• 제목/요약/키워드: $D_s$-optimality

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

  • 김영일
    • 품질경영학회지
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    • 제21권2호
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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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    • 제2권1호
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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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Michaelis-Menten 모형의 모수의 불확실성에 대한 Maximin 타입의 강건 실험 (The Maximin Robust Design for the Uncertainty of Parameters of Michaelis-Menten Model)

  • 김영일;장대흥;이성백
    • 응용통계연구
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    • 제27권7호
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    • pp.1269-1278
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    • 2014
  • D-최적 실험은 실험의 이론적인 기초를 제공하는 이유로 비선형모형에 대해 실험설계 시 인기가 있지만 이러한 실험기준은 비선형인 경우 알려져 있지 않은 모수에 의존하는 모순적인 특징이 있다. 그러나 일부 비선형모형은 최적 실험이 비선형 모형의 일부 모수에만 의존하는 특징이 있는 부분비선형모형임 밝혀졌다. 일반적으로 비선형 모형인 경우는 maximin방법은 일반적으로 모수의 불확실성에 강건한 실험을 제공하지 못한다고 알려져 있으나 많은 부분비선형 모형인 경우 하나의 모수에만 최적실험이 의존하는 구조를 갖고 있어 최적실험의 구조를 밝히는데 매우 용이하다. 본 연구에서는 Michaelis-Menten 모형을 대상으로 모수의 불확실성에 대처하기 위한 maximin 방법을 D-최적 및 $D_s$-최적을 기준으로 살펴보았다.

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

  • 임용빈
    • 응용통계연구
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    • 제20권2호
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    • pp.267-280
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    • 2007
  • 혼합물 성분들의 비율의 상한과 하한에 대한제한조건이 부과된 제한된 혼합물 실험 공간 R에서의 혼합물 실험을 위한 최적 설계를 찾는 데에 D-, G-, V- 최적기준 등과 같은 다양한 최적 설계 기준이 사용된다. 각각의 실험 설계는 선택된 최적 기준에 대해서는 최적이지만, 제한된 혼합물 실험 공간에서의 예측력에 대해서는 만족스럽지 못하다는 것은 잘 알려진 사실이다. (Vining 등, 1993; Khuri 등, 1999). 우리의 관심사는 2차 혼합물 반응표면모형을 가정한 경우에 제한된 혼합물 공간에서의 효율적인 실험 설계를 찾는 것이다. 이 논문에서는 꼭지점, 선중심점, 면중심점, 중앙점과 내부점으로 구성된 확장된 후보 실험점 그룹을 구성한 다음에, D-최적기준, G-최적기준, V-최적기준과 실험점들 간의 거리에 근거한 U-최적기준에 강건한 실험 설계를 제안한다. Khuri 등(1999)에서 분석된 비료 혼합물 실험과Vining과 Cornell(1993)이 분석한 조명탄 혼합물 실험의 사례에서 강건한 실험설계들과 두 논문에서 추천된 실험 설계들에 대한 예측치의 표준화된 분산의 분위수의 그림(SVPQP)을 비교한 결과 강건한 설계가 상대적으로 우월함이 판명되었다.

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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    • 제18권2호
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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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    • 제8권1호
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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.

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

  • 채혁주;이단일;박수정;최한림;박한솔;안경수
    • 한국군사과학기술학회지
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    • 제23권4호
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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.

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

  • 이정한;안재권;이수갑
    • 한국소음진동공학회:학술대회논문집
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    • 한국소음진동공학회 2000년도 춘계학술대회논문집
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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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    • 제14권6호
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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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    • 제17권1호
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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.