• 제목/요약/키워드: statistical analysis method

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신뢰성 해석을 위한 결합분포함수의 통계모델링 (Statistical Modeling of Joint Distribution Functions for Reliability Analysis)

  • 노유정;이상진
    • 한국산학기술학회논문지
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    • 제15권5호
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    • pp.2603-2609
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    • 2014
  • 기계시스템의 신뢰성 해석을 위해서는 기계시스템에 성능을 미치는 변수의 확률 분포와 파라미터를 결정하는 통계적 모델링은 반드시 필요하다. 하지만, 신뢰성 해석에서 상당수의 변수는 상관관계가 있음에도 불구하고 독립변수로 취급되거나 실험데이터 수가 부족하다는 이유로 통계 모델에 대한 잘못된 가정을 하는 경우가 많다. 본 연구에서는 베이지안 방법을 이용하여 상관관계를 갖는 데이터의 결합분포함수를 copula를 이용하여 모델링함으로써 적은 수의 데이터로부터 정확한 입력모델을 산정하는 방법을 제안하였으며, 방법의 검증을 위해 다양한 상관계수와 데이터 수에 대해 통계 시뮬레이션을 수행하였다. 그 결과 Bayesian방법은 상관계수가 낮아 후보함수가 유사하거나 샘플수가 적어 정확한 모델을 산정하기 어려운 경우에도 후보 copula 중 실제 copula와 가장 근사한 후보 copula를 선정하였다. 이러한 근사 후보 copula는 신뢰성 해석결과 역시 실제 copula 함수를 이용한 신뢰성 해석 결과와 유사한 결과를 가짐을 확인할 수 있으므로 베이지안 방법은 신뢰성 해석을 위해 정확한 통계모델링을 제공함을 알 수 있다.

STATISTICAL ANALYSIS OF AN AUTOCALIBRATION METHOD FOR QUADRATURE RECEIVERS

  • Soonman Kwon;Kim, Seogjoo;Lee, Jongmoo
    • 대한전자공학회:학술대회논문집
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    • 대한전자공학회 2000년도 ITC-CSCC -1
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    • pp.517-520
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    • 2000
  • This paper deals with the statistical analysis of an autocalibration procedure for the gain and phase imbalances between the in-phase (I) and quadrature (Q) components in quadrature receivers. In real implementation, the imbalances of the gain and phase exist and degrade the performance of the receiver. In this paper we investigate the statistical characteristic of the estimates in an on-line imbalance estimation method for the receiver under the assumption of an additive white Gaussian noise environment.

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Review on the Application of Statistical Methods to Maritime Traffic Safety Assessment

  • Gong, In-Young
    • 한국항해항만학회:학술대회논문집
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    • 한국항해항만학회 2006년도 International Symposium on GPS/GNSS Vol.1
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    • pp.35-40
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    • 2006
  • For the maritime traffic safety assessment of vessels navigating in harbor or fairway, simulation techniques by using shiphandling simulator system have been traditionally used. When designing the simulation experiments and when analyzing the simulation results, however, there has been a little systematic method. Ship-handling simulations can be regarded as a kind of statistical experiment by using ship-handling simulator system, which means that shiphandling simulation conditions should be designed statistically and that the simulation results should be statistically analyzed as well. For the safe and economic design of harbor and fairway, reasonable decisions based upon the scientific analysis of shiphandling simulation results are indispensable. In this paper, various statistical methods, such as Bayes theorem, statistical hypothesis testing, and probability distributions, are reviewed with a view to application to maritime traffic safety assessment. It is expected that more reasonable decisions on harbor and fairway design can be made from shiphandlers' view point by using statistical methods.

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Local Influence Assessment of the Misclassification Probability in Multiple Discriminant Analysis

  • Jung, Kang-Mo
    • Journal of the Korean Statistical Society
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    • 제27권4호
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    • pp.471-483
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    • 1998
  • The influence of observations on the misclassification probability in multiple discriminant analysis under the equal covariance assumption is investigated by the local influence method. Under an appropriate perturbation we can get information about influential observations and outliers by studying the curvatures and the associated direction vectors of the perturbation-formed surface of the misclassification probability. We show that the influence function method gives essentially the same information as the direction vector of the maximum slope. An illustrative example is given for the effectiveness of the local influence method.

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통계적 기법을 이용한 국지성집중호우의 이동경로 분석 (Rainstorm Tracking Using Statistical Analysis Method)

  • 김수영;남우성;허준행
    • 한국수자원학회:학술대회논문집
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    • 한국수자원학회 2005년도 학술발표회 논문집
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    • pp.194-198
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    • 2005
  • Although the rainstorm causes local damage on large scale, it is difficult to predict the movement of the rainstorm exactly. In order to reduce the rainstorm damage of the rainstorm, it is necessary to analyze the path of the rainstorm using various statistical methods. In addition, efficient time interval of rainfall observation for the analysis of the rainstorm movement can be derived by applying various statistical methods to rainfall data. In this study, the rainstorm tracking using statistical method is performed for various types of rainfall data. For the tracking of the rainstorm, the methods of temporal distribution, inclined Plane equations, and cross correlation were applied for various types of data including electromagnetic rainfall gauge data and AWS data. The speed and direction of each method were compared with those of real rainfall movement. In addition, the effective time interval of rainfall observation for the analysis of the rainstorm movement was also investigated for the selected time intervals 10, 20, 30, 40, 50, and 60 minutes. As a result, the absolute relative errors of the method of inclined plane equations are smaller than those of other methods in case of electromagnetic rainfall gauges data. The absolute relative errors of the method of cross correlation are smaller than those of other methods in case of AWS data. The absolute relative errors of 30 minutes or less than 30 minutes are smaller than those of other time intervals.

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Exploratory Data Analysis for microarray experiments with replicates

  • Lee, Eun-Kyung;Yi, Sung-Gon;Park, Tae-Sung
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2005년도 추계 학술발표회 논문집
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    • pp.37-41
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    • 2005
  • Exploratory data analysis(EDA) is the initial stage of data analysis and provides a useful overview about the whole microarray experiment. If the experiments are replicated, the analyst should check the quality and reliability of microarray data within same experimental condition before the deeper statistical analysis. We shows EDA method focusing on the quality and reproducibility for replicates.

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베이지안 통계 추론 (On the Bayesian Statistical Inference)

  • 이호석
    • 한국정보과학회:학술대회논문집
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    • 한국정보과학회 2007년도 한국컴퓨터종합학술대회논문집 Vol.34 No.1 (C)
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    • pp.263-266
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    • 2007
  • 본 논문은 베이지안 통계 추론에 대하여 논의한다. 논문은 베이지안 추론, Markov Chain과 Monte Carlo 적분, MCMC(Markov Chain Monte Carlo) 기법, Metropolis-Hastings 알고리즘, Gibbs 샘플링, Maximum Likelihood Estimation, EM 알고리즘, 상실된 데이터 보완 기법, BMA(Bayesian Model Averaging) 순서로 논의를 진행한다. 이러한 통계적 기법들은 대용량의 데이터를 처리하는 생물학, 의학, 생명 공학, 과학과 공학, 그리고 일반 데이터 조사와 처리 등에 사용되고 있으며, 최적의 추론 결과를 이끌어 내는데 중요한 방법을 제공하고 있다. 그리고 마지막으로 PC(Principal Component) 분석 기법에 대하여 논의한다. PC 분석 기법도 데이터 분석과 연구에 많이 활용된다.

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濕性大氣成分에 對한 統計的解析 (Statistical Analysis of Ion Components in Rainwater)

  • 李敏熙;韓義正;元良洙;辛燦基
    • 한국대기환경학회지
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    • 제2권1호
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    • pp.41-54
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    • 1986
  • Methods used for averaging PH's of rainwater and site representation have been studied, Statistical analysis was attempted regarding effects of ionic components on PH's utilizing 847 data altogether obtained in two years, 1984 and 1985. The outcome of the study may be assumarized as follows: 1. Methods for Averaging PH Volume weighted method is considered to be acceptable providing that precipitation is measured at the same time when the samples are taken. Without precipitation data a simple averaging method should be the next choice. 2. Site Representation A statistical method used for optimizing a monitoring newtork was applied using the data collected. Because of a limited number of data, no discernible conclusion can be reached suggesting that the method can serve as a good guide when the data base becomes more reliable. 3. A good correlation appears to exist betwen conductivities and ionic components in rainwater. It would, therefore, be possible to certain extend to estimate ionic concentrations from conductivity measurements by correlation equations. 4. The acidity of rainwater is effected by $SO_4^{2-}, NO_3^-, Cl^- and NH_4^+ with SO_4^{2-}$ being the most significant as demonstrated by standardized regression analysis.

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A Automatic Document Summarization Method based on Principal Component Analysis

  • Kim, Min-Soo;Lee, Chang-Beom;Baek, Jang-Sun;Lee, Guee-Sang;Park, Hyuk-Ro
    • Communications for Statistical Applications and Methods
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    • 제9권2호
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    • pp.491-503
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    • 2002
  • In this paper, we propose a automatic document summarization method based on Principal Component Analysis(PCA) which is one of the multivariate statistical methods. After extracting thematic words using PCA, we select the statements containing the respective extracted thematic words, and make the document summary with them. Experimental results using newspaper articles show that the proposed method is superior to the method using either word frequency or information retrieval thesaurus.

A Comparative Study of Microarray Data with Survival Times Based on Several Missing Mechanism

  • Kim Jee-Yun;Hwang Jin-Soo;Kim Seong-Sun
    • Communications for Statistical Applications and Methods
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    • 제13권1호
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    • pp.101-111
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    • 2006
  • One of the most widely used method of handling missingness in microarray data is the kNN(k Nearest Neighborhood) method. Recently Li and Gui (2004) suggested, so called PCR(Partial Cox Regression) method which deals with censored survival times and microarray data efficiently via kNN imputation method. In this article, we try to show that the way to treat missingness eventually affects the further statistical analysis.