• Title/Summary/Keyword: 실험 반복 시간

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A Parallel Spreadsheet-based Monte Carlo Algorithm for Financial Derivatives Pricing (파생 상품의 가치 평가를 위한 몬테카를로 알고리즘에 기반한 병렬 스프레드시트)

  • Lee, Jae-Geun;Kim, Jin-Suk
    • Proceedings of the Korean Information Science Society Conference
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    • 2005.11a
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    • pp.1006-1008
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    • 2005
  • 최근에 계산금융 분야에서 복잡한 수식을 이용한 연산이 증가하고 있다. 그리고 계산금융 분야에서 몬테카를로 시뮬레이션은 대표적인 계산방법 중에 하나이다. 그러나 몬테카를로 시뮬레이션은 많은 반복연산을 수행하므로 연산시간이 오래 걸리는 문제점이 있다. 이러한 문제점을 해결하기 위하여 본 논문에서는 몬테카를로 시뮬레이션과 스프레드시트를 병렬로 처리하였다. 또한 실험을 통하여 병렬 스프레드시트의 계산 노드가 증가함에 따라 파생상품의 계산 시간이 단축되는 것을 보였다.

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A new measure of tracking in repeated measurement data (반복측정된 자료에 대한 새로운 지속성 지수)

  • 강형곤;김병수
    • The Korean Journal of Applied Statistics
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    • v.10 no.1
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    • pp.189-201
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    • 1997
  • The primary purpose of this study is to develop a measure of tracking by using a modified kappa statistic. Understanding tracking phenomena in epidemiologic studies is quite important, because precautionary measure can be made in the early stage of the outcome event. Several authors proposed measures of tracking. Among them we compared ours against McMahan's using a simulation study. Finally we applied our procedure and McMahan's to real data. We may conclude that our statistic is adequate in explaining and detecting the tracking phenomenon.

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Clock Synchronization in Plants System using Repetitive SNTP (반복적인 SNTP를 이용한 공장화 시스템에서의 시간 동기화)

  • Jeong, Seung-Han;Gwun, Oubong
    • Proceedings of the Korea Information Processing Society Conference
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    • 2012.11a
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    • pp.83-86
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    • 2012
  • 최근 임베디드 시스템이 이용되는 이동체나 자동화 공장에서 각 디바이스들간의 분배된 작업이 정확한 시간에 맞추어 작동 할 것을 요구하고 있어 시간 동기화는 중요하게 인식되고 있다. 각각의 시스템은 자기의 시계를 가지고 처리되기 때문에 이들간의 시간 정보의 오차를 적게 하여야 한다. 이에 본 논문에서는 SNTP 프로토콜을 이용해 타임서버로부터 시간의 단위를 정하여 단위 간격마다 시간을 여러 번 확인하여 오차를 조정하고, 실험을 통해 평균오차와 최대오차를 구하여 시간 동기화 시점을 확인하였다. 이를 통해 시간 동기화 시점을 미리 조정하여 다음 장치들 간의 통신 시점에서 동기화를 할 경우 오차를 줄이는 방법을 제안한다. 본 논문에서 제안한 방법을 Rabbit Board 6700 으로 구현하고 검증하여 이를 시간적 정밀함이 요구되는 응용분야에 적용할 수 있게 한다.

Recursive Estimation of Biased Zero-Error Probability for Adaptive Systems under Non-Gaussian Noise (비-가우시안 잡음하의 적응 시스템을 위한 바이어스된 영-오차확률의 반복적 추정법)

  • Kim, Namyong
    • Journal of Internet Computing and Services
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    • v.17 no.1
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    • pp.1-6
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    • 2016
  • The biased zero-error probability and its related algorithms require heavy computational burden related with some summation operations at each iteration time. In this paper, a recursive approach to the biased zero-error probability and related algorithms are proposed, and compared in the simulation environment of shallow water communication channels with ambient noise of biased Gaussian and impulsive noise. The proposed recursive method has significantly reduced computational burden regardless of sample size, contrast to the original MBZEP algorithm with computational complexity proportional to sample size. With this computational efficiency the proposed algorithm, compared with the block-processing method, shows the equivalent robustness to multipath fading, biased Gaussian and impulsive noise.

Experimental Investigations of Systematic Errors in Wind Tunnel Testing Using Design of Experiments (실험설계법 기반 풍동시험 시스템 오차 검출 실험연구)

  • Oh, Se-Yoon;Park, Seung-O;Ahn, Seung-Ki
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.41 no.5
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    • pp.335-341
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    • 2013
  • The variation of systematic bias errors in the wind tunnel testing has been studied. A Design of Experiments(DOE) approach to an experimental study of fuselage drag and stability characteristics of a helicopter configuration was applied. When forces and moments measured in one time block differ significantly from measurements made in another time block under assumption that sample observations can be expected to yield same results within permissible measuring errors. The practical implication of this paper is that the systematic error can not be assumed not to exist. The those error reduction could be achieved through the process of randomization, blocking, and replication of the data points.

Practical Experimental Design Strategy and Analysis for the Comparison of Two Treatments (두 개의 처리 비교를 위한 실용적인 실험 계획 전략과 분석)

  • Lim, Yong-Bin
    • Journal of Korean Society for Quality Management
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    • v.33 no.3
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    • pp.156-160
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    • 2005
  • We consider practical experimental design strategies and analysis to find out whether a modified method give better results than the standard method. The most practical design strategy is for experimenter to make r successive runs under the current standard method and then, change the standard method to a modified method to make another r successive runs under a modified method. To test a statistically significant difference between the population mean of the standard method and a modified method, additional recent data for sufficient number of consecutive responses under the standard method is needed to construct external reference distribution(Box, et al., 1968). Upon those informations unavailable, the practical design strategy is to run the experiment by split plot designs. In this paper, two types of split plot designs are proposed and how to determine efficiently the number of repetition within a given method and replication of those two methods are discussed based on results of the level of significance ${\alpha}$= 0.05 and the power being at least 0.9 at the detectable difference of ${\mu}_2-{\mu}_1=1.5{\times}{\sigma}$.

Continuous Speech Recognition Using N-gram Language Models Constructed by Iterative Learning (반복학습법에 의해 작성한 N-gram 언어모델을 이용한 연속음성인식에 관한 연구)

  • 오세진;황철준;김범국;정호열;정현열
    • The Journal of the Acoustical Society of Korea
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    • v.19 no.6
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    • pp.62-70
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    • 2000
  • In usual language models(LMs), the probability has been estimated by selecting highly frequent words from a large text side database. However, in case of adopting LMs in a specific task, it is unnecessary to using the general method; constructing it from a large size tent, considering the various kinds of cost. In this paper, we propose a construction method of LMs using a small size text database in order to be used in specific tasks. The proposed method is efficient in increasing the low frequent words by applying same sentences iteratively, for it will robust the occurrence probability of words as well. We carried out continuous speech recognition(CSR) experiments on 200 sentences uttered by 3 speakers using LMs by iterative teaming(IL) in a air flight reservation task. The results indicated that the performance of CSR, using an IL applied LMs, shows an 20.4% increased recognition accuracy compared to those without it. This system, using the IL method, also shows an average of 13.4% higher recognition accuracy than the previous one, which uses context-free grammar(CFG), implying the effectiveness of it.

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An empirical study on the selection of the optimal covariance pattern model for the weight loss data (체중감량자료에 대한 적정 공분산형태모형 산출에 관한 실증연구)

  • Jo, Jin-Nam
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.2
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    • pp.377-385
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    • 2009
  • Twenty five female students in Seoul participated and were divided into two group in the experiment of weight loss effect of two treatments. Fourteen students(Treatment A group), randomly chosen from the students, had fed on diet foods and exercised over 8 weeks, and the remaining students(Treatment B group) had fed on diet foods only for the same periods. Weights of 25 students had been measured repeatedly four times at an interval of two weeks during 8 weeks, It resulted from mixed model analysis of repeated measurements data that separate Toeplitz pattern for each treatment group was selected as the optimal covariance pattern. Based upon the optimal covariance pattern model, the baseline effect and time effect were found to be highly significant, but the treatment-time interaction effect was found to be insignificant. Finally, the students with diet foods and exercises were more effective in losing weight than the students with only diet foods were.

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Detecting Space-Time Clusters in Linear Point Data (선형 점자료에 있어서의 시.공 복합 군집의 탐색)

  • 홍상기
    • Journal of the Korean Geographical Society
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    • v.33 no.2
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    • pp.325-338
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    • 1998
  • 본 연구에서는 시.공 복합적인 선형 점 자료를 대상으로 시간과 공간을 함께 고려했을 때 자료 내에 군집(cluster)-시.공 복합 군집(space-time cluster)-이 존재하는 가를 검증하는 방법에 대해 논의하고, 실제 교통사고지점의 분포자료를 분석하여 군집의 유무를 통계적으로 검증하였다. 통계 분석의 결과 다음과 같은 사실이 확인되었다. 첫째, Knox의 분할표 방법과 Mantel의 역수 변환을 이용한 일반화된 회귀분석방법 모두 임계 거리 및 임계 시간 간격의 선택이 분석결과에 영향을 미친다. 둘째, 이러한 임의성을 극복하기 위해 다양한 임계 거리 및 임계 시간 간격(혹은 부가 상수)에 대해 반복 실험한 결과, 일부 임계값의 조합에서 시간과 공간이 서로 독립적이라는 귀무가설을 기각할 수 있는 증거가 발견되었다. 셋째, 시.공 복합 군집의 파악에 가장 적합한 임계 거리와 임계 시간 간격은 공간적으로는 7000m, 시간적으로는 14일 혹은 21일이다. 마지막으로, 통계 분석과정에서 자료에 존재하는 중복 기록 사고들의 존재가 밝혀짐으로써 시.공 복합군집 검증이 탐험적 자료 분석(exploratory data analysis)의 도구로서 가지는 가치를 확인할 수 있었다.

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A Study on Three Dimensional Array Shape Calibration of the Bottom Mounted Array by Iterative Least Squares (최소자승법을 이용한 해저고정형 선배열 센서의 3차원 배열형상 추정기법 연구)

  • Choi, jae-Yong;Son, Kweon
    • The Journal of the Acoustical Society of Korea
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    • v.23 no.5
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    • pp.370-375
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    • 2004
  • This paper proposes an algorithm that estimates three dimensional array shape calibration about the bottom-mounted sensor array. under the assumption that the active sources are in the far-field with unknown positions. Under some assumptions. we calculate the sensor positions via an algebraic solutions of a least squares problem that the linear equations are related to the sensor positions and directions or arrival. We give examples of algorithm performance from both computer simulations and sea test. We also illustrate the performance of sensor positions estimation as a function of time delay estimation variance and the distribution of the localizing sources.