• 한국통신학회논문지
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• 제18권3호
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• pp.355-359
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• 1993

본 논문에서는 echo canceller에서 LMS 알고리즘을 이용할 때 원하는 MSE하에서 가장 빠른 수렴 속도를 가져오는 최적 수렴상수에 대한 공식을 유도하였다. White 입력 데이터에 대해서 최저 수렴상수는 필터의 탭수, 입력신호 분산, 초기 MSE, 원하는 MSE의 간단한 폐쇄 형태(closed-form)의 함수가 되고 이런 특성으로 인해 실제 적용에서 쉽게 디자인될 수 있다. 또한 컴퓨터 시뮬레이션을 통해서 유도된 결과의 정확성과 유효성을 검증하였다.

• 품질경영학회지
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• 제25권1호
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• pp.80-99
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• 1997

This paper considers designing the simple (2-level) constant-and step-stress ALTs minimizing the asymptotic variance of the maximum likelihood estimator of the accelaeration factor, which is defined as the ratio of the 100qth percentile at use stress to that a specified stress, for items having lognormally-distributed lives. It is assumed that (i) the log-linear relationship exists between the stress and the mean log life, (ii) the standard deviation of the log life is constant, and (iii) the cumulative exposure model holds for the effect of changing stress. For the constant-stress ALT the low stress and the sample proportion allocated to low stress are determined and for two modes of stress loading of step-stress ALTs, the low-to-high and high-to-low, the low stress and the stress change time are determined. For selected values of the design parameters the optimum plans are figured, two modes of step-stress ALTs and the constant-stress ALT are compared to each other, and the effects of the incorrect pre-estimates of the design parameters are investigated.

• 한국경영과학회지
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• 제21권3호
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• pp.47-61
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• 1996

An ATM switch must deal with various kinds of input sources having different traffic characteristics and it must guarantee very small value of cel loss probability, about 10$^{8}$ -10$^{12}$ , to deal with loss-sensitive traffics. In order to estimate such a rate event probability with simulation procedure, a variance reduction technique is essential for obtaining an appropriate level of precision with reduced cost. In this paper, we propose a hybrid simulation technique to achieve reduction of variance of cell loss probability estimator, where hybrid means the combination of analytical method and simulation procedure. A discrete time queueing model with multiple input sources and a finite shared buffer is considered, where the arrival process at an input source and a finite shared buffer is considered, where the arrival process at an input source is governed by an Interrupted Bernoulli Process and the service rate is constant. We deal with heterogeneous input sources as well as homogeneous case. The performance of the proposed hybrid simulation estimator is compared with those of the raw simulation estimator and the importance sampling estimator in terms of variance reduction ratios.

• 한국건축시공학회지
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• 제2권2호
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• pp.151-156
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• 2002

When fresh concrete is exposed to low temperature, the concrete may suffer frost damage due to freezing at early ages and strength development may be delayed. One of the solution methods for resolve these problems is to reduce freezing temperature of concrete by the use of chemical admixture called Accelerators for freezing resistance. In this study, we investigate the effect on strength development of cement mortar using accelerators for freezing resistance with the variance curing condition. As the result of this study, the mortar using accelerators for freezing resistance show that continuously strength development in curing condition of -5$^{\circ}C$. And compressive strength under the variance temperature condition was higher than constant temperature condition in same maturity.

• 대한산업공학회지
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• 제17권1호
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• pp.95-108
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• 1991

For the case where the lifetime at a constant stress level has exponential distribution, optimal accelerated life test plans are developed under the assumptions of intermittent inspection and Type I censoring. In a optimal plan, the low and high stress levels, the proportion of test units allocated and the inspection times at each stress are determined such that the asymptotic variance of the maximum likelihood estimator of logarithmic transformed mean at the use condition is minimized. In addition to the optimal plan in which numerical technique to solve the set of nonlinear equations must be employed to determine inspection times at each stress level, we also propose another plans which employ equally-spaced or equal probability inspection schemes at two overstress levels of corresponding optimal one. For both optimal and proposed plans, computational results indicate that the asymptotic variance of the estimated mean at the use stress is insensitive to number of inspections at overstress levels for the range of parameter values considered.

• 품질경영학회지
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• 제24권4호
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• pp.14-28
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• 1996

We consider optimal designs of partially accelerated life testing which is deviced for parallel systems with the considerably long life time. In partially step-stress life testing, test items are first run simultaneously at use condition for a specified time, and the surviving items are then run at accelerated condition until a predetermined censoring time. In partially constant-stress life testing, test items are run at either use or accelerated condition only until a specified censoring time. The optimal criterion for each test is to minimize either the generalized asymptotic variance of maximum likelihood(ML) estimators of the hazard rates at use condition and the acceleration factors or the asymptotic variance of the ML estimators of the acceleration factors.

• 대한산업공학회지
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• 제19권2호
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• pp.15-21
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• 1993

This paper considers the optimal design of accelerated life test in which the stress is linearly increased. It discusses the special case when the life distribution under constant stress follows an exponential distribution and the accelerated equation satisfies the inverse power law. It is assumed that cumulative damage is linear, that is, the remaining life of test units depends only on the current cumulative fraction failed and current stress(cumulative exposure model). The optimization criterion is the asymptotic variance of the maximum likelihood estimator of the log mean life at a design stress. The optimal increasing rate is obtained to minimize the asymptotic variance. Table of sensitivity analysis is given for the prior estimators of model parameters.

• Journal of Communications and Networks
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• 제16권6호
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• pp.583-591
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• 2014

In wireless communications, knowledge of the signal-to-noise ratio is required in diverse communication applications. In this paper, we derive the variance of the maximum likelihood estimator in the data-aided and non-data-aided schemes for determining the optimal shrinkage factor. The shrinkage factor is usually the constant that is multiplied by the unbiased estimate and it increases the bias slightly while considerably decreasing the variance so that the overall mean squared error decreases. The closed-form biased estimators for binary-phase-shift-keying and quadrature phase-shift-keying systems are then obtained. Simulation results show that the mean squared error of the proposed method is lower than that of the maximum likelihood method for low and moderate signal-to-noise ratio conditions.

• Journal of the Korean Data Analysis Society
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• 제20권6호
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• pp.2733-2746
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• 2018

The two inverse regression estimation methods, SIR and SAVE to estimate the central space are computationally easy and are widely used. However, SIR and SAVE may have poor performance in finite samples and need strong assumptions (linearity and/or constant covariance conditions) on predictors. The two non-parametric estimation methods, MAVE and dMAVE have much better performance for finite samples than SIR and SAVE. MAVE and dMAVE need no strong requirements on predictors or on the response variable. MAVE is focused on estimating the central mean subspace, but dMAVE is to estimate the central space. This paper explores and compares four methods to explain the dimension reduction. Each algorithm of these four methods is reviewed. Empirical study for simulated data shows that MAVE and dMAVE has relatively better performance than SIR and SAVE, regardless of not only different models but also different distributional assumptions of predictors. However, real data example with the binary response demonstrates that SAVE is better than other methods.

• 대한약리학회지
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• 제20권2호
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• pp.35-47
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• 1984

실험적으로 L:D, 12:12또는 D:D, 12:12에 적응시킨 흰쥐의 간뇌에서 beta-endorphin함량의 일중변동과 이에 대한 수종 중추성 약물의 효과를 검토하고 beta-endorphin함량의 생리 및 약리학적 의의를 추구코저 $^3H-morphine$ binding을 측정하여 다음과 같은 성적을 얻었다. 1) L:D, 12:12 cycle에 적응시킨 대조군에서 뇌내 beta-endorphin함량은 06 : 00시 에 최고에 달하고 18 : 00시에 최저인 대단히 유의한 일중변동을 일으켰고 24시간 평균 beta-endorphin함량은 $46.7{\pm}3.6$ fmole/mg protein 이었다. 2) D:D, 12:12에 적응시친 표본에서 beta-endorphin 함량은 대조군에서와는 달리 14 : 00시에 최고에 이르고 02 : 00시에 최저에 이르는 일중변동을 보였으며 24시간 평균 beta-endorphin함량도 대조군에 비하여 현저히 감소되었다. 3) 뇌내 beta-endorphin함량 일중별동은 reserpine. pargyline, imipramine, amphetamine. 또는 chlorpromazine처리로써 변동되었다. 4) 대조군에서 $^3H-morphine$ binding은 22 : 00시에 최고에 달하는 일중변동을 보였으며, 지속적인 암적응군에서의 binding은 02 : 00최고, 그리고 14 : 00시에 최하에 이르는 일중변동을 보였다. 5) 대조군과 지속적인 암적응군에서 함량과 maximum $^3H-morphine$ binding간에는 유의한 역상관관계가 있었다. 이상의 실험성적으로 흰쥐 뇌내 beta-endorphin함량과 수용체는 유의란 일중변동을 일으키고 opiate receptor binding의 일중변동은 beta-·endorphin함량변동에 따른 receptor regulation에 의함을 시사하며 또한 지속적인 암적응을 포함하여 수종 중추에 작용하는 약물들이 endorphin함량 일중변동을 변동시킬 수 있음을 보여 준다.