• Title/Summary/Keyword: Multiple Parameter

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Nonparametric Bayesian Multiple Comparisons for Dependence Parameter in Bivariate Exponential Populations

  • Cho, Jang-Sik;Ali, M. Masoom;Begum, Munni
    • 한국데이터정보과학회:학술대회논문집
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    • 2006.11a
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    • pp.71-80
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    • 2006
  • A nonparametric Bayesian multiple comparisons problem (MCP) for dependence parameters in I bivariate exponential populations is studied here. A simple method for pairwise comparisons of these parameters is also suggested. Here we extend the methodology studied by Gopalan and Berry (1998) using Dirichlet process priors. The family of Dirichlet process priors is applied in the form of baseline prior and likelihood combination to provide the comparisons. Computation of the posterior probabilities of all possible hypotheses are carried out through Markov Chain Monte Carlo method, namely, Gibbs sampling, due to the intractability of analytic evaluation. The whole process of MCP for the dependent parameters of bivariate exponential populations is illustrated through a numerical example.

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The Robust Design of Multiple Characteristics using Expected Loss Fuction (기대손실함수를 이용한 다특성치 강건설계)

  • 조용욱;박명규
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.24 no.63
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    • pp.1-12
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    • 2001
  • When designing the parameter on the multiple quality characteristics, there has been a study for optimization of problems, but there has been few former study on the possible conflicting phenomena in consideration of the correlations among the characteristics. To solve the issue on the optimal design for multiple quality characteristics, this study propose the expected loss function with cross-product terms among the characteristics and derived range of the coefficients of the terms. The model will be used to determine the global optimal design parameters where there exists the conflict among the characteristics, which shows difference in optimal design parameters for the individual characteristics. Also, when an adjustment factor exists for each m performance characteristics, this research propose a method by minimizing the expected loss after adjustment.

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A Study on Multiple Characteristics Process Capability Index using Expected Loss Function (기대손실함수를 이용한 다특성치 공정능력지수에 관한 연구)

  • Kim Su Yeol;Jo Yong Uk;Park Myeong Gyu
    • Proceedings of the Safety Management and Science Conference
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    • 2004.11a
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    • pp.69-79
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    • 2004
  • Process capability indices are widely used in industries and quality assurance system. When designing the parameter on the multiple quality characteristics, there has been a study for optimization of problems, but there has been few former study on the possible conflicting phenomena in considertion of the correlations among the characteristics. To solve the issue on the optimal design for multiple quality characteristics, the study propose the expected loss function with cross-product terms among the characteristics and derived range of the coefficients of terms. Therefore, the analysis have to be required a multivariate statistical technique. This paper introduces to multivariate capability indices and then selects a multivariate process capability index incorporated both the process variation and the process deviation from target among these indices under the multivariate normal distribution. We propose a new multivariate capability index $MC_{pm}^{++}$ using quality loss function instead of the process variation and this index is compared with the proposed indices when quality characteristics are independent and dependent of each other.

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An objective Bayesian analysis for multiple step stress accelerated life tests

  • Kim, Dal-Ho;Kang, Sang-Gil;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.3
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    • pp.601-614
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    • 2009
  • This paper derives noninformative priors for scale parameter of exponential distribution when the data are collected in multiple step stress accelerated life tests. We nd the objective priors for this model and show that the reference prior satisfies first order matching criterion. Also, we show that there exists no second order matching prior. Some simulation results are given and using artificial data, we perform Bayesian analysis for proposed priors.

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An Improved PSO Algorithm for the Classification of Multiple Power Quality Disturbances

  • Zhao, Liquan;Long, Yan
    • Journal of Information Processing Systems
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    • v.15 no.1
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    • pp.116-126
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    • 2019
  • In this paper, an improved one-against-one support vector machine algorithm is used to classify multiple power quality disturbances. To solve the problem of parameter selection, an improved particle swarm optimization algorithm is proposed to optimize the parameters of the support vector machine. By proposing a new inertia weight expression, the particle swarm optimization algorithm can effectively conduct a global search at the outset and effectively search locally later in a study, which improves the overall classification accuracy. The experimental results show that the improved particle swarm optimization method is more accurate than a grid search algorithm optimization and other improved particle swarm optimizations with regard to its classification of multiple power quality disturbances. Furthermore, the number of support vectors is reduced.

Estimation of p-values with Two Dimensional Null Distributions from Genomic Data Set

  • Yee, Jaeyong;Park, Mira
    • Journal of the Korean Data Analysis Society
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    • v.20 no.6
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    • pp.2711-2719
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    • 2018
  • When an observable is described by a single value, the statistic significance may be estimated by construction of null distribution using permutation and counting the portion of it that exceeds the observed value by chance. Genome-wide association study usually focuses on the association measure between a single or interacting genotypes with a single phenotype. However investigation of common genotypes associated simultaneously on multiple phenotypes may involve the observables that should be described with multiple numbers. Statistical significance for such an observable would involve null distribution in multiple dimensions. In this study, extension of the p-value estimation process using null distribution in one dimension has been sought that may be applicable to two dimensional case. Comparison of the position of points within the set of points they form has been proposed to use a positioning parameter inspired by the extension of the Kolmogorov-Smirnov statistic to two dimensions.

An Optimal Approach to Auto-tuning of Multiple Parameters for High-Precision Servo Control Systems (고정밀 서보 제어를 위한 다매개변수 자동 조정 방법)

  • Kim, Nam Guk
    • Journal of the Korean Society of Manufacturing Process Engineers
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    • v.21 no.7
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    • pp.43-52
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    • 2022
  • Design of a controller for a high-precision servo control system has been a popular topic while finding optimal parameters for multiple controllers is still a challenging subject. In this paper, we propose a practical scheme to optimize multi-parameters for the robust servo controller design by introducing a new cost function and optimization scheme. The proposed design method provides a simple and practical tool for the systematic servo design to reduce the control error with guaranteeing robust stability of the overall system. The reduction of the position error by 24% along with a faster convergence rate is demonstrated using a typical hard disk drive servo controller with 41 parameters.

A Study on the Derivation of the Unit Hydrograph using Multiple Regression Model (다중회귀모형으로 추정된 모수에 의한 최적단위유량도의 유도에 관한 연구)

  • 이종남;김채원;황창현
    • Water for future
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    • v.25 no.1
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    • pp.93-100
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    • 1992
  • A study on the Derivation of the Unit Hydrograph using Multiple Regression Moe이. The purpose of this study is to deriver an optimal unit hydrograph suing the multiple regression model, particularly when only small amount of data is available. The presence of multicollinearity among the input data can cause serious oscillations in the derivation of the unit hydrograph. In this case, the oscillations in the unit hydrograph ordinate are eliminated by combining the data. The data used in this study are based upon the collection and arrangement of rainfall-runoff data(1977-1989) at the Soyang-river Dam site. When the matrix X is the rainfall series, the condition number and the reciprocal of the minimum eigenvalue of XTX are calculated by the Jacobi an method, and are compared with the oscillation in the unit hydrograph. The optimal unit hydrograph is derived by combining the numerous rainfall-runoff data. The conclusions are as follows; 1)The oscillations in the derived unit hydrograph are reduced by combining the data from each flood event. 2) The reciprocals of the minimum eigen\value of XTX, 1/k and the condition number CN are increased when the oscillations are active in the derived unit hydrograph. 3)The parameter estimates are validated by extending the model to the Soyang river Dam site with elimination of the autocorrelation in the disturbances. Finally, this paper illustrates the application of the multiple regression model to drive an optimal unit hydrograph dealing with the multicollinearity and the autocorrelation which cause some problems.

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New Filtering Method for Reducing Registration Error of Distributed Sensors (분산된 센서들의 Registration 오차를 줄이기 위한 새로운 필터링 방법)

  • Kim, Yong-Shik;Lee, Jae-Hoon;Do, Hyun-Min;Kim, Bong-Keun;Tanikawa, Tamio;Ohba, Kohtaro;Lee, Ghang;Yun, Seok-Heon
    • The Journal of Korea Robotics Society
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    • v.3 no.3
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    • pp.176-185
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    • 2008
  • In this paper, new filtering method for sensor registration is provided to estimate and correct error of registration parameters in multiple sensor environments. Sensor registration is based on filtering method to estimate registration parameters in multiple sensor environments. Accuracy of sensor registration can increase performance of data fusion method selected. Due to various error sources, the sensor registration has registration errors recognized as multiple objects even though multiple sensors are tracking one object. In order to estimate the error parameter, new nonlinear information filtering method is developed using minimum mean square error estimation. Instead of linearization of nonlinear function like an extended Kalman filter, information estimation through unscented prediction is used. The proposed method enables to reduce estimation error without a computation of the Jacobian matrix in case that measurement dimension is large. A computer simulation is carried out to evaluate the proposed filtering method with an extended Kalman filter.

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Natural Frequency and Mode Shape Sensitivities of Damped Systems with Multiple Natural Frequencies (중복근을 갖는 감쇠 시스템의 고유진동수와 모드의 민감도)

  • 최강민;고만기;이인원
    • Proceedings of the Earthquake Engineering Society of Korea Conference
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    • 2001.09a
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    • pp.117-124
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    • 2001
  • A simplified method fur the eigenpair sensitivities of damped system with multiple eigenvalues is presented. This approach employs a reduced equation to determine the sensitivities of eigenpairs of the damped vibratory systems with multiple natural frequencies. In the proposed method, adjacent eigenvectors and orthonormal conditions are used to compute an algebraic equation whose order is (n+m)x(n+m), where n is the number of coordinates and m the number of multiplicity of multiple natural frequencies. The proposed method is an improved Lee and Jung's method which was developed previously. Two equations are used to find eigenvalue derivatives and eigenvector derivatives in Lee and Jung's method. A significant advantage of this approach over Lee and Jung's method is that one algebraic equation newly developed is enough to compute such eigenvalue derivatives and eigenvector derivatives. This method can be consistently applied to both structural systems with structural design parameters and mechanical systems with lumped design parameters. To demonstrate the theory of the proposed method and its possibilities in the case of multiple eigenvalues, the finite element model of the cantilever beam and 5-DOF mechanical system in the case of a non-proportionally damped system are considered as numerical examples. The design parameter of the cantilever beam is its height. and that of the 5-DOF mechanical system is a spring.

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