• Title/Summary/Keyword: truncated series

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Estimation of Random Coefficient AR(1) Model for Panel Data

  • Son, Young-Sook
    • Journal of the Korean Statistical Society
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    • 제25권4호
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    • pp.529-544
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    • 1996
  • This paper deals with the problem of estimating the autoregressive random coefficient of a first-order random coefficient autoregressive time series model applied to panel data of time series. The autoregressive random coefficients across individual units are assumed to be a random sample from a truncated normal distribution with the space (-1, 1) for stationarity. The estimates of random coefficients are obtained by an empirical Bayes procedure using the estimates of model parameters. Also, a Monte Carlo study is conducted to support the estimation procedure proposed in this paper. Finally, we apply our results to the economic panel data in Liu and Tiao(1980).

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Modeling Extreme Values of Ground-Level Ozone Based on Threshold Methods for Markov Chains

  • Seokhoon Yun
    • Communications for Statistical Applications and Methods
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    • 제3권2호
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    • pp.249-273
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    • 1996
  • This paper reviews and develops several statistical models for extreme values, based on threshold methodology. Extreme values of a time series are modeled in terms of tails which are defined as truncated forms of original variables, and Markov property is imposed on the tails. Tails of the generalized extreme value distribution and a multivariate extreme value distributively, of the tails of the series. These models are then applied to real ozone data series collected in the Chicago area. A major concern is given to detecting any possible trend in the extreme values.

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모형수조에서 정적 상사성을 지닌 절단계류선 모델링에 관한 연구 (Study on Design of Truncated Mooring Line with Static Similarity in Model Test Basins)

  • 김윤호;김병완;조석규
    • 한국해양공학회지
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    • 제31권4호
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    • pp.257-265
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    • 2017
  • In this study, a series of numerical simulations was conducted in order to design a truncated mooring line with a static similarity to the prototype. A finite element method based on minimizing the potential energy was utilized to describe the dynamics of mooring lines. The prototype mooring lines considered were installed at a water depth of 1,000 m, whereas the KRISO ocean engineering basin (OEB) in Daejeon has a water depth of 3.2 m, which represents 192 m using a scaling of 1:60. First, an investigation for the design of the truncated mooring line was carried out to match the static characteristics of the KRISO Daejeon OEB environment. Then, the same procedure was performed with the KRISO new deepwater ocean engineering basin (DOEB) that is under construction in Busan. This new facility has a water depth of 15 m, which reflects a real scale depth of 900 m considering the 1:60 scaling factor. A finite element method was used to model the mooring line dynamics. It was found that the targeted truncated mooring line could not be designed under the circumstances of the KRISO OEB with any material properties, whereas several mooring lines were easily matched to the prototype under the circumstances of the KRISO DOEB.

Theoretical Investigation on the Singularity System to Represent Two Circular Cylinders in an Inviscid Flow

  • Lee, D.K.
    • International Journal of Ocean Engineering and Technology Speciallssue:Selected Papers
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    • 제3권1호
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    • pp.8-13
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    • 2000
  • The singularity system to represent two circular cylinders poised under different ambient flow fields is considered in the present research. The singularity system, being composed of a series of singularities, has to be truncated for numerical calculations. A rational criterion to determine how many terms of this series should be retained to maintain the prescribed accuracy is provided through analysis of the converging property of the series. A particular emphasis is put to how to deal with the discrete vortex model of a boundary layer, this possibility being the basis for the development of a tool to simulate vortex shedding from a structure composed of two circular cylinders. The principle to obtain the present singularity system can be applied to more-than-cylinders structure. Only th series become much more complex with increase of the number of cylinders.

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Synthesis and Biological Activity of 5-hydroxy-4-quinolones and 5-methoxy-4-quinolones as Truncated Acridones

  • Chun, Moon-Woo;Kay Kim Olmstead;Choi, Yong-Seok;Lee, Chong-Ock;Lee, Chong-Kyo;Kim, Joong-Hyup;Lee, Jee-woo
    • Archives of Pharmacal Research
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    • 제21권4호
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    • pp.445-451
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    • 1998
  • A series of 5-hydroxy-4-quinolone (3) and 5-methoxy-4-quinolone (4) derivatives were synthesized as truncated acridone analogues and evaluated for antitumor, antiheroes and antituberculosis activities. Among them 5-hydroxy-8-methoxy-quinolone showed potent antitumor activity ($IC_{50}$=17.7 $\mu\textrm{M}$ for HL60) which was greater than that of acronycine. However, these compounds didn't show any significant antiheroes or antituberculosis activity.

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Nonlocal elasticity approach for free longitudinal vibration of circular truncated nanocones and method of determining the range of nonlocal small scale

  • Li, C.;Sui, S.H.;Chen, L.;Yao, L.Q.
    • Smart Structures and Systems
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    • 제21권3호
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    • pp.279-286
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    • 2018
  • The free longitudinal vibration of a circular truncated nanocone is investigated based on the nonlocal elasticity theory. Exact analytical formulations for tapered nanostructures are derived and the nonlinear differential governing equation of motion is developed. The nonlocal small scale effect unavailable in classical continuum theory is addressed to reveal the long-range interaction of atoms implicated in nonlocal constitutive relation. Unlike most previous studies applying the truncation method to the infinite higher-order differential equation, this paper aims to consider all higher-order terms to show the overall nonlocality. The explicit solution of nonlocal stress for longitudinal deformation is determined and it is an infinite series incorporating the classical stress derived in classical mechanics of materials and the infinite higher-order derivative of longitudinal displacement. Subsequently, the first three modes natural frequencies are calculated numerically and the significant effects of nonlocal small scale and vertex angle on natural frequencies are examined. The coupling phenomenon of natural frequency is observed and it is induced by the combined effects of nonlocal small scale and vertex angle. The critical value of nonlocal small scale is defined, and after that a new proposal for determining the range of nonlocal small scale is put forward since the principle of choosing the nonlocal small scale is still unclear at present. Additionally, two different types of nonlocal effects, namely the nonlocal stiffness weakening and strengthening, reversed phenomena existing in nanostructures are observed and verified. Hence the opposite nonlocal effects are resolved again clearly. The nano-engineers dealing with a circular truncated nanocone-based sensors and oscillators may benefit from the present work.

Comparison of Matrix Exponential Methods for Fuel Burnup Calculations

  • Oh, Hyung-Suk;Yang, Won-Sik
    • Nuclear Engineering and Technology
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    • 제31권2호
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    • pp.172-181
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    • 1999
  • Series expansion methods to compute the exponential of a matrix have been compared by applying them to fuel depletion calculations. Specifically, Taylor, Pade, Chebyshev, and rational Chebyshev approximations have been investigated by approximating the exponentials of bum matrices by truncated series of each method with the scaling and squaring algorithm. The accuracy and efficiency of these methods have been tested by performing various numerical tests using one thermal reactor and two fast reactor depletion problems. The results indicate that all the four series methods are accurate enough to be used for fuel depletion calculations although the rational Chebyshev approximation is relatively less accurate. They also show that the rational approximations are more efficient than the polynomial approximations. Considering the computational accuracy and efficiency, the Pade approximation appears to be better than the other methods. Its accuracy is better than the rational Chebyshev approximation, while being comparable to the polynomial approximations. On the other hand, its efficiency is better than the polynomial approximations and is similar to the rational Chebyshev approximation. In particular, for fast reactor depletion calculations, it is faster than the polynomial approximations by a factor of ∼ 1.7.

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Testing for Lack of Fit via the Generalized Neyman Smooth Test

  • Lee, Geung-Hee
    • Journal of the Korean Statistical Society
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    • 제27권3호
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    • pp.305-318
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    • 1998
  • Smoothing tests based on an L$_2$ error between a truncated courier series estimator and a true function have shown good powers for a wide class of alternatives, These tests have the same form of the Neyman smooth test whose performance depends on the selected order, a basis, the farm of estimators. We construct flexible data driven Neyman smooth tests by changing a basis, combining model selection criteria and different series estimators. A simulation study shows that the generalized Neyman smooth test with the best basis provides good power for a wider class of alternatives compared with other data driven Neyman smooth tests based on a fixed form of estimator, a fixed basis and a fixed criterion.

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임펄스 모델에 의한 SAW Transversal Filters의 주파수 응답 특성 (Frequency Response Properties of SAW Tansversal Filters by Impulse Modeling)

  • 손헌영;윤영섭
    • 대한전자공학회:학술대회논문집
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    • 대한전자공학회 1999년도 추계종합학술대회 논문집
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    • pp.173-176
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    • 1999
  • Frequency responses of the surface acoustic wave(SAW) filters are simulated by using the impulse modeling. The simulation technique of the SAW filters is to use the Fourier transformation to make a correspondence between the impulse response of the filter and the taps in the delay line. Since the Fourier series must be truncated after a finite number of terms, window functions are often used to weight the coefficients to obtain the desirable side-lobe level and bandwidth. The filter design is operated through the iterative simulation procedures. The design process is capable of yielding filters with optimized frequency response characteristics.

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An Analytical Solution for Regular Progressive Water Waves

  • Shin, JangRyong
    • Journal of Advanced Research in Ocean Engineering
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    • 제1권3호
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    • pp.157-167
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    • 2015
  • In order to provide simple and accurate wave theory in design of offshore structure, an analytical approximation is introduced in this paper. The solution is limited to flat bottom having a constant water depth. Water is considered as inviscid, incompressible and irrotational. The solution satisfies the continuity equation, bottom boundary condition and non-linear kinematic free surface boundary condition exactly. Error for dynamic condition is quite small. The solution is suitable in description of breaking waves. The solution is presented with closed form and dispersion relation is also presented with closed form. In the last century, there have been two main approaches to the nonlinear problems. One of these is perturbation method. Stokes wave and Cnoidal wave are based on the method. The other is numerical method. Dean's stream function theory is based on the method. In this paper, power series method was considered. The power series method can be applied to certain nonlinear differential equations (initial value problems). The series coefficients are specified by a nonlinear recurrence inherited from the differential equation. Because the non-linear wave problem is a boundary value problem, the power series method cannot be applied to the problem in general. But finite number of coefficients is necessary to describe the wave profile, truncated power series is enough. Therefore the power series method can be applied to the problem. In this case, the series coefficients are specified by a set of equations instead of recurrence. By using the set of equations, the nonlinear wave problem has been solved in this paper.