• Title/Summary/Keyword: Maximum likelihood procedure

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Estimation of Genetic Parameters and Trends for Length of Productive Life and Lifetime Production Traits in a Commercial Landrace and Yorkshire Swine Population in Northern Thailand

  • Noppibool, Udomsak;Elzo, Mauricio A.;Koonawootrittriron, Skorn;Suwanasopee, Thanathip
    • Asian-Australasian Journal of Animal Sciences
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    • v.29 no.9
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    • pp.1222-1228
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    • 2016
  • The objective of this research was to estimate genetic parameters and trends for length of productive life (LPL), lifetime number of piglets born alive (LBA), lifetime number of piglets weaned (LPW), lifetime litter birth weight (LBW), and lifetime litter weaning weight (LWW) in a commercial swine farm in Northern Thailand. Data were gathered during a 24-year period from July 1989 to August 2013. A total of 3,109 phenotypic records from 2,271 Landrace (L) and 838 Yorkshire sows (Y) were analyzed. Variance and covariance components, heritabilities and correlations were estimated using an Average Information Restricted Maximum Likelihood (AIREML) procedure. The 5-trait animal model contained the fixed effects of first farrowing year-season, breed group, and age at first farrowing. Random effects were sow and residual. Estimates of heritabilities were medium for all five traits ($0.17{\pm}0.04$ for LPL and LBA to $0.20{\pm}0.04$ for LPW). Genetic correlations among these traits were high, positive, and favorable (p<0.05), ranging from $0.93{\pm}0.02$ (LPL-LWW) to $0.99{\pm}0.02$ (LPL-LPW). Sow genetic trends were non-significant for LPL and all lifetime production traits. Sire genetic trends were negative and significant for LPL ($-2.54{\pm}0.65d/yr$; p = 0.0007), LBA ($-0.12{\pm}0.04piglets/yr$; p = 0.0073), LPW ($-0.14{\pm}0.04piglets/yr$; p = 0.0037), LBW ($-0.13{\pm}0.06kg/yr$; p = 0.0487), and LWW ($-0.69{\pm}0.31kg/yr$; p = 0.0365). Dam genetic trends were positive, small and significant for all traits ($1.04{\pm}0.42d/yr$ for LPL, p = 0.0217; $0.16{\pm}0.03piglets/yr$ for LBA, p<0.0001; $0.12{\pm}0.03piglets/yr$ for LPW, p = 0.0002; $0.29{\pm}0.04kg/yr$ for LBW, p<0.0001 and $1.23{\pm}0.19kg/yr$ for LWW, p<0.0001). Thus, the selection program in this commercial herd managed to improve both LPL and lifetime productive traits in sires and dams. It was ineffective to improve LPL and lifetime productive traits in sows.

Genetic and Non-genetic Factors Affecting Mortality in Lori-Bakhtiari Lambs

  • Vatankhah, M.;Talebi, M.A.
    • Asian-Australasian Journal of Animal Sciences
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    • v.22 no.4
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    • pp.459-464
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    • 2009
  • Data and pedigree information for Lori-Bakhtiari sheep used in this study were 6,239 records of lamb mortality from 246 sires and 1,721 dams, collected from 1989 through 2007 from a Lori-Bakhtiari flock at Shooli station in Shahrekord. The traits investigated were cumulative lamb mortality from birth up to 7 days, up to 14 days, up to 21 days, and up to 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11 and 12 months of age. The models included fixed factors that had significant effects and random direct genetic, maternal genetic and maternal permanent environmental effects. Variance components were estimated using the restricted maximum likelihood procedure applying three animal models with and without maternal and common environmental effects. The overall mean of cumulative lamb mortality rate was 22.95% from birth to 1 year of age, while the overall mortality rate up to 3 and from 3 to 6 months of age was 6.14% and 12.76%, respectively. The mortality rate after 6 months of age declined as the lambs grew older. The age of dam had no important effect on lamb mortality. The type of birth was more important during the preweaning period than at later ages, and lamb mortality rate was higher in twins. The year of birth, month of birth and sex of lamb significantly (p${\leq}$0.01) affected the cumulative lamb mortality rate at all ages. The least square mean of mortality during the final one-third of the lambing period was higher than the first and middle onethird of the lambing period. Male lambs were found to be at a higher risk of mortality than females. Birth weight of the lamb had a highly significant (p${\leq}$0.01) effect on lamb mortality at all ages as a quadratic regression. Direct and maternal heritability estimates of lamb mortality ranged from 0.01 to 0.13 and 0.01 to 0.05, respectively. Direct heritability increased with age of lamb, while maternal effects (genetic and common environmental) were important in the preweaning period. These results indicate that lamb mortality can be reduced first through farm management practices and secondly by genetic selection. Both animal and maternal effects should be considered in breeding programmes for reducing lamb mortality at preweaning.

Reliability Analysis of the Gravity Retaing Wall (중력식(重力式) 옹벽(擁壁)의 신뢰도(信賴度)에 관한 연구(研究))

  • Paik, Young Shik;Lee, Yong Il
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.3 no.2
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    • pp.127-135
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    • 1983
  • A new approach is developed to analyze the reliability of the earth retaining wall using the concept of probability of failure, instead of conventional factor of safety. Many uncertainties, which are included in the conventional stability analysis, can be excluded by using the stochastic approach. And the reliability, more consistent with the reality, can be obtained by the simulation. The strength parameters of soil properties are assumed to be random variables to follow a generalized beta distribution. The interval [A, B] of the random variables could be determined using the maximum likelihood estimation. The pseudo-random values corresponding to the proposed beta distribution are generated using the rejection method. The probability of failure defined as follows, is obtained by using the Monte Carlo Method. $$P_f=\frac{M}{N}$$ where, $P_f$ : Probability of failure N : Total number of trials M : Total number of failure out of N A computer program is developed for the computation procedure mentioned above. Finally, a numerical example is solved using the developed program.

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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.

Accuracy of genomic-polygenic estimated breeding value for milk yield and fat yield in the Thai multibreed dairy population with five single nucleotide polymorphism sets

  • Wongpom, Bodin;Koonawootrittriron, Skorn;Elzo, Mauricio A.;Suwanasopee, Thanathip;Jattawa, Danai
    • Asian-Australasian Journal of Animal Sciences
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    • v.32 no.9
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    • pp.1340-1348
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    • 2019
  • Objective: The objectives were to compare variance components, genetic parameters, prediction accuracies, and genomic-polygenic estimated breeding value (EBV) rankings for milk yield (MY) and fat yield (FY) in the Thai multibreed dairy population using five single nucleotide polymorphism (SNP) sets from GeneSeek GGP80K chip. Methods: The dataset contained monthly MY and FY of 8,361 first-lactation cows from 810 farms. Variance components, genetic parameters, and EBV for five SNP sets from the GeneSeek GGP80K chip were obtained using a 2-trait single-step average-information restricted maximum likelihood procedure. The SNP sets were the complete SNP set (all available SNP; SNP100), top 75% set (SNP75), top 50% set (SNP50), top 25% set (SNP25), and top 5% set (SNP5). The 2-trait models included herd-year-season, heterozygosity and age at first calving as fixed effects, and animal additive genetic and residual as random effects. Results: The estimates of additive genetic variances for MY and FY from SNP subsets were mostly higher than those of the complete set. The SNP25 MY and FY heritability estimates (0.276 and 0.183) were higher than those from SNP75 (0.265 and 0.168), SNP50 (0.275 and 0.179), SNP5 (0.231 and 0.169), and SNP100 (0.251and 0.159). The SNP25 EBV accuracies for MY and FY (39.76% and 33.82%) were higher than for SNP75 (35.01% and 32.60%), SNP50 (39.64% and 33.38%), SNP5 (38.61% and 29.70%), and SNP100 (34.43% and 31.61%). All rank correlations between SNP100 and SNP subsets were above 0.98 for both traits, except for SNP100 and SNP5 (0.93 for MY; 0.92 for FY). Conclusion: The high SNP25 estimates of genetic variances, heritabilities, EBV accuracies, and rank correlations between SNP100 and SNP25 for MY and FY indicated that genotyping animals with SNP25 dedicated chip would be a suitable to maintain genotyping costs low while speeding up genetic progress for MY and FY in the Thai dairy population.

A Biomechanical Study on a New Surgical Procedure for the Treatment of Intertrochanteric Fractures in relation to Osteoporosis of Varying Degrees (대퇴골 전자간 골절의 새로운 수술기법에 관한 생체역학적 분석)

  • 김봉주;이성재;권순용;탁계래;이권용
    • Journal of Biomedical Engineering Research
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    • v.24 no.5
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    • pp.401-410
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    • 2003
  • This study investigates the biomechanical efficacies of various cement augmentation techniques with or without pressurization for varying degrees of osteoporotic femur. For this study, a biomechanical analysis using a finite element method (FEM) was undertaken to evaluate surgical procedures, Simulated models include the non-cemented(i.e., hip screw only, Type I), the cement-augmented(Type II), and the cemented augmented with pressurization(Type III) models. To simulate the fracture plane and other interfacial regions, 3-D contact elements were used with appropriate friction coefficients. Material properties of the cancellous bone were varied to accommodate varying degrees of osteoporosis(Singh indices, II∼V). For each model. the following items were analyzed to investigate the effect surgical procedures in relation to osteoporosis of varying degrees : (a) von Mises stress distribution within the femoral head in terms of volumetric percentages. (b) Peak von Mises stress(PVMS) within the femoral head and the surgical constructs. (c) Maximum von Mises strain(MVMS) within the femoral head, (d) micromotions at the fracture plane and at the interfacial region between surgical construct and surrounding bone. Type III showed the lowest PVMS and MVMS at the cancellous bone near the bone-construct interface regardless of bone densities. an indication of its least likelihood of construct loosening due to failure of the host bone. Particularly, its efficacy was more prominent when the bone density level was low. Micromotions at the interfacial surgical construct was lowest in Type III. followed by Type I and Type II. They were about 15-20% of other types. which suggested that pressurization was most effective in limiting the interfacial motion. Our results demonstrated the cement augmentation with hip screw could be more effective when used with pressurization technique for the treatment of intertrochanteric fractures. For patients with low bone density. its effectiveness can be more pronounced in limiting construct loosening and promoting bone union.

The Effects of Evaluation Attributes of Cultural Tourism Festivals on Satisfaction and Behavioral Intention (문화관광축제 방문객의 평가속성 만족과 행동의도에 관한 연구 - 2006 광주김치대축제를 중심으로 -)

  • Kim, Jung-Hoon
    • Journal of Global Scholars of Marketing Science
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    • v.17 no.2
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    • pp.55-73
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    • 2007
  • Festivals are an indispensable feature of cultural tourism(Formica & Uysal, 1998). Cultural tourism festivals are increasingly being used as instruments promoting tourism and boosting the regional economy. So much research related to festivals is undertaken from a variety of perspectives. Plans to revisit a particular festival have been viewed as an important research topic both in academia and the tourism industry. Therefore festivals have frequently been leveled as cultural events. Cultural tourism festivals have become a crucial component in constituting the attractiveness of tourism destinations(Prentice, 2001). As a result, a considerable number of tourist studies have been carried out in diverse cultural tourism festivals(Backman et al., 1995; Crompton & Mckay, 1997; Park, 1998; Clawson & Knetch, 1996). Much of previous literature empirically shows the close linkage between tourist satisfaction and behavioral intention in festivals. The main objective of this study is to investigate the effects of evaluation attributes of cultural tourism festivals on satisfaction and behavioral intention. accomplish the research objective, to find out evaluation items of cultural tourism festivals through the literature study an empirical study. Using a varimax rotation with Kaiser normalization, the research obtained four factors in the 18 evaluation attributes of cultural tourism festivals. Some empirical studies have examined the relationship between behavioral intention and actual behavior. To understand between tourist satisfaction and behavioral intention, this study suggests five hypotheses and hypothesized model. In this study, the analysis is based on primary data collected from visitors who participated in '2006 Gwangju Kimchi Festival'. In total, 700 self-administered questionnaires were distributed and 561 usable questionnaires were obtained. Respondents were presented with the 18 satisfactions item on a scale from 1(strongly disagree) to 7(strongly agree). Dimensionality and stability of the scale were evaluated by a factor analysis with varimax rotation. Four factors emerged with eigenvalues greater than 1, which explained 66.40% of the total variance and Cronbach' alpha raging from 0.876 to 0.774. And four factors named: advertisement and guides, programs, food and souvenirs, and convenient facilities. To test and estimate the hypothesized model, a two-step approach with an initial measurement model and a subsequent structural model for Structural Equation Modeling was used. The AMOS 4.0 analysis package was used to conduct the analysis. In estimating the model, the maximum likelihood procedure was used.In this study Chi-square test is used, which is the most common model goodness-of-fit test. In addition, considering the literature about the Structural Equation Modeling, this study used, besides Chi-square test, more model fit indexes to determine the tangibility of the suggested model: goodness-of-fit index(GFI) and root mean square error of approximation(RMSEA) as absolute fit indexes; normed-fit index(NFI) and non-normed-fit index(NNFI) as incremental fit indexes. The results of T-test and ANOVAs revealed significant differences(0.05 level), therefore H1(Tourist Satisfaction level should be different from Demographic traits) are supported. According to the multiple Regressions analysis and AMOS, H2(Tourist Satisfaction positively influences on revisit intention), H3(Tourist Satisfaction positively influences on word of mouth), H4(Evaluation Attributes of cultural tourism festivals influences on Tourist Satisfaction), and H5(Tourist Satisfaction positively influences on Behavioral Intention) are also supported. As the conclusion of this study are as following: First, there were differences in satisfaction levels in accordance with the demographic information of visitors. Not all visitors had the same degree of satisfaction with their cultural tourism festival experience. Therefore it is necessary to understand the satisfaction of tourists if the experiences that are provided are to meet their expectations. So, in making festival plans, the organizer should consider the demographic variables in explaining and segmenting visitors to cultural tourism festival. Second, satisfaction with attributes of evaluation cultural tourism festivals had a significant direct impact on visitors' intention to revisit such festivals and the word of mouth publicity they shared. The results indicated that visitor satisfaction is a significant antecedent of their intention to revisit such festivals. Festival organizers should strive to forge long-term relationships with the visitors. In addition, it is also necessary to understand how the intention to revisit a festival changes over time and identify the critical satisfaction factors. Third, it is confirmed that behavioral intention was enhanced by satisfaction. The strong link between satisfaction and behavioral intentions of visitors areensured by high quality advertisement and guides, programs, food and souvenirs, and convenient facilities. Thus, examining revisit intention from a time viewpoint may be of a great significance for both practical and theoretical reasons. Additionally, festival organizers should give special attention to visitor satisfaction, as satisfied visitors are more likely to return sooner. The findings of this research have several practical implications for the festivals managers. The promotion of cultural festivals should be based on the understanding of tourist satisfaction for the long- term success of tourism. And this study can help managers carry out this task in a more informed and strategic manner by examining the effects of demographic traits on the level of tourist satisfaction and the behavioral intention. In other words, differentiated marketing strategies should be stressed and executed by relevant parties. The limitations of this study are as follows; the results of this study cannot be generalized to other cultural tourism festivals because we have not explored the many different kinds of festivals. A future study should be a comparative analysis of other festivals of different visitor segments. Also, further efforts should be directed toward developing more comprehensive temporal models that can explain behavioral intentions of tourists.

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A Study on Developing a VKOSPI Forecasting Model via GARCH Class Models for Intelligent Volatility Trading Systems (지능형 변동성트레이딩시스템개발을 위한 GARCH 모형을 통한 VKOSPI 예측모형 개발에 관한 연구)

  • Kim, Sun-Woong
    • Journal of Intelligence and Information Systems
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    • v.16 no.2
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    • pp.19-32
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    • 2010
  • Volatility plays a central role in both academic and practical applications, especially in pricing financial derivative products and trading volatility strategies. This study presents a novel mechanism based on generalized autoregressive conditional heteroskedasticity (GARCH) models that is able to enhance the performance of intelligent volatility trading systems by predicting Korean stock market volatility more accurately. In particular, we embedded the concept of the volatility asymmetry documented widely in the literature into our model. The newly developed Korean stock market volatility index of KOSPI 200, VKOSPI, is used as a volatility proxy. It is the price of a linear portfolio of the KOSPI 200 index options and measures the effect of the expectations of dealers and option traders on stock market volatility for 30 calendar days. The KOSPI 200 index options market started in 1997 and has become the most actively traded market in the world. Its trading volume is more than 10 million contracts a day and records the highest of all the stock index option markets. Therefore, analyzing the VKOSPI has great importance in understanding volatility inherent in option prices and can afford some trading ideas for futures and option dealers. Use of the VKOSPI as volatility proxy avoids statistical estimation problems associated with other measures of volatility since the VKOSPI is model-free expected volatility of market participants calculated directly from the transacted option prices. This study estimates the symmetric and asymmetric GARCH models for the KOSPI 200 index from January 2003 to December 2006 by the maximum likelihood procedure. Asymmetric GARCH models include GJR-GARCH model of Glosten, Jagannathan and Runke, exponential GARCH model of Nelson and power autoregressive conditional heteroskedasticity (ARCH) of Ding, Granger and Engle. Symmetric GARCH model indicates basic GARCH (1, 1). Tomorrow's forecasted value and change direction of stock market volatility are obtained by recursive GARCH specifications from January 2007 to December 2009 and are compared with the VKOSPI. Empirical results indicate that negative unanticipated returns increase volatility more than positive return shocks of equal magnitude decrease volatility, indicating the existence of volatility asymmetry in the Korean stock market. The point value and change direction of tomorrow VKOSPI are estimated and forecasted by GARCH models. Volatility trading system is developed using the forecasted change direction of the VKOSPI, that is, if tomorrow VKOSPI is expected to rise, a long straddle or strangle position is established. A short straddle or strangle position is taken if VKOSPI is expected to fall tomorrow. Total profit is calculated as the cumulative sum of the VKOSPI percentage change. If forecasted direction is correct, the absolute value of the VKOSPI percentage changes is added to trading profit. It is subtracted from the trading profit if forecasted direction is not correct. For the in-sample period, the power ARCH model best fits in a statistical metric, Mean Squared Prediction Error (MSPE), and the exponential GARCH model shows the highest Mean Correct Prediction (MCP). The power ARCH model best fits also for the out-of-sample period and provides the highest probability for the VKOSPI change direction tomorrow. Generally, the power ARCH model shows the best fit for the VKOSPI. All the GARCH models provide trading profits for volatility trading system and the exponential GARCH model shows the best performance, annual profit of 197.56%, during the in-sample period. The GARCH models present trading profits during the out-of-sample period except for the exponential GARCH model. During the out-of-sample period, the power ARCH model shows the largest annual trading profit of 38%. The volatility clustering and asymmetry found in this research are the reflection of volatility non-linearity. This further suggests that combining the asymmetric GARCH models and artificial neural networks can significantly enhance the performance of the suggested volatility trading system, since artificial neural networks have been shown to effectively model nonlinear relationships.