• Title/Summary/Keyword: Simple standard deviation

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ESD(Exponential Standard Deviation) Band centered at Exponential Moving Average (지수이동평균을 중심으로 하는 ESD밴드)

  • Lee, Jungyoun;Hwang, Sunmyung
    • Journal of Intelligence and Information Systems
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    • v.22 no.2
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    • pp.115-125
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    • 2016
  • The Bollinger Band indicating the current price position in the recent price action range is obtained by adding/substracting the simple standard deviation (SSD) to/from the simple moving average (SMA). In this paper, we first compare the characteristics of the SMA and the exponential moving average (EMA) in the operator's point of view. A basic equation is obtained between the interval length N of the SMA operator and the weighting factor ${\rho}$ of the EMA operator, that makes the centers of the 1st order momentums of each operator impulse respoinse identical. For equivalent N and ${\rho}$, frequency response examples are obtained and compared by using the discrete time Fourier transform. Based on observation that the SMA operator reacts more excessively than the EMA operator, we propose a novel exponential standard deviation (ESD) band centered at the EMA and derive an auto recursive formula for the proposed ESD band. Practical examples for the ESD band show that it has a smoother bound on the price action range than the Bollinger Band. Comparisons are also made for the gap corrected chart to show the advantageous feature of the ESD band even in the case of gap occurrence. Trading techniques developed for the Bollinger Band can be straight forwardly applied to those for the ESD band.

A Study on the Limitation and Improvement of Simple Window Model applied to EnergyPlus (EnergyPlus에 적용된 Simple Window Model의 한계와 개선에 관한 연구)

  • Kim, Tae Ho;Ko, Sung Ho
    • Korean Journal of Air-Conditioning and Refrigeration Engineering
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    • v.29 no.10
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    • pp.515-529
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    • 2017
  • EnergyPlus, which is widely used in various fields, provides Simple Window Model, a window model that can be used practically. However, the results of building load using the model are different from those of the standard model. The main cause of the deviation by Simple Window Model was analyzed to be due to the assumption that all windows were considered as single layer. The purpose of this study is to propose a window model that improves the cause of deviation by Simple Window Model and can be easily calculated from the algebraic relations. The proposed window model solved the heat balance equation algebraically by using seven window characteristic coefficients. The coefficient relationships consisted of the heat transmission coefficient and solar heat gain coefficient as input parameters make practical use and calculation possible. As a result of comparing the deviation between each window model by implementing the dynamic analysis method, the proposed window model showed that the deviation of the total heating/cooling energy consumption was reduced to 1/3 compared to Simple Window Model for one year. Although the maximum energy consumption did not show any significant improvement, the indoor temperature evaluation showed significantly reduced deviation.

Using Standard Deviation with Analogy-Based Estimation for Improved Software Effort Prediction

  • Mohammad Ayub Latif;Muhammad Khalid Khan;Umema Hani
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.17 no.5
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    • pp.1356-1376
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    • 2023
  • Software effort estimation is one of the most difficult tasks in software development whereas predictability is also of equal importance for strategic management. Accurate prediction of the actual cost that will be incurred in software development can be very beneficial for the strategic management. This study discusses the latest trends in software estimation focusing on analogy-based techniques to show how they have improved the accuracy for software effort estimation. It applies the standard deviation technique to the expected value of analogy-based estimates to improve accuracy. In more than 60 percent cases the applied technique of this study helped in improving the accuracy of software estimation by reducing the Magnitude of Relative Error (MRE). The technique is simple and it calculates the expected value of cost or time and then uses different confidence levels which help in making more accurate commitments to the customers.

A Comparative Study on Similarity of Flow Fields Reconstructed by VIC# Data Assimilation Method (VIC# 자료동화 기법을 통해 재구축된 유동장의 상사성에 관한 비교 연구)

  • Jeon, Young Jin
    • Journal of the Korean Society of Visualization
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    • v.16 no.2
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    • pp.23-30
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    • 2018
  • The present study compares flow fields reconstructed by data assimilation method with different combinations of parameters. As a data assimilation method, Vortex-in-Cell-sharp (VIC#), which supplements additional constraints and multigrid approximation to Vortex-in-Cell-plus (VIC+), is used to reconstruct flow fields from scattered particle tracks. Two parameters, standard deviation of Gaussian radial basis function (RBF) and grid spacing, are mainly tested using artificial data sets which contain few particle tracks. Consequent flow fields are analyzed in terms of flow structure sizes. It is demonstrated that sizes of the flow structures are proportional to an actual scale of the standard deviation of RBF. It implies that a combination of larger grid spacing and smaller standard deviation which preserves the actual standard deviation is able to save computational resources in case of a low track density. In addition, a simple comparison using an experimental data filled with dense particle tracks is conducted.

Study on the new approaching method to determine limit of detection by gas chromatography (GC에서 검출한계 결정을 위한 새로운 접근 방법에 대한 연구)

  • Oh, Doe-Suk;Shin, Kyoung-Ae;Lee, Ji-A;Lym, Jong-Ho;Shin, Mi-Sun
    • Journal of Korean Society of Occupational and Environmental Hygiene
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    • v.20 no.4
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    • pp.217-224
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    • 2010
  • The purity methods to determine LOD/LOQ using standard deviation of the residual, intercept and blank by IUPAC and ACS describe many of the pitfalls and pose significant challenges to analytical chemists. Therefore, the aim of this study is the development of the simple, easy, convenient and statistically significant method to determine LOD in quantitative analysis of organic solvents by GC. The new approaching method by linearization in the given concentration range used coefficient of variation ; ${\sigma}_{n-1}$/S(standard deviation, ${\sigma}_{n-1}$ and average, S) of sensitivity(Response/concentration). The comparison of results among the purity methods(IUPAC and ACS) and the linearization have been fulfilled the F-test for standard deviations and t-test for LOD range values. The results of F-test and t-test are satisfied within 95 % confidence level, respectably. The LOD values determined by the new procedure are n-Hexane 0.0116 mg/$m^3$, Toluene 0.0807 mg/$m^3$, and o-Xylene 0.0494 mg/$m^3$. Because the standard deviation of the residual, intercept and blank and the slope of calibration curve are not calculated and the new approaching method use the coefficient of variation of sensitivity by linearization, this new method is simple, easy, convenient and statistically significant. In future, many chemical analysts will expect to applicate and routinely use this method in the all quantitative analysis.

Asymptotics Properties of LAD Estimators in Censored Nonlinear Regression Model

  • Park, Seung-Hoe;Kim, Hae-Kyung
    • Journal of the Korean Statistical Society
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    • v.27 no.1
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    • pp.101-112
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    • 1998
  • This paper is concerned with the asymptotic properties of the least absolute deviation estimators for the nonlinear regression model when dependent variables are subject to censoring time, and proposed the simple and practical sufficient conditions for the strong consistency and asymptotic normality of the least absolute deviation estimators in censored regression model. Some desirable asymptotic properties including the asymptotic relative efficiency of proposed model with respect to standard model are given.

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A scheme of tunnel design considering rock discontinuities (불연속면을 고려한 터널의 설계 및 보강 방안)

  • 문상조;허도학;장석부
    • Proceedings of the Korean Geotechical Society Conference
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    • 2001.10a
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    • pp.231-237
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    • 2001
  • This paper presents some proposed methods for discontinuum analysis with rock discontinuities data acquisited in tunnel design stage. The limit equilibrium method for rock block sliding and falling proposed in this paper can consider the tunnel excavation and support stage, and, to the extent, the standard deviations and means of joint set orientation. Simple Distinct Elemet modelling methods are recommended in estimating the stability of tunnels in jointed rock masses. Because, the simple models are likely to show more consistent and clear than very complex model with finite joint length and joint deviation parameters.

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THE APPLICATION OF TEMPLATE CONSTRUCTED BY CEPHALOMETRIC ROENTGENOGRAMS IN HELLMAN DENTAL AGE FA WITH NORMAL OCCLUSION (Hellman 치령(齒齡) IV A 정상교합자(正常咬合者)의 두부방사선규격사진(頭部放射線規格寫眞)에 의(依)한 Template의 응용(應用))

  • Min, Byung Jin
    • The korean journal of orthodontics
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    • v.9 no.1
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    • pp.125-131
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    • 1979
  • The templates for male and female were constructed respectively by use of 36 male and 52 female cephalometric roentgenograms in Hellman Dental Age IV A with normal occlusion. The grids were drawn to show 1 standard deviation and 2 standard deviation on every reference point. 1. When the template is used for cephalometric analysis, w e can obtain comparatively accurate diagnosis even one or two refernces are distorted, because several references are used for analysis. 2. The method of using the template is simple enough to perform cephalometric analysis easily. 3. If the templates are constructed for every age and sex, we can predict the growth patterns of the patients in the period of growth.

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Quantile-based Nonparametric Test for Comparing Two Diagnostic Tests

  • Kim, Young-Min;Song, Hae-Hiang
    • Communications for Statistical Applications and Methods
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    • v.14 no.3
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    • pp.609-621
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    • 2007
  • Diagnostic test results, which are approximately normal with a few number of outliers, but non-normal probability distribution, are frequently observed in practice. In the evaluation of two diagnostic tests, Greenhouse and Mantel (1950) proposed a parametric test under the assumption of normality but this test is inappropriate for the above non-normal case. In this paper, we propose a computationally simple nonparametric test that is based on quantile estimators of mean and standard deviation, instead of the moment-based mean and standard deviation as in some parametric tests. Parametric and nonparametric tests are compared with simulations under the assumption of, respectively, normality and non-normality, and under various combinations of the probability distributions for the normal and diseased groups.

The efficiency of subtraction technique in a nonequilibrium molecular dynamics simulation of a simple liquid shear flow (단순액체의 층밀리기 흐름에 대한 비평형 분자동력학 계산에서 공제방법의 효과)

  • 안성청
    • Journal of the Korea Society for Simulation
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    • v.6 no.1
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    • pp.53-60
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    • 1997
  • Results from a nonequilibrium molecular dynamics (NEMD) simulation are presented for an argon liquid subject to a shear flow. The segmented molecular dynamics method and the subtraction technique used in NEMD program to reduce the thermal fluctuation noise in data are studied with different shear rates. The standard deviation in the shear stress reduced from 0.030 to 0.004 by the segmented molecular dynamics method for 50 repeated segments. On the other hand, the standard deviation of the data remained the same when the subtraction technique was applied, where as the results of shear stress by constant value in a random way.

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