• The Journal of Korean Institute of Communications and Information Sciences
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• v.18 no.3
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• pp.355-359
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• 1993

This paper presents a derivation of the optimum convergence constant to yield the most rapid convergence under a desired mean-square error (MSE) for echo canceller using the LMS algorithm. For white input data, the optimum convergence constant is a simple closed-form function of the number of filter taps, the input signal variance, the initial MSE, and the desired MSE. This characteristic makes it easily designed in many practical applications. Computer simulations are also employed to show the correctness and effectiveness of the derived results.

• Journal of Korean Society for Quality Management
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• v.25 no.1
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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.

• Journal of the Korean Operations Research and Management Science Society
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• v.21 no.3
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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.

• Journal of the Korea Institute of Building Construction
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• v.2 no.2
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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.

• Journal of Korean Institute of Industrial Engineers
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• v.17 no.1
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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.

• Journal of Korean Society for Quality Management
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• v.24 no.4
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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.

• Journal of Korean Institute of Industrial Engineers
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• v.19 no.2
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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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• v.16 no.6
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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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• v.20 no.6
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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.

• The Korean Journal of Pharmacology
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• v.20 no.2
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• pp.35-47
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• 1984

Contents of immunoreactive ${\beta}-endorphin$ and maximum of $^3H-morphine$ binding was measured in the rat midbrain homogenates from different subgroups at 24 hour interval over 24 hours. Animals were adapted to the light-dark cycle(L : D, 12: 12) or constant darkness (D : D, 12 : 12) for 3 weeks. After the adaptation, 0.5ml of physiologic saline or drug was administered twice a day for 2 weeks. A highly significant circadian rhythm with the peak$(94.8{\pm}7.7\;fmole/mg\;protein)$ at 06:00 and the nadir $(27.6{\pm}2.4\;fmole/mg\;protein)$ at 18:00 was observed in constant of group. Constant dark or treatment of reserpine, pargyline, imipramine, amphetamine and chlorpromazine modified the diurnal rhythm in the time of peak and nadir, shape, phase amplitude and 24 hour mean of ${\beta}-endorphin$ contents. Opiate receptor binding by $^3H-morphine$ also showed highly significant diurnal change in control and constant dark adapted rats. Statistical analysis by one-way analysis of variance and two-way analysis of variance indicates that the·re are highly significant differences between the diurnal change of ${\beta}-endorphin$ in control and those constant dark adapted and drug treated groups. However diurnal change of Maximum $^3H-morphine$ binding is closely related to the change of ${\beta}-endorphin$ contents. The results are interpreted with regard to the circadian rhythm of beta-endorphin contents, its modification by psychoactive drugs and possible mechanism of diurnal change of opiate receptor in brain.