• Title/Summary/Keyword: Exponential Method

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RANKING EXPONENTIAL TRAPEZOIDAL FUZZY NUMBERS WITH CARDINALITY

  • Rezvani, Salim
    • Communications of the Korean Mathematical Society
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    • v.29 no.1
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    • pp.187-193
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    • 2014
  • In this paper, we want to represent a method for ranking of two exponential trapezoidal fuzzy numbers. In this study a new Cardinality between exponential trapezoidal fuzzy numbers is proposed. Cardinality in this method is relatively simple and easier in computation and ranks various types of exponential fuzzy numbers. For the validation the results of the proposed approach are compared with different existing approaches.

Parameters Estimators for the Generalized Exponential Distribution

  • Abuammoh, A.;Sarhan, A.M.
    • International Journal of Reliability and Applications
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    • v.8 no.1
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    • pp.17-25
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    • 2007
  • Maximum likelihood method is utilized to estimate the two parameters of generalized exponential distribution based on grouped and censored data. This method does not give closed form for the estimates, thus numerical procedure is used. Reliability measures for the generalized exponential distribution are calculated. Testing the goodness of fit for the exponential distribution against the generalized exponential distribution is discussed. Relevant reliability measures of the generalized exponential distributions are also evaluated. A set of real data is employed to illustrate the results given in this paper.

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Implementation of Stretched-Exponential Time Dependence of Threshold Voltage Shift in SPICE (Stretched-Exponential 형태의 문턱전압 이동 모델의 SPICE구현)

  • Jung, Taeho
    • Journal of the Semiconductor & Display Technology
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    • v.19 no.1
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    • pp.61-66
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    • 2020
  • Threshold voltage shift occurring during operation is implemented in a SPICE simulation tool. Among the shift models the stretched-exponential function model, which is frequently observed from both single-crystal silicon and thin-film transistors regardless of the nature of causes, is selected, adapted to transient simulation, and added to BSIM4 developed by BSIM Research Group at the University of California, Berkeley. The adaptation method used in this research is to select degradation and recovery models based on the comparison between the gate and threshold voltages. The threshold voltage shift is extracted from SPICE transient simulation and shows the stretched-exponential time dependence for both degradation and recovery situations. The implementation method developed in this research is not limited to the stretched-exponential function model and BSIM model. The proposed method enables to perform transient simulation with threshold voltage shift in situ and will help to verify the reliability of a circuit.

Modeling of Time Delay Systems using Exponential Analysis Method

  • Iwai, Zenta;Mizumoto, Ikuro;Kumon, Makoto;Torigoe, Ippei
    • 제어로봇시스템학회:학술대회논문집
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    • 2003.10a
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    • pp.2298-2303
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    • 2003
  • In this paper, very simple methods based on the exponential analysis are presented by which transfer function models for processes can easily be obtained. These methods employ step responses or impulse responses of the processes. These can also give a more precise transfer function model compared to the well-known graphical methods. Transfer functions are determined based on Prony method, which is one of the oldest and the most representative methods in the exponential analysis. Here, the method is reformed and applied to obtain the so-called low-order transfer function with pure time delay from the data of the step response. The effectiveness of the proposed method is examined through several numerical examples and experiments of the 2-tank level control process.

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Valuation of American Option Prices Under the Double Exponential Jump Diffusion Model with a Markov Chain Approximation (이중 지수 점프확산 모형하에서의 마코브 체인을 이용한 아메리칸 옵션 가격 측정)

  • Han, Gyu-Sik
    • Journal of Korean Institute of Industrial Engineers
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    • v.38 no.4
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    • pp.249-253
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    • 2012
  • This paper suggests a numerical method for valuation of American options under the Kou model (double exponential jump diffusion model). The method is based on approximation of underlying asset price using a finite-state, time-homogeneous Markov chain. We examine the effectiveness of the proposed method with simulation results, which are compared with those from the conventional numerical method, the finite difference method for PIDE (partial integro-differential equation).

Exponential Smoothing with an Adaptive Response to Random Level Changes (임의의 수준변화에 적절히 반응할 수 있는 지수이동가중평균법)

  • Jun, Duk-Bin
    • Journal of Korean Institute of Industrial Engineers
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    • v.16 no.2
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    • pp.129-134
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    • 1990
  • Exponential smoothing methods have enjoyed a long history of successful applications and have been used in forecasting for many years. However, it has been long known that one of the deficiencies of the method is an inability to respond quickly to interventions to interruptions, or to large changes in level of the underlying process. An exponential smoothing method adaptive to repeated random level changes is proposed using a change-detection statistic derived from a simple dynamic linear model. The results are compared with Trigg and Leach's and the exponential smoothing methods.

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Exponential stability of stochastic static neutral neural networks with varying delays

  • Sun, Xiaoqi
    • Computers and Concrete
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    • v.30 no.4
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    • pp.237-242
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    • 2022
  • This paper is concerned with exponential stability in mean square for stochastic static neutral neural networks with varying delays. By using Lyapunov functional method and with the help of stochastic analysis technique, the sufficient conditions to guarantee the exponential stability in mean square for the neural networks are obtained and some results of related literature are extended.

A Projected Exponential Family for Modeling Semicircular Data

  • Kim, Hyoung-Moon
    • The Korean Journal of Applied Statistics
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    • v.23 no.6
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    • pp.1125-1145
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    • 2010
  • For modeling(skewed) semicircular data, we derive a new exponential family of distributions. We extend it to the l-axial exponential family of distributions by a projection for modeling any arc of arbitrary length. It is straightforward to generate samples from the l-axial exponential family of distributions. Asymptotic result reveals that the linear exponential family of distributions can be used to approximate the l-axial exponential family of distributions. Some trigonometric moments are also derived in closed forms. The maximum likelihood estimation is adopted to estimate model parameters. Some hypotheses tests and confidence intervals are also developed. The Kolmogorov-Smirnov test is adopted for a goodness of t test of the l-axial exponential family of distributions. Samples of orientations are used to demonstrate the proposed model.

A Discretization Method Via a Radial-Exponential Scheme in the Cylindrical Coordinate (원통좌표계에서 반경지수도식에 의한 이산화방법)

  • Kim, Charn-Jung
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.24 no.5
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    • pp.694-698
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    • 2000
  • In the cylindrical coordinate, the origin r = 0 plays a role of the singularity and thus much care is needed to treat near-origin region. This work presents a new numerical scheme which is derived from the exact solution under the one-dimensional assumption in the radial direction. It is shown that the near-origin region can be properly treated by the radial-exponential scheme, whereas the numerical results from the conventional exponential scheme deviate considerably from the exact solution. Over the region of small ($ {\delta}r_e/r_e$ the present radial-exponential scheme turns out to be almost the same as the exponential scheme.

Estimation of Smoothing Constant of Minimum Variance and its Application to Industrial Data

  • Takeyasu, Kazuhiro;Nagao, Kazuko
    • Industrial Engineering and Management Systems
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    • v.7 no.1
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    • pp.44-50
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    • 2008
  • Focusing on the exponential smoothing method equivalent to (1, 1) order ARMA model equation, a new method of estimating smoothing constant using exponential smoothing method is proposed. This study goes beyond the usual method of arbitrarily selecting a smoothing constant. First, an estimation of the ARMA model parameter was made and then, the smoothing constants. The empirical example shows that the theoretical solution satisfies minimum variance of forecasting error. The new method was also applied to the stock market price of electrical machinery industry (6 major companies in Japan) and forecasting was accomplished. Comparing the results of the two methods, the new method appears to be better than the ARIMA model. The result of the new method is apparently good in 4 company data and is nearly the same in 2 company data. The example provided shows that the new method is much simpler to handle than ARIMA model. Therefore, the proposed method would be better in these general cases. The effectiveness of this method should be examined in various cases.