• Title/Summary/Keyword: weighted covariance

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Formulation of New Hyperbolic Time-shift Covariant Time-frequency Symbols and Its Applications

  • Iem, Byeong-Gwan
    • The Journal of the Acoustical Society of Korea
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    • v.22 no.1E
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    • pp.26-32
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    • 2003
  • We propose new time-frequency (TF) tools for analyzing linear time-varying (LTV) systems and nonstationary random processes showing hyperbolic TF structure. Obtained through hyperbolic warping the narrowband Weyl symbol (WS) and spreading function (SF) in frequency, the new TF tools are useful for analyzing LTV systems and random processes characterized by hyperbolic time shifts. This new TF symbol, called the hyperbolic WS, satisfies the hyperbolic time-shift covariance and scale covariance properties, and is useful in wideband signal analysis. Using the new, hyperbolic time-shift covariant WS and 2-D TF kernels, we provide a formulation for the hyperbolic time-shift covariant TF symbols, which are 2-D smoothed versions of the hyperbolic WS. We also propose a new interpretation of linear signal transformations as weighted superposition of hyperbolic time shifted and scale changed versions of the signal. Application examples in signal analysis and detection demonstrate the advantages of our new results.

Improved Weighted Integral Method and Application to Analysis of Semi-infinite Domain (개선된 가중적분법과 반무한 영역의 해석)

  • 노혁천;최창근
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2002.04a
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    • pp.369-376
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    • 2002
  • The stochastic analysis of semi-infinite domain is presented using the weighted integral method, which is improved to include the higher order terms in expanding the displacement vector. To improve the weighted integral method, the Lagrangian remainder is taken into account in the expansion of the status variable with respect to the mean value of the random variables. In the resulting formulae only the 'proportionality coefficients' are introduced in the resulting equation, therefore no additional computation time and memory requirement is needed. The equations are applied in analyzing the semi-infinite domain. The results obtained by the improved weighted integral method are reasonable and are in good agreement with those of the Monte Carlo simulation. To model the semi-infinite domain, the Bettess's infinite element is adopted, where the theoretical decomposition of the strain-displacement matrix to calculate the deviatoric stiffness of the semi-infinite domains is introduced. The calculated value of mean and the covariance of the displacement are revealed to be larger than those given by the finite domain assumptions which is thought to be rational and should be considered in the design of structures on semi-infinite domains.

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Logistic Regression for Retrospective Studies

  • Shin, Mi-Young
    • Journal of Korean Society for Quality Management
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    • v.22 no.4
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    • pp.111-119
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    • 1994
  • We consider logistic models based on retrospective, case-control data with stratified samples and study the Weighted Exogeneous Sampling Maximum Likelihood (WESMU) We develop a consistent estimator of the asymptotic covariance matrix of the WESML estimator.

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Application of Convariance Process to Tests for Censored Paired Data

  • Jeong, Gyu-Jin
    • Communications for Statistical Applications and Methods
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    • v.6 no.2
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    • pp.565-584
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    • 1999
  • the covariance process of two martingales provides a useful tool to capture the dependence structure for paired censored data. in this paper it is applied to modify the variances of weighted logrank tests in order to take account of dependence between paired subjects. In the process of modification a 'variance correction term' is introduced. Some variance estimators based on separate samples are considered together. Performance of the estimators are compared through simulation studies. Several independence tests for bivariate sruvival date are also proposed which are naturally reduced from the weighted logrank tests accomodating dependence structure. Simulation studies are carried out to compare the independence tests. Both the weighted logrank tests and the independence tests are illustrated by an example.

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Development of an AOA Location Method Using Self-tuning Weighted Least Square (자기동조 가중최소자승법을 이용한 AOA 측위 알고리즘 개발)

  • Lee, Sung-Ho;Kim, Dong-Hyouk;Roh, Gi-Hong;Park, Kyung-Soon;Sung, Tae-Kyung
    • Journal of Institute of Control, Robotics and Systems
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    • v.13 no.7
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    • pp.683-687
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    • 2007
  • In last decades, several linearization methods for the AOA measurements have been proposed, for example, Gauss-Newton method and Closed-Form solution. Gauss-Newton method can achieve high accuracy, but the convergence of the iterative process is not always ensured if the initial guess is not accurate enough. Closed-Form solution provides a non-iterative solution and it is less computational. It does not suffer from convergence problem, but estimation error is somewhat larger. This paper proposes a Self-Tuning Weighted Least Square AOA algorithm that is a modified version of the conventional Closed-Form solution. In order to estimate the error covariance matrix as a weight, a two-step estimation technique is used. Simulation results show that the proposed method has smaller positioning error compared to the existing methods.

Are there network differences between the ipsilateral and contralateral hemispheres of pain in patients with episodic migraine without aura?

  • Junseok Jang;Sungyeong Ryu;Dong Ah Lee;Kang Min Park
    • Annals of Clinical Neurophysiology
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    • v.25 no.2
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    • pp.93-102
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    • 2023
  • Background: We aimed to identify any differences in the structural covariance network based on structural volume and those in the functional network based on cerebral blood flow between the ipsilateral and contralateral hemispheres of pain in patients with episodic migraine without aura. Methods: We prospectively enrolled 27 patients with migraine without aura, all of whom had unilateral migraine pain. We defined the ipsilateral hemisphere as the side of migraine pain. We measured structural volumes on three-dimensional T1-weighted images and cerebral blood flow using arterial spin labeling magnetic resonance imaging. We then analyzed the structural covariance network based on structural volume and the functional network based on cerebral blood flow using graph theory. Results: There were no significant differences in structural volume or cerebral blood flow between the ipsilateral and contralateral hemispheres. However, there were significant differences between the hemispheres in the structural covariance network and the functional network. In the structural covariance network, the betweenness centrality of the thalamus was lower in the ipsilateral hemisphere than in the contralateral hemisphere. In the functional network, the betweenness centrality of the anterior cingulate and paracingulate gyrus was lower in the ipsilateral hemisphere than in the contralateral hemisphere, while that of the opercular part of the inferior frontal gyrus was higher in the former hemisphere. Conclusions: The present findings indicate that there are significant differences in the structural covariance network and the functional network between the ipsilateral and contralateral hemispheres of pain in patients with episodic migraine without aura.

Comparative Study on Similarity Measurement Methods in CBR Cost Estimation

  • Ahn, Joseph;Park, Moonseo;Lee, Hyun-Soo;Ahn, Sung Jin;Ji, Sae-Hyun;Kim, Sooyoung;Song, Kwonsik;Lee, Jeong Hoon
    • International conference on construction engineering and project management
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    • 2015.10a
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    • pp.597-598
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    • 2015
  • In order to improve the reliability of cost estimation results using CBR, there has been a continuous issue on similarity measurement to accurately compute the distance among attributes and cases to retrieve the most similar singular or plural cases. However, these existing similarity measures have limitations in taking the covariance among attributes into consideration and reflecting the effects of covariance in computation of distances among attributes. To deal with this challenging issue, this research examines the weighted Mahalanobis distance based similarity measure applied to CBR cost estimation and carries out the comparative study on the existing distance measurement methods of CBR. To validate the suggest CBR cost model, leave-one-out cross validation (LOOCV) using two different sets of simulation data are carried out. Consequently, this research is expected to provide an analysis of covariance effects in similarity measurement and a basis for further research on the fundamentals of case retrieval.

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Development of a Model Combining Covariance Matrices Derived from Spatial and Temporal Data to Estimate Missing Rainfall Data (공간 데이터와 시계열 데이터로부터 유도된 공분산행렬을 결합한 강수량 결측값 추정 모형)

  • Sung, Chan Yong
    • Journal of Environmental Science International
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    • v.22 no.3
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    • pp.303-308
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    • 2013
  • This paper proposed a new method for estimating missing values in time series rainfall data. The proposed method integrated the two most widely used estimation methods, general linear model(GLM) and ordinary kriging(OK), by taking a weighted average of covariance matrices derived from each of the two methods. The proposed method was cross-validated using daily rainfall data at thirteen rain gauges in the Hyeong-san River basin. The goodness-of-fit of the proposed method was higher than those of GLM and OK, which can be attributed to the weighting algorithm that was designed to minimize errors caused by violations of assumptions of the two existing methods. This result suggests that the proposed method is more accurate in missing values in time series rainfall data, especially in a region where the assumptions of existing methods are not met, i.e., rainfall varies by season and topography is heterogeneous.

Comparison of EWMA and CUSUM Charts with Variable Sampling Intervals for Monitoring Variance-Covariance Matrix

  • Chang, Duk-Joon
    • Journal of Integrative Natural Science
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    • v.13 no.4
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    • pp.152-157
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    • 2020
  • To monitor all elements simultaneously of variance-covariance matrix Σ of several correlated quality characteristics under multivariate normal process Np($\underline{\mu}$, Σ), multivariate exponentially weighted moving average (EWMA) chart and cumulative sum (CUSUM) chart are considered and compared. Numerical performances of the considered variable sampling interval (VSI) charts are evaluated using average run length (ARL), average time to signal (ATS), average number of switches (ANSW) to signal, and the probability of switch Pr(switch) between two sampling interval d1 and d2 where d1 < d2. For small or moderate changes of Σ, the performances of multivariate EWMA chart is approximately equivalent to that of multivariate CUSUM chart.

Unscented Filtering in a Unit Quaternion Space for Spacecraft Attitude Estimation

  • Cheon, Yee-Jin
    • 제어로봇시스템학회:학술대회논문집
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    • 2005.06a
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    • pp.894-900
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    • 2005
  • A new approach to the straightforward implementation of the unscented filter in a unit quaternion space is proposed for spacecraft attitude estimation. Since the unscented filter is formulated in a vector space and the unit quaternions do not belong to a vector space but lie on a nonlinear manifold, the weighted sum of quaternion samples does not produce a unit quaternion estimate. To overcome this difficulty, a method of weighted mean computation for quaternions is derived in rotational space, leading to a quaternion with unit norm. A quaternion multiplication is used for predicted covariance computation and quaternion update, which makes a quaternion in a filter lie in the unit quaternion space. Since the quaternion process noise increases the uncertainty in attitude orientation, modeling it either as the vector part of a quaternion or as a rotation vector is considered. Simulation results illustrate that the proposed approach successfully estimates spacecraft attitude for large initial errors and high tip-off rates, and modeling the quaternion process noise as a rotation vector is more optimal than handling it as the vector part of a quaternion.

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