• Title/Summary/Keyword: Weighted least squares method

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Exploring NDVI Gradient Varying Across Landform and Solar Intensity using GWR: a Case Study of Mt. Geumgang in North Korea (GWR을 활용한 NDVI와 지형·태양광도의 상관성 평가 : 금강산 지역을 사례로)

  • Kim, Jun Woo;Um, Jung Sup
    • Journal of Korean Society for Geospatial Information Science
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    • v.21 no.4
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    • pp.73-81
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    • 2013
  • Ordinary least squares (OLS) regression is the primary statistical method in previous studies for vegetation distribution patterns in relation to landform. However, this global regression lacks the ability to uncover some local-specific relationships and spatial autocorrelation in model residuals. This study employed geographically weighted regression (GWR) to examine the spatially varying relationships between NDVI (Normalized Difference Vegetation Index) patterns and changing trends of landform (elevation, slope) and solar intensity (insolation and duration of sunshine) in Mt Geum-gang of North-Korea. Results denoted that GWR was more powerful than OLS in interpreting relationships between NDVI patterns and landform/solar intensity, since GWR was characterized by higher adjusted R2, and reduced spatial autocorrelations in model residuals. Unlike OLS regression, GWR allowed the coefficients of explanatory variables to differ by locality by giving relatively more weight to NDVI patterns which are affected by local landform and solar factors. The strength of the regression relationships in the GWR increased significantly, by showing regression coefficient of higher than 70% (0.744) in the southern ridge of the experimental area. It is anticipated that this research output will serve to increase the scientific and objective vegetation monitoring in relation to landform and solar intensity by overcoming serious constraints suffered from the past non-GWR-based approach.

Development of WMLS-based Particle Simulation Method for Solving Free-Surface Flow (자유표면 유동해석을 위한 WMLS 기반 입자법 기술 개발)

  • Nam, Jung-Woo;Park, Jong-Chun;Park, Ji-In;Hwang, Sung-Chul;Heo, Jae-Kyung;Jeong, Se-Min
    • Journal of Ocean Engineering and Technology
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    • v.28 no.2
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    • pp.93-101
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    • 2014
  • In general, particle simulation methods such as the MPS(Moving Particle Simulation) or SPH(Smoothed Particle Hydrodynamics) methods have some serious drawbacks for pressure solutions. The pressure field shows spurious high fluctuations both temporally and spatially. It is well known that pressure fluctuation primarily occurs because of the numerical approximation of the partial differential operators. The MPS and SPH methods employ a pre-defined kernel function in the approximation of the gradient and Laplacian operators. Because this kernel function is constructed artificially, an accurate solution cannot be guaranteed, especially when the distribution of particles is irregular. In this paper, we propose a particle simulation method based on the moving least-square technique for solving the partial differential operators using a Taylor-series expansion. The developed method was applied to the hydro-static pressure and dam-broken problems to validate it.

Locally adaptive intelligent interpolation for population distribution modeling using pre-classified land cover data and geographically weighted regression (지표피복 데이터와 지리가중회귀모형을 이용한 인구분포 추정에 관한 연구)

  • Kim, Hwahwan
    • Journal of the Korean association of regional geographers
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    • v.22 no.1
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    • pp.251-266
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    • 2016
  • Intelligent interpolation methods such as dasymetric mapping are considered to be the best way to disaggregate zone-based population data by observing and utilizing the internal variation within each source zone. This research reviews the advantages and problems of the dasymetric mapping method, and presents a geographically weighted regression (GWR) based method to take into consideration the spatial heterogeneity of population density - land cover relationship. The locally adaptive intelligent interpolation method is able to make use of readily available ancillary information in the public domain without the need for additional data processing. In the case study, we use the preclassified National Land Cover Dataset 2011 to test the performance of the proposed method (i.e. the GWR-based multi-class dasymetric method) compared to four other popular population estimation methods (i.e. areal weighting interpolation, pycnophylactic interpolation, binary dasymetric method, and globally fitted ordinary least squares (OLS) based multi-class dasymetric method). The GWR-based multi-class dasymetric method outperforms all other methods. It is attributed to the fact that spatial heterogeneity is accounted for in the process of determining density parameters for land cover classes.

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Comparison of Correlations of Saturated Vapor Density for Some Refrigerants (냉매의 포화증기밀도 상관식 비교)

  • Park, Kyoung-Kuhn;Kang, Byung-Ha;Jang, Si-Youl
    • Korean Journal of Air-Conditioning and Refrigeration Engineering
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    • v.19 no.6
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    • pp.457-463
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    • 2007
  • Various correlations of saturated vapor density in a truncated power series form are tested and compared in this study. Saturated vapor density correlation can be expressed relating logarithmic reduced density to the reduced temperature. Five types of correlation has been investigated using saturated vapor density data for 22 pure substance refrigerants from ASHRAE (American Society of Heating, Reftigerating and Air-Conditioning Engineers, Inc.) property tables and NIST (National Institute of Standards and Technology) Chemistry Webbook. Correlations are fitted to the data points by least squares method. Data points are equally weighted. The best type of correlation among the five types is suggested. The results obtained indicate that the best correlations with 3, 4, and 5 terms yield average AAD's (Average Absolute Deviation) of 0.27%, 0.04%, and 0.02%, respectively, while widely used conventional correlations with 3, 4, and 5 terms yield those of 1.19%, 0.61%, and 0.17%. The suggested type of correlation could reduce the number of terms while improving performance.

Inversion of Acoustical Properties of Sedimentary Layers from Chirp Sonar Signals (Chirp 신호를 이용한 해저퇴적층의 음향학적 특성 역산)

  • 박철수;성우제
    • The Journal of the Acoustical Society of Korea
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    • v.18 no.8
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    • pp.32-41
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    • 1999
  • In this paper, an inversion method using chirp signals and two near field receivers is proposed. Inversion problems can be formulated into the probabilistic models composed of signals, a forward model and noise. Forward model to simulate chirp signals is chosen to be the source-wavelet-convolution planewave modeling method. The solution of the inversion problem is defined by a posteriori pdf. The wavelet matching technique, using weighted least-squares fitting, estimates the sediment sound-speed and thickness on which determination of the ranges for a priori uniform distribution is based. The genetic algorithm can be applied to a global optimization problem to find a maximum a posteriori solution for determined a priori search space. Here the object function is defined by an L₂norm of the difference between measured and modeled signals. The observed signals can be separated into a set of two signals reflected from the upper and lower boundaries of a sediment. The separation of signals and successive applications of the genetic algorithm optimization process reduce the search space, therefore improving the inversion results. Not only the marginal pdf but also the statistics are calculated by numerical evaluation of integrals using the samples selected during importance sampling process of the genetic algorithm. The examples applied here show that, for synthetic data with noise, it is possible to carry out an inversion for sedimentary layers using the proposed inversion method.

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Exploring the Spatial Relationships between Environmental Equity and Urban Quality of Life (환경적 형평성과 도시 삶의 질의 공간적 관계에 대한 탐색)

  • Jun, Byong-Woon
    • Journal of the Korean Association of Geographic Information Studies
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    • v.14 no.3
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    • pp.223-235
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    • 2011
  • Although ordinary least squares (OLS) regression analysis can be used to examine the spatial relationships between environmental equity and urban quality of life, this global method may mask the local variations in the relationships between them. These geographical variations can not be captured without using local methods. In this context, this paper explores the spatially varying relationships between environmental equity and urban quality of life across the Atlanta metropolitan area by geographically weighted regression (GWR), a local method. Environmental equity and urban quality of life were quantified with an integrated approach of GIS and remote sensing. Results show that generally, there is a negatively significant relationship between them over the Atlanta metropolitan area. The results also suggest that the relationships between environmental equity and urban quality of life vary significantly over space and the GWR (local) model is a significant improvement on the OLS (global) model for the Atlanta metropolitan area.

Threshold heterogeneous autoregressive modeling for realized volatility (임계 HAR 모형을 이용한 실현 변동성 분석)

  • Sein Moon;Minsu Park;Changryong Baek
    • The Korean Journal of Applied Statistics
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    • v.36 no.4
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    • pp.295-307
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    • 2023
  • The heterogeneous autoregressive (HAR) model is a simple linear model that is commonly used to explain long memory in the realized volatility. However, as realized volatility has more complicated features such as conditional heteroscedasticity, leverage effect, and volatility clustering, it is necessary to extend the simple HAR model. Therefore, to better incorporate the stylized facts, we propose a threshold HAR model with GARCH errors, namely the THAR-GARCH model. That is, the THAR-GARCH model is a nonlinear model whose coefficients vary according to a threshold value, and the conditional heteroscedasticity is explained through the GARCH errors. Model parameters are estimated using an iterative weighted least squares estimation method. Our simulation study supports the consistency of the iterative estimation method. In addition, we show that the proposed THAR-GARCH model has better forecasting power by applying to the realized volatility of major 21 stock indices around the world.

Long Term Impact of Distribution Information Technology Investment on Firm Value (무선인식 유통정보기술 투자가 장기 주가수익률에 미치는 영향에 관한 연구)

  • Son, Sam-Ho
    • Journal of Distribution Science
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    • v.17 no.3
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    • pp.69-83
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    • 2019
  • Purpose - This paper investigates the long term impact of RFID investment on firm value in Korea. We wand to find out why the long term performance of some firm's RFID investment is better than others. To understand the dynamics of the long term returns from RFID investment announcements, we divide our events into groups for each of the independent firm characteristic variable such as investment time period, kind of markets, industries, solvency and growth potential. We composed portfolios based on the RFID investment announcement date for each group and evaluate the monthly abnormal excess returns. Research design, data, and methodology - Based on these calendar-time portfolios, we measure the long term returns from 86 RFID investment announcements of 46 firms from 2003 to 2017. We construct the calendar-time portfolio for 3, 6, 9, 12 months of holding periods. Using the weighted least squares method, we regress the raw monthly returns of the portfolios on the Fama-French model and Carhart(1997) model. As a result, we can get the estimated risk adjusted mean monthly abnormal excess return αP for each of the calendar-time portfolio. Results - We found that early adopters, large firms, non-manufacturing firms have very significant excess returns. We also found modestly significant excess returns for financially stable firms and slow growing firms. Put together, top managers of the firms which plan to invest RFID should understand the strategic role of RFID adoption and the generalized business process of distribution information technology investment in Korea. Moreover, the findings of this paper provide useful trading strategies to the managers of large funds who are considering on investing in RFID adopting firms. Conclusions - Put together, the results of this paper give us a new insight into how the RFID and IT technology in general and other characteristic factors' interactions affect the long term performance of firms. Using the unbiased estimates of long term returns of the calendar-time portfolios, this paper extends the understandings on short term impact of RFID adoption of existing studies. This paper also extends the current understandings of firm characteristics that affect the long term performance of RFID adopting firms.

Image Denoising for Metal MRI Exploiting Sparsity and Low Rank Priors

  • Choi, Sangcheon;Park, Jun-Sik;Kim, Hahnsung;Park, Jaeseok
    • Investigative Magnetic Resonance Imaging
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    • v.20 no.4
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    • pp.215-223
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    • 2016
  • Purpose: The management of metal-induced field inhomogeneities is one of the major concerns of distortion-free magnetic resonance images near metallic implants. The recently proposed method called "Slice Encoding for Metal Artifact Correction (SEMAC)" is an effective spin echo pulse sequence of magnetic resonance imaging (MRI) near metallic implants. However, as SEMAC uses the noisy resolved data elements, SEMAC images can have a major problem for improving the signal-to-noise ratio (SNR) without compromising the correction of metal artifacts. To address that issue, this paper presents a novel reconstruction technique for providing an improvement of the SNR in SEMAC images without sacrificing the correction of metal artifacts. Materials and Methods: Low-rank approximation in each coil image is first performed to suppress the noise in the slice direction, because the signal is highly correlated between SEMAC-encoded slices. Secondly, SEMAC images are reconstructed by the best linear unbiased estimator (BLUE), also known as Gauss-Markov or weighted least squares. Noise levels and correlation in the receiver channels are considered for the sake of SNR optimization. To this end, since distorted excitation profiles are sparse, $l_1$ minimization performs well in recovering the sparse distorted excitation profiles and the sparse modeling of our approach offers excellent correction of metal-induced distortions. Results: Three images reconstructed using SEMAC, SEMAC with the conventional two-step noise reduction, and the proposed image denoising for metal MRI exploiting sparsity and low rank approximation algorithm were compared. The proposed algorithm outperformed two methods and produced 119% SNR better than SEMAC and 89% SNR better than SEMAC with the conventional two-step noise reduction. Conclusion: We successfully demonstrated that the proposed, novel algorithm for SEMAC, if compared with conventional de-noising methods, substantially improves SNR and reduces artifacts.

Estimation of co-variance components, genetic parameters, and genetic trends of reproductive traits in community-based breeding program of Bonga sheep in Ethiopia

  • Areb, Ebadu;Getachew, Tesfaye;Kirmani, MA;G.silase, Tegbaru;Haile, Aynalem
    • Animal Bioscience
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    • v.34 no.9
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    • pp.1451-1459
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    • 2021
  • Objective: The objectives of the study were to evaluate reproductive performance and selection response through genetic trend of community-based breeding programs (CBBPs) of Bonga sheep. Methods: Reproduction traits data were collected between 2012 and 2018 from Bonga sheep CBBPs. Phenotypic performance was analyzed using the general linear model procedures of Statistical Analysis System. Genetic parameters were estimated by univariate animal model for age at first lambing (AFL) and repeatability models for lambing interval (LI), litter size (LS), and annual reproductive rate (ARR) traits using restricted maximum likelihood method of WOMBAT. For correlations bivariate animal model was used. Best model was chosen based on likelihood ratio test. The genetic trends were estimated by the weighted regression of the average breeding value of the animals on the year of birth/lambing. Results: The overall least squares mean±standard error of AFL, LI, LS, and ARR were 375±12.5, 284±9.9, 1.45±0.010, and 2.31±0.050, respectively. Direct heritability estimates for AFL, LI, LS, and ARR were 0.07±0.190, 0.06±0.120, 0.18±0.070, and 0.25±0.203, respectively. The low heritability for both AFL and LI showed that these traits respond little to selection programs but rather highly depend on animal management options. The annual genetic gains were -0.0281 days, -0.016 days, -0.0002 lambs and 0.0003 lambs for AFL, LI, LS, and ARR, respectively. Conclusion: Implications of the result to future improvement programs were improving management of animals, conservation of prolific flocks and out scaling the CBBP to get better results.