• 제목/요약/키워드: derivative influence

검색결과 78건 처리시간 0.022초

INFLUENCE ANALYSIS FOR GENERALIZED ESTIMATING EQUATIONS

  • Jung Kang-Mo
    • Journal of the Korean Statistical Society
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    • 제35권2호
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    • pp.213-224
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    • 2006
  • We investigate the influence of subjects or observations on regression coefficients of generalized estimating equations using the influence function and the derivative influence measures. The influence function for regression coefficients is derived and its sample versions are used for influence analysis. The derivative influence measures under certain perturbation schemes are derived. It can be seen that the influence function method and the derivative influence measures yield the same influence information. An illustrative example in longitudinal data analysis is given and we compare the results provided by the influence function method and the derivative influence measures.

Influence Analysis in Selecting Discriminant Variables

  • Jung, Kang-Mo;Kim, Myung-Geun
    • Journal of the Korean Statistical Society
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    • 제30권3호
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    • pp.499-509
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    • 2001
  • We investigate the influence of observations on a test of additional information about discrimination using the influence function and the derivative influence measures. the influence function for the test statistic is derived and this sample versions are used for influence analysis. The derivative influence measures for the test statistic under a perturbation scheme are derived. It will be seen that the influence function method and the derivative influence measures yield the same result. Furthermore, we will derive the relationships between the influence function and the derivative influence measures when the sample size is large. an illustrative example is given and we will compare the results provided by the influence function method and the derivative influence measures.

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INFLUENCE ANALYSIS OF CHOLESKY DECOMPOSITION

  • Kim, Myung-Geun
    • Journal of applied mathematics & informatics
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    • 제28권3_4호
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    • pp.913-921
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    • 2010
  • The derivative influence measure is adapted to the Cholesky decomposition of a covariance matrix. Formulas for the derivative influence of observations on the Cholesky root and the inverse Cholesky root of a sample covariance matrix are derived. It is easy to implement this influence diagnostic method for practical use. A numerical example is given for illustration.

2차 미분 자외부 분광광도법에 의한 정제중의 아세트아미노펜 정량 (Determination of Acetaminophen in Tablet Formulations by Second Derivative Ultraviolet Spectrometry)

  • 유경수;고익배
    • 약학회지
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    • 제30권2호
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    • pp.100-103
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    • 1986
  • The second derivative absorption spectra of acetaminophen in commercial tablet forms were measured without prior separation from other pharmaceutical adjuvants. The second derivative spectra of acetaminophen were found to have no influence on the characteristic absorbance band of it. A plot of 25 sets of the ordinate (Z) values with various acetaminophen concentrations mixed in other additives gave a straight line (correlation coefficient, 0.9999) and the slope was 2.901${\times}10^{-2}Z$ value/($\mu\textrm{g}$/ml). The procedures were sufficiently sensitive, precise and economical for the assay of tablets of acetaminophen.

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분광기에 고 분해능 Charge Coupled Device의 설계 및 제작에 의한 Hematoporphyrin Derivative의 분석 (Analysis of Hematoporphyrin Derivative by Design and Manufacture of High Resolution Charge Coupled Device in Spectrometry)

  • 김기준
    • 한국응용과학기술학회지
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    • 제22권1호
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    • pp.77-83
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    • 2005
  • The influence of fluorescence, scattering, and absorbance in turbid material by light scattering was interpreted by the scattered fluorescence intensity and wavelength. The effect of optical property in scattering media was investigated. It is very important to study the charge coupled device(CCD) in spectrometry because we can use the molecular energy level, molecular structure, absorption or emission, intermolecular reaction, weakly bound molecular energy, photochemistry, fluorescence and photodynamic therapy. CCD is very essential to study the molecular structure and medical engineering combined laser spectroscopy in the modem physical and chemistry. Accordingly, this study has designed and manufactured the electromagnetic spectrometry with CCD, and has analyzed the hematoporphyrin derivative.

Influence Analysis of the Liklihood Ratio Test in Multivariate Behrens-Fisher Problem

  • Jung, Kang-Mo;Kim, Myung-Geun
    • Communications for Statistical Applications and Methods
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    • 제6권3호
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    • pp.939-946
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    • 1999
  • We propose methods for detecting influential observations that have a large influence on the likelihood ratio test statistic for the multivariate Behrens-Fisher problem. For this purpose we derive the influence curve and the derivative influence of the likelihood ratio test statistic. An illustrative example is given to show the effectiveness of the proposed methods on the identification of influential observations.

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민감도 정보를 이용한 설계 방법 (A Design Using Sensitivity Information)

  • 김용일;이정욱;박경진
    • 대한기계학회:학술대회논문집
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    • 대한기계학회 2003년도 춘계학술대회
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    • pp.1248-1253
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    • 2003
  • Sensitivity information has been used for linearization of nonlinear functions in optimization. Basically, sensitivity is a derivative of a function with respect to a design variable. Design sensitivity is repeatedly calculated in optimization. Since sensitivity calculation is extremely expensive, there are studies to directly use the sensitivity in the design process. When a small design change is required, an engineer makes design changes by considering the sensitivity information. Generally, the current process is performed one-by-one for design variables. Methods to exploit the sensitivity information are developed. When a designer wants to change multiple variables with some relationship, the directional derivative can be utilized. In this case, the first derivative can be calculated. Only small design changes can be made from the first derivatives. Orthogonal arrays can be used for moderate changes of multiple variables. Analysis of Variance is carried out to find out the regional influence of variables. A flow is developed for efficient use of the methods. The sensitivity information is calculated by finite difference method. Various examples are solved to evaluate the proposed algorithm.

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주가 변동성과 파생상품거래 (Stock Volatility and Derivative Trading)

  • 장대홍
    • 재무관리연구
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    • 제26권4호
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    • pp.63-81
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    • 2009
  • 논문은 주식가격의 변동성과 거시경제변수 및 파생상품거래와의 관계를 실증적으로 분석한다. 이전 연구들에서 밝혀진 바와 같이 주식수익률의 변동성은 거시 경제변수의 변동성에 비해 훨씬 크게 나타날 뿐 아니라, 변수의 설명력도 약해서 거시경제변수-주식가격 변동성의 이론적 관계를 확인하기에 충분하지 않다. 1980년 이후의 한국 데이터를 사용한 분석의 결과도 이런 결과를 확인해 준다. 그러나 이들 결과는 금융활동 변수들이 누락되었기 때문일 수 있다. 이 논문은 특히 파생상품 거래의 변동성이 주식수익률 변동성을 상당 부분 설명할 수 있을 뿐 아니라, 거시경제 변수의 설명력도 복원시킬 수 있음을 확인해준다.

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Influence of imperfection on the smart control frequency characteristics of a cylindrical sensor-actuator GPLRC cylindrical shell using a proportional-derivative smart controller

  • Zare, Reza;Najaafi, Neda;Habibi, Mostafa;Ebrahimi, Farzad;Safarpour, Hamed
    • Smart Structures and Systems
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    • 제26권4호
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    • pp.469-480
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    • 2020
  • This is the first research on the smart control and vibration analysis of a Graphene nanoplatelets (GPLs) Reinforced Composite (GPLRC) porous cylindrical shell covered with piezoelectric layers as sensor and actuator (PLSA) in the framework of numerical based Generalized Differential Quadrature Method (GDQM). The stresses and strains are obtained using the First-order Shear Deformable Theory (FSDT). Rule of the mixture is employed to obtain varying mass density and Poisson's ratio, while the module of elasticity is computed by modified Halpin-Tsai model. The external voltage is applied to sensor layer and a Proportional-Derivative (PD) controller is used for sensor output control. Governing equations and boundary conditions of the GPLRC cylindrical shell are obtained by implementing Hamilton's principle. The results show that PD controller, length to radius ratio (L/R), applied voltage, porosity and weight fraction of GPL have significant influence on the frequency characteristics of a porous GPLRC cylindrical shell. Another important consequence is that at the lower value of the applied voltage, the influence of the smart controller on the frequency of the micro composite shell is much more significant in comparison with the higher ones.

민감도 정보를 이용한 설계 방법 및 소프트웨어의 개발 (A Design Methodology and Software Development with Sensitivity Information)

  • 김용일;이정욱;윤준용;박경진
    • 대한기계학회논문집A
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    • 제27권12호
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    • pp.2092-2100
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    • 2003
  • Sensitivity information has been used for linearization of nonlinear functions in optimization. Basically, sensitivity is a derivative of a function with respect to a design variable. Design sensitivity is repeatedly calculated in optimization. Since sensitivity calculation is extremely expensive, there are studies to directly use the sensitivity in the design process. When a small design change is required, an engineer makes design changes by considering the sensitivity information. Generally, the current process is performed one-by-one for design variables. Methods to exploit the sensitivity information are developed. When a designer wants to change multiple variables with some relationship, the directional derivative can be utilized. In this case, the first derivative can be calculated. Only small design changes can be made from the first derivatives. Orthogonal arrays can be used for moderate changes of multiple variables. Analysis of Variance is carried out to find out the regional influence of variables. A flow is developed for efficient use of the methods. A software system with the flow has been developed. The system can be easily interfaced with existing commercial systems through a file wrapping technique. The sensitivity information is calculated by finite difference method. Various examples are solved to evaluate the proposed algorithm and the software system.