• Title, Summary, Keyword: 멱분포

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Bayesian Inference for Autoregressive Models with Skewed Exponential Power Errors (비대칭 지수멱 오차를 가지는 자기회귀모형에서의 베이지안 추론)

  • Ryu, Hyunnam;Kim, Dal Ho
    • The Korean Journal of Applied Statistics
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    • v.27 no.6
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    • pp.1039-1047
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    • 2014
  • An autoregressive model with normal errors is a natural model that attempts to fit time series data. More flexible models that include normal distribution as a special case are necessary because they can cover normality to non-normality models. The skewed exponential power distribution is a possible candidate for autoregressive models errors that may have tails lighter(platykurtic) or heavier(leptokurtic) than normal and skewness; in addition, the use of skewed exponential power distribution can reduce the influence of outliers and consequently increases the robustness of the analysis. We use SIR algorithm and grid method for an efficient Bayesian estimation.

Analysis of drainage structure for river basin on the basis of power law distribution (멱함수 법칙분포를 기반으로 한 유역의 배수구조에 대한 해석)

  • Kim, Joo-Cheol;Kang, Heeseung;Jung, Kwansue
    • Journal of Korea Water Resources Association
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    • v.49 no.6
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    • pp.495-507
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    • 2016
  • This study aims at hydrologically demonstrating the universality of power law distribution by analyzing runoff aggregation structures of river basins. Power law distribution is fitted to cumulative drainage area of basins of interest by maximum likelihood, which results in the power law exponents. And then those exponents are assessed in terms of the shape of catchment plan-form. As a main result all of the basins in this study have similar distributions of catchment area. The exponents from this study tend to be higher than the ones from previous researches reflecting self-similar property of the catchment plan-forms of interest. Further study is required about the universality of power law distribution by means of the more realistic flow routing scheme within the framework of DEM.

Derivation of Design Flood by Transformation Method(II) - On the non-annual exceedance series- (변환법에 의한 설계홍수량의 유도(II) -비년초과치계열을 중심으로-)

  • 이순혁;맹승진
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.37 no.5
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    • pp.111-118
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    • 1995
  • 첨두유량이 연속적으로 발생하므로 인하여 수리구조물의 파괴에 영향을 끼치는 설계홍수량의 추정을 위해 본 연구에서는 제I보에 이어 2차적으로 부분 기간 계열인 금강, 영산강 및 섬진강 수계 6개 유역의 비년 초과치를 중심으로 하여 변환법인 SMEMAX법, 멱변화(Power Transformation) 및 2단계 멱변환(Two Step Power Transformation, TSPT)법에 의해 빈도분포의 정규화를 시도하고 이들에 대한 정규화 효율성의 비교분석과 설계홍수량 유도를 위한 변환법별 적합도 검정을 수행하였다. 왜곡분포의 정규화 시도는 제I보의 결과와 마찬가지로 SMAMAX 및 Power변환법에서는 빈도분포의 정규화가 미흡하였으나 2단계 멱변환법에서는 빈도분포의 만족한 정규화를 기할 수 있었다. 또한 3개 변환법에 의해 유도된 설계홍수량의 비교 분석에서는 3개 방법 모두 재현기간 20년 이내의 설계홍수량이 거의 유사한 결과를 나타내었으며 Kolmogorov-Smirnov Test에 의한 3개 변환법별 적합도검정 결과 2단계 멱변환법이 적정 변환법으로 인정되었다.

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Analysis of runoff aggregation structure and energy expenditure pattern for Choyang creek basin on the basis of power law distribution (멱함수 법칙분포를 기반으로 한 조양하 유역의 유출응집구조와 에너지소비 양상에 대한 해석)

  • Kim, Joo-Cheol;Cui, Feng Xue;Jung, Kwan Sue
    • Journal of Korea Water Resources Association
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    • v.50 no.11
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    • pp.725-734
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    • 2017
  • The main purpose of this study is to analyze runoff aggregation structure and energy expenditure pattern of Choyang creek basin within the framework of power law distribution. To this end geomorphologic factors of every point in the basin of interest, which define tractive force and stream power as well as drainage area, are extracted based on GIS, and their complementary cumulative distributions are graphically analyzed through fitting them to power law distribution. The results indicate that three distinct behavioral regimes are observed from the complementary cumulative distributions of three geomorphogic factors. Based on the parameter estimation of power law distribution by maximum likelihood drainage area and stream power can be judged as scale invariance factor without finite scale while tractive force as scale dependence factor with finite scale. Furthermore, it is judged that tractive force would not follow power law distribution because it shows limited complex system behaviors only within the small extent of scale. The exponent of power law distribution for drainage area obtained in this study by maximum likelihood is larger than the previous researches due to the difference of parameter estimation methodologies. And the exponent for stream power is smaller than the previous researches due to the scaling property of channel slope for the basin of interest.

A Study on Velocity Distribution Around Ship Stern by Improved Power Law Flow Model (멱법칙 유동모델의 개선에 의한 선미 유동장내 속도분포 연구)

  • 김시영
    • Transactions of the Korean Society of Mechanical Engineers
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    • v.16 no.7
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    • pp.1391-1397
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    • 1992
  • Improved power law flow model was suggested for the calculation of wake flow characteristics around the three dimensional ship stern in case of the formation of bilge vortex in the direction of stern. In comparison with the power law and Coles flow model, the flow velocity calculated based on this study was delayed around the boundary of inner layer and outer layer in reverse flow. More accurate results was obtained with this improved power law flow model by the velocity calculation around ship stern. Accuracy was validated with the comparison of other calculation results and experimental datas.

Shift-Power Transformation (이동-멱변환에 관한 연구)

  • Cho Ki-Jong;Jeong Seok-Oh;Shin Key-Il
    • The Korean Journal of Applied Statistics
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    • v.19 no.2
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    • pp.283-290
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    • 2006
  • Generally speaking, power transformations such as Box-Cox transformation(1964) is applied for variance stabilization and symmetry. But, when the distribution of the original data has a large mean with a small variance or the coefficient of variation is very small, they don't work at all. This paper propose a simple method to introduce a shift parameter before applying power transformations and showed the numerical evidence by Monte Carlo simulation and a real data analysis.

A Study on the Theory of Power-law and Science Technology Policy System under Convergence Technology Environment (융합기술환경에서 멱법칙과 과학기술정책체계분석)

  • Cho, Sang-Sup
    • Journal of Korea Technology Innovation Society
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    • v.15 no.1
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    • pp.28-46
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    • 2012
  • This paper proposes the science and technology policy implications of power law in econophysics methodology under the recent convergence technology environment. Empirical results are summarized as follow: first, similar empirical results are showed up using Hill estimates and Rank-1/2 estimates in patent data set during 1990 through 2008. Second, the estimates of power law exponents for technology capability distribution are decreased during the periods. The policy implications for science and technology development draw from the empirical results. First, the fact that the exponents of power law are decreased show the convergence of technology capability among countries. The our country policy directs focus on the innovation strategy rather than imitation strategy. Second, the volatility of technology change results from a few capable technology developers so that policy direct may need to control the technology power in the large technology developer or company. The methodology and analytical results used in the paper may also be useful for consider for the science and technology phenomena such as convergence and divergence of technologies among countries in the world.

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Analysis of Seoul Metropolitan Subway Network Characteristics Using Network Centrality Measures (네트워크 중심성 지표를 이용한 서울 수도권 지하철망 특성 분석)

  • Lee, Jeong Won;Lee, Kang Won
    • Journal of the Korean Society for Railway
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    • v.20 no.3
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    • pp.413-422
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    • 2017
  • In this study we investigate the importance of the subway station using network centrality measures. For centrality measures, we have used betweenness centrality, closeness centrality, and degree centrality. A new measure called weighted betweenness centrality is proposed, that combines both traditional betweenness centrality and passenger flow between stations. Through correlation analysis and power-law analysis of passenger flow on the Seoul metropolitan subway network, we have shown that weighted betweenness centrality is a meaningful and practical measure. We have also shown that passenger flow between any two stations follows a highly skewed power-law distribution.

Re-Transformation of Power Transformation for ARMA(p, q) Model - Simulation Study (ARMA(p, q) 모형에서 멱변환의 재변환에 관한 연구 - 모의실험을 중심으로)

  • Kang, Jun-Hoon;Shin, Key-Il
    • The Korean Journal of Applied Statistics
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    • v.28 no.3
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    • pp.511-527
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    • 2015
  • For time series analysis, power transformation (especially log-transformation) is widely used for variance stabilization or normalization for stationary ARMA(p, q) model. A simple and naive back transformed forecast is obtained by taking the inverse function of expectation. However, this back transformed forecast has a bias. Under the assumption that the log-transformed data is normally distributed. The unbiased back transformed forecast can be obtained by the expectation of log-normal distribution; consequently, the property of this back transformation was studied by Granger and Newbold (1976). We investigate the sensitivity of back transformed forecasts under several different underlying distributions using simulation studies.