• Title/Summary/Keyword: Weighted Average Model

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Exact Variance of Location Estimator in One-Way Random Effect Models with Two Distint Group Sizes

  • Lee, Young-Jo;Chung, Han-Yeong
    • Journal of the Korean Statistical Society
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    • v.18 no.2
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    • pp.118-124
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    • 1989
  • In the one-way random effect model, we often estimate the variance components by the ANOVA method and then estimate the population mean. Whe there are only two distint group sizes, the conventional mean estimator is represented as a weighted average of two normal means with weights being the function of variance component estimators. In this paper, we will study a method which can compute the exact variance of the mean estimator when we set the negative variance component estimate to zero.

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A Study on the Daily Squadron Crew Scheduling (단위비행체계의 승무원 일일 비행스케줄링에 관한 연구)

  • Lee Yu-In
    • Journal of the military operations research society of Korea
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    • v.15 no.1
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    • pp.28-43
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    • 1989
  • Squadron crew scheduling problems can be defined as the assignment of crews to flights consistent with safety regulations and squadron policy. In this paper, the daily crew scheduling problems are formulated as zero-one interger programs known as generalized assignment problems. The objective function is to maximize the weighted mission interval to improve the crew performance. Flight schedules using the 0-1 integer model are compared with manual schedules. The results of the study show that the average crew performance is improved.

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Rainfall Estimation for Hydrologic Applications

  • Bae, Deg-Hyo;Georgakakos, K.P.;Rajagopal, R.
    • Korean Journal of Hydrosciences
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    • v.7
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    • pp.125-137
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    • 1996
  • The subject of the paper is the selection of the number and location of raingauge stations among existing ones for the computation of mean areal precipitation and for use as input of real-time flow prediction models. The weighted average method developed by National Weather Service was used to compute MAP over the Boone River basin in Iowa with a 40 year daily data set. Two different searching methods were used to find local optimal solutions. An operational rainfall-runoff model was used to determine the optimal location and number of stations for flow prediction.

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A numerical study on portfolio VaR forecasting based on conditional copula (조건부 코퓰라를 이용한 포트폴리오 위험 예측에 대한 실증 분석)

  • Kim, Eun-Young;Lee, Tae-Wook
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.6
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    • pp.1065-1074
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    • 2011
  • During several decades, many researchers in the field of finance have studied Value at Risk (VaR) to measure the market risk. VaR indicates the worst loss over a target horizon such that there is a low, pre-specified probability that the actual loss will be larger (Jorion, 2006, p.106). In this paper, we compare conditional copula method with two conventional VaR forecasting methods based on simple moving average and exponentially weighted moving average for measuring the risk of the portfolio, consisting of two domestic stock indices. Through real data analysis, we conclude that the conditional copula method can improve the accuracy of portfolio VaR forecasting in the presence of high kurtosis and strong correlation in the data.

Development of 7-Year-Old Korean Child Model for Computational Dosimetry

  • Lee, Ae-Kyoung;Byun, Jin-Kyu;Park, Jin-Seo;Choi, Hyung-Do;Yun, Jae-Hoon
    • ETRI Journal
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    • v.31 no.2
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    • pp.237-239
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    • 2009
  • A whole-body voxel model of a 7-year-old male volunteer was developed from 384 axial magnetic resonance images (MRIs). The MRIs were acquired with intervals of 3 mm for the entire body in a body coil. In order to reduce the MRI acquisition time for the child, the repetition and echo times under T1 weighted image were chosen to be 566 ms and 8 ms, respectively. The MRIs were classified according to 30 types of tissues with known electrical parameters. The developed voxel model was adjusted to the physical average of 7-year-old Korean boys. The body weight of the adjusted model, calculated with the mass tissue densities, is within a 6% difference from the 50th percentile weight.

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Modeling the Natural Occurrence of Selected Dipterocarp Genera in Sarawak, Borneo

  • Teo, Stephen;Phua, Mui-How
    • Journal of Forest and Environmental Science
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    • v.28 no.3
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    • pp.170-178
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    • 2012
  • Dipterocarps or Dipterocarpaceae is a commercially important timber producing and dominant keystone tree family in the rain forests of Borneo. Borneo's landscape is changing at an unprecedented rate in recent years which affects this important biodiversity. This paper attempts to model the natural occurrence (distribution including those areas with natural forests before being converted to other land uses as opposed to current distribution) of dipterocarp species in Sarawak which is important for forest biodiversity conservation and management. Local modeling method of Inverse Distance Weighting was compared with commonly used statistical method (Binary Logistic Regression) to build the best natural distribution models for three genera (12 species) of dipterocarps. Database of species occurrence data and pseudoabsence data were constructed and divided into two halves for model building and validation. For logistic regression modeling, climatic, topographical and edaphic parameters were used. Proxy variables were used to represent the parameters which were highly (p>0.75) correlated to avoid over-fitting. The results show that Inverse Distance Weighting produced the best and consistent prediction with an average accuracy of over 80%. This study demonstrates that local interpolation method can be used for the modeling of natural distribution of dipterocarp species. The Inverse Distance Weighted was proven a better method and the possible reasons are discussed.

A Study on Lung Cancer Segmentation Algorithm using Weighted Integration Loss on Volumetric Chest CT Image (흉부 볼륨 CT영상에서 Weighted Integration Loss을 이용한 폐암 분할 알고리즘 연구)

  • Jeong, Jin Gyo;Kim, Young Jae;Kim, Kwang Gi
    • Journal of Korea Multimedia Society
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    • v.23 no.5
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    • pp.625-632
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    • 2020
  • In the diagnosis of lung cancer, the tumor size is measured by the longest diameter of the tumor in the entire slice of the CT. In order to accurately estimate the size of the tumor, it is better to measure the volume, but there are some limitations in calculating the volume in the clinic. In this study, we propose an algorithm to segment lung cancer by applying a custom loss function that combines focal loss and dice loss to a U-Net model that shows high performance in segmentation problems in chest CT images. The combination of values of the various parameters in custom loss function was compared to the results of the model learned. The purposed loss function showed F1 score of 88.77%, precision of 87.31%, recall of 90.30% and average precision of 0.827 at α=0.25, γ=4, β=0.7. The performance of the proposed custom loss function showed good performance in lung cancer segmentation.

AN INTEGRATED PROCESS CONTROL PROCEDURE WITH REPEATED ADJUSTMENTS AND EWMA MONITORING UNDER AN IMA(1,1) DISTURBANCE WITH A STEP SHIFT

  • Park, Chang-Soon
    • Journal of the Korean Statistical Society
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    • v.33 no.4
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    • pp.381-399
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    • 2004
  • Statistical process control (SPC) and engineering process control (EPC) are based on different strategies for process quality improvement. SPC re-duces process variability by detecting and eliminating special causes of process variation, while EPC reduces process variability by adjusting compensatory variables to keep the quality variable close to target. Recently there has been need for an integrated process control (IPC) procedure which combines the two strategies. This paper considers a scheme that simultaneously applies SPC and EPC techniques to reduce the variation of a process. The process model under consideration is an IMA(1,1) model with a step shift. The EPC part of the scheme adjusts the process, while the SPC part of the scheme detects the occurrence of a special cause. For adjusting the process repeated adjustment is applied according to the predicted deviation from target. For detecting special causes the exponentially weighted moving average control chart is applied to the observed deviations. It was assumed that the adjustment under the presence of a special cause may increase the process variability or change the system gain. Reasonable choices of parameters for the IPC procedure are considered in the context of the mean squared deviation as well as the average run length.

Development of Estimation Model of Trip Generation Model and Trip Distribution Model Reflecting Coefficient of Accessibility (접근성 변수를 반영한 통행발생 및 통행분포모형 개발)

  • Jeon, Yong-Hyun;Rho, Jeong-Hyun;Jang, Jun-Seok
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.18 no.6
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    • pp.576-584
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    • 2017
  • Traffic demand prediction result is a primary factor for decision making such as the traffic planning and operation. The existing traffic demand prediction 4-step model only covers the trip between the origin and the destination, and not the demand followed by the accessibility improvement, due to the characteristic of this model. Therefore, the purpose of this research is to improve the limitations of the existing model by developing the inter-city trip generation and trip distribution model with more accessibility. After calculating of the trip generation and trip distribution model with more accessibility, the sign of the accessibility coefficient was positive. Commuting was the most insensitive indicator, affected by external factors among the other trip purposes. The leisure trip was the most sensitive, affected by the trip fee. According to the result of comparison with each of estimated model and observational data, it was certain that the reliability and assumption of the model have been improved by discovering the reduced weighted average error rate, Root Mean Square Error (RMSE) and total error through the model with more accessibility compared with the existing one.

Study on Estimation of the Appropriate Social Discount Rate for Evaluating Public Investment Project (공공투자사업 평가의 적정 사회적할인율 추정에 관한 연구)

  • Jang, Byeong-Cheol;Son, Ui-Yeong;O, Mi-Yeong
    • Journal of Korean Society of Transportation
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    • v.28 no.2
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    • pp.65-75
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    • 2010
  • When the cost-benefit analysis is applied for social discount rate(SDR), the choice of SDR to be used in analysis is critical. One of the important issues when public investment project evaluate what is the SDR theory, so there have studied about SDR and no exact answer it so far. In this study, there are three of SDR theories that be estimated social time preference rate, social investment returns and the weighted average method from 1990s, 2000 to 2003 and 2004 to 2008.. First, social time preference method computes consumer's interest rate and the model of Pearce and Ulph(1999). Second, social investment returns method computes private returns of capital. Third, the weighted average method computes the model of Squire, L., Herman G. van der Tak(1975) and private consumption expense and the private investment expense. SDR is estimated in the rage between 2.4% and 3.9% from 2004 to 2008. It is not appropriate that the interest rate was unstable. But it is consider for social equity from present to future generations. Considering this things, downward need to the value of current SDR 5.5%.