• Title/Summary/Keyword: multivariate simulation

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STOCHASTIC SIMULATION OF DAILY WEATHER VARIABLES

  • Lee, Ju-Young;Kelly brumbelow, Kelly-Brumbelow
    • Water Engineering Research
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    • v.4 no.3
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    • pp.111-126
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    • 2003
  • Meteorological data are often needed to evaluate the long-term effects of proposed hydrologic changes. The evaluation is frequently undertaken using deterministic mathematical models that require daily weather data as input including precipitation amount, maximum and minimum temperature, relative humidity, solar radiation and wind speed. Stochastic generation of the required weather data offers alternative to the use of observed weather records. The precipitation is modeled by a Markov Chain-exponential model. The other variables are generated by multivariate model with means and standard deviations of the variables conditioned on the wet or dry status of the day as determined by the precipitation model. Ultimately, the objective of this paper is to compare Richardson's model and the improved weather generation model in their ability to provide daily weather data for the crop model to study potential impacts of climate change on the irrigation needs and crop yield. However this paper does not refer to the improved weather generation model and the crop model. The new weather generation model improved will be introduced in the Journal of KWRA.

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Reject Inference of Incomplete Data Using a Normal Mixture Model

  • Song, Ju-Won
    • The Korean Journal of Applied Statistics
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    • v.24 no.2
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    • pp.425-433
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    • 2011
  • Reject inference in credit scoring is a statistical approach to adjust for nonrandom sample bias due to rejected applicants. Function estimation approaches are based on the assumption that rejected applicants are not necessary to be included in the estimation, when the missing data mechanism is missing at random. On the other hand, the density estimation approach by using mixture models indicates that reject inference should include rejected applicants in the model. When mixture models are chosen for reject inference, it is often assumed that data follow a normal distribution. If data include missing values, an application of the normal mixture model to fully observed cases may cause another sample bias due to missing values. We extend reject inference by a multivariate normal mixture model to handle incomplete characteristic variables. A simulation study shows that inclusion of incomplete characteristic variables outperforms the function estimation approaches.

Variable Selection with Nonconcave Penalty Function on Reduced-Rank Regression

  • Jung, Sang Yong;Park, Chongsun
    • Communications for Statistical Applications and Methods
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    • v.22 no.1
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    • pp.41-54
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    • 2015
  • In this article, we propose nonconcave penalties on a reduced-rank regression model to select variables and estimate coefficients simultaneously. We apply HARD (hard thresholding) and SCAD (smoothly clipped absolute deviation) symmetric penalty functions with singularities at the origin, and bounded by a constant to reduce bias. In our simulation study and real data analysis, the new method is compared with an existing variable selection method using $L_1$ penalty that exhibits competitive performance in prediction and variable selection. Instead of using only one type of penalty function, we use two or three penalty functions simultaneously and take advantages of various types of penalty functions together to select relevant predictors and estimation to improve the overall performance of model fitting.

Visualization of Internal Electric Field on Plasma (플라즈마 내부 전기장 가시화)

  • Shin, Han Sol;Yu, Tae Jun;Lee, Kun
    • Journal of Korea Multimedia Society
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    • v.19 no.1
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    • pp.80-85
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    • 2016
  • It costs high in both memory usage and time consuming to sample the space to compute charge density and calculate electric field on that with large size of plasma data. In real-time and interactive application, accelerating the compute time is critical problem. In this paper, we suggest new method to visualize electric field by using convolution theorem, and the parallel computing to accelerate computing time by using GPGPU. We conduct a simulation that compare running time between the methods with convolution and without convolution. We discussed the method of visualization of multivariate data in three dimensional space using colored volume rendering and surface construction.

Control of a mobile robot using a self-tuning controller (적응 제어기를 이용한 자율 운반체 제어)

  • 이기성;신동호
    • 제어로봇시스템학회:학술대회논문집
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    • 1993.10a
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    • pp.20-25
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    • 1993
  • The control of the motion of a mobile robot is studied. The driving and steering motor assembly is located in the front of the mobile robot. The position of the mobile robot is determined by the steering angle and driving distance. For the controller design, a time-series multivariate model of the autogressive exogenous (ARX) type is used to describe the input-output relation. The discounted least square method is used to estimate parameters of the time-series model. A self-tuning controller is so designed that the position of the center of the mobile robot track the given trajectory. Simulation result controlled by a self-tuning controller is presented to illustrate the approach.

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Estimation of Pure Component Fractions in a Mixture Using Independent Component Analysis (독립성분분석을 이용한 혼합물내의 순수물질 구성비 추정)

  • Jeon Chi-Hyeok;Lee Hye-Seon;Park Hae-Sang;Hong Jae-Hwa
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2006.05a
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    • pp.1066-1070
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    • 2006
  • Independent component analysis (ICA) is a statistical method for linearly transforming observed high-dimensional multivariate data into several statistically independent components. ICA has gained wide-spread attention in a variety of fields including spectrum application. We focus on the application of ICA for separating independent sources from a set of mixtures and estimating their fractions in a mixture. The proposed method of estimating fractions is based on the regression model subject to the non-negativity constraint on coefficients. Simulation experiments are performed to demonstrate the performance of the proposed approach.

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A Performance Comparison of Cluster Validity Indices based on K-means Algorithm (K-means 알고리즘 기반 클러스터링 인덱스 비교 연구)

  • Shim, Yo-Sung;Chung, Ji-Won;Choi, In-Chan
    • Asia pacific journal of information systems
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    • v.16 no.1
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    • pp.127-144
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    • 2006
  • The K-means algorithm is widely used at the initial stage of data analysis in data mining process, partly because of its low time complexity and the simplicity of practical implementation. Cluster validity indices are used along with the algorithm in order to determine the number of clusters as well as the clustering results of datasets. In this paper, we present a performance comparison of sixteen indices, which are selected from forty indices in literature, while considering their applicability to nonhierarchical clustering algorithms. Data sets used in the experiment are generated based on multivariate normal distribution. In particular, four error types including standardization, outlier generation, error perturbation, and noise dimension addition are considered in the comparison. Through the experiment the effects of varying number of points, attributes, and clusters on the performance are analyzed. The result of the simulation experiment shows that Calinski and Harabasz index performs the best through the all datasets and that Davis and Bouldin index becomes a strong competitor as the number of points increases in dataset.

A Dual Problem of Calibration of Design Weights Based on Multi-Auxiliary Variables

  • Al-Jararha, J.
    • Communications for Statistical Applications and Methods
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    • v.22 no.2
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    • pp.137-146
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    • 2015
  • Singh (2013) considered the dual problem to the calibration of design weights to obtain a new generalized linear regression estimator (GREG) for the finite population total. In this work, we have made an attempt to suggest a way to use the dual calibration of the design weights in case of multi-auxiliary variables; in other words, we have made an attempt to give an answer to the concern in Remark 2 of Singh (2013) work. The same idea is also used to generalize the GREG estimator proposed by Deville and S$\ddot{a}$rndal (1992). It is not an easy task to find the optimum values of the parameters appear in our approach; therefore, few suggestions are mentioned to select values for such parameters based on a random sample. Based on real data set and under simple random sampling without replacement design, our approach is compared with other approaches mentioned in this paper and for different sample sizes. Simulation results show that all estimators have negligible relative bias, and the multivariate case of Singh (2013) estimator is more efficient than other estimators.

Parallelism Test of Slope in Simple Linear Regression Models (회귀모형의 기울기에 대한 품행성 검정)

  • Park, Hyun-Wook;Kim, Dong-Jae
    • Communications for Statistical Applications and Methods
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    • v.16 no.1
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    • pp.75-83
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    • 2009
  • Parallelism tests are proposed for slope in the simple linear regression models. In this paper, we suggest the parametric test using HSD testing method (Tukey,1953) and distribution-free test using Kruskal-wallis (1952) for more than three slopes. Monte Carlo simulation study is adapted to compare the power of the proposed methods with Wilks' Lambda multivariate procedure.

On the Feasibility of Interference Alignment in the Cellular Network

  • Chen, Hua;Wu, Shan;Hu, Ping;Xu, Zhudi
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.11 no.11
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    • pp.5324-5337
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    • 2017
  • In this paper, we investigate the feasibility of interference alignment(IA) in signal space in the scenario of multiple cell and multiple user cellular networks, as the feasibility issue is closely related to the solvability of a multivariate polynomial system, we give the mathematical analysis to support the constraint condition obtained from the polynomial equations with the tools of algebraic geometry, and a new distribute IA algorithm is also provided to verify the accessibility of the constraint condition for symmetric system in this paper. Simulation results illustrate that the accessibility of the constraint condition is hold if and only if the degree of freedom(DoF) of each user can be divided by both the transmit and receive antenna numbers.