• Title/Summary/Keyword: Multiple time-interval model

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An iterative hybrid random-interval structural reliability analysis

  • Fang, Yongfeng;Xiong, Jianbin;Tee, Kong Fah
    • Earthquakes and Structures
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    • v.7 no.6
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    • pp.1061-1070
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    • 2014
  • An iterative hybrid structural dynamic reliability prediction model has been developed under multiple-time interval loads with and without consideration of stochastic structural strength degradation. Firstly, multiple-time interval loads have been substituted by the equivalent interval load. The equivalent interval load and structural strength are assumed as random variables. For structural reliability problem with random and interval variables, the interval variables can be converted to uniformly distributed random variables. Secondly, structural reliability with interval and stochastic variables is computed iteratively using the first order second moment method according to the stress-strength interference theory. Finally, the proposed method is verified by three examples which show that the method is practicable, rational and gives accurate prediction.

Multiple Model Prediction System Based on Optimal TS Fuzzy Model and Its Applications to Time Series Forecasting (최적 TS 퍼지 모델 기반 다중 모델 예측 시스템의 구현과 시계열 예측 응용)

  • Bang, Young-Keun;Lee, Chul-Heui
    • Journal of Industrial Technology
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    • v.28 no.B
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    • pp.101-109
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    • 2008
  • In general, non-stationary or chaos time series forecasting is very difficult since there exists a drift and/or nonlinearities in them. To overcome this situation, we suggest a new prediction method based on multiple model TS fuzzy predictors combined with preprocessing of time series data, where, instead of time series data, the differences of them are applied to predictors as input. In preprocessing procedure, the candidates of optimal difference interval are determined by using con-elation analysis and corresponding difference data are generated. And then, for each of them, TS fuzzy predictor is constructed by using k-means clustering algorithm and least squares method. Finally, the best predictor which minimizes the performance index is selected and it works on hereafter for prediction. Computer simulation is performed to show the effectiveness and usefulness of our method.

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A Study on the Development of a Technique to Predict Missing Travel Speed Collected by Taxi Probe (결측 택시 Probe 통행속도 예측기법 개발에 관한 연구)

  • Yoon, Byoung Jo
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.31 no.1D
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    • pp.43-50
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    • 2011
  • The monitoring system for link travel speed using taxi probe is one of key sub-systems of ITS. Link travel speed collected by taxi probe has been widely employed for both monitoring the traffic states of urban road network and providing real-time travel time information. When sample size of taxi probe is small and link travel time is longer than a length of time interval to collect travel speed data, and in turn the missing state is inevitable. Under this missing state, link travel speed data is real-timely not collected. This missing state changes from single to multiple time intervals. Existing single interval prediction techniques can not generate multiple future states. For this reason, it is necessary to replace multiple missing states with the estimations generated by multi-interval prediction method. In this study, a multi-interval prediction method to generate the speed estimations of single and multiple future time step is introduced overcoming the shortcomings of short-term techniques. The model is developed based on Non-Parametric Regression (NPR), and outperformed single-interval prediction methods in terms of prediction accuracy in spite of multi-interval prediction scheme.

Background Subtraction Algorithm Based on Multiple Interval Pixel Sampling (다중 구간 샘플링에 기반한 배경제거 알고리즘)

  • Lee, Dongeun;Choi, Young Kyu
    • KIPS Transactions on Software and Data Engineering
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    • v.2 no.1
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    • pp.27-34
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    • 2013
  • Background subtraction is one of the key techniques for automatic video content analysis, especially in the tasks of visual detection and tracking of moving object. In this paper, we present a new sample-based technique for background extraction that provides background image as well as background model. To handle both high-frequency and low-frequency events at the same time, multiple interval background models are adopted. The main innovation concerns the use of a confidence factor to select the best model from the multiple interval background models. To our knowledge, it is the first time that a confidence factor is used for merging several background models in the field of background extraction. Experimental results revealed that our approach based on multiple interval sampling works well in complicated situations containing various speed moving objects with environmental changes.

Performance Analysis of a Sleep Mode Operation in the IEEE 802.16e Wireless MAN with M/G/1 Multiple Vacations Model (M/G/1 복수 휴가 모델을 이용한 IEEE 802.16e 무선 MAN 수면모드 작동에 대한 성능분석)

  • Jung, Sung-Hwan;Hong, Jung-Wan;Chang, Woo-Jin;Lie, Chang-Hoon
    • Journal of the Korean Operations Research and Management Science Society
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    • v.32 no.4
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    • pp.89-99
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    • 2007
  • In this paper, an analytic model of a sleep mode operation in the IEEE 802.16e is investigated. A mobile subscriber station(MSS) goes to sleep mode after negotiations with the base station(BS) and wakes up periodically for a short interval to check whether there is downlink traffic to it. If the arrival of traffic is notified, an MSS returns to wake mode. Otherwise, it again enters increased sleep interval which is double as the previous one. In order to consider the situation more practically, we propose the sleep mode starting threshold, during which MSS should await packets before it enters the sleep mode. By modifying the M/G/l with multiple vacations model, energy consumption ratio(ECR) and average packet response time are calculated. Our analytic model provides potential guidance in determining the optimal parameters values such as sleep mode starting threshold, minimal sleep and maximal sleep window.

A two-sample test with interval censored competing risk data using multiple imputation (다중대체방법을 이용한 구간 중도 경쟁 위험 모형에서의 이표본 검정)

  • Kim, Yuwon;Kim, Yang-Jin
    • The Korean Journal of Applied Statistics
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    • v.30 no.2
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    • pp.233-241
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    • 2017
  • Interval censored data frequently occur in observation studies where the subject is followed periodically. In this paper, our interest is to suggest a test statistic to compare the CIF of two groups with interval censored failure time data in the presence of competing risks. Gray (1988) suggested a test statistic for right censored data that motivated a well-known Fine and Gray's subdistribution hazard model. A multiple imputation technique is adopted to adopt Gray's test statistic to interval censored data. The powers and sizes of the suggested method are investigated through diverse simulation schemes. The main merit of the suggested method is its simplicity to implement with existing software for right censored data. The method is illustrated by analyzing Bangkok's HIV cohort dataset.

Design of Multiple Model Fuzzy Predictors using Data Preprocessing and its Application (데이터 전처리를 이용한 다중 모델 퍼지 예측기의 설계 및 응용)

  • Bang, Young-Keun;Lee, Chul-Heui
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.58 no.1
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    • pp.173-180
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    • 2009
  • It is difficult to predict non-stationary or chaotic time series which includes the drift and/or the non-linearity as well as uncertainty. To solve it, we propose an effective prediction method which adopts data preprocessing and multiple model TS fuzzy predictors combined with model selection mechanism. In data preprocessing procedure, the candidates of the optimal difference interval are determined based on the correlation analysis, and corresponding difference data sets are generated in order to use them as predictor input instead of the original ones because the difference data can stabilize the statistical characteristics of those time series and better reveals their implicit properties. Then, TS fuzzy predictors are constructed for multiple model bank, where k-means clustering algorithm is used for fuzzy partition of input space, and the least squares method is applied to parameter identification of fuzzy rules. Among the predictors in the model bank, the one which best minimizes the performance index is selected, and it is used for prediction thereafter. Finally, the error compensation procedure based on correlation analysis is added to improve the prediction accuracy. Some computer simulations are performed to verify the effectiveness of the proposed method.

A Study on Improving Prediction Accuracy by Modeling Multiple Similar Time Series (다중 유사 시계열 모델링 방법을 통한 예측정확도 개선에 관한 연구)

  • Cho, Young-Hee;Lee, Gye-Sung
    • The Journal of the Institute of Internet, Broadcasting and Communication
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    • v.10 no.6
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    • pp.137-143
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    • 2010
  • A method for improving prediction accuracy through processing time series data has been studied in this research. We have designed techniques to model multiple similar time series data and avoided the shortcomings of single prediction model. We predicted the future changes by effective rules derived from these models. The methods for testing prediction accuracy consists of three types: fixed interval, sliding, and cumulative method. Among the three, cumulative method produced the highest accuracy.

An Integrated Inventory Model for Multi-Item in Just-In-Time Purchasing (JIT 구매 하에서 다품목의 조달정책에 관한 연구)

  • 김대홍;김용철
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.25 no.1
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    • pp.42-48
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    • 2002
  • This paper addresses the necessity of integration between buyer and suppliers for effective implementation of Just-In-Time purchasing in a multi-item environment. An integrated inventory model of facilitating multiple shipments in small lots is developed. Also, an iterative solution procedure is developed to simultaneously find the order(contract) interval for each item and number of shipments between buyer and suppliers. We show by example that when the integrated policy is adopted by both buyer and suppliers in a cooperative manner, both parties can benefit.

An Adaptive Genetic Algorithm for a Dynamic Lot-sizing and Dispatching Problem with Multiple Vehicle Types and Delivery Time Windows (다종의 차량과 납품시간창을 고려한 동적 로트크기 결정 및 디스패칭 문제를 위한 자율유전알고리즘)

  • Kim, Byung-Soo;Lee, Woon-Seek
    • Journal of Korean Institute of Industrial Engineers
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    • v.37 no.4
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    • pp.331-341
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    • 2011
  • This paper considers an inbound lot-sizing and outbound dispatching problem for a single product in a thirdparty logistics (3PL) distribution center. Demands are dynamic and finite over the discrete time horizon, and moreover, each demand has a delivery time window which is the time interval with the dates between the earliest and the latest delivery dates All the product amounts must be delivered to the customer in the time window. Ordered products are shipped by multiple vehicle types and the freight cost is proportional to the vehicle-types and the number of vehicles used. First, we formulate a mixed integer programming model. Since it is difficult to solve the model as the size of real problem being very large, we design a conventional genetic algorithm with a local search heuristic (HGA) and an improved genetic algorithm called adaptive genetic algorithm (AGA). AGA spontaneously adjusts crossover and mutation rate depending upon the status of current population. Finally, we conduct some computational experiments to evaluate the performance of AGA with HGA.