution & Business
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    • v.9 no.4
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    • pp.63-72
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    • 2018
  • Purpose - The purpose of this paper is to investigate the effects of online game properties, social interaction, and player satisfaction on intention to online games in Chinese gamers. Research design, data, and methodology - This study is an empirical analysis assuming that properties of online games, social interaction and satisfaction will induce Chinese gamers' intention to play online games. We set the relationship between the six variables as follows. First, the properties of online games, exogenous variables, were identified by three factors: entertainment, security, participation and challenge. Second, we had input social interaction among gamers as another exogenous variables. Third, the gamer's satisfaction of online games was added to the research model as a mediating variable between exogenous variables and endogenous variables. Finally, gamer's intention to play influenced by satisfaction and social interaction was used as final endogenous variable. The data used for the empirical analysis were collected through questionnaires for Chinese under age 35 who enjoy the online games. The data used in the research were finally extracted from 195 questionnaires. The collected data were tested through the analysis of the measurement model (Step 1) and the analysis of the structural model (Step 2). The covariance structure equation model (SEM) was used for the analysis. The measurement model and structural model were evaluated by the maximum likelihood method. Results - The results of the empirical analysis are as follows. The satisfaction of online games were entertainment and security had a significant effect to satisfaction; but participation and challenge and social interaction had no significant effect on satisfaction. The social interaction among gamers and the satisfaction with online games have a significant influence on the intention to play online games. As a result, the attributes of the game were affecting the intention to play the game after satisfaction. Social interaction influenced the intention to play online games rather than satisfaction itself. Conclusions - This study provide some practical implications for the new companies who want to enter the online game industry and seek to competitiveness in China, and provide theoretical implications on the role of interaction among gamers in the study of online games.

Hierarchical Land Cover Classification using IKONOS and AIRSAR Images (IKONOS와 AIRSAR 영상을 이용한 계층적 토지 피복 분류)

  • Yeom, Jun-Ho;Lee, Jeong-Ho;Kim, Duk-Jin;Kim, Yong-Il
    • Korean Journal of Remote Sensing
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    • v.27 no.4
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    • pp.435-444
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    • 2011
  • The land cover map derived from spectral features of high resolution optical images has low spectral resolution and heterogeneity in the same land cover class. For this reason, despite the same land cover class, the land cover can be classified into various land cover classes especially in vegetation area. In order to overcome these problems, detailed vegetation classification is applied to optical satellite image and SAR(Synthetic Aperture Radar) integrated data in vegetation area which is the result of pre-classification from optical image. The pre-classification and vegetation classification were performed with MLC(Maximum Likelihood Classification) method. The hierarchical land cover classification was proposed from fusion of detailed vegetation classes and non-vegetation classes of pre-classification. We can verify the facts that the proposed method has higher accuracy than not only general SAR data and GLCM(Gray Level Co-occurrence Matrix) texture integrated methods but also hierarchical GLCM integrated method. Especially the proposed method has high accuracy with respect to both vegetation and non-vegetation classification.

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.

The Comparative Kinematic Analysis of a Volleyball Spike Serve (배구 스파이크 서브 동작의 운동학적 비교 분석)

  • Park, Jong-Chul;Back, Jin-Ho;Lee, Jin-Taek
    • Korean Journal of Applied Biomechanics
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    • v.19 no.4
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    • pp.671-680
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    • 2009
  • We performed a study to obtain kinematic data on the characteristics of spike serving techniques used by volleyball players, including other basic data that will be useful for in-field applications. We used three-dimensional videography to compare good tough serves and serve errors. The subjects were 3 left attackers whose spike serves were videographed (60 fileds/s). The three-dimensional coordinates were calculated using the direct linear transformation method and then analyzed using the Kwon 3D software program version 3.1. There was no difference in time elapsed. However, the vertical displacement of the center of body mass(CM) differed between the 2 types of serves: in successful serves, the CM tended to be lower, as did the maximum ball height at the time of hitting. Further, the higher the level of the hitting hand was at the moment of impact, the higher was the likelihood of scoring points. In good serves, the players tended to accelerate their CM movement just before jumping to hit the ball and descend rapidly at the moment of hitting. The hand speed along with ball velocity during the impact was proven to be higher in successful serves. Moreover, in successful serves, the shoulder angles increased to a greater extent while the elbow angles were maintained constant. This possibly resulted in faster and more precise serves. An important observation was that the angle of trunk inclination during the jump did not increase with the swing of the shoulders, muscle tendon complex.

Land Cover Classification by Using Landsat Thematic Mapper Data in Pyeongtaeg City (Landsat TM 화상자료(畵像資料)를 이용한 평택시지역 지표피복분류(地表被覆分類))

  • Rim, Sang-Kyu;Hong, Suk-Young;Jung, Won-Kyo;Kim, Moo-Sung
    • Korean Journal of Soil Science and Fertilizer
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    • v.34 no.5
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    • pp.342-349
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    • 2001
  • This study was carried out to classify and evaluate the land cover map using Landsat TM data in Pyeongtaeg City. DGPS data, aerial photography, topographical map were used for selection the training sets and accuracy assessment. The overall accuracy and Kappa coefficient of the land cover classification map(using supervised classification with 13 classes) with Landsat TM data(16 June. 1997) were respectively, 86.8%, 85.4%, but the user's accuracy of urban/village and vinyl-house was below 60%, and the producer's accuracy of read and vinyl-house below 70%. Maybe it was caused the spectral reflectance characteristics, heterogeneity and small distribution area on the artificial things such as urban/village, vinyl_house and road, etc. And then, the agricultural land cover classification system using remote sensing data in Korea was to classify level I and II. Level I consisted of 5 classes such as agricultural land, forest land, water, barren land, urban and built-up land.

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Application of SWAT-CUP for Streamflow Auto-calibration at Soyang-gang Dam Watershed (소양강댐 유역의 유출 자동보정을 위한 SWAT-CUP의 적용 및 평가)

  • Ryu, Jichul;Kang, Hyunwoo;Choi, Jae Wan;Kong, Dong Soo;Gum, Donghyuk;Jang, Chun Hwa;Lim, Kyoung Jae
    • Journal of Korean Society on Water Environment
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    • v.28 no.3
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    • pp.347-358
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    • 2012
  • The SWAT (Soil and Water Assessment Tool) should be calibrated and validated with observed data to secure accuracy of model prediction. Recently, the SWAT-CUP (Calibration and Uncertainty Program for SWAT) software, which can calibrate SWAT using various algorithms, were developed to help SWAT users calibrate model efficiently. In this study, three algorithms (GLUE: Generalized Likelihood Uncertainty Estimation, PARASOL: Parameter solution, SUFI-2: Sequential Uncertainty Fitting ver. 2) in the SWAT-CUP were applied for the Soyang-gang dam watershed to evaluate these algorithms. Simulated total streamflow and 0~75% percentile streamflow were compared with observed data, respectively. The NSE (Nash-Sutcliffe Efficiency) and $R^2$ (Coefficient of Determination) values were the same from three algorithms but the P-factor for confidence of calibration ranged from 0.27 to 0.81 . the PARASOL shows the lowest p-factor (0.27), SUFI-2 gives the greatest P-factor (0.81) among these three algorithms. Based on calibration results, the SUFI-2 was found to be suitable for calibration in Soyang-gang dam watershed. Although the NSE and $R^2$ values were satisfactory for total streamflow estimation, the SWAT simulated values for low flow regime were not satisfactory (negative NSE values) in this study. This is because of limitations in semi-distributed SWAT modeling structure, which cannot simulated effects of spatial locations of HRUs (Hydrologic Response Unit) within subwatersheds in SWAT. To solve this problem, a module capable of simulating groundwater/baseflow should be developed and added to the SWAT system. With this enhancement in SWAT/SWAT-CUP, the SWAT estimated streamflow values could be used in determining standard flow rate in TMDLs (Total Maximum Daily Load) application at a watershed.

Asymptotic Variance of Flood Quantiles from the Generalized Logistic Distribution using the Method of Maximum Likelihood (Generalized Logistic 분포형의 최우도법을 이용한 확률홍수량의 근사적 분산)

  • Shin, Hong-Joon;Heo, Jun-Haeng;Kim, Young-Il
    • Proceedings of the Korea Water Resources Association Conference
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    • 2007.05a
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    • pp.1522-1526
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    • 2007
  • 최근 영국의 Institute of Hydrology에서는 Generalized logistic (GL) 분포형을 홍수빈도해석시 GEV 분포형을 대체하는 분포형으로 추천한 바 있으며, 그로 인해 GL 분포형의 사용이 증가하고 있는 추세이다. 하지만 아직 그 사용빈도에 반하여 분포형 자체의 특성, 그 중에서도 확률홍수량의 근사적 분산에 관한 연구는 거의 이루어지지 않았다. 따라서 본 연구에서는 최우도법을 이용하여 GL 분포형의 확률홍수량에 대한 근사적 분산에 관한 연구를 수행하였으며, 이를 표본 크기, 재현기간, 매개변수들의 함수로 나타내었다. 또한 확률홍수량의 근사적 분산의 적용성을 검토하기 위해 Monte Carlo 모의실험을 수행하였으며, 모의실험은 형상 매개변수$(\beta)$$\pm0.5$이면 gamma function으로 인하여 표본 크기에 관계없이 분산값이 무한대에 가까워지므로 형상매개변수의 범위는 $-0.5{\leq}{\beta}{\leq}+0.5$로 제한하였다. 모의결과 최우도법에 의해 계산된 분산식은 형상매개변수 $-0.25{\leq}{\beta}{\leq}+0.5$의 범위에서 비교적 잘 맞는 것을 확인할 수 있었으며, 기존에 알려진 대로 표본크기가 크면 클수록 정확해지는 것을 알 수 있다. 또한 표본크기가 작은 경우 형상매개변수 전 범위에서 정확도가 떨어지는 것을 확인할 수 있으며, 최우도법의 경우 표본크기가 작은 경우를 제외하고 $-0.25{\leq}{\beta}{\leq}+0.5$ 범위에서 quantile 산정시 quantile이 약간 과다추정되는 경향이 있는 것을 알 수 있으며, 이는 분산이 과다 추정되는 결과를 초래하며 이로 인해 해석해보다 약간씩 큰 값을 나타내는 것으로 판단되었다..이 극단적인 선정적인 폭력성에 탐닉하게 되는 경향이 있다. 현실은 결코 아름답지 못하고, 행복하게 살 수 없다는 것에 대한 깨달음에서 기인한다. 욕구불만의 강도가 심해질수록 폭력성은 더욱 강하게 나타나는데 개인에게서 뿐만 아니라 가족, 동료, 사회 단체나 종교, 국가간에도 집단적으로도 발생하게 된다. 사회적으로 볼 때 폭력은 용인되는 것이 아니므로 도덕적으로 절제를 하거나 상대방과 적절한 타협과 조정을 필요로 한다. 그러나 절제의 한계를 넘어선다고 생각되거나, 조정의 노력이 불가능하거나, 실패했을 때 폭력적인 행동으로 나타나게 된다. 리차즈(I.A Richards)는 분노와 공포는 일단 겉잡을 수 없는 경향이 있다고 하면서 오늘날 폭력에 대한 요구가 일상의 정서 생활에 있어, 억압을 통한, 빈곤함을 반영하고 있지 않은지 생각해봐야 할 것이라고 충고한다. 조성 가이드라인(안)을 제시하였다.EX>$\ulcorner$세종실록$\lrcorner$(世宗實錄) $\ulcorner$지리지$\lrcorner$(地理志)와의 비교를 해보면 상 중 하품의 통합 9개소가 삭제되어 있고, $\ulcorner$동국여지승람$\lrcorner$(東國與地勝覽) 에서는 자기소와 도기소의 위치가 완전히 삭제되어 있다. 이러한 현상은 첫째, 15세기 중엽 경제적 태평과 함께 백자의 수요 생산이 증가하자 군신의 변별(辨別)과 사치를 이유로 강력하게 규제하여 백자의 확대와 발전에 걸림돌이 되었다. 둘째, 동기(銅器)의 대체품으로 자기를 만들어 충당해야할 강제성 당위성 상실로 인한 자기수요 감소를 초래하였을 것으로 사료된다. 셋째, 경기도 광주에서 백자관요가 운영되었으므로 지방인 상주지역에도 더 이상 백자를 조달받을 필요가 없이, 일반 지방관아와 서민들의

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Evaluation of Probability Rainfalls Estimated from Non-Stationary Rainfall Frequency Analysis (비정상성 강우빈도해석법에 의한 확률강우량의 평가)

  • Lee, Chang-Hwan;Ahn, Jae-Hyun;Kim, Tae-Woong
    • Journal of Korea Water Resources Association
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    • v.43 no.2
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    • pp.187-199
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    • 2010
  • This study evaluated applicability and confidence of probability rainfalls estimated by the non-stationary rainfall frequency analysis which was recently developed. Using rainfall data at 4 sites which have an obvious increasing trend in observations, we estimated 3 type probability rainfalls; probability rainfalls from stationary rainfall frequency analysis using data from 1973-1997, probability rainfalls from stationary rainfall frequency analysis using data from 1973-2006, probability rainfalls from non-stationary rainfall frequency analysis assuming that the current year is 1997 and the target year is 2006. Based on the comparison of residuals from 3 probability rainfalls, the non-stationary rainfall frequency analysis provided more effective and well-directed estimates of probability rainfalls in the target year. Using Bootstrap resampling, this study also evaluated the parameter estimation methods for the non-stationary rainfall frequency analysis based on confidence intervals. The confidence interval length estimated by the maximum likelihood estimation (MLE) is narrower than the probability weighted moments (PWM). The results indicated that MLE provides more proper confidence than PWM for non-stationary probability rainfalls.