• Title/Summary/Keyword: conditional variation

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Conditional Covering : Worst Case Analysis of Greedy Heuristics

  • Moon, I.Douglas
    • Journal of the Korean Operations Research and Management Science Society
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    • v.15 no.2
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    • pp.97-104
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    • 1990
  • The problem is a variation of the weighted set-covering problem (SCP) which requires the minimum-cost cover to be self-covering. It is shown that direct extension of the well-known greedy heuristic for SCP can have an arbitrarily large error in the worst case. It remains an open question whther these exists a greedy heuristic with a finite error bound.

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Leading Edge Statistics of a Turbulent Premixed Flame (난류 예혼합 화염 선단부의 통계적 특성에 관한 수치적 연구)

  • Kwon, Jaesung;Huh, Kang Y.
    • Journal of the Korean Society of Combustion
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    • v.18 no.1
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    • pp.13-20
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    • 2013
  • Leading edge statistics are obtained by direct numerical simulation(DNS) of freely propagating incompressible and stagnating compressible turbulent premixed flames. Conditional averages of velocities in terms of reaction progress variable, c, and local flame surface density, ${\sum}^{\prime}_f$, are defined and compared through the flame brush. It holds asymptotically that $<u>_f=<S_d>_f$ and $<u>_u-<u>_b=D_t/L_w$ with the characteristic length scale of $\bar{c}$ variation, $L_w$. It also holds that $<u>_b=<u>_f$ for a freely propagating flame under no mean strain rate. The turbulent burning velocity, $S_T$, is determined by the conditional statistics at the leading edge under large activation energy.

Correlation of the Wall Skin-Friction and Streamwise Velocity Fluctuations in a Turbulent Boundary Layer(II) (난류경계층에서 벽마찰력과 유동방향 속도성분과의 상관관계(II))

  • Yang, Jun-Mo;Yu, Jeong-Yeol;Choe, Hae-Cheon
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.21 no.3
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    • pp.427-435
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    • 1997
  • Conditional sampling techniques are utilized to investigate the relation between the wall skin-friction and stream wise velocity fluctuations in a turbulent boundary layer. Conditionally averaged results using a peak detection and the VITA (variable-interval time-averaging) technique show that a high skin friction is associated with high frequency components of the wall skin-friction fluctuations. The conditionally averaged wall skin-friction fluctuations obtained by using the VITA technique have a positively-skewed characteristics compared with the conditionally averaged stream wise velocity fluctuations. It is confirmed that there exists a phase shift between the wall skin-friction and stream wise velocity fluctuations, which was also found from the long-time averaged space-time correlations. The amount of phase shift between the wall skin-friction and stream wise velocity fluctuations is the same as that from the long-time averaged space-time correlations and does not change despite the variation of the detection threshold.

Quantitative Precipitation Estimation using High Density Rain Gauge Network in Seoul Area (고밀도 지상강우관측망을 활용한 서울지역 정량적 실황강우장 산정)

  • Yoon, Seong-sim;Lee, Byongju;Choi, Youngjean
    • Atmosphere
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    • v.25 no.2
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    • pp.283-294
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    • 2015
  • For urban flash flood simulation, we need the higher resolution radar rainfall than radar rainfall of KMA, which has 10 min time and 1km spatial resolution, because the area of subbasins is almost below $1km^2$. Moreover, we have to secure the high quantitative accuracy for considering the urban hydrological model that is sensitive to rainfall input. In this study, we developed the quantitative precipitation estimation (QPE), which has 250 m spatial resolution and high accuracy using KMA AWS and SK Planet stations with Mt. Gwangdeok radar data in Seoul area. As the results, the rainfall field using KMA AWS (QPE1) is showed high smoothing effect and the rainfall field using Mt. Gwangdeok radar is lower estimated than other rainfall fields. The rainfall field using KMA AWS and SK Planet (QPE2) and conditional merged rainfall field (QPE4) has high quantitative accuracy. In addition, they have small smoothed area and well displayed the spatial variation of rainfall distribution. In particular, the quantitative accuracy of QPE4 is slightly less than QPE2, but it has been simulated well the non-homogeneity of the spatial distribution of rainfall.

Effects of the secondary flow on the turbulent heat transfer of a flat plate wake (2차유동이 평판후류의 난류열전달에 미치는 영향)

  • Kim, Hyeong-Su;Lee, Jun-Sik;Gang, Sin-Hyeong
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.22 no.4
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    • pp.417-427
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    • 1998
  • The effect of secondary flow on the heat transfer of a turbulent wake generated by a flat plate was experimentally investigated. The secondary flow was induced in a curved duct in which the flat plate wake generator was installed. All three components of turbulent heat flux were measured in the plane containing the mean radius of curvature of the curved duct. The results showed that mean temperature profiles deviate from the similarity of the straight wake because of the cold fluid transported from the free-stream. The half-width of the mean temperature profile increased rapidly by upwash motion of the secondary flow. The changes to turbulence structure caused by the secondary flow show more pronounced effect on heat transport than on momentum transport. This is because the response to the variation of flow conditions is delayed in temperature field. Negative production of the turbulent heat flux is observed in the inner wake region. From the conditional averaging, it has been found that the negative production of the turbulent heat flux is generated due to a mixing process between the hot and low momentum eddies occupied in the inner wake region and the cold and high momentum eddies in the potential region.

Determinants of Vietnam Government Bond Yield Volatility: A GARCH Approach

  • TRINH, Quoc Trung;NGUYEN, Anh Phong;NGUYEN, Hoang Anh;NGO, Phu Thanh
    • The Journal of Asian Finance, Economics and Business
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    • v.7 no.7
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    • pp.15-25
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    • 2020
  • This empirical research aims to identify the relationship between fiscal and financial macroeconomic fundamentals and the volatility of government bonds' borrowing cost in an emerging country - Vietnam. The study covers the period from July 2006 to December 2019 and it is based on a sample of 1-year, 3-year, and 5-year government bonds, which represent short-term, medium-term and long-term sovereign bonds in Vietnam, respectively. The Generalized AutoRegressive Conditional Heteroskedasticity (GARCH) model and its derivatives such as EGARCH and TGARCH are applied on monthly dataset to examine and suggest a significant effect of fiscal and financial determinants of bond yield volatility. The findings of this study indicate that the variation of Vietnam government bond yields is in compliance with the theories of term structure of interest rate. The results also show that a proportion of the variation in the yields on Vietnam government bonds is attributed to the interest rate itself in the previous period, base rate, foreign interest rate, return of the stock market, fiscal deficit, public debt, and current account balance. Our results could be helpful in the macroeconomic policy formulation for policy-makers and in the investment practice for investors regarding the prediction of bond yield volatility.

한국 센서스데이터의 MAUP

  • 강계화
    • Proceedings of the Korean Association of Geographic Inforamtion Studies Conference
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    • 2003.11a
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    • pp.3-8
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    • 2003
  • Census data are usually provided at an aggregated level. However, the aggregated data are essentially arbitrary geographical areas. The areal units used to report census data have no natural or meaningful geographical identity. Unfortunately, this means that analyses of these area aggregations may be conditional upon the set of zones, which are presented. This effect is known as the modifiable areal unit problem (MAUP) and has two related aspects. First, scale effect is the variation in numerical results that occurs due to the number of zones used in an analysis. Second, results may also differ between different ways of aggregating exactly the same data to the same scale; this may be called the aggregation effect (Openshaw, 1984). This study aims to provide a practical tool for the study of MAUP. I have created a set of 91 areal units based on 280 basic units in Nonhyun-2 dong to solve zoning problem and scale problem. We can easily recognize the importance of areal classification as statistics were different according to areal classification.

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Interpolation of Missing Groundwater-Level Data at the National Groundwater Monitoring Wells (장기 관측 지하수위 결측자료 보완)

  • 정상용;심병완;강동환;원종호;김규범
    • Proceedings of the Korean Society of Soil and Groundwater Environment Conference
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    • 2000.11a
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    • pp.15-22
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    • 2000
  • Long ranged groundwater-level data often have the missing intervals because of the trouble of monitoring systems at the national groundwater monitoring wells. Geostatistical methods are very useful for the supplement of the missing data. Ordinary kriging was applied for the interpolation of the missing groundwater-level data with a smooth sinusoidal variation. Conditional simulation was used for the reproduction of the missing data with high fluctuations. Two geostatistical methods produced the very accurate estimates at the missing intervals and reproduced their original variations. This fact is proved by the cross validation test and graphical method, respectively.

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Bootstrap-Based Test for Volatility Shifts in GARCH against Long-Range Dependence

  • Wang, Yu;Park, Cheolwoo;Lee, Taewook
    • Communications for Statistical Applications and Methods
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    • v.22 no.5
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    • pp.495-506
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    • 2015
  • Volatility is a variation measure in finance for returns of a financial instrument over time. GARCH models have been a popular tool to analyze volatility of financial time series data since Bollerslev (1986) and it is said that volatility is highly persistent when the sum of the estimated coefficients of the squared lagged returns and the lagged conditional variance terms in GARCH models is close to 1. Regarding persistence, numerous methods have been proposed to test if such persistency is due to volatility shifts in the market or natural fluctuation explained by stationary long-range dependence (LRD). Recently, Lee et al. (2015) proposed a residual-based cumulative sum (CUSUM) test statistic to test volatility shifts in GARCH models against LRD. We propose a bootstrap-based approach for the residual-based test and compare the sizes and powers of our bootstrap-based CUSUM test with the one in Lee et al. (2015) through simulation studies.

Analysis on the Spatial Dimension of the Commercial Domains: the Case of Seoul, Korea (상업적 도메인의 공간 분석에 관한 연구 - 서울을 사례로 -)

  • Hee Yeon Lee;Yong Gyun Lee
    • Journal of the Korean Geographical Society
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    • v.39 no.2
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    • pp.195-211
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    • 2004
  • The innovation of information and communication technology has brought the emergence of the digital economy in which the growing importance of the Internet for the production and consumption of information has caused a rapid increase of commercial domains. Domains are basic form of Internet address for the delivery of information, but the location of registered commercial domains is not free from a spatial context. Utilizing a database of commercial domain registrations, spatial statistical methods and GIS, the spatial dimensions of the commercial domains are explored for the city of Seoul. Through this research, it was found that the commercial domains were unevenly distributed, namely 44% of commercial domains are located at 3 Gus in Seoul. The locations of commercial domains by themselves represented a strong spatial autocorrelation among adjacent places. In order to identify factors affecting spatial variation in the development of the commercial domains among Dongs, a conditional spatial autoregressive model which effectively eliminates a spatial autocorrelation was used. As a result of this research, it is clearly shown that the selective location of firms having commercial domains and their role in economic activities are influencing the spatial structure of urban with dynamic mix of spatial characteristic.