• International Journal of Concrete Structures and Materials
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• 제18권2E호
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• pp.89-95
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• 2006

This paper proposes a modified method of Latin Hypercube sampling to reduce the variance of statistical parameters in uncertainty analysis of concrete structures. The proposed method is a modification of Latin Hypercube sampling method. This analysis method uses specifically modified tables of random permutations of ranked numbers. In addition, the Spearman coefficient is used to make modified tables. Numerical analysis is carried out to predict the uncertainty of axial shortening in prestressed concrete bridge. Statistical parameters obtained from modified Latin Hypercube sampling method and conventional Latin Hypercube sampling method are compared and evaluated by a numeric analysis. The results show that the proposed method results in a decrease in the variance of statistical parameters. This indicates the method is efficient and effective in the uncertainty analysis of complex structural system such as prestressed concrete bridges.

• Journal of the Korean Statistical Society
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• 제28권2호
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• pp.135-150
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• 1999

Latin hypercube sampling(LHS) introduced by McKay et al. (1979) is a widely used method for Monte Carlo integration. Stratified Latin hypercube sampling(SLHS) proposed by Choi and Lee(1993) improves LHS by combining it with stratified sampling. In this article it is shown that SLHS yields an asymptotically more accurate than both stratified sampling and LHS.

• 응용통계연구
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• 제8권2호
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• pp.99-108
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• 1995

본 논문에서는 컴퓨터 모델을 이용하여 복잡한 시스템을 모형화할 때 결과값의 분포를 보다 정확히 추정하기 위한 입력변수의 추출방법으로서 McKay 등(1979)이 제안한 Latin Hypercube 추출법을 개선한 이단계 Latin Hypercube 추출법을 제시하고 모의 실험을 통하여 새로운 표본추출법이 기존의 표본추출법들보다 더 효율적임을 보였다.

• 한국지진공학회논문집
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• 제22권2호
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• pp.63-75
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• 2018

This paper proposes extension of Latin Hypercube Sampling (LHS) to avoid the necessity of using intervals with the same probability area where intervals with different probability areas are used. This method is called Weighted Latin Hypercube Sampling (WLHS). This paper describes equations and detail procedure necessary to apply weight function to WLHS. WLHS is verified through numerical examples by comparing the estimated distribution parameters with those from other methods such as Random Sampling and Latin Hypercube Sampling. WLHS provides more flexible way on selecting samples than LHS. Accuracy of WLHS estimation on distribution parameters is depending on the selection of weight function. The proposed WLHS is applied to seismically isolated structures in nuclear power plants. In this application, clearance-to-stops (CSs) calculated using LHS proposed by Huang et al. [1] and WLHS proposed in this paper, respectively, are compared to investigate the effect of choosing different sampling techniques.

• 대한전기학회:학술대회논문집
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• 대한전기학회 2007년도 춘계학술대회 논문집 전기기기 및 에너지변환시스템부문
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• pp.162-164
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• 2007

This paper presents a "window-zoom-out" optimization strategy with relatively fewer sampling data. In this method, an optimal Latin hypercube sampling experiment based on multi-objective Pareto optimization is developed to obtain the sampling data. The response surface method with multiquadric radial basis function combined with (1+$\lambda$) evolution strategy is used to find the global optimal point. The proposed method is verified with numerical experiments.

• Structural Engineering and Mechanics
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• 제92권1호
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• pp.111-120
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• 2024

Sampling methods are powerful approaches to solving the problems of structural reliability analysis and estimating the failure probability of structures. In this paper, a new sampling method is proposed offering lower variance and lower computational cost for complex and high-dimensional problems. The method is called Optimal Latinized partially stratified sampling (OLPSS) as it is based upon the Latinized Partially Stratified Sampling (LPSS) which itself is based on merging Stratified Sampling (SS) and Latin Hypercube Sampling (LHS) algorithms. While LPSS has a low variance, it may suffer from a lack of good space-filling of its generated samples in some cases. In the OLPSS, this issue has been resolved by employing a new columnwise-pairwise exchange optimization procedure for sample generation. The efficiency of the OLPSS has been tested and reported under several benchmark mathematical functions and structural examples including structures with a large number of variables (e.g., a structure with 67 variables). The proposed method provides highly accurate estimates of the failure probability of structures with a significantly lower variance relative to the Monte Carlo simulations, Latin Hypercube, and standard LPSS.

• 한국정밀공학회지
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• 제27권9호
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• pp.103-110
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• 2010

This paper presents the optimized approximation of finite element modeling for a complex tool holder spindle using both DOE (Design of Experiment) with Optimal Latin Hypercube (OLH) method and approximation modeling method with Radial Basis Function (RBF) neural network structure. The complex tool holder is used for holding a (milling/drilling) tool of a machine tool. The engineering problem of complex tool holder results from the twisting of spindle of tool holder. For this purpose, we present the optimized approximation of finite element modeling for a complex tool holder spindle using both DOE (Design of Experiment) with Optimal Latin Hypercube (OLH) method (specifically a module of $iSight^{(R)}$ FD-3.1) and approximation modeling method with Radial Basis Function (RBF) (another module of $iSight^{(R)}$ FD-3.1) neural network structure

• Journal of Electrical Engineering and Technology
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• 제9권6호
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• pp.1832-1842
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• 2014

A novel probabilistic small signal stability analysis (PSSSA) method considering load correlation is proposed in this paper. The superiority Latin hypercube sampling (LHS) technique combined with Monte Carlo simulation (MCS) is utilized to investigate the probabilistic small signal stability of power system in presence of load correlation. LHS helps to reduce the sampling size, meanwhile guarantees the accuracy and robustness of the solutions. The correlation coefficient matrix is adopted to represent the correlations between loads. Simulation results of the two-area, four-machine system prove that the proposed method is an efficient and robust sampling method. Simulation results of the 16-machine, 68-bus test system indicate that load correlation has a significant impact on the probabilistic analysis result of the critical oscillation mode under a certain degree of load uncertainty.

• Advances in aircraft and spacecraft science
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• 제6권6호
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• pp.529-550
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• 2019

The effect of multiple process parameters on a set of continuous response variables is, especially in experimental designs, difficult and intricate to determine. Due to the complexity in aeroacoustic and vibroacoustic studies, the often-performed simple one-factor-at-a-time method turns out to be the least effective approach. In contrast, the statistical Design of Experiments is a technique used with the objective to maximize the obtained information while keeping the experimental effort at a minimum. The presented work aims at giving insights on Design of Experiments applied to aeroacoustic and vibroacoustic problems while comparing different experimental designs and approximation models. For this purpose, an experimental rig of a ducted low-pressure fan is developed that allows gathering data of both, aerodynamic and aeroacoustic nature while analysing three independent process parameters. The experimental designs used to sample the design space are a Central Composite design and a Box-Behnken design, both used to model a response surface regression, and Latin Hypercube sampling to model an Artificial Neural network. The results indicate that Latin Hypercube sampling extracts information that is more diverse and, in combination with an Artificial Neural network, outperforms the quadratic response surface regressions. It is shown that the Latin Hypercube sampling, initially developed for computer-aided experiments, can also be used as an experimental design. To further increase the benefit of the presented approach, spectral information of every experimental test point is extracted and Artificial Neural networks are chosen for modelling the spectral information since they show to be the most universal approximators.

• 전산구조공학
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• 제10권4호
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• pp.143-154
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• 1997

본 연구에서는 지하암반구조물의 구조해석시 불연속암반체의 물성변이를 고려할 수 있는 확률론적 해석기법을 개발하였다. 수치해석적 접근은 몬테칼로모사기법의 단점을 보완한 LHS기법을 사용하였고, 불연속면의 영향은 단층, 벽개 등과 같이 불연속성이 뚜렷한 지역에서 적용성이 높은 절리유한요소모델을 사용하였다. 재료특성에 대한 확률변수는 불연속면의 수직강성과 전단강성을 다확률변수로 사용하였으며, 이들은 확률공간에서 정규분포를 갖는 경우에 대하여 고려하였다. 본 연구에서 개발된 수치해석프로그램은 검증예제를 통하여 타당성을 확인하였으며, 가상의 불연속면군이 존재하는 지하원형공동에 대한 해석을 통하여 프로그램의 적용성을 확인하였다.