• 제목/요약/키워드: random variation

검색결과 623건 처리시간 0.028초

Dynamic linear mixed models with ARMA covariance matrix

  • Han, Eun-Jeong;Lee, Keunbaik
    • Communications for Statistical Applications and Methods
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    • 제23권6호
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    • pp.575-585
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    • 2016
  • Longitudinal studies repeatedly measure outcomes over time. Therefore, repeated measurements are serially correlated from same subject (within-subject variation) and there is also variation between subjects (between-subject variation). The serial correlation and the between-subject variation must be taken into account to make proper inference on covariate effects (Diggle et al., 2002). However, estimation of the covariance matrix is challenging because of many parameters and positive definiteness of the matrix. To overcome these limitations, we propose autoregressive moving average Cholesky decomposition (ARMACD) for the linear mixed models. The ARMACD allows a class of flexible, nonstationary, and heteroscedastic models that exploits the structure allowed by combining the AR and MA modeling of the random effects covariance matrix. We analyze a real dataset to illustrate our proposed methods.

군간-군내-부품내 변동을 고려한 Gage R&R 분석에 관한 연구 (A Study of Gage R&R Analysis Considering the Variations of Between-Within Group and Within Part)

  • 이승훈;이창우
    • 한국경영과학회:학술대회논문집
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    • 한국경영과학회/대한산업공학회 2005년도 춘계공동학술대회 발표논문
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    • pp.975-982
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    • 2005
  • The purpose of the Gage R&R study is to determine whether a measurement system is adequate for monitoring a process. If the measurement system variation is small relative to the process variation, then the measurement system is deemed 'adequate'. The sources of variation associated with the measurement system are compared using an analysis of variance (ANOVA) model, in general. A typical ANOVA model used in a standard Gage R&R study is the two-factor random effect model. Then, the ANOVA partitions the total variation into three categories: repeatability, reproducibility, part variation. However, if the process variation possesses the between group variation, within group variation, and within-part variation, these variations can cause the measurement system evaluation to provide misleading results. That is, in the standard Gage R&R study these variations affect the estimate of repeatability, reproducibility, or both. This paper presents a four-factor nested factorial ANOVA model which explicitly considers these variations for the Gage R&R study. The variance component estimates are derived by setting the EMS equations equal to the corresponding mean square from the ANOVA table and solving. And the proposed model is compared with the standard Gage R&R model.

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최대하중조건에 따른 Mg-Al-Zn 합금의 확률변수 잔차를 이용한 확률론적 피로균열전파모델 평가 (Evaluation of Probabilistic Fatigue Crack Propagation Models in Mg-Al-Zn Alloys Under Maximum Load Conditions Using Residual of Random Variable)

  • 최선순
    • 대한기계학회논문집A
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    • 제39권1호
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    • pp.63-69
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    • 2015
  • 본 논문의 주 목적은 최대하중조건을 변화시키면서 확률변수의 잔차를 이용하여 확률론적 피로균열전파모델들을 평가하고, Mg-Al-Zn 합금의 피로균열성장거동의 변동성을 묘사하기에 적합한 확률론적 모델을 제시하는 것이다. 평가에 사용된 모델은 피로균열성장의 변동성을 나타내기 위하여 실험적 피로균열전파모델인 Paris-Erdogan 모델, Walker 모델, Forman 모델과 수정 Forman 모델에 확률변수를 도입한 모델이다. 최대하중조건에 따른 Mg-Al-Zn 합금의 피로균열전파거동의 확률적 변동성을 묘사하기에 적합한 모델은 '확률론적 Paris-Erdogan 모델'과 '확률론적 Walker 모델'임을 밝혔으며, 최대하중조건이 피로균열성장의 확률적 변동성에 미치는 영향 또한 고찰하였다.

Response of anisotropic porous layered media with uncertain soil parameters to shear body-and Love-waves

  • Sadouki, Amina;Harichane, Zamila;Elachachi, Sidi Mohammed;Erken, Ayfer
    • Earthquakes and Structures
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    • 제14권4호
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    • pp.313-322
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    • 2018
  • The present study is dedicated to investigate the SH body-as well as Love-waves propagation effects in porous media with uncertain porosity and permeability. A unified formulation of the governing equations for one-dimensional (1-D) wave propagation in anisotropic porous layered media is presented deterministically. The uncertainties around the above two cited parameters are taken into account by random fields with the help of Monte Carlo Simulations (MCS). Random samples of the porosity and the permeability are generated according to the normal and lognormal distribution functions, respectively, with a mean value and a coefficient of variation for each one of the two parameters. After performing several thousands of samples, the mathematical expectation (mean) of the solution of the wave propagation equations in terms of amplification functions for SH waves and in terms of dispersion equation for Love-waves are obtained. The limits of the Love wave velocity in a porous soil layer overlaying a homogeneous half-space are obtained where it is found that random variations of porosity change the zeros of the wave equation. Also, the increase of uncertainties in the porosity (high coefficient of variation) decreases the mean amplification function amplitudes and shifts the fundamental frequencies. However, no effects are observed on both Love wave dispersion and amplification function for random variations of permeability. Lastly, the present approach is applied to a case study in the Adapazari town basin so that to estimate ground motion accelerations lacked in the fast-growing during the main shock of the damaging 1999 Kocaeli earthquake.

Random Amplified Polymorphic DNA 분석을 이용한 한속단과 천속단의 감별 (Discrimination of Phlomidis Radix and Dipsaci Radix using the Random Amplified Polymorphic DNA Analysis)

  • 이미영;육진아;김홍준;김영화;채병찬;고병섭
    • 한국한의학연구원논문집
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    • 제13권1호통권19호
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    • pp.147-152
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    • 2007
  • As a result to amplifying 12 samples of 'Sok-dan' through an random amplified polymorphic DNA (RAPD) method using eighteen DEC and URP primers, distinct band forms enabling discrimination of Phlomus umbrosa and Dipsacus asperoides were observable in the UBC 320 primer, UBC 367 primer, UBC 385 primer, UBC 414 primer, UBC 423 primer, URP 3 primer, URP 5 primer and URP 9 primer. The polymorph result amplified with a random primer was evaluated through Gelcompar II, showing a result dividable into two groups. The divided groups were the dried sample group of Dipsacus asperoides and the group of Phlomis umbrosa. In order to recognize the distinction between Dipsaci Radix types, the genetic variation of 'Sok-dan' produced domestically and imported was evaluated through RAPD, and the potential to distinguish these in forms of dried medicine was identified, presenting a method to authentification of Phlomis umbrosa and Dispacus asperoides.

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The dynamic stability analysis of guyed masts under random wind loads

  • He, Yan-Li;Chen, Wu-Jun;Dong, Shi-Lin;Wang, Zhao-Min
    • Wind and Structures
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    • 제6권2호
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    • pp.151-164
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    • 2003
  • On the basis of the first Lyapunov stability theory, this paper develops a dynamic stability criterion for elastic structural systems under arbitrary dynamic loads, and shows the stability criterion using energy variation. After the dynamic stability criterion is validated through a classic example, it is used for the dynamic stability investigation of practical guyed masts under random wind loads. The criterion is reliable, simple and of advantage for structures with large number of elements and nodes. The slack guys and internal resonance between guys and mast are two main factors which induces the dynamic instability of guyed masts, at the same time, some dynamic stability characteristics of guyed masts are found.

이동통신망에서의 셀 내 가입자 분포 분석 (Spatial Distribution of Mobiles in Cellular Communication Network)

  • 장희선;이광희;윤상흠
    • 산업공학
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    • 제12권3호
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    • pp.401-405
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    • 1999
  • We present a simulation model to generate the spatial distribution of mobiles in cellular communication network. Three types of spatial distributions are considered; biased, random, and ratio-based distributions. This study also points out and corrects the critical errors performed by Das and Morgera(1997) in getting random location of mobiles. By applying a simple path loss model, the effects of our correction on the signal-to-interference(SIR) ratio are discussed. The numerical results indicate that the variation of SIR in the Das's biased distribution is larger than that of other distributions. As compared with the random distribution, the average SIR error of the biased distribution is 91.1%.

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Stochastic finite element analysis of composite plates considering spatial randomness of material properties and their correlations

  • Noh, Hyuk-Chun
    • Steel and Composite Structures
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    • 제11권2호
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    • pp.115-130
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    • 2011
  • Considering the randomness of material parameters in the laminated composite plate, a scheme of stochastic finite element method to analyze the displacement response variability is suggested. In the formulation we adopted the concept of the weighted integral where the random variable is defined as integration of stochastic field function multiplied by a deterministic function over a finite element. In general the elastic modulus of composite materials has distinct value along an individual axis. Accordingly, we need to assume 5 material parameters as random. The correlations between these random parameters are modeled by means of correlation functions, and the degree of correlation is defined in terms of correlation coefficients. For the verification of the proposed scheme, we employ an independent analysis of Monte Carlo simulation with which statistical results can be obtained. Comparison is made between the proposed scheme and Monte Carlo simulation.

Random Amplified Polymorphic DNA (RAPD) Variation in Porhyra yezoensis and P. tenera

  • Beom-Kyu Kim;Gyu-Hwa Chung;Yuji Fujita
    • 한국양식학회지
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    • 제10권3호
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    • pp.321-326
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    • 1997
  • The random amplified polymorphic DNA (RAPD) technique was used to anlayze six isolates of two species of Porphyra, P. yezoensis and P. tenera. Four 21-mer prrmers were combined randomly into six groups of double primers and screened for DNA amplification using nuclear and chloroplast tempate DNA. The RAPD patterns resulting from RnRc and CnCc primers provided evidence for both genetically homo-and heterogeneous populations of P. yezoensis and P. tenera. Similarity values obtained by RnRc primer analysis of nuclear DNA varied from 0.364 to 0.714 and those of chloroplast DNA were high, ranging from 0.727 to 1.000, except for P. yezoensis (Enoura).

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Reliability assessment of concrete bridges subject to corrosion-induced cracks during life cycle using artificial neural networks

  • Firouzi, Afshin;Rahai, Alireza
    • Computers and Concrete
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    • 제12권1호
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    • pp.91-107
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    • 2013
  • Corrosion of RC bridge decks eventually leads to delamination, severe cracking and spalling of the concrete cover. This is a prevalent deterioration mechanism and demands for the most costly repair interventions during the service life of bridges worldwide. On the other hand, decisions for repairs are usually made whenever the extent of a limit crack width, reported in routine visual inspections, exceeds an acceptable threshold level. In this paper, while random fields are applied to account for spatial variation of governing parameters of the corrosion process, an analytical model is used to simulate the corrosion induced crack width. However when dealing with random fields, the Monte Carlo simulation is apparently an inefficient and time consuming method, hence the utility of neural networks as a surrogate in simulation is investigated and found very promising. The proposed method can be regarded as an invaluable tool in decision making concerning maintenance of bridges.