• Journal of the Korean Institute of Intelligent Systems
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• v.18 no.6
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• pp.842-848
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• 2008

This paper deal with uncertainty problem by using Type-2 fuzzy logic set for nonlinear system modeling. We design Type-2 fuzzy logic system in which the antecedent and the consequent part of rules are given as Type-2 fuzzy set and also analyze the performance of the ensuing nonlinear model with uncertainty. Here, the apexes of the antecedent membership functions of rules are decided by C-means clustering algorithm and the apexes of the consequent membership functions of rules are learned by using back-propagation based on gradient decent method. Also, the parameters related to the fuzzy model are optimized by means of particle swarm optimization. The proposed model is demonstrated with the aid of two representative numerical examples, such as mathematical synthetic data set and Mackey-Glass time series data set and also we discuss the approximation as well as generalization abilities for the model.

• Journal of the Korean Geophysical Society
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• v.3 no.3
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• pp.161-174
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• 2000

Bayesian inversion is a stable approach to infer the subsurface structure with the limited data from geophysical explorations. In geophysical inverse process, due to the finite and discrete characteristics of field data and modeling process, some uncertainties are inherent and therefore probabilistic approach to the geophysical inversion is required. Bayesian framework provides theoretical base for the confidency and uncertainty analysis for the inference. However, most of the Bayesian inversion require the integration process of high dimension, so massive calculations like a Monte Carlo integration is demanded to solve it. This method, though, seemed suitable to apply to the geophysical problems which have the characteristics of highly non-linearity, we are faced to meet the promptness and convenience in field process. In this study, by the Gaussian approximation for the observed data and a priori information, fast Bayesian inversion scheme is developed and applied to the model problem with electric well logging and dipole-dipole resistivity data. Each covariance matrices are induced by geostatistical method and optimization technique resulted in maximum a posteriori information. Especially a priori information is evaluated by the cross-validation technique. And the uncertainty analysis was performed to interpret the resistivity structure by simulation of a posteriori covariance matrix.

• Proceedings of the Computational Structural Engineering Institute Conference
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• 2011.04a
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• pp.345-348
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• 2011

구조요소의 설계에서 유한요소해석은 매우 효과적인 방법이다. 이 방법은 시험 수행에 드는 시간과 비용을 줄여준다. 그러나 공정 과정과 환경에 의하여 생기는 입력 물성치들의 변화 때문에 우리는 유한요소해석의 결과를 전적으로 믿어서는 안 된다. 따라서 유한요소해석의 신뢰성을 증명하는 것은 매우 중요하다. 본 연구에서는 현장에 축적된 피로 수명 시험 데이터를 바탕으로 유한요소해석을 이용하여 피로수명 파라미터를 역 추정 하는 연구를 수행하였다. 베이지안 접근법을 이용하여 불확실성 피로 수명 파라미터의 사후분포를 구하였고, 마코프체인몬테카를로(Markov Chain Monte Carlo) 기법을 이용하여 역 추정된 파라미터의 샘플 데이터를 생성하였다. 얻어진 샘플 데이터를 기반으로 새로운 형상의 스프링에 대한 피로 수명을 예측한다. 신뢰성 기반 형상 최적화(RBDO)는 서스펜션 코일 스프링의 요구수명을 만족시키기 위하여 수행된다. 또한 크리깅 근사 모델은 유한요소해석의 연산 량 감소를 위해 이용한다.

• Geotechnical Engineering
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• v.13 no.1
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• pp.47-58
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• 1997

The predicted consolidation behavior of in-situ soft clay is quite different from the meas ureal one mainly due to the approximate numerical modelling techniques as well as the uncertainties involved in soil properties and geological configurations. In order to improve the prediction, this paper takes the following pinto consideration : an optimization technique should be adopted for characterizing the in-situ properties from measurements and also an equivalent and efficient model be considered to incorporate the actual 3-D effects. The soil parameters used be the modified Camflay model, which have an effect on the process of consolidation, were back-analyzed by BFGS scheme on the basis of settlements and pore pressures measured in real sites. The optimization technique was implemented in a general consolidation analysis program SPINED. By using the program, one may be able to appropriately analyze the timetependent consolidation behavior of soft deposits.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.29 no.9 s.240
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• pp.1243-1252
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• 2005

A current trend of design methodologies is to make engineers objectify or automate the decision-making process. Numerical optimization is an example of such technologies. However, in numerical optimization, the uncertainties are uncontrollable to efficiently objectify or automate the process. To better manage these uncertainties, the Taguchi method, reliability-based optimization and robust optimization are being used. To obtain the target performance with the maximum robustness is the main functional requirement of a mechanical system. In this research, a design procedure for global robust optimization is developed based on the kriging and global optimization approaches. The DACE modeling, known as the one of Kriging interpolation, is introduced to obtain the surrogate approximation model of the function. Robustness is determined by the DACE model to reduce real function calculations. The simulated annealing algorithm of global optimization methods is adopted to determine the global robust design of a surrogated model. As the postprocess, the first order second-moment approximation method is applied to refine the robust optimum. The mathematical problems and the MEMS design problem are investigated to show the validity of the proposed method.

• ICROS
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• v.22 no.2
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• pp.29-33
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• 2016

본 기술 특집호에서는 최근메 강인제어 분야에서 많이 주목받고 있는 사전규정 오차 구속제어기법들메 대해 기본적인 개념과 각 구속제어 기법들이 특징들을 소개한다. 기존의 제어기법들은 안정도 및 일정한 출력성능은 보장하지만 선정된 제어기 게인 값에 따라 추종성능이 민감하게 변하며 안전을 위한 제약이 없는데 반해 이러한 구속제어는 최소한의 게인 선정으로 오버슈트, 정상오차 등에 대해 사전에 규정한 성능범위를 만족하도록 강제로 구속시켜 출력성능 및 안전성이 동시에 보장되도록 한다. 이러한 구속제어는 오버슈트에 크게 영향을 받는 정밀기기 위치제어, 힘 제어에서 안전성을 확보해주며 외란이나 시스템 불확실성에 매우 강인한 특성을 갖는다. 가장 먼저 연구된 구속제어는 funnel 제어로서 시스템의 동적 모델을 포함하지 않는 비모델 기준 제어기법이다. 추종오차의 초기값이 오차에 대한 사전 구속함수로 구성된 funnel (깔데기) 안에 있으면 항상 사전메 규정된 오차범위 내에 머물도록 funnel 제어기가 작동하며 PD 제어와 구조가 유사하다. 다음으로 tanh 함수와 추종오차 변환을 결합한 방법으로서 전통적인 순환적 (recursive) 제어방법인 backstepping 제어와 결합하는 방법이다. 최종적므로 좀더 단순한 오차변환을 통해 오차에 대한 switching을 이용한 기법은 제어기 구조를 단순하게 만들고 기존의 제어기와 편리하게 결합할 수 있다. 이러한 구속제어 기법들은 또한 미지의 시스템에 특성에 대해 관측기나 지능제어를 이용한 근사함수를 요구하지 않는다. 본 특집호에서는 최근까지 연구된 구속제어에 대한 간단한 이론과 적용 결과들을 제시하기로 한다.

• The Transactions of the Korean Institute of Electrical Engineers D
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• v.52 no.4
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• pp.205-211
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• 2003

In this paper we propose a disturbance design method to test a system's stability. It is shown that the time maximum disturbance is represented in bang-bang and state feedback form. To maximize the time severity index, the value of disturbance is determined by the associated switch curve. The original switch curve is vulnerable to model uncertainties and takes much calculation time. We propose an improved method to approximate the original switch curve. This reduces the computational time and implements sufficiently to test the stable system. Simulation results show how the approximate switch curve can be used to stress a system by driving it to oscillation along the maximum limit cycle.

• Smart Media Journal
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• v.11 no.3
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• pp.9-17
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• 2022

Algorithmic trading, which uses algorithms to trade financial products, has a problem in that the results are not stable due to many factors in the market. To alleviate this problem, ensemble techniques that combine trading algorithms have been proposed. However, there are several problems with this ensemble method. First, the trading algorithm may not be selected so as to satisfy the minimum performance requirement (more than random) of the algorithm included in the ensemble, which is a necessary requirement of the ensemble. Second, there is no guarantee that an ensemble model that performed well in the past will perform well in the future. In order to solve these problems, a method for selecting trading algorithms included in the ensemble model is proposed as follows. Based on past data, we measure the contribution of the trading algorithms included in the ensemble models with high performance. However, for contributions based only on this historical data, since there are not enough past data and the uncertainty of the past data is not reflected, the contribution distribution is approximated using the Dirichlet distribution, and the contribution values are sampled from the contribution distribution to reflect the uncertainty. Based on the contribution distribution of the trading algorithm obtained from the past data, the Transformer is trained to predict the future contribution. Trading algorithms with high predicted future contribution are selected and included in the ensemble model. Through experiments, it was proved that the proposed ensemble method showed superior performance compared to the existing ensemble methods.

• Fire Science and Engineering
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• v.24 no.6
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• pp.28-33
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• 2010

The present study develops a numerical model based on the computational fluid dynamics technique to analyse the thermal flow characteristics of large scale fire calorimeter and examine the characteristics of primary parameters affecting on the uncertainty of heat release rate measurement. ANSYS CFX version 12.1 which is a commercial CFD package is used to solve the governing equations of the thermal flow field and the eddy dissipation combustion model and P-1 radiation model are applied to simulate the fire driven flow. The numerical results shows that the horizontal duct system with $90^{\circ}$ bend duct was shown relatively high deviated asymmetric flow profiles at the sampling location and the deviation of the velocity field was higher than that of the temperature and species quantities. The present study shows that the computational model can be applicable to optimize the design process and operating condition of the large scale fire calorimeter based on the understanding of the detail flow field.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.23 no.9
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• pp.1060-1069
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• 2019

Pedestrian-based camera self-calibration methods are suitable for video surveillance systems since they do not require complex calibration devices or procedures. However, using arbitrary pedestrians as calibration targets may result in poor calibration accuracy due to the unknown height of each pedestrian. To solve this problem in the real surveillance environments, this paper proposes a novel Bayesian approach. By assuming known statistics on the height of pedestrians, we construct a probabilistic model that takes into account uncertainties in both the foot/head locations and the pedestrian heights, using foot-head homology. Since solving the model directly is infeasible, we use variational Bayesian inference, an approximate inference algorithm. Accordingly, this makes it possible to estimate the height of pedestrians and to obtain accurate camera parameters simultaneously. Experimental results show that the proposed algorithm is robust to noise and provides accurate confidence in the calibration.