• 제목/요약/키워드: ARE model

검색결과 76,484건 처리시간 0.071초

A BAYESIAN APPROACH TO THE IMPERFECT INSPECTION MODEL

  • Park, Choon-Il
    • Journal of applied mathematics & informatics
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    • 제6권2호
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    • pp.589-598
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    • 1999
  • Classification errors are included in sampling -with -re-placement model where items are sampled from a Bernoulli process. Bayesian imperfect inspection model is considered. In addition con-jugate prior and predctive densities for imperfect inspection model are obtained.

A Cumulative Logit Mixed Model for Ordered Response Data

  • Choi, Jae-Sung
    • Journal of the Korean Data and Information Science Society
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    • 제17권1호
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    • pp.123-130
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    • 2006
  • This paper discusses about how to build up a mixed-effects model using cumulative logits when some factors are fixed and others are random. Location effects are considered as random effects by choosing them randomly from a population of locations. Estimation procedure for the unknown parameters in a suggested model is also discussed by an illustrated example.

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Developing efficient model updating approaches for different structural complexity - an ensemble learning and uncertainty quantifications

  • Lin, Guangwei;Zhang, Yi;Liao, Qinzhuo
    • Smart Structures and Systems
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    • 제29권2호
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    • pp.321-336
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    • 2022
  • Model uncertainty is a key factor that could influence the accuracy and reliability of numerical model-based analysis. It is necessary to acquire an appropriate updating approach which could search and determine the realistic model parameter values from measurements. In this paper, the Bayesian model updating theory combined with the transitional Markov chain Monte Carlo (TMCMC) method and K-means cluster analysis is utilized in the updating of the structural model parameters. Kriging and polynomial chaos expansion (PCE) are employed to generate surrogate models to reduce the computational burden in TMCMC. The selected updating approaches are applied to three structural examples with different complexity, including a two-storey frame, a ten-storey frame, and the national stadium model. These models stand for the low-dimensional linear model, the high-dimensional linear model, and the nonlinear model, respectively. The performances of updating in these three models are assessed in terms of the prediction uncertainty, numerical efforts, and prior information. This study also investigates the updating scenarios using the analytical approach and surrogate models. The uncertainty quantification in the Bayesian approach is further discussed to verify the validity and accuracy of the surrogate models. Finally, the advantages and limitations of the surrogate model-based updating approaches are discussed for different structural complexity. The possibility of utilizing the boosting algorithm as an ensemble learning method for improving the surrogate models is also presented.

Modelling creep behavior of soft clay by incorporating updated volumetric and deviatoric strain-time equations

  • Chen Ge;Zhu Jungao;Li Jian;Wu Gang;Guo Wanli
    • Geomechanics and Engineering
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    • 제35권1호
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    • pp.55-65
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    • 2023
  • Soft clay is widely spread in nature and encountered in geotechnical engineering applications. The creep property of soft clay greatly affects the long-term performance of its upper structures. Therefore, it is vital to establish a reasonable and practical creep constitutive model. In the study, two updated hyperbolic equations based on the volumetric creep and deviatoric creep are respectively proposed. Subsequently, three creep constitutive models based on different creep behavior, i.e., V-model (use volumetric creep equation), D-model (use deviatoric creep equation) and VD-model (use both volumetric and deviatoric creep equations) are developed and compared. From the aspect of prediction accuracy, both V-model and D-model show good agreements with experimental results, while the predictions of the VD-model are smaller than the experimental results. In terms of the parametric sensitivity, D-model and VD-model are lower sensitive to parameter M (the slope of the critical state line) than V-model. Therefore, the D-model which is developed by incorporating the updated deviatoric creep equation is suggested in engineering applications.

재작업과 폐기가 수반되는 경제적 생산량 모형 (Economic Manufacturing Quantity Models with Rework and Disposal)

  • 손권익
    • 산업기술연구
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    • 제36권
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    • pp.23-31
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    • 2016
  • This paper presents EMQ models in which some proportion of defective items are produced and some of them are converted to good items through rework process and items not converted are disposed. Numerical models are developed for three cases of disposal and optimal solution of each model is derived. In the first model, if a defective item is found during the production process, only re-workable items are stored and reworked after normal production is finished. Not re-workable items are disposed immediately during normal production. The second model deals with the case where all defective items are stored and items to be disposed are determined in rework process. In the third model, an additional inspection process exists before rework to determine rework or disposal. Numerical examples are presented to validate the proposed models.

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MIRA Vehicle Model 주위의 3차원 난류유동 예측 (Prediction of Three Dimensional Turbulent flows around a MIRA Vehicle Model)

  • 명현국;진은주
    • 한국자동차공학회논문집
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    • 제6권5호
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    • pp.86-96
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    • 1998
  • A numerical study has been carried out of three-dimensional turbulent flows around a MIRA reference vehicle model both with and without wheels in computation. Two convective difference schemes with two k-$\varepsilon$ turbulence models are evaluated for the performance such as drag coefficient, velocity and pressure fields. Pressure coefficients along the surfaces of the model are compared with experimental data. The drag coefficient, the velocity and pressure fields are found to change considerably with the adopted finite difference schemes. Drag forces computed in the various regions of the model indicate that design change decisions should not rely just on the total drag and that local flow structures are important. The results also indicate that the RNG model with the QUICK scheme predicts fairly well the tendency of velocity and pressure fields and gives more reliable drag coefficient rather than the other cases.

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Autonomie에 적용 가능한 NiMH 배터리 모델 실험 및 구현 (Experiment and Implementation of NiMH Battery Model for Autonomie Environment)

  • 이종경;김재언;차한주
    • 전기학회논문지
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    • 제60권10호
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    • pp.1875-1880
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    • 2011
  • This paper proposes a battery model applicable to Autonomie environment. Also, a various of experiment is implemented for validation. The proposed battery model modifies Randles equivalent circuit and battery parameters are extracted from pulsed current tests. The parameters are two-dimensional function of current and SOC(State of Charge). The battery model is developed in the Matlab/Simulink and is implemented for NiMH Panasonic HHR650D and compared with pulsed current discharge curves. The simulation results validate the accuracy of the proposed model and the model is also tested by adding it on Autonomie for HEV application. Constant current charge/discharge, pulsed current test that can be used to extract battery parameter are performed and test results are used to build up the proposed battery model for Autonomie.

국면전환 블랙-숄즈 모형에서 정합성을 가진 모수의 추정 (Calibrated Parameters with Consistency for Option Pricing in the Two-state Regime Switching Black-Scholes Model)

  • 한규식
    • 대한산업공학회지
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    • 제36권2호
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    • pp.101-107
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    • 2010
  • Among a variety of asset dynamics models in order to explain the common properties of financial underlying assets, parametric models are meaningful when their parameters are set reliably. There are two main methods from which we can obtain them. They are to use time-series data of an underlying price or the market option prices of the underlying at one time. Based on the Girsanov theorem, in the pure diffusion models, the parameters calibrated from the option prices should be partially equivalent to those from time-series underling prices. We call this phenomenon model consistency. In this paper, we verify that the two-state regime switching Black-Scholes model is superior in the sense of model consistency, comparing with two popular conventional models, the Black-Scholes model and Heston model.

Deformation-based Strut-and-Tie Model for reinforced concrete columns subject to lateral loading

  • Hong, Sung-Gul;Lee, Soo-Gon;Hong, Seongwon;Kang, Thomas H.K.
    • Computers and Concrete
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    • 제17권2호
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    • pp.157-172
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    • 2016
  • This paper presents a Strut-and-Tie Model for reinforced concrete (RC) columns subject to lateral loading. The proposed model is based on the loading path for the post-yield state, and the geometries of struts and tie are determined by the stress field of post-yield state. The analysis procedure of the Strut-and-Tie Model is that 1) the shear force and displacement at the initial yield state are calculated and 2) the relationship between the additional shear force and the deformation is determined by modifying the geometry of the longitudinal strut until the ultimate limit state. To validate the developed model, the ultimate strength and associated deformation obtained by experimental results are compared with the values predicted by the model. Good agreements between the proposed model and the experimental data are observed.

로지스틱모형을 이용한 가로구간 사고모형 (Accidents Model of Arterial Link Sections by Logistic Model)

  • 박병호;임진강;한수산
    • 한국안전학회지
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    • 제25권4호
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    • pp.90-95
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    • 2010
  • This study deals with the accident model of arterial link section in Cheongju. The objective is to develop the accident model of arterial link section using the logistic regression. In pursuing the above, the study uses the 258 accident data occurred at the 322 arterial link section. The main results are as follows. First, Nagellerke $R^2$ of developed accident model is analyzed to be 0.309 and t-values of variable that explains goodness of fit are evaluated to be significant. Second, the variables adopted in the model are AADT, the number of exit and entry. These variables are all analyzed to be statistically significant. Finally, the analysis of correct classification rate shows that the total accident of correct classification rate is analyzed to be 72.7% at the arterial link section.