• Title/Summary/Keyword: Levenberg-Marquardt 알고리즘

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Back Analysis for the Properties of Cut and Cover Tunnel using Optimization Algorithms (최적화 알고리즘을 이용한 복개터널 물성값의 역해석)

  • Park, Byung-Soo;Jun, Sang-Hyun
    • Journal of the Korean Society of Hazard Mitigation
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    • v.8 no.1
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    • pp.81-87
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    • 2008
  • This study is about the back analysis to optimize the uncertain parameters of geotechnical properties used in stability analysis of cut and cover tunnel. The Simplex algorithm, Powell algorithm, Rosenbrock algorithm, and Levenberg-Marquardt algorithm are applied for artificial problems of ground excavation. Furthermore, results are compared in the matter of the reliability of optimal solutions with a certain accuracy and the computation speed for evaluations of variables. As shown in results of numerical analysis, all of four algorithms are converged to exact solution satisfying the allowable criteria. And Levenberg-Marquardt's and Rosenbrock's algorithms are identified to be the more efficient methods in the evaluations of functions. After the back analysis for Poisson ratio and Young's modulus for cut and cover tunnel has been performed, design parameters have been correctly estimated and computation time has been improved while the number of measure points is increased.

A New Dynamic Prediction Algorithm for Highway Traffic Rate (고속도로 통행량 예측을 위한 새로운 동적 알고리즘)

  • Lee, Gwangyeon;Park, Kisoeb
    • Journal of the Korea Society for Simulation
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    • v.29 no.3
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    • pp.41-48
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    • 2020
  • In this paper, a dynamic prediction algorithm using the cumulative distribution function for traffic volume is presented as a new method for predicting highway traffic rate more accurately, where an approximation function of the cumulative distribution function is obtained through numerical methods such as natural cubic spline interpolation and Levenberg-Marquardt method. This algorithm is a new structure of random number generation algorithm using the cumulative distribution function used in financial mathematics to be suitable for predicting traffic flow. It can be confirmed that if the highway traffic rate is simulated with this algorithm, the result is very similar to the actual traffic volume. Therefore, this algorithm is a new one that can be used in a variety of areas that require traffic forecasting as well as highways.

Regularized Neural Network Training Algorithm Using Line Search Tunneling and It's Application to Option Pricing (선형탐색 터널링을 이용한 정규화 신경망 학습 알고리즘과 옵션가격결정에의 응용)

  • Kim, Bo-Hyeon;Jeong, Gyu-Hwan;Choe, Hyeong-Jun;Lee, Jae-Uk
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2005.05a
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    • pp.746-752
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    • 2005
  • 본 논문에서는 다층 퍼셉트론 신경망 학습을 위한 새로운 두 단계 학습방법을 제안하고 이를 옵션 가격결정 모형에 응용하였다. 제안된 신경망 학습 알고리즘의 첫번째 단계는 Levenberg-Marquardt 알고리즘을 이용하여 빠르게 국소최적해를 찾는 것이고 두 번째 단계는 첫 번째 단계에서 찾은 국소최적해가 원하는 수준에 미치지 못할 경우 선형탐색 터널링을 이용해서 더 나은 해를 찾는 것이다. 이 두 단계를 반복적으로 수행함으로써 연결가중치 공간에서 구하고자 하는 해를 빠르고 안정적으로 찾을 수 있다. 현재 옵션가격결정 모형으로 많이 이용되고 있는 Black-Scholes 모형의 문제점을 극복하기 위해서 제안된 신경망 모형을 옵션가격결정 문제에 사용하였다. 이 모형을 KOSPI200 옵션 데이터로 실험한 결과 Black-Scholes 모형에 비해 검증오차를 60% 가량 줄일 수 있었다.

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Iterative Teconstruction of a Cylinder Buried in the Lossy Half Space (손실 반공간에 묻힌 원통형 산란체의 검출 및 영상제구성에 의한 식별)

  • 김정석;나정웅
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.11 no.6
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    • pp.939-945
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    • 2000
  • A cylindrical object buried in the lossy half space is reconstructed from the measured scattered fields above the lossy half space. The position, the size and the medium parameters i.e. relative dielectric constants and conductivity of the buried object as well as the medium parameters of the background lossy half space are obtained from the scattered fields by using the iterative inversion method and the optimization hybrid algorithm combining the genetic algorithm and the Levenberg-Marquardt algorithm. Illposedness of the inversion due to the measurement errors in the scattered fields are regularized by filtering out the evanescent modes in the spatial frequency spectrum domain.

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Estimation of City Bus Delay Element using Levenberg-Marquardt (Levenberg-Marquardt알고리즘을 이용한 시내버스 지연요소 추정)

  • Lee, Jin-Woo;Lee, Hyun-Mi;Lee, Hyeon-Soo
    • The Journal of the Korea institute of electronic communication sciences
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    • v.12 no.3
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    • pp.493-498
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    • 2017
  • Recently, traffic data is analyzed for efficiency of bus operation, D2D(: Door to Door) service, and self-driving of public transportation. However, various studies have been carried out to predict the delay time of public transportation, especially buses, but the research to date has been insufficient due to limitations of simple analysis and data acquisition. In this study, delay time estimation is performed by collecting and processing data such as day of the week, weather, and time of day based on bus operation information. The proposed method in this paper can be applied to autonomous public transport and public traffic control system by improving the accuracy by adding variables in the future.

Application of Artificial Neural Network with Levenberg-Marquardt Algorithm in Geotechnical Engineering Problem (Levenberg-Marquardt 인공신경망 알고리즘을 이용한 지반공학문제의 적용성 검토)

  • Kim, Young-Su;Lee, Jae-Ho;Seo, In-Shik;Kim, Hyun-Dong;Shin, Ji-Sub;Na, Yun-Young
    • Proceedings of the Korean Geotechical Society Conference
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    • 2008.03a
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    • pp.987-997
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    • 2008
  • Successful design, construction and maintenance of geotechnical structure in soft ground and marine clay demands prediction, control, stability estimation and monitoring of settlement with high accuracy. It is important to predict and to estimate the compression index of soil for predicting of ground settlement. Lab. and field tests have been and are indispensable tools to achieve this goal. In this paper, Artificial Neural Networks (ANNs) model with Levenberg-Marquardt Algorithm and field database were used to predict compression index of soil in Korea. Based on soil property database obtained from more than 1800 consolidation tests from soils samples, the ANNs model were proposed in this study to estimate the compression index, using multiple soil properties. The compression index from the proposed ANN models including multiple soil parameters were then compared with those from the existing empirical equations.

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Implementation of an Algorithm for Image Mapping of the Cerebral Perfusion Parameters using the Gamma-Variate Curve Fitting (Gamma-Variate 곡선 정합을 이용한 뇌관류 파라미터의 영상 Mapping 알고리즘 구현)

  • 이상민;강경훈;김재형;이건기;신태민
    • Journal of Biomedical Engineering Research
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    • v.21 no.2
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    • pp.157-163
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    • 2000
  • 최근 MR영상을 허혈성 뇌졸중의 초급성기에 뇌조직의 관류 이상을 조기에 진단하려는 연구들이 진행되고 있으나 아직 일반적인 진단용 소프트웨어만 있을 뿐 영상 자료를 후처리하여 뇌조직의 구조 및 기능적인 정보를 제공하는 mapping 영상을 특수 소프트웨어는 실용화되어 있지 않다. 본 논문에서는 Gamma-variate 곡선 정합을 이용한 뇌관류 파라미터 영상 mapping의 알고리즘 구현에 관해 연구하였다. 관류 MR영상의 각 화소마다 측정된 시간에 따른 신호강도의 변화 곡선은 비선형적이어서 뇌관류에 관한 여러 가지 혈역학적 변수들을 보다 정확하게 계산할 수 없었다. 그래서 수렴속도가 빠르고 안정성이 높은 비선형 최적화 알고리즘인 Levenberg-Marquardt 알고리즘(LMA)을 활용하였다. 즉 시간에 따른 신호강도의 변화 곡선을 Gamma-variate 함수를 이용하여 곡선 정합한 후, CBV, MTT, CBF, TTP, BAT, MS의 여러 가지 혈역학적 변수를 LMA에 의해 계산하였다. 그 결과로 관류 MR영상으로부터 얻은 mapping 영상은 초급성 허혈성 뇌졸중에서 관류에 관한 혈역학적 변화를 평가함으로써 나중에 생길 뇌경색의 범위를 예견하는 데에 유용하였다.

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Forecasting of Runoff Hydrograph Using Neural Network Algorithms (신경망 알고리즘을 적용한 유출수문곡선의 예측)

  • An, Sang-Jin;Jeon, Gye-Won;Kim, Gwang-Il
    • Journal of Korea Water Resources Association
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    • v.33 no.4
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    • pp.505-515
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    • 2000
  • THe purpose of this study is to forecast of runoff hydrographs according to rainfall event in a stream. The neural network theory as a hydrologic blackbox model is used to solve hydrological problems. The Back-Propagation(BP) algorithm by the Levenberg-Marquardt(LM) techniques and Radial Basis Function(RBF) network in Neural Network(NN) models are used. Runoff hydrograph is forecasted in Bocheongstream basin which is a IHP the representative basin. The possibility of a simulation for runoff hydrographs about unlearned stations is considered. The results show that NN models are performed to effective learning for rainfall-runoff process of hydrologic system which involves a complexity and nonliner relationships. The RBF networks consist of 2 learning steps. The first step is an unsupervised learning in hidden layer and the next step is a supervised learning in output layer. Therefore, the RBF networks could provide rather time saved in the learning step than the BP algorithm. The peak discharge both BP algorithm and RBF network model in the estimation of an unlearned are a is trended to observed values.

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A Data Fitting Technique for Rational Function Models Using the LM Optimization Algorithm (LM 최적화 알고리즘을 이용한 유리함수 모델의 데이터 피팅)

  • Park, Jae-Han;Bae, Ji-Hun;Baeg, Moon-Hong
    • Journal of Institute of Control, Robotics and Systems
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    • v.17 no.8
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    • pp.768-776
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    • 2011
  • This paper considers a data fitting problem for rational function models using the LM (Levenberg-Marquardt) optimization method. Rational function models have various merits on representing a wide range of shapes and modeling complicated structures by polynomials of low degrees in both the numerator and denominator. However, rational functions are nonlinear in the parameter vector, thereby requiring nonlinear optimization methods to solve the fitting problem. In this paper, we propose a data fitting method for rational function models based on the LM algorithm which is renowned as an effective nonlinear optimization technique. Simulations show that the fitting results are robust against the measurement noises and uncertainties. The effectiveness of the proposed method is further demonstrated by the real application to a 3D depth camera calibration problem.

Iris Recognition System using Multi-Resolution Frequency Analysis and Back-Propagation (다해상도 주파수 분할과 Back-Propagation을 이용한 홍채인식)

  • Park, Kyoung-Woo
    • Journal of Integrative Natural Science
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    • v.1 no.3
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    • pp.221-229
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    • 2008
  • 본 논문에서는 기존의 개인 식별 방법의 한계를 해결하는 대안으로 떠오르고 있는 생체인식 기술 중 인식률이 뛰어나고 신뢰성 있는 홍채인식 시스템을 구현하고자 한다. 구현을 위하여 신호처리 분야에서 주로 사용되는 wavelet변환으로 계수 특징 값 추출을 하였으며, 인식률을 알아보기 위하여 신경망 기법을 이용하고자 한다. 그러나 신경망 기법에서 주로 사용되는 비선형 최적화기법인 Scale Conjugate Gradient는 최적화 문제점을 해결하기에는 수렴속도가 느리기 때문에 적합하지 않다. 따라서 본 논문에서는 기존 Scale Conjugate Gradient를 보완한 Levenberg-Marquardt Back-Propagation을 홍채인식에 적용하여 구현함으로써 인식율을 높이고자 한다. 적용한 알고리즘 구현으로 해의 수렴정도, 변수 벡터의 변화정도에 따라 크기를 적절히 변화시킴으로써 수렴속도를 개선하고, 효율성과 안정성을 동시에 얻을 수 있었다.

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