• Title/Summary/Keyword: correlation expansion method

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Case Deletion Diagnostics for Intraclass Correlation Model

  • Kim, Myung Geun
    • Communications for Statistical Applications and Methods
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    • v.21 no.3
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    • pp.253-260
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    • 2014
  • The intraclass correlation model has a long history of applications in several fields of research. Case deletion diagnostic methods for the intraclass correlation model are proposed. Based on the likelihood equations, we derive a formula for a case deletion diagnostic method which enables us to investigate the influence of observations on the maximum likelihood estimates of the model parameters. Using the Taylor series expansion we develop an approximation to the likelihood distance. Numerical examples are provided for illustration.

Topic Expansion based on Infinite Vocabulary Online LDA Topic Model using Semantic Correlation Information (무한 사전 온라인 LDA 토픽 모델에서 의미적 연관성을 사용한 토픽 확장)

  • Kwak, Chang-Uk;Kim, Sun-Joong;Park, Seong-Bae;Kim, Kweon Yang
    • KIISE Transactions on Computing Practices
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    • v.22 no.9
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    • pp.461-466
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    • 2016
  • Topic expansion is an expansion method that reflects external data for improving quality of learned topic. The online learning topic model is not appropriate for topic expansion using external data, because it does not reflect unseen words to learned topic model. In this study, we proposed topic expansion method using infinite vocabulary online LDA. When unseen words appear in learning process, the proposed method allocates unseen word to topic after calculating semantic correlation between unseen word and each topic. To evaluate the proposed method, we compared with existing topic expansion method. The results indicated that the proposed method includes additional information that is not contained in broadcasting script by reflecting external documents. Also, the proposed method outperformed on coherence evaluation.

A Method of Chinese and Thai Cross-Lingual Query Expansion Based on Comparable Corpus

  • Tang, Peili;Zhao, Jing;Yu, Zhengtao;Wang, Zhuo;Xian, Yantuan
    • Journal of Information Processing Systems
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    • v.13 no.4
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    • pp.805-817
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    • 2017
  • Cross-lingual query expansion is usually based on the relationship among monolingual words. Bilingual comparable corpus contains relationships among bilingual words. Therefore, this paper proposes a method based on these relationships to conduct query expansion. First, the word vectors which characterize the bilingual words are trained using Chinese and Thai bilingual comparable corpus. Then, the correlation between Chinese query words and Thai words are computed based on these word vectors, followed with selecting the Thai candidate expansion terms via the correlative value. Then, multi-group Thai query expansion sentences are built by the Thai candidate expansion words based on Chinese query sentence. Finally, we can get the optimal sentence using the Chinese and Thai query expansion method, and perform the Thai query expansion. Experiment results show that the cross-lingual query expansion method we proposed can effectively improve the accuracy of Chinese and Thai cross-language information retrieval.

PRICING OF QUANTO OPTION UNDER THE HULL AND WHITE STOCHASTIC VOLATILITY MODEL

  • Park, Jiho;Lee, Youngrok;Lee, Jaesung
    • Communications of the Korean Mathematical Society
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    • v.28 no.3
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    • pp.615-633
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    • 2013
  • We use a power series expansion method to get an analytic approximation value for the quanto option price under the Hull and White stochastic volatility model, which turns out to be accurate enough by comparing with the simulation prices using Monte Carlo method.

Homogenized thermal properties of 3D composites with full uncertainty in the microstructure

  • Ma, Juan;Wriggers, Peter;Li, Liangjie
    • Structural Engineering and Mechanics
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    • v.57 no.2
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    • pp.369-387
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    • 2016
  • In this work, random homogenization analysis for the effective thermal properties of a three-dimensional composite material with unidirectional fibers is presented by combining the equivalent inclusion method with Random Factor Method (RFM). The randomness of the micro-structural morphology and constituent material properties as well as the correlation among these random parameters are completely accounted for, and stochastic effective thermal properties as thermal expansion coefficients as well as their correlation are then sought. Results from the RFM and the Monte-Carlo Method (MCM) are compared. The impact of randomness and correlation of the micro-structural parameters on the random homogenized results is revealed by two methods simultaneously, and some important conclusions are obtained.

Thermal Strain Measurement of Austin Stainless Steel (SS304) during a Heating-cooling Process

  • Ha, Ngoc San;Le, Vinh Tung;Goo, Nam Seo;Kim, Jae Young
    • International Journal of Aeronautical and Space Sciences
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    • v.18 no.2
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    • pp.206-214
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    • 2017
  • In this study, measurement of thermophysical properties of materials at high temperatures was performed. This experiment employed a heater device to heat the material to a high temperature. The images of the specimen surface due to thermal load at various temperatures were recorded using charge-coupled device (CCD) cameras. Afterwards, the full-field thermal deformation of the specimen was determined using the digital image correlation (DIC) method. The capability and accuracy of the proposed technique are verified by two experiments: (1) thermal deformation and strain measurement of a stainless steel specimen that was heated to $590^{\circ}C$ and (2) thermal expansion and thermal contraction measurements of specimen in the process of heating and cooling. This research focused on two goals: first, obtaining the temperature dependence of the coefficient of thermal expansion, which can be used as data input for finite element simulation; and second, investigating the capability of the DIC method in measuring full-field thermal deformation and strain. The results of the measured coefficient of thermal expansion were close to the values available in the handbook. The measurement results were in good agreement with finite element method simulation results. The results reveal that DIC is an effective and accurate technique for measuring full-field high-temperature thermal strain in engineering fields such as aerospace engineering.

Visualization Analysis of Correlation between Fiber Orientation Angles and Flow Patterns by Gate-Magnetization Method

  • Miyauchi, Hidekazu;Imade, Masaaki;Okada, Saburo;Yokoi, Hidetoshi
    • 제어로봇시스템학회:학술대회논문집
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    • 2001.10a
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    • pp.86.4-86
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    • 2001
  • This paper presents the results of a visualization analysis of the correlation between the fiber orientation and flow pattern in injection molding using the Gate-magnetization method developed for the precise visualization of melt flow. The results of the comparisons of the fiber orientation angles with the flow patterns by the Gate-Magnetization method for GPPS mixed with glass fibers show the strong correlation between the flow patterns and fiber orientation angles. According to forward movement of the flow, the fiber orientation patterns move toward the side walls following the flow patterns. These results elucidate that fibers are oriented in the expansion process of the melt, and ...

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Stochastic Response Analysis of Transmission Tower Subjected to Young's Modulus Variation (송전철탑의 탄성계수의 변이에 따른 확률적 응답변이도)

  • 동원영;정영수
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 1993.10a
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    • pp.207-215
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    • 1993
  • With the aid of finite element method, this paper deals with the problem of structural response variability of transmission tower subjected to the spatial variability of material properties, Young's modulus herein. The spatial variability of material property are modeled as two-dimensional stochastic field which has an isotropic auto-correlation function. Response variability has been computed based on two numerical techniques, such as the Neumann expansion method in conjunction with the Monte Carlo simulation method. The results by these numerical methods are compared with those by the deterministic approach.

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Performance Test Method on the Influence Waterproofing as Behavior of Concrete Structure (지하 콘크리트 구조물의 거동에 대한 방수층의 대응성 평가에 관한 실험적 연구)

  • Noh Jong-Soo;Kwon Shi-Won;Kwak Kyu-Sung;Kwon Kee-Joo;Oh Sang-Keun
    • Proceedings of the Korean Institute of Building Construction Conference
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    • v.y2004m10
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    • pp.77-81
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    • 2004
  • The massive structures are not free to move with vibration, differential settlement, thermal stresses because, construction and expansion joint, crack etc., can be large enough to cause leakage as deformation of waterproofing. It has been depended on the test method of tensile/tear strength which is waterproofing performance as behavior of concrete structure crack. However, not to practically confirm the creep applied to concrete surface, even waterproofing membrane have more performance than definite strength and elasticity. Therefore, in this study will focus on the test method to consider a resistance performance about loose adhesion and deformation of waterproofing and behavior of concrete structure as construction/expansion joint, crack. Performance test method on the influence as behavior of concrete structure crack is to choose waterproofing materials and construction method which possible to confront with behavior of 50mm crack in the atmosphere and low temperature. Examine the deformation of waterproofing membrane and loose adhesion which can occur to structure in general job site, suggest standard testing method to analyze correlation waterproofing membrane and structure with 5-types of materials used in this study, such as Adhesion membrane and sheet complex, sheet and urethane complex, self-adhesive sheet, spray poly-urea, spray membrane of rubberized Asphalt.

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A Probabilistic Approach to Small Signal Stability Analysis of Power Systems with Correlated Wind Sources

  • Yue, Hao;Li, Gengyin;Zhou, Ming
    • Journal of Electrical Engineering and Technology
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    • v.8 no.6
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    • pp.1605-1614
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    • 2013
  • This paper presents a probabilistic methodology for small signal stability analysis of power system with correlated wind sources. The approach considers not only the stochastic characteristics of wind speeds which are treated as random variables with Weibull distributions, while also the wind speed spatial correlations which are characterized by a correlation matrix. The approach based on the 2m+1 point estimate method and Cornish Fisher expansion, the orthogonal transformation technique is used to deal with the correlation of wind farms. A case study is carried out on IEEE New England system and the probabilistic indexes for eigenvalue analysis are computed from the statistical processing of the obtained results. The accuracy and efficiency of the proposed method are confirmed by comparing with the results of Monte Carlo simulation. The numerical results indicate that the proposed method can actually capture the probabilistic characteristics of mode properties of the power systems with correlated wind sources and the consideration of spatial correlation has influence on the probability of system small signal stability.