• 제목/요약/키워드: Mean-Variance Analysis

검색결과 1,103건 처리시간 0.026초

일반 간호사의 직무 스트레스 반응에 대한 결정 요인 (A study on the determinants of job stress responses of the staff nurses)

  • 김정희;박성애
    • 간호행정학회지
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    • 제9권2호
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    • pp.217-232
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    • 2003
  • Purpose : This paper was attempted to identify the job stress related factors among the staff nurses and to provide the basic data concerning development of stress management program focused on hospitals. Method : The subjects were 309 staff nurses at two general hospitals in Seoul. Data were collected with self-reported questionnaires and analyzed by SPSS-PC+10.0 for descriptive analysis, ANOVA, stepwise multiple regression, factor analysis. Results : The subjects exhibit significantly highest level of 'the participation in decision making factor'. The mean score of 'control coping strategies' was higher than 'avoid coping strategies'. The mean scores of social support and stress responses were high. The main factor that affected the stress responses was 'the job characteristic factor' and it was explained 23.0% out of the total variance of the stress responses. Also, it would be explained 42.6% out of the total variance of the stress responses with 'the control coping strategies, work overload factors, social support, and participation in decision making factors'. Conclusion: For developing the hospital- focused stress management program for staff nurses, 'the participation in decision making factors' and 'the job characteristics' should be considered. Also, the organizational efforts and supports should be required to support and use of 'control coping strategies' of nurses

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Learning Behaviors of Stochastic Gradient Radial Basis Function Network Algorithms for Odor Sensing Systems

  • Kim, Nam-Yong;Byun, Hyung-Gi;Kwon, Ki-Hyeon
    • ETRI Journal
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    • 제28권1호
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    • pp.59-66
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    • 2006
  • Learning behaviors of a radial basis function network (RBFN) using a singular value decomposition (SVD) and stochastic gradient (SG) algorithm, together named RBF-SVD-SG, for odor sensing systems are analyzed, and a fast training method is proposed. RBF input data is from a conducting polymer sensor array. It is revealed in this paper that the SG algorithm for the fine-tuning of centers and widths still shows ill-behaving learning results when a sufficiently small convergence coefficient is not used. Since the tuning of centers in RBFN plays a dominant role in the performance of RBFN odor sensing systems, our analysis is focused on the center-gradient variance of the RBFN-SVD-SG algorithm. We found analytically that the steadystate weight fluctuation and large values of a convergence coefficient can lead to an increase in variance of the center-gradient estimate. Based on this analysis, we propose to use the least mean square algorithm instead of SVD in adjusting the weight for stable steady-state weight behavior. Experimental results of the proposed algorithm have shown faster learning speed and better classification performance.

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정규확률변수 관측치열에 대한 베이지안 변화점 분석 : 서울지역 겨울철 평균기온 자료에의 적용 (Bayesian Change Point Analysis for a Sequence of Normal Observations: Application to the Winter Average Temperature in Seoul)

  • 김경숙;손영숙
    • 응용통계연구
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    • 제17권2호
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    • pp.281-301
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    • 2004
  • 본 논문에서는 일변량 정규분포를 따르는 확률변수의 관측치열에 대한 변화점 문제(change point problem)를 고찰한다. 변화점의 존재유무, 그리고 만일 변화점이 존재한다면 어떠한 유형으로 발생했는지 즉, 변화점 발생 이후로 평균만 변화, 분산만 변화, 또는 평균과 분산 모두가 변화했는지를 밝힌다. 가능한 여러 유형의 변화모형들 가운데 최적의 모형을 선택하기 위해 베이지안 모형선택 기법을 이용하고, 선택된 모형에 내재된 모수를 추정 하기 위해 메트로폴리스-혜스팅스 알고리 즘을 포함한 깁스샘플링 을 이용한다. 이러한 방법론은 모의실험을 통해 검토되고, 또한 서울지역의 겨울철 평균기온 자료에 적용된다.

가우스구적법을 이용한 구조물의 강건최적설계 (Robust Structural Optimization Using Gauss-type Quadrature Formula)

  • 이상훈;서기석
    • 대한기계학회논문집A
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    • 제33권8호
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    • pp.745-752
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    • 2009
  • In robust design, the mean and variance of design performance are frequently used to measure the design performance and its robustness under uncertainties. In this paper, we present the Gauss-type quadrature formula as a rigorous method for mean and variance estimation involving arbitrary input distributions and further extend its use to robust design optimization. One dimensional Gauss-type quadrature formula are constructed from the input probability distributions and utilized in the construction of multidimensional quadrature formula such as the tensor product quadrature (TPQ) formula and the univariate dimension reduction (UDR) method. To improve the efficiency of using it for robust design optimization, a semi-analytic design sensitivity analysis with respect to the statistical moments is proposed. The proposed approach is applied to a simple bench mark problems and robust topology optimization of structures considering various types of uncertainty.

Investigating Dynamic Parameters in HWZPR Based on the Experimental and Calculated Results

  • Nasrazadani, Zahra;Behfarnia, Manochehr;Khorsandi, Jamshid;Mirvakili, Mohammad
    • Nuclear Engineering and Technology
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    • 제48권5호
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    • pp.1120-1125
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    • 2016
  • The neutron decay constant, ${\alpha}$, and effective delayed neutron fraction, ${\beta}_{eff}$, are important parameters for the control of the dynamic behavior of nuclear reactors. For the heavy water zero power reactor (HWZPR), this document describes the measurements of the neutron decay constant by noise analysis methods, including variance to mean (VTM) ratio and endogenous pulse source (EPS) methods. The measured ${\alpha}$ is successively used to determine the experimental value of the effective delayed neutron fraction as well. According to the experimental results, ${\beta}_{eff}$ of the HWZPR reactor under study is equal to 7.84e-3. This value is finally used to validate the calculation of the effective delayed neutron fraction by the Monte Carlo methods that are discussed in the document. Using the Monte Carlo N-Particle (MCNP)-4C code, a ${\beta}_{eff}$ value of 7.58e-3 was obtained for the reactor under study. Thus, the relative difference between the ${\beta}_{eff}$ values determined experimentally and by Monte Carlo methods was estimated to be < 4%.

The Predictive Power of Multi-Factor Asset Pricing Models: Evidence from Pakistani Banks

  • SALIM, Muhammad;HASHMI, Muhammad Arsalan;ABDULLAH, A.
    • The Journal of Asian Finance, Economics and Business
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    • 제8권11호
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    • pp.1-10
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    • 2021
  • This paper compares the performance of Fama-French three-factor and five-factor models using a dataset of 20 Pakistani commercial banks for the period 2011 to 2020. We focus on an emerging economy as the findings from earlier studies on developed countries cannot be generalized in emerging markets. For empirical analysis, twelve portfolios were developed based on size, market capitalization, investment strategy, and growth. Subsequently, we constructed five Fama-French factors namely, RM, SMB, HML, RMW, and CMA. The OLS regression technique with robust standard errors was applied to compare the predictive power of both the Fama-French models. Further, we also compared the mean-variance efficiency of the Fama-French models through the GRS test. Our empirical analysis provides three unique and interesting findings. First, both asset pricing models have similar predictive power to explain the expected portfolio returns in most cases. Second, our results from the GRS test suggest that there is no noticeable difference in the mean-variance efficiency of one asset pricing model over the other. Third, we find that all factors of both Fama-French models are statistically significant and are important for explaining the volatility of expected commercial bank returns in the context of Pakistan.

소비자 정보원에 따른 정보탐색량과 구매후 만족에 관한 연구 -서울특별시 주부 소비자의 냉장고 구매를 중심으로- (A Study on Amount of Information Search and Consumer's Post-purchase Satisfaction according to Consumer Information Sources)

  • 이일경;이기춘
    • 가정과삶의질연구
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    • 제10권1호통권19호
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    • pp.27-42
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    • 1992
  • This study focused on consumer information search activity and consumer's post-purchase satisfaction. For these purpose, a survey was conducted suing questionaires on 430 homemakers that lived in seoul. Statistics used for data were Frequency Distribution. Percentile, Mean, One-way AAANOVA., Scheffe-test, T-test, Pearson's correlation. Multiple Regression Analysis and Multiple Classification Analysis. The major findings were ; 1) The level of each amount information search was lower than average. And the level of consumer's post-purchase satisfaction was a little higher than average. 2) On amount of "noncommercial-personal" information search, the influencing variables were desire to seek information, education, brand royalty in turn. These three variables explained 7% of dependent variable's variance. 3) On amount of "noncommercial-media" information search, the influencing variables were desire to seek information, amount of internal information, education, occupational status in turn. These variables explained 14% of dependent variable's variance. 4) On amount of "commercial-personal" information search, the influencing variable was desire to seek information, and this variable explained 3.1% of dependent variable'a variance. 5) On amount of "commercial-media" information search, the influencing variables were desire to seek information, education, amount of internal information in turn. These three variables explained 12.1% dependent variable's variance. 6) Resulting from multiple classification analysis, influencing variables on consumer's post-purchase satisfaction were amount of noncommercial-media information search and printed media search, and brand royalty. These three variables explained 9% of dependent variable's variance. Furthermore, througout all the subareas of consumer's satisfaction, the amount of noncommercial-media information search was the most influencing variable.

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국부 확률을 이용한 데이터 분류에 관한 연구 (A Study on Data Clustering Method Using Local Probability)

  • 손창호;최원호;이재국
    • 제어로봇시스템학회논문지
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    • 제13권1호
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    • pp.46-51
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    • 2007
  • In this paper, we propose a new data clustering method using local probability and hypothesis theory. To cluster the test data set we analyze the local area of the test data set using local probability distribution and decide the candidate class of the data set using mean standard deviation and variance etc. To decide each class of the test data, statistical hypothesis theory is applied to the decided candidate class of the test data set. For evaluating, the proposed classification method is compared to the conventional fuzzy c-mean method, k-means algorithm and Discriminator analysis algorithm. The simulation results show more accuracy than results of fuzzy c-mean method, k-means algorithm and Discriminator analysis algorithm.

비선형시스템의 새로운 통계적 선형화방법 (A New Statistical Linearization Technique of Nonlinear System)

  • 이장규;이연석
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 1990년도 하계학술대회 논문집
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    • pp.72-76
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    • 1990
  • A new statistical linearization technique for nonlinear system called covariance matching method is proposed in this paper. The covariance matching method makes the mean and variance of an approximated output be identical real functional output, and the distribution of the approximated output have identical shape with a given random input. Also, the covariance matching method can be easily implemented for statistical analysis of nonlinear systems with a combination of linear system covariance analysis.

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실험계획법에서 평균분석(ANOM)의 응용 (Application of Analysis of Means(ANOM) for Design of Experiment)

  • 최성운
    • 대한안전경영과학회:학술대회논문집
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    • 대한안전경영과학회 2008년도 춘계학술대회
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    • pp.283-293
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    • 2008
  • Analysis of Means(ANOM) is a visualization tool for comparing several means to the grand mean like control chart type. This paper reviews five ANOM methods for continuous data such as ANOM, ANOME (ANOM for Treatment Effects), ANCON (Analysis of Contrasts), ANOMV (ANOM for Variance), ANOMC (ANOM for Correaltion). Three ANOM tools for discrete data such as ANOMNP (ANOM for Nonconforming Proportions), ANOMNC (ANOM for Nonconforming Unit), ANOMNPU (ANOM for Nonconfirmities Per Unit) are also developed.

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