• Title/Summary/Keyword: 점근 분석

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Analysis on Size-Interval Based Dispatching System for Multi-Class Job Model (Multi-Class Job 모델을 위한 Size-Interval 기반 할당 시스템 분석)

  • Moon, Yong-Hyuk;Kwon, Hyeok-Chan;Youn, Chan-Hyun
    • Proceedings of the Korea Information Processing Society Conference
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    • 2011.04a
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    • pp.163-164
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    • 2011
  • 본고에서는 Multi-class Jobs을 Dispatching system 에서 처리하는 경우, Cost performance 을 점근적으로 해석하는 과정에 대해 논의한다. 구체적으로, Job 할당 시스템은 Size-Interval 기반의 스케줄링 기법을 이용하고, Resource failure 에 대비하여 Job duplication 전략을 활용하는 것으로 가정 한다.

Field data analyses for products with multiple-modes of failure (고장원인이 여럿인 제품의 사용현장 데이터 분석)

  • 배도선;최인수;황용근
    • The Korean Journal of Applied Statistics
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    • v.8 no.1
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    • pp.89-104
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    • 1995
  • This paper is concerned with the method of estimating lifetime distributin from field data for products with multiple modes of failure. When product failures occur within warranty period, a manufacturer can obtain failure-record data; failure times, causes of failure, and covariates. Since these data are seriously incomplete for satisfactory inference, that is, only failures occured during warrantly period may be recorded, it is usually necessary to incoporate the failure-record data by taking a supplementary sample of items obtained following up a portion of products that survive warranty time. The log linear function is considered as a model for describing the relation between failure time of a product and covariates. General methods for obtaining pseudo maximum likelihood estimators(PMLEs) for the parameters are outlined and their asymptotic properties are studied, and specific formulas for exponential or Weibull distribution are obtained. Effects of follow-up percentage on the PMLEs are investigated. Extensions to calendar time warranty or calendar and obtaining time warranty are also considered.

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Accurate and Robust Computations of Gas-Liquid Two-Phase Flows Part 2: Preconditioned Two-Phase Schemes for All Speeds (액체-기체 2상 유동장의 정확하고 강건한 해석 Part 2: 전 마하수 영역 해석을 위한 예조건화)

  • Ihm, Seung-Won;Kim, Chong-Am
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.37 no.1
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    • pp.17-27
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    • 2009
  • Two-phase RoeM and AUSMPW+ schemes are preconditioned for the simulation of all Mach number flows, which are generally of interest for many gas-liquid two-phase application problems, because of large speed of sound in liquid region and low speed of sound in mixture or gas region. Conventional characteristic based schemes lose their accuracy or robustness in low Mach number flows, because their numerical dissipation terms are scaled by speed of sound, which is too large compared with local velocity magnitude in a low Mach region. All speed versions of RoeM and AUSMPW+ reflect the eigenvalues of the preconditioned governing system, which have the same order of magnitude even in low Mach number region. From the asymptotic analysis, it is observed that the discretized system by the developed schemes is consistent with the continuum system in the incompressible limit. The numerical results show the accurate and robust behavior of the proposed shcemes for all speed two-phase flows.

A Subspace-based Blind Interference Cancellation for the DS/CDMA System (직접수열 코드분할 다중접속 시스템의 부공간 기반 미상 간섭 제거 기법)

  • 윤연우;김형명
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.26 no.11B
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    • pp.1510-1521
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    • 2001
  • In this paper a subspace-based blind interference cancellation is proposed and its performance is analyzed. Then the blind adaptive implementation is devolped using the improved natural power method which is the signal subspace tracking algorithm. The theoretical analysis shows that when the exact covariance matrix is kown the performance of the proposed detector is the same as that of the decorrelating detector. And when the covariance matrix is estimated the asymptotic results are examined. The results of computer simulation demonstrate that the proposed detector outperforms the previous blind adaptive RLS MOE detector.

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Numerical studies on approximate option prices (근사적 옵션 가격의 수치적 비교)

  • Yoon, Jeongyoen;Seung, Jisu;Song, Seongjoo
    • The Korean Journal of Applied Statistics
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    • v.30 no.2
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    • pp.243-257
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    • 2017
  • In this paper, we compare several methods to approximate option prices: Edgeworth expansion, A-type and C-type Gram-Charlier expansions, a method using normal inverse gaussian (NIG) distribution, and an asymptotic method using nonlinear regression. We used two different types of approximation. The first (called the RNM method) approximates the risk neutral probability density function of the log return of the underlying asset and computes the option price. The second (called the OPTIM method) finds the approximate option pricing formula and then estimates parameters to compute the option price. For simulation experiments, we generated underlying asset data from the Heston model and NIG model, a well-known stochastic volatility model and a well-known Levy model, respectively. We also applied the above approximating methods to the KOSPI200 call option price as a real data application. We then found that the OPTIM method shows better performance on average than the RNM method. Among the OPTIM, A-type Gram-Charlier expansion and the asymptotic method that uses nonlinear regression showed relatively better performance; in addition, among RNM, the method of using NIG distribution was relatively better than others.

Estimation of the frequency component and the orientational angle in texture image based on the QPS filter (QPS 필터에 의한 질감영상의 주파수성분과 방향각 평가)

  • 류재민;박종안
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.21 no.5
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    • pp.1123-1131
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    • 1996
  • Several improved quadrature polar separable (QPS) filters have been proposed and applied in texture processing since Knutsson proposed the QPS filter. They include a Knutsson's cosine function or oan exponential attenuation function, as the orientational function, and a Knutsson's exponential function or a finite prolate spheroidal sequence (FPSS) or an asymptotic FPSS, as the radial weighting functions. They represent different properties in terms of the generation of texture images, the orientational estimation, and the segmentation of synthetic texture image. In this paper, we have constructed several kernal functions for the 2-D QPS filter and analyzed their properties. A series of experiments have been carried out in order to estimate the frequency components and orientational angles of a local texture in Fourier domain. finally some problems encountered in applying QPS filters to feature description and segmentation are considered. Experimental results show that the improved Knutsson's filter and the asymptotic FPSS filter are useful in terms of the orientational estimation and the sementation of synthetic texture image.

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Wild bootstrap Ljung-Box test for autocorrelation in vector autoregressive and error correction models (벡터자기회귀모형과 오차수정모형의 자기상관성을 위한 와일드 붓스트랩 Ljung-Box 검정)

  • Lee, Myeongwoo;Lee, Taewook
    • The Korean Journal of Applied Statistics
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    • v.29 no.1
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    • pp.61-73
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    • 2016
  • We consider the wild bootstrap Ljung-Box (LB) test for autocorrelation in residuals of fitted multivariate time series models. The asymptotic chi-square distribution under the IID assumption is traditionally used for the LB test; however, size distortion tends to occur in the usage of the LB test, due to the conditional heteroskedasticity of financial time series. In order to overcome such defects, we propose the wild bootstrap LB test for autocorrelation in residuals of fitted vector autoregressive and error correction models. The simulation study and real data analysis are conducted for finite sample performance.

A Hybrid Randomizing Function Based on Elias and Peres Method (일라이어스와 페레즈의 방식에 기반한 하이브리드 무작위화 함수)

  • Pae, Sung-Il;Kim, Min-Su
    • Journal of the Korea Society of Computer and Information
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    • v.17 no.12
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    • pp.149-158
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    • 2012
  • Proposed is a hybrid randomizing function using two asymptotically optimal randomizing functions: Elias function and Peres function. Randomizing function is an mathematical abstraction of producing a uniform random bits from a source of randomness with bias. It is known that the output rate of Elias function and Peres function approaches to the information-theoretic upper bound. Especially, for each fixed input length, Elias function is optimal. However, its computation is relatively complicated and depends on input lengths. On the contrary, Peres function is defined by a simple recursion. So its computation is much simpler, uniform over the input lengths, and runs on a small footprint. In view of this tradeoff between computational complexity and output efficiency, we propose a hybrid randomizing function that has strengths of the two randomizing functions and analyze it.

How maximum rainfall intensity varies as the time scale grows? (시간 규모 증대에 따른 최대강우강도 변화)

  • Kang, Hyoungseok;Paik, Kyungrock
    • Proceedings of the Korea Water Resources Association Conference
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    • 2022.05a
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    • pp.101-101
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    • 2022
  • IDF (Intensity-Duration-Frequency) 곡선에서 익숙하다시피 강우지속시간과 최대강우강도는 반비례한다. 그동안 이러한 관계를 살펴보는 것은 대개 수십 시간의 규모에 그쳤다. 이 연구에서는 과연 시계열에서 시간 규모를 계속 증가시키면서 해당 시간 동안의 최대강우강도가 어떻게 변하는지를 살펴보았다. 가능한 장기간의 강수관측이 이루어진 우리나라 24개 지점을 대상으로 시간 규모를 최장 한 세기까지 키우면서 최대강우강도의 변화를 분석하였다. 작은 시간 규모에서는 그 관계가 멱함수를 따르지만, 시간 규모가 점차 늘어나면서 최대강우강도는 설계 목적의 지속시간 범위에서 결정된 멱함수 또는 기존 IDF 곡선으로부터 외삽하기 어려워진다. 이러한 변화는 점차 정상 연강수량으로 점근하는 결과를 가져온다. 분석된 결과를 토대로 연 단위를 초과하는 지속시간에 걸친 최대강우강도의 감쇄를 적절하게 표현할 수 있는 함수식을 제시하였다.

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Performance Analysis of Proportional Fair Scheduling with Partial Feedback Information for Multiuser MIMO-OFDMA Systems (다중 사용자 MIMO-OFDMA 시스템에서 부분 궤환 정보를 이용한 비례적 공정 스케줄링의 성능 분석)

  • Kang, Min-Gyu;Byun, Il-Mu;Park, Jin-Bae;Kim, Kwang-Soon
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.33 no.6A
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    • pp.643-651
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    • 2008
  • In this paper, we analyze the performance of normalized SNR based proportional fair scheduling with partial feedback information for multiuser MIMO-OFDMA systems. The closed form expression on the downlink capacity of the selective partial CQI feedback scheme is derived and its asymptotic behavior is investigated. From the performance analysis and numerical results, it is found that the optimal growth rate of downlink capacity can be achieved with bounded average feedback overhead irrespective of the number of users.