• Title/Summary/Keyword: Variance Modeling

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A phoneme duration modeling in a speech recognition system based on decision tree state tying (결정트리기반 음성인식 시스템에서의 음소지속시간 사용방법)

  • Koo Myoun-Wan;Kim Ho-Kyoung
    • Proceedings of the KSPS conference
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    • 2002.11a
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    • pp.197-200
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    • 2002
  • In this paper, we propose a phoneme duration modeling in a speech recognition system based on disicion tree state tying. We assume that phone duration has a Gamma distribution. In a training mode, we model mean and variance of each state duration in context-independent phone model based on decision tree state tying. In a recognition mode, we get mean and variance of each context-dependent phone duration form state duration information obtaind during training mode. We make a comparative study of the proposed meth with conventinal methods. Our method results in good performance compared with conventional methods.

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Effects of Individual Self-Regulated Cognitive Strategies and Public Education on Academic Achievement : Application of the Hierarchical Linear Model (개인의 자기조절 인지전략과 공교육 수업제도가 학업성취에 미치는 효과 : 위계적 선형모형의 적용)

  • Lee, Ju-Rhee
    • Korean Journal of Child Studies
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    • v.30 no.4
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    • pp.87-97
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    • 2009
  • This study used Hierarchical Linear Modeling analysis to investigate the effects of individual self-regulated cognitive strategies and public education on middle school students' academic achievement. Participants were 6389 (boys 3287, girls 3102) middle school students from the 2005 data of the Korea Education Longitudinal Study. Results were as follows : (1) there were significant differences among different schools in middle school students' academic achievement, i.e. 20% of variance in English achievement and 15% of variance in mathematics achievement were explained by school differences. (2) Students' elaboration and meta-cognitive strategy influenced academic achievement positively. (3) Predictor variables by ability grouping, supplementary class, and/or self-learning class had no significant effects on students' academic achievement.

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Recent Review of Nonlinear Conditional Mean and Variance Modeling in Time Series

  • Hwang, S.Y.;Lee, J.A.
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.4
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    • pp.783-791
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    • 2004
  • In this paper we review recent developments in nonlinear time series modeling on both conditional mean and conditional variance. Traditional linear model in conditional mean is referred to as ARMA(autoregressive moving average) process investigated by Box and Jenkins(1976). Nonlinear mean models such as threshold, exponential and random coefficient models are reviewed and their characteristics are explained. In terms of conditional variances, ARCH(autoregressive conditional heteroscedasticity) class is considered as typical linear models. As nonlinear variants of ARCH, diverse nonlinear models appearing in recent literature including threshold ARCH, beta-ARCH and Box-Cox ARCH models are remarked. Also, a class of unified nonlinear models are considered and parameter estimation for that class is briefly discussed.

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Simultaneous modeling of mean and variance in small area estimation

  • Kim, Myungjin;Kim, Dal Ho
    • Journal of the Korean Data and Information Science Society
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    • v.27 no.5
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    • pp.1423-1431
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    • 2016
  • When the sample size in a certain domain is too small to produce adequate information, small area model with random effects is usually used. Also, if we do not consider an inherent pattern which data possess, it considerably affects inference. In this paper, we mainly focus on modeling to handle increased variation of the Current Population Survey (CPS) median income as the Internal Revenue Service (IRS) mean income increases. In a hierarchical Bayesian framework, most estimations are carried out through the Gibbs sampler while the grid method is used to generate parameters from non-standard form. Numerical study indicates that the performance of proposed model is better than that of CPS method in terms of four comparison measurements.

Taylor's Power Law and Quasilikelihood

  • Park, Heung-Sun;Cho, Ki-Jong
    • Proceedings of the Korean Statistical Society Conference
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    • 2003.10a
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    • pp.253-256
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    • 2003
  • In ecological studies, animal science, or entomology, the variance of count is considered to have the power of the mean relationship with the mean count as Taylor (1961) presented his famous 'Taylor's Power Law'. In this talk, we are going to review the development of TPL and its extension toward pest management sampling scheme. Different estimation methods are compared. Quasilikelihood approach is suggested to incorporate covariate information. Possible extensions will be discussed.

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Precise position control of piezoelectric actuators considering input frequency variance (입력주파수 변화특성을 고려한 압전구동기의 정밀위치제어)

  • 송재욱;김호상;이효정
    • 제어로봇시스템학회:학술대회논문집
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    • 1996.10b
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    • pp.1052-1055
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    • 1996
  • Piezoelectric actuator is widely used in precision positioning applications due to its excellent positioning resolution. However, serious hysteresis nonlinearity of the actuator deteriorates its precise positioning capability. Evenworse, its hysteresis nonlinearity changes as the actuator input frequency varies. In this study, a simple feedforward scheme is proposed and tested through experiments for precision position control when the variance of the system input frequency is significant.

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Finding a Temperature Control Method in Microwave Oven using Genetic Algorithm (Genetic Algorithm을 이용한 전자레인지 온도 최적 제어패턴 구현)

  • 최이존;이승구;임형택;김성현;전홍태
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 1995.10b
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    • pp.98-103
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    • 1995
  • In this paper, a method is presented for finding an optimal temperature control pattern in microwaveoven using genetic algorithm. Power spectrum of temperature variance of charcoal is obtained and oven system modeling with fuzzy-neural-network is explained. Fan on/off timing is converted to strings in gene pool and then genetic iterations make the power spectrum of simmulated temperature variance of microwave oven closer to that o charcoal.

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GARCH-X(1, 1) model allowing a non-linear function of the variance to follow an AR(1) process

  • Didit B Nugroho;Bernadus AA Wicaksono;Lennox Larwuy
    • Communications for Statistical Applications and Methods
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    • v.30 no.2
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    • pp.163-178
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    • 2023
  • GARCH-X(1, 1) model specifies that conditional variance follows an AR(1) process and includes a past exogenous variable. This study proposes a new class from that model by allowing a more general (non-linear) variance function to follow an AR(1) process. The functions applied to the variance equation include exponential, Tukey's ladder, and Yeo-Johnson transformations. In the framework of normal and student-t distributions for return errors, the empirical analysis focuses on two stock indices data in developed countries (FTSE100 and SP500) over the daily period from January 2000 to December 2020. This study uses 10-minute realized volatility as the exogenous component. The parameters of considered models are estimated using the adaptive random walk metropolis method in the Monte Carlo Markov chain algorithm and implemented in the Matlab program. The 95% highest posterior density intervals show that the three transformations are significant for the GARCHX(1, 1) model. In general, based on the Akaike information criterion, the GARCH-X(1, 1) model that has return errors with student-t distribution and variance transformed by Tukey's ladder function provides the best data fit. In forecasting value-at-risk with the 95% confidence level, the Christoffersen's independence test suggest that non-linear models is the most suitable for modeling return data, especially model with the Tukey's ladder transformation.

On the Negative Estimates of Direct and Maternal Genetic Correlation - A Review

  • Lee, C.
    • Asian-Australasian Journal of Animal Sciences
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    • v.15 no.8
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    • pp.1222-1226
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    • 2002
  • Estimates of genetic correlation between direct and maternal effects for weaning weight of beef cattle are often negative in field data. The biological existence of this genetic antagonism has been the point at issue. Some researchers perceived such negative estimate to be an artifact from poor modeling. Recent studies on sources affecting the genetic correlation estimates are reviewed in this article. They focus on heterogeneity of the correlation by sex, selection bias caused from selective reporting, selection bias caused from splitting data by sex, sire by year interaction variance, and sire misidentification and inbreeding depression as factors contributing sire by year interaction variance. A biological justification of the genetic antagonism is also discussed. It is proposed to include the direct-maternal genetic covariance in the analytical models.

Characteristics of Cow´s Voices in Time and Frequency domains for Recognition

  • Ikeda, Yoshio;Ishii, Y.
    • Agricultural and Biosystems Engineering
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    • v.2 no.1
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    • pp.15-23
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    • 2001
  • On the assumption that the voices of the cows are produced by the linear prediction filter, we characterized the cows’voices. The order of this filter was determined by examining the voice characteristics both in time and frequency domains. The proposed order of the linear prediction filter is 15 for modeling voice production of the cow. The characteristics of the amplitude envelope of the voice signal was investigated by analyzing the sequence of the short time variance both in time and frequency domains, and the new parameters were defined. One of the coefficients o the linear prediction filter generating the voice signal, the fundamental frequency, the slope of the straight line regressed from the log-log spectra of the short time variance and the coefficients of the linear prediction filter generating the sequence of the short time variance of the voice signal can differentiate the two cows.

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