• 제목/요약/키워드: Mean-variance model

검색결과 472건 처리시간 0.021초

Separate Fuzzy Regression with Crisp Input and Fuzzy Output

  • Yoon, Jin-Hee;Choi, Seung-Hoe
    • Journal of the Korean Data and Information Science Society
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    • 제18권2호
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    • pp.301-314
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    • 2007
  • The aim of this paper is to deal with a method to construct a separate fuzzy regression model with crisp input and fuzzy output data using a best response function for the center and the width of the predicted output. Also we introduce the crisp mean and variance of the predicted fuzzy value and also give some examples to compare a performance of the proposed fuzzy model with various other fuzzy regression model.

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생산량이 감소하는 공정평균이동 문제에서 Cpm+ 기준의 손실함수를 적용한 보전모형 (A Maintenance Model Applying Loss Function Based on the Cpm+ in the Process Mean Shift Problem in Which the Production Volume Decreases)

  • 이도경
    • 산업경영시스템학회지
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    • 제44권1호
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    • pp.45-50
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    • 2021
  • Machines and facilities are physically or chemically degenerated by continuous usage. The representative type of the degeneration is the wearing of tools, which results in the process mean shift. According to the increasing wear level, non-conforming products cost and quality loss cost are increasing simultaneously. Therefore, a preventive maintenance is necessary at some point. The problem of determining the maintenance period (or wear limit) which minimizes the total cost is called the 'process mean shift problem'. The total cost includes three items: maintenance cost (or adjustment cost), non-conforming cost due to the non-conforming products, and quality loss cost due to the difference between the process target value and the product characteristic value among the conforming products. In this study, we set the production volume as a decreasing function rather than a constant. Also we treat the process variance as a function to the increasing wear rather than a constant. To the quality loss function, we adopted the Cpm+, which is the left and right asymmetric process capability index based on the process target value. These can more reflect the production site. In this study, we presented a more extensive maintenance model compared to previous studies, by integrating the items mentioned above. The objective equation of this model is the total cost per unit wear. The determining variables are the wear limit and the initial process setting position that minimize the objective equation.

제로팽창 모형을 이용한 보험데이터 분석 (A Zero-Inated Model for Insurance Data)

  • 최종후;고인미;전수영
    • 응용통계연구
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    • 제24권3호
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    • pp.485-494
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    • 2011
  • 계수(Count) 데이터는 반응변수가 음이 아닌 계수로, 자동차 사고건수나 지진이 일어난 횟수, 보험처리 발생건수 등을 말한다. 이런 경우에는 주로 포아송 회귀모형을 사용하지만, 평균과 분산이 동일한 경우만 이용될 수 있다는 제약이 따른다. 실증적 자료에서는 그룹 간 이질성으로 인해 분산이 매우 큰 과대산포(Overdispersion) 현상을 볼 수 있는데, 이를 무시할 경우 회귀계수나 표준오차가 편의되는 현상이 발생한다. 보험은 보장성 개념이 강하기 때문에 실제로 보험처리가 발생하지 않는 경우가 많아, 보험처리 건수에 '0'값이 있을 수 있다. 본 논문에서는 '0'값이 많은 자료의 분석을 위해 제로팽창 모형(Zero-Inflated Model)을 고려하고, 여러 모형들의 효율성을 실증자료를 통하여 비교하였다. 실증 자료 분석 결과, 과대산포와 제로팽창 현상이 존재하는 자료에서 제로팽창 음이항 모형(Zero-Inflated Negative Binomial Regression Model)이 가장 효율적인 모형임을 보여 주었다.

입방형 영역을 사용한 반응표면계획에서 블록효과를 평가하기 위한 측도 (A Measure for Evaluating the Effect of Blocking in Response Surface Designs Using Cuboidal Regions)

  • 박상현;장대흥
    • 품질경영학회지
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    • 제27권1호
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    • pp.59-79
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    • 1999
  • The fitting of a response surface model and the subsequent exploration of the response surface are usually based on the assumption that the experimental runs are carried out under homogeneous conditions. This, however, may be quite often difficult to achieve in many experiments. To control such an extraneous source of variation, the response surface design should be arranged in several blocks within which homogeneity of conditions can be maintained. In this case, when fitting a response surface model, the least squares estimates of the model's parameters and the prediction variance will generally depend on how the response surface design is blocked. That is, the choice of a blocking arrangement for a response surface design can have a considerable effect on estimating the mean response and on the size of the prediction variance. In this paper, we propose a measure for evaluating the effect of blocking of response surface designs using cuboidal regions.

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Variance component analysis of growth and production traits in Vanaraja male line chickens using animal model

  • Ullengala, Rajkumar;Prince, L. Leslie Leo;Paswan, Chandan;Haunshi, Santosh;Chatterjee, Rudranath
    • Animal Bioscience
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    • 제34권4호
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    • pp.471-481
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    • 2021
  • Objective: A comprehensive study was conducted to study the effects of partition of variance on accuracy of genetic parameters and genetic trends of economic traits in Vanaraja male line/project directorate-1 (PD-1) chicken. Methods: Variance component analysis utilizing restricted maximum likelihood animal model was carried out with five generations data to delineate the population status, direct additive, maternal genetic, permanent environmental effects, besides genetic trends and performance of economic traits in PD-1 chickens. Genetic trend was estimated by regression of the estimated average breeding values (BV) on generations. Results: The body weight (BW) and shank length (SL) varied significantly (p≤0.01) among the generations, hatches and sexes. The least squares mean of SL at six weeks, the primary trait was 77.44±0.05 mm. All the production traits, viz., BWs, age at sexual maturity, egg production (EP) and egg weight were significantly influenced by generation. Model four with additive, maternal permanent environmental and residual effects was the best model for juvenile growth traits, except for zero-day BW. The heritability estimates for BW and SL at six weeks (SL6) were 0.20±0.03 and 0.17±0.03, respectively. The BV of SL6 in the population increased linearly from 0.03 to 3.62 mm due to selection. Genetic trend was significant (p≤0.05) for SL6, BW6, and production traits. The average genetic gain of EP40 for each generation was significant (p≤0.05) with an average increase of 0.38 eggs per generation. The average inbreeding coefficient was 0.02 in PD-1 line. Conclusion: The population was in ideal condition with negligible inbreeding and the selection was quite effective with significant genetic gains in each generation for primary trait of selection. The animal model minimized the over-estimation of genetic parameters and improved the accuracy of the BV, thus enabling the breeder to select the suitable breeding strategy for genetic improvement.

Doubly penalized kernel method for heteroscedastic autoregressive datay

  • Cho, Dae-Hyeon;Shim, Joo-Yong;Seok, Kyung-Ha
    • Journal of the Korean Data and Information Science Society
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    • 제21권1호
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    • pp.155-162
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    • 2010
  • In this paper we propose a doubly penalized kernel method which estimates both the mean function and the variance function simultaneously by kernel machines for heteroscedastic autoregressive data. We also present the model selection method which employs the cross validation techniques for choosing the hyper-parameters which aect the performance of proposed method. Simulated examples are provided to indicate the usefulness of proposed method for the estimation of mean and variance functions.

Stochastic elastic wave analysis of angled beams

  • Bai, Changqing;Ma, Hualin;Shim, Victor P.W.
    • Structural Engineering and Mechanics
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    • 제56권5호
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    • pp.767-785
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    • 2015
  • The stochastic finite element method is employed to obtain a stochastic dynamic model of angled beams subjected to impact loads when uncertain material properties are described by random fields. Using the perturbation technique in conjunction with a precise time integration method, a random analysis approach is developed for efficient analysis of random elastic waves. Formulas for the mean, variance and covariance of displacement, strain and stress are introduced. Statistics of displacement and stress waves is analyzed and effects of bend angle and material stochasticity on wave propagation are studied. It is found that the elastic wave correlation in the angled section is the most significant. The mean, variance and covariance of the stress wave amplitude decrease with an increase in bend angle. The standard deviation of the beam material density plays an important role in longitudinal displacement wave covariance.

평균과 분산의 동시모형에 따른 회귀진단법에 관한 연구 (Regression Diagnostics on Joint Modelling of Mean and Dispersion)

  • 강위창;이영조;송문섭
    • 응용통계연구
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    • 제13권2호
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    • pp.407-414
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    • 2000
  • Carroll과 Ruppert(1988)는 준가능도(quasi-likelihood)를 이용하여 에스트라제 측정자료를 회귀분석하였다. Jung과 Lee(1997)는 준가능도을 이용한 회귀분석모형의 적합도정통계량을 제안하였으며 검정 별과 기각되지 않아 본 분석모형이 타당하다고 주장하였다. 그러나 Lee와 Nelder(1998)의 잔차그림을 검토한 결과, 상기 모형으로는 평균증가에 따른 분산증가를 충분히 반영할 수 없었다. 본 논문에서는 Lee와 Nelder(1998)의 평균과 분산의 동시모형으로 에스트라제 자료를 재분석하고 잔차그림을 이용하여 모형의 타당성을 재평가하였다. 또한 분산에서 산포모형에 대한 적합도검정에는 Lee와 Nelder(1998)의 제한가능도(restricted likelihood)에 근거한 검정법이 보다 적절함을 제시하였다.

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불량률과 고장률을 통합한 마모공정의 보전모형 (Maintenance Model for Wear-Out Process Integrated with the Percent Defective and the Failure Rate)

  • 이도경
    • 품질경영학회지
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    • 제24권2호
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    • pp.44-53
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    • 1996
  • This paper deals with the problem of selecting optimal wear limit and initial process mean in a wear-out process. Consider a material removal processing machinery where 1)there are deffective items by linear shift in the mean of the diameter of to be processed with varing process variance and 2)there can be any failure in the machine tools or to be processed. In the previous studies, the one is analyzed by 'Model of Producing Goods' in quality control area and the other, any failure, is analyzed by 'Model of Producing Services' in reliability area. We propose a new integrated maintenance model, considering the percent defective and the failure rate. A numerical example for the model is given.

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On Copas′ Local Likelihood Density Estimator

  • Kim, W.C.;Park, B.U.;Kim, Y.G.
    • Journal of the Korean Statistical Society
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    • 제30권1호
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    • pp.77-87
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    • 2001
  • Some asymptotic results on the local likelihood density estimator of Copas(1995) are derived when the locally parametric model has several parameters. It turns out that it has the same asymptotic mean squared error as that of Hjort and Jones(1996).

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