• 제목/요약/키워드: dispersion error

검색결과 163건 처리시간 0.025초

Applicability of the Ordinary Least Squares Procedure When Both Variables are Subject to Error

  • Kim, Kil-Soo;Byun, Jai-Hyun;Yum, Bong-Jin
    • 한국경영과학회지
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    • 제21권1호
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    • pp.163-170
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    • 1996
  • An errors-in-variables model (EVM) differs from the classical regression model in that in the former the independent variable is also subject to error. This paper shows that to assess the applicability of the ordinary least squares (OLS) estimation procedure to the EVM, the relative dispersion of the independent variable to its error variance must be also considered in addition to Mandel's criterion. The effect of physically reducing the variance of errors in the independent variable on the performance of the OLS slope estimator is also discussed.

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Highly accurate family of time integration method

  • Rezaiee-Pajand, Mohammad;Esfehani, S.A.H.;Karimi-Rad, Mahdi
    • Structural Engineering and Mechanics
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    • 제67권6호
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    • pp.603-616
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    • 2018
  • In this study, the acceleration vector in each time step is assumed to be a mth order time polynomial. By using the initial conditions, satisfying the equation of motion at both ends of the time step and minimizing the square of the residual vector, the m+3 unknown coefficients are determined. The order of accuracy for this approach is m+1, and it has a very low dispersion error. Moreover, the period error of the new technique is almost zero, and it is considerably smaller than the members of the Newmark method. The proposed scheme has an appropriate domain of stability, which is greater than that of the central difference and linear acceleration techniques. The numerical tests highlight the improved performance of the new algorithm over the fourth-order Runge-Kutta, central difference, linear and average acceleration methods.

Accuracy Measures of Empirical Bayes Estimator for Mean Rates

  • Jeong, Kwang-Mo
    • Communications for Statistical Applications and Methods
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    • 제17권6호
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    • pp.845-852
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    • 2010
  • The outcomes of counts commonly occur in the area of disease mapping for mortality rates or disease rates. A Poisson distribution is usually assumed as a model of disease rates in conjunction with a gamma prior. The small area typically refers to a small geographical area or demographic group for which very little information is available from the sample surveys. Under this situation the model-based estimation is very popular, in which the auxiliary variables from various administrative sources are used. The empirical Bayes estimator under Poissongamma model has been considered with its accuracy measures. An accuracy measure using a bootstrap samples adjust the underestimation incurred by the posterior variance as an estimator of true mean squared error. We explain the suggested method through a practical dataset of hitters in baseball games. We also perform a Monte Carlo study to compare the accuracy measures of mean squared error.

광 NRZ 송신기의 전송 특성에 관한 연구 (A Study on Transmission Performance for Optical NRZ Transmitters)

  • 이동수
    • 한국인터넷방송통신학회논문지
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    • 제15권5호
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    • pp.119-123
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    • 2015
  • 본 논문은 마크-젠더 변조기를 사용하여 광 신호를 생성하는 광 NRZ(nonreturn-to-zero) 송신기의 전송 특성을 이론적으로 분석하였다. 특히 단일 모드 광섬유를 통하여 분산 보상 방법 없이 1550nm 파장에서 25Gbps 광 NRZ 신호를 전송하고 그 성능을 chirp을 나타내는 ${\alpha}$-계수와 마크-젠더 변조기의 구동 전압비(=구동 전압/스위칭 전압)의 영향을 고려하여 평가하였다. 분산을 개선하기 위하여 음의 값을 가진 ${\alpha}$-계수를 사용하고 그 값들과 함께 구동 전압비의 크기를 적절히 조정하여 최적화된 상태에서 성능 개선을 시험하였다. 개선된 전송 성능은 비트 오류율(Bit Error Rate)과 광 아이 다이어그램으로 확인되었다.

도시 협곡에서 유입류 풍속과 난류 슈미트수에 대한 대기오염물질 확산의 민감도 연구 (A Study on Sensitivity of Pollutant Dispersion to Inflow Wind Speed and Turbulent Schmidt Number in a Street Canyon)

  • 왕장운;김재진
    • 대기
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    • 제25권4호
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    • pp.659-667
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    • 2015
  • In this study, sensitivity of inflow wind speed and turbulent Schmidt number to pollutant dispersion in an urban street canyon is investigated, by comparing CFD-simulated results to wind-tunnel results. For this, we changed systematically inflow wind speed at the street-canyon height ($1.5{\sim}10.0m\;s^{-1}$ with the increment of $0.5m\;s^{-1}$) and turbulent Schmidt number (0.2~1.3 with interval of 0.1). Also, we performed numerical experiments under the conditions that turbulent Schmidt numbers selected with the magnitude of mean kinetic energy at each grid point were assigned in the street canyon. With the increase of the inflow wind speed, the model underestimated (overestimated) pollutant concentration in the upwind (downwind) side of the street canyon because of the increase of pollutant advection. This implies that, for more realistic reproduction of pollutant dispersion in urban street canyons, large (small) turbulent Schmidt number should be assigned for week (strong) inflow condition. In the cases of selectively assigned turbulent Schmidt number, mean bias remarkably decreased (maximum 60%) compared to the cases of constant turbulent Schmidt number assigned. At week (strong) inflow wind speed, root mean square error decreases as the area where turbulent Schmidt number is selectively assigned becomes large (small).

입자추적법을 이용한 해양방류구 모델링 (Ocean Outfall Modelling with the Particle Tracking Method)

  • 정연철
    • 한국항해항만학회지
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    • 제26권5호
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    • pp.563-569
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    • 2002
  • 오염물질 확산모델링시 기존의 유한차분모델의 단점을 보완하기 위해 입자추적법이 사용되고 있다. 본 연구에서는 Princeton Ocean Model에 결합하여 사용할 수 있는 3차원 입자추적모델을 개발하였으며 이를 다양한 수치실험을 통해 검증하였다. 또한 미국 플로리다 주 템파만의 해양방류구 모델링에 적용하므로써 모델의 유용성을 확인하였다. 예상대로 입자추적모델은 기존의 유한차분모델에 비해 적은 확산범위를 나타내었으며, 이는 기존의 유한차분모델이 안고 있는 수치확산에 따른 오차로 추정된다. 새로이 개발된 모델은 다양한 해양확산모델링에 유용하게 응용될 것으로 기대된다.

입자크기분석을 위한 레이저회절 분광계의 측정오차 분석 (Analysis of Measuring Error for Particle Size Analysis by Laser Diffraction Spectrometer)

  • 하상안;손희정
    • 대한환경공학회지
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    • 제22권4호
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    • pp.713-722
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    • 2000
  • 본 연구는 입자크기를 분석하기 위한 장치인 레이저회절 분광계의 측정오차 및 재현성을 분석한 것이다. 레이저회절 spectrometers는 입자크기를 분석하기 위한 장치 중에서 가장 대표적이고 중요성을 가진다. 이 측정장치는 운전이 간단하며, 입자분석에 있어서 재현성이 우수하고, 빠른 속도로 분석이 가능한 형태이다. 입자크기를 분석하는 과정에 있어서 공급되는 분산형태와 흐름율에 따라서 측정오차가 미세하게 발생되었고, 흐름율은 분산형태가 건식인 경우 0.1~23 g/min로 공급하였고, 습식인 경우는 분산되는 용매에 따라서 1.4~35 %가 되도록 조절하여 측정결과에 따라서 발생되는 측정오차를 분석하였다. 흐름을 변화에 따라서 발생되는 측정 오차는 측정 cell 내의 입자에 입사되는 레이저 회절패턴이 변화함으로서 측정오차가 다양하게 발생하였다. 본 연구에서 측정오차를 분석하기 위해서는 입자모양, 크기, 분산형태와 용매, 흐름율과 농도의 변화에 따라서 실험을 실행하였고, 분석장치의 시스템에 따른 측정오차를 나타내기 위해서는 장치내의 역학적인 공정, 측정시간, 초점거리, 주입압력, 전처리과정인 ultrasonic이나 혼합에 의한 분산효과에 따라 측정오차 및 재현성을 분석하였다.

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광섬유를 이용한 레이저섬광의 균일분포 증진효과에 따른 열확산계수 측정에 관한 고찰 (A Study on Thermal Diffusivity Measurement by Improvement of Laser Flash Uniformity Using an Optical Fiber)

  • 이원식;배신철
    • 대한기계학회논문집B
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    • 제22권8호
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    • pp.1073-1082
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    • 1998
  • When thermal diffusivity is measured by laser flash method, the thermal diffusivity call be calculated front the assumption of the uniformly heated whole surface of the specimen. It has been known that the approximate 5% error is made by the non-uniform energy distribution on the specimen surface of laser pulse heat source. In this study, to obtain the highly-uniformed laser beam, which has both the low non-uniform heating error from non-uniform laser beam and the energy loss, research was carried out on no transmitting loss by optical fiber and high repetitions. In addition, heating error and thermal diffusivity were measured as the measuring positions were varied and compared with the results using the uniform and the non-uniform laser beams. In addition, dole to using the uniformalized laser beam, the whole surface of the specimen was heated uniformly and as a result, it was the thought that this was very effective to reduce the variations of the errors of the thermal diffusivity as the measuring positions were varied. It can be obtained that when the thermal diffusivity of POCO-AXM-5Q1 of SRM in NBS was measured with both the uniform and the non-uniform laser beams, the dispersion error of the former was from 2 to 2.5%, which was more improved than that of the latter.

유한요소법에 의한 하구의 수질모델 BAYQUAL (BAYQUAL Model for the Water Quality Simulation of a Bay Using Finite Element Method)

  • 류병로;한양수
    • 한국환경과학회지
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    • 제8권3호
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    • pp.355-361
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    • 1999
  • The aim of this study is to develop the water quality simulation model (BAYQUAL) that deal with the physical, chemical and biological aspects of fate/behavior of pollutants in the bay. BAYQUAL is a two dimensional, time-variable finite element water quality model based on the flow simulation model in bay(BAYFLOW). The algorithm is composed of a hydrodynamic module which solves the equations of motion and continuity, a pollutnat dispersion module which solves the dispersion-advection equation. The applicability and feasibility of the model are discussed by applications of the model to the Kwangyang bay of south coastal waters of Korea. Based on the field data, the BAYQUAL model was calibrated and verified. The results were in good agreement with measured value within relative error of 14% for COD, T-N, T-P. Numerical simulations of velocity components and tide amplitude(M2) were agreed closely with the actual data.

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Application of Constrained Bayes Estimation under Balanced Loss Function in Insurance Pricing

  • Kim, Myung Joon;Kim, Yeong-Hwa
    • Communications for Statistical Applications and Methods
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    • 제21권3호
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    • pp.235-243
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    • 2014
  • Constrained Bayesian estimates overcome the over shrinkness toward the mean which usual Bayes and empirical Bayes estimates produce by matching first and second empirical moments; subsequently, a constrained Bayes estimate is recommended to use in case the research objective is to produce a histogram of the estimates considering the location and dispersion. The well-known squared error loss function exclusively emphasizes the precision of estimation and may lead to biased estimators. Thus, the balanced loss function is suggested to reflect both goodness of fit and precision of estimation. In insurance pricing, the accurate location estimates of risk and also dispersion estimates of each risk group should be considered under proper loss function. In this paper, by applying these two ideas, the benefit of the constrained Bayes estimates and balanced loss function will be discussed; in addition, application effectiveness will be proved through an analysis of real insurance accident data.