• Title/Summary/Keyword: mean-variance

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Designing of the Beheshtabad water transmission tunnel based on the hybrid empirical method

  • Mohammad Rezaei;Hazhar Habibi
    • Structural Engineering and Mechanics
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    • v.86 no.5
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    • pp.621-633
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    • 2023
  • Stability analysis and support system estimation of the Beheshtabad water transmission tunnel is investigated in this research. A combination approach based on the rock mass rating (RMR) and rock mass quality index (Q) is used for this purpose. In the first step, 40 datasets related to the petrological, structural, hydrological, physical, and mechanical properties of tunnel host rocks are measured in the field and laboratory. Then, RMR, Q, and height of influenced zone above the tunnel roof are computed and sorted into five general groups to analyze the tunnel stability and determine its support system. Accordingly, tunnel stand-up time, rock load, and required support system are estimated for five sorted rock groups. In addition, various empirical relations between RMR and Q i.e., linear, exponential, logarithmic, and power functions are developed using the analysis of variance (ANOVA). Based on the significance level (sig.), determination coefficient (R2) and Fisher-test (F) indices, power and logarithmic equations are proposed as the optimum relations between RMR and Q. To validate the proposed relations, their results are compared with the results of previous similar equations by using the variance account for (VAF), root mean square error (RMSE), mean absolute percentage error (MAPE) and mean absolute error (MAE) indices. Comparison results showed that the accuracy of proposed RMR-Q relations is better than the previous similar relations and their outputs are more consistent with actual data. Therefore, they can be practically utilized in designing the tunneling projects with an acceptable level of accuracy and reliability.

A Study on Construction of an Optimal Fossil Fuel Mix: A Portfolio-Based Approach (평균-분산 모형을 이용한 화석에너지원 소비조합 구성에 관한 연구)

  • Cha, Kyungsoo
    • Environmental and Resource Economics Review
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    • v.20 no.2
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    • pp.335-356
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    • 2011
  • In this paper, we attempted to suggest a way to evaluate appropriateness and efficiency for the energy consumption structure. For this, based on Markowitz (1952)' mean-variance portfolio model, we constructed an optimal fossil fuel mix. In constructing the optimal mix, we first defined returns on fossil fuels (oil, coal and natural gas) as TOE (Ton of Oil Equivalent) per $1. Then, by using the dynamic latent common factor model, we decomposed the growth rates of the returns on each fossil fuel into two parts : the common part and the idiosyncratic part. Finally, based on the results from the dynamic latent common factor model, we constructed the optimal fossil fuel mix implied by the mean-variance portfolio model. Our results indicate that for the fossil fuel mix to be on the efficient frontier, it is crucial to reduce oil consumption as low as possible. Moreover, our results imply that it is more efficient to increase natural gas consumption rather than coal consumption in reducing oil consumption. These results are in line with the strategies for the future energy consumption structure pursued by Korea and indicate that reduction in oil use can improve overall efficiency in energy consumption.

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Robust Feature Normalization Scheme Using Separated Eigenspace in Noisy Environments (분리된 고유공간을 이용한 잡음환경에 강인한 특징 정규화 기법)

  • Lee Yoonjae;Ko Hanseok
    • The Journal of the Acoustical Society of Korea
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    • v.24 no.4
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    • pp.210-216
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    • 2005
  • We Propose a new feature normalization scheme based on eigenspace for achieving robust speech recognition. In general, mean and variance normalization (MVN) is Performed in cepstral domain. However, another MVN approach using eigenspace was recently introduced. in that the eigenspace normalization Procedure Performs normalization in a single eigenspace. This Procedure consists of linear PCA matrix feature transformation followed by mean and variance normalization of the transformed cepstral feature. In this method. 39 dimensional feature distribution is represented using only a single eigenspace. However it is observed to be insufficient to represent all data distribution using only a sin91e eigenvector. For more specific representation. we apply unique na independent eigenspaces to cepstra, delta and delta-delta cepstra respectively in this Paper. We also normalize training data in eigenspace and get the model from the normalized training data. Finally. a feature space rotation procedure is introduced to reduce the mismatch of training and test data distribution in noisy condition. As a result, we obtained a substantial recognition improvement over the basic eigenspace normalization.

A Study on the Optimization of Linear Equalizer for Underwater Acoustic Communication (수중음향통신을 위한 선형등화기의 최적화에 관한 연구)

  • Lee, Tae-Jin;Kim, Ki-Man
    • Journal of Navigation and Port Research
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    • v.36 no.8
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    • pp.637-641
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    • 2012
  • In this paper, the method that reduce a computation time by optimizing computation process is proposed to realize low-power underwater acoustic communication system. At first, dependency of decision delay on tap length of linear equalizer was investigated. Variance is calculated based on this result, and the optimal decision delay bound is estimated. In addition to decide optimal tap length with decision delay, we extracted the MSE(Mean Square Error) graph. From the graph, we obtained variance value of the MSE-decision delay, and estimated the optimum decision delay range from the variance value. Also, using the extracted optimal parameters, we performed a simulation. According to the result, the simulation employing optimal tap length, which is only 40% of maximum tap length, showed a satisfactory performance comparable to simulation employing maximum tap length. We verified that the proposed method has 33% lower tap length than maximal tap length via sea trial.

Market Microstructure Noise and Optimal Sampling Frequencies for the Realized Variances of Stock Prices of Four Leading Korean Companies (한국주요상장사 주가 실현변동성 추정시 시장미시구조 잡음과 최적 추출 빈도수)

  • Oh, Rosy;Shin, Dong-Wan
    • The Korean Journal of Applied Statistics
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    • v.25 no.1
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    • pp.15-27
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    • 2012
  • We have studied the realized variance(RV) of intra-day returns and market microstructure noise based on high-frequency stock transaction data for the four largest companies in terms of market capitalization in the KOSPI. First, non-negligible biases are observed for the RV and for the bias-corrected realized variance($RV_{AC_1}$) which is constructed by adjusting RV for the first order autocorrelation in intra-day returns. Bias is more obvious for the RV and the $RV_{AC_1}$ when intra-day returns are sampled more frequently than every 2 minutes. Transaction Time Sampling(TTS) is shown to be better than Calendar Time Sampling(CTS) in terms of biases of the RV and the $RV_{AC_1}$ for the 4 companies. The analysis reveals that market microstructure noise is temporally dependent. Second, by using the Noise-to-Signal Ratio(NSR), we estimate sampling frequencies that are optimal in terms of the Mean Square Errors(MSE) of the RV and the $RV_{AC_1}$. The optimal sampling frequencies are around 200 for RV and is around 5000 for the $RV_{AC_1}$ for all the four stock prices. For the 6 hour transaction period of the Korean stock trading, these correspond to about 2 minutes and 6 seconds.

The assessment of the relative contribution of the shape of instantaneous unit hydrograph with heterogeneity of drainage path (배수경로 이질성에 의한 순간단위도 형상의 상대적 기여도 평가)

  • Choi, Yong-Joon;Kim, Joo-Cheol;Kim, Jae-Han
    • Journal of Korea Water Resources Association
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    • v.42 no.11
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    • pp.897-909
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    • 2009
  • The relative contribution of between hillslope-flow and stream-flow by heterogeneity of drainage path are quantitatively assessed in the present study with GIUH model based on grid of GIS. Application watersheds are selected Pyeongchang, Bocheong and Wi river basin of IHP in Korea. The mean and variance of hillslope and stream length are estimated and analyzed in each watershed. And coupling with observation storm events, estimate hillslope and stream characteristic velocity which dynamic parameters of GIUH model. The mean and variance of distribution of travel time (i.e. IUH) calculate using estimated pass lengths and characteristic velocities. And the relative contributions are assessed by heterogeneity of drainage path. As a result, the effect of the variance that determine shape of IUH dominate with hillslope's effect in the small watershed area (within 500 $km^2$). Thus, GIUH in the small watershed area must consider hillslope-flow.

Within- and Between-Individual Variation in Nutrient Intakes with Day of the Week and Season in Korean Adults (계절별, 요일별로 측정한 성인 남녀의 영양소 섭취량에서의 개인간 변이와 개인내 변이)

  • Kwon Eun Sil;Ahn YounJhin;Shim Jae Eun;Paik HeeYoung;Park Chan;Kimm Kuchan;Ju Young Su;Kim Dong Hyun
    • Journal of Nutrition and Health
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    • v.37 no.10
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    • pp.917-927
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    • 2004
  • This study was performed to examine component of variance in nutrient intakes and to estimate the level of accuracy with varying degree of precision in order to achieve estimates of usual nutrient intakes. Three-day dietary records including both weekdays and weekends were collected every 4 season over a I-year period from 36 males and 93 females aged 40 - 65 y. For each nutrient, we partitioned total intake variance into weekly (weekday vs weekend), seasonal, within- and between- individual variation as components of variance, using analysis of variance. It was found that major components of variance were within- and between-individual variation. Particularly, within-individual variation (57.2 - 87.1 %) was greater than between-individual variation (12.2 - 37.4%) for all nutrients. Weekly and seasonal variation contributed small components of variance for most nutrients. For protein, fat and carbohydrate, there were a little significant weekly variation (0.00 - 1.35%) in females but not in males. For some micronutrients, there were moderately significant seasonal variation (0.15 - 5.48%) in both sexes. Ratio of within- to between- individual variation ranged 1.4 (vitamin B$_2$) -4.5 (vitamin B$_1$) in males and 1.6 (carbohydrate) -2.9 (fat) in females. With total 12-day dietary records data, the maximum percentage deviation of observed intakes from usual (true) intakes ranged 12-37%. To estimate usual individual intakes within 20% of the true mean with 90% confidence level, 3 - 9 days of dietary survey were required for energy, protein, carbohydrate, phosphorus and iron, 13 - 19 days for fat and calcium, 25 - 29 days for vitamin A and vitamin C. Correlation coefficients between observed and true nutrient intakes were 0.71 - 0.91 for males, 0.81-0.91 for females. In conclusion, mean intakes of several nutrients can be reliably measured with the record method, using a limited number of days. Both nutrients of interest and the primary objectives should be taken account when planning method of assessment and number of replicates.

Robust Optimization of the Solenoid Assembly in Electromagnetic Limited Slip Differential by Considering the Uncertainties in Machining Variables (가공변수의 불확실성을 고려한 전자제어식 차동제한장치 솔레노이드 어셈블리의 강건 최적설계)

  • Oh, Sang-Kyun;Lee, Kwang-Ki;Suh, Chang-Hee;Jung, Yun-Chul;Kim, Young-Suk
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.35 no.10
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    • pp.1307-1313
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    • 2011
  • The mechanical limited slip differential (LSD) in vehicles is being replaced by the electromagnetic LSD because of its fast response and better active control characteristics. The coil housing made of STS 304 is one of the most important parts in the solenoid assembly of the electromagnetic LSD. High geometrical accuracy is a prerequisite for the manufacture of such coil housings, but precision machining is difficult because of the use of STS 304 thin plate and the variance in machining variables. The aim of this study is to optimize the mean and variance of the shape accuracy in the coil housing by finding a robust solution for the machining process conditions. The mean and standard deviation of the jaw contact pressure, cutting speed, and feed rate are considered to be the major parameters for minimizing the geometrical mean and variance. The response surface model based on the second-order Taylor series is combined together to minimize the mean and variance of the shape accuracy of the coil housing.

Optimal step stress accelerated life tests for the exponential distribution under periodic inspection and type I censoring

  • Moon, Gyoung-Ae;Park, Yong-Kil
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.6
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    • pp.1169-1175
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    • 2009
  • In this paper, the inferences of data obtained from periodic inspection and type I censoring for the step-stress accelerated life test are studied. The exponential distribution with a failure rate function that a log-linear function of stress and the tampered failure rate model are considered. The maximum likelihood estimators of the model parameters are estimated and also the optimal stress change time which minimize the asymptotic variance of maximum likelihood estimators of parameters is determined. A numerical example will be given to illustrate the proposed inferential procedures and the sensitivity of the asymptotic variance of the estimated mean by the guessed parameters is investigated.

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Development of a Simplified Statistical Methodology for Nuclear Fuel Rod Internal Pressure Calculation

  • Kim, Kyu-Tae;Kim, Oh-Hwan
    • Nuclear Engineering and Technology
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    • v.31 no.3
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    • pp.257-266
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    • 1999
  • A simplified statistical methodology is developed in order to both reduce over-conservatism of deterministic methodologies employed for PWR fuel rod internal pressure (RIP) calculation and simplify the complicated calculation procedure of the widely used statistical methodology which employs the response surface method and Monte Carlo simulation. The simplified statistical methodology employs the system moment method with a deterministic approach in determining the maximum variance of RIP The maximum RIP variance is determined with the square sum of each maximum value of a mean RIP value times a RIP sensitivity factor for all input variables considered. This approach makes this simplified statistical methodology much more efficient in the routine reload core design analysis since it eliminates the numerous calculations required for the power history-dependent RIP variance determination. This simplified statistical methodology is shown to be more conservative in generating RIP distribution than the widely used statistical methodology. Comparison of the significances of each input variable to RIP indicates that fission gas release model is the most significant input variable.

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