• Title/Summary/Keyword: error estimate

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Level Shifts and Long-term Memory in Stock Distribution Markets (주식유통시장의 층위이동과 장기기억과정)

  • Chung, Jin-Taek
    • Journal of Distribution Science
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    • v.14 no.1
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    • pp.93-102
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    • 2016
  • Purpose - The purpose of paper is studying the static and dynamic side for long-term memory storage properties, and increase the explanatory power regarding the long-term memory process by looking at the long-term storage attributes, Korea Composite Stock Price Index. The reason for the use of GPH statistic is to derive the modified statistic Korea's stock market, and to research a process of long-term memory. Research design, data, and methodology - Level shifts were subjected to be an empirical analysis by applying the GPH method. It has been modified by taking into account the daily log return of the Korea Composite Stock Price Index a. The Data, used for the stock market to analyze whether deciding the action by the long-term memory process, yield daily stock price index of the Korea Composite Stock Price Index and the rate of return a log. The studies were proceeded with long-term memory and long-term semiparametric method in deriving the long-term memory estimators. Chapter 2 examines the leading research, and Chapter 3 describes the long-term memory processes and estimation methods. GPH statistics induced modifications of statistics and discussed Whittle statistic. Chapter 4 used Korea Composite Stock Price Index to estimate the long-term memory process parameters. Chapter 6 presents the conclusions and implications. Results - If the price of the time series is generated by the abnormal process, it may be located in long-term memory by a time series. However, test results by price fixed GPH method is not followed by long-term memory process or fractional differential process. In the case of the time-series level shift, the present test method for a long-term memory processes has a considerable amount of bias, and there exists a structural change in the stock distribution market. This structural change has implications in level shift. Stratum level shift assays are not considered as shifted strata. They exist distinctly in the stock secondary market as bias, and are presented in the test statistic of non-long-term memory process. It also generates an error as a long-term memory that could lead to false results. Conclusions - Changes in long-term memory characteristics associated with level shift present the following two suggestions. One, if any impact outside is flowed for a long period of time, we can know that the long-term memory processes have characteristic of the average return gradually. When the investor makes an investment, the same reasoning applies to him in the light of the characteristics of the long-term memory. It is suggested that when investors make decisions on investment, it is necessary to consider the characters of the long-term storage in reference with causing investors to increase the uncertainty and potential. The other one is the thing which must be considered variously according to time-series. The research for price-earnings ratio and investment risk should be composed of the long-term memory characters, and it would have more predictability.

Application of Ground Penetrating Radar for Estimation of Loose Layer (지반 이완구간 추정을 위한 지하투과레이더의 적용)

  • Hong, Won-Taek;Kang, Seonghun;Lee, Jong-Sub
    • Journal of the Korean Geotechnical Society
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    • v.31 no.11
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    • pp.41-48
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    • 2015
  • An investigation of a void and a loose layer of the ground is essential in order to prevent the losses of life and properties caused by subsidence and sinkage of the ground. Recently, studies on the ground penetrating radar survey have been actively conducted in order to estimate the void and the loose layer of the ground. However, an error can be committed by contrarily predicting a dense ground and a loose layer because the ground penetrating radar estimates an interface depth between geo-materials that have different electrical impedances. In this study, a loose ground depth is estimated using the characteristics of the reflected electromagnetic wave obtained from the ground penetrating radar survey. To gather the signals according to the loose ground depths, the ground penetrating radar survey is conducted on a field which underwent a huge ground settlement. In addition, the dynamic cone penetration test is performed to verify the result of the loose ground depth estimation from the ground penetrating radar survey. From the analysis of the reflection characteristics of the electromagnetic wave, a phase of an electromagnetic wave reflected from a denser soil layer is found to be identical with that of the first measured signal. On the other hand, a phase of an electromagnetic wave reflected from the loose soil layer is found to be opposed to that of the first detected signal. The comparison between the dynamic cone penetration index and electromagnetic signals by the ground penetrating radar shows that the estimated depth of the loose or dense layer is perfectly matched with a high reliability. The ground penetrating radar survey and the signal analysis performed in this study can be used not only for the survey of interface depth between the discontinuity layers but also for the estimation of the loose layer.

Parameter Estimation of Intensity-Duration-Frequency Curve Using Genetic Algorithm (I): Comparison Study of Existing Estimation Method (유전자알고리즘을 이용한 강우강도식 매개변수 추정에 관한 연구(I): 기존 매개변수 추정방법과의 비교)

  • Kim, Tae-Son;Shin, Ju-Young;Kim, Soo-Young;Heo, Jun-Haeng
    • Journal of Korea Water Resources Association
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    • v.40 no.10
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    • pp.811-821
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    • 2007
  • The intensity-duration-frequency (IDF) curves by Talbot, Sherman and Japanese type formulas are widely used in South Korea since the parameters are easily estimated. However, these IDF curves' accuracies are relatively worse than those of the IDF curves developed by Lee et al. (1993) and Heo et al. (1999), and different parameters for the given return periods should be computed. In this study, parameter estimation method for the IDF curve by Heo et al. (1999) is suggested using genetic algorithm (GA). Quantiles computed by at-site frequency analysis using the rainfall data of 22 rainfall gauges operated by Korea Meteorological Administration are employed to estimate the parameters of IDF curves and minimizing root mean squared error (RMSE) and relative RMSE (RRMSE) of observed and computed quantiles are used as objective functions of GA. The comparison of parameter estimation methods between the empirical regression analysis and the suggested method show that the IDF curve in which the parameters are estimated by GA using RRMSE as an objective function is superior to the IDF curves using RMSE.

Performance of the Magnetic Compass Made in Korea ( 2 ) - An Examination of the Damping Characteristics - (한국산 자기 컴퍼스의 성능 ( 2 ) - 제진특성 시험 -)

  • 안영화
    • Journal of the Korean Society of Fisheries and Ocean Technology
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    • v.26 no.2
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    • pp.173-179
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    • 1990
  • This paper described to be measured the damping Characteristics in the artificial magnetic field in order to estimate the stabilited of the card and characteristic of movement of the directional system of the magnetic compasses made in Korea. The results obtained are summarized as follows. 1) It is compared by the elements of performance of the magnetic compasses made in Korea with the standards for magnetic compass of the IMO NAV/ANNEX II. The results are suitabled in the korean off shore, but it is unsuitabled in the high latitude sea than over the latitude 60 degree. 2) The characteristic of damping curve by the diameter of cards when the diameter of cards are 170mm and 175mm(clearance are 10.0m, 12.5mm), the fricative error is indicated the least than the other ones.

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A Study on the Stand Volume Estimation by Strand Method (Strand법(法)에 의한 임분재적추정(林分材積推定)에 관(關)한 연구(硏究))

  • Lee, Heung Kyun
    • Journal of Korean Society of Forest Science
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    • v.80 no.2
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    • pp.187-192
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    • 1991
  • This study was carried out to estimate the stand volume for Japanese larch(Larix leptolepis) by Strand sampling method. The data collected for this study were based on the 380 sample plots from the field survey, which were distributed in the major part of Korea(Kyeongi, Kangweon, Chungbuk, Chungnam, Chunbuk and Kyeongbuki), and the plotless sampling instrument such as dendrometer, spiegel relascope and tele-relascope were used. The procedure for this study is summarized briefly as follows : 1. There were not only significant differences between volume estimation by Strand sampling method and that by plot survey method, and the relationship was y=bx, where b approached nearly 1. Therefore, the stand volume of Japanese larch could by estimated by Strand sampling method. 2. The value measured by three different plotless sampling instruments did not showed any significant differences between instruments and observers, density and instruments, and ground slope and instruments. 3. With the stand volume, basal area height showed the highest correlation and stand form height, average height, basal area per ha correlated with the volume in thier orders. 4. The best fitted equation of stand volume estimation with basal area height by relascope was as follow. log V=-0.0375+0.8910 log GH-1.5946 1/GH Stand volume table also was obtained using the above estimeated equation. 5. The relationship between estimated value and actual value was Y=bx, where b was nearly 1. The correlation coefficient was very high and the percentage of estimated error was 4.5%.

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Analysis on the Characteristics of the Infra-Gravity Waves inside and outside Pohang New Harbor using a Transfer Function Model (전달함수 모형을 이용한 포항신항 내·외의 외중력파 특성 분석)

  • Cho, Hong-Yeon;Jeong, Weon Mu;Oh, Sang-Ho
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.26 no.3
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    • pp.131-139
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    • 2014
  • Infra-gravity waves (IGWs) with a period of 1~3 minutes are a factor that directly influences the motion analysis of moored ships inside a harbor and longshore sediment transport analysis. If significant levels of IGWs from far seas are transferred to a harbor and amplified, they may cause downtime of large ships and induce economic loss. In this study, transfer characteristics of the IGWs intruding from outside to inside Pohang New Harbor were analyzed using statistical analysis and transfer function of wave data measured at both outside and inside the harbor for around 5 years. Transfer characteristic analysis was limited to events where IGWs had wave heights above 0.1 m. The wave height distribution of inside the harbor was similar to that of outside the harbor, while the wave period variance of the former was larger than that of the latter. The parameters of the transfer function was optimally estimated according to each event. The estimated average RMS error of the wave height inside the harbor was around 0.013 m. The estimated parameters had a strong correlation with the linear combination information of IGW wave height, period, and direction (R = 0.95). The transfer function suggested in this study can quickly and easily estimate information on IGWs inside the harbor using IGW information predicted beforehand, and is expected to reduce damage due to unexpected restrictions on harbor usage.

Study on Design of ZnO-Based Thin-Film Transistors With Optimal Mechanical Stability (ZnO 기반 박막트랜지스터의 기계적 안정성 확보에 관한 연구)

  • Lee, Deok-Kyu;Park, Kyung-Yea;Ahn, Jong-Hyun;Lee, Nae-Eung;Kim, Youn-Jea
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.35 no.1
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    • pp.17-22
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    • 2011
  • ZnO-based thin-film transistors (TFTs) have been fabricated and the mechanical characteristics of electric circuits, such as stress, strain, and deformation are analyzed by the finite element method (FEM). In this study, a mechanical-stability design guide for such systems is proposed; this design takes into account the stress and deformation of the bridge to estimate the stress distribution in an $SiO_2$ film with 0 to 5% stretched on 0.5-${\mu}m$-thick. The predicted buckle amplitude of $SiO_2$ bridges agrees well with experimental results within 0.5% error. The stress and strain at the contact point between bridges and a pad were measured in a previous structural analysis. These structural analysis suggest that the numerical measurement of deformation, SU-8 coating thickness for Neutral Mechanical Plane (NMP) and ITO electrode size on a dielectric layer was useful in enhancing the structural and electrical stabilities.

A Study on Forecast of Penetration Amount of High-Efficiency Appliance Using Diffusion Models (확산 모형을 이용한 고효율기기의 보급량 예측에 관한 연구)

  • Park, Jong-Jin;So, Chol-Ho;Kim, Jin-O
    • Journal of Energy Engineering
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    • v.17 no.1
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    • pp.31-37
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    • 2008
  • At present, the target amount of demand-side management and investment cost of EE (Energy Efficiency) program, which consists of high-efficiency appliances, has been estimated simply by the diffusion function based on the real historical data in the past or last year. In the internal and external condition, the penetration amount of each appliance has been estimated by Bass diffusion model which is expressed by time and three coefficients. And enough acquisition of real historical data is necessary for reasonable estimation of coefficients. In energy efficiency, to estimate the target amount of demand-side management, the penetration amount of each appliance should be primarily forecasted by Bass diffusion model in Korea. On going programs, however, lightings, inverters, vending machine and motors have a insufficient real historical data which is a essential condition to forecast the penetration amount using a Bass diffusion model due to the short period of program progress. In other words, the forecast of penetration amount may not be exact, so that it is necessary for the method of forecast to apply improvement of method. In this paper, the penetration amount of high-efficiency appliances is forecasted by Bass, virtual Bass, Logistic and Lawrence & Lawton diffusion models to analyze the diffusion progress. And also, by statistic standards, each penetration is compared with historical data for model suitability by characteristic of each appliance. Based on the these result, in the forecast of penetration amount by diffusion model, the reason for error occurrence caused by simple application of diffusion model and preferences of each diffusion model far a characteristic of data are analyzed.

Nondestructive Estimation of Lean Meat Yield of South Korean Pig Carcasses Using Machine Vision Technique

  • Lohumi, Santosh;Wakholi, Collins;Baek, Jong Ho;Kim, Byeoung Do;Kang, Se Joo;Kim, Hak Sung;Yun, Yeong Kwon;Lee, Wang Yeol;Yoon, Sung Ho;Cho, Byoung-Kwan
    • Food Science of Animal Resources
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    • v.38 no.5
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    • pp.1109-1119
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    • 2018
  • In this paper, we report the development of a nondestructive prediction model for lean meat percentage (LMP) in Korean pig carcasses and in the major cuts using a machine vision technique. A popular vision system in the meat industry, the VCS2000 was installed in a modern Korean slaughterhouse, and the images of half carcasses were captured using three cameras from 175 selected pork carcasses (86 castrated males and 89 females). The imaged carcasses were divided into calibration (n=135) and validation (n=39) sets and a multilinear regression (MLR) analysis was utilized to develop the prediction equation from the calibration set. The efficiency of the prediction equation was then evaluated by an independent validation set. We found that the prediction equation - developed to estimate LMP in whole carcasses based on six variables - was characterized by a coefficient of determination ($R^2_v$) value of 0.77 (root-mean square error [RMSEV] of 2.12%). In addition, the predicted LMP values for the major cuts: ham, belly, and shoulder exhibited $R^2_v$ values${\geq}0.8$ (0.73 for loin parts) with low RMSEV values. However, lower accuracy ($R^2_v=0.67$) was achieved for tenderloin cuts. These results indicate that the LMP in Korean pig carcasses and major cuts can be predicted successfully using the VCS2000-based prediction equation developed here. The ultimate advantages of this technique are compatibility and speed, as the VCS2000 imaging system can be installed in any slaughterhouse with minor modifications to facilitate the on-line and real-time prediction of LMP in pig carcasses.

Temperature Prediction of Underground Working Place Using Artificial Neural Networks (인공신경망을 이용한 심부 갱내온도 예측)

  • Kim, Yun-Kwang;Kim, Jin
    • Tunnel and Underground Space
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    • v.17 no.4
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    • pp.301-310
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    • 2007
  • The prediction of temperature in the workings for the propriety examination for the development of a deep coal bed and the ventilation design is fairly important. It is quite demanding to obtain precise thermal conductivity of rock due to the variety and the complexity of the rock types contiguous to the coal bed. Therefore, to estimate the thermal conductivity corresponding to this geological situation and complex gallery conditions, a computing program which is TemPredict, is developed in this study. It employs Artificial Neural Network and calculates the climatic conditions in galleries. This advanced neural network is based upon the Back-Propagation Algorithm and composed of the input layers that are acceptant of the physical and geological factors of the coal bed and the hidden layers each of which has the 5 and 3 neurons. To verify TemPredict, the calculated result is compared with the measured one at the entrance of -300 ML 9X of Jang-sung production department, Jang-sung Coal Mine. The difference between the results calculated by TemPredict ($25.65^{\circ}C$) and measured ($25.7^{\circ}C$) is only $0.05^{\circ}C$, which is less than the allowable error 5%. The result has more than 95% of very high reliability. The temperature prediction for the main carriage gallery 9X in -425 ML under construction when it is completed is made. Its result is $28.2^{\circ}C$. In the future, it would contribute to the ventilation design for the mine and the underground structures.