• Title/Summary/Keyword: variance structure

Search Result 536, Processing Time 0.027 seconds

Estimating the Number of Clusters using Hotelling's

  • Choi, Kyung-Mee
    • Communications for Statistical Applications and Methods
    • /
    • v.12 no.2
    • /
    • pp.305-312
    • /
    • 2005
  • In the cluster analysis, Hotelling's $T^2$ can be used to estimate the unknown number of clusters based on the idea of multiple comparison procedure. Especially, its threshold is obtained according to the probability of committing the type one error. Examples are used to compare Hotelling's $T^2$ with other classical location test statistics such as Sum-of-Squared Error and Wilks' $\Lambda$ The hierarchical clustering is used to reveal the underlying structure of the data. Also related criteria are reviewed in view of both the between variance and the within variance.

The dynamic causal relationship between transportation modes and industrial structure (운송수단과 산업구조 간 동태적 인과관계 분석)

  • Min-Ju Song;Hee-Yong Lee
    • Korea Trade Review
    • /
    • v.46 no.5
    • /
    • pp.115-130
    • /
    • 2021
  • The main purpose of this study is to analyze the causal relationship between import-export goods and transportation modes. To this end, five major commodity groups were selected from 2010 to 2018 such as Machinery and transport equipment (SITC 7), manufactured goods classified chiefly by material (SITC 6), chemicals and related products, n.e.s. (SITC 5), mineral, fuels, lubricants, and related materials (SITC 3), and miscellaneous manufactured articles (SITC 8). And using the panel VECM, the difference between transportation modes such as ports and airports was compared and analyzed through panel granger causality, Impulse response function, Forecasting error variance decomposition. As a result, it is confirmed that the causal relationship between major product groups and transportation modes showed different causal relationships depending on the characteristics of port and air transportation.

Design of a Direct Self-tuning Controller Using Neural Network (신경회로망을 이용한 직접 자기동조제어기의 설계)

  • 조원철;이인수
    • Journal of the Institute of Electronics Engineers of Korea SC
    • /
    • v.40 no.4
    • /
    • pp.264-274
    • /
    • 2003
  • This paper presents a direct generalized minimum-variance self tuning controller with a PID structure using neural network which adapts to the changing parameters of the nonlinear system with nonminimum phase behavior, noises and time delays. The self-tuning controller with a PID structure is a combination of the simple structure of a PID controller and the characteristics of a self-tuning controller that can adapt to changes in the environment. The self-tuning control effect is achieved through the RLS (recursive least square) algorithm at the parameter estimation stage as well as through the Robbins-Monro algorithm at the stage of optimizing the design parameter of the controller. The neural network control effect which compensates for nonlinear factor is obtained from the learning algorithm which the learning error between the filtered reference and the auxiliary output of plant becomes zero. Computer simulation has shown that the proposed method works effectively on the nonlinear nonminimum phase system with time delays and changed system parameter.

Application of Model of Plant Population Structure and Phenotypic Divergence

  • Huh, Man-Kyu
    • Journal of Environmental Science International
    • /
    • v.20 no.2
    • /
    • pp.155-161
    • /
    • 2011
  • In application and discussion of population structure and phenotypic divergence in plant community, the classic Lotka-Volterra models of competition and spatial model are conceived as a mechanism that is composed by multiple interacting processes. Both the Lotka-Volterra and spatial simulation formulae predict that species diversity increases with genotypic richness (GR). The two formulae are also in agreement that species diversity generally decreases within increasing niche breadth (NB) and increases with increasing potential genotypic range (PGR). Across the entire parameter space in the Lotka-Volterra model and most of the parameter space in the spatial simulations, variance in community composition decreased with increasing genotypic richness. This was, in large part, a consequence of selecting genotypes randomly from a set pool.

Average performance of risk-sensitive controlled orbiting satellite and three-degree-of-freedom structure

  • Won, Chang-Hee
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 1995.10a
    • /
    • pp.444-447
    • /
    • 1995
  • The satellite in a circular orbit about a planet with disturbances and a three-degree-of-freedom (3DOF) structure under seismic excitations are modeled by the linear stochastic differential equations. Then the risk-sensitive optimal control method is applied to those equations. The mean and the variance of the cost function varies with respect to the risk-sensitivity parameter, .gamma.$_{RS}$ . For a particular risk-sensitivity parameter value, risk-sensitive control reduces to LQG control. Furthermore, the derivation of the mean square value of the state and control action are given for a finite-horizon full-state-feedback risk-sensitive control system. The risk-sensitive controller outperforms a classical LQG controller in the mean square sense of the state and the control action.

  • PDF

An Optimal FIR Filter for Discrete Time-varying State Space Models (이산 시변 상태공간 모델을 위한 최적 유한 임펄스 응답 필터)

  • Kwon, Bo-Kyu
    • Journal of Institute of Control, Robotics and Systems
    • /
    • v.17 no.12
    • /
    • pp.1183-1187
    • /
    • 2011
  • In this paper, an optimal FIR (Finite-Impulse-Response) filter is proposed for discrete time-varying state-space models. The proposed filter estimates the current state using measured output samples on the recent time horizon so that the variance of the estimation error is minimized. It is designed to be linear, unbiased, with an FIR structure, and is independent of any state information. Due to its FIR structure, the proposed filter is believed to be robust for modeling uncertainty or numerical errors than other IIR filters, such as the Kalman filter. For a general system with system and measurement noise, the proposed filter is derived without any artificial assumptions such as the nonsingular assumption of the system matrix A and any infinite covariance of the initial state. A numerical example show that the proposed FIR filter has better performance than the Kalman filter based on the IIR (Infinite- Impulse-Response) structure when modeling uncertainties exist.

A Method for Selecting Ground Motions Considering Target Response Spectrum Mean, Variance and Correlation - II Seismic Response (응답 스펙트럼의 평균과 분산, 상관관계를 모두 고려한 지반운동 선정 방법 - II 지진 응답)

  • Ha, Seong Jin;Han, Sang Whan
    • Journal of the Earthquake Engineering Society of Korea
    • /
    • v.20 no.1
    • /
    • pp.63-70
    • /
    • 2016
  • This study is the sequel of a companion paper (I. Algorithm) for assessment of the seismic performance evaluation of structure using ground motions selected by the proposed algorithm. To evaluate the effect of the correlation structures of selected ground motions on the seismic responses of a structure, three sets of ground motions are selected with and without consideration of the correlation structure. Nonlinear response history analyses of a 20-story reinforced concrete frame are conducted using the three sets of ground motions. This study shows that the seismic responses of the frames vary according to ground motion selection and correlation structures.

Infrared Target Extraction Using Weighted Information Entropy and Adaptive Opening Filter

  • Bae, Tae Wuk;Kim, Hwi Gang;Kim, Young Choon;Ahn, Sang Ho
    • ETRI Journal
    • /
    • v.37 no.5
    • /
    • pp.1023-1031
    • /
    • 2015
  • In infrared (IR) images, near targets have a transient distribution at the boundary region, as opposed to a steady one at the inner region. Based on this fact, this paper proposes a novel IR target extraction method that uses both a weighted information entropy (WIE) and an adaptive opening filter to extract near finely shaped targets in IR images. Firstly, the boundary region of a target is detected using a local variance WIE of an original image. Next, a coarse target region is estimated via a labeling process used on the boundary region of the target. From the estimated coarse target region, a fine target shape is extracted by means of an opening filter having an adaptive structure element. The size of the structure element is decided in accordance with the width information of the target boundary and mean WIE values of windows of varying size. Our experimental results show that the proposed method obtains a better extraction performance than existing algorithms.

Damage Detection of Truss Structure based on the Predicted Change of Parameter Matrices (파라미터행렬의 변화량 추정에 근거한 트러스 구조물의 손상탐지)

  • Kang, Taik-Seon;Lee, Byeong-Hyeon;Eun, Hee-Chang
    • Journal of the Architectural Institute of Korea Structure & Construction
    • /
    • v.34 no.1
    • /
    • pp.27-32
    • /
    • 2018
  • This work provides the analytical methods to represent the updated form of stiffness or flexibility matrices using the measurements of the first few natural frequencies and the corresponding mode shapes. This study derives the mathematical forms on the variance of stiffness or flexibility matrices to minimize the performance index in the satisfaction of the eigen-function including the residual force depending on the measured data. The proposed methods can be utilized in detecting damage and updating the parameter matrices deviated from the analytical parameter matrices. The validity of the proposed methods is investigated in a numerical experiment of truss structure and the numerical results of stiffness-based and flexibility-based methods are compared. The sensitivity to the external noise is also examined for applying to the practical work.

Retention Time Prediction form Molecular Structure of Sulfur Compounds by Gas Chromatography (기체크로마토그래피에서 황화합물의 구조를 통한 용리시간 예측)

  • Kim, Young Gu;Kim, Won Ho;Pak, Hyung Suk
    • Journal of the Korean Chemical Society
    • /
    • v.42 no.6
    • /
    • pp.646-651
    • /
    • 1998
  • The molecular structure of sulfur compounds and the retention relationship are studied by gas chromatography. Analyzed sulfur compounds are, hydrogen sulfide, sulfur dioxide, carbon disulfide, ethyl mercaptan, dimethyl sulfide, iso-propyl mercaptan, normal propyl mercaptan, ethyl methyl sulfide, tert-butyl mercaptan, tetrahydrothiophene, thiophene, and 2-chlorothiophene. Multiple linear regression explains the retention relationship of molecular descriptors. In GC the temperature program is 30$^{\circ}C$ held for 10.5 min, and then increased to 150$^{\circ}C$ at a rate 15$^{\circ}C$/min. Predicted equation for relative retention time (RRT) using SAS program is as follows; $RRT=0.121bp+14.39dp-8.94dp^2+0.0741sqmw-35.78\; (N=8,\; R^2=0.989, \;Variance=0.175,\;F=66.21)$. RRTs are function of boiling point, the square root of molecular weight, molecular dipole moment, and boiling point effects mostly on RRT. The RRT is maximized at the molecular dipole moment of 0.805D, when using nonpolar columns. The planar and highly symmetric compounds are eluted slowly. The square, of correlation coefficient $(R^2)$ using SAS program, is 0.989, and the variance is 0.175 in training sets. For three sulfur compounds, the variance between observed RRTs and predicted RRTs is 0.432 in testing sets.

  • PDF