• Title/Summary/Keyword: maximum likelihood estimation

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Petrophysical Joint Inversion of Seismic and Electromagnetic Data (탄성파 탐사자료와 전자탐사자료를 이용한 저류층 물성 동시복합역산)

  • Yu, Jeongmin;Byun, Joongmoo;Seol, Soon Jee
    • Geophysics and Geophysical Exploration
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    • v.21 no.1
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    • pp.15-25
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    • 2018
  • Seismic inversion is a high-resolution tool to delineate the subsurface structures which may contain oil or gas. On the other hand, marine controlled-source electromagnetic (mCSEM) inversion can be a direct tool to indicate hydrocarbon. Thus, the joint inversion using both EM and seismic data together not only reduces the uncertainties but also takes advantage of both data simultaneously. In this paper, we have developed a simultaneous joint inversion approach for the direct estimation of reservoir petrophysical parameters, by linking electromagnetic and seismic data through rock physics model. A cross-gradient constraint is used to enhance the resolution of the inversion image and the maximum likelihood principle is applied to the relative weighting factor which controls the balance between two disparate data. By applying the developed algorithm to the synthetic model simulating the simplified gas field, we could confirm that the high-resolution images of petrophysical parameters can be obtained. However, from the other test using the synthetic model simulating an anticline reservoir, we noticed that the joint inversion produced different images depending on the model constraint used. Therefore, we modified the algorithm which has different model weighting matrix depending on the type of model parameters. Smoothness constraint and Marquardt-Levenberg constraint were applied to the water-saturation and porosity, respectively. When the improved algorithm is applied to the anticline model again, reliable porosity and water-saturation of reservoir were obtained. The inversion results indicate that the developed joint inversion algorithm can be contributed to the calculation of the accurate oil and gas reserves directly.

Estimation of Genetic Parameters and Trends for Length of Productive Life and Lifetime Production Traits in a Commercial Landrace and Yorkshire Swine Population in Northern Thailand

  • Noppibool, Udomsak;Elzo, Mauricio A.;Koonawootrittriron, Skorn;Suwanasopee, Thanathip
    • Asian-Australasian Journal of Animal Sciences
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    • v.29 no.9
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    • pp.1222-1228
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    • 2016
  • The objective of this research was to estimate genetic parameters and trends for length of productive life (LPL), lifetime number of piglets born alive (LBA), lifetime number of piglets weaned (LPW), lifetime litter birth weight (LBW), and lifetime litter weaning weight (LWW) in a commercial swine farm in Northern Thailand. Data were gathered during a 24-year period from July 1989 to August 2013. A total of 3,109 phenotypic records from 2,271 Landrace (L) and 838 Yorkshire sows (Y) were analyzed. Variance and covariance components, heritabilities and correlations were estimated using an Average Information Restricted Maximum Likelihood (AIREML) procedure. The 5-trait animal model contained the fixed effects of first farrowing year-season, breed group, and age at first farrowing. Random effects were sow and residual. Estimates of heritabilities were medium for all five traits ($0.17{\pm}0.04$ for LPL and LBA to $0.20{\pm}0.04$ for LPW). Genetic correlations among these traits were high, positive, and favorable (p<0.05), ranging from $0.93{\pm}0.02$ (LPL-LWW) to $0.99{\pm}0.02$ (LPL-LPW). Sow genetic trends were non-significant for LPL and all lifetime production traits. Sire genetic trends were negative and significant for LPL ($-2.54{\pm}0.65d/yr$; p = 0.0007), LBA ($-0.12{\pm}0.04piglets/yr$; p = 0.0073), LPW ($-0.14{\pm}0.04piglets/yr$; p = 0.0037), LBW ($-0.13{\pm}0.06kg/yr$; p = 0.0487), and LWW ($-0.69{\pm}0.31kg/yr$; p = 0.0365). Dam genetic trends were positive, small and significant for all traits ($1.04{\pm}0.42d/yr$ for LPL, p = 0.0217; $0.16{\pm}0.03piglets/yr$ for LBA, p<0.0001; $0.12{\pm}0.03piglets/yr$ for LPW, p = 0.0002; $0.29{\pm}0.04kg/yr$ for LBW, p<0.0001 and $1.23{\pm}0.19kg/yr$ for LWW, p<0.0001). Thus, the selection program in this commercial herd managed to improve both LPL and lifetime productive traits in sires and dams. It was ineffective to improve LPL and lifetime productive traits in sows.

Reliability Analysis of the Gravity Retaing Wall (중력식(重力式) 옹벽(擁壁)의 신뢰도(信賴度)에 관한 연구(研究))

  • Paik, Young Shik;Lee, Yong Il
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.3 no.2
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    • pp.127-135
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    • 1983
  • A new approach is developed to analyze the reliability of the earth retaining wall using the concept of probability of failure, instead of conventional factor of safety. Many uncertainties, which are included in the conventional stability analysis, can be excluded by using the stochastic approach. And the reliability, more consistent with the reality, can be obtained by the simulation. The strength parameters of soil properties are assumed to be random variables to follow a generalized beta distribution. The interval [A, B] of the random variables could be determined using the maximum likelihood estimation. The pseudo-random values corresponding to the proposed beta distribution are generated using the rejection method. The probability of failure defined as follows, is obtained by using the Monte Carlo Method. $$P_f=\frac{M}{N}$$ where, $P_f$ : Probability of failure N : Total number of trials M : Total number of failure out of N A computer program is developed for the computation procedure mentioned above. Finally, a numerical example is solved using the developed program.

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A Three-Dimensiomal Slope Stability Analysis in Probabilistic Solution (3차원(次元) 사면(斜面) 안정해석(安定解析)에 관한 확률론적(確率論的) 연구(研究))

  • Kim, Young Su
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.4 no.3
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    • pp.75-83
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    • 1984
  • The probability of failure is used to analyze the reliability of three dimensional slope failure, instead of conventional factor of safety. The strength parameters are assumed to be normal variated and beta variated. These are interval estimated under the specified confidence level and maximum likelihood estimation. The pseudonormal and beta random variables are generated using the uniform probability transformation method according to central limit theorem and rejection method. By means of a Monte-Carlo Simulation, the probability of failure is defined as; $P_f=M/N$ N: Total number of trials M: Total number of failures Some of the conclusions derived. from the case study include; 1. Three dimensional factors of safety are generally much higher than 2-D factors of safety. However situations appear to exist where the 3-D factor of safety can be lower than the 2-D factor of safety. 2. The $F_3/F_2$ ratio appears to be quite sensitive to c and ${\phi}$ and to the shape of the 3-D shear surface and the slope but not to be to the unit weight of soil. 3. From the two models (normal, beta) considered for the distribution of the factor of safety, the beta distribution generally provides lager than normal distribution. 4. Results obtained using the beta and normal models are presented in a nomgraph relating slope height and slop angle to probability of failure.

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Estimation of genetic parameters of the productive and reproductive traits in Ethiopian Holstein using multi-trait models

  • Ayalew, Wondossen;Aliy, Mohammed;Negussie, Enyew
    • Asian-Australasian Journal of Animal Sciences
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    • v.30 no.11
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    • pp.1550-1556
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    • 2017
  • Objective: This study estimated the genetic parameters for productive and reproductive traits. Methods: The data included production and reproduction records of animals that have calved between 1979 and 2013. The genetic parameters were estimated using multivariate mixed models (DMU) package, fitting univariate and multivariate mixed models with average information restricted maximum likelihood algorithm. Results: The estimates of heritability for milk production traits from the first three lactation records were $0.03{\pm}0.03$ for lactation length (LL), $0.17{\pm}0.04$ for lactation milk yield (LMY), and $0.15{\pm}0.04$ for 305 days milk yield (305-d MY). For reproductive traits the heritability estimates were, $0.09{\pm}0.03$ for days open (DO), $0.11{\pm}0.04$ for calving interval (CI), and $0.47{\pm}0.06$ for age at first calving (AFC). The repeatability estimates for production traits were $0.12{\pm}0.02$, for LL, $0.39{\pm}0.02$ for LMY, and $0.25{\pm}0.02$ for 305-d MY. For reproductive traits the estimates of repeatability were $0.19{\pm}0.02$ for DO, and to $0.23{\pm}0.02$ for CI. The phenotypic correlations between production and reproduction traits ranged from $0.08{\pm}0.04$ for LL and AFC to $0.42{\pm}0.02$ for LL and DO. The genetic correlation among production traits were generally high (>0.7) and between reproductive traits the estimates ranged from $0.06{\pm}0.13$ for AFC and DO to $0.99{\pm}0.01$ between CI and DO. Genetic correlations of productive traits with reproductive traits were ranged from -0.02 to 0.99. Conclusion: The high heritability estimates observed for AFC indicated that reasonable genetic improvement for this trait might be possible through selection. The $h^2$ and r estimates for reproductive traits were slightly different from single versus multi-trait analyses of reproductive traits with production traits. As single-trait method is biased due to selection on milk yield, a multi-trait evaluation of fertility with milk yield is recommended.

Estimation of heritability and genetic correlation of body weight gain and growth curve parameters in Korean native chicken

  • Manjula, Prabuddha;Park, Hee-Bok;Seo, Dongwon;Choi, Nuri;Jin, Shil;Ahn, Sung Jin;Heo, Kang Nyeong;Kang, Bo Seok;Lee, Jun-Heon
    • Asian-Australasian Journal of Animal Sciences
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    • v.31 no.1
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    • pp.26-31
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    • 2018
  • Objective: This study estimated the genetic parameters for body weight gain and growth curve parameter traits in Korean native chicken (KNC). Methods: A total of 585 $F_1$ chickens were used along with 88 of their $F_0$ birds. Body weights were measured every 2 weeks from hatching to 20 weeks of age to measure weight gain at 2-week intervals. For each individual, a logistic growth curve model was fitted to the longitudinal growth dataset to obtain three growth curve parameters (${\alpha}$, asymptotic final body weight; ${\beta}$, inflection point; and ${\gamma}$, constant scale that was proportional to the overall growth rate). Genetic parameters were estimated based on the linear-mixed model using a restricted maximum likelihood method. Results: Heritability estimates of body weight gain traits were low to high (0.057 to 0.458). Heritability estimates for ${\alpha}$, ${\beta}$, and ${\gamma}$ were $0.211{\pm}0.08$, $0.249{\pm}0.09$, and $0.095{\pm}0.06$, respectively. Both genetic and phenotypic correlations between weight gain traits ranged from -0.527 to 0.993. Genetic and phenotypic correlation between the growth curve parameters and weight gain traits ranged from -0.968 to 0.987. Conclusion: Based on the results of this study population, we suggest that the KNC could be used for selective breeding between 6 and 8 weeks of age to enhance the overall genetic improvement of growth traits. After validation of these results in independent studies, these findings will be useful for further optimization of breeding programs for KNC.

Modeling of the Failure Rates and Estimation of the Economical Replacement Time of Water Mains Based on an Individual Pipe Identification Method (개별관로 정의 방법을 이용한 상수관로 파손율 모형화 및 경제적 교체시기의 산정)

  • Park, Su-Wan;Lee, Hyeong-Seok;Bae, Cheol-Ho;Kim, Kyu-Lee
    • Journal of Korea Water Resources Association
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    • v.42 no.7
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    • pp.525-535
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    • 2009
  • In this paper a heuristic method for identifying individual pipes in water pipe networks to determine specific sections of the pipes that need to be replaced due to deterioration. An appropriate minimum pipe length is determined by selecting the pipe length that has the greatest variance of the average cumulative break number slopes among the various pipe lengths used. As a result, the minimum pipe length for the case study water network is determined as 4 m and a total of 39 individual pipe IDs are obtained. The economically optimal replacement times of the individual pipe IDs are estimated by using the threshold break rate of an individual pipe ID and the pipe break trends models for which the General Pipe Break Prediction Model(Park and Loganathan, 2002) that can incorporate the linear, exponential, and in-between of the linear and exponetial failure trends and the ROCOFs based on the modified time scale(Park et al., 2007) are used. The maximum log-likelihoods of the log-linear ROCOF and Weibull ROCOF estimated for the break data of a pipe are compared and the ROCOF that has a greater likelihood is selected for the pipe of interest. The effects of the social costs of a pipe break on the optimal replacement time are also discussed.

Efficient Uncertainty Analysis of TOPMODEL Using Particle Swarm Optimization (입자군집최적화 알고리듬을 이용한 효율적인 TOPMODEL의 불확실도 분석)

  • Cho, Huidae;Kim, Dongkyun;Lee, Kanghee
    • Journal of Korea Water Resources Association
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    • v.47 no.3
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    • pp.285-295
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    • 2014
  • We applied the ISPSO-GLUE method, which integrates the Isolated-Speciation-based Particle Swarm Optimization (ISPSO) with the Generalized Likelihood Uncertainty Estimation (GLUE) method, to the uncertainty analysis of the Topography Model (TOPMODEL) and compared its performance with that of the GLUE method. When we performed the same number of model runs for the both methods, we were able to identify the point where the performance of ISPSO-GLUE exceeded that of GLUE, after which ISPSOGLUE kept improving its performance steadily while GLUE did not. When we compared the 95% uncertainty bounds of the two methods, their general shapes and trends were very similar, but those of ISPSO-GLUE enclosed about 5.4 times more observed values than those of GLUE did. What it means is that ISPSOGLUE requires much less number of parameter samples to generate better performing uncertainty bounds. When compared to ISPSO-GLUE, GLUE overestimated uncertainty in the recession limb following the maximum peak streamflow. For this recession period, GLUE requires to find more behavioral models to reduce the uncertainty. ISPSO-GLUE can be a promising alternative to GLUE because the uncertainty bounds of the method were quantitatively superior to those of GLUE and, especially, computationally expensive hydrologic models are expected to greatly take advantage of the feature.

EM Algorithm with Initialization Based on Incremental ${\cal}k-means$ for GMM and Its Application to Speaker Identification (GMM을 위한 점진적 ${\cal}k-means$ 알고리즘에 의해 초기값을 갖는 EM알고리즘과 화자식별에의 적용)

  • Seo Changwoo;Hahn Hernsoo;Lee Kiyong;Lee Younjeong
    • The Journal of the Acoustical Society of Korea
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    • v.24 no.3
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    • pp.141-149
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    • 2005
  • Tn general. Gaussian mixture model (GMM) is used to estimate the speaker model from the speech for speaker identification. The parameter estimates of the GMM are obtained by using the Expectation-Maximization (EM) algorithm for the maximum likelihood (ML) estimation. However the EM algorithm has such drawbacks that it depends heavily on the initialization and it needs the number of mixtures to be known. In this paper, to solve the above problems of the EM algorithm. we propose an EM algorithm with the initialization based on incremental ${\cal}k-means$ for GMM. The proposed method dynamically increases the number of mixtures one by one until finding the optimum number of mixtures. Whenever adding one mixture, we calculate the mutual relationship between it and one of other mixtures respectively. Finally. based on these mutual relationships. we can estimate the optimal number of mixtures which are statistically independent. The effectiveness of the proposed method is shown by the experiment for artificial data. Also. we performed the speaker identification by applying the proposed method comparing with other approaches.

Relation between Risk and Return in the Korean Stock Market and Foreign Exchange Market (주가와 환율의 위험-수익 관계에 대한 연구)

  • Park, Jae-Gon;Lee, Phil-Sang
    • The Korean Journal of Financial Management
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    • v.26 no.3
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    • pp.199-226
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    • 2009
  • We examine the intertemporal relation between risk and return in the Korean stock market and foreign exchange market based on the two factor ICAPM framework. The standard GARCH model and the GJR(1993) model are employed to estimate conditional variances of the stock returns and foreign exchange rates. The covariance between the rates of stock returns and changes in the exchange rates are estimated by the constant conditional correlation model of Bollerslev(1990) and the dynamic conditional correlation model of Engle(2002). The multivariate GARCH in mean model and quasi-maximum likelihood estimation method, consequently, are applied to investigate riskreturn relation jointly. We find that the estimated coefficient of relative risk aversion is negative and statistically significant in the post-financial crisis sample period in the Korean stock market. We also show that the expected stock returns are negatively related to the dynamic covariance with foreign exchange rates. Both estimated parameters of conditional variance and covariance in the foreign exchange market, however, are not statistically significant. The GJR model is better than the standard GARCH model to estimate the conditional variances. In addition, the dynamic conditional correlation model has higher explanatory power than the constant correlation model. The empirical results of this study suggest following two points to investors and risk managers in hedging and diversifying strategies for their portfolios in the Korean stock market: first, the variability of foreign exchange rates should be considered, and second, time-varying correlation between stock returns and changes in foreign exchange rates supposed to be considered.

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