• Title/Summary/Keyword: Multiplicative model

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Evaluation of multiplicative random cascade models for CMIP 6 rainfall data temporal disaggregation (MRC 모형의 CMIP6 강우 자료에 대한 시간 분해 성능 평가)

  • Kwak, Jihye;Lee, Hyunji;Kim, Jihye;Jun, Sang Min;Lee, Jae Nam;Kang, Moon Seong
    • Proceedings of the Korea Water Resources Association Conference
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    • 2021.06a
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    • pp.367-367
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    • 2021
  • 최근 기후변화로 인해 극한 강우 사상의 빈도가 잦아짐에 따라 수공 구조물의 안전성이 저해되거나 인명 및 재산 피해가 발생할 가능성이 커지고 있다. 기후변화에 따른 기상현상의 변화 추세를 파악하고 대비하기 위해 CMIP (Coupled Model Intercomparison Project Phase)의 GCM(General Circulation Model) 기상자료 산출물이 활발하게 이용되고 있다. 기후변화 시나리오는 홍수기 방재 대책 수립 등의 연구에도 적용되고 있으나, GCM에서 산출된 기상자료의 시간 간격은 24시간 혹은 3시간 정도로 시간적 해상도가 낮아 홍수 모형의 입력자료로 사용되기 어려운 형태를 가지고 있다. 따라서 기후변화 시나리오를 홍수 모의 등의 분야에 접목하기 위해서는 GCM 자료의 시간적 해상도를 1시간 이하로 낮춤으로써 시나리오 산출물이 홍수모형과 적절하게 연결될 수 있도록 해야 한다. MRC (Multiplicative Random Cascade) 모형은 국내외에서 예보강우의 시간 분해 및 일강우 데이터 분해 연구에 활용된 바 있으며 관측 강우에 대하여 분해 성능이 준수함이 확인되었다. 이에 본 연구에서는 MRC 모형을 활용하여 미래 기후변화 시나리오 산출물에 적용함으로써 MRC 모형이 일단위 및 3시간 단위 기후변화 자료의 시간 분해에 대해 적절한 성능을 수행하는지 여부를 분석하고, 기후변화 자료의 최소 시간 간격별 강우 분해 결과를 비교·분석하고자 하였다. 본 연구의 결과는 향후 기후변화 시나리오 기반 기상자료 시간 분해에 대한 MRC 모형의 적용성을 평가하는 기초 자료로 활용될 수 있을 것으로 사료된다.

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Time series Analysis of State-space Model and Multiplication ARIMA Model in Dissolved Oxygen Simulation (용존산소 농도모의시 상태공간모형과 승법 ARIMA모형의 시계열 분석)

  • 이원호;서인석;한양수
    • Journal of environmental and Sanitary engineering
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    • v.15 no.2
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    • pp.65-74
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    • 2000
  • The purpose of this study is to develop the stochastic stream water quality model for the intake station of Chung-Ju city waterworks in the Han river system. This model was based on the theory of Box-Jenkins Multiplicative ARIMA(SARIMA) and the state space model to simulate changes of water qualities. Variable of water qualities included in the model are temperature and dissolved oxygen(DO). The models development were based on the data obtained from Jan. 1990 to Dec. 1997 and followed the typical procedures of the Box-Jenkins method including identification and estimation. The seasonality of DO and temperature data to formulate for the SARIMA model are conspicuous and the period of revolution was twelve months. Both models had seasonality of twelve months and were formulates as SARIMA {TEX}$(2,1,1)(1,1,1)_{12}${/TEX} for DO and temperature. The models were validated by testing normality and independency of the residuals. The prediction ability of SARIMA model and state space model were tested using the data collected from Jan. 1998 to Oct. 1999. There were good agreements between the model predictions and the field measurements. The performance of the SARIMA model and state space model were examined through comparisons between the historical and generated monthly dissolved oxygen series. The result reveal that the state space model lead to the improved accuracy.

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Bayesian Model Selection for Inverse Gaussian Populations with Heterogeneity

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • v.19 no.2
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    • pp.621-634
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    • 2008
  • This paper addresses the problem of testing whether the means in several inverse Gaussian populations with heterogeneity are equal. The analysis of reciprocals for the equality of inverse Gaussian means needs the assumption of equal scale parameters. We propose Bayesian model selection procedures for testing equality of the inverse Gaussian means under the noninformative prior without the assumption of equal scale parameters. The noninformative prior is usually improper which yields a calibration problem that makes the Bayes factor to be defined up to a multiplicative constant. So we propose the objective Bayesian model selection procedures based on the fractional Bayes factor and the intrinsic Bayes factor under the reference prior. Simulation study and real data analysis are provided.

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Development of Prediction Model for Moisture and Protein Content of Single Kernel Rice using Spectroscopy (분광분석법을 이용한 단립 쌀의 함수율 및 단백질 함량 예측모델 개발)

  • 김재민;최창현;민봉기;김종훈
    • Journal of Biosystems Engineering
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    • v.23 no.1
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    • pp.49-56
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    • 1998
  • The objectives of this study were to develop models to predict the contents of moisture and protein of single kernel of brown rice based on visible/NIR (near-infrared) spectroscopic technique. The reflectance spectra of rice were obtained in the range of the wavelength 400 to 2,500 nm with 2 nm intervals. Multiple linear regression(MLR) and partial least squares (PLS) were used to develop the models. The MLR model using the first derivative spectra(10 nm of gap) with Standard Normal Variate and Detrending (SNV and Drt.) preprocessing showed the best results to predict moisture content of the sin린e kernel brown rice. To predict the protein content of a single kernel of brown ricer the PLS model used the raw spectra with multiplicative scatter correction(MSC) preprocessing over the wavelength of 1,100~1,500 nm.

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Design of Accelerated Degradation Test with Tightened Critical Values under Random Coefficient Degradation Rate Model (확률계수 열화율 모형하에서 판정가속을 도입한 가속열화시험의 설계)

  • Cho, You-hee;Seo, Sun-keun
    • Journal of Korean Institute of Industrial Engineers
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    • v.34 no.1
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    • pp.23-31
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    • 2008
  • This paper presents accelerated degradation test plans considering adoption of tightened critical values. Under arandom coefficient degradation rate and log-linear acceleration models, the asymptotic variance of an estimatorfor a lifetime quantile at the use condition as the optimization criterion is derived where the degradation ratefollows a lognormal and Reciprocal Weibull distributions, respectively and then the low stress level andproportions ofunits allocated to each stress level are determined. We also show that the developed test plans canbe applied to the multiplicative model with measurement error.

Sample Size Determination Using the Stratification Algorithms with the Occurrence of Stratum Jumpers

  • Hong, Taekyong;Ahn, Jihun;Namkung, Pyong
    • Communications for Statistical Applications and Methods
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    • v.11 no.2
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    • pp.297-311
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    • 2004
  • In the sample survey for a highly skewed population, stratum jumpers often occur. Stratum jumpers are units having large discrepancies between a stratification variable and a study variable. We propose two models for stratum jumpers: a multiplicative model and a random replacement model. We also consider the modification of the L-H stratification algorithm such that we apply the previous models to L-H algorithm in determination of the sample sizes and the stratum boundaries. We evaluate the performances of the new stratification algorithms using real data. The result shows that L-H algorithm for the random replacement model outperforms other algorithms since the estimator has the least coefficient of variation.

ON ASYMPTOTIC TESTS IN TEREE-FACTOR FACTORIAL DESIGNS WITH NO REPLICATIONS

  • See, Kyoung-Ah
    • Journal of applied mathematics & informatics
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    • v.6 no.1
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    • pp.31-50
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    • 1999
  • We revisit the problems of testing three-factor classifica-tion models with a single observation per cell. A common approach in analyzing such nonreplicated data is to omit the highest order in-teraction and regard it as error. This paper discusses the use of a multiplicative model(See and Smith 1996 and 1998) which is applied on residuals in order to separate the variablility due to three-factor interaction from what is counted as random error. in particualr to test the significance of the interaction term we derived an approxi-mated distribution of the likelihood ratio test statistic based on the quadrilinear model known as Tucher's three-mode principal compo-nent model. The derivation utilizes the distribution of the eignevalues of the Wishart matrix.

Estimating Heterogeneous Customer Arrivals to a Large Retail store : A Bayesian Poisson model perspective (대형할인매점의 요일별 고객 방문 수 분석 및 예측 : 베이지언 포아송 모델 응용을 중심으로)

  • Kim, Bumsoo;Lee, Joonkyum
    • Korean Management Science Review
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    • v.32 no.2
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    • pp.69-78
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    • 2015
  • This paper considers a Bayesian Poisson model for multivariate count data using multiplicative rates. More specifically we compose the parameter for overall arrival rates by the product of two parameters, a common effect and an individual effect. The common effect is composed of autoregressive evolution of the parameter, which allows for analysis on seasonal effects on all multivariate time series. In addition, analysis on individual effects allows the researcher to differentiate the time series by whatevercharacterization of their choice. This type of model allows the researcher to specifically analyze two different forms of effects separately and produce a more robust result. We illustrate a simple MCMC generation combined with a Gibbs sampler step in estimating the posterior joint distribution of all parameters in the model. On the whole, the model presented in this study is an intuitive model which may handle complicated problems, and we highlight the properties and possible applications of the model with an example, analyzing real time series data involving customer arrivals to a large retail store.

Methodology for Determining Functional Forms in Developing Statistical Collision Models (교통사고모형 개발에서의 함수식 도출 방법론에 관한 연구)

  • Baek, Jong-Dae;Hummer, Joseph
    • International Journal of Highway Engineering
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    • v.14 no.5
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    • pp.189-199
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    • 2012
  • PURPOSES: The purpose of this study is to propose a new methodology for developing statistical collision models and to show the validation results of the methodology. METHODS: A new modeling method of introducing variables into the model one by one in a multiplicative form is suggested. A method for choosing explanatory variables to be introduced into the model is explained. A method for determining functional forms for each explanatory variable is introduced as well as a parameter estimating procedure. A model selection method is also dealt with. Finally, the validation results is provided to demonstrate the efficacy of the final models developed using the method suggested in this study. RESULTS: According to the results of the validation for the total and injury collisions, the predictive powers of the models developed using the method suggested in this study were better than those of generalized linear models for the same data. CONCLUSIONS: Using the methodology suggested in this study, we could develop better statistical collision models having better predictive powers. This was because the methodology enabled us to find the relationships between dependant variable and each explanatory variable individually and to find the functional forms for the relationships which can be more likely non-linear.

Control of Active Suspension System by Using H$\infty$ Theory

  • Nguyen, Tan-Tien;Nguyen, Van-Giap;Kim, Sang-Bong
    • Transactions on Control, Automation and Systems Engineering
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    • v.2 no.1
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    • pp.1-6
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    • 2000
  • This paper presents a control of active suspension for quarter car model with two degree of freedom by using H$\infty$ method. Absolute velocity of car body is measured for feedback. The system parameter variations are treated with multiplicative uncertainty model. Simulation results show that the H$\infty$ control provides good trade-off between ride quality, suspension packaging and road holding constraints. The experiment with a front wheel suspension system was done to verify the simulation results.

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