• Title/Summary/Keyword: Maximum likelihood procedure

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A Comparison on Forecasting Performance of STARMA and STBL Models with Application to Mumps Data (공간시계열 자료에 대한 STARMA 모형과 STBL 모형의 예측력 비교)

  • Lee, S.D.;Lee, Y.J.;Park, Y.S.;Joo, J.S.;Lee, K.M.
    • The Korean Journal of Applied Statistics
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    • v.20 no.1
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    • pp.91-102
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    • 2007
  • The major purpose of this article is to formulate a class of Space Time Autoregressive Moving Average(STARMA) model and Space Time Bilinear model(STBL), to discuss some of the their statistical properties such as model, identification approaches, some procedure for estimation and the predictions, and to compare the STARMA model with the STBL model. For illustration, The Mumps data reported from eight city & provinces monthly over the years 2001-2006 are used and the result from STARMA and STBL model are compared with using SSF(Sum of Square Prediction Error).

Threshold estimation for the composite lognormal-GPD models (로그-정규분포와 파레토 합성 분포의 임계점 추정)

  • Kim, Bobae;Noh, Jisuk;Baek, Changryong
    • The Korean Journal of Applied Statistics
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    • v.29 no.5
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    • pp.807-822
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    • 2016
  • The composite lognormal-GPD models (LN-GPD) enjoys both merits from log-normality for the body of distribution and GPD for the thick tailedness of the observation. However, in the estimation perspective, LN-GPD model performs poorly due to numerical instability. Therefore, a two-stage procedure, that estimates threshold first then estimates other parameters later, is a natural method to consider. This paper considers five nonparametric threshold estimation methods widely used in extreme value theory and compares their performance in LN-GPD parameter estimation. A simulation study reveals that simultaneous maximum likelihood estimation performs good in threshold estimation, but very poor in tail index estimation. However, the nonparametric method performs good in tail index estimation, but introduced bias in threshold estimation. Our method is illustrated to the service time of an Israel bank call center and shows that the LN-GPD model fits better than LN or GPD model alone.

Time Series Analysis of Wind Pressures Acting on a Structure (구조물에 작용하는 풍압력의 시계열 분석)

  • 정승환
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.13 no.4
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    • pp.405-415
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    • 2000
  • Time series of wind-induced pressure on a structure are modeled using autoregressive moving average (ARMA) model. In an AR process, the current value of the time series is expressed in terms of a finite, linear combination of the previous values and a white noise. In a MA process, the value of the time series is linearly dependent on a finite number of the previous white noises. The ARMA process is a combination of the AR and MA processes. In this paper, the ARMA models with several different combinations of the AR and MA orders are fitted to the wind-induced pressure time series, and the procedure to select the most appropriate ARMA model to represent the data is described. The maximum likelihood method is used to estimate the model parameters, and the AICC model selection criterion is employed in the optimization of the model order, which is assumed to be a measure of the temporal complexity of the pressure time series. The goodness of fit of the model is examined using the LBP test. It is shown that AR processes adequately fit wind pressure time series.

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An Evaluation of the Use of the Texture in Land Cover Classification Accuracy from SPOT HRV Image of Pusan Metropolitan Area (SPOT HRV 영상을 이용한 부산 지역 토지피복분류에 있어서의 질감의 기여에 관한 평가)

  • Jung, In-Chul
    • Journal of the Korean Association of Geographic Information Studies
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    • v.2 no.1
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    • pp.32-44
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    • 1999
  • Texture features can be incorporated in classification procedure to resolve class confusions. However, there have been few application-oriented studies made to evaluate the relative powers of texture analysis methods in a particular environment. This study evaluates the increases in the land-cover classification accuracy of the SPOT HRV multispectral data of Pusan Metropolitan area from texture processing. Twenty-four texture measures were derived from the SPOT HRV band 3 image. Each of these features were used in combination with the three spectral images in the classification of 10 land-cover classes. Supervised training and a Gaussian maximum likelihood classifier were used in the classification. It was found that while entropy produces the best empirical results in terms of the overall classification, other texture features can also largely improve the classification accuracies obtained by the use of the spectral images only. With the inclusion of texture, the classification for each category improves. Specially, urban built-up areas had much increase in accuracy. The results indicate that texture size 5 by 5 and 7 by 7 may be suitable at land cover classification of Pusan Metropolitan area.

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Genetic parameters and litter trait trends of Danish pigs in South Vietnam

  • Tinh, Nguyen Huu;Hao, Tran Van;Bui, Anh Phu Nam
    • Animal Bioscience
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    • v.34 no.12
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    • pp.1903-1911
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    • 2021
  • Objective: The objective of this study was to estimate the genetic parameters and various litter trait trends of Danish pigs in South Vietnam, including the number born alive (NBA), number weaned (NW), and litter weight at the 21st day (LW21). Methods: Records of 936 Yorkshire sows with 3361 litters and 973 Landrace sows with 3161 litters were used to estimate the variance components, genetic parameters, and trends of NBA, NW, and LW21. The restricted maximum likelihood method was applied using VCE6 software to obtain the variance components and genetic parameters. Thereafter, the best linear unbiased prediction procedure with an animal model was applied using PEST software to estimate the breeding values of the studied traits. Results: The heritability estimates were low, ranging from 0.12 to 0.21 for NBA, 0.03 to 0.04 for NW, and from 0.11 to 0.13 for LW21. The genetic correlation between the NBA and NW was relatively strong in both breeds, at 0.77 and 0.60 for Yorkshire and Landrace, respectively. Similarly, the genetic correlation between the NW and LW21 was considerably stronger in Landrace pigs (0.71) than in Yorkshire pigs (0.48). The estimates of annual genetic progress were 0.0431, 0.0233, and 0.0461 for NBA, NW, and LW21 in Landrace pigs and 0434, 0.0202, and 0.0667 for NBA, NW, and LW21 in Yorkshire pigs, respectively. Conclusion: The positive genetic trends estimated for the additive genetic values of the selected traits indicated that the current breeding system has achieved favorable results.

The Mediation Effect of Communication on the Relationship between Solidarity and Conflict for Grandmothers Raising Grandchildren and an Adult Child: A Common Fate Model (손자녀 공동양육 조모와 성인자녀의 결속도가 갈등에 미치는 영향에서 의사소통의 매개효과: 공동운명모형(Common Fate Model) 적용)

  • Choi, Hye Jeong;Kang, Su Kyoung;Chung, Mi Ra
    • Human Ecology Research
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    • v.57 no.1
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    • pp.15-26
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    • 2019
  • This study showed that the association between solidarity and conflict is mediated by the communication of grandmothers and an adult child at the dyadic level. The common fate model (CFM) was designed to model mediation effects at the level of dyads. Participants consisted of 297 grandmother dyads and their adult child who were rearing preschool-aged grandchildren in Seoul and Gyeonggi-do. For analysis at the dyadic level, grandmothers and adults responded to the same questionnaire on the same variables. SPSS 23.0 performed descriptive statistical analysis and correlation analysis. The structural equation model (SEM) was estimated with AMOS 23.0. We tested the mediation model using the maximum likelihood method. Model fit index used the chi-square statistic, the incremental fit index (IFI), the comparative fit index (CFI), the root mean square error of approximation (RMSEA). The statistical significance of the indirect effect was examined using a bootstrapping procedure. The results are as follows. First, in the CFM, the direct effect between solidarity and conflict was significant. Therefore, the higher the solidarity, the lower conflict of grandmothers and an adult child. Second, the association between solidarity and conflict is mediated by communication at the dyadic level. Based on the results of this study, we discussed ways to strengthen the capacity of co-parenting between grandmothers and an adult child.

Development and Validation of Dynamic Model for KC-100 UAS (KC-100 항공기 무인화를 위한 운동모델 구축 및 검증)

  • Seong Hyeon Kim;Ji Bon Kim;Jung Hoon Lee;Eung Tai Kim;Byoung Soo Kim
    • Journal of Aerospace System Engineering
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    • v.17 no.1
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    • pp.79-87
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    • 2023
  • To design a control law of an aircraft, an accurate aircraft dynamic model is required. To obtain an aerodynamic database (DB) to build a dynamic model, a large number of wind tunnel tests are typically required. However, when flight test data of target aircraft exist such as in the process of unmanned conversion of a manned aircraft, an aircraft dynamic model can be obtained through a parameter estimation method and a DB tuning procedure. This paper describes a nonlinear model construction process and a verification method for KC-100 OPV aircraft. Flight data compatibility analysis was performed to determine suitability of the estimation method application. Linear model estimation was performed using the maximum likelihood estimation method. Results of aerodynamic DB tuning process and verification applying the FFS standard to the nonlinear model constructed are presented.

Bivariate Frequency Analysis of Rainfall using Copula Model (Copula 모형을 이용한 이변량 강우빈도해석)

  • Joo, Kyung-Won;Shin, Ju-Young;Heo, Jun-Haeng
    • Journal of Korea Water Resources Association
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    • v.45 no.8
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    • pp.827-837
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    • 2012
  • The estimation of the rainfall quantile is of great importance in designing hydrologic structures. Conventionally, the rainfall quantile is estimated by univariate frequency analysis with an appropriate probability distribution. There is a limitation in which duration of rainfall is restrictive. To overcome this limitation, bivariate frequency analysis by using 3 copula models is performed in this study. Annual maximum rainfall events in 5 stations are used for frequency analysis and rainfall depth and duration are used as random variables. Gumbel (GUM), generalized logistic (GLO) distributions are applied for rainfall depth and generalized extreme value (GEV), GUM, GLO distributions are applied for rainfall duration. Copula models used in this study are Frank, Joe, and Gumbel-Hougaard models. Maximum pseudo-likelihood estimation method is used to estimate the parameter of copula, and the method of probability weighted moments is used to estimate the parameters of marginal distributions. Rainfall quantile from this procedure is compared with various marginal distributions and copula models. As a result, in change of marginal distribution, distribution of duration does not significantly affect on rainfall quantile. There are slight differences depending on the distribution of rainfall depth. In the case which the marginal distribution of rainfall depth is GUM, there is more significantly increasing along the return period than GLO. Comparing with rainfall quantiles from each copula model, Joe and Gumbel-Hougaard models show similar trend while Frank model shows rapidly increasing trend with increment of return period.

Estimating the Reliability of Commercial Products in a Military Operational Environment Utilizing Field Data (사용현장 데이터를 이용한 군 운용 환경에서의 상용품목 신뢰도 예측)

  • Lim, Tae-Jin;Park, Joon-Soo;Ko, Byoung-Sung;Sung, In-Chul;Cho, Moon-Soo;Kim, Sung-Chul
    • Journal of the military operations research society of Korea
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    • v.36 no.1
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    • pp.77-90
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    • 2010
  • Adapting commercial equipments to military operations may provide the advantage of low cost, reduced acquisition time, and technology advancement. On the other hand, it may also offer the opportunity for a reliability and logistics risk because commercial products, standards, and practices may not meet military requirements. In addition to this, commercial vendors have little experience in providing the technical data required to support military deployment logistics. As more companies are equipped with data aquisition systems for their products, considerable amount of field warranty data has been accumulated. Typically, the field data for a given product comprise with the sales volume and the number of the claims for each period. Three types of product data are considered in this study: military designed equipment operating in a military environment, commercial equipment operating in a military environment, and commercial equipment operating in a commercial environment. We construct a estimation model for each type of data and propose an reliability transform method from a commercial environment to a military environment. Parametric methods for estimating the product reliability are proposed based on maximum likelihood criteria and least square criteria. Then a reliability transform procedure for handling different types of data is proposed in a consistent fashion. A case study is investigated to characterize our model based on a real field warranty data set.

Genetic Parameter Estimates of Carcass Traits under National Scale Breeding Scheme for Beef Cattle

  • Do, ChangHee;Park, ByungHo;Kim, SiDong;Choi, TaeJung;Yang, BohSuk;Park, SuBong;Song, HyungJun
    • Asian-Australasian Journal of Animal Sciences
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    • v.29 no.8
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    • pp.1083-1094
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    • 2016
  • Carcass and price traits of 72,969 Hanwoo cows, bulls and steers aged 16 to 80 months at slaughter collected from 2002 to 2013 at 75 beef packing plants in Korea were analyzed to determine heritability, correlation and breeding value using the Multi-Trait restricted maximum likelihood (REML) animal model procedure. The traits included carcass measurements, scores and grades at 24 h postmortem and bid prices at auction. Relatively high heritability was found for maturity ($0.41{\pm}0.031$), while moderate heritability estimates were obtained for backfat thickness ($0.20{\pm}0.018$), longissimus muscle (LM) area ($0.23{\pm}0.020$), carcass weight ($0.28{\pm}0.019$), yield index ($0.20{\pm}0.018$), yield grade ($0.16{\pm}0.017$), marbling ($0.28{\pm}0.021$), texture ($0.14{\pm}0.016$), quality grade ($0.26{\pm}0.016$) and price/kg ($0.24{\pm}0.025$). Relatively low heritability estimates were observed for meat color ($0.06{\pm}0.013$) and fat color ($0.06{\pm}0.012$). Heritability estimates for most traits were lower than those in the literature. Genetic correlations of carcass measurements with characteristic scores or quality grade of carcass ranged from -0.27 to +0.21. Genetic correlations of yield grade with backfat thickness, LM area and carcass weight were 0.91, -0.43, and -0.09, respectively. Genetic correlations of quality grade with scores of marbling, meat color, fat color and texture were -0.99, 0.48, 0.47, and 0.98, respectively. Genetic correlations of price/kg with LM area, carcass weight, marbling, meat color, texture and maturity were 0.57, 0.64, 0.76, -0.41, -0.79, and -0.42, respectively. Genetic correlations of carcass price with LM area, carcass weight, marbling and texture were 0.61, 0.57, 0.64, and -0.73, respectively, with standard errors ranging from ${\pm}0.047$ to ${\pm}0.058$. The mean carcass weight breeding values increased by more than 8 kg, whereas the mean marbling scores decreased by approximately 0.2 from 2000 through 2009. Overall, the results suggest that genetic improvement of productivity and carcass quality could be obtained under the national scale breeding scheme of Korea for Hanwoo and that continuous efforts to improve the breeding scheme should be made to increase genetic progress.