• Title/Summary/Keyword: generalized model

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Derivation of Optimal Design Flood by Gamma and Generalized Gamma Distribution Models(II) -On the Generalized Gamma Distribution Model- (Gamma 및 Generalized Gamma 분포 모형에 의한 적정 설계홍수량의 유도(II) -Generalized Gamma 분포모형을 중심으로-)

  • 이순혁;박명근;맹승진;정연수;류경선
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.40 no.2
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    • pp.59-68
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    • 1998
  • This study was conducted to derive optimal design floods by generalized gamma distribution model of the annual maximum series at eight watersheds along Geum, Yeongsan and Seomjin river systems. Design floods obtained by different methods for evaluation of parameters and for plotting positions in the generalized gamma distribution model were compared by the relative mean errors and graphical fit along with 95% confidence limits plotted on gamma probability paper. The results were analyzed and summarized as follows. 1. Basic statistics and parameters were calculated by the generalized gamma distribution model using different methods for parameters. 2. Design floods according to the return periods were obtained by different methods for evaluation of parameters and for plotting positions in the generalized gamma distribution model. 3. It was found that design floods derived by sundry averages method for parameters and Cunnane method for plotting position in the generalized gamma distribution are much closer to those of the observed data in comparison with those obtained by the other methods for parameters and for plotting positions from the viewpoint of relative mean errors. 4. Reliability of design floods derived by sundry averages method in the generalized gamma distribution was acknowledged within 95% confidence interval.

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The Likelihood for a Two-Dimensional Poisson Exceedance Point Process Model

  • Yun, Seok-Hoon
    • Communications for Statistical Applications and Methods
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    • v.15 no.5
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    • pp.793-798
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    • 2008
  • Extreme value inference deals with fitting the generalized extreme value distribution model and the generalized Pareto distribution model, which are recently combined to give a single model, namely a two-dimensional non-homogeneous Poisson exceedance point process model. In this paper, we extend the two-dimensional non-homogeneous Poisson process model to include non-stationary effect or dependence on covariates and then derive the likelihood for the extended model.

Large Robust Designs for Generalized Linear Model

  • Kim, Young-Il;Kahng, Myung-Wook
    • Journal of the Korean Data and Information Science Society
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    • v.10 no.2
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    • pp.289-298
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    • 1999
  • We consider a minimax approach to make a design robust to many types or uncertainty arising in reality when dealing with non-normal linear models. We try to build a design to protect against the worst case, i.e. to improve the "efficiency" of the worst situation that can happen. In this paper, we especially deal with the generalized linear model. It is a known fact that the generalized linear model is a universal approach, an extension of the normal linear regression model to cover other distributions. Therefore, the optimal design for the generalized linear model has very similar properties as the normal linear model except that it has some special characteristics. Uncertainties regarding the unknown parameters, link function, and the model structure are discussed. We show that the suggested approach is proven to be highly efficient and useful in practice. In the meantime, a computer algorithm is discussed and a conclusion follows.

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Undrained Creep Characteristics of Silty Sands and Comparative Study of Creep model (실트질 모래의 비배수 크리프특성 및 크리프 모델 비교연구)

  • Bong, Tae-Ho;Son, Young-Hwan;Noh, Soo-Kack;Park, Jae-Sung
    • Journal of The Korean Society of Agricultural Engineers
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    • v.54 no.1
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    • pp.19-26
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    • 2012
  • Soils exhibit creep behavior in which deformation and movement proceed under a state of constant stress or load. In this study, A series of triaxial tests were performed under constant principal stress in order to interpret the undrained creep characteristics of silty sands. Although samples are non-plastic silty sands, the results of tests show that the creep deformation increasing over time. Based on the results of test, Singh-Mitchell model parameters and Generalized model coefficients were calculated. Generalized model showed slightly larger deformation in the primary creep range but secondary creep deformation was almost identical. Although Singh-Mitchell model showed relatively large errors compared to Generalized model because it uses the average of test results, but Singh-Mitchell model can be easily represented by three creep parameters.

Properties of a Generalized Impulse Response Gramian with Application to Model Reduction

  • Choo, Younseok;Choi, Jaeho
    • International Journal of Control, Automation, and Systems
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    • v.2 no.4
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    • pp.516-522
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    • 2004
  • In this paper we investigate the properties of a generalized impulse response Gramian. The recursive relationship satisfied by the family of Gramians is established. It is shown that the generalized impulse response Gramian contains information on the characteristic polynomial of a linear time-invariant continuous system. The results are applied to model reduction problem.

On the Estimation of Parameters in ALT under Generalized Exponential Distribution

  • Yoon, Sang-Chul
    • Journal of the Korean Data and Information Science Society
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    • v.16 no.4
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    • pp.923-931
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    • 2005
  • The two parameter generalized exponential distribution was recently introduced by Gupta and Kundu (1999). It is observed that the generalized exponential distribution can be used quite effectively to analyze skewed data set. This paper develops the accelerated life test model using generalized exponential distribution and considers maximum likelihood estimation of parameters under the tampered random variable model. To show the performance of proposed maximum likelihood estimates, some simulation will be performed. Using a real data set, an example will be given.

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Binary regression model using skewed generalized t distributions (기운 일반화 t 분포를 이용한 이진 데이터 회귀 분석)

  • Kim, Mijeong
    • The Korean Journal of Applied Statistics
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    • v.30 no.5
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    • pp.775-791
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    • 2017
  • We frequently encounter binary data in real life. Logistic, Probit, Cauchit, Complementary log-log models are often used for binary data analysis. In order to analyze binary data, Liu (2004) proposed a Robit model, in which the inverse of cdf of the Student's t distribution is used as a link function. Kim et al. (2008) also proposed a generalized t-link model to make the binary regression model more flexible. The more flexible skewed distributions allow more flexible link functions in generalized linear models. In the sense, we propose a binary data regression model using skewed generalized t distributions introduced in Theodossiou (1998). We implement R code of the proposed models using the glm function included in R base and R sgt package. We also analyze Pima Indian data using the proposed model in R.

Generalized Partially Double-Index Model: Bootstrapping and Distinguishing Values

  • Yoo, Jae Keun
    • Communications for Statistical Applications and Methods
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    • v.22 no.3
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    • pp.305-312
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    • 2015
  • We extend a generalized partially linear single-index model and newly define a generalized partially double-index model (GPDIM). The philosophy of sufficient dimension reduction is adopted in GPDIM to estimate unknown coefficient vectors in the model. Subsequently, various combinations of popular sufficient dimension reduction methods are constructed with the best combination among many candidates determined through a bootstrapping procedure that measures distances between subspaces. Distinguishing values are newly defined to match the estimates to the corresponding population coefficient vectors. One of the strengths of the proposed model is that it can investigate the appropriateness of GPDIM over a single-index model. Various numerical studies confirm the proposed approach, and real data application are presented for illustration purposes.

Sire Evaluation of Count Traits with a Poisson-Gamma Hierarchical Generalized Linear Model

  • Lee, C.;Lee, Y.
    • Asian-Australasian Journal of Animal Sciences
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    • v.11 no.6
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    • pp.642-647
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    • 1998
  • A Poisson error model as a generalized linear mixed model (GLMM) has been suggested for genetic analysis of counted observations. One of the assumptions in this model is the normality for random effects. Since this assumption is not always appropriate, a more flexible model is needed. For count traits, a Poisson hierarchical generalized linear model (HGLM) that does not require the normality for random effects was proposed. In this paper, a Poisson-Gamma HGLM was examined along with corresponding analytical methods. While a difficulty arises with Poisson GLMM in making inferences to the expected values of observations, it can be avoided with the Poisson-Gamma HGLM. A numerical example with simulated embryo yield data is presented.

Inverse Hysteresis Modeling for Piezoelectric Stack Actuators with Inverse Generalized Prandtl-Ishlinskii Model (Inverse Generalized Prandtl-Ishlinskii Model를 이용한 압전 스택 액추에이터의 역 히스테리시스 모델링)

  • Ko, Young-Rae;Kim, Tae-Hyoung
    • Journal of the Korean Institute of Intelligent Systems
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    • v.24 no.2
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    • pp.193-200
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    • 2014
  • Piezoelectric actuators have been widely used in various applications because they have many advantages such as fast response time, repeatable nanometer motion, and high resolution. However Piezoelectric actuators have the strong hysteresis effect. The hysteresis effect can degrade the performance of the system using piezoelectric actuators. In past study, the parameters of the inverse hysteresis model are computed from the identified parameters using the Generalized Prandtl-Ishlinskii(GPI) model to cancel the hysteresis effect, however according to the identified parameters there exist the cases that can't form the inverse hysteresis loop. Thus in this paper the inverse hysteresis modeling mothod is proposed using the Inverse Generalized Prandtl-Ishlinskii(IGPI) model to handle that problem. The modeling results are verified by experimental results using various input signals.