• Title/Summary/Keyword: $D_s$-optimality

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Characteristics of Iλ-optimality Criterion compared to the D- and Heteroscedastic G-optimality with respect to Simple Linear and Quadratic Regression (단순선형회귀와 이차형식회귀모형을 중심으로 D-와 이분산 G-최적에 비교한 Iλ-최적실험기준의 특성연구)

  • Kim, Yeong-Il
    • Journal of Korean Society for Quality Management
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    • v.21 no.2
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    • pp.140-155
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    • 1993
  • The characteristics of $I_{\lambda}$-optimality, one of the linear criteria suggested by Fedorov (1972) are investigated with respect to the D-and heteroscedastic G-optimality in case of non-constant variance function. Though having limited results obtained from simple models, we may conclude that $I_{\lambda}$-optimality is sometimes preferred to the heteroscedastic G-optimality suggested newly bv Wong and Cook (1992) in the sense that the experimenter's belief in weighting function exists in $I_{\lambda}$-optimality criterion, not to mention its computational simplicity.

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$I{\lambda}$-최적실험계획의 특성에 대한 추가적인 연구

  • 김영일
    • Communications for Statistical Applications and Methods
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    • v.2 no.1
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    • pp.55-63
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    • 1995
  • The characteristics of $I{\lambda}$-optimality are investigated with repsect to other experimental design's criteria, D-and G-optimality. The comparisons are based on D- and G-, and $I{\lambda}$-efficiencies using the Beta(p, q) distribution as a weighting function for $I{\lambda}$-optimality. Results indicate that serious consideration should be given to the $I{\lambda}$-optimality criterion especially when the error variance function is not homogeneous.

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The Maximin Robust Design for the Uncertainty of Parameters of Michaelis-Menten Model (Michaelis-Menten 모형의 모수의 불확실성에 대한 Maximin 타입의 강건 실험)

  • Kim, Youngil;Jang, Dae-Heung;Yi, Seongbaek
    • The Korean Journal of Applied Statistics
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    • v.27 no.7
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    • pp.1269-1278
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    • 2014
  • Despite the D-optimality criterion becomes very popular in designing an experiment for nonlinear models because of theoretical foundations it provides, it is very critical that the criterion depends on the unknown parameters of the nonlinear model. But some nonlinear models turned out to be partially nonlinear in sense that the optimal design depends on the subset of parameters only. It was a strong belief that the maximin approach to find a robust design to protect against the uncertainty of parameters is not guaranteed to be successful in nonlinear models. But the maximin approach could be a success for the partial nonlinear model, because often the optimal design depends on only one unknown value of parameter, easier to handle than the full parameters. We deal with maximin approach for Michaelis-Menten model with respect to D- and $D_s$-optimality.

Robust Designs of the Second Order Response Surface Model in a Mixture (2차 혼합물 반응표면 모형에서의 강건한 실험 설계)

  • Lim, Yong-Bin
    • The Korean Journal of Applied Statistics
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    • v.20 no.2
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    • pp.267-280
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    • 2007
  • Various single-valued design optimality criteria such as D-, G-, and V-optimality are used often in constructing optimal experimental designs for mixture experiments in a constrained region R where lower and upper bound constraints are imposed on the ingredients proportions. Even though they are optimal in the strict sense of particular optimality criterion used, it is known that their performance is unsatisfactory with respect to the prediction capability over a constrained region. (Vining et at., 1993; Khuri et at., 1999) We assume the quadratic polynomial model as the mixture response surface model and are interested in finding efficient designs in the constrained design space for a mixture. In this paper, we make an expanded list of candidate design points by adding interior points to the extreme vertices, edge midpoints, constrained face centroids and the overall centroid. Then, we want to propose a robust design with respect to D-optimality, G-optimality, V-optimality and distance-based U-optimality. Comparing scaled prediction variance quantile plots (SPVQP) of robust designs with that of recommended designs in Khuri et al. (1999) and Vining et al. (1993) in the well-known examples of a four-component fertilizer experiment as well as McLean and Anderson's Railroad Flare Experiment, robust designs turned out to be superior to those recommended designs.

Design of ramp-stress accelerated life test plans for a parallel system with two independent components using masked data

  • Srivastava, P.W.;Savita, Savita
    • International Journal of Reliability and Applications
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    • v.18 no.2
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    • pp.45-63
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    • 2017
  • In this paper, we have formulated optimum Accelerated Life Test (ALT) plan for a parallel system with two independent components using masked data with ramp-stress loading scheme and Type-I censoring. Consider a system of two independent and non-identical components connected in parallel. Such a system fails whenever all of its components has failed. The exact component that causes the system to fail is often unknown due to cost and time constraint. For each parallel system at test, we observe its system's failure time and a set of component that includes the component actually causing the system to fail. The stress-life relationship is modelled using inverse power law, and cumulative exposure model is assumed to model the effect of changing stress. The optimal plan consists in finding out the optimum stress rate using D-optimality criterion. The method developed has been explained using a numerical example and sensitivity analysis carried out.

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Optimality criteria based seismic design of multiple tuned-mass-dampers for the control of 3D irregular buildings

  • Daniel, Yael;Lavan, Oren
    • Earthquakes and Structures
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    • v.8 no.1
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    • pp.77-100
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    • 2015
  • Multiple tuned mass dampers (MTMDs) tuned to various frequencies have been shown to efficiently control the seismic response of structures where multiple modes are dominant. One example is irregular structures that are found more vulnerable than their symmetric counterparts. With the technology of MTMDs available, design and optimal design methodologies are required for application. Such a methodology, in the form of an analysis/redesign (A/R) scheme, has been previously presented by the authors while limiting responses of interest to allowable values, i.e., performance-based design (PBD). In this paper, the A/R procedure is modified based on formal optimality criteria, making it more cost efficient, as well as more computationally efficient. It is shown that by using the methodology presented herein, a desired performance level is successfully targeted by adding near-optimal amounts of mass at various locations and tuning the TMDs to dampen several of the structure's frequencies. This is done using analysis tools only.

Time-varying Proportional Navigation Guidance using Deep Reinforcement Learning (심층 강화학습을 이용한 시변 비례 항법 유도 기법)

  • Chae, Hyeok-Joo;Lee, Daniel;Park, Su-Jeong;Choi, Han-Lim;Park, Han-Sol;An, Kyeong-Soo
    • Journal of the Korea Institute of Military Science and Technology
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    • v.23 no.4
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    • pp.399-406
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    • 2020
  • In this paper, we propose a time-varying proportional navigation guidance law that determines the proportional navigation gain in real-time according to the operating situation. When intercepting a target, an unidentified evasion strategy causes a loss of optimality. To compensate for this problem, proper proportional navigation gain is derived at every time step by solving an optimal control problem with the inferred evader's strategy. Recently, deep reinforcement learning algorithms are introduced to deal with complex optimal control problem efficiently. We adapt the actor-critic method to build a proportional navigation gain network and the network is trained by the Proximal Policy Optimization(PPO) algorithm to learn an evasion strategy of the target. Numerical experiments show the effectiveness and optimality of the proposed method.

Optimization of Automotive Engine-cooling Fan Noise Using Response Surface Method (반응면 기법을 이용한 자동차 엔진 냉각팬의 저소음설계)

  • Lee, J.;Ahn, J.;Lee, S.
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 2000.06a
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    • pp.407-412
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    • 2000
  • Response surface method is employed in optimizing the acoustic performance of automotive engine-cooling axial fans. The effects of modifications in blade geometry on noise reduction are investigated. Taking the far-field noise level as the objective, a quadratic response surface is constructed utilizing D-Optimality condition as the candidate-points selection criteria. It is shown that the quadratic model exhibits an excellent fitting capability resulting in the blade design with low far-field noise level.

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Occupant comfort evaluation and wind-induced serviceability design optimization of tall buildings

  • Huang, M.F.;Chan, C.M.;Kwok, Kenny C.S.
    • Wind and Structures
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    • v.14 no.6
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    • pp.559-582
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    • 2011
  • This paper presents an integrated wind-induced dynamic analysis and computer-based design optimization technique for minimizing the structural cost of general tall buildings subject to static and dynamic serviceability design criteria. Once the wind-induced dynamic response of a tall building structure is accurately determined and the optimal serviceability design problem is explicitly formulated, a rigorously derived Optimality Criteria (OC) method is to be developed to achieve the optimal distribution of element stiffness of the structural system satisfying the wind-induced drift and acceleration design constraints. The effectiveness and practicality of the optimal design technique are illustrated by a full-scale 60-story building with complex 3D mode shapes. Both peak resultant acceleration criteria and frequency dependent modal acceleration criteria are considered and their influences on the optimization results are highlighted. Results have shown that the use of various acceleration criteria has different implications in the habitability evaluations and subsequently different optimal design solutions. The computer based optimization technique provides a powerful tool for the lateral drift and occupant comfort design of tall building structures.

Bilevel-programming based failure-censored ramp-stress ALTSP for the log-logistic distribution with warranty cost

  • Srivastava, P.W.;Sharma, D.
    • International Journal of Reliability and Applications
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    • v.17 no.1
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    • pp.85-105
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    • 2016
  • In this paper accelerated life testing is incorporated in quality control technique of acceptance sampling plan to induce early failures in high reliability products.Stress under accelerated condition can be applied in constant-stress, step-stress and progressive-stress or combination of such loadings. A ramp-stress results when stress is increased linearly (from zero) with time. In this paper optimum failure-censored ramp-stress accelerated life test sampling plan for log-logistic distribution has been formulated with cost considerations. The log-logistic distribution has been found appropriate for insulating materials. The optimal plans consist in finding optimum sample size, sample proportion allocated to each stress, and stress rate factor such that producer's and consumer's interests are safeguarded. Variance optimality criterion is used when expected cost per lot is not taken into consideration, and bilevel programming approach is used in cost optimization problems. The methods developed have been illustrated using some numerical examples, and sensitivity analyses carried out in the context of ramp-stress ALTSP based on variable SSP for proportion nonconforming.