• Title/Summary/Keyword: modified power series distribution

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MISCLASSIFICATION IN SIZE-BIASED MODIFIED POWER SERIES DISTRIBUTION AND ITS APPLICATIONS

  • Hassan, Anwar;Ahmad, Peer Bilal
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.13 no.1
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    • pp.55-72
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    • 2009
  • A misclassified size-biased modified power series distribution (MSBMPSD) where some of the observations corresponding to x = c + 1 are misclassified as x = c with probability $\alpha$, is defined. We obtain its recurrence relations among the raw moments, the central moments and the factorial moments. Discussion of the effect of the misclassification on the variance is considered. To illustrate the situation under consideration some of its particular cases like the size-biased generalized negative binomial (SBGNB), the size-biased generalized Poisson (SBGP) and sizebiased Borel distributions are included. Finally, an example is presented for the size-biased generalized Poisson distribution to illustrate the results.

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The Changing Financial Properties of KSE Listed Companies -Focusing on the Modified Jones Model- (상장기업의 재무적 특성 변화 분석 -수정 Jones 모형을 중심으로-)

  • Ko, Young-Woo
    • Journal of Digital Convergence
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    • v.19 no.5
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    • pp.241-247
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    • 2021
  • This study analyzed the changes in explanatory power of the modified Jones model(1995) for estimating the amount of accruals for Korean Stock Market listed companies from 1990 to 2019. We hypothesized that if the properties of financial variables used in the existing model change over time or change in discretionary ratios, the model's explanatory power will change. As the result of regression models, I found that the explanatory power of the modified Jones model(1995) gradually declined over time. The results may be derived from the increase in accruals itself and the changes in the distribution of variables contained in the model. The results of this research's chronological approach are expected to give important implications to both academic researchers and accounting information users.

An Efficient Control Strategy Based Multi Converter UPQC using with Fuzzy Logic Controller for Power Quality Problems

  • Paduchuri, Chandra Babu;Dash, Subhransu Sekhar;Subramani, C.;Kiran, S. Harish
    • Journal of Electrical Engineering and Technology
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    • v.10 no.1
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    • pp.379-387
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    • 2015
  • A custom power device provides an integrated solution to the present problems that are faced by the utilities and power distribution. In this paper, a new controller is designed which is connected to a multiconverter unified power quality conditioner (MC-UPQC) for improving the power quality issues adopted modified synchronous reference frame (MSRF) theory with Fuzzy logic control (FLC) technique. This newly designed controller is connected to a source in order to compensate voltage and current in two feeders. The expanded concept of UPQC is multi converter-UPQC; this system has a two-series voltage source inverter and one shunt voltage source inverter connected back to back. This configuration will helps mitigate any type of voltage / current fluctuations and power factor correction in power distribution network to improve power quality issues. In the proposed system the power can be conveyed from one feeder to another in order to mitigate the voltage sag, swell, interruption and transient response of the system. The control strategies of multi converter- UPQC are designed based on the modified synchronous reference frame theory with fuzzy logic controller. The fast dynamics response of dc link capacitor is achieved with the help of Fuzzy logic controller. Different types of fault conditions are taken and simulated for the analysis and the results are compared with the conventional method. The relevant simulation and compensation performance analysis of the proposed multi converter-UPQC with fuzzy logic controller is performed.

A Modified SDB Technology and Its Application to High-Power Semiconductor Devices (새로운 SDB 기술과 대용량 반도체소자에의 응용)

  • Kim, E.D.;Park, J.M.;Kim, S.C.;Min, M.G.;Lee, Y.S.;Song, J.K.;Kostina, A. L.
    • Proceedings of the KIEE Conference
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    • 1995.11a
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    • pp.348-351
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    • 1995
  • A modified silicon direct bonding method has been developed alloying an intimate contact between grooved and smooth mirror-polished oxide-free silicon wafers. A regular set of grooves was formed during preparation of heavily doped $p^+$-type grid network by oxide-masking und boron diffusion. Void-free bonded interfaces with filing of the grooves were observed by x-ray diffraction topography, infrared, optical. and scanning electron microscope techniques. The presence of regularly formed grooves in bending plane results in the substantial decrease of dislocation over large areas near the interface. Moreover two strongly misoriented waters could be successfully bonded by new technique. Diodes with bonded a pn-junction yielded a value of the ideality factor n about 1.5 and the uniform distribution of series resistance over the whole area of horded pn-structure. The suitability of the modified technique was confirmed by I - V characteristics of power diodes and reversly switched-on dynistor(RSD) with a working area about $12cm^2$. Both devices demonstrated breakdown voltages close to the calculation values.

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Optimization Design for Dynamic Characters of Electromagnetic Apparatus Based on Niche Sorting Multi-objective Particle Swarm Algorithm

  • Xu, Le;You, Jiaxin;Yu, Haidan;Liang, Huimin
    • Journal of Magnetics
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    • v.21 no.4
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    • pp.660-665
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    • 2016
  • The electromagnetic apparatus plays an important role in high power electrical systems. It is of great importance to provide an effective approach for the optimization of the high power electromagnetic apparatus. However, premature convergence and few Pareto solution set of the optimization for electromagnetic apparatus always happen. This paper proposed a modified multi-objective particle swarm optimization algorithm based on the niche sorting strategy. Applying to the modified algorithm, this paper guarantee the better Pareto optimal front with an enhanced distribution. Aiming at shortcomings in the closing bounce and slow breaking velocity of electromagnetic apparatus, the multi-objective optimization model was established on the basis of the traditional optimization. Besides, by means of the improved multi-objective particle swarm optimization algorithm, this paper processed the model and obtained a series of optimized parameters (decision variables). Compared with other different classical algorithms, the modified algorithm has a satisfactory performance in the multi-objective optimization problems in the electromagnetic apparatus.

Level Shifts and Long-term Memory in Stock Distribution Markets (주식유통시장의 층위이동과 장기기억과정)

  • Chung, Jin-Taek
    • Journal of Distribution Science
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    • v.14 no.1
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    • pp.93-102
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    • 2016
  • Purpose - The purpose of paper is studying the static and dynamic side for long-term memory storage properties, and increase the explanatory power regarding the long-term memory process by looking at the long-term storage attributes, Korea Composite Stock Price Index. The reason for the use of GPH statistic is to derive the modified statistic Korea's stock market, and to research a process of long-term memory. Research design, data, and methodology - Level shifts were subjected to be an empirical analysis by applying the GPH method. It has been modified by taking into account the daily log return of the Korea Composite Stock Price Index a. The Data, used for the stock market to analyze whether deciding the action by the long-term memory process, yield daily stock price index of the Korea Composite Stock Price Index and the rate of return a log. The studies were proceeded with long-term memory and long-term semiparametric method in deriving the long-term memory estimators. Chapter 2 examines the leading research, and Chapter 3 describes the long-term memory processes and estimation methods. GPH statistics induced modifications of statistics and discussed Whittle statistic. Chapter 4 used Korea Composite Stock Price Index to estimate the long-term memory process parameters. Chapter 6 presents the conclusions and implications. Results - If the price of the time series is generated by the abnormal process, it may be located in long-term memory by a time series. However, test results by price fixed GPH method is not followed by long-term memory process or fractional differential process. In the case of the time-series level shift, the present test method for a long-term memory processes has a considerable amount of bias, and there exists a structural change in the stock distribution market. This structural change has implications in level shift. Stratum level shift assays are not considered as shifted strata. They exist distinctly in the stock secondary market as bias, and are presented in the test statistic of non-long-term memory process. It also generates an error as a long-term memory that could lead to false results. Conclusions - Changes in long-term memory characteristics associated with level shift present the following two suggestions. One, if any impact outside is flowed for a long period of time, we can know that the long-term memory processes have characteristic of the average return gradually. When the investor makes an investment, the same reasoning applies to him in the light of the characteristics of the long-term memory. It is suggested that when investors make decisions on investment, it is necessary to consider the characters of the long-term storage in reference with causing investors to increase the uncertainty and potential. The other one is the thing which must be considered variously according to time-series. The research for price-earnings ratio and investment risk should be composed of the long-term memory characters, and it would have more predictability.

A Fourier sine series solution of static and dynamic response of nano/micro-scaled FG rod under torsional effect

  • Civalek, Omer;Uzun, Busra;Yayli, M. Ozgur
    • Advances in nano research
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    • v.12 no.5
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    • pp.467-482
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    • 2022
  • In the current work, static and free torsional vibration of functionally graded (FG) nanorods are investigated using Fourier sine series. The boundary conditions are described by the two elastic torsional springs at the ends. The distribution of functionally graded material is considered using a power-law rule. The systems of equations of the mechanical response of nanorods subjected to deformable boundary conditions are achieved by using the modified couple stress theory (MCST) and taking the effects of torsional springs into account. The idea of the study is to construct an eigen value problem involving the torsional spring parameters with small scale parameter and functionally graded index. This article investigates the size dependent free torsional vibration based on the MCST of functionally graded nano/micro rods with deformable boundary conditions using a Fourier sine series solution for the first time. The eigen value problem is constructed using the Stokes' transform to deformable boundary conditions and also the convergence and accuracy of the present methodology are discussed in various numerical examples. The small size coefficient influence on the free torsional vibration characteristics is studied from the point of different parameters for both deformable and rigid boundary conditions. It shows that the torsional vibrational response of functionally graded nanorods are effected by geometry, small size effects, boundary conditions and material composition. Furthermore, for all deformable boundary conditions in the event of nano-sized FG nanorods, the incrementing of the small size parameters leads to increas the torsional frequencies.

A Study of Air Freight Forecasting Using the ARIMA Model (ARIMA 모델을 이용한 항공운임예측에 관한 연구)

  • Suh, Sang-Sok;Park, Jong-Woo;Song, Gwangsuk;Cho, Seung-Gyun
    • Journal of Distribution Science
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    • v.12 no.2
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    • pp.59-71
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    • 2014
  • Purpose - In recent years, many firms have attempted various approaches to cope with the continual increase of aviation transportation. The previous research into freight charge forecasting models has focused on regression analyses using a few influence factors to calculate the future price. However, these approaches have limitations that make them difficult to apply into practice: They cannot respond promptly to small price changes and their predictive power is relatively low. Therefore, the current study proposes a freight charge-forecasting model using time series data instead a regression approach. The main purposes of this study can thus be summarized as follows. First, a proper model for freight charge using the autoregressive integrated moving average (ARIMA) model, which is mainly used for time series forecast, is presented. Second, a modified ARIMA model for freight charge prediction and the standard process of determining freight charge based on the model is presented. Third, a straightforward freight charge prediction model for practitioners to apply and utilize is presented. Research design, data, and methodology - To develop a new freight charge model, this study proposes the ARIMAC(p,q) model, which applies time difference constantly to address the correlation coefficient (autocorrelation function and partial autocorrelation function) problem as it appears in the ARIMA(p,q) model and materialize an error-adjusted ARIMAC(p,q). Cargo Account Settlement Systems (CASS) data from the International Air Transport Association (IATA) are used to predict the air freight charge. In the modeling, freight charge data for 72 months (from January 2006 to December 2011) are used for the training set, and a prediction interval of 23 months (from January 2012 to November 2013) is used for the validation set. The freight charge from November 2012 to November 2013 is predicted for three routes - Los Angeles, Miami, and Vienna - and the accuracy of the prediction interval is analyzed using mean absolute percentage error (MAPE). Results - The result of the proposed model shows better accuracy of prediction because the MAPE of the error-adjusted ARIMAC model is 10% and the MAPE of ARIMAC is 11.2% for the L.A. route. For the Miami route, the proposed model also shows slightly better accuracy in that the MAPE of the error-adjusted ARIMAC model is 3.5%, while that of ARIMAC is 3.7%. However, for the Vienna route, the accuracy of ARIMAC is better because the MAPE of ARIMAC is 14.5% and the MAPE of the error-adjusted ARIMAC model is 15.7%. Conclusions - The accuracy of the error-adjusted ARIMAC model appears better when a route's freight charge variance is large, and the accuracy of ARIMA is better when the freight charge variance is small or has a trend of ascent or descent. From the results, it can be concluded that the ARIMAC model, which uses moving averages, has less predictive power for small price changes, while the error-adjusted ARIMAC model, which uses error correction, has the advantage of being able to respond to price changes quickly.