• Title/Summary/Keyword: linearization

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Design-based Properties of Least Square Estimators in Panel Regression Model (패널회귀모형에서 회귀계수 추정량의 설계기반 성질)

  • Kim, Kyu-Seong
    • Survey Research
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    • v.12 no.3
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    • pp.49-62
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    • 2011
  • In this paper we investigate design-based properties of both the ordinary least square estimator and the weighted least square estimator for regression coefficients in panel regression model. We derive formulas of approximate bias, variance and mean square error for the ordinary least square estimator and approximate variance for the weighted least square estimator after linearization of least square estimators. Also we compare their magnitudes each other numerically through a simulation study. We consider a three years data of Korean Welfare Panel Study as a finite population and take household income as a dependent variable and choose 7 exploratory variables related household as independent variables in panel regression model. Then we calculate approximate bias, variance, mean square error for the ordinary least square estimator and approximate variance for the weighted least square estimator based on several sample sizes from 50 to 1,000 by 50. Through the simulation study we found some tendencies as follows. First, the mean square error of the ordinary least square estimator is getting larger than the variance of the weighted least square estimator as sample sizes increase. Next, the magnitude of mean square error of the ordinary least square estimator is depending on the magnitude of the bias of the estimator, which is large when the bias is large. Finally, with regard to approximate variance, variances of the ordinary least square estimator are smaller than those of the weighted least square estimator in many cases in the simulation.

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On the Wintertime Wind-driven Circulation in the Yellow Sea and the East China Sea : Part I. Effect of Tide-induced Bottom Friction (황해.동중국해의 겨울철 취송 순환에 대하여: Part I. 조류에 의한 저면 마찰력의 영향)

  • Lee, Jong-Chan;Kim, Chang-Shik;Jung, Kyung-Tae;Jun, Ki-Cheon
    • Ocean and Polar Research
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    • v.25 no.spc3
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    • pp.361-371
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    • 2003
  • The effect of bottom friction on the steady wind-driven circulation in the Yellow Sea and the East China Sea (YSECS) has been studied using a two-dimensional numerical model with and without tidal forcing. Upwind flow experiment in YSECS has also been carried out with a schematic time variation in the wind field. The surface water setup and circulation pattern due to steady wind forcing are found to be very sensitive to the bottom friction. When the effects of tidal currents are neglected, the overall current velocities are overestimated and eddies of various sizes appear, upwind flow is formed within the deep trough of the Yellow Sea, forming a part of the topographic gyre on the side of Korea. When tidal forcing is taken into account, the wind-induced surface elevations are smoothed out due to the strong tide-induced bottom friction, which is aligned almost normal to the wind stresses; weak upwind flow is farmed in the deep trough of the Yellow Sea, west and south of Jeju. Calculation with wind forcing only through a parameterized linear bottom friction produces almost same results from the calculation with $M_2$ tidal forcing and wind forcing using a quadratic bottom friction, supporting Hunter (1975)'s linearization of bottom friction which includes the effect of tidal current, can be applied to the simulation of wind-driven circulation in YSECS. The results show that steady wind forcing is not a dominant factor to the winter-time upwind flow in YSECS. Upwind flow experiment which considers the relaxation of pressure gradient (Huesh et al. 1986) shows that 1) a downwind flow is dominant over the whole YSECS when the northerly wind reaches a maximum speed; 2) a trend of upwind flow near the trough is found during relaxation when the wind abates; 3) a northward flow dominates over the YSECS after the wind stops. The results also show that the upwind flow in the trough of Yellow Sea is forced by a wind-induced longitudinal surface elevation gradient.

A Derivation of Regional Representative Intensity-Duration-Frequency Relationship Using Multivariate Analysis (다변량 분석을 이용한 권역별 대표확률강우강도식의 유도)

  • Lee, Jung-Sik;Cho, Seong-Geun;Jang, Jin-Uk
    • Journal of the Korean Society of Hazard Mitigation
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    • v.7 no.2 s.25
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    • pp.13-24
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    • 2007
  • This study is to derive the rainfall intensity formula based on the representative probability distribution using multivariate analysis in Korea. The annual maximum rainfall data at 57 stations having more than 30years long records were used for 12 durations(10min, 1, 2, 3, 4, 5, 6, 8, 10, 12, 18, 24hr). 50 rainfall characteristics elements are analyzed from the collected data. The widely used 14 probability distributions are applied to the basic data in hydrologic frequency analysis. The homogeneous tests(principal component and cluster analysis) are applied to find the rainfall homogeneity. The results of this study are as followings; (1) The homogeneous test shows that there is no appropriate representative distribution for the whole duration in Korea. But hydrological homogeneous regions of point rainfall could be divided by 5 regions. (2) The GEV distribution for zones I, III, IV, V and the Gumbel distribution for zone II are determined as the representative probability distribution. (3) Comparative analysis of the results shows that the probable rainfalls of representative zones are different from those of existing researches. (4) Rainfall intensity formulas are determined on the basis of the linearization technique for the probable rainfall.

Degradation of Alginate Solution by Using ${\gamma}-Irradiation$ and Organic Acid (감마선과 유기산을 이용한 알긴산 용액의 저분자화에 대한 연구)

  • Cho, Min;Kim, Byung-Yong;Rhim, Jong-Hwan
    • Korean Journal of Food Science and Technology
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    • v.35 no.1
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    • pp.67-71
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    • 2003
  • Alginates were irradiated in an aqueous solution with $Co^{60}$ gamma rays in the dose ranges from 0 to 100 kGy, and investigated the relationship between the intrinsic viscosity $([{\eta}])$ and the molecular weight $(M_w)$ of alginates. The molecular weight of alginate was measured by gel permeation chromatography and the ranges from 1,894 to 135,174 Da were obtained. The molecular weight of alginate decreased markedly with increasing the degree of ${\gamma}-ray$ dose rate. The intrinsic viscosity of alginate solution after ${\gamma}-irradiation$ showed the ranges from 9.83 (g/g) to 602.69 (g/g), depending upon the ${\gamma}-irradiation$ dose. The molecular weight of alginate dependence of the intrinsic viscosity of the alginate solution would be expressed by Mark-Houwink equation. With a linearization of molecular weight and the intrinsic viscosity of the alginate solution, Mark-Houwink equation could be expressed with constant variables and the real data fitted to the equation of $[{\eta}]=2.2{\times}10^{-6}\;{M_w}^{1.656}\;(R^2=0.998)$.

A Digital Up-Down Conversion for Wibro Repeater using IIR Filters having Almost Linear Phase Response (유사 선형 위상 특성을 갖는 IIR 필터군을 이용한 Wibro용 디지털 상하향 변환 연구)

  • Chang, Hyung-Min;Lee, Won-Cheol
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.34 no.2C
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    • pp.209-216
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    • 2009
  • The repeater for wireless broadband internet (Wibro) system using OFDM demands the short processing delay to eliminate inter-symbol interference resulted from the time delay greater than the guard time. Towards this, the total system delay of repeater is expected to be minimized as possible as it can without distorting signal quality. In general, the FIR-type of filter is commonly deployed as a channelization filter, but due to its large amount of coefficients for producing prerequisite filter response the excessive large time delay occurs. To withstand this problem, the paper proposes the method for designing IIR filter whose response almost identical to that of the original filter. Moreover, in order to linearize the phase response of the designed IIR filter, this paper also introduce the way of designing the all-pass filter to be cascaded works for linearizing phase response of the channelization as well as the de-channelization filter. To achieve the further improvement in linearization of the phase response and reduction of the overall complexity, this paper tries to transform the integrated IIR filter group into the structure in polyphase style. The computer simulation verifies that the integrated IIR filter group designed in this paper reveals the relatively short processing delay without harming the acceptible signal quality.

Performance Comparison of the Batch Filter Based on the Unscented Transformation and Other Batch Filters for Satellite Orbit Determination (인공위성 궤도결정을 위한 Unscented 변환 기반의 배치필터와 다른 배치필터들과의 성능비교)

  • Park, Eun-Seo;Park, Sang-Young;Choi, Kyu-Hong
    • Journal of Astronomy and Space Sciences
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    • v.26 no.1
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    • pp.75-88
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    • 2009
  • The main purpose of the current research is to introduce the alternative algorithm of the non-recursive batch filter based on the unscented transformation in which the linearization process is unnecessary. The presented algorithm is applied to the orbit determination of a low earth orbiting satellite and compared its results with those of the well-known Bayesian batch least squares estimation and the iterative UKF smoother (IUKS). The system dynamic equations consist of the Earth's geo-potential, the atmospheric drag, solar radiation pressure and the lunar/solar gravitational perturbations. The range, azimuth and elevation angles of the satellite measured from ground stations are used for orbit determination. The characteristics of the non recursive unscented batch filter are analyzed for various aspects, including accuracy of the determined orbit, sensitivity to the initial uncertainty, measurement noise and stability performance in a realistic dynamic system and measurement model. As a result, under large non-linear conditions, the presented non-recursive batch filter yields more accurate results than the other batch filters about 5% for initial uncertainty test and 12% for measurement noise test. Moreover, the presented filter exhibits better convergence reliability than the Bayesian least squares. Hence, it is concluded that the non-recursive batch filter based on the unscented transformation is effectively applicable for highly nonlinear batch estimation problems.

Porewater Pressure Predictions on Hillside Slopes for Assessing Landslide Risks (II) Development of Groundwater Flow Model (산사태 위험도 추정을 위한 간극수압 예측에 관한 연구(II) -산사면에서의 지하수위 예측 모델의 개발-)

  • Lee, In-Mo;Park, Gyeong-Ho;Im, Chung-Mo
    • Geotechnical Engineering
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    • v.8 no.2
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    • pp.5-20
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    • 1992
  • The physical-based and lumped-parameter hydrologic groundwater flow model for predicting the rainfall-triggered rise of groundwater levels in hillside slopes is developed in this paper to assess the risk of landslides. The developed model consists of a vertical infiltration model for unsaturated zone linked to a linear storage reservoir model(LSRM) for saturated zone. The groundwater flow model has uncertain constants like soil depttL slope angle, saturated permeability, and potential evapotranspiration and four free model parameters like a, b, c, and K. The free model parameters could be estimated from known input-output records. The BARD algorithm is uses as the parameter estimation technique which is based on a linearization of the proposed model by Gauss -Newton method and Taylor series expansion. The application to examine the capacity of prediction shows that the developed model has a potential of use in forecast systems of predicting landslides and that the optimal estimate of potential 'a' in infiltration model is the most important in the global optimum analysis because small variation of it results in the large change of the objective function, the sum of squares of deviations of the observed and computed groundwater levels. 본 논문에서는 가파른 산사면에서 산사태의 발생을 예측하기 위한 수문학적 인 지하수 흐름 모델을 개발하였다. 이 모델은 물리적인 개념에 기본하였으며, Lumped-parameter를 이용하였다. 개발된 지하수 흐름 모델은 두 모델을 조합하여 구성되어 있으며, 비포화대 흐름을 위해서는 수정된 abcd 모델을, 포화대 흐름에 대해서는 시간 지체 효과를 고려할 수 있는 선형 저수지 모델을 이용하였다. 지하수 흐름 모델은 토층의 두께, 산사면의 경사각, 포화투수계수, 잠재 증발산 량과 같은 불확실한 상수들과 a, b, c, 그리고 K와 같은 자유모델변수들을 가진다. 자유모델변수들은 유입-유출 자료들로부터 평가할 수 있으며, 이를 위해서 본 논문에서는 Gauss-Newton 방법을 이용한 Bard 알고리즘을 사용하였다. 서울 구로구 시흥동 산사태 발생 지역의 산사면에 대하여 개발된 모델을 적용하여 예제 해석을 수행함으로써, 지하수 흐름 모델이 산사태 발생 예측을 위하여 이용할 수 있음을 입증하였다. 또한, 매개변수분석 연구를 통하여, 변수 a값은 작은 변화에 대하여 목적함수값에 큰 변화를 일으키므로 a의 값에 대한 최적값을 구하는 것이 가장 중요한 요소라는 결론을 얻었다.

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Iterative Series Methods in 3-D EM Modeling (급수 전개법에 의한 3차원 전자탐사 모델링)

  • Cho In-Ky;Yong Hwan-Ho;Ahn Hee-Yoon
    • Geophysics and Geophysical Exploration
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    • v.4 no.3
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    • pp.70-79
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    • 2001
  • The integral equation method is a powerful tool for numerical electromagnetic modeling. But the difficulty of this technique is the size of the linear equations, which demands excessive memory and calculation time to invert. This limitation of the integral equation method becomes critical in inverse problem. The conventional Born approximation, where the electric field in the anomalous body is approximated by the background field, is very rapid and easy to compute. However, the technique is inaccurate when the conductivity contrast between the body and the background medium is large. Quasi-linear, quasi-analytical and extended Born approximations are novel approaches to 3-D EM modeling based on the linearization of the integral equations for scattered EM field. These approximation methods are much less time consuming than full integral equation method and more accurate than conventional Born approximation. They we, however, still approximate methods for 3-D EM modeling. Iterative series methods such as modified Born, quasi-linear and quasi-analytical can be used to increase the accuracy of various approximation methods. Comparisons of numerical performance against a full integral equation and various approximation codes show that the iterative series methods are very accurate and almost always converge. Furthermore, they are very fast and easy to implement on a computer. In this study, extended Born series method is developed and it shows more accurate result than that of other series methods. Therefore, Iterative series methods, including extended Born series, open principally new possibilities for fast and accurate 3-D EM modeling and inversion.

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A Derivation of Rainfall Intensity-Duration-Frequency Relationship for the Design of Urban Drainage System in Korea (우리나라 도시배수시스템 설계를 위한 확률강우강도식의 유도)

  • Lee, Jae-Jun;Lee, Jeong-Sik
    • Journal of Korea Water Resources Association
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    • v.32 no.4
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    • pp.403-415
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    • 1999
  • This study is to derive the rainfall intensity formula based on the representative probability distribution in Korea. The 11 probability distributions which has been widely used in hydrologic frequency analysis are applied to the annual maximum rainfall. The parameters of each probability distribution are estimated by method of moments, maximum likelihood method and method of probability weighted moments. Four tests such as $x^2$-test, Kolmogorv-Smirnov test, difference test and modified difference test are used to determine the goodness of fit of the distributions. The homogeneous tests (Mann-Whitney U test, Kruskal-Wallis one-way analysis of variance of nonparametric test) are applied to find the stations with rainfall homogeneity. The results of homogeneous tests show that there is no representative appropriate distribution for the whole duration in Korea. The whole region could be divided into five zones for 12-durations. The representative probability distribution of each divided zone for 12-durations was determined. The GEV distribution for I,II,V zones and the 3-parameter Weibull distribution for III,IV zones were determined as the representative probability distribution. The rainfall were obtained from representative probability distribution for the selected return periods. Rainfall intensity formula was determined by linearization technique for the rainfall.

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Determination of the Optimal Height using the Simplex Algorithm in Network-RTK Surveying (Network-RTK측량에서 심플렉스해법을 이용한 최적표고 결정)

  • Lee, Suk Bae;Auh, Su Chang
    • Journal of Korean Society for Geospatial Information Science
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    • v.24 no.1
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    • pp.35-41
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    • 2016
  • GNSS/Geoid positioning technology allows orthometric height determination using both the geoidal height calculated from geoid model and the ellipsoidal height achieved by GNSS survey. In this study, Network-RTK surveying was performed through the Benchmarks in the study area to analyze the possibility of height positioning of the Network-RTK. And the orthometric heights were calculated by applying the Korean national geoid model KNGeoid13 according to the condition of with site calibration and without site calibration and the results were compared. Simplex algorithm was adopted for liner programming in this study and the heights of all Benchmarks were calculated in both case of applying site calibration and does not applying site calibration. The results were compared to Benchmark official height of the National Geographic Information Institute. The results showed that the average value of the height difference was 0.060m, and the standard deviation was 0.072m in Network-RTK without site calibration and the average value of the height difference was 0.040m, and the standard deviation was 0.047m in Network-RTK with the application of the site calibration. With linearization method to obtain the optimal solution for observations it showed that the height determination within 0.033m was available in GNSS Network-RTK positioning.