• Title/Summary/Keyword: Skewness Method

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Fission source convergence diagnosis in Monte Carlo eigenvalue calculations by skewness and kurtosis estimation methods

  • Ho Jin Park;Seung-Ah Yang
    • Nuclear Engineering and Technology
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    • v.56 no.9
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    • pp.3775-3784
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    • 2024
  • In this study, a skewness estimation method (SEM) and kurtosis estimation method (KEM) are introduced to determine the number of inactive cycles in Monte Carlo eigenvalue calculations. The SEM and KEM can determine the number of inactive cycles on the basis that fully converged fission source distributions may follow normal distributions without asymmetry or outliers. Two convergence criteria values and a minimum cycle length for the SEM and KEM were determined from skewness and kurtosis analyses of the AGN-201K benchmark and 1D slab problems. The SEM and KEM were then applied to two OECD/NEA slow convergence benchmark problems to evaluate the performance and reliability of the developed methods. Results confirmed that the SEM and KEM provide appropriate and effective convergence cycles when compared to other methods and fission source density fraction trends. Also, the determined criterion value of 0.5 for both ε1 and ε2 was concluded to be reasonable. The SEM and KEM can be utilized as a new approach for determining the number of inactive cycles and judging whether Monte Carlo tally values are fully converged. In the near future, the methods will be applied to various practical problems to further examine their performance and reliability, and optimization will be performed for the convergence criteria and other parameters as well as for improvement of the methodology for practical usage.

Adaptive Defect Detection Method based on Skewness of the Histogram in LCD Image (액정 표시 장치 표면 영상에서 히스토그램 비대칭도 기반의 적응적 결함 검출)

  • Gu, Eunhye;Park, Kil-Houm
    • Journal of the Institute of Electronics and Information Engineers
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    • v.53 no.1
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    • pp.107-117
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    • 2016
  • STD method using a mean and standard deviation is widely used in various inspection systems. The result of detection using the STD method is very dependent on the threshold value. This paper proposes an adaptive defect detection algorithm to with a precise detection of an ultimate defect. The proposed method is determined threshold value adaptively using a skewness that indicates a similarity of intensity and normal distribution of image. In the experiment, we used a various TFT-LCD images for a quantitative evaluation of defect detection performance evaluation result to prove the performance of the proposed algorithm.

The Information Content of Option Prices: Evidence from S&P 500 Index Options

  • Ren, Chenghan;Choi, Byungwook
    • Management Science and Financial Engineering
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    • v.21 no.2
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    • pp.13-23
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    • 2015
  • This study addresses the question as to whether the option prices have useful predictive information on the direction of stock markets by investigating a forecasting power of volatility curvatures and skewness premiums implicit in S&P 500 index option prices traded in Chicago Board Options Exchange. We begin by estimating implied volatility functions and risk neutral price densities every minute based on non-parametric method and then calculate volatility curvature and skewness premium using them. The rationale is that high volatility curvature or high skewness premium often leads to strong bullish sentiment among market participants. We found that the rate of return on the signal following trading strategy was significantly higher than that on the intraday buy-and-hold strategy, which indicates that the S&P500 index option prices have a strong forecasting power on the direction of stock index market. Another major finding is that the information contents of S&P 500 index option prices disappear within one minute, and so one minute-delayed signal following trading strategy would not lead to any excess return compared to a simple buy-and-hold strategy.

The Relation between Treeing Breakdown Prediction and Acoustic Emission in Low Density Polyethylene (저밀도 폴리에틸렌의 트리 파괴 예지와 음향방출과의 관계)

  • 백관현;심종탁;김재환
    • The Proceedings of the Korean Institute of Illuminating and Electrical Installation Engineers
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    • v.8 no.2
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    • pp.77-84
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    • 1994
  • This paper is measured partial discharge of low density polyethylene by using acoustic emission measuring method when the electrical tree grow its length in LDPE. Acoustic emission's pulses and its amplitudes of partial discharge are measured by acoustic emission measuring devices. Theorem of skewness are used for breakdown prediction of LDPE. So, it is found that the breakdown of LDPE could be predicted by its skewness's value. There are two kind of specimen of no void and specimen of artificial void, this one's electrical tree grows very faster than that one's.

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A Study on Teaching Method of Two-Sample Test for Population Mean Difference (두 모집단 모평균 비교의 지도에 관한 연구)

  • Kim Yong-Tae;Lee Jang-Taek
    • The Mathematical Education
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    • v.45 no.2 s.113
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    • pp.145-154
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    • 2006
  • The main purpose of this study is to investigate the effect of departures from normality and equal variance on the two-sample test when the variances are unknown. We have found that type I error brought about a little bit change which is ignorable in relation to kurtosis. But the change of type I error was mainly based on the skewness of the parent population. In introductory statistics classes where data analysis includes techniques for detecting skewness of two populations, we recommend the two-sample t-test when maximal skewness of two populations is smalter than the value 4 when the variances seem equal. Furthermore, our simulations reveal that the two-sample t-test appears somewhat more robust than that of z-test if the assumption of equal variance is satisfied. In the case of unequal variance, the two-sample t-test appears somewhat more robust provided the t-statistic using Satterthwaite's approximate degrees of freedom.

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Derivation of Design Low Flows by Transformation Method

  • 이순혁;명성진
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.37 no.E
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    • pp.1-9
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    • 1995
  • It is shown that two step power transformation is more efficient for the normalization of frequency distribution with the coefficient of skewness of zero in comparison with others including SMEMAX and power transformations. It is confirmed that the design low flows calculated using power and two step power transformations used in this study are generally nearer to the observed data as compared with those of SMEMAX transformation at all return periods in the applied watersheds of the Kum, Naktong and Yongsan rivers in Korea.

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Maximum a posteriori CFAR for weibull clutter (Weibull clutter 에 대한 최대사후확률 일정오경보수신기)

  • Yu, Kung-T.;Seo, Jin-H.
    • Proceedings of the KIEE Conference
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    • 1995.11a
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    • pp.146-148
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    • 1995
  • A CFAR algorithm for weibull clutter is discussed. The Maximum a posteriori(MAP) estimator for two parameters(skewness and scale) of the weibull clutter is proposed, assuming the probability density function of skewness parameter is known. And proposed MAP estimator is compared with the Maximum likelihood(ML) estimator. Using this MAP estimator, we can design CFAR detector which is shown to have smaller CFAR loss than ML CFAR detector by the statistical simulation method.

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Retrieving Minority Product Reviews Using Positive/Negative Skewness (긍정/부정 비대칭도를 이용한 소수상품평의 검색)

  • Cho, Heeryon;Lee, Jong-Seok
    • KIPS Transactions on Software and Data Engineering
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    • v.4 no.3
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    • pp.121-128
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    • 2015
  • A given product's online product reviews build up to form largely positive or negative reviews or mixed reviews that include both the positive and negative reviews. While the homogeneously positive or negative reviews help readers identify the generally praised or criticized product, the mixed reviews with minority opinions potentially contain valuable information about the product. We present a method of retrieving minority opinions from the online product reviews using the skewness of positive/negative reviews. The proposed method first classifies the positive/negative product reviews using a sentiment dictionary and then calculates the skewness of the classified results to identify minority reviews. Minority review retrieval experiments were conducted on smartphone and movie reviews, and the F1-measures were 24.6% (smartphone) and 15.9% (movie) and the accuracies were 56.8% and 46.8% when the individual reviews' sentiment classification accuracies were 85.3% and 78.8%. The theoretical performance of minority review retrieval is also discussed.

A Study on the Minimum Flow Frequency Analysis by SMEMAX Transformation (SMEMAX변환에 의한 온수빈도분석에 관한 연구)

  • 이순혁;박명근
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.29 no.3
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    • pp.138-144
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    • 1987
  • This study was conducted to pursue the normalization of frequency distribution by making approach the coefficient of skewness to nearly zero tbrough SMEMAX transformation and to get probable minimum flows can be acquired by means of transforrnation equation which has been derivated by SMEMAX method to the annual minimum flow series of five watersheds along Geum river basin. The results obtained through SMEMAX method were compared with probable minimum flows according to return periods by Type III extremal distribution which has been determined as the best fitted one among probablility distributions for the analysis of minimum flow. All the results obtained through this study are summarized as follows. 1.SMEMAX transformation based on median value was proved to be the best method when the coefficient of skewness has less reliability because of the short duration for the observation and were not affected by accidental outliers. 2.SMEMAX transformation has found to be the best one for the coefficient of skewness to be made nearly zero in comparison with log and cubic root transformation. 3.Probable minimum flows according to the return periods were derivated by transformation equations obtained through theoretical analysis of SMEM AX transformation. 4.In general, probable minimum flows by SMEMAX method were appeared as higher values in the range of five and twenty years and as lower ones in the range of below than five and more than fifty years in return periods respectively, in comparison with the results of type III extremal distribution. 5.Relative errors in the probable minimum flows of SMEMAX method to the results of type III extremal distribution were shown to be within ten percent except those of one hundred years in return periods. 6.SMEMAX method was also confirmed to be useful for the analysis of minimum flow frequency as well as flood frequency analysis.

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HFPD Analysis Using Fractal and Statistical Methods (프랙탈 및 통계적 방법을 이용한 HFPD 분석)

  • Jung, Young-Ill;Lim, Yong-Bae;Kim, Duck-Keun
    • Proceedings of the Korean Institute of Electrical and Electronic Material Engineers Conference
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    • 2002.07b
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    • pp.927-930
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    • 2002
  • The HFPD measurement method is a technique to analyze aging state of high voltage insulation materials and detect higher frequency signals than conventional PD measurement method therefore it takes less noise effect and could execute active line measurement. It is possible to analyze main discharge phenomena and obtain access to aging progress occurred in insulation materials through accumulation of HFPD signals during determined interval and expression of fractal dimension using statistical process of accumulated signals. In this study, the statistical parameters (skewness & kurtosis) and fractal dimensions are changed by discharge patterns that is shown up different characteristics with applied voltages and times.

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