• 제목/요약/키워드: generalized model

검색결과 2,093건 처리시간 0.029초

손상허용해석을 위한 균열성장모델 교정 (Calibration of crack growth model for damage tolerance analysis)

  • 주영식;김재훈
    • 한국군사과학기술학회지
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    • 제5권4호
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    • pp.67-77
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    • 2002
  • This paper introduces the calibration results of the fatigue crack growth models for damage tolerance analysis of the aircraft structures. Generalized Willenborg model and Wheeler model are calibrated with experimental data tested under the load spectrum of a trainer. The retardation factors such as, shut-off ratio in Generalized Willenborg model and shaping exponent in Wheeler model, are evaluated for aluminum alloys AL2024-T3511, AL7050-T7451 and AL7075-T73511. It is shown that the retardation effect of the crack growth rate depends on the yield strength of material and the maximum stress in the load spectrum. Generalized Willenborg model and Wheeler model give satisfactory prediction of crack growth life but the calibration of the experimental parameters with test is required.

AR 프로세스를 이용한 도산예측모형 (Bankruptcy Prediction Model with AR process)

  • 이군희;지용희
    • 한국경영과학회지
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    • 제26권1호
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    • pp.109-116
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    • 2001
  • The detection of corporate failures is a subject that has been particularly amenable to cross-sectional financial ratio analysis. In most of firms, however, the financial data are available over past years. Because of this, a model utilizing these longitudinal data could provide useful information on the prediction of bankruptcy. To correctly reflect the longitudinal and firm-specific data, the generalized linear model with assuming the first order AR(autoregressive) process is proposed. The method is motivated by the clinical research that several characteristics are measured repeatedly from individual over the time. The model is compared with several other predictive models to evaluate the performance. By using the financial data from manufacturing corporations in the Korea Stock Exchange (KSE) list, we will discuss some experiences learned from the procedure of sampling scheme, variable transformation, imputation, variable selection, and model evaluation. Finally, implications of the model with repeated measurement and future direction of research will be discussed.

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A Generalized Markov Chain Model for IEEE 802.11 Distributed Coordination Function

  • Zhong, Ping;Shi, Jianghong;Zhuang, Yuxiang;Chen, Huihuang;Hong, Xuemin
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제6권2호
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    • pp.664-682
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    • 2012
  • To improve the accuracy and enhance the applicability of existing models, this paper proposes a generalized Markov chain model for IEEE 802.11 Distributed Coordination Function (DCF) under the widely adopted assumption of ideal transmission channel. The IEEE 802.11 DCF is modeled by a two dimensional Markov chain, which takes into account unsaturated traffic, backoff freezing, retry limits, the difference between maximum retransmission count and maximum backoff exponent, and limited buffer size based on the M/G/1/K queuing model. We show that existing models can be treated as special cases of the proposed generalized model. Furthermore, simulation results validate the accuracy of the proposed model.

A generalized regime-switching integer-valued GARCH(1, 1) model and its volatility forecasting

  • Lee, Jiyoung;Hwang, Eunju
    • Communications for Statistical Applications and Methods
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    • 제25권1호
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    • pp.29-42
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    • 2018
  • We combine the integer-valued GARCH(1, 1) model with a generalized regime-switching model to propose a dynamic count time series model. Our model adopts Markov-chains with time-varying dependent transition probabilities to model dynamic count time series called the generalized regime-switching integer-valued GARCH(1, 1) (GRS-INGARCH(1, 1)) models. We derive a recursive formula of the conditional probability of the regime in the Markov-chain given the past information, in terms of transition probabilities of the Markov-chain and the Poisson parameters of the INGARCH(1, 1) process. In addition, we also study the forecasting of the Poisson parameter as well as the cumulative impulse response function of the model, which is a measure for the persistence of volatility. A Monte-Carlo simulation is conducted to see the performances of volatility forecasting and behaviors of cumulative impulse response coefficients as well as conditional maximum likelihood estimation; consequently, a real data application is given.

몽골 이동통신 시장의 확산 패턴 연구 (A Study on the Diffusion Pattern of Mongolian Mobile Market)

  • 바드몬드 앵흐자야;홍정식;김태구
    • 품질경영학회지
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    • 제51권4호
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    • pp.691-700
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    • 2023
  • Purpose: This study aims to analyze the diffusion pattern of the Mongolian mobile phone market. In particular, we used a generalized diffusion model to explore the factors affecting market potenial. Methods: We used three diffusion models to estimate the number of mobile subscribers in Mongolia. Based on the Logistic model with the best fitness, we introduced time-varying market potential and explored the influence of various independent variables such as GDP and inflation. Results: Among the basic diffusion models, the Logistic model was the best in terms of estimation performance and statistical significance. The estimation results of the Generalized Logistic model confirm that investment in the telecommunication sector has a significant positive effect on market potential. The estimation of the Generalized Logistic model effectively describes the continuous growth of the Mongolian telecommunications market until recently. Conclusion: We have analyzed the diffusion pattern of the Mongolian telecommunications market and found that the amount of investment in the sector leads to the growth of the market size. This study is original in terms of its subject - Mongolian telecommunications market and methodology - time-varying market potential.

A Generalized Partly-Parametric Additive Risk Model

  • Park, Cheol-Yong
    • Journal of the Korean Data and Information Science Society
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    • 제17권2호
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    • pp.401-409
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    • 2006
  • We consider a generalized partly-parametric additive risk model which generalizes the partly parametric additive risk model suggested by McKeague and Sasieni (1994). As an estimation method of this model, we propose to use the weighted least square estimation, suggested by Huffer and McKeague (1991), for Aalen's additive risk model by a piecewise constant risk. We provide an illustrative example as well as a simulation study that compares the performance of our method with the ordinary least squares method.

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A Model of Organizational Decision Process

  • Kim, Woo-Youl
    • 한국국방경영분석학회지
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    • 제7권2호
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    • pp.63-99
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    • 1981
  • The generalized goal decomposition model proposed by Ruefli as a single period decision model is presented for the purpose of a review and extended to make a multiple period planning model. The multiple period planning model in the three level organization is formulated with, linear goal deviations by introducing the goal programming method. Dynamic formulation using the generalized goal decomposition model for each single period problem is also presented. An iterative search algorithm is presented as an appropriate solution method of the dynamic formulation of the multiple period planning model.

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사상체질 진단검사 타당성 분석에 대한 연구 (Multi-facet Analysis on Validity of Sasang Type Diagnostic Test)

  • 이수진;김명근;채한
    • 대한한의학회지
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    • 제29권1호
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    • pp.7-14
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    • 2008
  • Purpose : The purpose of study was to develop generalized validity evaluation methods and terms for Sasang type diagnostic tests. Methods : A generalized statistical evaluation model for Sasang typology was suggested and generalized validity evaluation indices were proposed with this model. Results : The usefulness of validity evaluations, such as sensitivity and specificity values, were confirmed by the systematic review of the data from previously reported studies. Conclusion :Major obstacles in the multi-facet analysis and systematic review for Sasang type diagnostic tests were discussed with this test validity study.

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