• Title/Summary/Keyword: Normal mixture distribution

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Efficient Inverter Type Compressor System using the Distribution of the Air Flow Rate (공기 변화량 분포를 이용한 효율적인 인버터타입 압축기 시스템)

  • Shim, JaeRyong;Kim, Yong-Chul;Noh, Young-Bin;Jung, Hoe-kyung
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.19 no.10
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    • pp.2396-2402
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    • 2015
  • Air compressor, as an essential equipment used in the factory and plant operations, accounts for around 30% of the total electricity consumption in U.S.A, thereby being proposed advanced technologies to reduce electricity consumption. When the fluctuation of the compressed airflow rate is small, the system stability is increased followed by the reduction of the electricity consumption which results in the efficient design of the energy system. In the statistical analysis, the normal distribution, log normal distribution, gamma distribution or the like are generally used to identify system characteristics. However a single distribution may not fit well the data with long tail, representing sudden air flow rate especially in extremes. In this paper, authors decouple the compressed airflow rate into two parts to present a mixture of distribution function and suggest a method to reduce the electricity consumption. This reduction stems from the fact that a general pareto distribution estimates more accurate quantile value than a gaussian distribution when an airflow rate exceeds over a large number.

A Bayesian Method for Narrowing the Scope of Variable Selection in Binary Response Logistic Regression

  • Kim, Hea-Jung;Lee, Ae-Kyung
    • Journal of Korean Society for Quality Management
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    • v.26 no.1
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    • pp.143-160
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    • 1998
  • This article is concerned with the selection of subsets of predictor variables to be included in bulding the binary response logistic regression model. It is based on a Bayesian aproach, intended to propose and develop a procedure that uses probabilistic considerations for selecting promising subsets. This procedure reformulates the logistic regression setup in a hierarchical normal mixture model by introducing a set of hyperparameters that will be used to identify subset choices. It is done by use of the fact that cdf of logistic distribution is a, pp.oximately equivalent to that of $t_{(8)}$/.634 distribution. The a, pp.opriate posterior probability of each subset of predictor variables is obtained by the Gibbs sampler, which samples indirectly from the multinomial posterior distribution on the set of possible subset choices. Thus, in this procedure, the most promising subset of predictors can be identified as that with highest posterior probability. To highlight the merit of this procedure a couple of illustrative numerical examples are given.

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Modeling on Daily Traffic Volume of Local State Road Using Circular Mixture Distributions (혼합원형분포를 이용한 지방국도의 시간교통량 추정모형)

  • Na, Jong-Hwa;Jang, Young-Mi
    • The Korean Journal of Applied Statistics
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    • v.24 no.3
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    • pp.547-557
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    • 2011
  • In this paper we developed a statistical model for traffic volume data which collected from a spot of specific local state road. One peculiar property of daily traffic data is that it has bimodal shape which have two peaks on times of both going to office and coming back to home. So, various mixture models of circular distribution are suggested for bimodal traffic data and EM algorithms are applied to estimate the parameters of the suggested models. To compare the accuracy of the suggested models, classical regressions with dummy variables are also considered. The suggested models for traffic volumn data can be effectively used to estimate missing values due to measuring instrument disorder.

Development of Truck Axle Load Distribution Model using WIM Data (WIM 자료를 활용한 화물차 축하중 분포 모형 개발)

  • Lee, Dong Seok;Oh, Ju Sam
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.26 no.5D
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    • pp.821-829
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    • 2006
  • Traffic load comprise primary input to pavement design causing pavement damage. therefore it should be proceeded suitable traffic load distribution modeling for pavement design and analysis. Traffic load have been represented by equivalent single axle loads (ESALs) which convert mixed traffic stream into one value for design purposes. But there are some limit to apply ESALs to other roads because it is empirical value developed as part of the original AASHO(American Association of State Highway Officials) road test. There have been many efforts to solve these problems. Several leading country have implemented M-E(Mechanistic-Empirical) design procedures based on mechanical concept. As a result, they established traffic load quantification method using load distribution model known as Axle Load Spectra. This paper details Axle Load Spectra and presents axle load distribution model based on normal mixture distribution function using truck load data collected by WIM system installed in national highway. Axle load spectra and axle load distribution model presented in this paper could be useful for basic data when making traffic load quantification plan for pavement design, overweight vehicle permit plan and pavement maintenance cost plan.

Dilutant flow characteristics model of coarse particle suspensions with uniform size distribution

  • Ookawara, Shinichi;Ogawa, Kohei
    • Korea-Australia Rheology Journal
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    • v.15 no.1
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    • pp.35-41
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    • 2003
  • It is expected that particle size distribution of any portion obtained through screening, is of more uniform than that of the original mixture, typically following such as log-normal, Rosin-Rammler distributions and so on. In this study, therefore, a new relation between parameters of the uniform distribution and flow characteristics of the coarse particle suspensions is derived based on the continuous polydisperse model (Ookawara and Ogawa, 2002b), which is derived from the discrete polydisperse model (Ookawara and Ogawa,2002a). The derived model equation predicts a linear increase of viscosity with shear rate, viz., dilutant flow characteristics. Further, the increase of viscosity is expected to be proportional to the square of volume fraction of particles, and to show the linear dependency on density and average diameter of particles. It is also shown that the uniform distribution model includes additional term that expresses the effect of distribution width. For verification of the model, the experimental results of Clarke (1967) are cited as well as in our previous work for the monodisperse model (Ookawara and Ogawa,2000) since most parameters were varied independently in his work. It is suggested that the newly introduced term expands the applicable range compared with the monodisperse model.

Performance Analysis of Economic VaR Estimation using Risk Neutral Probability Distributions

  • Heo, Se-Jeong;Yeo, Sung-Chil;Kang, Tae-Hun
    • The Korean Journal of Applied Statistics
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    • v.25 no.5
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    • pp.757-773
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    • 2012
  • Traditional value at risk(S-VaR) has a difficulity in predicting the future risk of financial asset prices since S-VaR is a backward looking measure based on the historical data of the underlying asset prices. In order to resolve the deficiency of S-VaR, an economic value at risk(E-VaR) using the risk neutral probability distributions is suggested since E-VaR is a forward looking measure based on the option price data. In this study E-VaR is estimated by assuming the generalized gamma distribution(GGD) as risk neutral density function which is implied in the option. The estimated E-VaR with GGD was compared with E-VaR estimates under the Black-Scholes model, two-lognormal mixture distribution, generalized extreme value distribution and S-VaR estimates under the normal distribution and GARCH(1, 1) model, respectively. The option market data of the KOSPI 200 index are used in order to compare the performances of the above VaR estimates. The results of the empirical analysis show that GGD seems to have a tendency to estimate VaR conservatively; however, GGD is superior to other models in the overall sense.

An experimental study on the concentration distribution of helium and air mixture in the direct injection type engine (헬륨$\cdot$공기흡합기농도분포에 관한 실험적 연구)

  • 김봉곤;하종률;권순석
    • Journal of the korean Society of Automotive Engineers
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    • v.12 no.1
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    • pp.33-39
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    • 1990
  • This study has been conducted by experiments for distribution of concentration of helium gas, which is jetted into stationary atmosphere at the normal temperature and pressure. It is able to obtain the data for concentration of helium and air mixtures by the use of hot wire probe which has fast response. At an up stream, the concentration gradient which is attained is steep. At a down stream, the mixing time of helium and air is gradually shortened with the lapse of time in front of a jet. The arrival frequency of a jet in an unsteady area is mostly constant from 0% to 100% up to 80mm, but the time which is reaching to 100% is gradually to lengthen as a descending downstream. After starting a jet and the point of 90%, the mixing time is especially to lengthen. This reason comes from the turbulent intensity which causes for mixing of helium and air. This time difference which causes according to lengthen a jet should be considered in the design of combustion chamber.

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Bivariate ROC Curve (이변량 ROC곡선)

  • Hong, C.S.;Kim, G.C.;Jeong, J.A.
    • Communications for Statistical Applications and Methods
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    • v.19 no.2
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    • pp.277-286
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    • 2012
  • For credit assessment models, the ROC curves evaluate the classification performance using two univariate cumulative distribution functions of the false positive rate and true positive rate. In this paper, it is extended to two bivariate normal distribution functions of default and non-default borrowers; in addition, the bivariate ROC curves are proposed to represent the joint cumulative distribution functions by making use of the linear function that passes though the mean vectors of two score random variables. We explore the classification performance based on these ROC curves obtained from various bivariate normal distributions, and analyze with the corresponding AUROC. The optimal threshold could be derived from the bivariate ROC curve using many well known classification criteria and it is possible to establish an optimal cut-off criteria of bivariate mixture distribution functions.

Birth Weight Distribution by Gestational Age in Korean Population : Using Finite Mixture Modle (우리나라 신생아의 재태 연령에 따른 출생체중의 정상치 : Finite Mixture Model을 이용하여)

  • Lee, Jung-Ju;Park, Chang Gi;Lee, Kwang-Sun
    • Clinical and Experimental Pediatrics
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    • v.48 no.11
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    • pp.1179-1186
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    • 2005
  • Purpose : A universal standard of the birth weight for gestational age cannot be made since girth weight distribution varies with race and other sociodemographic factors. This report aims to establish the birth weight distribution curve by gestational age, specific for Korean live births. Methods : We used the national birth certificate data of all live births in Korea from January 2001 to December 2003; for live births with gestational ages 24 weeks to 44 weeks(n=1,509,763), we obtained mean birth weigh, standard deviation and 10th, 25th, 50th, 75th and 90th percentile values for each gestational age group by one week increment. Then, we investigated the birth weight distribution of each gestational age group by the normal Gaussian model. To establish final standard values of Korean birth weight distribution by gestational age, we used the finite mixture model to eliminate erroneous birth slights for respective gestational ages. Results : For gestational ages 28 weeks 32 weeks, birth weight distribution showed a biologically implausible skewed tail or bimodal distribution. Following correction of the erroneous distribution by using the finite mixture model, the constructed curve of birth weight distribution was compared to those of other studies. The Korean birth weight percentile values were generally lower than those for Norwegians and North Americans, particularly after 37 weeks of gestation. The Korean curve was similar to that of Lubchenco both 50th and 90th percentiles, but generally the Korean curve had higher 10th percentile values. Conclusion : This birth weight distribution curve by gestational age is based on the most recent and the national population data compared to previous studies in Korea. We hope that for Korean infants, this curve will help clinicians in defining and managing the large for gestational age infants and also for infants with intrauterine growth retardation.

Bayesian analysis of finite mixture model with cluster-specific random effects (군집 특정 변량효과를 포함한 유한 혼합 모형의 베이지안 분석)

  • Lee, Hyejin;Kyung, Minjung
    • The Korean Journal of Applied Statistics
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    • v.30 no.1
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    • pp.57-68
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    • 2017
  • Clustering algorithms attempt to find a partition of a finite set of objects in to a potentially predetermined number of nonempty subsets. Gibbs sampling of a normal mixture of linear mixed regressions with a Dirichlet prior distribution calculates posterior probabilities when the number of clusters was known. Our approach provides simultaneous partitioning and parameter estimation with the computation of classification probabilities. A Monte Carlo study of curve estimation results showed that the model was useful for function estimation. Examples are given to show how these models perform on real data.