In this paper, an inversion method using chirp signals and two near field receivers is proposed. Inversion problems can be formulated into the probabilistic models composed of signals, a forward model and noise. Forward model to simulate chirp signals is chosen to be the source-wavelet-convolution planewave modeling method. The solution of the inversion problem is defined by a posteriori pdf. The wavelet matching technique, using weighted least-squares fitting, estimates the sediment sound-speed and thickness on which determination of the ranges for a priori uniform distribution is based. The genetic algorithm can be applied to a global optimization problem to find a maximum a posteriori solution for determined a priori search space. Here the object function is defined by an L₂norm of the difference between measured and modeled signals. The observed signals can be separated into a set of two signals reflected from the upper and lower boundaries of a sediment. The separation of signals and successive applications of the genetic algorithm optimization process reduce the search space, therefore improving the inversion results. Not only the marginal pdf but also the statistics are calculated by numerical evaluation of integrals using the samples selected during importance sampling process of the genetic algorithm. The examples applied here show that, for synthetic data with noise, it is possible to carry out an inversion for sedimentary layers using the proposed inversion method.
Purpose - This paper investigates the long term impact of RFID investment on firm value in Korea. We wand to find out why the long term performance of some firm's RFID investment is better than others. To understand the dynamics of the long term returns from RFID investment announcements, we divide our events into groups for each of the independent firm characteristic variable such as investment time period, kind of markets, industries, solvency and growth potential. We composed portfolios based on the RFID investment announcement date for each group and evaluate the monthly abnormal excess returns. Research design, data, and methodology - Based on these calendar-time portfolios, we measure the long term returns from 86 RFID investment announcements of 46 firms from 2003 to 2017. We construct the calendar-time portfolio for 3, 6, 9, 12 months of holding periods. Using the weighted least squares method, we regress the raw monthly returns of the portfolios on the Fama-French model and Carhart(1997) model. As a result, we can get the estimated risk adjusted mean monthly abnormal excess return αP for each of the calendar-time portfolio. Results - We found that early adopters, large firms, non-manufacturing firms have very significant excess returns. We also found modestly significant excess returns for financially stable firms and slow growing firms. Put together, top managers of the firms which plan to invest RFID should understand the strategic role of RFID adoption and the generalized business process of distribution information technology investment in Korea. Moreover, the findings of this paper provide useful trading strategies to the managers of large funds who are considering on investing in RFID adopting firms. Conclusions - Put together, the results of this paper give us a new insight into how the RFID and IT technology in general and other characteristic factors' interactions affect the long term performance of firms. Using the unbiased estimates of long term returns of the calendar-time portfolios, this paper extends the understandings on short term impact of RFID adoption of existing studies. This paper also extends the current understandings of firm characteristics that affect the long term performance of RFID adopting firms.
Purpose: The management of metal-induced field inhomogeneities is one of the major concerns of distortion-free magnetic resonance images near metallic implants. The recently proposed method called "Slice Encoding for Metal Artifact Correction (SEMAC)" is an effective spin echo pulse sequence of magnetic resonance imaging (MRI) near metallic implants. However, as SEMAC uses the noisy resolved data elements, SEMAC images can have a major problem for improving the signal-to-noise ratio (SNR) without compromising the correction of metal artifacts. To address that issue, this paper presents a novel reconstruction technique for providing an improvement of the SNR in SEMAC images without sacrificing the correction of metal artifacts. Materials and Methods: Low-rank approximation in each coil image is first performed to suppress the noise in the slice direction, because the signal is highly correlated between SEMAC-encoded slices. Secondly, SEMAC images are reconstructed by the best linear unbiased estimator (BLUE), also known as Gauss-Markov or weighted least squares. Noise levels and correlation in the receiver channels are considered for the sake of SNR optimization. To this end, since distorted excitation profiles are sparse, $l_1$ minimization performs well in recovering the sparse distorted excitation profiles and the sparse modeling of our approach offers excellent correction of metal-induced distortions. Results: Three images reconstructed using SEMAC, SEMAC with the conventional two-step noise reduction, and the proposed image denoising for metal MRI exploiting sparsity and low rank approximation algorithm were compared. The proposed algorithm outperformed two methods and produced 119% SNR better than SEMAC and 89% SNR better than SEMAC with the conventional two-step noise reduction. Conclusion: We successfully demonstrated that the proposed, novel algorithm for SEMAC, if compared with conventional de-noising methods, substantially improves SNR and reduces artifacts.
Jung, Seongmoon;Kim, Bitbyeol;Kim, Jung-in;Park, Jong Min;Choi, Chang Heon
Journal of Radiation Protection and Research
/
v.45
no.4
/
pp.171-177
/
2020
Background: This study aims to determine the effective atomic number (Zeff) from dual-energy image sets obtained using a conventional computed tomography (CT) simulator. The estimated Zeff can be used for deriving the stopping power and material decomposition of CT images, thereby improving dose calculations in radiation therapy. Materials and Methods: An electron-density phantom was scanned using Philips Brilliance CT Big Bore at 80 and 140 kVp. The estimated Zeff values were compared with those obtained using the calibration phantom by applying the Rutherford, Schneider, and Joshi methods. The fitting parameters were optimized using the nonlinear least squares regression algorithm. The fitting curve and mass attenuation data were obtained from the National Institute of Standards and Technology. The fitting parameters obtained from stopping power and material decomposition of CT images, were validated by estimating the residual errors between the reference and calculated Zeff values. Next, the calculation accuracy of Zeff was evaluated by comparing the calculated values with the reference Zeff values of insert plugs. The exposure levels of patients under additional CT scanning at 80, 120, and 140 kVp were evaluated by measuring the weighted CT dose index (CTDIw). Results and Discussion: The residual errors of the fitting parameters were lower than 2%. The best and worst Zeff values were obtained using the Schneider and Joshi methods, respectively. The maximum differences between the reference and calculated values were 11.3% (for lung during inhalation), 4.7% (for adipose tissue), and 9.8% (for lung during inhalation) when applying the Rutherford, Schneider, and Joshi methods, respectively. Under dual-energy scanning (80 and 140 kVp), the patient exposure level was approximately twice that in general single-energy scanning (120 kVp). Conclusion: Zeff was calculated from two image sets scanned by conventional single-energy CT simulator. The results obtained using three different methods were compared. The Zeff calculation based on single-energy exhibited appropriate feasibility.
Objective: The objectives of the study were to evaluate reproductive performance and selection response through genetic trend of community-based breeding programs (CBBPs) of Bonga sheep. Methods: Reproduction traits data were collected between 2012 and 2018 from Bonga sheep CBBPs. Phenotypic performance was analyzed using the general linear model procedures of Statistical Analysis System. Genetic parameters were estimated by univariate animal model for age at first lambing (AFL) and repeatability models for lambing interval (LI), litter size (LS), and annual reproductive rate (ARR) traits using restricted maximum likelihood method of WOMBAT. For correlations bivariate animal model was used. Best model was chosen based on likelihood ratio test. The genetic trends were estimated by the weighted regression of the average breeding value of the animals on the year of birth/lambing. Results: The overall least squares mean±standard error of AFL, LI, LS, and ARR were 375±12.5, 284±9.9, 1.45±0.010, and 2.31±0.050, respectively. Direct heritability estimates for AFL, LI, LS, and ARR were 0.07±0.190, 0.06±0.120, 0.18±0.070, and 0.25±0.203, respectively. The low heritability for both AFL and LI showed that these traits respond little to selection programs but rather highly depend on animal management options. The annual genetic gains were -0.0281 days, -0.016 days, -0.0002 lambs and 0.0003 lambs for AFL, LI, LS, and ARR, respectively. Conclusion: Implications of the result to future improvement programs were improving management of animals, conservation of prolific flocks and out scaling the CBBP to get better results.
The heterogeneous autoregressive (HAR) model is a simple linear model that is commonly used to explain long memory in the realized volatility. However, as realized volatility has more complicated features such as conditional heteroscedasticity, leverage effect, and volatility clustering, it is necessary to extend the simple HAR model. Therefore, to better incorporate the stylized facts, we propose a threshold HAR model with GARCH errors, namely the THAR-GARCH model. That is, the THAR-GARCH model is a nonlinear model whose coefficients vary according to a threshold value, and the conditional heteroscedasticity is explained through the GARCH errors. Model parameters are estimated using an iterative weighted least squares estimation method. Our simulation study supports the consistency of the iterative estimation method. In addition, we show that the proposed THAR-GARCH model has better forecasting power by applying to the realized volatility of major 21 stock indices around the world.
Kim, Gwang-Jun;Jang, Hyok;Suk, Kyung-Hyu;Na, Sang-Dong
Journal of the Korea Institute of Information Security & Cryptology
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v.9
no.4
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pp.11-22
/
1999
Least-mean-square(LMS) adaptive filters have proven to be extremely useful in a number of signal processing tasks. However LMS adaptive filter suffer from a slow rate of convergence for a given steady-state mean square error as compared to the behavior of recursive least squares adaptive filter. In this paper an efficient signal interference control technique is introduced to improve the convergence speed of LMS algorithm with tap weighted vectors updating which were controled by reusing data which was abandoned data in the Adaptive transversal filter in the scheme with data recycling buffers. The computer simulation show that the character of convergence and the value of MSE of proposed algorithm are faster and lower than the existing LMS according to increasing the step-size parameter $\mu$ in the experimentally computed. learning curve. Also we find that convergence speed of proposed algorithm is increased by (B+1) time proportional to B which B is the number of recycled data buffer without complexity of computation. Adaptive transversal filter with proposed data recycling buffer algorithm could efficiently reject ISI of channel and increase speed of convergence in avoidance burden of computational complexity in reality when it was experimented having the same condition of LMS algorithm.
Dynamic treatment regimes (DTRs) are decision-making rules designed to provide personalized treatment to individuals in multi-stage randomized trials. Unlike classical methods, in which all individuals are prescribed the same type of treatment, DTRs prescribe patient-tailored treatments which take into account individual characteristics that may change over time. The Q-learning method, one of regression-based algorithms to figure out optimal treatment rules, becomes more popular as it can be easily implemented. However, the performance of the Q-learning algorithm heavily relies on the correct specification of the Q-function for response, especially in observational studies. In this article, we examine a number of double-robust weighted least-squares estimating methods for Q-learning in high-dimensional settings, where treatment models for propensity score and penalization for sparse estimation are also investigated. We further consider flexible ensemble machine learning methods for the treatment model to achieve double-robustness, so that optimal decision rule can be correctly estimated as long as at least one of the outcome model or treatment model is correct. Extensive simulation studies show that the proposed methods work well with practical sample sizes. The practical utility of the proposed methods is proven with real data example.
Li, M.H.;Nogovitsina, E.;Ivanova, Z.;Erhardt, G.;Vilkki, J.;Popov, R.;Ammosov, I.;Kiselyova, T.;Kantanen, J.
Asian-Australasian Journal of Animal Sciences
/
v.18
no.5
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pp.613-619
/
2005
Indigenous Yakutian cattle' adaptation to the hardest subarctic conditions makes them a valuable genetic resource for cattle breeding in the Siberian area. Since early last century, crossbreeding between native Yakutian cattle and imported Simmental and Kholmogory breeds has been widely adopted. In this study, variations at 22 polymorphic microsatellite loci in 5 populations of Yakutian, Kholmogory, Simmental, Yakutian-Kholmogory and Yakutian-Simmental cattle were analysed to estimate the genetic contribution of Yakutian cattle to the two hybrid populations. Three statistical approaches were used: the weighted least-squares (WLS) method which considers all allele frequencies; a recently developed implementation of a Markov chain Monte Carlo (MCMC) method called likelihood-based estimation of admixture (LEA); and a model-based Bayesian admixture analysis method (STRUCTURE). At population-level admixture analyses, the estimate based on the LEA was consistent with that obtained by the WLS method. Both methods showed that the genetic contribution of the indigenous Yakutian cattle in Yakutian-Kholmogory was small (9.6% by the LEA and 14.2% by the WLS method). In the Yakutian-Simmental population, the genetic contribution of the indigenous Yakutian cattle was considerably higher (62.8% by the LEA and 56.9% by the WLS method). Individual-level admixture analyses using STRUCTURE proved to be more informative than the multidimensional scaling analysis (MDSA) based on individual-based genetic distances. Of the 9 Yakutian-Simmental animals studied, 8 showed admixed origin, whereas of the 14 studied Yakutian-Kholmogory animals only 2 showed Yakutian ancestry (>5%). The mean posterior distributions of individual admixture coefficient (q) varied greatly among the samples in both hybrid populations. This study revealed a minor existing contribution of the Yakutian cattle in the Yakutian-Kholmogory hybrid population, but in the Yakutian-Simmental hybrid population, a major genetic contribution of the Yakutian cattle was seen. The results reflect the different crossbreeding patterns used in the development of the two hybrid populations. Additionally, molecular evidence for differences among individual admixture proportions was seen in both hybrid populations, resulting from the stochastic process in crossing over generations.
This paper presents a technique for estimating discharge rating curve parameters. In typical practical applications, the original non-linear rating curve is transformed into a simple linear regression model by log-transforming the measurement without examining the effect of log transformation. The model of pseudo-likelihood estimation is developed in this study to deal with heteroscedasticity of residuals in the original non-linear model. The parameters of rating curves and variance functions of errors are simultaneously estimated by the pseudo-likelihood estimation(P-LE) method. Simulated annealing, a global optimization technique, is adapted to minimize the log likelihood of the weighted residuals. The P-LE model was then applied to a hypothetical site where stage-discharge data were generated by incorporating various errors. Results of the P-LE model show reduced error values and narrower confidence intervals than those of the common log-transform linear least squares(LT-LR) model. Also, the limit of water levels for segmentation of discharge rating curve is estimated in the process of P-LE using the Heaviside function. Finally, model performance of the conventional log-transformed linear regression and the developed model, P-LE are computed and compared. After statistical simulation, the developed method is then applied to the real data sets from 5 gauge stations in the Geum River basin. It can be suggested that this developed strategy is applied to real sites to successfully determine weights taking into account error distributions from the observed discharge data.
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