• 제목/요약/키워드: generalized parameters

검색결과 727건 처리시간 0.027초

실물옵션 적용을 위한 산업별 기초자산 확률과정추정 (Identification of the Movement of Underlying Asset in Real Option Analysis: Studies on Industrial Parametric Table)

  • 이정동;강아리;정종욱
    • 기술경영경제학회:학술대회논문집
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    • 기술경영경제학회 2004년도 제24회 동계학술대회 논문집
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    • pp.222-245
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    • 2004
  • This paper has an intention of proposing useful parametric tables of each industry group within Korea. These parametric tables can be insightful criteria for those who are dealing with the exact valuation of company, technology or industry through Real Option Analysis (ROA) since the identification of the movement of underlying asset is the very first step to be done. To give the exact estimations of parameters and the most preferred model in each industry group, we cover topics on ROA, stochastic process, and parametric estimation method like Generalized Method of Moments (GMM) and Maximum Likelihood Estimation (MLE). Additionally, specific industry groups, such as, Internet service group and mobile telecommunication service group defined independently in this paper are also examined in terms of its property of movement with the suggesting of the most fitting stochastic model.

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Sample size calculation for comparing time-averaged responses in K-group repeated binary outcomes

  • Wang, Jijia;Zhang, Song;Ahn, Chul
    • Communications for Statistical Applications and Methods
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    • 제25권3호
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    • pp.321-328
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    • 2018
  • In clinical trials with repeated measurements, the time-averaged difference (TAD) may provide a more powerful evaluation of treatment efficacy than the rate of changes over time when the treatment effect has rapid onset and repeated measurements continue across an extended period after a maximum effect is achieved (Overall and Doyle, Controlled Clinical Trials, 15, 100-123, 1994). The sample size formula has been investigated by many researchers for the evaluation of TAD in two treatment groups. For the evaluation of TAD in multi-arm trials, Zhang and Ahn (Computational Statistics & Data Analysis, 58, 283-291, 2013) and Lou et al. (Communications in Statistics-Theory and Methods, 46, 11204-11213, 2017b) developed the sample size formulas for continuous outcomes and count outcomes, respectively. In this paper, we derive a sample size formula to evaluate the TAD of the repeated binary outcomes in multi-arm trials using the generalized estimating equation approach. This proposed sample size formula accounts for various correlation structures and missing patterns (including a mixture of independent missing and monotone missing patterns) that are frequently encountered by practitioners in clinical trials. We conduct simulation studies to assess the performance of the proposed sample size formula under a wide range of design parameters. The results show that the empirical powers and the empirical Type I errors are close to nominal levels. We illustrate our proposed method using a clinical trial example.

Performance Analysis of a Gravity Gradient Referenced Navigation System

  • Lee, Jisun;Kwon, Jay Hyoun
    • 한국측량학회지
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    • 제32권3호
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    • pp.271-279
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    • 2014
  • As an alternative way to overcome the weakness of the global navigation satellite system (GNSS) in hostile situation, a gravity gradient referenced navigation (GGRN) has been developed. This paper analyzed the performance of GGRN with respect to the initial errors, DB resolution as well as update rates. On the basis of simulations, it was found that the performance of GGRN is getting worse when initial errors exist but the navigation results are rapidly converged. Also, GGRN generates better results when DB resolution is higher and update rates are shorter than 20 seconds. However, it is difficult to deduce the optimal parameters for the navigation because some trajectories show better performance in case low-resolution DB is applied or long update rate is supposed. Therefore, further analysis to derive specific update conditions to improve the performance has been performed. Those update conditions would not be generalized for all cases although maximum improvement rate is over 200% in certain case. In the future, some more developments and tests on the combination of various geophysical data and/or algorithms are necessary to construct more stable and reliable navigation system.

유전자 알고리즘을 이용한 차량 승차감 개선에 관한 연구 (A Study on the Improvement of Vehicle Ride Comfort by Genetic Algorithms)

  • 백운태;성활경
    • 한국자동차공학회논문집
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    • 제6권4호
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    • pp.76-85
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    • 1998
  • Recently, Genetic Algorithm(GA) is widely adopted into a search procedure for structural optimization, which is a stochastic direct search strategy that mimics the process of genetic evolution. This methods consist of three genetics operations maned selection, crossover and mutation. Contrast to traditional optimal design techniques which use design sensitivity analysis results, GA, being zero-order method, is very simple. So, they can be easily applicable to wide area of design optimization problems. Also, owing to multi-point search procedure, they have higher probability of converge to global optimum compared to traditional techniques which take one-point search method. In this study, a method of finding the optimum values of suspension parameters is proposed by using the GA. And vehicle is modelled as planar vehicle having 5 degree-of-freedom. The generalized coordinates are vertical motion of passenger seat, sprung mass and front and rear unsprung mass and rotate(pitch) motion of sprung mass. For rapid converge and precluding local optimum, share function which distribute chromosomes over design bound is introduced. Elitist survival model, remainder stochastic sampling without replacement method, multi-point crossover method are adopted. In the sight of the improvement of ride comfort, good result can be obtained in 5-D.O.F. vehicle model by using GA.

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절리암반사면의 안정해석 방법에 관한 비교연구 (A Comarative study on slope stability modeling of highly fractured rock slopes)

  • 유충식;김선빈;양기호;정하승
    • 한국지반공학회:학술대회논문집
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    • 한국지반공학회 2009년도 춘계 학술발표회
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    • pp.434-443
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    • 2009
  • Slope stability analysis is an essential part of rock slope design. For highly fractured rock, the limit equilibrium method (LEM) based slope stability analysis with a circular failure surface is often carried out assuming the rock mass behaves more or less as a continuum. This paper examines first, the applicability of the finite-element method (FEM) based shear strength reduction (SSR) technique for highly fractured rock slope, and second the use of Mohr-Coulomb (MC) failure criterion in conjunction with generalized Hoek-Brown (HB) failure criterion. The numerical results on a number of cases are compared in terms of the factor of safety (FS). The results indicated that the FEM-based SSR technique yields almost the same FSs from LEM, and that the MC and HB failure criteria yield almost identical FSs when the strength parameters for MC failure criterion are obtained based on the modified HB failure criterion if and only if value of the Hoek-Brown constant $m_i$ is smaller than 10 and slope angle is smaller than 1:1, otherwise MC failure criteria over-estimate the factor of safety.

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The clinical assessment of aggressive periodontitis patients

  • Cho, Chan-Myung;You, Hyung-Keun;Jeong, Seong-Nyum
    • Journal of Periodontal and Implant Science
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    • 제41권3호
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    • pp.143-148
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    • 2011
  • Purpose: Few epidemiologic studies have investigated aggressive periodontitis in Koreans, but such studies of disease prevalence and other clinical characteristics would be invaluable in providing proper treatment. The aim of this study was to assess the prevalence of aggressive periodontitis and to measure the extent of associated periodontal breakdown. Methods: The study population consisted of 1,692 patients who visited the Department of Periodontology, Wonkwang Daejeon Dental Hospital from January to December, 2010. Clinical parameters (probing depth, gingival recession, periodontal attachment loss) were measured by a single examiner, and radiographic examination was performed at the baseline. Results: Twenty-eight (1.65%) patients showed clinical features of aggressive periodontitis, of which 27 patients exhibited the generalized form, and 1 exhibited the localized form. There was no significant difference between the percentage of male and female patients. The probing pocket depth of the maxillary first molar was deeper than that of the other teeth and gingival recession was also the most serious at the maxillary first molar. The periodontal attachment loss was the highest at the maxillary first molar. The average number of missing teeth was 1.29 per subject. Loss of the second molar was prominent. Conclusions: Within the limitations of this study, the periodontal breakdown evaluated by attachment loss was found to be most severe at the first molars of aggressive periodontitis patients. However, further large scale multicenter studies are necessary to access more precise data, including prevalence.

WLP(Wafer Level Package)적용을 위한 SEMC(Sheet Epoxy Molding Compounds)용 Naphthalene Type Epoxy 수지의 경화특성연구 (Cure Characteristics of Naphthalene Type Epoxy Resins for SEMC (Sheet Epoxy Molding Compound) for WLP (Wafer Level Package) Application)

  • 김환건
    • 반도체디스플레이기술학회지
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    • 제19권1호
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    • pp.29-35
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    • 2020
  • The cure characteristics of three kinds of naphthalene type epoxy resins(NET-OH, NET-MA, NET-Epoxy) with a 2-methyl imidazole(2MI) catalyst were investigated for preparing sheet epoxy molding compound(SEMC) for wafer level package(WLP) applications, comparing with diglycidyl ether of bisphenol-A(DGEBA) and 1,6-naphthalenediol diglycidyl ether(NE-16) epoxy resin. The cure kinetics of these systems were analyzed by differential scanning calorimetry with an isothermal approach, and the kinetic parameters of all systems were reported in generalized kinetic equations with diffusion effects. The NET-OH epoxy resin represented an n-th order cure mechanism as like NE-16 and DGEBA epoxy resins, however, the NET-MA and NET-Epoxy resins showed an autocatalytic cure mechanism. The NET-OH and NET-Epoxy resins showed higher cure conversion rates than DGEBA and NE-16 epoxy resins, however, the lowest cure conversion rates can be seen in the NET-MA epoxy resin. Although the NETEpoxy and NET-MA epoxy resins represented higher cure reaction conversions comparing with DGEBA and NE-16 resins, the NET-OH showed the lowest cure reaction conversions. It can be figured out by kinetic parameter analysis that the lowest cure conversion rates of the NET-MA epoxy resin are caused by lower collision frequency factor, and the lowest cure reaction conversions of the NET-OH are due to the earlier network structures formation according to lowest critical cure conversion.

L-모멘트 및 LH-모멘트에 의한 GEV 분포모형의 실계홍수량의 유도 (Derivation of Design Flood by L-Moments and LH-Moments in GEV distributiion)

  • 이순혁;박명근;맹승진;정연수;김동주;류경식
    • 한국농공학회:학술대회논문집
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    • 한국농공학회 1999년도 Proceedings of the 1999 Annual Conference The Korean Society of Agricutural Engineers
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    • pp.479-485
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    • 1999
  • This study was conducted to derived design floods by Generalized Extreme Value(GEV) distributiion for the annual maximum series at ten watersheds along Han, Nagdong, Geum , Yeongsan and Seomjin river systems. Adequency for the analysis of flood data used in this study was established by the test of Independence, Homogeneity , detection of Outliers. Coefficient of variation , skewness and kurtosis were calculated by the L-Moment, and LH-Moment ratio respectively. Parameters were estimated by the Method of L-Method of LH-Moment. Design floods obtained by Method of L-Moments and LH-Moments using different methods for plotting positions in GEV distributions and were compared with those obatined using the Method of L-Moments and LH-Moments by the Relative Mean Errors and Realtive Absoulte Errors. It was found that desgin floods derived by the method of L-Moments and LH-Moments using Cunnane plotting position foumula in the GEV distribution are much closer to those of the observed data in comparison with those obtained by methods of L-moments and LH-moments using the other formula for poltting postions from the viewpoint of Relative Mean Errors and Relative Absoulte Errors. In view of the fact that hydraulic structures indcluding dams and levees are generally usiong design floods with the return period of two hundred years or so, design floods derived by LH-Moments are seemed to be more reasonable than those of L-Moments in the GEV distribution.

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관개용 저수지의 한발지수산정 (Drought Index Calculation for Irrigation Reservoirs)

  • 김선주;이광야;신동원
    • 한국농공학회지
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    • 제37권6호
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    • pp.103-111
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    • 1995
  • Drought index calculation based on the principal hydrological parameters, such as rainfall and reservoir storage, can estimate the duration and intensity of drought in irrigation reservoirs. It is difficult to build up a drought criteria since the conditions change variously by the reliability of rainfall. Because of the increasing water demands, it is urgent to prepare a generalized positive countermeasure to overcome drought. Water demands can at calculated but the estimation of drought characteristics, and the effective water management method can be established. The purpose of this study is to obtain a drought index and build up a data-base on the reservoir basins for establishing the fundamental hydrological data-base. This Index can observe the behavior of the WSI(Water Supply Index) and the component indices. The results summarized through this study are as follows. 1. WSI value of zero does not correspond to 100% in average due to the skewness in the probability distributions. 2. WSI is not a linear index; that is, given change in terms of water volume or percentage of average does not result in a proportional change on the WSI scale. 3. WSI is not always between the reservoir and the rainfall index in magnitude. This is only true if the component indices are of opposite sign. If they are of the same sign, the SWSI will often have a mangitude greater than either of the component indices. This is easily understood, because the concurrence of extreme values of the same sign for the two components is rarer than the occurrence of extreme values for either of the two components individually.

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선박용 중속 디젤 기관의 로바스트 속도제어기 개발 (Development of the Robust Speed Controller for Marine Medium Speed Diesel Engines)

  • 정병건;양주호;김창화
    • Journal of Advanced Marine Engineering and Technology
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    • 제20권4호
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    • pp.27-35
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    • 1996
  • The ship's propulsion efficiency depends upon a combibation of engine and propeller. The propeller has better efficiency as the engine has lower rotational speed. This situation led the engine manufacures to design the engine that has lower speed, longer stroke and a small number of cylinders. With this new trends the conventional mechanical-hydrualic governors for engine speed control have been replaced by digital speed controllers which adopted the PID control or the optimal control algorithm. But these control algorithms have not enough robustness to suppress the variations of the delay-time and the parameter perturbation especially in low speed engine. In this study we consider the perturbations of the engine parameters as the modeling uncetainties and design a robust speed controller for marine medium speed diesel engine by means of $ extit{H}_{infty}$control theory having the central solution. By comparing the results of the robust speed controller with those of mechanical governor and PID controller, the validity of the robust speed controller under parameter variations is confirmed. The speed control of the experimental diesel engine of carried out using actuator which is composed of PWM signal generator and D.C servo motor.

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