• Title/Summary/Keyword: variance errors.

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Analyzing nuclear reactor simulation data and uncertainty with the group method of data handling

  • Radaideh, Majdi I.;Kozlowski, Tomasz
    • Nuclear Engineering and Technology
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    • v.52 no.2
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    • pp.287-295
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    • 2020
  • Group method of data handling (GMDH) is considered one of the earliest deep learning methods. Deep learning gained additional interest in today's applications due to its capability to handle complex and high dimensional problems. In this study, multi-layer GMDH networks are used to perform uncertainty quantification (UQ) and sensitivity analysis (SA) of nuclear reactor simulations. GMDH is utilized as a surrogate/metamodel to replace high fidelity computer models with cheap-to-evaluate surrogate models, which facilitate UQ and SA tasks (e.g. variance decomposition, uncertainty propagation, etc.). GMDH performance is validated through two UQ applications in reactor simulations: (1) low dimensional input space (two-phase flow in a reactor channel), and (2) high dimensional space (8-group homogenized cross-sections). In both applications, GMDH networks show very good performance with small mean absolute and squared errors as well as high accuracy in capturing the target variance. GMDH is utilized afterward to perform UQ tasks such as variance decomposition through Sobol indices, and GMDH-based uncertainty propagation with large number of samples. GMDH performance is also compared to other surrogates including Gaussian processes and polynomial chaos expansions. The comparison shows that GMDH has competitive performance with the other methods for the low dimensional problem, and reliable performance for the high dimensional problem.

Characteristics of Measurement Errors due to Reflective Sheet Targets - Surveying for Sejong VLBI IVP Estimation (반사 타겟의 관측 오차 특성 분석 - 세종 VLBI IVP 결합 측량)

  • Hong, Chang-Ki;Bae, Tae-Suk
    • Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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    • v.40 no.4
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    • pp.325-332
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    • 2022
  • Determination of VLBI IVP (Very Long Baseline Interferometry Invariant Point) position with high accuracy is required to compute local tie vectors between the space geodetic techniques. In general, reflective targets are attached on VLBI antenna and slant distances, horizontal and vertical angles are measured from the pillars. Then, adjustment computation is performed by using the mathematical model which connects measurements and unknown parameters. This indicates that the accuracy of the estimated solutions is affected by the accuracy of the measurements. One of issues in local tie surveying, however, is that the reflective targets are not in favorable condition, that is, the reflective sheet target cannot be perfectly aligned to the instrument perpendicularly. Deviation from the line of sight of an instrument may cause different type of measurement errors. This inherent limitation may lead to incorrect stochastic modeling for the measurements in adjustment computation procedures. In this study, error characteristics by measurement types and pillars are analyzed, respectively. The analysis on the studentized residuals is performed after adjustment computation. The normality of the residuals is tested and then equal variance test between the measurement types are performed. The results show that there are differences in variance according to the measurement types. Differences in variance between distances and angle measurements are observed when F-test is performed for the measurements from each pillar. Therefore, more detailed stochastic modeling is required for optimal solutions, especially in local tie survey.

Displacement Analysis of Dam Deformation Monitoring with GPS (GPS에 의한 댐 변형 모니터링의 변위 분석)

  • 장상규;김진수;신상철;박운용
    • Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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    • v.19 no.3
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    • pp.237-244
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    • 2001
  • On this study, a 50-years-old earth dam was measured by the static method of GPS for deformation monitoring. The reference network was measured by the vector between points in twice times and the monitored points were observed in four times at test field, i.e. an embankment which was restored by mortar, In addition, gross errors in the measurement were estimated and eliminated by data snooping method and random errors were adjusted by least square method. Finally, the amount of displacement was estimated from variance-covariance matrix. Also, precision of points were showed by the confidence ellipse(95%), and the amount of displacement was figured.

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Performance Analysis of GPS Anti-Jamming Method Using Dual-Polarized Antenna Array in the Presence of Steering Vector Errors

  • Park, Kwansik;Seo, Jiwon
    • Journal of Positioning, Navigation, and Timing
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    • v.9 no.2
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    • pp.59-63
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    • 2020
  • The antenna arrays are known to be effective for GPS anti-jamming and the performance can be improved further if a dual-polarized antenna array is used. However, when the Minimum Variance Distortionless Response (MVDR) beamformer is used as a signal processing algorithm for the dual-polarized antenna array, the anti-jamming performance can degrade in the presence of errors in the steering vector that is a key factor of the MVDR beamformer. Therefore, in this paper, the effect of the steering vector error on the anti-jamming performance of the dual-polarized antenna array is analyzed by simulations and the result is compared to that of the single-polarized antenna array.

Efficient Prediction in the Semi-parametric Non-linear Mixed effect Model

  • So, Beong-Soo
    • Journal of the Korean Statistical Society
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    • v.28 no.2
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    • pp.225-234
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    • 1999
  • We consider the following semi-parametric non-linear mixed effect regression model : y\ulcorner=f($\chi$\ulcorner;$\beta$)+$\sigma$$\mu$($\chi$\ulcorner)+$\sigma$$\varepsilon$\ulcorner,i=1,…,n,y*=f($\chi$;$\beta$)+$\sigma$$\mu$($\chi$) where y'=(y\ulcorner,…,y\ulcorner) is a vector of n observations, y* is an unobserved new random variable of interest, f($\chi$;$\beta$) represents fixed effect of known functional form containing unknown parameter vector $\beta$\ulcorner=($\beta$$_1$,…,$\beta$\ulcorner), $\mu$($\chi$) is a random function of mean zero and the known covariance function r(.,.), $\varepsilon$'=($\varepsilon$$_1$,…,$\varepsilon$\ulcorner) is the set of uncorrelated measurement errors with zero mean and unit variance and $\sigma$ is an unknown dispersion(scale) parameter. On the basis of finite-sample, small-dispersion asymptotic framework, we derive an absolute lower bound for the asymptotic mean squared errors of prediction(AMSEP) of the regular-consistent non-linear predictors of the new random variable of interest y*. Then we construct an optimal predictor of y* which attains the lower bound irrespective of types of distributions of random effect $\mu$(.) and measurement errors $\varepsilon$.

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Robust second-order rotatable designs invariably applicable for some lifetime distributions

  • Kim, Jinseog;Das, Rabindra Nath;Singh, Poonam;Lee, Youngjo
    • Communications for Statistical Applications and Methods
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    • v.28 no.6
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    • pp.595-610
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    • 2021
  • Recently a few articles have derived robust first-order rotatable and D-optimal designs for the lifetime response having distributions gamma, lognormal, Weibull, exponential assuming errors that are correlated with different correlation structures such as autocorrelated, intra-class, inter-class, tri-diagonal, compound symmetry. Practically, a first-order model is an adequate approximation to the true surface in a small region of the explanatory variables. A second-order model is always appropriate for an unknown region, or if there is any curvature in the system. The current article aims to extend the ideas of these articles for second-order models. Invariant (free of the above four distributions) robust (free of correlation parameter values) second-order rotatable designs have been derived for the intra-class and inter-class correlated error structures. Second-order rotatability conditions have been derived herein assuming the response follows non-normal distribution (any one of the above four distributions) and errors have a general correlated error structure. These conditions are further simplified under intra-class and inter-class correlated error structures, and second-order rotatable designs are developed under these two structures for the response having anyone of the above four distributions. It is derived herein that robust second-order rotatable designs depend on the respective error variance covariance structure but they are independent of the correlation parameter values, as well as the considered four response lifetime distributions.

ON THE MINIMAX VARIANCE ESTIMATORS OF SCALE IN TIME TO FAILURE MODELS

  • Lee, Jae-Won;Shevlyakov, Georgy-L.
    • Bulletin of the Korean Mathematical Society
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    • v.39 no.1
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    • pp.23-31
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    • 2002
  • A scale parameter is the principal parameter to be estimated, since it corresponds to one of the main reliability characteristics, namely the average time to failure. To provide robustness of scale estimators to gross errors in the data, we apply the Huber minimax approach in time to failure models of the statistical reliability theory. The minimax valiance estimator of scale is obtained in the important particular case of the exponential distribution.

Heteroscedasticity of Random Effects in Crossover Design

  • Ahn, Chul-H.
    • Proceedings of the Korean Statistical Society Conference
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    • 2002.11a
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    • pp.79-83
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    • 2002
  • A phase III clinical trial of a new drug for neutropenia induced by chemotherapy is presented and consider adding random effects in crossover design which was used in the clinical study. The diagnostics for its heteroscedasticity based on score statistic is derived for detecting homoscedasticity of errors in crossover design. A small simulation study is peformed to investigate the finite sample behaviour of the test statistic which is known to have an asymptotic chi-square distribution under the null hypothesis.

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A Sample Design for Forestry Management Survey

  • Lee, Kay-O;Yoo, Jeongbin
    • Communications for Statistical Applications and Methods
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    • v.8 no.3
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    • pp.739-751
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    • 2001
  • In this paper, a sample design is studied for 2000 forestry management survey of five types forestry , tree felling, gathering of pine mushroom, growing of nut trees, growing of wild flowers, and lumbering industry. We introduce population stratification and a modified stratified cut-off sampling which deal with determination of sample size, sample allocation, and estimation of total and variance of estimator. Substitution of sample units and imputation of nonresponse units are discussed for reducing the nonsampling errors.

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A Study on The Jump Error Smoothing Scheme by Fuzzy Logic

  • Lee, Tae-Gyoo;Kim, Kwang-Jin
    • 제어로봇시스템학회:학술대회논문집
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    • 2001.10a
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    • pp.56.3-56
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    • 2001
  • This study describes the jump error smoothing scheme with fuzzy logic based on the scalar adaptive filter. The scalar adaptive filter is an useful algorithm for smoothing abrupt jump errors. However, the performances of scalar adaptive algorithm depend on the variance of real signal. So to design an effective algorithm, many informations of real and jump signal are required. In this paper, the fuzzy rules are designed by the analysis of scalar adaptive filter, and then the improved and simplified scheme is developed for smoothing the jump error. Simulations to INS/GPS integrated system show that the proposed method is effective.

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