• Title/Summary/Keyword: convergence rates

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A Study on the Causal Relationship Between Shipping Freight Rates (해운 운임 간 인과관계에 관한 연구)

  • Jeon, JunWoo
    • Journal of Convergence for Information Technology
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    • v.9 no.12
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    • pp.47-53
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    • 2019
  • The purpose of the study was to utilize VECM(Vector Error Correction Model) and detect causal relationships among shipping freight rates. Shipping freight rates used in this study were BDI(Baltic Dry Index), HRCI(Howe Robinson Containership Index), WS(World Scale rate) and SCFI(Shanghai Containerized Freight Index). Using weekly data published since August 2nd, 2013 to September 6th, 2019, it was discovered that BDI and WS were heavily influenced by past week's BDI and WS respectively. VECM also found that one percent increase in WS resulted in 0.022% increase in following week's HRCI data. One percent increase in HRCI affects SCFI by 0.77% on the following week. This study believes that finding may help each shipping market of shipping freight rates estimates, thereby encouraging decision markers to exercise discretion and establish best interest decision.

Identification of Dynamic Systems Using a Self Recurrent Wavelet Neural Network: Convergence Analysis Via Adaptive Learning Rates (자기 회귀 웨이블릿 신경 회로망을 이용한 다이나믹 시스템의 동정: 적응 학습률 기반 수렴성 분석)

  • Yoo, Sung-Jin;Choi, Yoon-Ho;Park, Jin-Bae
    • Journal of Institute of Control, Robotics and Systems
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    • v.11 no.9
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    • pp.781-788
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    • 2005
  • This paper proposes an identification method using a self recurrent wavelet neural network (SRWNN) for dynamic systems. The architecture of the proposed SRWNN is a modified model of the wavelet neural network (WNN). But, unlike the WNN, since a mother wavelet layer of the SRWNN is composed of self-feedback neurons, the SRWNN has the ability to store the past information of the wavelet. Thus, in the proposed identification architecture, the SRWNN is used for identifying nonlinear dynamic systems. The gradient descent method with adaptive teaming rates (ALRs) is applied to 1.am the parameters of the SRWNN identifier (SRWNNI). The ALRs are derived from the discrete Lyapunov stability theorem, which are used to guarantee the convergence of an SRWNNI. Finally, through computer simulations, we demonstrate the effectiveness of the proposed SRWNNI.

Precise Rates in Complete Moment Convergence for Negatively Associated Sequences

  • Ryu, Dae-Hee
    • Communications for Statistical Applications and Methods
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    • v.16 no.5
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    • pp.841-849
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    • 2009
  • Let {$X_n$, n ${\ge}$ 1} be a negatively associated sequence of identically distributed random variables with mean zeros and positive finite variances. Set $S_n$ = ${\Sigma}^n_{i=1}\;X_i$. Suppose that 0 < ${\sigma}^2=EX^2_1+2{\Sigma}^{\infty}_{i=2}\;Cov(X_1,\;X_i)$ < ${\infty}$. We prove that, if $EX^2_1(log^+{\mid}X_1{\mid})^{\delta}$ < ${\infty}$ for any 0< ${\delta}{\le}1$, then $\lim_{{\epsilon}\downarrow0}{\epsilon}^{2{\delta}}\sum_{{n=2}}^{\infty}\frac{(logn)^{\delta-1}}{n^2}ES^2_nI({\mid}S_n{\mid}\geq{\epsilon}{\sigma}\sqrt{nlogn}=\frac{E{\mid}N{\mid}^{2\delta+2}}{\delta}$, where N is the standard normal random variable. We also prove that if $S_n$ is replaced by $M_n=max_{1{\le}k{\le}n}{\mid}S_k{\mid}$ then the precise rate still holds. Some results in Fu and Zhang (2007) are improved to the complete moment case.

Wavelet Estimation of Regression Functions with Errors in Variables

  • Kim, Woo-Chul;Koo, Ja-Yong
    • Communications for Statistical Applications and Methods
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    • v.6 no.3
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    • pp.849-860
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    • 1999
  • This paper addresses the issue of estimating regression function with errors in variables using wavelets. We adopt a nonparametric approach in assuming that the regression function has no specific parametric form, To account for errors in covariates deconvolution is involved in the construction of a new class of linear wavelet estimators. using the wavelet characterization of Besov spaces the question of regression estimation with Besov constraint can be reduced to a problem in a space of sequences. Rates of convergence are studied over Besov function classes $B_{spq}$ using $L_2$ error measure. It is shown that the rates of convergence depend on the smoothness s of the regression function and the decay rate of characteristic function of the contaminating error.

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Performance Analysis of Cooling Module using Peltier Elements (펠티어 소자를 이용한 냉방모듈 성능해석)

  • Han, Cheolheui
    • Journal of Institute of Convergence Technology
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    • v.1 no.1
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    • pp.5-8
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    • 2011
  • Thermal analysis of a cooling module using Peltier elements are performed using a commercial software, CFD-ACE+. A standard k-e two-equation turbulent model is applied in order to represent the turbulent shear stress. Computed values are compared with the theoretical values for the validation. The effect of mass flow rates and transferred heat amounts on the temperature distributions inside the cooling system is analyzed. It was found that the increase in the mass flow rates causes the exit temperature rise. The increase in the absorbed heat amount diminished the overall temperature on the fin surfaces. In the present analysis, the material characteristics of the Peltier element itself are not considered. In the future, the effect of the turbulence models and material characteristics will be studied in detail.

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Effects of International Trade on Poverty Level Convergence among Asian Countries (무역이 아시아 국가 간 빈곤률 수렴에 미치는 영향 분석)

  • Li, Yi-lin;Oh, Keun-yeob;Han, In-soo
    • Korea Trade Review
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    • v.43 no.1
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    • pp.47-67
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    • 2018
  • This study analyzed whether the poverty level among Asian countries has converged, by using data for the 'globalization period'. In particular, we analyzed the impact of trade on convergence by quantitative analysis using two indices; the head count ratio (H) and the human development index (HDI). The σ-convergence measurement and β-convergence measurement method, commonly used in the field of economic growth, are used for the analysis method. Results show that poverty rates have declined on average during the analysis period and there has been an increase in HDI. It seems that there has been improvement regarding poverty. However, this trend is only an indication of the average trend of Asian countries as a whole. As for the convergence between countries, which is the focus of this study, the HDI index shows the converges among countries while the H index does not show significant convergence among countries. It is also difficult to determine that trade has a statistically significant impact on the poverty rate convergence. However, in the case of HDI convergence, trade has contributed to increasing the convergence rates. This results might show that globalization does not guarantee the convergence among countries, and thus, we need to have additional policy in order to reduce the poverty.

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Testing the Convergence Hypothesis of Health Care Expenditure: Empirical Evidence from Korea

  • Rhee, Hyun-Jae
    • International Journal of Contents
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    • v.9 no.1
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    • pp.42-48
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    • 2013
  • This research explores the convergence of health care expenditure in Korea with different income groups and the world level by applying different concepts of convergence, including growth rates, trends, differences as well as rationality and statistical variation of health care expenditure. The empirical evidence shows that, in general, the health care expenditure in Korea seems to be on the right track in terms of both level and difference, given the fact that convergence exists with the expenditures of the high income group and the world level. It is also worth mentioning that the Korean public health care system has been performing much better than its private health care counterpart. Such a result suggests that the private health care system has to be more elaborately and systematically managed through the establishment of an operational policy to stimulate an increase in private health care expenditure.

An Empirical study on affecting web-base education by web perceived level for education (교육용 웹 인지도가 웹 기반교육에 미치는 영향에 관한 연구)

  • Yim, Ki-Heung;Jon, Yong-Jin
    • Journal of Digital Convergence
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    • v.6 no.4
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    • pp.157-163
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    • 2008
  • Despite the increase internet use rate, there still appears a big difference in web usage rates depending on demographic variables, web usage environment variables. This study aimed to improve our understanding of perceived usage, attitude, affected factors related Web usage for schoolwork and research. This result will facilitate further understanding of perceived usage, attitude, affected factors related Web usage, thereby enabling researchers, practitioners, and policy makers to better design appropriate strategies to promote the Web usage.

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RICHARDSON EXTRAPOLATION OF ITERATED DISCRETE COLLOCATION METHOD FOR EIGENVALUE PROBLEM OF A TWO DIMENSIONAL COMPACT INTEGRAL OPERATOR

  • Panigrahi, Bijaya Laxmi;Nelakanti, Gnaneshwar
    • Journal of applied mathematics & informatics
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    • v.32 no.5_6
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    • pp.567-584
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    • 2014
  • In this paper, we consider approximation of eigenelements of a two dimensional compact integral operator with a smooth kernel by discrete collocation and iterated discrete collocation methods. By choosing numerical quadrature appropriately, we obtain convergence rates for gap between the spectral subspaces, and also we obtain superconvergence rates for eigenvalues and iterated eigenvectors. We then apply Richardson extrapolation to obtain further improved error bounds for the eigenvalues. Numerical examples are presented to illustrate theoretical estimates.

On Large Deviation of the Sample Medians

  • Hong, Chong-Sun
    • Journal of the Korean Statistical Society
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    • v.19 no.2
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    • pp.122-127
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    • 1990
  • Consider the following problem in the large deviation theory. For constants $a_1, \cdots, a_p$ the tail probability $P(M_1 > a_1, \cdots, M_p > a_p)$ of the sample medians $(M_1, \cdots, M_p)$ is supposed to converge to zero as sample size increases. This paper shows that this probability converges to zero exponentially fast and estimates the convergence rates of the above tail probability of the sample medians. Also compare with the rates about the sample means.

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