• Title/Summary/Keyword: order parameter

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Identification of ARMAX Model and Linear Estimation Algorithm for Structural Dynamic Characteristics Analysis (구조동특성해석을 위한 ARMAX 모형의 식별과 선형추정 알고리즘)

  • Choe, Eui-Jung;Lee, Sang-Jo
    • Journal of the Korean Society for Precision Engineering
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    • v.16 no.7
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    • pp.178-187
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    • 1999
  • In order to identify a transfer function model with noise, penalty function method has been widely used. In this method, estimation process for possible model parameters from low to higher order proceeds the model identification process. In this study, based on linear estimation method, a new approach unifying the estimation and the identification of ARMAX model is proposed. For the parameter estimation of a transfer function model with noise, linear estimation method by noise separation is suggested instead of nonlinear estimation method. The feasibility of the proposed model identification and estimation method is verified through simulations, namely by applying the method to time series model. In the case of time series model with noise, the proposed method successfully identifies the transfer function model with noise without going through model parameter identification process in advance. A new algorithm effectively achieving model identification and parameter estimation in unified frame has been proposed. This approach is different from the conventional method used for identification of ARMAX model which needs separate parameter estimation and model identification processes. The consistency and the accuracy of the proposed method has been verified through simulations.

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Study on the flood frequency analysis for the annual exceedance series -Centering along the Geum River basin- (연초과치 계열의 홍수빈도 분석에 관한 연구 -금강유역을 중심으로-)

  • 박영근;이순혁
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.24 no.1
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    • pp.53-62
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    • 1982
  • This study was attempted to find best fitted distribution and the equations for probable maximum flow with the evaluation of parameters by the method of moment for the rat- ional design of hydraulic structures in the annual exceedance series. Six subwatersheds were selected as studying basins along Geum River basin. The results obtained through this study were analyzed and summarized as follows. 1. Fitted probability distribution was showed in the order of Three Parameter Lognorm al, Type 1 Extremal, Exponential, Pearson Type III, and Log Pearson Type I distribu- tion as the results of x$^2$ goodness of fit test. 2. Kolmogorov-Smirnov test showed in the order of Three Parameter Lognormal, Exp- onential' Pearson Type III, Log Pearson Type III and Type 1 Extremal distribution for the fitted probability distribution. 3. It can be concluded that Three parameter Lognormal distribution is a best fitted one among some other distributions out of respect for each both tests. An Exponential distribution was proposed as a suitable one by Chow, V.T. showeci lower fittness than that of Three Parameter Lognormal in Geum River basin. 5. Probable flood flow equations followins the return periods for each station were obt- ained by Three Parameter Lognormal distribution. 6. It is urgently essential that best fitted probability distribution should be established for the annual exceedance series in the main river systems of Korea.

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Catchment Responses in Time and Space to Parameter Uncertainty in Distributed Rainfall-Runoff Modeling (분포형 강우-유출 모형의 매개변수 불확실성에 대한 시.공간적 유역 응답)

  • Lee, Gi-Ha;Takara, Kaoru;Tachikawa, Yasuto;Sayama, Takahiro
    • Proceedings of the Korea Water Resources Association Conference
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    • 2009.05a
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    • pp.2215-2219
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    • 2009
  • For model calibration in rainfall-runoff modeling, streamflow data at a specific outlet is obviously required but is not sufficient to identify parameters of a model since numerous parameter combinations can result in very similar model performance measures (i.e. objective functions) and indistinguishable simulated hydrographs. This phenomenon has been called 'equifinality' due to inherent parameter uncertainty involved in rainfall-runoff modeling. This study aims to investigate catchment responses in time and space to various uncertain parameter sets in distributed rainfall-runoff modeling. Seven plausible (or behavioral) parameter sets, which guarantee identically-good model performances, were sampled using deterministic and stochastic optimization methods entitled SCE and SCEM, respectively. Then, we applied them to a computational tracer method linked with a distributed rainfall-runoff model in order to trace and visualize potential origins of streamflow at a catchment outlet. The results showed that all hydrograph simulations based on the plausible parameter sets were performed equally well while internal catchment responses to them showed totally different aspects; different parameter values led to different distributions with respect to the streamflow origins in space and time despite identical simulated hydrographs. Additional information provided by the computational tracer method may be utilized as a complementary constraint for filtering out non-physical parameter set(s) (or reducing parameter uncertainty) in distributed rainfall-runoff modeling.

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The Explicitly Quasi-linear Relation Between the Order Parameter and Normalized Birefringence of Aligned Uniaxially Anisotropic Molecules Determined Using a Numerical Method (수치해석적인 방법으로 규명한 정렬된 단축이방성 분자들의 질서변수와 상대 복굴절의 준선형 관계식)

  • Kim, Sang Youl
    • Korean Journal of Optics and Photonics
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    • v.27 no.6
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    • pp.223-228
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    • 2016
  • The birefringence of distributed, uniaxially anisotropic molecules like liquid crystals is calculated as the degree of ordering is varied. The relation between the normalized birefringence ${\Delta}n_{rel}$ and the orientational order parameter S is investigated. The distribution function, which enables one to monitor the degree of ordering of liquid crystals including randomly distributed ones, is introduced. Using this distribution function, a series of distributed liquid crystals with order parameters ranging from 0 to 1 are generated, and ${\Delta}n_{rel}$ and S of the correspondingly distributed liquid crystals are calculated. Based on the calculated data, it is revealed that ${\Delta}n_{rel}$ and S satisfy the quasi-linear relation of $S=(1+a){\Delta}n_{rel}-a{\Delta}n^2_{rel}$, where a can be approximated as $n_o{\frac{{\Delta}n}{4}}$. The anisotropy of molecular polarizability is also calculated, using the birefringence, and separately following Vuks' method and Neugebauer's method, and it is shown that the relations between S and the molecular-polarizability anisotropy are also quasi-linear.

Noninformative priors for Pareto distribution

  • Kim, Dal-Ho;Kang, Sang-Gil;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.6
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    • pp.1213-1223
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    • 2009
  • In this paper, we develop noninformative priors for two parameter Pareto distribution. Specially, we derive Jereys' prior, probability matching prior and reference prior for the parameter of interest. In our case, the probability matching prior is only a first order matching prior and there does not exist a second order matching prior. Some simulation reveals that the matching prior performs better to achieve the coverage probability. A real example is also considered.

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Noninformative Priors for the Common Shape Parameter in the Gamma Distributions

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • v.18 no.1
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    • pp.247-257
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    • 2007
  • In this paper, we develop the noninformative priors for the common shape parameter in the gamma distributions. We develop the matching priors and reveal that the second order matching prior does not exist. It turns out that the one-at-a-time reference prior and the two group reference prior satisfy a first order probability matching criterion. Some simulation study is peformed.

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NONINFORMATIVE PRIORS FOR PARETO DISTRIBUTION : REGULAR CASE

  • Kim, Dal-Ho;Lee, Woo-Dong;Kang, Sang-Gil
    • 한국데이터정보과학회:학술대회논문집
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    • 2003.05a
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    • pp.27-37
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    • 2003
  • In this paper, we develop noninformative priors for two parameter Pareto distribution. Specially, we derive Jeffrey's prior, probability matching prior and reference prior for the parameter of interest. In our case, the probability matching prior is only a first order and there does not exist a second order matching prior. Some simulation reveals that the matching prior performs better to achieve the coverage probability. And a real example will be given.

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Goodness-of-fit Test for Rayleigh Distribution

  • Sultan, K.S.
    • International Journal of Reliability and Applications
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    • v.8 no.1
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    • pp.41-51
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    • 2007
  • In this paper, we use the moments of order statistics derived by Lieblein (1955) to develop the correlation goodness-of-fit test for the Rayleigh distribution. In such we simulate the percentage points of the test statistics for the one-parameter and two-parameter cases. In addition, we calculate the power of the proposed tests based on some alterative distributions. Finally, we apply the procedures developed in the paper to some real data.

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A model of adsorption of liquid crystal on the polymer surface based on the analysis of the surface alignment of the adsorbed layer

  • Oh, Se-Jun;Miyashita, Tetsuya;Uchida, Tatsuo
    • 한국정보디스플레이학회:학술대회논문집
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    • 2009.10a
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    • pp.940-941
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    • 2009
  • The adsorption strength of liquid crystal molecules on the polymer surface was compared measuring temperature dependence of retardation above Nematic-Isotoropic transition temperature ($T_{NI}$). The relationship between surface order parameter and adsorption strength on the polymer surface was discussed.

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Nonlocal free vibration analysis of a doubly curved piezoelectric nano shell

  • Arefi, Mohammad
    • Steel and Composite Structures
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    • v.27 no.4
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    • pp.479-493
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    • 2018
  • In this paper nonlocal free vibration analysis of a doubly curved piezoelectric nano shell is studied. First order shear deformation theory and nonlocal elasticity theory is employed to derive governing equations of motion based on Hamilton's principle. The doubly curved piezoelectric nano shell is resting on Pasternak's foundation. A parametric study is presented to investigate the influence of significant parameters such as nonlocal parameter, two radii of curvature, and ratio of radius to thickness on the fundamental frequency of doubly curved piezoelectric nano shell.