• Title/Summary/Keyword: Unbiased estimator

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SURE-based-Trous Wavelet Filter for Interactive Monte Carlo Rendering (몬테카를로 렌더링을 위한 슈어기반 실시간 에이트러스 웨이블릿 필터)

  • Kim, Soomin;Moon, Bochang;Yoon, Sung-Eui
    • Journal of KIISE
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    • v.43 no.8
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    • pp.835-840
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    • 2016
  • Monte Carlo ray tracing has been widely used for simulating a diverse set of photo-realistic effects. However, this technique typically produces noise when insufficient numbers of samples are used. As the number of samples allocated per pixel is increased, the rendered images converge. However, this approach of generating sufficient numbers of samples, requires prohibitive rendering time. To solve this problem, image filtering can be applied to rendered images, by filtering the noisy image rendered using low sample counts and acquiring smoothed images, instead of naively generating additional rays. In this paper, we proposed a Stein's Unbiased Risk Estimator (SURE) based $\grave{A}$-Trous wavelet to filter the noise in rendered images in a near-interactive rate. Based on SURE, we can estimate filtering errors associated with $\grave{A}$-Trous wavelet, and identify wavelet coefficients reducing filtering errors. Our approach showed improvement, up to 6:1, over the original $\grave{A}$-Trous filter on various regions in the image, while maintaining a minor computational overhead. We have integrated our propsed filtering method with the recent interactive ray tracing system, Embree, and demonstrated its benefits.

Estimating BOD, CDO and TOC Hydrologic Flux in Nakdong River Basin (낙동강 유역 BOD, COD 및 TOC의 수문학적 플럭스 추정)

  • Lee, A-Yeon;Park, Moo-Jong;Jo, Deok-Jun;Kim, Sang-Dan
    • Journal of Korean Society of Environmental Engineers
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    • v.32 no.9
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    • pp.830-839
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    • 2010
  • This study presents a constituent load estimating procedure that can be operated with the present Korean TMDL monitoring system. The modified TANK model is used as a daily river flow simulation model whose parameters are estimated from 8-day intervals flow data. Constituent loads are estimated with the 7-parameter log linear model whose parameters are estimated by the minimum variance unbiased estimator. Results from Nakdong river basin reveals that the proposed procedure provides satisfactory TOC and BOD load estimates. As an application, a representative load duration curve is derived for working out a way to represent the overall hydrologic flux of BOD, COD and TOC at Nakdong river basin. The present water quality can be checked stochastically by Load Duration Curve through this study and presented visually.

Base Flow Estimation in Uppermost Nakdong River Watersheds Using Chemical Hydrological Curve Separation Technique (화학적 수문곡선 분리기법을 이용한 낙동강 최상류 유역 기저유출량 산정)

  • Kim, Ryoungeun;Lee, Okjeong;Choi, Jeonghyeon;Won, Jeongeun;Kim, Sangdan
    • Journal of Korean Society on Water Environment
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    • v.36 no.6
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    • pp.489-499
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    • 2020
  • Effective science-based management of the basin water resources requires an understanding of the characteristics of the streams, such as the baseflow discharge. In this study, the base flow was estimated in the two watersheds with the least artificial factors among the Nakdong River watersheds, as determined using the chemical hydrograph separation technique. The 16-year (2004-2019) discontinuous observed stream flow and electrical conductivity data in the Total Maximum Daily Load (TMDL) monitoring network were extended to continuous daily data using the TANK model and the 7-parameter log-linear model combined with the minimum variance unbiased estimator. The annual base flows at the upper Namgang Dam basin and the upper Nakdong River basin were both analyzed to be about 56% of the total annual flow. The monthly base flow ratio showed a high monthly deviation, as it was found to be higher than 0.9 in the dry season and about 0.46 in the rainy season. This is in line with the prevailing common sense notion that in winter, most of the stream flow is base flow, due to the characteristics of the dry season winter in Korea. It is expected that the chemical-based hydrological separation technique involving TANK and the 7-parameter log-linear models used in this study can help quantify the base flow required for systematic watershed water environment management.

The hydrologic flux of SS, TN and TP in Nakdong River Basin (낙동강 유역 SS, TN, TP 수문학적 플럭스)

  • Lee, Ayeon;Choi, Daegyu;Kim, Tae-Woong;Kim, Sangdan
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.30 no.6B
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    • pp.551-560
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    • 2010
  • This study presents the export of constituent transport loads through a river system. The proposed constituent transport load estimating procedure can be operated with the on-going Korean TMDL monitoring system. This study firstly discusses the use of a hydrologic simulation model (TANK) to estimate stream-flow for the 40 sub-catchments. Model parameters are estimated from 8-days intervals flow data which has been monitored by NIER since 2004. Constituent transport loads are estimated with the 7-parameter log linear model whose parameters are estimated by the minimum variance unbiased estimator. Results from Nakdong river basin reveals that the proposed procedure provides satisfactory TN, TP and SS transport load estimates. As an application, a representative load duration curve is derived to represent the overall hydrologic flux of TN, TP and SS at Nakdong river basin.

A joint modeling of longitudinal zero-inflated count data and time to event data (경시적 영과잉 가산자료와 생존자료의 결합모형)

  • Kim, Donguk;Chun, Jihun
    • The Korean Journal of Applied Statistics
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    • v.29 no.7
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    • pp.1459-1473
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    • 2016
  • Both longitudinal data and survival data are collected simultaneously in longitudinal data which are observed throughout the passage of time. In this case, the effect of the independent variable becomes biased (provided that sole use of longitudinal data analysis does not consider the relation between both data used) if the missing that occurred in the longitudinal data is non-ignorable because it is caused by a correlation with the survival data. A joint model of longitudinal data and survival data was studied as a solution for such problem in order to obtain an unbiased result by considering the survival model for the cause of missing. In this paper, a joint model of the longitudinal zero-inflated count data and survival data is studied by replacing the longitudinal part with zero-inflated count data. A hurdle model and proportional hazards model were used for each longitudinal zero inflated count data and survival data; in addition, both sub-models were linked based on the assumption that the random effect of sub-models follow the multivariate normal distribution. We used the EM algorithm for the maximum likelihood estimator of parameters and estimated standard errors of parameters were calculated using the profile likelihood method. In simulation, we observed a better performance of the joint model in bias and coverage probability compared to the separate model.

Evaluation of Dry Matter Intake and Average Daily Gain Predicted by the Cornell Net Carbohydrate and Protein System in Crossbred Growing Bulls Kept in a Traditionally Confined Feeding System in China

  • Du, Jinping;Liang, Yi;Xin, Hangshu;Xue, Feng;Zhao, Jinshi;Ren, Liping;Meng, Qingxiang
    • Asian-Australasian Journal of Animal Sciences
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    • v.23 no.11
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    • pp.1445-1454
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    • 2010
  • Two separate animal trials were conducted to evaluate the coincidence of dry matter intake (DMI) and average daily gain (ADG) predicted by the Cornell Net Carbohydrate and Protein System (CNCPS) and observed actually in crossbred growing bulls kept in a traditionally confined feeding system in China. In Trial 1, 45 growing Simmental${\times}$Mongolia crossbred F1 bulls were assigned to three treatments (T1-3) with 15 animals in each treatment. Trial 2 was conducted with 60 Limousin${\times}$Fuzhou crossbred F2 bulls allocated to 4 treatments (t1-4). All of the animals were confined in individual stalls. DMI and ADG for each bull were measured as a mean of each treatment. All of the data about animals, environment, management and feeds required by the CNCPS model were collected, and model predictions were generated for animals on each treatment. Subsequently, model-predicted DMI and ADG were compared with the actually recorded results. In the three treatments in Trial 1, 93.3, 80.0 and 73.3% of points fell within the range from -0.4 to 0.4 kg/d for DMI mean bias; similarly, in the four treatments in Trial 2, about 86.7, 73.3, 73.3 and 80.0% of points fell within the same range. These results indicate that the CNCPS model can accurately predict DMI of crossbred bulls in the traditionally confined feeding system in China. There were no significant differences between predicted and observed ADG for T1 (p = 0.06) and T2 (p = 0.09) in Trial 1, and for t1 (p = 0.07), t2 (p = 0.14) and t4 (p = 0.83) in Trial 2. However, significant differences between predicted and observed ADG values were observed for T3 in Trial 1 (p<0.01) and for t3 in Trial 2 (p = 0.04). By regression analysis, a statistically different value of intercept from zero for the regression equation of DMI (p<0.01) or an identical value of ADG (p = 0.06) were obtained, whereas the slopes were significantly different (p<0.01) from unity for both DMI and ADG. Additionally, small root mean square error (RMSE) values were obtained for the unbiased estimator of the two variances (DMI and ADG). Thus, the present results indicated that the CNCPS model can give acceptable estimates of DMI and ADG of crossbred growing bulls kept in a traditionally confined feeding system in China.

A Stochastic Numerical Analysis of Groundwater Fluctuations in Hillside Slopes for Assessing Risk of Landslides (산사태 위험도 추정을 위한 지하수위 변동의 추계론적 수치 해석)

  • 이인모
    • Geotechnical Engineering
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    • v.3 no.4
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    • pp.41-54
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    • 1987
  • A stochastic numerical analysis for predicting the groundswater fluctuations in hillside slopes is performed in this paper to account for the uncertainties associated with the rainfall and site characteristics. The effect of spatial variabilities of aquifer parameters and the effect of temporal variability of recharge on the groundwater fluctuations are studied in depth. The Kriging is used to account for the spatial tariabilities of aquifer parameters. This technique prolevides the best linear unbiased estimator of a parameter and its minimum variance from a litsitem number of measured data. A stochastic one-dimensional numerical model is delreloped b) combining the groundwater flow model, the Kriging, and the first-order second-moment analysis. In addition, a two dimensional detelministic groundwater model is developed to study the change of ground water surfas in the transverse direction as well as in the downslope direction. It is revealed that the undulations of the impervious bedrock in addition to the permeability and the specific yield have an important influence on the fluctuations of the groundwater surface. It is also found that th'e groundwater changes significantly in the transverse direction as well as in the downslope direction. The results obtained in this analysis may be used for evaluation of landslide risks due to high porewater pressure.

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A Digital Phase-locked Loop design based on Minimum Variance Finite Impulse Response Filter with Optimal Horizon Size (최적의 측정값 구간의 길이를 갖는 최소 공분산 유한 임펄스 응답 필터 기반 디지털 위상 고정 루프 설계)

  • You, Sung-Hyun;Pae, Dong-Sung;Choi, Hyun-Duck
    • The Journal of the Korea institute of electronic communication sciences
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    • v.16 no.4
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    • pp.591-598
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    • 2021
  • The digital phase-locked loops(DPLL) is a circuit used for phase synchronization and has been generally used in various fields such as communication and circuit fields. State estimators are used to design digital phase-locked loops, and infinite impulse response state estimators such as the well-known Kalman filter have been used. In general, the performance of the infinite impulse response state estimator-based digital phase-locked loop is excellent, but a sudden performance degradation may occur in unexpected situations such as inaccuracy of initial value, model error, and disturbance. In this paper, we propose a minimum variance finite impulse response filter with optimal horizon for designing a new digital phase-locked loop. A numerical method is introduced to obtain the measured value interval length, which is an important parameter of the proposed finite impulse response filter, and to obtain a gain, the covariance matrix of the error is set as a cost function, and a linear matrix inequality is used to minimize it. In order to verify the superiority and robustness of the proposed digital phase-locked loop, a simulation was performed for comparison and analysis with the existing method in a situation where noise information was inaccurate.

A Study on Forecasting Accuracy Improvement of Case Based Reasoning Approach Using Fuzzy Relation (퍼지 관계를 활용한 사례기반추론 예측 정확성 향상에 관한 연구)

  • Lee, In-Ho;Shin, Kyung-Shik
    • Journal of Intelligence and Information Systems
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    • v.16 no.4
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    • pp.67-84
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    • 2010
  • In terms of business, forecasting is a work of what is expected to happen in the future to make managerial decisions and plans. Therefore, the accurate forecasting is very important for major managerial decision making and is the basis for making various strategies of business. But it is very difficult to make an unbiased and consistent estimate because of uncertainty and complexity in the future business environment. That is why we should use scientific forecasting model to support business decision making, and make an effort to minimize the model's forecasting error which is difference between observation and estimator. Nevertheless, minimizing the error is not an easy task. Case-based reasoning is a problem solving method that utilizes the past similar case to solve the current problem. To build the successful case-based reasoning models, retrieving the case not only the most similar case but also the most relevant case is very important. To retrieve the similar and relevant case from past cases, the measurement of similarities between cases is an important key factor. Especially, if the cases contain symbolic data, it is more difficult to measure the distances. The purpose of this study is to improve the forecasting accuracy of case-based reasoning approach using fuzzy relation and composition. Especially, two methods are adopted to measure the similarity between cases containing symbolic data. One is to deduct the similarity matrix following binary logic(the judgment of sameness between two symbolic data), the other is to deduct the similarity matrix following fuzzy relation and composition. This study is conducted in the following order; data gathering and preprocessing, model building and analysis, validation analysis, conclusion. First, in the progress of data gathering and preprocessing we collect data set including categorical dependent variables. Also, the data set gathered is cross-section data and independent variables of the data set include several qualitative variables expressed symbolic data. The research data consists of many financial ratios and the corresponding bond ratings of Korean companies. The ratings we employ in this study cover all bonds rated by one of the bond rating agencies in Korea. Our total sample includes 1,816 companies whose commercial papers have been rated in the period 1997~2000. Credit grades are defined as outputs and classified into 5 rating categories(A1, A2, A3, B, C) according to credit levels. Second, in the progress of model building and analysis we deduct the similarity matrix following binary logic and fuzzy composition to measure the similarity between cases containing symbolic data. In this process, the used types of fuzzy composition are max-min, max-product, max-average. And then, the analysis is carried out by case-based reasoning approach with the deducted similarity matrix. Third, in the progress of validation analysis we verify the validation of model through McNemar test based on hit ratio. Finally, we draw a conclusion from the study. As a result, the similarity measuring method using fuzzy relation and composition shows good forecasting performance compared to the similarity measuring method using binary logic for similarity measurement between two symbolic data. But the results of the analysis are not statistically significant in forecasting performance among the types of fuzzy composition. The contributions of this study are as follows. We propose another methodology that fuzzy relation and fuzzy composition could be applied for the similarity measurement between two symbolic data. That is the most important factor to build case-based reasoning model.