• Title/Summary/Keyword: Multivariate simulation

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Parallelism Test of Slope in Simple Linear Regression Models (회귀모형의 기울기에 대한 품행성 검정)

  • Park, Hyun-Wook;Kim, Dong-Jae
    • Communications for Statistical Applications and Methods
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    • v.16 no.1
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    • pp.75-83
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    • 2009
  • Parallelism tests are proposed for slope in the simple linear regression models. In this paper, we suggest the parametric test using HSD testing method (Tukey,1953) and distribution-free test using Kruskal-wallis (1952) for more than three slopes. Monte Carlo simulation study is adapted to compare the power of the proposed methods with Wilks' Lambda multivariate procedure.

On the Feasibility of Interference Alignment in the Cellular Network

  • Chen, Hua;Wu, Shan;Hu, Ping;Xu, Zhudi
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.11 no.11
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    • pp.5324-5337
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    • 2017
  • In this paper, we investigate the feasibility of interference alignment(IA) in signal space in the scenario of multiple cell and multiple user cellular networks, as the feasibility issue is closely related to the solvability of a multivariate polynomial system, we give the mathematical analysis to support the constraint condition obtained from the polynomial equations with the tools of algebraic geometry, and a new distribute IA algorithm is also provided to verify the accessibility of the constraint condition for symmetric system in this paper. Simulation results illustrate that the accessibility of the constraint condition is hold if and only if the degree of freedom(DoF) of each user can be divided by both the transmit and receive antenna numbers.

A Study on the Design of Sensor Fault Detection System Using AANN(AutoAssociative Neural Network) (AANN 기법을 이용한 온-라인 센서 고장 검출 알고리즘 개발에 관한 연구)

  • Han, Yun-Jong;Bae, Sang-Wook;Kim, Sung-Ho
    • Proceedings of the KIEE Conference
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    • 2002.07d
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    • pp.2268-2271
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    • 2002
  • NLPCA(Nonlinear principal component analysis is a novel technique for multivariate data analysis, similar to the weil-known method of principal component analysis. NLPCA operates by a feedforward neural network called AANN(AutoAssociative Neural Network) which performs the identity mapping. In this work, a sensor fault defection system based on NLPCA is presented. To verify its applicability, simulation study on the data supplied from Saemangeum measurement stations is executed.

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Application of Sensor Fault Detection Method to Water Measurement System (센서 고장 검출 기법의 수질 계측 시스템에의 적용)

  • Lee, Young-Sam;Han, Yun-Jong;Kim, Sung-Ho
    • Proceedings of the KIEE Conference
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    • 2003.07d
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    • pp.2289-2291
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    • 2003
  • NLPCA(Nonlinear Principal Component Analysis is a novel technique for multivariate data analysis, similar to the well-known method of principal component analysis. NLPCA can be implemented by a feedforward neural network called AANN (AutoAssociative Neural Network) which performs the identity mapping. In this work, a sensor fault detection system based on NLPCA and Maximum Likelihood Estimation scheme is presented. To verify its applicability, simulation study on the data supplied from Saemangeum measurement stations is executed.

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Estimation of water quality distribution in freshing reservoir by satellite images

  • Torii, Kiyoshi;You, Jenn-Ming;Chiba, Satoshi;Cheng, Ke-Sheng
    • Proceedings of the KSRS Conference
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    • 2003.11a
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    • pp.1227-1229
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    • 2003
  • Kojima Lake in Okayama prefecture is a freshing reservoir constructed adjacent to the oldest reclaimed land in Japan. This lake has a serious water quality problem because two urban rivers are flowing into it. In the present study, unsupervised classification was performed at intervals of several years using Landsat MSS data in the past 15 years. After geometric correction of these data, MSS data corresponding geographically to the field observation data were extracted and subjected to the multivariate analysis. Water quality distribution in the lake was estimated using the regression equation obtained as a result. In addition, two - dimensional and three-dimensional numerical simulations were performed and compared with the distribution obtained from the satellite images. Behavior of the reservoir flows is complicated and water quality distribution varies greatly with the flows. Here, I report the results of analysis on three factors, field observation, numerical simulation and satellite images.

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On hierarchical clustering in sufficient dimension reduction

  • Yoo, Chaeyeon;Yoo, Younju;Um, Hye Yeon;Yoo, Jae Keun
    • Communications for Statistical Applications and Methods
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    • v.27 no.4
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    • pp.431-443
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    • 2020
  • The K-means clustering algorithm has had successful application in sufficient dimension reduction. Unfortunately, the algorithm does have reproducibility and nestness, which will be discussed in this paper. These are clear deficits for the K-means clustering algorithm; however, the hierarchical clustering algorithm has both reproducibility and nestness, but intensive comparison between K-means and hierarchical clustering algorithm has not yet been done in a sufficient dimension reduction context. In this paper, we rigorously study the two clustering algorithms for two popular sufficient dimension reduction methodology of inverse mean and clustering mean methods throughout intensive numerical studies. Simulation studies and two real data examples confirm that the use of hierarchical clustering algorithm has a potential advantage over the K-means algorithm.

System identification and reliability assessment of an industrial chimney under wind loading

  • Tokuc, M. Orcun;Soyoz, Serdar
    • Wind and Structures
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    • v.27 no.5
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    • pp.283-291
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    • 2018
  • This study presents the reliability assessment of a 100.5 m tall reinforced concrete chimney at a glass factory under wind loading by using vibration-based identified modal values. Ambient vibration measurements were recorded and modal values such as frequencies, shapes and damping ratios were identified by using Enhanced Frequency Domain Decomposition (EFDD) method. Afterwards, Finite Element Model (FEM) of the chimney was verified based on identified modal parameters. Reliability assessment of the chimney under wind loading was performed by obtaining the exceedance probability of demand to capacity distribution. Demand distribution of the chimney was developed under repetitive seeds of multivariate stochastic wind fields generated along the height of chimney. Capacity distribution of the chimney was developed by Monte Carlo simulation. Finally, it was found that reliability of the chimney is lower than code suggested limit values.

A Development of Multivariate Stochastic Model for Soil Moisture Simulation (다변량 추계학적 토양수분 모의 기법 개발)

  • Park, Jong-Hyeon;Lee, Jong-Hwa;Kim, Seong-Joon;Kwon, Hyun-Han
    • Proceedings of the Korea Water Resources Association Conference
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    • 2017.05a
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    • pp.409-409
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    • 2017
  • 유역단위에서 수문모델링을 수행함에 있어 토양수분은 물수지 관점에서 매우 중요한 인자로 고려된다. 더욱이, 최근 발생빈도가 커지고 있는 가뭄을 효과적으로 평가하고 예측하는 데에도 활용성이 매우 큰 것으로 인식되고 있다. 이러한 중요성에도 불구하고, 가용자료의 부족, 자료의 부정확성 등으로 인해 실제 유역모델링을 수행하는데 있어 활용도는 매우 적다. 이러한 점에서 본 연구에서는 동질성이 확보된 유역단위를 기준으로 다지점의 토양수분 자료를 추계학적으로 모의할 수 있는 기법을 개발하고자 한다. 토양함수자료는 지속성(persistence)이 매우 큰 특징을 가진다. 즉, 상태의 지속성이 크며 메모리가 오랫동안 유지된다는 점에서 추계학적 모의가 가능할 것으로 판단된다. 이러한 지속성을 이용함과 동시에 토양함수를 다양한 상태로 분리하고 이들 상태들간의 천이확률을 효과적으로 모의할 수 있다면 관측 토양함수 자료의 통계적 특성 재현이 가능하다. 본 연구에서는 용담댐 유역에 대해서 개발된 모형을 적용하고 활용성을 검토하고자 한다.

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Machine Learning Based Architecture and Urban Data Analysis - Construction of Floating Population Model Using Deep Learning - (머신러닝을 통한 건축 도시 데이터 분석의 기초적 연구 - 딥러닝을 이용한 유동인구 모델 구축 -)

  • Shin, Dong-Youn
    • Journal of KIBIM
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    • v.9 no.1
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    • pp.22-31
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    • 2019
  • In this paper, we construct a prototype model for city data prediction by using time series data of floating population, and use machine learning to analyze urban data of complex structure. A correlation prediction model was constructed using three of the 10 data (total flow population, male flow population, and Monday flow population), and the result was compared with the actual data. The results of the accuracy were evaluated. The results of this study show that the predicted model of the floating population predicts the correlation between the predicted floating population and the current state of commerce. It is expected that it will help efficient and objective design in the planning stages of architecture, landscape, and urban areas such as tree environment design and layout of trails. Also, it is expected that the dynamic population prediction using multivariate time series data and collected location data will be able to perform integrated simulation with time series data of various fields.

A class of accelerated sequential procedures with applications to estimation problems for some distributions useful in reliability theory

  • Joshi, Neeraj;Bapat, Sudeep R.;Shukla, Ashish Kumar
    • Communications for Statistical Applications and Methods
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    • v.28 no.5
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    • pp.563-582
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    • 2021
  • This paper deals with developing a general class of accelerated sequential procedures and obtaining the associated second-order approximations for the expected sample size and 'regret' (difference between the risks of the proposed accelerated sequential procedure and the optimum fixed sample size procedure) function. We establish that the estimation problems based on various lifetime distributions can be tackled with the help of the proposed class of accelerated sequential procedures. Extensive simulation analysis is presented in support of the accuracy of our proposed methodology using the Pareto distribution and a real data set on carbon fibers is also analyzed to demonstrate the practical utility. We also provide the brief details of some other inferential problems which can be seen as the applications of the proposed class of accelerated sequential procedures.