• Journal of the Korean Statistical Society
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• v.12 no.2
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• pp.91-94
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• 1983

The structure of the largest optimal stopping time in the discete parameter processes is obtained by using the Doob decompositon of supermartingales.

• East Asian mathematical journal
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• v.16 no.2
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• pp.317-330
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• 2000

In this paper we consider the optimal control problem of both operators and parameters for nonlinear hyperbolic systems. For the identification problem, we show that for every value of the parameter and operators, the optimal control problem has a solution. Moreover we obtain the necessary conditions of optimality for the optimal control problem on the system.

• The Journal of Korea Robotics Society
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• v.6 no.2
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• pp.130-140
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• 2011

This paper proposes an optimal posture for the task-oriented movement of dual arm manipulator. A stability criterion function which consists of three kinds of feature-representative parameters has been utilized to define the optimal posture. The first parameter is the force which is applied to the object. The torque of each joint and position of arm are attained from the current sensor and encoder, respectively. From these two data, the applied force to an object is estimated using sum of vectors of the joint torques estimated from the measured current. In order to investigate the robustness of each posture, the variation of the end-effector from the encoder information has been utilized as the second parameter. And for the last parameter for the optimality, the total energy consumption has been used. The total consuming energy of each posture can be computed from the current information and the battery voltage. The proposed robot structure consists of a mobile inverted pendulum and dual manipulators. In order to define the optimal posture for the each object, external disturbances are applied to the mobile inverted pendulum robot and the first and second parameters are investigated to find the optimal posture among the pre-selected most representative postures. Finally, the proposed optimal posture has been verified by the proposed stability criterion function which consists of total force to the object, the fluctuation of the end-effector position, and total energy consumption. The effectiveness of the proposed algorithms has been verified and demonstrated through the practical simulations and real experiments.

• Journal of information and communication convergence engineering
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• v.5 no.2
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• pp.164-170
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• 2007

In this paper, the new method alternating with the method for forming the symmetrical distribution of power and local dispersion in high bit-rate WDM system with optical phase conjugator (OPC) is proposed. The proposed method is carried by finding out the optimal values of OPC position offset and fiber dispersion offset. It is assumed to be that NRZ-formatted 24-channels of 40 Gbps are simultaneously propagated in WDM system with non zero - dispersion shifted fiber (NZ-DSF) of 1,000 km. It is confirmed that the compensation extents of overall WDM channels are more improved by applying the induced optimal values into WDM system than those in WDM system with the conventional mid-span spectral inversion (MSSI) technique, and the searching procedure of the optimal values makes little difference of performance if the optimal value of one parameter related with another parameter. And, it is confirmed that the flexible design of WDM system with OPC is possible by effectiviely using by these optimal values. Thus, it is expected that the proposed method alternate with the forming method of the symmetrical distributions of power and local dispersion.

• Journal of the Korean Society for Precision Engineering
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• v.14 no.2
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• pp.66-73
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• 1997

In many optimal methods for the structural design, the structural analysis is performed with the given design parameters. Then the design sensitivity is calculated based on its structural anaysis results. There-after, the design parameters are changed iteratively. But genetic algorithm is a optimal searching technique which is not depend on design sensitivity. This method uses for many design para- meter groups which are generated by a designer. The generated design parameter groups are become initial population, and then the fitness of the all design parameters are calculated. According to the fitness of each parameter, the design parameters are optimized through the calculation of reproduction process, degradation and interchange, and mutation. Those are the basic operation of the genetic algorithm. The changing process of population is called a generation. The basic calculation process of genetic algorithm is repeatly accepted to every generation. Then the fitness value of the element of a generation becomes maximum. Therefore, the design parameters converge to the optimal. In this study, the optimal design pro- cess of a machine tool structure for static loading is presented to determine the optimal base supporting points and structure thickness using a genetic algorithm.

• Communications for Statistical Applications and Methods
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• v.15 no.2
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• pp.283-292
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• 2008

Smoothing parameter or bandwidth plays a key role in nonparametric classification based on kernel density estimation. We consider choosing smoothing parameter in nonparametric classification, which optimize the Bayes risk. Hall and Kang (2005) clarified the theoretical properties of smoothing parameter in terms of minimizing Bayes risk and derived the optimal order of it. Bootstrap method was used in their exploring numerical properties. We compare cross-validation and bootstrap method numerically in terms of optimal order of bandwidth. Effects on misclassification rate are also examined. We confirm that bootstrap method is superior to cross-validation in both cases.

• Journal of Industrial Technology
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• v.22 no.B
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• pp.35-44
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• 2002

To find the optimal solution as rapidly and exactly as possible with Nelder-Mead simplex algorithm, the present values of the reflection, expansion, contraction and/or shrink parameters of this algorithm are needed to be changed at appropriate time during the search process. The reflection parameter is selected in this study in order to be changed because reflection, expansion and contraction process can be simultaneously effected by only this parameter. Two independent indices for determining whether the present value of the reflection parameter of this algorithm should be changed or not during the search process are suggested in this study. Those indices were made of the equations of Nelder-Mead simplex algorithm's convergence criterion and Dennis-Wood's convergence criterion, respectively. It is appeared that the optimal solution can be find with smaller numbers of objective function evaluation than the original Nelder-Mead's one with fixed parameter when the those indices are used during the search process. and the more remarkable reduction effect of the number of an objective function evaluation can be obtained when the latter index is used.

• International journal of advanced smart convergence
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• v.8 no.2
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• pp.132-139
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• 2019

We address the problem about forecasting the direction of stock price movement in the Korea market. Recently, the deep neural network is popularly applied in this area of research. In deep neural network systems, proper parameter initialization reduces training time and improves the performance of the model. Therefore, in our study, we propose a novel parameter initialization technique and apply this technique for the stock price movement prediction model. Specifically, we design a framework which consists of two models: a base model and a main prediction model. The base model constructed with LSTM is trained by using the large data which is generated by a large amount of the stock data to achieve optimal parameters. The main prediction model with the same architecture as the base model uses the optimal parameter initialization. Thus, the main prediction model is trained by only using the data of the given stock. Moreover, the stock price movements can be affected by other related information in the stock market. For this reason, we conducted our research with two types of inputs. The first type is the stock features, and the second type is a combination of the stock features and the Korea Composite Stock Price Index (KOSPI) features. Empirical results conducted on the top five stocks in the KOSPI list in terms of market capitalization indicate that our approaches achieve better predictive accuracy and F1-score comparing to other baseline models.

• Journal of Korean Society of Steel Construction
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• v.21 no.4
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• pp.361-373
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• 2009

Using the genetic algorithm, the optimal-design technique of the Nielsen arch bridge was proposed in this paper. The design parameters were the arch-rise ratio and the steel weight ratio of the Nielsen arch bridge, and optimal-design techniques were utilized to analyze the behavior of the bridge. The optimal parameter values were determined for the estimated optimal level. The parameter determination requires the standardization of the safety, utility, and economic concepts as the critical factors of a structure. For this, a genetic algorithm was used, whose global-optimal-solution search ability is superior to the optimization technique, and whose object function in the optimal design is the total weight of the structure. The constraints for the optimization were displacement, internal stress, and time and space. The structural analysis was a combination of the small displacement theory and the genetic algorithm, and the runtime was reduced for parallel processing. The optimal-design technique that was developed in this study was employed and deduced using the optimal arch-rise ratio, steel weight ratio, and optimal-design domain. The optimal-design technique was presented so it could be applied in the industry.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.20 no.3
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• pp.500-506
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• 2019

In this study, we present a decision function of optimal smoothing parameter for baseline correction using Asymmetrically reweighted penalized least squares (arPLS). Baseline correction is very important due to influence on performance of spectral analysis in application of spectroscopy. Baseline is often estimated by parameter selection using visual inspection on analyte spectrum. It is a highly subjective procedure and can be tedious work especially with a large number of data. For these reasons, an objective procedure is necessary to determine optimal parameter value for baseline correction. The proposed function is defined by modeling the median value of possible parameter range as the length and order of the background signal. The median value increases as the length of the signal increases and decreases as the degree of the signal increases. The simulated data produced a total of 112 signals combined for the 7 lengths of the signal, adding analytic signals and linear and quadratic, cubic and 4th order curve baseline respectively. According to the experimental results using simulated data with linear, quadratic, cubic and 4th order curved baseline, and real Raman spectra, we confirmed that the proposed function can be effectively applied to optimal parameter selection for baseline correction using arPLS.