• Title/Summary/Keyword: Deterministic models

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Segmentation of Color Image using the Deterministic Annealing EM Algorithm (결정적 어닐링 EM 알고리즘을 이요한 칼라 영상의 분할)

  • Cho, Wan-Hyun;Park, Jong-Hyun;Park, Soon-Young
    • Journal of KIISE:Databases
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    • v.28 no.3
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    • pp.324-333
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    • 2001
  • In this paper we present a novel color image segmentation algorithm based on a Gaussian Mixture Model(GMM). It is introduced a Deterministic Annealing Expectation Maximization(DAEM) algorithm which is developed using the principle of maximum entropy to overcome the local maxima problem associated with the standard EM algorithm. In our approach, the GMM is used to represent the multi-colored objects statistically and its parameters are estimated by DAEM algorithm. We also develop the automatic determination method of the number of components in Gaussian mixtures models. The segmentation of image is based on the maximum posterior probability distribution which is calculated by using the GMM. The experimental results show that the proposed DAEM can estimate the parameters more accurately than the standard EM and the determination method of the number of mixture models is very efficient. When tested on two natural images, the proposed algorithm performs much better than the traditional algorithm in segmenting the image fields.

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Singnalized Intersection Delay Model (신호교차로 지체모형)

  • 김영찬;이청원
    • Journal of Korean Society of Transportation
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    • v.9 no.2
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    • pp.27-40
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    • 1991
  • Delay is an widely-used tool for evaluating the operation of signalized intersections. This paper presents two mathematical models: a model converting stop delay into approach delay : and a model estimating delay at isolated signalized intersection. To develop the delay-conversion model, actual stop delay and approach delay experienced by individual vehicles were measured and then their relationship was formulated using ma-thematical procedure. the formula expressing the approach-delay to stop-delay ratio was a monotonously decreasing function of effective red time. New delay model was developed based on the following criteria; the fitness to measured delay for undersaturated traffic condition and the convergence to the deterministic overflow delay for oversaturated traffic condition. Performance of this model was better than those of other existing models based on the comparison study.

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A Review on the Application of Stochastic Methods in the Analysis of Hydrologic Records (수문기록 분석을 위한 추계학적방법의 응용에 관한 고찰)

  • 윤용남
    • Water for future
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    • v.4 no.1
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    • pp.51-58
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    • 1971
  • Hydrologic data serve as an input to the water resources system. An adequate analysis of hydrologic data is one of the most important steps in the planning of the water resources development program. The natural hydrologic processes, which produce the hydrologic data, are truely 'stochastic' in the sense that natural hydrologic phenomena change with time in accordance with the law of probability as well as with sequential relationship between their occurrences. Therefore, the stochastic approach to the analysis of hydrologic data has become more popular in recent years than the conventional deterministic or probabilistic approach. This paper reviews the mathematical models which can adequately simulate the stochastic behavior of the hydrologic characteristics of a hydrologic system. The actual application of these models in the analysis of hydrologic records(precipipitation and runoff records in particular) is also presented.

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Deterministic EOQ Model with Partial Backordering when Purchase Dependence Exists (구매종속성이 존재하는 상황에서 부분 부재고 EOQ 모형에 대한 고찰)

  • Park, Changkyu
    • Korean Management Science Review
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    • v.32 no.1
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    • pp.65-82
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    • 2015
  • Purchase dependence is a frequent phenomenon in retail shops and is characterized by the purchase of certain items together due to their unknown interior associations. Although this concept has been significantly examined in the marketing field (e.g. market basket analysis), it has largely remained unaddressed in operations management. Since purchase dependence is an important factor in designing inventory replenishment policies, this paper demonstrates the means of applying it to the partial backordering inventory model. Through computational analyses, this paper compares the performance of inventory models that either consider or ignore purchase dependence; the results demonstrate that inventory models that ignore purchase dependence incur more average cost per unit time than the model that considers purchase dependence, and the impact of purchase dependence can increase in significance as the item set becomes more closely correlated with regard to order demand.

A study on the parameter estimation of S-Shaped Software Reliability Growth Models Using SAS JMP (SAS JMP를 이용한 S형 소프트웨어 신뢰도 성장모델에서의 모수 추정에 관한 연구)

  • 문숙경
    • Journal of Korean Society for Quality Management
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    • v.26 no.3
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    • pp.130-140
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    • 1998
  • Studies present a guide to parameter estimation of software reliability models using SAS JMP. In this paper, we consider only software reliability growth model(SRGM), where mean value function has a S-shaped growth curve, such as Yamada et al. model, and ohba inflection model. Besides these stochastic SRGM, deterministic SRGM's, by fitting Logistic and Gompertz growth curve, have been widely used to estimate the error content of software systems. Introductions or guide lines of JMP are concerned. Estimation of parameters of Yamada et al. model and Logistic model is accomplished by using JMP. The differences between Yamada et al. model and Logistic model is accomplished by using JMP. The differences between Yamada et al. model and Logistic model is discussed, along with the variability in the estimates or error sum of squares. This paper have shown that JMP can be an effective tool I these research.

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Hybrid evolutionary identification of output-error state-space models

  • Dertimanis, Vasilis K.;Chatzi, Eleni N.;Spiridonakos, Minas D.
    • Structural Monitoring and Maintenance
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    • v.1 no.4
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    • pp.427-449
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    • 2014
  • A hybrid optimization method for the identification of state-space models is presented in this study. Hybridization is succeeded by combining the advantages of deterministic and stochastic algorithms in a superior scheme that promises faster convergence rate and reliability in the search for the global optimum. The proposed hybrid algorithm is developed by replacing the original stochastic mutation operator of Evolution Strategies (ES) by the Levenberg-Marquardt (LM) quasi-Newton algorithm. This substitution results in a scheme where the entire population cloud is involved in the search for the global optimum, while single individuals are involved in the local search, undertaken by the LM method. The novel hybrid identification framework is assessed through the Monte Carlo analysis of a simulated system and an experimental case study on a shear frame structure. Comparisons to subspace identification, as well as to conventional, self-adaptive ES provide significant indication of superior performance.

Design Sensitivity Studies for Statistical Energy Analysis Modeling of Construction Vehicle Cab (통계적 에너지 해석 모델을 이용한 건설 장비 차실 설계에 관한 연구)

  • 채장범
    • Journal of KSNVE
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    • v.8 no.4
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    • pp.609-615
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    • 1998
  • In recent years there has been an increasing emphasis on shortening design cycles for bringing products to market. This requires the development of computer aided engineering tools which allow analysts to quickly evaluate the effect of design changes on noise, vibration, and harshness. Statistical Energy Analysis (SEA) modeling is a valuable tool for predicting noise and vibration as SEA models are inherently simpler and more robust than deterministic models. SEA modeling can be combined with design sensitivity analysis(DSA) to identify design changes which give the largest performance benefit. This paper describes SEA modeling of an equipment cab. SEA predictions are compared to test data, showing good agreement. The use of design sensitivity analysis in improving cab design is then demonstrated.

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A Note on Tests for Seasonal Unit Roots in the Presence of Deterministic Trends

  • Ahn, Sung-Keuk;Cho, Sin-Sup
    • Journal of the Korean Statistical Society
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    • v.22 no.1
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    • pp.113-124
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    • 1993
  • In this paper we show that the results of Ahn and Cho (1992) can be applied to a more general class of seasonal models, especially models with autocorrelated errors. Employing the idea of the "two-step estimation" method, we provide test statistics which are easy to compute and have the same asymptotic properties as those in Ahn and Cho (1992) for seasonal unit roots. A numerical example is presented to illustrate the methods and concepts. The power of the test statistics for finite samples is examined through a Monte Carlo sampling experiment.xperiment.

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Electric Arc furnaces: Chaotic Load Models and Transient Analysis

  • Jang, Gil-Soo;Venkata, S.S.;Kwon, Sae-Hyuk
    • Proceedings of the KIEE Conference
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    • 1998.07c
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    • pp.923-925
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    • 1998
  • Electric arc furnaces (EAFs) are a main cause of voltage flicker due to the interaction of the high demand currents of the load with the supply system impedance. The stochastic models have described the physical phenomena of EAFs. An alternative approach is to include deterministic chaos in the characterization of the arc currents. In this paper, a chaotic approach to such modeling is described and justified. At the same time, a DLL (Dynamic Link Library) module, which is a FORTRAN interface with TACS (Transient Analysis of Control Systems), is developed to implement the chaotic load model in the Electromagnetic Transients Program (EMTP). The details of the module and the results of tests performed on the module to verify the model and to illustrate its capabilities are presented in this paper.

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Minimax Filter for Continuous-Time State Space Models (연속형 상태 방정식에 대한 최소최대 필터)

  • Kwon, Wook-Hyun;Han, Soo-Hee
    • Proceedings of the KIEE Conference
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    • 2001.07d
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    • pp.1976-1978
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    • 2001
  • In this paper, a new robust deadbeat minimax FIR filter (DMFF) is proposed for continuous-time state space signal models. Linearity, deadbeat property, FIR structure, and independence of the initial state information will be required in advance, in addition to a performance index of the worst case gain between the disturbance and the current estimation error. The proposed DMFF is obtained by directly minimizing a performance index with the deadbeat constraint. The proposed DMFF is represented first in a standard FIR form and then in an iterative form. The DMFF will be shown to be used also for the IIR structure. It is shown that the DMFF is similar in form to the existing receding horizon unbiased FIR filter (RHUFF) with some noise covariances. The former is a deterministic filter, while the latter is a stochastic filter.

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