• Title/Summary/Keyword: stochastic integration

Search Result 49, Processing Time 0.021 seconds

Clearing and Labeling Techniques for Large-Scale Biological Tissues

  • Seo, Jinyoung;Choe, Minjin;Kim, Sung-Yon
    • Molecules and Cells
    • /
    • v.39 no.6
    • /
    • pp.439-446
    • /
    • 2016
  • Clearing and labeling techniques for large-scale biological tissues enable simultaneous extraction of molecular and structural information with minimal disassembly of the sample, facilitating the integration of molecular, cellular and systems biology across different scales. Recent years have witnessed an explosive increase in the number of such methods and their applications, reflecting heightened interest in organ-wide clearing and labeling across many fields of biology and medicine. In this review, we provide an overview and comparison of existing clearing and labeling techniques and discuss challenges and opportunities in the investigations of large-scale biological systems.

An Incomplete Information Structure and An Intertemporal General Equilibrium Model of Asset Pricing With Taxes (일반균형하(一般均衡下)의 자본자산(資本資産)의 가격결정(價格決定))

  • Rhee, Il-King
    • The Korean Journal of Financial Management
    • /
    • v.8 no.2
    • /
    • pp.165-208
    • /
    • 1991
  • This paper develops an intertemporal general equilibrium model of asset pricing with taxes under the noisy and the incomplete information structure and examines theoretically the stochastic behavior of general equilibrium asset prices in a one-good, production, and exchange economy in continuous time markets. The important features of the model are its integration of real and financial markets and the analysis of the effects of differential tax rates between ordinary income and capital gains. The model developed here can provide answers to a wide variety of questions about stochastic structure of asset prices and the effect of tax on them.

  • PDF

Analysis and Forecasting of Daily Bulk Shipping Freight Rates Using Error Correction Models (오차교정모형을 활용한 일간 벌크선 해상운임 분석과 예측)

  • Ko, Byoung-Wook
    • Journal of Korea Port Economic Association
    • /
    • v.39 no.2
    • /
    • pp.129-141
    • /
    • 2023
  • This study analyzes the dynamic characteristics of daily freight rates of dry bulk and tanker shipping markets and their forecasting accuracy by using the error correction models. In order to calculate the error terms from the co-integrated time series, this study uses the common stochastic trend model (CSTM model) and vector error correction model (VECM model). First, the error correction model using the error term from the CSTM model yields more appropriate results of adjustment speed coefficient than one using the error term from the VECM model. Furthermore, according to the adjusted determination coefficients (adjR2), the error correction model of CSTM-model error term shows more model fitness than that of VECM-model error term. Second, according to the criteria of mean absolute error (MAE) and mean absolute scaled error (MASE) which measure the forecasting accuracy, the results show that the error correction model with CSTM-model error term produces more accurate forecasts than that of VECM-model error term in the 12 cases among the total 15 cases. This study proposes the analysis and forecast tasks 1) using both of the CSTM-model and VECM-model error terms at the same time and 2) incorporating additional data of commodity and energy markets, and 3) differentiating the adjustment speed coefficients based the sign of the error term as the future research topics.

Dynamic Analysis of Guyed Tower Subjected to Random Waves (랜덤파랑하중에 대한 Guyed Tower의 동적 거동해석)

  • 유정선;윤정봉
    • Journal of Ocean Engineering and Technology
    • /
    • v.1 no.1
    • /
    • pp.57-64
    • /
    • 1987
  • Methods of nonlinear stochastic analysis of guyed towers are studied in this paper. Two different kinds of nonlinearities are considered. They are the nonlinear restoring force from the guying system and the nonlinear hydrodynamic force. Analyses are carried out mainly in the frequency domain using linearization techniques. Two methods for the linearization of the nonlinear stiffness are presented, in which the effects of the steady offset and the oscillating component of the structural motion can be adequately analyzed. those two methods are the equivalent linearization method and the average stiffness method. The linearization of the nonlinear drag force is also carried out considering the effect of steady current as well as oscillatory wave motions. Example analyses are performed for guyed tower in 300m water. Transfer functions and the expected maximum values of the deck displacement and the bending moment near the middle of the tower are calculated. Numerical results show that both of the frequency domain methods presented in this paper predict the responses of the sturcture very reasonably compared with those by the time integration method utilzing the random simulations wave particla motions.

  • PDF

Exploring the Usage of the DEMATEL Method to Analyze the Causal Relations Between the Factors Facilitating Organizational Learning and Knowledge Creation in the Ministry of Education

  • Park, Sun Hyung;Kim, Il Soo;Lim, Seong Bum
    • International Journal of Contents
    • /
    • v.12 no.4
    • /
    • pp.31-44
    • /
    • 2016
  • Knowledge creation and management are regarded as critical success factors for an organization's survival in the knowledge era. As a process of knowledge acquisition and sharing, organizational learning mechanisms (OLMs) guide the learning function of organizations represented by its different learning activities. We examined a variety of learning processes that constitute OLMs. In this study, we aimed to capture the process and framework of OLMs and knowledge sharing and acquisition. Factors facilitating OLMs were investigated at three levels: individual, group, and organizational. The concept of an OLM has received some attention in the field of organizational learning, however, the relationship among the factors generating OLMs has not been empirically tested. As part of the ongoing discussion, we attempted a systemic approach for OLMs. OLMs can be represented by factors that are inherent to the organization's system; therefore, prior to empirically testing the OLM generating factor(s), evaluation of its organizational integration is required to determine effective treatment of each factor. Thus, we developed a framework to manage knowledge and proposed a method to numerically evaluate factors influencing the OLMs. Specifically, composite importance (CI) of the Decision-Making Trial and Evaluation Laboratory (DEMATEL) method was applied to explore the interaction effect of these factors based on systemic approach. The augmented matrix thus generated is expected to serve as a stochastic matrix of an absorbing Markov chain.

Probabilistic structural damage detection approaches based on structural dynamic response moments

  • Lei, Ying;Yang, Ning;Xia, Dandan
    • Smart Structures and Systems
    • /
    • v.20 no.2
    • /
    • pp.207-217
    • /
    • 2017
  • Because of the inevitable uncertainties such as structural parameters, external excitations and measurement noises, the effects of uncertainties should be taken into consideration in structural damage detection. In this paper, two probabilistic structural damage detection approaches are proposed to account for the underlying uncertainties in structural parameters and external excitation. The first approach adopts the statistical moment-based structural damage detection (SMBDD) algorithm together with the sensitivity analysis of the damage vector to the uncertain parameters. The approach takes the advantage of the strength SMBDD, so it is robust to measurement noise. However, it requests the number of measured responses is not less than that of unknown structural parameters. To reduce the number of measurements requested by the SMBDD algorithm, another probabilistic structural damage detection approach is proposed. It is based on the integration of structural damage detection using temporal moments in each time segment of measured response time history with the sensitivity analysis of the damage vector to the uncertain parameters. In both approaches, probability distribution of damage vector is estimated from those of uncertain parameters based on stochastic finite element model updating and probabilistic propagation. By comparing the two probability distribution characteristics for the undamaged and damaged models, probability of damage existence and damage extent at structural element level can be detected. Some numerical examples are used to demonstrate the performances of the two proposed approaches, respectively.

Test and Integration of Location Sensors for Position Determination in a Pedestrian Navigation System

  • Retscher, Guenther;Thienelt, Michael
    • Proceedings of the Korean Institute of Navigation and Port Research Conference
    • /
    • v.1
    • /
    • pp.251-256
    • /
    • 2006
  • In the work package 'Integrated Positioning' of the research project NAVIO (Pedestrian Navigation Systems in Combined Indoor/Outdoor Environements) we are dealing with the navigation and guidance of visitors of our University. Thereby start points are public transport stops in the surroundings of the Vienna University of Technology and the user of the system should be guided to certain office rooms or persons. For the position determination of the user different location sensors are employed, i.e., for outdoor positioning GPS and dead reckoning sensors such as a digital compass and gyro for heading determination and accelerometers for the determination of the travelled distance as well as a barometric pressure sensor for altitude determination and for indoor areas location determination using WiFi fingerprinting. All sensors and positioning methods are combined and integrated using a Kalman filter approach. Then an optimal estimate of the current location of the user is obtained using the filter. To perform an adequate weighting of the sensors in the stochastic filter model, the sensor characteristics and their performance was investigated in several tests. The tests were performed in different environments either with free satellite visibility or in urban canyons as well as inside of buildings. The tests have shown that it is possible to determine the user's location continuously with the required precision and that the selected sensors provide a good performance and high reliability. Selected tests results and our approach will be presented in the paper.

  • PDF

Improving Covariance Based Adaptive Estimation for GPS/INS Integration

  • Ding, Weidong;Wang, Jinling;Rizos, Chris
    • Proceedings of the Korean Institute of Navigation and Port Research Conference
    • /
    • v.1
    • /
    • pp.259-264
    • /
    • 2006
  • It is well known that the uncertainty of the covariance parameters of the process noise (Q) and the observation errors (R) has a significant impact on Kalman filtering performance. Q and R influence the weight that the filter applies between the existing process information and the latest measurements. Errors in any of them may result in the filter being suboptimal or even cause it to diverge. The conventional way of determining Q and R requires good a priori knowledge of the process noises and measurement errors, which normally comes from intensive empirical analysis. Many adaptive methods have been developed to overcome the conventional Kalman filter's limitations. Starting from covariance matching principles, an innovative adaptive process noise scaling algorithm has been proposed in this paper. Without artificial or empirical parameters to be set, the proposed adaptive mechanism drives the filter autonomously to the optimal mode. The proposed algorithm has been tested using road test data, showing significant improvements to filtering performance.

  • PDF

A Vine-Based Stochastic Loading Technique in Pedestrian Networks Considering Space Syntax Theory (Space Syntax Theory를 반영한 덩굴망기반 확률적 보행네트워크 배정기법)

  • Kim, Jong Hyung;Lee, Mee Young;Nam, Doo Hee
    • The Journal of The Korea Institute of Intelligent Transport Systems
    • /
    • v.15 no.6
    • /
    • pp.71-79
    • /
    • 2016
  • Evaluation of the walkability of the urban pedestrian network requires construction of a pedestrian network model that reflects Space Syntax Theory. Space Syntax Theory deduces an integration value through which materials for evaluation of the pedestrian network's connectivity can be produced; and can aid in illustrating the ease of walkability through the model's calculation of pedestrian indices such as movability, comfort, and safety. But the representation of space syntax theory in the pedestrian network requires that turn delay be added by means of a network-type construction method. While tree-based Dial Algorithm proposed for the logit-based probability walkability distribution model may be effective for link-based pedestrian volume distribution, it requires further network expansion to reflect turn delays. In this research, Vine-based Dial Algorithm is executed in order to obtain a measure reflecting the integration value for Space Syntax Theory. The Vine-based Dial Algorithm of two adjacent links, which forms the minimum unit of the Vine network, has the advantage of encompassing turn delay, and thus eliminates the need for network expansion. Usage of the model to evaluation of complicated pedestrian spheres such as urban roads is left to further research. Especially the progression of the proposed method is deduced through case study.

A 2-D Location Determination Model of Buried Persons in Collapsed Shape using Optimal Wireless Communication Technology (최적 무선통신 기술을 활용한 붕괴지형 매몰자의 2차원 매몰위치 결정 모델)

  • Moon, Hyoun-Seok;Lee, Woo-Sik;Lee, Gun-Woo;Han, Dong-Soo
    • Journal of the Korea Academia-Industrial cooperation Society
    • /
    • v.16 no.12
    • /
    • pp.8879-8888
    • /
    • 2015
  • When the disaster like earthquake in urban area occur, due to the collapse accidents for subway, tunnel space with buildings or underground area, enormous property and human damage are happened. Specially, since it is difficult to identify survived status of humans within collapsed debris and accurately buried locations of the humans, inputs of considerable time and manpower for rescuing them are required. Besides, secondary damage can be occurred by additional collapses. The aim of this study is to propose a stochastic location positioning method that enables to provide aid information by determining locations of mobile devices for buried persons in 2-D plane using wireless communication technologies. This study selected a detection method for buried persons based on Wi-Fi signal, and identified characteristics of signal strengths by distance unit. Using these methods, a stochastic location detection model in 2-D plane was built. It is expected that this technology will be utilized as a core technology that can protects safety and human life of the public by providing data for rescuing quickly buried persons in cases of national disasters for future.