• Title/Summary/Keyword: asymmetric methods

검색결과 352건 처리시간 0.027초

Asymmetric Least Squares Estimation for A Nonlinear Time Series Regression Model

  • Kim, Tae Soo;Kim, Hae Kyoung;Yoon, Jin Hee
    • Communications for Statistical Applications and Methods
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    • 제8권3호
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    • pp.633-641
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    • 2001
  • The least squares method is usually applied when estimating the parameters in the regression models. However the least square estimator is not very efficient when the distribution of the error is skewed. In this paper, we propose the asymmetric least square estimator for a particular nonlinear time series regression model, and give the simple and practical sufficient conditions for the strong consistency of the estimators.

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BINARY RANDOM POWER APPROACH TO MODELING ASYMMETRIC CONDITIONAL HETEROSCEDASTICITY

  • KIM S.;HWANG S.Y.
    • Journal of the Korean Statistical Society
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    • 제34권1호
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    • pp.61-71
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    • 2005
  • A class of asymmetric ARCH processes is proposed via binary random power transformations. This class accommodates traditional nonlinear models such as threshold ARCH (Rabemanjara and Zacoian (1993)) and Box-Cox type ARCH models(Higgins and Bera (1992)). Stationarity condition of the model is addressed. Iterative least squares(ILS) and pseudo maximum like-lihood(PML) methods are discussed for estimating parameters and related algorithms are presented. Illustrative analysis for Korea Stock Prices Index (KOSPI) data is conducted.

Asymptotic Normality for Threshold-Asymmetric GARCH Processes of Non-Stationary Cases

  • Park, J.A.;Hwang, S.Y.
    • Communications for Statistical Applications and Methods
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    • 제18권4호
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    • pp.477-483
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    • 2011
  • This article is concerned with a class of threshold-asymmetric GARCH models both for stationary case and for non-stationary case. We investigate large sample properties of estimators from QML(quasi-maximum likelihood) and QL(quasilikelihood) methods. Asymptotic distributions are derived and it is interesting to note for non-stationary case that both QML and QL give asymptotic normal distributions.

Hidden Truncation Normal Regression

  • Kim, Sungsu
    • Communications for Statistical Applications and Methods
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    • 제19권6호
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    • pp.793-798
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    • 2012
  • In this paper, we propose regression methods based on the likelihood function. We assume Arnold-Beaver Skew Normal(ABSN) errors in a simple linear regression model. It was shown that the novel method performs better with an asymmetric data set compared to the usual regression model with the Gaussian errors. The utility of a novel method is demonstrated through simulation and real data sets.

Asymmetric Polymerase Chain Reaction-Single-Strand Conformation Polymorphism (Asymmetric PCR-SSCP) as a Simple Method for Allele Typing of HLA-DRB

  • Kang, Joo-Hyun;Kim, Kyeong-Hee;Maeng, Cheol-Young;Kim, Kil-Lyong
    • BMB Reports
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    • 제32권6호
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    • pp.529-534
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    • 1999
  • Asymmetric PCR and single-strand conformation polymorphism (SSCP) methods were combined to analyze human leukocyte antigen (HLA)-DRB allele polymorphism. Asymmetric PCR amplification was applied to generate single-stranded DNA (ssDNA) using the nonradioactive oligonucleotide primers desinged for the polymorphic exon 2 region. The conformational differences of ssDNAs, depending on the allele type, were analyzed by nondenaturing polyacrylamide gel electrophoresis and visualized by ethidium bromide staining. The ssDNAs were clearly separated from double-stranded DNA without interference and obviously migrated depending on their allele type. This method was applied to the genomic DNA either from homozygous or from heterozygous cell lines containing the DR4 allele as template DNA using DR4-specific primers, and satisfying results were obtained. Compared to the standard PCR-SSCP method, this asymmetric PCR-SSCP method has advantages of increased speed, reproducibility, and convenience. Along with PCR-SSP or sequence-based typing, this method will be useful in routine typing of HLA-DRB allele.

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벙커가격과 건화물선 지수(Baltic Dry-bulk Index) 간의 비대칭 장기균형 분석 (Analysis of Asymmetric Long-run Equilibrium between Bunker Price and BDI(Baltic Dry-bulk Index))

  • 김현석;장명희
    • 한국항만경제학회지
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    • 제29권2호
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    • pp.63-79
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    • 2013
  • 본 연구는 해운산업의 경기를 나타내는 BDI와 벙커가격의 관계를 비대칭 공적분 모형을 사용하여 분석하였다. 기존연구는 선형의 공적분 모형을 사용하여 BDI와 국제유가의 관계를 분석하였으나, 본 연구는 기존연구들에서 드러난 BDI와 유가의 상승기와 하락기의 비대칭적인 특징을 적절히 포착할 수 있는 비대칭 모형을 사용하여 분석하였다. 그 결과 기존연구에서 제시된 선형모형에 근거한 분석은 두 변수간의 장기균형 관계가 존재하지 않는 것으로 나타난 반면 본 연구에서 제시한 비대칭 모형을 통해 장기균형 관계가 존재하는 것으로 나타났다. 특히, BDI가 벙커가격에 영향을 미치고 있음이 확인되었으므로 두 변수간의 장기균형 관계는 비대칭 모형을 고려하는 것이 적절한 것으로 판단된다.

경추 도수교정이 추골동맥 비대칭군의 혈류속도와 혈류량에 미치는 영향 (Effect of Cervical Manipulation on Blood Velocity and Flow in Subjects with Asymmetric Vertebral Artery)

  • 김한일;김호봉
    • 대한정형도수물리치료학회지
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    • 제19권2호
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    • pp.31-37
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    • 2013
  • Background: The purpose of this study was to identify the effects of cervical manipulation for improve blood velocity and flow in the subjects with asymmetric vertebral artery. Methods: Twenty-four subjects on asymmetric vertebral artery with right side have less blood flow than left side participated in this study for apply to non-specific cervical manipulation on lower portion. Measurement method were using duplex ultrasound with colour doppler imaging for blood velocity and flow on left and right vertebral artery. Results: Compared changes of blood velocity and flow on unilateral after the cervical manipulation, the left blood velocity decreased significantly (p<.01) and the right blood velocity increased significantly (p<.01). The left blood flow no significant changes and the right blood flow increased significantly (p<.01). Compared changes of blood velocity and flow on bilateral, the left and right blood velocity and flow made significantly difference on pre-manipulation (p<.01). However, both side no significantly difference on post-manipulation. Conclusions: These findings suggest that the non-specific cervical manipulation took effect for improve blood velocity and flow in the subjects with asymmetric vertebral artery. Therefore, therapeutic approaches for improve to asymmetric vertebral artery should be consider non-specific cervical manipulation.

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Code Construction Methods for Error Discriminating and Unidirectional Error Control Codes

  • Ahn Tae Nam;Sakaniwa Kohichi;Rao T. R. N.
    • 한국국방경영분석학회지
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    • 제15권2호
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    • pp.56-77
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    • 1989
  • A new concept, namely the error discrimination of a code defined as the capability to not only detect errors from two distinct error sets but also to distinguish between them has been introduced in [SAKA 89a]. Consider $E_+\;and\;E_-$ as the two distinct error sets, namely the positive error set and the negative error set respectively. If a code C is not only capable of detecting any error e in {$E_+,\;E_-$}, but also able to identify the error set to which e belongs then the code is said to be an $E_+\;&\;E_-$ error discriminating code. The error discriminating property enables construction of unidirectional error detecting/correcting codes using asymmetric error control code. We derive here theory for asymmetric t error correcting and d error detecting codes. Furthermore, unidirectional error control code construction methods are introduced using asymmetric error control codes and $E_+\;&\;E_-$ error discriminating codes.

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Evaluation of combination rules for multi-story buildings with asymmetric set-backs

  • Aksoylu, M. Gunhan;Durgun, Yavuz;Darilmaz, Kutlu
    • Earthquakes and Structures
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    • 제11권1호
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    • pp.179-193
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    • 2016
  • The effectiveness of 100/30, 100/40 and SRSS directional combination rules on the response of asymmetric setback buildings is examined. Because of the irregularity in setback buildings, the maximum seismic response would be correlative with the direction of earthquake. To verify the directional combination rules of mode superposition methods, the time history analyses of setback buildings to real earthquake records are carried out. Example analyses have been used to compare the validty and accuracy of SRSS and percentage methods for frame and dual frame-wall systems.

비대칭 외판원 문제에서 3-Opt를 응용한 새로운 발견적 알고리듬 (A New Heuristic Algorithm for the Asymmetric Traveling Salesman Problem Using 3-Opt)

  • 권상호;강맹규
    • 산업경영시스템학회지
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    • 제22권52호
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    • pp.97-107
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    • 1999
  • The asymmetric traveling salesman problem is a representative NP-Complete problem. Polynomial algorithm for this problem has not been yet found. So, many heuristic methods have been researched in this problem. We need heuristic methods that produce good answers for some larger problems in reasonable times. 3-opt is well known for the effective local-search heuristic method. It has been used in many applications of the asymmetric traveling salesman problem. This paper discusses 3-opt's properties and ineffective aspects and presents a highly effective heuristic method. 3-opt does not consider good arcs(shorter distance or little cost). This paper presents a fast heuritic algorithm compared with 3-opt by inserting good arcs and deleting related arcs later.

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