• Title/Summary/Keyword: Mean-Variance Analysis

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Unbalanced ANOVA for Testing Shape Variability in Statistical Shape Analysis

  • Kim, Jong-Geon;Choi, Yong-Seok;Lee, Nae-Young
    • The Korean Journal of Applied Statistics
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    • v.23 no.2
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    • pp.317-323
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    • 2010
  • Measures are very useful tools for comparing the shape variability in statistical shape analysis. For examples, the Procrustes statistic(PS) is isolated measure, and the mean Procrustes statistic(MPS) and the root mean square measure(RMS) are overall measures. But these measures are very subjective, complicated and moreover these measures are not statistical for comparing the shape variability. Therefore we need to study some tests. It is well known that the Hotelling's $T^2$ test is used for testing shape variability of two independent samples. And for testing shape variabilities of several independent samples, instead of the Hotelling's $T^2$ test, one way analysis of variance(ANOVA) can be applied. In fact, this one way ANOVA is based on the balanced samples of equal size which is called as BANOVA. However, If we have unbalanced samples with unequal size, we can not use BANOVA. Therefore we propose the unbalanced analysis of variance(UNBANOVA) for testing shape variabilities of several independent samples of unequal size.

Analysis of Relations between Ice Accretion Shapes and Ambient Conditions by Employing Self-Organization Maps and Analysis of Variance (자가조직도와 분산분석을 활용한 결빙 형상과 외기 조건의 관계 분석)

  • Son, Chan-Kyu;Oh, Se-Jong;Yee, Kwan-Jung
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.39 no.8
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    • pp.689-701
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    • 2011
  • The relations between ambient conditions and ice accretion shapes are quantitatively analyzed by employing self-organization maps and analysis of variance. Liquid water contents(LWC), mean volumetric droplet diameter(MVD), ambient temperature and free-stream velocity are chosen as ambient conditions which change ice accretion shapes. The parameters of ice accretion shape are selected as maximum thickness, icing limits, ice heading, and ice accretion area. Qualitative analysis was conducted by employing self-organization maps which show the qualitative relations between ice shapes and ambient conditions. The quantitative results of analysis of variance yield intensity of ambient conditions to the parameters of ice accretion shapes.

A Study on Dual Response Approach Combining Neural Network and Genetic Algorithm (인공신경망과 유전알고리즘 기반의 쌍대반응표면분석에 관한 연구)

  • Arungpadang, Tritiya R.;Kim, Young Jin
    • Journal of Korean Institute of Industrial Engineers
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    • v.39 no.5
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    • pp.361-366
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    • 2013
  • Prediction of process parameters is very important in parameter design. If predictions are fairly accurate, the quality improvement process will be useful to save time and reduce cost. The concept of dual response approach based on response surface methodology has widely been investigated. Dual response approach may take advantages of optimization modeling for finding optimum setting of input factor by separately modeling mean and variance responses. This study proposes an alternative dual response approach based on machine learning techniques instead of statistical analysis tools. A hybrid neural network-genetic algorithm has been proposed for the purpose of parameter design. A neural network is first constructed to model the relationship between responses and input factors. Mean and variance responses correspond to output nodes while input factors are used for input nodes. Using empirical process data, process parameters can be predicted without performing real experimentations. A genetic algorithm is then applied to find the optimum settings of input factors, where the neural network is used to evaluate the mean and variance response. A drug formulation example from pharmaceutical industry has been studied to demonstrate the procedures and applicability of the proposed approach.

Change of temperature patterns in Seoul (서울의 온도 패턴 변화)

  • Jang, Hak-Jin;Joo, Yong-Sung
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.1
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    • pp.89-96
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    • 2009
  • We examined the characteristics of temperature variation in Seoul between 1961 to 2008 using the spectral heteroscedastic model. The mean function in the propsed model explains the season effect using periodic functions and the overall increase using the quadratic regression spline. The variance function also had periodic functions to explain the seasonality of variance. We found that there has been annual mean temperature increase by about $1.5^{\circ}C$ for the last 48 years. The increase of annual mean temperature was mainly caused by the increase in winter, which made the amplitude decreased.

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A Study on the Way to Improve Quality of Asset Portfolio Management Using Structural Time-Series Model (구조적 시계열모형을 이용한 자산포트폴리오 관리의 개선 방안)

  • 이창수
    • Journal of Korean Society for Quality Management
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    • v.31 no.3
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    • pp.160-171
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    • 2003
  • Criteria for the comparison of quality of asset portfolio management are risk and return. In this paper a method to use structural time-series model to determine an optimal portfolio for the improvement of quality of asset portfolio management is suggested. In traditional mean variance analysis expected return is assumed to be time-invariant. However, it is more realistic to assume that expected return is temporally dynamic and structural time-series model can be used to reflect time-varying nature of return. A data set from an insurance company was used to show validity of suggested method.

Analysis of Sodium Spray Fire Using Gaussian Droplet Size Distribution (Gaussian 액적 크기 분포 함수를 이용한 분무형 화재 현상 해석)

  • Kim, B.H.;Hahn, D.H.;Suh, S.H.
    • Transactions of the Korean hydrogen and new energy society
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    • v.15 no.1
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    • pp.72-81
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    • 2004
  • Study on the analysis of sodium spray fire using Gaussian drop size distribution, which redistributes a droplet spectrum with given mean diameter if its size classes with critical diameter(D>8mm) occur, was carried out. In this case, the oversized droplets were reduced to a stable diameter. Results calculated by the code using Gaussian drop size distribution were in better agreement with AI experimental results than those of NACOM and SPRAY code. The effect of variance on pressure in the test cell appeared greatly by introducing Gaussian function, which could represent various sodium droplet size distribution. The increase of the variance with mean droplet size resulted had an important effect upon the pressure in the test cell.

Probabilistic Approach on Railway Infrastructure Stability and Settlement Analysis

  • Lee, Sangho
    • International Journal of Railway
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    • v.6 no.2
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    • pp.45-52
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    • 2013
  • Railway construction needs vast soil investigation for its infrastructure foundation designs along the planned railway path to identify the design parameters for stability and serviceability checks. The soil investigation data are usually classified and grouped to decide design input parameters per each construction section and budget estimates. Deterministic design method which most civil engineer and practitioner are familiar with has a clear limitation in construction/maintenance budget control, and occasionally produced overdesigned or unsafe design problems. Instead of using a batch type analysis with predetermined input parameters, data population collected from site soil investigation and design load condition can be statistically estimated for the mean and variance to present the feature of data distribution and optimized with a best fitting probability function. Probabilistic approach using entire feature of design input data enables to predict the worst, best and most probable cases based on identified ranges of soil and load data, which will help railway designer select construction method to save the time and cost. This paper introduces two Monte Carlo simulations actually applied on estimation of retaining wall external stability and long term settlement of organic soil in soil investigation area for a recent high speed railway project.

Designing of the Beheshtabad water transmission tunnel based on the hybrid empirical method

  • Mohammad Rezaei;Hazhar Habibi
    • Structural Engineering and Mechanics
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    • v.86 no.5
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    • pp.621-633
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    • 2023
  • Stability analysis and support system estimation of the Beheshtabad water transmission tunnel is investigated in this research. A combination approach based on the rock mass rating (RMR) and rock mass quality index (Q) is used for this purpose. In the first step, 40 datasets related to the petrological, structural, hydrological, physical, and mechanical properties of tunnel host rocks are measured in the field and laboratory. Then, RMR, Q, and height of influenced zone above the tunnel roof are computed and sorted into five general groups to analyze the tunnel stability and determine its support system. Accordingly, tunnel stand-up time, rock load, and required support system are estimated for five sorted rock groups. In addition, various empirical relations between RMR and Q i.e., linear, exponential, logarithmic, and power functions are developed using the analysis of variance (ANOVA). Based on the significance level (sig.), determination coefficient (R2) and Fisher-test (F) indices, power and logarithmic equations are proposed as the optimum relations between RMR and Q. To validate the proposed relations, their results are compared with the results of previous similar equations by using the variance account for (VAF), root mean square error (RMSE), mean absolute percentage error (MAPE) and mean absolute error (MAE) indices. Comparison results showed that the accuracy of proposed RMR-Q relations is better than the previous similar relations and their outputs are more consistent with actual data. Therefore, they can be practically utilized in designing the tunneling projects with an acceptable level of accuracy and reliability.

Optimum seat design for the quadruple offset butterfly valve by analysis of variance with orthogonal array

  • Lee, Sang-Beom;Lee, Dong-Myung
    • Journal of Advanced Marine Engineering and Technology
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    • v.38 no.8
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    • pp.961-967
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    • 2014
  • In onshore and offshore plant engineering, a broad use of pipe system have been achieved and accordingly related technologies has been developed especially in the field of flow control valves. The aim of this study is to suggest the quadruple offset butterfly valve for bi-directional applications which show equivalent operating torque characteristics of the triple offset butterfly valve. Seat design parameters for the quadruple offset butterfly valve are determined by the proposed method utilizing both ANOVA (analysis of variance) and the orthogonal array. Through additive model considering the effect of design parameters on seating torque, mean estimation is performed and thus its optimization results are verified by design of experiment results. The insight obtained from the present study is beneficial for valve design engineers to develop reliable and integrated design of the quadruple offset butterfly valve.

Determination of the Resetting Time to the Process Mean Shift by the Loss Function (손실함수를 적용한 공정평균 이동에 대한 조정시기 결정)

  • Lee, Do-Kyung
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.40 no.1
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    • pp.165-172
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    • 2017
  • Machines are physically or chemically degenerated by continuous usage. One of the results of this degeneration is the process mean shift. Under the process mean shift, production cost, failure cost and quality loss function cost are increasing continuously. Therefore a periodic preventive resetting the process is necessary. We suppose that the wear level is observable. In this case, process mean shift problem has similar characteristics to the maintenance policy model. In the previous studies, process mean shift problem has been studied in several fields such as 'Tool wear limit', 'Canning Process' and 'Quality Loss Function' separately or partially integrated form. This paper proposes an integrated cost model which involves production cost by the material, failure cost by the nonconforming items, quality loss function cost by the deviation between the quality characteristics from the target value and resetting the process cost. We expand this process mean shift problem a little more by dealing the process variance as a function, not a constant value. We suggested a multiplier function model to the process variance according to the analysis result with practical data. We adopted two-side specification to our model. The initial process mean is generally set somewhat above the lower specification. The objective function is total integrated costs per unit wear and independent variables are wear limit and initial setting process mean. The optimum is derived from numerical analysis because the integral form of the objective function is not possible. A numerical example is presented.