• Title/Summary/Keyword: covariance model

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A GEE approach for the semiparametric accelerated lifetime model with multivariate interval-censored data

  • Maru Kim;Sangbum Choi
    • Communications for Statistical Applications and Methods
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    • v.30 no.4
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    • pp.389-402
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    • 2023
  • Multivariate or clustered failure time data often occur in many medical, epidemiological, and socio-economic studies when survival data are collected from several research centers. If the data are periodically observed as in a longitudinal study, survival times are often subject to various types of interval-censoring, creating multivariate interval-censored data. Then, the event times of interest may be correlated among individuals who come from the same cluster. In this article, we propose a unified linear regression method for analyzing multivariate interval-censored data. We consider a semiparametric multivariate accelerated failure time model as a statistical analysis tool and develop a generalized Buckley-James method to make inferences by imputing interval-censored observations with their conditional mean values. Since the study population consists of several heterogeneous clusters, where the subjects in the same cluster may be related, we propose a generalized estimating equations approach to accommodate potential dependence in clusters. Our simulation results confirm that the proposed estimator is robust to misspecification of working covariance matrix and statistical efficiency can increase when the working covariance structure is close to the truth. The proposed method is applied to the dataset from a diabetic retinopathy study.

Estimation of Satellite-based Spatial Evapotranspiration and Validation of Fluxtower Measurements by Eddy Covariance Method (인공위성 데이터 기반의 공간 증발산 산정 및 에디 공분산 기법에 의한 플럭스 타워 자료 검증)

  • Sur, Chan-Yang;Han, Seung-Jae;Lee, Jung-Hoon;Choi, Min-Ha
    • Korean Journal of Remote Sensing
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    • v.28 no.4
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    • pp.435-448
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    • 2012
  • Evapotranspiration (ET) including evaporation from a land surface and transpiration from photosynthesis of vegetation is a sensitive hydrological factor with outer circumstances. Though both direct measurements with an evaporation pan and a lysimeter, and empirical methods using eddy covariance technique and the Bowen ratio have been widely used to observe ET accurately, they have a limitation that the observation can stand for the exact site, not for an area. In this study, remote sensing technique is adopted to compensate the limitation of ground observation using the Moderate Resolution Imaging Spectroradiometer (MODIS) multispectral sensor mounted on Terra satellite. We improved to evapotranspiration model based on remote sensing (Mu et al., 2007) and estimated Penman-Monteith evapotranspiration considering regional characteristics of Korea that was using only MODIS product. We validated evapotranspiration of Sulma (SMK)/Cheongmi (CFK) flux tower observation and calculation. The results showed high correlation coefficient as 0.69 and 0.74.

Quantization error model of signal converter in strapdown inertial navigation system (스트랩다운 관성항법장치의 신호변환기 양자화 오차모델)

  • 정태호;송기원
    • 제어로봇시스템학회:학술대회논문집
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    • 1991.10a
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    • pp.131-135
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    • 1991
  • A quantization error model is suggested for analog to frequency(A/F) converter in strapdown inertial navigation system(SDINS),which is characterized by some white noise exciting the state variables. Also, effects on the performance of SDINS by analog to digital(A/D) converter and A/F converter are analyzed and compared via covariance simulation. As a result, A/F converter turns out to be superior to the A/D converter with respect to the induced navigation error and the difficulty in circuit realization. The quantization error model developed in this paper appears to be useful for optimal filter design.

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Model Construction of Perceived Uncertainty in Rheumatoid Arthritis Patients (류마티스 관절염 환자가 지각하는 불확실성에 관한 모형 구축)

  • Yoo, Kyung-Hee;Lee, Eun-Ok
    • Journal of muscle and joint health
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    • v.5 no.1
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    • pp.7-25
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    • 1998
  • Rheumatoid arthritis, unlike other chronic diseases, causes the patients to experience uncertainty in their daily lives and thus to feel threat on their emotional comfort because of inconsistent and unpredictable symptoms such as pain. Therefore, a theoretical framework is needed for explanation of uncertainty in patients having rheumatoid arthritis. A hypothetical model was constructed on the basis of Mishel's Uncertainty Theory and other literature review. The model included 9 theoretical concepts and 19 paths. Subjects of the study constituted 330 partients who visited outpatient clinics of two university hospitals and one general hospital in Seoul. Self report questionnaires were used to measure the variables affecting uncertainty. Reliability coefficients of these instruments were found Cronbach's Alpha=$.70{\sim}.94$. In data analysis, SAS program and PC-LISREL 8.03 computer program were utilized for descriptive statistics and covariance structure analysis. The results of covariance structure analysis for model fitness were as follows : 1) Hypothetical model showed a good fit to the empirical data : Chi-square($X^2$)=41.81 (df=11, P=.000), Goodness of Fit Index=.974, Root Mean Square Residual=.049, Normed Fit Index=.928, Non Normed Fit Index=.814. 2) For the validity and the parcimony of model, a modified model was constructed by appending 2 paths and deleting 5 paths according to the criteria of statistical significance and meaningfulness. 3) The results of hypothesis testing were as follows : (1) Educational level, event familiarity and severity of illness had a direct effect on uncertainty : Event congruency had both direct and indirect effect on uncertainty : Credible authority and symptom consistency had a nonsignificant direct effect on uncertainty, (2) Illness duration, symptom consistency, and event congruency had a direct effect on severity of illness ; Credible authority had a both direct and indirect effect on severity of illness ; Event congruency had the greatest effect on severity of illness, and event familiarity had a nonsignificant direct effect on severity of illness.

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Covariance Structure Analysis of Science Process Skills Affected by Students' Cognitive and Affective Characteristics in Elementary and Middle School (초 . 중학생들의 과학탐구능력에 미치는 인지적, 정의적 특성에 대한 공변량 구조분석)

  • Lim, Cheong-Whan;Kim, Seung-Wha;Yang, Il-Ho
    • Journal of The Korean Association For Science Education
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    • v.17 no.1
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    • pp.1-10
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    • 1997
  • The purpose of this study was to analyze the structural model of causal effects of students' variables on science process skills. Student characteristics investigated in the study included attitude related to the science, logical thinking ability, scientific experiences, cognitive style. Covariance structural modeling procedures were used to test causal inferences about hypothesized relationships. The sample consisted of 319 6th grade students and 321 8th grade students in Seoul City, Korea. Five instruments were used in the study, TSPS(test of science process skills), GALT(group assessment of logical thinking), CEFT(children embedded figures test), questionnaire of attitude related to the science, questionnaire of scientific experience. For statistical analysis, the study adopted the structural equation modeling with LlSREL, a computer statistical program developed by J reskog and S rbom. Major findings of the study are as follows:1) Logical thinking ability has a most strong direct effect on science process skills. 2) The structural coefficient of scientific experience influence on attitude related to the science has the greatest direct one than the others in the covariance structural model. According to the results of this study, it is very importance that various scientific experiences, particularly hands-on activity, should be offer to students to improve science process skills. Also, understanding the relationships of student variable to science process skills will be helpful to decision making on the part of curriculum developers, science teachers and researchers.

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Requirement Analysis of Navigation System for Lunar Lander According to Mission Conditions (임무조건에 따른 달 착륙선 항법시스템 요구성능 분석)

  • Park, Young Bum;Park, Chan Gook;Kwon, Jae Wook;Rew, Dong Young
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.45 no.9
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    • pp.734-745
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    • 2017
  • The navigation system of lunar lander are composed of various navigation sensors which have a complementary characteristics such as inertial measurement unit, star tracker, altimeter, velocimeter, and camera for terrain relative navigation to achieve the precision and autonomous navigation capability. The required performance of sensors has to be determined according to the landing scenario and mission requirement. In this paper, the specifications of navigation sensors are investigated through covariance analysis. The reference error model with 77 state vector and measurement model are derived for covariance analysis. The mission requirement is categorized as precision exploration with 90m($3{\sigma}$ ) landing accuracy and area exploration with 6km($3{\sigma}$ ), and the landing scenario is divided into PDI(Powered descent initiation) and DOI(Deorbit initiation) scenario according to the beginning of autonomous navigation. The required specifications of the navigation sensors are derived by analyzing the performance according to the sensor combination and landing scenario.

Navigation System for a Deep-sea ROV Fusing USBL, DVL, and Heading Measurements (USBL, DVL과 선수각 측정신호를 융합한 심해 무인잠수정의 항법시스템)

  • Lee, Pan-Mook;Shim, Hyungwon;Baek, Hyuk;Kim, Banghyun;Park, Jin-Yeong;Jun, Bong-Huan;Yoo, Seong-Yeol
    • Journal of Ocean Engineering and Technology
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    • v.31 no.4
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    • pp.315-323
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    • 2017
  • This paper presents an integrated navigation system that combines ultra-short baseline (USBL), Doppler velocity log (DVL), and heading measurements for a deep-sea remotely operated vehicle, Hemire. A navigation model is introduced based on the kinematic relation of the position and velocity. The system states are predicted using the navigation model and corrected with the USBL, DVL, and heading measurements using the Kalman filter. The performance of the navigation system was confirmed through re-navigation simulations with the measured data at the Southern Mariana Arc submarine volcanoes. Based on the characteristics of the measurements, the design process for the parameters of the system modeling error covariance, measurement error covariance, and initial error covariance are presented. This paper reviews the influence of the outliers and blackout of the USBL and DVL measurements, and proposes an outlier rejection algorithm that is robust to USBL blackout. The effectiveness of the method is demonstrated with re-navigation for the data that includes USBL blackouts.

A novel adaptive unscented Kalman Filter with forgetting factor for the identification of the time-variant structural parameters

  • Yanzhe Zhang ;Yong Ding ;Jianqing Bu;Lina Guo
    • Smart Structures and Systems
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    • v.32 no.1
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    • pp.9-21
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    • 2023
  • The parameters of civil engineering structures have time-variant characteristics during their service. When extremely large external excitations, such as earthquake excitation to buildings or overweight vehicles to bridges, apply to structures, sudden or gradual damage may be caused. It is crucially necessary to detect the occurrence time and severity of the damage. The unscented Kalman filter (UKF), as one efficient estimator, is usually used to conduct the recursive identification of parameters. However, the conventional UKF algorithm has a weak tracking ability for time-variant structural parameters. To improve the identification ability of time-variant parameters, an adaptive UKF with forgetting factor (AUKF-FF) algorithm, in which the state covariance, innovation covariance and cross covariance are updated simultaneously with the help of the forgetting factor, is proposed. To verify the effectiveness of the method, this paper conducted two case studies as follows: the identification of time-variant parameters of a simply supported bridge when the vehicle passing, and the model updating of a six-story concrete frame structure with field test during the Yangbi earthquake excitation in Yunnan Province, China. The comparison results of the numerical studies show that the proposed method is superior to the conventional UKF algorithm for the time-variant parameter identification in convergence speed, accuracy and adaptability to the sampling frequency. The field test studies demonstrate that the proposed method can provide suggestions for solving practical problems.

Influence of Inbreeding Depression on Genetic (Co)Variance and Sire-by-Year Interaction Variance Estimates for Weaning Weight Direct-Maternal Genetic Evaluation

  • Lee, C.;Pollak, E.J.
    • Asian-Australasian Journal of Animal Sciences
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    • v.10 no.5
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    • pp.510-513
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    • 1997
  • This study examined the effects of ignoring inbreeding depression on (co)variance components for weaning weight through the use of Monte Carlo simulation. Weaning weight is of particular interest as a trait for which additive direct and maternal genetic components exist and there then is the potential for a direct-maternal genetic covariance. Ignoring inbreeding depression in the analytical model (.8 kg reduction of phenotypic value per 1% inbreeding) led to biased estimates of all genetic (co) variance components, all estimates being larger than the true values of the parameters. In particular, a negative bias in the direct-maternal genetic covariance was observed in analyses that ignored inbreeding depression. A small spurious sire-by-year interaction variance was also observed.

Autoregressive Cholesky Factor Modeling for Marginalized Random Effects Models

  • Lee, Keunbaik;Sung, Sunah
    • Communications for Statistical Applications and Methods
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    • v.21 no.2
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    • pp.169-181
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    • 2014
  • Marginalized random effects models (MREM) are commonly used to analyze longitudinal categorical data when the population-averaged effects is of interest. In these models, random effects are used to explain both subject and time variations. The estimation of the random effects covariance matrix is not simple in MREM because of the high dimension and the positive definiteness. A relatively simple structure for the correlation is assumed such as a homogeneous AR(1) structure; however, it is too strong of an assumption. In consequence, the estimates of the fixed effects can be biased. To avoid this problem, we introduce one approach to explain a heterogenous random effects covariance matrix using a modified Cholesky decomposition. The approach results in parameters that can be easily modeled without concern that the resulting estimator will not be positive definite. The interpretation of the parameters is sensible. We analyze metabolic syndrome data from a Korean Genomic Epidemiology Study using this method.