• Title/Summary/Keyword: derivative influence

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INFLUENCE ANALYSIS FOR GENERALIZED ESTIMATING EQUATIONS

  • Jung Kang-Mo
    • Journal of the Korean Statistical Society
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    • v.35 no.2
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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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    • v.30 no.3
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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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    • v.28 no.3_4
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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.

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

  • 유경수;고익배
    • YAKHAK HOEJI
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    • v.30 no.2
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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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Analysis of Hematoporphyrin Derivative by Design and Manufacture of High Resolution Charge Coupled Device in Spectrometry (분광기에 고 분해능 Charge Coupled Device의 설계 및 제작에 의한 Hematoporphyrin Derivative의 분석)

  • Kim, Ki-Jun
    • Journal of the Korean Applied Science and Technology
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    • v.22 no.1
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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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    • v.6 no.3
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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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A Design Using Sensitivity Information (민감도 정보를 이용한 설계 방법)

  • Kim, Y.I.;Yi, J.W.;Park, G.J.
    • Proceedings of the KSME Conference
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    • 2003.04a
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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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Stock Volatility and Derivative Trading (주가 변동성과 파생상품거래)

  • Jaang, Dae-Hong
    • The Korean Journal of Financial Management
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    • v.26 no.4
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    • pp.63-81
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    • 2009
  • This paper empirically examines the relation between stock volatility and volatilities of macroeconomic variables and financial derivative trading. Previous studies have shown that stock volatility has been much greater than volatilities of macroeconomic variables, and their explanatory powers are too weak to confirm hypothesized theoretical relation between stock volatility and macroeconomic volatilities. The test for the relation using Korean data since 1980 verified such a finding. It is argued that this may have been the result from omitting the influence of financial activities on stock volatility. In particular, this paper demonstrates that, by including the volatility of financial derivative trading, stock volatility-macroeconomic volatility relation can not only be explained better, but also the hypothesized significance of macroeconomic volatilities can be restored.

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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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    • v.26 no.4
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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.

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

  • 김용일;이정욱;윤준용;박경진
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.27 no.12
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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.