• Title/Summary/Keyword: Multiplicative model

Search Result 156, Processing Time 0.024 seconds

Checking the Additive Risk Model with Martingale Residuals

  • Myung-Unn Song;Dong-Myung Jeong;Jae-Kee Song
    • Journal of the Korean Statistical Society
    • /
    • v.25 no.3
    • /
    • pp.433-444
    • /
    • 1996
  • In contrast to the multiplicative risk model, the additive risk model specifies that the hazard function with covariates is the sum of, rather than product of, the baseline hazard function and the regression function of covariates. We, in this paper, propose a method for checking the adequacy of the additive risk model based on partial-sum of matingale residuals. Under the assumed model, the asymptotic properties of the proposed test statistic and approximation method to find the critical values of the limiting distribution are studied. Several real examples are illustrated.

  • PDF

DESIGN AND VALIDATION OF ROBUST AND AUTONOMOUS CONTROL FOR NUCLEAR REACTORS

  • SHAFFER ROMAN A.;EDWARDS ROBERT M.;LEE KWANG Y.
    • Nuclear Engineering and Technology
    • /
    • v.37 no.2
    • /
    • pp.139-150
    • /
    • 2005
  • A robust control design procedure for a nuclear reactor has been developed and experimentally validated on the Penn State TRIGA research reactor. The utilization of the robust controller as a component of an autonomous control system is also demonstrated. Two methods of specifying a low order (fourth-order) nominal-plant model for a robust control design were evaluated: 1) by approximation based on the 'physics' of the process and 2) by an optimal Hankel approximation of a higher order plant model. The uncertainty between the nominal plant models and the higher order plant model is supplied as a specification to the ,u-synthesis robust control design procedure. Two methods of quantifying uncertainty were evaluated: 1) a combination of additive and multiplicative uncertainty and 2) multiplicative uncertainty alone. The conclusions are that the optimal Hankel approximation and a combination of additive and multiplicative uncertainty are the best approach to design robust control for this application. The results from nonlinear simulation testing and the physical experiments are consistent and thus help to confirm the correctness of the robust control design procedures and conclusions.

The Forecasting of Monthly Runoff using Stocastic Simulation Technique (추계학적 모의발생기법을 이용한 월 유출 예측)

  • An, Sang-Jin;Lee, Jae-Gyeong
    • Journal of Korea Water Resources Association
    • /
    • v.33 no.2
    • /
    • pp.159-167
    • /
    • 2000
  • The purpose of this study is to estimate the stochastic monthly runoff model for the Kunwi south station of Wi-stream basin in Nakdong river system. This model was based on the theory of Box-Jenkins multiplicative ARlMA and the state-space model to simulate changes of monthly runoff. The forecasting monthly runoff from the pair of estimated effective rainfall and observed value of runoff in the uniform interval was given less standard error then the analysis only by runoff, so this study was more rational forecasting by the use of effective rainfall and runoff. This paper analyzed the records of monthly runoff and effective rainfall, and applied the multiplicative ARlMA model and state-space model. For the P value of V AR(P) model to establish state-space theory, it used Ale value by lag time and VARMA model were established that it was findings to the constituent unit of state-space model using canonical correction coefficients. Therefore this paper confirms that state space model is very significant related with optimization factors of VARMA model.

  • PDF

A multiplicative unrelated quantitative randomized response model (승법 무관양적속성 확률화응답모형)

  • Lee, Gi-Sung
    • The Korean Journal of Applied Statistics
    • /
    • v.29 no.5
    • /
    • pp.897-906
    • /
    • 2016
  • We augment an unrelated quantitative attribute to Bar-Lev et al.'s model (2004) which is composed of sensitive quantitative variable and scrambled one to present a multiplicative unrelated quantitative randomized response model(MUQ RRM). We also establish theoretical grounds to estimate the sensitive quantitative attribute according to circumstances irrespective of known or unknown unrelated quantitative attribute. Finally, we explore the relationship among the suggested model, Eichhorn-Hayre model, Bar-Lev et al.'s model and Gjestvang-Singh's model, and compare the efficiency of our model with Bar-Lev et al.'s model.

hOGG1, p53 Genes, and Smoking Interactions are Associated with the Development of Lung Cancer

  • Cheng, Zhe;Wang, Wei;Song, Yong-Na;Kang, Yan;Xia, Jie
    • Asian Pacific Journal of Cancer Prevention
    • /
    • v.13 no.5
    • /
    • pp.1803-1808
    • /
    • 2012
  • This study aimed to investigate the effects of Ser/Cys polymorphism in hOGG1 gene, Arg/Pro polymorphism in p53 gene, smoking and their interactions on the development of lung cancer. Ser/Cys polymorphism in hOGG1 and Arg/Pro polymorphism in p53 among 124 patients with lung cancer and 128 normal people were detected using PCR-RFLP. At the same time, smoking status was investigated between the two groups. Logistic regression was used to estimate the effects of Ser/Cys polymorphism and Arg/Pro polymorphisms, smoking and their interactions on the development of lung cancer. ORs (95% CI) of smoking, hOGG1 Cys/Cys and p53 Pro/Pro genotypes were 2.34 (1.41-3.88), 2.12 (1.03-4.39), and 2.12 (1.15-3.94), respectively. The interaction model of smoking and Cys/Cys was super-multiplicative or multiplicative, and the OR (95% CI) for their interaction item was 1.67 (0.36 -7.78). The interaction model of smoking and Pro/Pro was super-multiplicative with an OR (95%CI) of their interaction item of 5.03 (1.26-20.1). The interaction model of Pro/Pro and Cys/Cys was multiplicative and the OR (95%CI) of their interaction item was 0.99 (0.19-5.28). Smoking, hOGG1 Cys/Cys, p53 Pro/Pro and their interactions may be the important factors leading to the development of lung cancer.

ARIMA 모형에 의한 하천수질 예측

  • 류병로;한양수
    • Journal of Environmental Science International
    • /
    • v.7 no.4
    • /
    • pp.433-440
    • /
    • 1998
  • This study was carried out to develop the stream water quality model for the intaking station of Kongju waterworks in the Keum River system. The monthly water quality(total nitrogen and total phosphorus) with periodicity and trend were forecasted by multiplicative ARIU models and then the applicability of the models was tested based on 7 years of the historical monthly water quality data at Kongju intaking strate. The parameter estimation was made with the monthly observed data. The last one year data was used to compare the forecasted water Quality by ARU model with the observed one. The models are ARIMA(2,0,0)$\times$(0,1,1)l2 for total nitrogen, ARIMA(0,1,1)x(0,1,1)l2 for total phosphorus. The forecasting results showed a good agreement with the observed data. It is implying the applicability of multiplicative ARIMA model for forecasting monthly water quality at the Kongju site.

  • PDF

Weak Random Signal Detection:In Signal-Dependent Noise (약한 확률적 신호 검파 : 신호의 존성 잡음이 있는 경우)

  • 송익호
    • The Journal of Korean Institute of Communications and Information Sciences
    • /
    • v.13 no.4
    • /
    • pp.332-339
    • /
    • 1988
  • Using a generalized observation model, in which one can express the effects of non-additive noise such as signal-dependent noise and multiplicative noise in addition to purely-additive noise, the problem of weak random-signal detection is investigated. It is shown that the test statistics of locally optimum detectors for detection of weak random signals in signal-dependent noise model are interesting extensions of those in purely-additive noise model. This result is a complement to the result for weak random-signal detction in multiplicative noise model.

  • PDF

Reclaimer Control: Modeling , Parameter Estimation, and a Robust Smith Predictor Design (원료채집기의 제어: 모델링, 계수추정, 견실한 스미스 예측기의 설계)

  • Kim, Sung-Hoon;Hong, Keum-Shik;Kang, Dong-Hunn
    • Journal of Institute of Control, Robotics and Systems
    • /
    • v.5 no.8
    • /
    • pp.923-931
    • /
    • 1999
  • In this paper, a modeling and a robust time-delay control for the reclaimer are investigated. Supplying the same amount of a raw material throughout the reclamation process from the raw yard to a sinter plant is important to keep the quality of the molten steel uniform in blast furnaces. As the actual parameter values of the reclaimer are not available, the boom rotational dynamics are modeled as a second order differential equation with unknown coefficients. The unknown parameters in the nominal model are estimated using a recursive estimation method. Another important factor in the control design of the reclaimer is the large time-delay in output measurement. Assuming a multiplicative uncertainty, that accounts for both the unstructured uncertainty neglected in the modeling and the structured uncertainty contained in the parameter estimation, a robust Smith predictor is designed. A robust stability criterion for the multiplicative uncertainty is also derived. Following the work of Goodwin et al. [4], a quantifying procedure of the multiplicative uncertainty bound, through experiments , is described. Experimental and simulation results are provided.

  • PDF

NOISE VARIANCE ESTIMATION OF SAR IMAGE IN LOG DOMAIN

  • Chitwong S.;Minhayenud S.;Intajag S.;Cheevasuvit F.
    • Proceedings of the KSRS Conference
    • /
    • 2004.10a
    • /
    • pp.574-576
    • /
    • 2004
  • Since variance of noise is important parameter for a noise filter to reduce noise in image and the performance of noise filter is dependent on estimated variance. In this paper, we apply additive noise variance estimation method to estimate variance of speckle noise of synthetic aperture radar (SAR) imagery. Generally, speckle noise is in multiplicative model, logarithmic transformation is then used to transform multiplicative model into additive model. Here, speckle noise is generally modeled as Gamma distribution function with different looks. The additive noise variance estimation is processed in log domain. The synthesis image and real image of SAR are implemented to test and confirm results and show that more accurate estimation can be achieved.

  • PDF

Fault Detection System for Front-wheel Sleeving Passenger Cars

  • Kim, Hwan-Seong;You, Sam-Sang;Kim, Jin-Ho;Ha, Ju-Sik
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 2001.10a
    • /
    • pp.45.3-45
    • /
    • 2001
  • This paper deal with a fault detection algorithm for front wheel passenger car systems by using robust $H{\infty}$ control theory. Firstly, we present a unified formulation of vehicle dynamics for front wheel car systems and transform this formulation into state space form. Also, by considering the cornering stiffness which depends on the tyre-road contact conditions, a multiplicative uncertainty for vehicle model is described. Next, the failures of sensor and actuator for vehicle system are defined in which the fault .lter is considered. From the nominal vehicle model, an augmented system includes the multiplicative uncertainty and the model of fault filter is proposed. Lastly by using $H{\infty}$ norm property the fault detect conditions are deefi.ned, and the actuator and sensor failures are detected and isolated by designing the robust $H{\infty}$ controller, respectively.

  • PDF