• Title/Summary/Keyword: Conditional means

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CENTRAL LIMIT THEOREMS FOR CONDITIONALLY STRONG MIXING AND CONDITIONALLY STRICTLY STATIONARY SEQUENCES OF RANDOM VARIABLES

  • De-Mei Yuan;Xiao-Lin Zeng
    • 대한수학회지
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    • 제61권4호
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    • pp.713-742
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    • 2024
  • From the ordinary notion of upper-tail quantitle function, a new concept called conditionally upper-tail quantitle function given a σ-algebra is proposed. Some basic properties of this terminology and further properties of conditionally strictly stationary sequences are derived. By means of these properties, several conditional central limit theorems for a sequence of conditionally strong mixing and conditionally strictly stationary random variables are established, some of which are the conditional versions corresponding to earlier results under non-conditional case.

On the maximum and minimum in a bivariate uniform distribution

  • Lee, Changsoo;Shin, Hyejung;Moon, Yeung-Gil
    • Journal of the Korean Data and Information Science Society
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    • 제26권6호
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    • pp.1495-1500
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    • 2015
  • We obtain means and variances of max {X, Y} and min {X, Y} in the underlying Morgenstern type bivariate uniform variables X and Y with same scale parameters and different scale parameters respectively. And we obtain the conditional expectations in the underlying Morgenstern type bivariate uniform variables. Here, we shall consider the conditional expectations to know the dependence of one variable on the other variable and we consider the behaviors of means and variances of max {X, Y} and min {X, Y} with respect to changes in means, variances, and the correlation coeffcient of the underlying Morgenstern type bivariate uniform variables.

조건부 FCM과 방사기저함수네트웍을 이용한 유도전동기 고장 검출 (Detection and Diagnosis of Induction Motor Using Conditional FCM and Radial Basis Function Network)

  • 김승석;이대종;박장환;유정웅;전명근
    • 한국지능시스템학회논문지
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    • 제14권7호
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    • pp.878-882
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    • 2004
  • 본 논문에서는 유도전동기 고장진단을 위하여 계층적인 하이브리드 뉴럴네트웍을 제안하였다. 시스템의 입출력 데이터에 근거하여 패턴을 분류할 때 단계별 변환 및 분류 기법을 이용하였다. 제안된 방법에서는 실험에 측정된 전류값을 주기별로 주성분분석(PCA) 기법을 이용하여 입력차원을 축소한 후 이를 조건부 FCM으로 방사기저함수의 초기치를 최적화하는데 사용하였다. 이는 주성분분석이 가지는 특성을 이용하여 데이터의 특징을 나누었으며 이를 뉴럴네트웍의 학습 기능을 이용하여 고장검출 모델의 최종 성능을 개선하는 것이다. 이를 실제 계측된 유도전동기 데이터를 이용하여 실험한 결과 제안된 방법의 성능이 기존의 방법들에 비하여 우수함을 알 수 있었다.

A Nonparametric Procedure for Bioassay by using Conditional Quantile Processes

  • Kim, Ho
    • Communications for Statistical Applications and Methods
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    • 제3권3호
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    • pp.179-186
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    • 1996
  • Bioequivanence models arise typically in bioassays when new preparations are compared against standard ones by means of responses on some biological organisms. Relative potency measures provide nice interpretations for such bioequivalence and their estimation constitutes the prime interest of such studies. A conditional quantile process based on the k-nearest neighbor method is proposed for this purpose. An alternative procedure based on Kolmogrov-Smirnov type estimator has also been considered along with. ARIC ultrasound data are analyzed as examples.

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적응 뉴로-퍼지 필터를 이용한 비선형 채널 등화 (Nonlinear Channel Equalization Using Adaptive Neuro-Fuzzy Fiter)

  • 김승석;곽근창;김성수;전병석;유정웅
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2000년도 제15차 학술회의논문집
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    • pp.366-366
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    • 2000
  • In this paper, an adaptive neuro-fuzzy filter using the conditional fuzzy c-means(CFCM) methods is proposed. Usualy, the number of fuzzy rules exponentially increases by applying the grid partitioning of the input space, in conventional adaptive neuro-fuzzy inference system(ANFIS) approaches. In order to solve this problem, CFCM method is adopted to render the clusters which represent the given input and output data. Parameter identification is performed by hybrid learning using back-propagation algorithm and total least square(TLS) method. Finally, we applied the proposed method to the nonlinear channel equalization problem and obtained a better performance than previous works.

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Continuous Conditional Random Field Model for Predicting the Electrical Load of a Combined Cycle Power Plant

  • Ahn, Gilseung;Hur, Sun
    • Industrial Engineering and Management Systems
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    • 제15권2호
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    • pp.148-155
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    • 2016
  • Existing power plants may consume significant amounts of fuel and require high operating costs, partly because of poor electrical power output estimates. This paper suggests a continuous conditional random field (C-CRF) model to predict more precisely the full-load electrical power output of a base load operated combined cycle power plant. We introduce three feature functions to model association potential and one feature function to model interaction potential. Together, these functions compose the C-CRF model, and the model is transformed into a multivariate Gaussian distribution with which the operation parameters can be modeled more efficiently. The performance of our model in estimating power output was evaluated by means of a real dataset and our model outperformed existing methods. Moreover, our model can be used to estimate confidence intervals of the predicted output and calculate several probabilities.

계층적 구조를 가진 퍼지 패턴 분류기 설계 (A Design of Fuzzy Classifier with Hierarchical Structure)

  • 안태천;노석범;김용수
    • 한국지능시스템학회논문지
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    • 제24권4호
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    • pp.355-359
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    • 2014
  • 본 논문은 단순한 후반부 구조를 가진 퍼지 모델을 계층적 구조로 결합한 퍼지 패턴 분류기를 제안한다. 계층적 구조를 가진 퍼지 패턴 분류기의 기본 구조는 단순한 후반부 구조를 가진 퍼지 모델을 사용하여 전체 패턴 분류기의 구조적 복잡성을 높이지 않도록 설계 하였다. 입력공간을 계층적으로 분할하기 위하여 대표적인 퍼지 클러스터링 알고리즘인 Fuzzy C-Means clustering 기법을 이용하였다. 분할된 퍼지 입력 공간의 하위 구조를 분석하기 위하여 conditional Fuzzy C-Means 클러스터링 기법을 이용하였다. 계층적으로 분할된 퍼지 입력공간에 간단한 구조를 가진 퍼지 패턴 분류기를 적용하여 계층적 구조를 가진 패턴 분류기를 설계한다. 계층적으로 퍼지 모델들을 결합함으로써 입력 공간의 정보 분석을 거시적인 관점에서 시작하여 세부적으로 분석이 가능하게 되었다. 제안된 퍼지 패턴 분류기의 성능을 평가하기 위하여 다양한 기계 학습 데이터를 사용하였다.

방한 미국여행객의 국제 수요변동성 분석 (Estimating volatility of American tourist demand with a pleasure purpose in Korea inbound tourism market)

  • 김기홍
    • 통상정보연구
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    • 제10권1호
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    • pp.395-414
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    • 2008
  • The objective of this study is to introduce the concepts and theories of conditional heteroscedastic volatility models and the news impact curves and apply them to the Korea inbound tourism market. Three volatility models were introduced and used to estimate the conditional volatility of monthly arrivals of inbound tourists into Korea and news impact curves according to the three models. Results of this study are as follows. As the proportion of American tourists occupied a large amount of Korea inbound tourism market, the markets' forecasting is very important. The news impact curves which used EGARCH model (1,1) and TGARCH model(1,1), with data on these tourists to Korea showed an asymmetry effect of volatility. It was common that bad news means that it was estimated more sensitively than good news. From these results, we will notice that American tourists who visited Korea only for tourism are affected by good news. The result suggests that the Korea government and tourism industry should pay more attention to changes in the tourism environment following bad news because conditional volatility increases more when a negative shock occurs than when a positive shock occurs.

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Polynomial Fuzzy Radial Basis Function Neural Network Classifiers Realized with the Aid of Boundary Area Decision

  • Roh, Seok-Beom;Oh, Sung-Kwun
    • Journal of Electrical Engineering and Technology
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    • 제9권6호
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    • pp.2098-2106
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    • 2014
  • In the area of clustering, there are numerous approaches to construct clusters in the input space. For regression problem, when forming clusters being a part of the overall model, the relationships between the input space and the output space are essential and have to be taken into consideration. Conditional Fuzzy C-Means (c-FCM) clustering offers an opportunity to analyze the structure in the input space with the mechanism of supervision implied by the distribution of data present in the output space. However, like other clustering methods, c-FCM focuses on the distribution of the data. In this paper, we introduce a new method, which by making use of the ambiguity index focuses on the boundaries of the clusters whose determination is essential to the quality of the ensuing classification procedures. The introduced design is illustrated with the aid of numeric examples that provide a detailed insight into the performance of the fuzzy classifiers and quantify several essentials design aspects.

Derivative Evaluation and Conditional Random Selection for Accelerating Genetic Algorithms

  • Jung, Sung-Hoon
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • 제5권1호
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    • pp.21-28
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    • 2005
  • This paper proposes a new method for accelerating the search speed of genetic algorithms by taking derivative evaluation and conditional random selection into account in their evolution process. Derivative evaluation makes genetic algorithms focus on the individuals whose fitness is rapidly increased. This accelerates the search speed of genetic algorithms by enhancing exploitation like steepest descent methods but also increases the possibility of a premature convergence that means most individuals after a few generations approach to local optima. On the other hand, derivative evaluation under a premature convergence helps genetic algorithms escape the local optima by enhancing exploration. If GAs fall into a premature convergence, random selection is used in order to help escaping local optimum, but its effects are not large. We experimented our method with one combinatorial problem and five complex function optimization problems. Experimental results showed that our method was superior to the simple genetic algorithm especially when the search space is large.