• Title/Summary/Keyword: Mean-variance model

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A Multivariate Model Development for Strem Flow Generation

  • Jeong, Sang-Man
    • Korean Journal of Hydrosciences
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    • v.3
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    • pp.105-113
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    • 1992
  • Various modeling approaches to study a long term behavior of streamflow or groundwater storage have been conducted. In this study, a Multivariate AR (1) Model has been applied to generate monthly flows of the one key station which has historical flows using monthly flows of the three subordinate stations. The Model performance was examined using statistical comparisons between the historical and generated monthly series such as mean, variance, skewness. Also, the correlation coefficients (lag-zero, and lag-one) between the two monthly flows were compared. The results showed that the modeled generated flows were statistically similar to the historical flows.

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A PARAMETER CHANGE TEST IN RCA(1) MODEL

  • Ha, Jeong-Cheol
    • 한국데이터정보과학회:학술대회논문집
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    • 2005.10a
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    • pp.135-138
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    • 2005
  • In this paper, we consider the problem of testing for parameter change in time series models based on a cusum of squares. Although the test procedure is well-established for the mean and variance in time series models, a general parameter case was not discussed in literatures. Therefore, here we develop the cusum of squares type test for parameter change in a more general framework. As an example, we consider the change of the parameters in an RCA(1) model. Simulation results are reported for illustration.

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A Weibull Model Building Technique for Reliability Assessment with Limited failure Data (신뢰도 평가에서 제한된 데이터를 이용한 와이블분포 모형화 기법)

  • Kim, Gwang-Won
    • The Transactions of the Korean Institute of Electrical Engineers A
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    • v.55 no.3
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    • pp.109-115
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    • 2006
  • The Weibull distribution is a good candidate for accurate probabilistic model with its rich shape-forming ability and relatively simple CDF(cumulative distribution function). If there are sufficient information to get convincible mean and variance for a probabilistic event, reliable parameters of the Weibull distribution can be determined uniquely. However, sufficient information is not given as usual. There needs more deliberate model building method for that case. This Paper presents an effective parameter estimation technique for Weibull distribution with limited failure data.

Estimation of Systolic Blood Pressure using PTTL (PTTL을 이용한 수축기 혈압추정)

  • Kil, Se-Kee;Kwan, Jang-Woo;Yoon, Kwang-Sub;Lee, Sang-Min
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.57 no.6
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    • pp.1095-1101
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    • 2008
  • The desirable method to diagnose abnormal blood pressure is to measure and manage blood pressure continuously and regularly. However, the sphygmomanometers that are based on a cuff have faults in that they can not measure the blood pressure continuously and they cause an unpleasant feeling. Therefore, it is essential to develop a new measuring method that causes no pain and that can obtain blood pressure continuously without any unpleasant feeling. Thus, we propose here a regression method to estimate the systolic blood pressure by using the PTTL(pulse transit time on leg) with some body parameters which are chosen from the relational analysis with systolic blood pressure. The data we use to make the regression model were obtained in triplicate from each of 50 males who were from 18 to 35 years. And we made estimation experiments of blood pressure on 10 males who did not take part in the making the regression model. According to the results, the proposed method showed a mean error of 4.00 mmHg and the standard variance was 2.45 mmHg. When we comparing the results of the proposed method with the rule of American National Standards Institute of the Association of the Advancement of Medical Instruments(ANSI/AAMI), the results satisfied the rule of a mean error less than 5 mmHg and a standard variance less than 8 mmHg. Therefore we were able to validate the usefulness of the proposed method.

Identification of Cluster with Composite Mean and Variance (합성된 평균과 분산을 가진 군집 식별)

  • Kim, Seung-Gu
    • Communications for Statistical Applications and Methods
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    • v.18 no.3
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    • pp.391-401
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    • 2011
  • Consider a cluster, so called a 'son cluster', whose mean and variance is composed of the means and variances of both clusters called as a 'father cluster' and a 'mother cluster'. In this paper, a method for identifying each of three clusters is provided by modeling the relationship with father and mother clusters. Under the normal mixture model, the parameters are estimated via EM algorithm. We were able to overcome the problems of estimation using ECM approximation. Numerical examples show that our method can effectively identify the three clusters, so called a 'family of clusters'.

Estimation of tomato maturity as a continuous index using deep neural networks

  • Taehyeong Kim;Dae-Hyun Lee;Seung-Woo Kang;Soo-Hyun Cho;Kyoung-Chul Kim
    • Korean Journal of Agricultural Science
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    • v.49 no.4
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    • pp.785-793
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    • 2022
  • In this study, tomato maturity was estimated based on deep learning for a harvesting robot. Tomato images were obtained using a RGB camera installed on a monitoring robot, which was developed previously, and the samples were cropped to 128 × 128 size images to generate a dataset for training the classification model. The classification model was constructed based on convolutional neural networks, and the mean-variance loss was used to learn implicitly the distribution of the data features by class. In the test stage, the tomato maturity was estimated as a continuous index, which has a range of 0 to 1, by calculating the expected class value. The results show that the F1-score of the classification was approximately 0.94, and the performance was similar to that of a deep learning-based classification task in the agriculture field. In addition, it was possible to estimate the distribution in each maturity stage. From the results, it was found that our approach can not only classify the discrete maturation stages of the tomatoes but also can estimate the continuous maturity.

A Lagrangian Based Scalar PDF Method for Turbulent Combustion Models

  • Moon, Hee-Jang;Borghi, Roland
    • Journal of Mechanical Science and Technology
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    • v.18 no.8
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    • pp.1470-1478
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    • 2004
  • In this paper, a new 'presumed' Probability Density Function (PDF) approach coupled with a Lagrangian tracking method is proposed for turbulent combustion modeling. The test and the investigation of the model are conducted by comparing the model results with DNS data for a premixed flame subjected in a decaying turbulent field. The newly constructed PDF, which incorporates the instantaneous chemical reaction term, demonstrates consistent improvement over conventional assumed PDF models. It has been found that the time evolution of the mean scalar, the variance and the mean reaction rate are strongly influenced by a parameter deduced by a Lagrangian equation which takes into account explicitly the local reaction rate. Tests have been performed for a moderate Damkohler number, and it is expected the model may cover a broader range of Damkohler number. The comparison with the DNS data demonstrates that the proposed model may be promising and affordable for implementation in a moment-equation solver.

A Probabilistic Analysis for Fatigue Cumulative Damage and Fatigue Life in CFRP Composites Containing a Circular Hole (원공을 가진 CFRP 복합재료의 피로누적손상 및 피로수명에 대한 확률적 해석)

  • 김정규;김도식
    • Transactions of the Korean Society of Mechanical Engineers
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    • v.19 no.8
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    • pp.1915-1926
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    • 1995
  • The Fatigue characteristics of 8-harness satin woven CFRP composites with a circular hole are experimentally investigated under constant amplitude tension-tension loading. It is found in this study that the fatigue damage accumulation behavior is very random and history-independent, and the fatigue cumulative damage is linearly related with the mean number of cycles to a specified damage state. From these results, it is known that the fatigue characteristics of CFRP composites satisfy the basic assumptions of Markov chain theory and the parameter of Markov chain model can be determined only by mean and variance of fatigue lives. The predicted distribution of the fatigue cumulative damage using Markov chain model shows a good agreement with the test results. For the fatigue life distribution, Markov chain model makes similar accuracy to 2-parameter Weibull distribution function.

Development of a Simplified Statistical Methodology for Nuclear Fuel Rod Internal Pressure Calculation

  • Kim, Kyu-Tae;Kim, Oh-Hwan
    • Nuclear Engineering and Technology
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    • v.31 no.3
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    • pp.257-266
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    • 1999
  • A simplified statistical methodology is developed in order to both reduce over-conservatism of deterministic methodologies employed for PWR fuel rod internal pressure (RIP) calculation and simplify the complicated calculation procedure of the widely used statistical methodology which employs the response surface method and Monte Carlo simulation. The simplified statistical methodology employs the system moment method with a deterministic approach in determining the maximum variance of RIP The maximum RIP variance is determined with the square sum of each maximum value of a mean RIP value times a RIP sensitivity factor for all input variables considered. This approach makes this simplified statistical methodology much more efficient in the routine reload core design analysis since it eliminates the numerous calculations required for the power history-dependent RIP variance determination. This simplified statistical methodology is shown to be more conservative in generating RIP distribution than the widely used statistical methodology. Comparison of the significances of each input variable to RIP indicates that fission gas release model is the most significant input variable.

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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.