• Title/Summary/Keyword: 랜덤워크법

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A Wilcoxon signed-rank test for random walk hypothesis based on slopes (기울기를 이용한 랜덤워크 윌콕슨 부호순위검정)

  • Kim, Tae Yoon;Park, Cheolyong;Kim, Seul Gee;Kim, Min Seok;Lee, Woo Jung;Kwon, Yunji
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.6
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    • pp.1499-1506
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    • 2014
  • Random walk is used for describing random phenomenon in various areas but tests for random walk developed so far are known to suffer from size distortion and low power. Kim et al. (2014) proposed a sign test for unit root (${\rho}=1$) hypothesis based on slopes. This article proposes a Wilcoxon signed rank test based on slopes for unit root hypothesis, and compares it with the augmented Dickey-Fuller test and the sign test by a simulation study. Our results confirm that the nonparametric tests are better than ADF test for small samples like n = 30. The results also show that the sign test is better than the Wilcoxon signed rank test and that for 0 < ${\rho}$ < 1 (-1 < ${\rho}$ < 0), the nonparametric tests suffer from power loss (improvement) as normal error changes to double exponential error.

Viscous Effect by Random Walk Method in VIC Method (Vortex-in-Cell법에 있어 랜덤워크법에 의한 점성효과)

  • No, Gi-Deok
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.26 no.2
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    • pp.194-200
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    • 2002
  • A method for simulating flow of extremely low Reynolds number in a vortex-in-cell (VIC) was studied. The viscous diffusion was represented by the random walk method. The validity of this method was proven by applying it to the flows passing over a fence placed vertically at an extremely low Reynolds number. The effects of parameters of the VIC method on the random walk method, such as the number of point vortices, the mesh density and the time increment, were investigated by numerical analysis using a one-dimensional diffusion equation. Changes in the relative error of vorticity depending on those parameters were clarified.

Numerical Visualization of Three-Dimensional Flow Past an Elliptic Disk using Vortex Filament Method (와사법을 이용한 타원판 후류의 전산 가시화)

  • Ahn Cheol-O;Lee Sang-Hwan
    • 한국가시화정보학회:학술대회논문집
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    • 2002.11a
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    • pp.59-62
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    • 2002
  • A study of three-dimensional unsteady incompressible flow past elliptic disk with aspect ratio 3 is presented. Numerical visualization using the vortex filament method was performed at Reynolds number of 20,000 on the basis of the minor diameter, the random walk method was used to calculate viscous diffusion effect. We suggest 3 stages about the wake development according to its structures, stability and motions and described the characteristics of each stages. The structure of the elliptic wake is more complicate and unstable than the wake behind a circular disk.

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Three Dimensional Aerodynamic Characteristics of a Small Bee in Hovering Flight (정지비행하는 작은 벌의 3차원 공력특성)

  • Ro, Ki-Deok
    • 한국가시화정보학회:학술대회논문집
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    • 2006.12a
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    • pp.102-108
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    • 2006
  • The three-dimensional flows in the Weis-Fogh mechanism are studied by flow visualization and numerical simulation by the discrete vortex method. In this mechanism, two wings open, touching their trailing edges (fling), and rotate in opposite directions in the horizontal plane. The structure of the vortex systems shed from the wings is very complicated and their effects on the forces on the wings have not yet been clarified. The discrete vortex method, especially the vortex stick method, is employed to investigate the vortex structure in the wake of the two wings. The wings are represented by lattice vortices, and the shed vortices are expressed by discrete three-dimensional vortex sticks. The vortex distributions and the velocity field are calculated. The pressure is estimated by the Bernoulli equation, and the lift on the wing are also obtained.

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Development of machine learning framework to inverse-track a contaminant source of hazardous chemicals in rivers (하천에 유입된 유해화학물질의 역추적을 위한 기계학습 프레임워크 개발)

  • Kwon, Siyoon;Seo, Il Won
    • Proceedings of the Korea Water Resources Association Conference
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    • 2020.06a
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    • pp.112-112
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    • 2020
  • 하천에서 유해화학물질 유입 사고 발생 시 수환경 피해를 최소화하기 위해 신속한 초기 대응이 필요하다. 따라서, 본 연구에서는 수환경 화학사고 대응 시스템 구축을 위해 하천 실시간 모니터링 지점에서 관측된 유해화학물질의 농도 자료를 이용하여 발생원의 유입 지점과 유입량을 역추적하는 프레임워크를 개발하였다. 본 연구에서 제시하는 프레임워크는 첫 번째로 하천 저장대 모형(Transient Storage Zone Model; TSM)과 HEC-RAS 모형을 이용하여 다양한 유량의 수리 조건에서 화학사고 시나리오를 생성하는 단계, 두번째로 생성된 시나리오의 유입 지점과 유입량에 대한 시간-농도 곡선 (BreakThrough Curve; BTC)을 21개의 곡선특징 (BTC feature)으로 추출하는 단계, 최종적으로 재귀적 특징 선택법(Recursive Feature Elimination; RFE)을 이용하여 의사결정나무 모형, 랜덤포레스트 모형, Xgboost 모형, 선형 서포트 벡터 머신, 커널 서포트 벡터 머신 그리고 Ridge 모형에 대한 모형별 주요 특징을 학습하고 성능을 비교하여 각각 유입 위치와 유입 질량 예측에 대한 최적 모형 및 특징 조합을 제시하는 단계로 구축하였다. 또한, 현장 적용성 제고를 위해 시간-농도 곡선을 2가지 경우 (Whole BTC와 Fractured BTC)로 가정하여 기계학습 모형을 학습시켜 모의결과를 비교하였다. 제시된 프레임워크의 검증을 위해서 낙동강 지류인 감천에 적용하여 모형을 구축하고 시나리오 자료 기반 검증과 Rhodamine WT를 이용한 추적자 실험자료를 이용한 검증을 수행하였다. 기계학습 모형들의 비교 검증 결과, 각 모형은 가중항 기반과 불순도 감소량 기반 특징 중요도 산출 방식에 따라 주요 특징이 상이하게 산출되었으며, 전체 시간-농도 곡선 (WBTC)과 부분 시간-농도 곡선 (FBTC)별 최적 모형도 다르게 산출되었다. 유입 위치 정확도 및 유입 질량 예측에 대한 R2는 대부분의 모형이 90% 이상의 우수한 결과를 나타냈다.

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Conference Key Agrement Protocol for Multilateral Remote Conference Employing a SBIBD Network (SBIBD 네트워크에서 다자간 원격회의를 위한 회의용 키 생성 프로토콜)

  • Kim, Seong-Yeol;Kim, Dong-Hyun
    • The Journal of the Korea institute of electronic communication sciences
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    • v.4 no.4
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    • pp.265-269
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    • 2009
  • A conference key agreement system is a scheme to generate a session key in a contributory manner in order to communicate with each other securely among participants. In this paper an efficient conference key agreement system is proposed by employing symmetric balanced incomplete block design(SBIBD), one class of block designs. The protocol presented not only minimizes the message overhead and message exchanging rounds but also makes every participant contribute evenly for generating a conference key. Our protocol constructs a conference key which takes modified Diffe-Helman form of ${\prod}_{i=0}^{v-1}R_i$, where v is the number of participants and $R_i$ is a random number generated from member i. In a special class of SBIBD, it takes only 3 rounds message exchange and message overhead is $O(v{\sqrt{v}})$. Our protocol can be proved as computationally difficult to calculate as discrete logarithms.

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Evaluating Reverse Logistics Networks with Centralized Centers : Hybrid Genetic Algorithm Approach (집중형센터를 가진 역물류네트워크 평가 : 혼합형 유전알고리즘 접근법)

  • Yun, YoungSu
    • Journal of Intelligence and Information Systems
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    • v.19 no.4
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    • pp.55-79
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    • 2013
  • In this paper, we propose a hybrid genetic algorithm (HGA) approach to effectively solve the reverse logistics network with centralized centers (RLNCC). For the proposed HGA approach, genetic algorithm (GA) is used as a main algorithm. For implementing GA, a new bit-string representation scheme using 0 and 1 values is suggested, which can easily make initial population of GA. As genetic operators, the elitist strategy in enlarged sampling space developed by Gen and Chang (1997), a new two-point crossover operator, and a new random mutation operator are used for selection, crossover and mutation, respectively. For hybrid concept of GA, an iterative hill climbing method (IHCM) developed by Michalewicz (1994) is inserted into HGA search loop. The IHCM is one of local search techniques and precisely explores the space converged by GA search. The RLNCC is composed of collection centers, remanufacturing centers, redistribution centers, and secondary markets in reverse logistics networks. Of the centers and secondary markets, only one collection center, remanufacturing center, redistribution center, and secondary market should be opened in reverse logistics networks. Some assumptions are considered for effectively implementing the RLNCC The RLNCC is represented by a mixed integer programming (MIP) model using indexes, parameters and decision variables. The objective function of the MIP model is to minimize the total cost which is consisted of transportation cost, fixed cost, and handling cost. The transportation cost is obtained by transporting the returned products between each centers and secondary markets. The fixed cost is calculated by opening or closing decision at each center and secondary markets. That is, if there are three collection centers (the opening costs of collection center 1 2, and 3 are 10.5, 12.1, 8.9, respectively), and the collection center 1 is opened and the remainders are all closed, then the fixed cost is 10.5. The handling cost means the cost of treating the products returned from customers at each center and secondary markets which are opened at each RLNCC stage. The RLNCC is solved by the proposed HGA approach. In numerical experiment, the proposed HGA and a conventional competing approach is compared with each other using various measures of performance. For the conventional competing approach, the GA approach by Yun (2013) is used. The GA approach has not any local search technique such as the IHCM proposed the HGA approach. As measures of performance, CPU time, optimal solution, and optimal setting are used. Two types of the RLNCC with different numbers of customers, collection centers, remanufacturing centers, redistribution centers and secondary markets are presented for comparing the performances of the HGA and GA approaches. The MIP models using the two types of the RLNCC are programmed by Visual Basic Version 6.0, and the computer implementing environment is the IBM compatible PC with 3.06Ghz CPU speed and 1GB RAM on Windows XP. The parameters used in the HGA and GA approaches are that the total number of generations is 10,000, population size 20, crossover rate 0.5, mutation rate 0.1, and the search range for the IHCM is 2.0. Total 20 iterations are made for eliminating the randomness of the searches of the HGA and GA approaches. With performance comparisons, network representations by opening/closing decision, and convergence processes using two types of the RLNCCs, the experimental result shows that the HGA has significantly better performance in terms of the optimal solution than the GA, though the GA is slightly quicker than the HGA in terms of the CPU time. Finally, it has been proved that the proposed HGA approach is more efficient than conventional GA approach in two types of the RLNCC since the former has a GA search process as well as a local search process for additional search scheme, while the latter has a GA search process alone. For a future study, much more large-sized RLNCCs will be tested for robustness of our approach.