• Title/Summary/Keyword: WLS

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Influence Assessment in Robust Regression

  • Sohn, Bang-Yong;Huh, Myung-Hoe
    • Communications for Statistical Applications and Methods
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    • v.4 no.1
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    • pp.21-32
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    • 1997
  • Robust regression based on M-estimator reduces and/or bounds the influence of outliers in the y-direction only. Therefore, when several influential observations exist, diagnostics in the robust regression is required in order to detect them. In this paper, we propose influence diagnostics in the robust regression based on M-estimator and its one-step version. Noting that M-estimator can be obtained through iterative weighted least squares regression by using internal weights, we apply the weighted least squares (WLS) regression diagnostics to robust regression.

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Application of Common Random Numbers in Simulation Experiments Using Central Composite Design (중심합성계획 시뮬레이션 실험에서 공통난수의 활용)

  • Kwon, Chi-Myung
    • Journal of the Korea Society for Simulation
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    • v.23 no.3
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    • pp.11-17
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    • 2014
  • The central composite design (CCD) is often used to estimate the second-order linear model. This paper uses a correlation induction strategy of common random numbers (CRN) in simulation experiment and utilizes the induced correlations to obtain better estimates for the second-order linear model. This strategy assigns the CRN to all design points in the CCD. An appropriate selection of the axial points in CCD makes the weighted least squares (WLS) estimator be equivalent to ordinary least squares (OLS) estimator in estimating the linear model parameters of CCD. We analytically investigate the efficiency of this strategy in estimation of model parameters. Under certain conditions, this correlation induction strategy yields better results than independent random number strategy in estimating model parameters except intercept. The simulation experiment on a selected model supports such results. We expect a suggested random number assignment is useful in application of CCD in simulation experiments.

Dynamic Analysis of AP1000 Shield Building Considering Fluid and Structure Interaction Effects

  • Xu, Qiang;Chen, Jianyun;Zhang, Chaobi;Li, Jing;Zhao, Chunfeng
    • Nuclear Engineering and Technology
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    • v.48 no.1
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    • pp.246-258
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    • 2016
  • The shield building of AP1000 was designed to protect the steel containment vessel of the nuclear reactor. Therefore, the safety and integrity must be ensured during the plant life in any conditions such as an earthquake. The aim of this paper is to study the effect of water in the water tank on the response of the AP1000 shield building when subjected to three-dimensional seismic ground acceleration. The smoothed particle hydrodynamics method (SPH) and finite element method (FEM) coupling method is used to numerically simulate the fluid and structure interaction (FSI) between water in the water tank and the AP1000 shield building. Then the grid convergence of FEM and SPH for the AP1000 shield building is analyzed. Next the modal analysis of the AP1000 shield building with various water levels (WLs) in the water tank is taken. Meanwhile, the pressure due to sloshing and oscillation of the water in the gravity drain water tank is studied. The influences of the height of water in the water tank on the time history of acceleration of the AP1000 shield building are discussed, as well as the distributions of amplification, acceleration, displacement, and stresses of the AP1000 shield building. Research on the relationship between the WLs in the water tank and the response spectrums of the structure are also taken. The results show that the high WL in the water tank can limit the vibration of the AP1000 shield building and can more efficiently dissipate the kinetic energy of the AP1000 shield building by fluid-structure interaction.

Analysis of the Effect of Climate Change on the Site Index of Larix leptolepis (기후변화를 고려한 낙엽송 지위지수 추정)

  • Kim, Dong-Hyeon;Kim, Eui-Gyeong;Park, Snag-Byeong;Kim, Hyeon-Geun;Kim, HyungHo
    • Journal of Korean Society of Forest Science
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    • v.101 no.1
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    • pp.53-61
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    • 2012
  • This study developed a growth model for Larix leptolepis based on the WLS model to examine the effects of climate change on them. The site index was chosen as the dependent variable and location, weather, and edaphic factor were chosen as independent variables. Simulations were performed under three A1B climate change scenarios with the temperature ranging from $-3.3^{\circ}C$ to $+3.3^{\circ}C$. The simulation results showed that the site index decreased with peak at $-0.8^{\circ}C$. The decrease level of the site index by region was also analyzed. Each scenario, site index has decreased mostly but some region was increased. When the temperature increased up to $3^{\circ}C$, site index was decreased to everywhere.

Substitution Elasticity and Gains from Trade Variety in South Korea

  • Kichun Kang
    • Journal of Korea Trade
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    • v.26 no.7
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    • pp.1-18
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    • 2022
  • Purpose - Recent international studies have largely focused on measuring the welfare gains from increased trade varieties. To adequately capture the variety gains, it is of importance to estimate the elasticity of substitution between varieties of trade goods because it is one of the key parameters to determine the magnitude of the variety gains. Using the import data of South Korea, this paper shows that the elasticities vary substantially across the estimators, which affects the magnitude of the gains from trade. Design/methodology - Empirical studies working on the gains from trade variety have heavily depended on the estimation methods for the elasticity of substitution between trade varieties, developed by Feenstra (1994) and refined by Broda and Weinstein (2006). We estimate and compare the estimated elasticities for 8,945 HS 10 goods of South Korea, obtained from the three estimation methods: Feenstra's weighted least square (F-WLS), Feenstra's feasible generalized least square (F-FGLS), and Broda and Weinstein's feasible generalized least square (BW-FGLS). Findings - Using the estimated elasticities from the F-FGLS, considered as a suitable estimator, A typical Korean consumer saved 228 dollars per year by the greater access to new import varieties. This leads to gains from imported variety of 2.06% of GDP. In 2017, a typical Korean consumer would gain by 611 dollars, compared with 2000. China is the country with the largest contribution (28.4%), followed by Japan and USA. About 50% of all the welfare gains come from the imports from the three main trade partners. The Southern Asian countries are more important to the South Korean welfare gain than the Western European countries. Originality/value - Existing studies have chosen one of the methods without any criterion for the choice and then estimated the elasticities of substitution between varieties of trade goods. This paper focuses on the estimation specifications and methods as the cause of the disparity in estimated elasticities and welfare gains from trade variety. According to the Ramsey RESET and White tests, the F-FGLS estimates are relatively better compared to the F-WLS and BW-FGLS estimates. As another contribution, this paper provides the first measure of the welfare gains from trade variety for South Korea, using the estimated elasticities of substitution between trade varieties.

The Regional Homogeneity in the Presence of Heteroskedasticity

  • Chung, Kyoun-Sup;Lee, Sang-Yup
    • Korean System Dynamics Review
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    • v.8 no.2
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    • pp.25-49
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    • 2007
  • An important assumption of the classical linear regression model is that the disturbances appearing in the population regression function are homoskedastic; that is, they all have the same variance. If we persist in using the usual testing procedures despite heteroskedasticity, what ever conclusions we draw or inferences we make be very misleading. The contribution of this paper will be to the concrete procedure of the proper estimation when the heteroskedasticity does exist in the data, because the quality of dependent variable predictions, i.e., the estimated variance of the dependent variable, can be improved by giving consideration to the issues of regional homogeneity and/or heteroskedasticity across the research area. With respect to estimation, specific attention should be paid to the selection of the appropriate strategy in terms of the auxiliary regression model. The paper shows that by testing for heteroskedasticity, and by using robust methods in the presence of with and without heteroskedasticity, more efficient statistical inferences are provided.

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Weighted Least-Squares Design and Parallel Implementation of Variable FIR Filters

  • Deng, Tian-Bo
    • Proceedings of the IEEK Conference
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    • 2002.07a
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    • pp.686-689
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    • 2002
  • This paper proposes a weighted least-squares(WLS) method for designing variable one-dimensional (1-D) FIR digital filters with simultaneously variable magnitude and variable non-integer phase-delay responses. First, the coefficients of a variable FIR filter are represented as the two-dimensional (2-D) polynomials of a pair of spectral parameters: one is for tuning the magnitude response, and the other is for varying its non-integer phase-delay response. Then the optimal coefficients of the 2-D polynomials are found by minimizing the total weighted squared error of the variable frequency response. Finally, we show that the resulting variable FIR filter can be implemented in a parallel form, which is suitable for high-speed signal processing.

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An RSS-Based Localization Scheme Using Direction Calibration and Reliability Factor Information for Wireless Sensor Networks

  • Tran-Xuan, Cong;Koo, In-Soo
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.4 no.1
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    • pp.45-61
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    • 2010
  • In the communication channel, the received signal is affected by many factors that can cause errors. These effects mean that received signal strength (RSS) based methods incur more errors in measuring distance and consequently result in low precision in the location detection process. As one of the approaches to overcome these problems, we propose using direction calibration to improve the performance of the RSS-based method for distance measurement, and sequentially a weighted least squares (WLS) method using reliability factors in conjunction with a conventional RSS weighting matrix is proposed to solve an over-determined localization process. The proposed scheme focuses on the features of the RSS method to improve the performance, and these effects are proved by the simulation results.

A Study on Power System State Estimation and bad data detection Using PSO (PSO기법을 이용한 전력계통의 상태추정해법과 불량정보처리에 관한 연구)

  • Ryu, Seung-Oh;Jeong, Hee-Myung;Park, June-Ho;Lee, Hwa-Seok
    • Proceedings of the KIEE Conference
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    • 2008.11a
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    • pp.261-263
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    • 2008
  • In power systems operation, state estimation takes an important role in security control. For the state estimation problem, the weighted least squares(WLS) method and the fast decoupled method have been widely used at present. But these algorithms have disadvantage of converging local optimal solution. In these days, a modern heuristic optimization method such as Particle Swarm Optimization(PSO), are introduced to overcome the problems of classical optimization. In this paper, we proposed particle swarm optimization (PSO) to search an optimal solution of state estimation in power systems. To demonstrate the usefulness of the proposed method, PSO algorithm was tested in the IEEE-57 bus systems. From the simulation results, we can find that the PSO algorithm is applicable for power system state estimation.

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A Comparison of Shortening and Shortening Speed in Sartorius, Gastrocnemius and Rectus Abdominis Muscles of Uromastix hardwickii

  • Fehmeena, S.;Azeem, M. Abdul
    • The Korean Journal of Physiology
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    • v.28 no.1
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    • pp.61-70
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    • 1994
  • A new method is used to record the actual shortening produced during the auxotonic activity of the sartorius (SAR), gastrocnemius (CAS) and rectus abdominis (RAB) muscles of a lizard Uromastix. The auxotonic twitch and tetanus records thus obtained were used for the first time to calculate the coefficient of linear shortening (COLS). This coefficient represent the relative Index between change in length $(\Delta\;L=L_0-L_1)$ and tension $({\Delta}P\;P_0-P_1)$ due to shortening at the steepest rising phase of the twitch and tetanus, recorded at resting length. In addition to this, maximum shortening $(S_{max})$ and auxotonic tensions were also determined at resting lengths of these muscles. The COLS was found to express the speed of shortening and auxotonic tensions are suggested to be of value to express the internal architecture of SAR, GAS & RAB muscles. The results are discussed in terms of contractile and elastic elements of the muscles alongwith the importance of shortening at resting lengths in skeletal muscles.

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