• Title/Summary/Keyword: Infinitesimal perturbation

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On the Logistic Regression Diagnostics

  • Kim, Choong-Rak;Jeong, Kwang-Mo
    • Journal of the Korean Statistical Society
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    • v.22 no.1
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    • pp.27-37
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    • 1993
  • Since the analytic expression for a diagnostic in the logistic regression model is not available, one-step estimation is often used by a case-deletion point of view. In this paper, infinitesimal perturbation approach is used, and it is shown that the scale transformation of infinitesimal perturbation approach is eventually equal to the weighted perturbation of local influence approach and the replacement measure. Also, multiple cases deletion for the masking effect is considered.

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Sensitivity Analysis for the Busy Cycle in M/M/1 Queue (M/M/1 Queue 에서 Busy Cycle 에 대한 민감도 분석)

  • Park, Heung-Sik
    • Journal of the Korean Operations Research and Management Science Society
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    • v.17 no.1
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    • pp.67-75
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    • 1992
  • In this paper, by using perturbation analysis method, We find the sensitivity of the mean busy cycle with respect to means interrival time in M/M/1 Queue. We show that the Perturbation analysis estimate can be expressed as a sum of the infinitesimal perturbation analysis (IPA) estimate and the effect caused by changes in transition probabilities, thus explaining why IPA estimates are not consistent in general.

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The Effect of Oil Supply Conditions on the Dynamic Performance of a Hydrodynamic Journal Bearing

  • Son, Sang-Ik;Kim, Kyung-Woong
    • KSTLE International Journal
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    • v.10 no.1_2
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    • pp.6-12
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    • 2009
  • In this study, the effect of oil supply conditions on the dynamic performance of a hydrodynamic journal bearing is analyzed numerically. Axial length, circumferential length and location of oil grooves are considered as oil supply conditions. The perturbation equations of the perturbed film contents are obtained by applying Elrod's universal equation implementing JFO film rupture / reformation boundary conditions to Lund's infinitesimal perturbation method. The dynamic coefficients of a hydrodynamic journal bearing are calculated by solving the perturbation equations, and the linear stability analysis is carried out by using those for a variety of oil supply conditions.

Application of Stochastic Optimization Method to (s, S) Inventory System ((s, S) 재고관리 시스템에 대한 확률최적화 기법의 응용)

  • Chimyung Kwon
    • Journal of the Korea Society for Simulation
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    • v.12 no.2
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    • pp.1-11
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    • 2003
  • In this paper, we focus an optimal policy focus optimal class of (s, S) inventory control systems. To this end, we use the perturbation analysis and apply a stochastic optimization algorithm to minimize the average cost over a period. We obtain the gradients of objective function with respect to ordering amount S and reorder point s via a combined perturbation method. This method uses the infinitesimal perturbation analysis and the smoothed perturbation analysis alternatively according to occurrences of ordering event changes. Our simulation results indicate that the optimal estimates of s and S obtained from a stochastic optimization algorithm are quite accurate. We consider that this may be due to the estimated gradients of little noise from the regenerative system simulation, and their effect on search procedure when we apply the stochastic optimization algorithm. The directions for future study stemming from this research pertain to extension to the more general inventory system with regard to demand distribution, backlogging policy, lead time, and review period. Another directions involves the efficiency of stochastic optimization algorithm related to searching procedure for an improving point of (s, S).

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Some Results on the Log-linear Regression Diagnostics

  • Yang, Mi-Young;Choi, Ji-Min;Kim, Choong-Rak
    • Communications for Statistical Applications and Methods
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    • v.14 no.2
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    • pp.401-411
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    • 2007
  • In this paper we propose an influence measure for detecting potentially influential observations using the infinitesimal perturbation and the local influence in the log-linear regression model. Also, we propose a goodness-of-fit measure for variable selection. A real data set are used for illustration.

Investigation on electromagnetothermoelastic interaction of functionally graded piezoelectric hollow spheres

  • Dai, Hong-Liang;Rao, Yan-Ni
    • Structural Engineering and Mechanics
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    • v.40 no.1
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    • pp.49-64
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    • 2011
  • An analytical method is presented to investigate electromagnetothermoelastic behaviors of a hollow sphere composed of functionally graded piezoelectric material (FGPM), placed in a uniform magnetic field, subjected to electric, thermal and mechanical loads. For the case that material properties obey an identical power law in the radial direction of the FGPM hollow sphere, exact solutions for electric displacement, stresses, electric potential and perturbation of magnetic field vector in the FGPM hollow sphere are determined by using the infinitesimal theory of electromagnetothermoelasticity. Some useful discussion and numerical examples are presented to show the significant influence of material inhomogeneity. The aim of this research is to understand the effect of composition on electromagnetothermoelastic stresses and to design optimum FGPM hollow spheres.

Optimal Policy for (s, S) Inventory System Characterized by Renewal Arrival Process of Demand through Simulation Sensitivity Analysis (수요가 재생 도착과정을 따르는 (s, S) 재고 시스템에서 시뮬레이션 민감도 분석을 이용한 최적 전략)

  • 권치명
    • Journal of the Korea Society for Simulation
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    • v.12 no.3
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    • pp.31-40
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    • 2003
  • This paper studies an optimal policy for a certain class of (s, S) inventory control systems, where the demands are characterized by the renewal arrival process. To minimize the average cost over a simulation period, we apply a stochastic optimization algorithm which uses the gradients of parameters, s and S. We obtain the gradients of objective function with respect to ordering amount S and reorder point s via a combined perturbation method. This method uses the infinitesimal perturbation analysis and the smoothed perturbation analysis alternatively according to occurrences of ordering event changes. The optimal estimates of s and S from our simulation results are quite accurate. We consider that this may be due to the estimated gradients of little noise from the regenerative system simulation, and their effect on search procedure when we apply the stochastic optimization algorithm. The directions for future study stemming from this research pertain to extension to the more general inventory system with regard to demand distribution, backlogging policy, lead time, and inter-arrival times of demands. Another direction involves the efficiency of stochastic optimization algorithm related to searching procedure for an improving point of (s, S).

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SENSITIVITY OF SHEAR LOCALIZATION ON PRE-LOCALIZATION DEFORMATION MODE

  • Kim, Kwon--Hee-
    • Proceedings of the Korean Society for Technology of Plasticity Conference
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    • 1992.03a
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    • pp.83-102
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    • 1992
  • As shear localization is observed in different deformation modes, an attempt is made to understand the conditions for shear localization in general deformation modes. Most emphasis in put upon the effects of pre-localization deformation mode on the onset of shear localization and all the other well-recognized effects of subtle constitutive features and imperfection sensitivity studied elsewhere are not investigated here. Rather, an approximate perturbation stability analysis is performed for simplified isotropic rigid-plastic solids subjected to general mode of homogeneous deformation. Shear localization is possible in any deformation mode if the material has strain softening. The incipient rate of shear localization and shear plane orientations are strongly dependent upon the pre-localization deformation mode. Significant strain softening is necessary for shear localization in homogeneous axisymmetric deformation modes while infinitesimal strain softening is necessary for shear localization in plane strain deformation mode. In any deformation mode, there are more than one shear plane orientation. Except for homogeneous axisymmetric deformation modes, there are two possible shear plane orientations with respect to the principal directions of stretching. Some well-known examples are discussed in the light of the current analysis.

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Sensitivity analysis for performance measures in the M/M/1 Queue (M/M/1 QUEUE에서 수행측도들에 대한 민감도 분석)

  • 박흥식
    • The Korean Journal of Applied Statistics
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    • v.7 no.2
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    • pp.21-34
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    • 1994
  • In this paper we consider the M/M/1 Queue with mean inter arrival time $\theta$. We derive a sample path estimator for the derivative of steady state mean system time with respect to $\theta$. We also show that the derived sample path estimate can be expressed as a sum of the IPA estimate and the other effect. We have a similar result for the derivative of limiting probability $P_k$ with respect to $\theta$.

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