• Title/Summary/Keyword: gamma model

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Analysis of Surplus and Dficit-using Runs for Monthly Streamflow (월유출량에 대한 Run-Length의 해석)

  • Gang, Gwan-Won;An, Gyeong-Su;Kim, Yang-Su
    • Water for future
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    • v.18 no.4
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    • pp.317-325
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    • 1985
  • In the analysis, monthly streamflow records atthe gauging station in Nakdong, Han and Geum river were used. Also, the fitness of monthly streamflow to Gamma and Long-normal distribution was tested by Kolomogorv-Smirnov test. The results obtained in this study can be summarized as follws (1) The fitness of monthly streamflow to two-parameter Gamma distribution was tested by Kolomorov-Smirnov test, which fits well to this Gamma distribution (2) The Run-length and Run-sum were simulated by the Gamma model. In this result, run-length and Run-sum of monthly streamflow were fit for Gamma model (3) The mean decreases (increases) the expected surplus (deficit) Run-Sum of the monthly streamflow. The higher the truncation level of negative Run-length and Run-sum the larger is the effect of mean.

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SATURATION-VALUE TOTAL VARIATION BASED COLOR IMAGE DENOISING UNDER MIXED MULTIPLICATIVE AND GAUSSIAN NOISE

  • JUNG, MIYOUN
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.26 no.3
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    • pp.156-184
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    • 2022
  • In this article, we propose a novel variational model for restoring color images corrupted by mixed multiplicative Gamma noise and additive Gaussian noise. The model involves a data-fidelity term that characterizes the mixed noise as an infimal convolution of two noise distributions and the saturation-value total variation (SVTV) regularization. The data-fidelity term facilitates suitable separation of the multiplicative Gamma and Gaussian noise components, promoting simultaneous elimination of the mixed noise. Furthermore, the SVTV regularization enables adequate denoising of homogeneous regions, while maintaining edges and details and diminishing the color artifacts induced by noise. To solve the proposed nonconvex model, we exploit an alternating minimization approach, and then the alternating direction method of multipliers is adopted for solving subproblems. This contributes to an efficient iterative algorithm. The experimental results demonstrate the superior performance of the proposed model compared to other existing or related models, with regard to visual inspection and image quality measurements.

Effect of Gamma Irradiation on the Growth and Patulin Production of Penicillium griseofulvum in an Apple Model System

  • Yun, Hye-Jeong;Lim, Sang-Yong;Yang, Su-Hyung;Lee, Woo-Yiel;Kwon, Joong-Ho;Lim, Byung-Lak;Kim, Dong-Ho
    • Food Science and Biotechnology
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    • v.17 no.4
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    • pp.723-727
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    • 2008
  • The effect of gamma irradiation on the prevention of breeding a patulin-producing mold and reducing patulin content was evaluated in an apple model system. Penicillium griseofulvum, a patulin-producing standard mold strain was artificially inoculated into apples and a gamma irradiation was performed. The $D_{10}$-values of the conidia of P. griseofulvum in an aqueous suspension and the apple model system were calculated at 0.28 and 0.48 kGy, respectively. The viable cell counts of the inoculated conidia in the apples showed 2 decimal point reductions at a dose of 1 kGy. Breeding and growth of the survived conidia was prevented during 10 weeks of post-irradiation storage period, especially at $4^{\circ}C$. The concentration of patulin in the non-irradiated apples was gradually increased and reached about 950 ppm at $25^{\circ}C$ and 410 ppm at $4^{\circ}C$, but the production of patulin was not observed during storage after 1 kGy of gamma irradiation.

Comparison of Skin Injury Induced by β- and γ-irradiation in the Minipig Model

  • Kim, Joong-Sun;Jang, Hyosun;Bae, Min-Ji;Shim, Sehwan;Jang, Won-Seok;Lee, Sun-Joo;Park, Sunhoo;Lee, Seung-Sook
    • Journal of Radiation Protection and Research
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    • v.42 no.4
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    • pp.189-196
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    • 2017
  • Background: The effects of radiation on tissues vary depending on the radiation type. In this study, a minipig model was used to compare the effects of ${\beta}$-rays from $^{166}Ho$ and ${\gamma}$-rays from $^{60}Co$ on the skin. Materials and Methods: In this study, the detrimental effects of ${\beta}$- and ${\gamma}$-irradiation on the skin were assessed in minipigs. The histopathological changes in the skin from 1 to 12 weeks after exposure to 50 Gy of either ${\beta}$- (using $^{166}Ho$ patches) or ${\gamma}$- (using $^{60}Co$) irradiation were assessed. Results and Discussion: The skin irradiated by ${\beta}$-rays was shown to exhibit more severe skin injury than that irradiated by ${\gamma}$-rays at 1-3 weeks post-exposure; however, while the skin lesions caused by ${\beta}$-rays recovered after 8 weeks, the ${\gamma}$-irradiated skin lesions were not repaired after this time. The observed histopathological changes corresponded with gross appearance scores. Seven days post-irradiation, apoptotic cells in the basal layer were detected more frequently in ${\beta}$-irradiated skin than in ${\gamma}$-irradiated skin. The basal cell density and skin thickness gradually decreased until 4 weeks after ${\gamma}$- and ${\beta}$- irradiation. In ${\beta}$-irradiated skin lesions, and the density and thickness increased sharply back to control levels by 6-9 weeks. However, this was not the case in ${\gamma}$-irradiated skin lesions. In ${\gamma}$-irradiated skin, cyclooxygenase-2 (COX-2) was shown to be expressed in the epidermis, endothelial cells of vessels, and fibroblasts, while ${\beta}$-irradiated lesions exhibited COX-2 expression that was mostly limited to the epidermis. Conclusion: In this study, ${\beta}$-rays were shown to induce more severe skin injury than ${\gamma}$-rays; however, the ${\beta}$-rays-induced injury was largely repaired over time, while the ${\gamma}$-rays-induced injury was not repaired and instead progressed to necrosis. These findings reveal the differential effects of ${\gamma}$- and ${\beta}$-irradiation on skin and demonstrate the use of minipigs as a beneficial experimental model for studying irradiation-induced skin damage.

Reliability of the Mixture Model with Gamma Family Using Gibbs Sampler (깁스추출법을 이용한 감마족 신뢰확률 혼합모형에 대한 연구)

  • 김평구
    • Journal of Korean Society for Quality Management
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    • v.27 no.1
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    • pp.80-90
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    • 1999
  • In this paper, reliability estimation using Gibbs sampler is considered for the mixture model with Gamma family, Gibbs sampler is derived to compute the features for the posterior distribution. By simulation study, the maximum likelihood estimator and the Gibbs estimator are obtained. A numerical study with a simulated data is provided.

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A Gompertz Model for Software Cost Estimation (Gompertz 소프트웨어 비용 추정 모델)

  • Lee, Sang-Un
    • The KIPS Transactions:PartD
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    • v.15D no.2
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    • pp.207-212
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    • 2008
  • This paper evaluates software cost estimation models, and presents the most suitable model. First, we transformed a relevant model into variables to make in linear. Second, we evaluated model's performance considering how much suitable the cost data of the actual development software was. In the stage of model performance evaluation criteria, we used MMRE which is the relative error concept rather than the absolute error. Existing software cost estimation model follows Weibull, Gamma, and Rayleigh function. In this paper, Gompertz function model is suggested which is a kind of growth curve. Additionally, we verify the compatability of other different growth curves. As a result of evaluation of model's performance, Gompertz function was considered to be the most suitable for the cost estimation model.

A study on synthetic risk management on market risk of financial assets(focus on VaR model) (시장위험에 대한 금융자산의 종합적 위험관리(VaR모형 중심))

  • 김종권
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.22 no.49
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    • pp.43-57
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    • 1999
  • The recent trend is that risk management has more and more its importance. Neverthless, Korea's risk management is not developed. Even most banks does gap, duration in ALM for risk management, development and operation of VaR stressed at BIS have elementary level. In the case of Fallon and Pritsker, Marshall, gamma model is superior to delta model and Monte Carlo Simulation is improved at its result, as sample number is increased. And, nonparametric model is superior to parametric model. In the case of Korea's stock portfolio, VaR of Monte Carlo Simulation and Full Variance Covariance Model is less than that of Diagonal Model. The reason is that VaR of Full Variance Covariance Model is more precise than that of Diagonal Model. By the way, in the case of interest rate, result of monte carlo simulation is less than that of delta-gamma analysis on 95% confidence level. But, result of 99% is reversed. Therefore, result of which method is not dominated. It means two fact at forecast on volatility of stock and interest rate portfolio. First, in Delta-gamma method and Monte Carlo Simulation, assumption of distribution affects Value at Risk. Second, Value at Risk depends on test method. And, if option price is included, test results will have difference between the two. Therefore, If interest rate futures and option market is open, Korea's findings is supposed to like results of other advanced countries. And, every banks try to develop its internal model.

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Valuation of European and American Option Prices Under the Levy Processes with a Markov Chain Approximation

  • Han, Gyu-Sik
    • Management Science and Financial Engineering
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    • v.19 no.2
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    • pp.37-42
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    • 2013
  • This paper suggests a numerical method for valuation of European and American options under the two L$\acute{e}$vy Processes, Normal Inverse Gaussian Model and the Variance Gamma model. The method is based on approximation of underlying asset price using a finite-state, time-homogeneous Markov chain. We examine the effectiveness of the proposed method with simulation results, which are compared with those from the existing numerical method, the lattice-based method.

Interfacial Properties of $\gamma-Alumina/KCI^{(ag)}$ Electrical Double Layer ($\gamma$-알루미나/KCl 수용액의 전기 이중층에서 계면 물성)

  • 홍영호;함영민;장윤호
    • Journal of the Korean Ceramic Society
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    • v.31 no.6
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    • pp.678-684
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    • 1994
  • The surface of alumina is capable of acquiring a change when it is in an aqueous solution. This surface change will have a strong influence on the surrounding ions, particularly those of opposite change known as the counter ions. A site-binding model of the {{{{ gamma }}-alumina/KCl(aq) interface was used to calculated theoretical surface ionization constants and P.Z.C.(Point of zero change) of {{{{ gamma }}-alumina. This paper was carried out to investigate the effect of calcination temperature on the acidic and electrical properties of pure {{{{ gamma }}-alumina prepared by the precipitation method from the Al(NO3)3.9H2O and NH4OH. From the experimental data it was shown that {{{{ gamma }}-alumina have a mainly Br nsted acid site. However, the acidity of {{{{ gamma }}-alumina decreased with increasing calcination temperature at strength Ho +9.3. The surface charge density of {{{{ gamma }}-alumina was increased with electrolyte ionic strength and calcination temperature.

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Preliminary Uncertainty Analysis to Build a Data-Driven Prediction Model for Water Quality in Paldang Dam (팔당댐 유역의 데이터 기반 수질 예측 모형 구성을 위한 사전 불확실성 분석)

  • Lee, Eun Jeong;Keum, Ho Jun
    • Ecology and Resilient Infrastructure
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    • v.9 no.1
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    • pp.24-35
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    • 2022
  • For water quality management, it is necessary to continuously improve the forecasting by analyzing the past water quality, and a Data-driven model is emerging as an alternative. Because the Data-driven model is built based on a wide range of data, it is essential to apply the correlation analysis method for the combination of input variables to obtain more reliable results. In this study, the Gamma Test was applied as a preceding step to build a faster and more accurate data-driven water quality prediction model. First, a physical-based model (HSPF, EFDC) was operated to produce daily water quality reflecting the complexity of the watershed according to various hydrological conditions for Paldang Dam. The Gamma Test was performed on the water quality at the water quality prediction site (Paldangdam2) and major rivers flowing into the Paldang Dam, and the method of selecting the optimal input data combination was presented through the analysis results (Gamma, Gradient, Standar Error, V-Ratio). As a result of the study, the selection criteria for a more efficient combination of input data that can save time by omitting trial and error when building a data-driven model are presented.