• Title/Summary/Keyword: marginal models

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Research on Forecasting Framework for System Marginal Price based on Deep Recurrent Neural Networks and Statistical Analysis Models

  • Kim, Taehyun;Lee, Yoonjae;Hwangbo, Soonho
    • Clean Technology
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    • v.28 no.2
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    • pp.138-146
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    • 2022
  • Electricity has become a factor that dramatically affects the market economy. The day-ahead system marginal price determines electricity prices, and system marginal price forecasting is critical in maintaining energy management systems. There have been several studies using mathematics and machine learning models to forecast the system marginal price, but few studies have been conducted to develop, compare, and analyze various machine learning and deep learning models based on a data-driven framework. Therefore, in this study, different machine learning algorithms (i.e., autoregressive-based models such as the autoregressive integrated moving average model) and deep learning networks (i.e., recurrent neural network-based models such as the long short-term memory and gated recurrent unit model) are considered and integrated evaluation metrics including a forecasting test and information criteria are proposed to discern the optimal forecasting model. A case study of South Korea using long-term time-series system marginal price data from 2016 to 2021 was applied to the developed framework. The results of the study indicate that the autoregressive integrated moving average model (R-squared score: 0.97) and the gated recurrent unit model (R-squared score: 0.94) are appropriate for system marginal price forecasting. This study is expected to contribute significantly to energy management systems and the suggested framework can be explicitly applied for renewable energy networks.

On Profile Likelihood for Gamma Frailty Models

  • Ha, Il-Do
    • Journal of the Korean Data and Information Science Society
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    • v.17 no.3
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    • pp.999-1007
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    • 2006
  • The semiparametric gamma frailty models have been often used for multivariate survival analysis because they give an explicit marginal likelihood. The commonly used estimation procedure is the profile likelihood method based on marginal likelihood, which provides the same parameter estimates as the EM algorithm. In this paper we show in finite samples the standard profile-likelihood method can lead to an underestimation of parameters, particularly for the frailty parameter. To overcome this problem, we propose an adjusted profile-likelihood method. For the illustration a numerical example and a small-sample simulation study are presented.

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Marginal Likelihoods for Bayesian Poisson Regression Models

  • Kim, Hyun-Joong;Balgobin Nandram;Kim, Seong-Jun;Choi, Il-Su;Ahn, Yun-Kee;Kim, Chul-Eung
    • Communications for Statistical Applications and Methods
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    • v.11 no.2
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    • pp.381-397
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    • 2004
  • The marginal likelihood has become an important tool for model selection in Bayesian analysis because it can be used to rank the models. We discuss the marginal likelihood for Poisson regression models that are potentially useful in small area estimation. Computation in these models is intensive and it requires an implementation of Markov chain Monte Carlo (MCMC) methods. Using importance sampling and multivariate density estimation, we demonstrate a computation of the marginal likelihood through an output analysis from an MCMC sampler.

Marginal fit evaluation of 3 unit fixed dental prostheses fabricated by rapid prototyping method (쾌속 조형 기술을 이용하여 제작된 3본 고정성 보철물의 적합도 평가)

  • Kim, Ki-Baek;Kim, Jae-Hong;Kim, Woong-Chul;Kim, Hae-Young;Kim, Ji-Hwan
    • Journal of Technologic Dentistry
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    • v.34 no.2
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    • pp.105-111
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    • 2012
  • Purpose: The purpose this study was to evaluate the marginal fitness of metal copings fabricated using rapid prototyping method and to compare the fitness with copings by conventional method. Then clinical availability of fixed dental prostheses (FDPs) fabricated using rapid prototyping method shall be confirmed based on marginal fitness. Methods: Ten same cases of3 unit FDPs epoxy models (abutment teeth 14 and 16) were manufactured. Each of ten epoxy models were scanned by 3shape D-700 scanner to be designed by experienced technician, and photopolymer 3 unit FDPs were fabricated using rapid prototyping methodand fabricated using Lost wax technique (LW) with same models. Marginal fitness of 3 unit FDPs were measured by silicone replica technique. T-test of independent sample for statistical analysis was executed with SPSS 12.0K for Windows. (${\alpha}$=.05) Results: Significantly higher mean (SD) marginal fitness (P<.000) were observed in the RP group $(95.9(18.0){\mu}m$ compared to the conventionally LW group $(80.1(13.8){\mu}m$. Conclusion: Marginal fitness of LW group showed excellent rather than RP group. However marginal fitness of 3 unit FDPs fabricated by RP method did not get out of clinical allowance value range significantly to allow clinical application.

Evaluation of fitness of metal-ceramic crown fabricated by cobalt-chrome alloy (코발트-크롬 합금으로 제작된 금속-도재관의 적합도 평가)

  • Kim, Jae-Hong;Kim, Won-Soo;Kim, Ki-Baek
    • Journal of Korean society of Dental Hygiene
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    • v.13 no.2
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    • pp.361-368
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    • 2013
  • Objectives : The purpose of this in vitro study was to evaluate the effect of firing cycles on the marginal and internal fit of metal ceramic crown. Methods : Ten same cases of stone models (abutment teeth 11) were manufactured. Ten cobalt-chrome cores were made per each models and the marginal and internal fit was evaluated through a silicone replica technique. The marginal and internal fit of specimens was measured twice. The first measurement was done after manufacturing cobalt-chrome alloy core and the second measurement was done after porcelain firing. T-test of paired sample for statistical analysis was executed with SPSS 12.0K for Windows (${\alpha}$=0.05). Results : Mean(SD) marginal and internal fit were 77.1(23.3) ${\mu}m$ for the cobalt-chrome alloy core group and 84.4(21.9) ${\mu}m$ for the metal-ceramic crown group. They were statistically significant differences between groups for marginal and internal fit (p<.05). Conclusions : All metal ceramic crowns showed marginal and internal fit ranged within the current clinical recommendations.

A General Mixed Linear Model with Left-Censored Data

  • Ha, Il-Do
    • Communications for Statistical Applications and Methods
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    • v.15 no.6
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    • pp.969-976
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    • 2008
  • Mixed linear models have been widely used in various correlated data including multivariate survival data. In this paper we extend hierarchical-likelihood(h-likelihood) approach for mixed linear models with right censored data to that for left censored data. We also allow a general random-effect structure and propose the estimation procedure. The proposed method is illustrated using a numerical data set and is also compared with marginal likelihood method.

Evaluation of clinical adaptation of dental prostheses printed by 3-dimensional printing technology (3D 프린팅 기술로 출력된 치과 보철물의 임상적 적합도 평가)

  • Kim, Ki-Baek
    • Journal of Technologic Dentistry
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    • v.41 no.1
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    • pp.1-7
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    • 2019
  • Purpose: The objectives of this study was to evaluate clinical adaptation of dental prostheses printed by 3 dimensional(3D) printing technology. Methods: Ten study models were prepared. Ten specimens of experimental group were printed by 3D printing(3DP group). As a control group, 10 specimens were fabricated by casting method on the same models. Marginal gaps of all specimens were measured to evaluate clinical adaptation. Marginal adaptations were measured using silicone replica technique and measured at 8 sites per specimen. Wilcoxon's signed-ranks test was used for statistical analysis(${\alpha}=0.05$). Results: Means of marginal adaptations were $95.1{\mu}m$ for 3DP group and $75.9{\mu}m$ for CAST group(p < 0.000). Conclusion : However, the mean of the 3DP group was within the clinical tolerance suggested by the previous researchers. Based on this, dental prosthesis fabricated by 3D printing technology is considered to be clinically acceptable.

Analysis of Large Tables (대규모 분할표 분석)

  • Choi, Hyun-Jip
    • The Korean Journal of Applied Statistics
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    • v.18 no.2
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    • pp.395-410
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    • 2005
  • For the analysis of large tables formed by many categorical variables, we suggest a method to group the variables into several disjoint groups in which the variables are completely associated within the groups. We use a simple function of Kullback-Leibler divergence as a similarity measure to find the groups. Since the groups are complete hierarchical sets, we can identify the association structure of the large tables by the marginal log-linear models. Examples are introduced to illustrate the suggested method.

ML estimation using Poisson HGLM approach in semi-parametric frailty models

  • Ha, Il Do
    • Journal of the Korean Data and Information Science Society
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    • v.27 no.5
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    • pp.1389-1397
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    • 2016
  • Semi-parametric frailty model with nonparametric baseline hazards has been widely used for the analyses of clustered survival-time data. The frailty models can be fitted via an auxiliary Poisson hierarchical generalized linear model (HGLM). For the inferences of the frailty model marginal likelihood, which gives MLE, is often used. The marginal likelihood is usually obtained by integrating out random effects, but it often requires an intractable integration. In this paper, we propose to obtain the MLE via Laplace approximation using a Poisson HGLM approach for semi-parametric frailty model. The proposed HGLM approach uses hierarchical-likelihood (h-likelihood), which avoids integration itself. The proposed method is illustrated using a numerical study.

Evaluation and comparison of the marginal adaptation of two different substructure materials

  • Karaman, Tahir;Ulku, Sabiha Zelal;Zengingul, Ali Ihsan;Guven, Sedat;Eratilla, Veysel;Sumer, Ebru
    • The Journal of Advanced Prosthodontics
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    • v.7 no.3
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    • pp.257-263
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    • 2015
  • PURPOSE. In this study, we aimed to evaluate the amount of marginal gap with two different substructure materials using identical margin preparations. MATERIALS AND METHODS. Twenty stainless steel models with a chamfer were prepared with a CNC device. Marginal gap measurements of the galvano copings on these stainless steel models and Co-Cr copings obtained by a laser-sintering method were made with a stereomicroscope device before and after the cementation process and surface properties were evaluated by scanning electron microscopy (SEM). A dependent t-test was used to compare the mean of the two groups for normally distributed data, and two-way variance analysis was used for more than two data sets. Pearson's correlation analysis was also performed to assess relationships between variables. RESULTS. According to the results obtained, the marginal gap in the galvano copings before cementation was measured as, on average, $24.47{\pm}5.82{\mu}m$ before and $35.11{\pm}6.52{\mu}m$ after cementation; in the laser-sintered Co-Cr structure, it was, on average, $60.45{\pm}8.87{\mu}m$ before and $69.33{\pm}9.03{\mu}m$ after cementation. A highly significant difference (P<.001) was found in marginal gap measurements of galvano copings and a significant difference (P<.05) was found in marginal gap measurements of the laser-sintered Co-Cr copings. According to the SEM examination, surface properties of laser sintered Co-Cr copings showed rougher structure than galvano copings. The galvano copings showed a very smooth surface. CONCLUSION. Marginal gaps values of both groups before and after cementation were within the clinically acceptable level. The smallest marginal gaps occurred with the use of galvano copings.