• Title/Summary/Keyword: Robust version

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Robust Simple Correspondence Analysis

  • Park, Yong-Seok;Huh, Myung-Hoe
    • Journal of the Korean Statistical Society
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    • v.28 no.3
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    • pp.337-346
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    • 1999
  • Simple correspondence analysis is a technique for giving a joint display of points representing both the rows and columns of an n$\times$p two-way contigency table. In simple correspondence analysis, the singular value decomposition is the main algebraic tool. But, Choi and Huh(1996) pointed out the singular value decomposition is not robust. Instead, they developed a robust singular value decomposition and provided applications in principal component analysis and biplots. In this article, by using the analogous procedures of Choi and Huh(1996), we derive a robust version of simple correspondence analysis.

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A Generalization of the Robust Inventory Problem with Non-Stationary Costs

  • Park, Kyung-Chul;Lee, Kyung-Sik
    • Management Science and Financial Engineering
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    • v.16 no.3
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    • pp.95-102
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    • 2010
  • This paper considers the robust inventory control problem introduced by Bertsimas and Thiele [4]. In their paper, they have shown that the robust version of the inventory control problem can be solved by solving a nominal inventory problem which is formulated as a mixed integer program. As a proper generalization of the model, we consider the problem with non-stationary cost. In this paper, we show that the generalized version can also be solved by solving a nominal inventory problem. Furthermore, we show that the problem can be solved efficiently.

Influence Assessment in Robust Regression

  • Sohn, Bang-Yong;Huh, Myung-Hoe
    • Communications for Statistical Applications and Methods
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    • v.4 no.1
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    • pp.21-32
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    • 1997
  • Robust regression based on M-estimator reduces and/or bounds the influence of outliers in the y-direction only. Therefore, when several influential observations exist, diagnostics in the robust regression is required in order to detect them. In this paper, we propose influence diagnostics in the robust regression based on M-estimator and its one-step version. Noting that M-estimator can be obtained through iterative weighted least squares regression by using internal weights, we apply the weighted least squares (WLS) regression diagnostics to robust regression.

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Robust compensator design for parametric uncertain systems by separated optimizations (분리최적화 기법을 이용한 강인제어기 설계)

  • 김경수;박영진
    • 제어로봇시스템학회:학술대회논문집
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    • 1996.10b
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    • pp.589-592
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    • 1996
  • It is well known that robust compensators designed by the block-diagonal Lyapunov function approaches are conservative while they are popular in practice because of their computational easiness. In this note, we develop a systematized version of conventional block-diagonal Lyapunov function approaches by deriving two separated optimizations based on the guaranteed cost control method. The proposed method generates reasonable robust compensators in practice.

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An Alternative Method of Regression: Robust Modified Anti-Hebbian Learning

  • Hwang, Chang-Ha
    • Journal of the Korean Data and Information Science Society
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    • v.7 no.2
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    • pp.203-210
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    • 1996
  • A linear neural unit with a modified anti-Hebbian learning rule has been shown to be able to optimally fit curves, surfaces, and hypersurfaces by adaptively extracting the minor component of the input data set. In this paper, we study how to use the robust version of this neural fitting method for linear regression analysis. Furthermore, we compare this method with other methods when data set is contaminated by outliers.

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Asymmetric robust quasi-likelihood

  • Lee, Yoon-Dong;Choi, Hye-Mi
    • Proceedings of the Korean Statistical Society Conference
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    • 2005.05a
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    • pp.109-112
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    • 2005
  • The robust quasi-likelihood (RQL) proposed by Cantoni & Ronchetti (2001) is a robust version of quasi-likelihood. They adopted Huber function to increase the resistance of the RQL estimator to the outliers. They considered the Huber function only of symmetric type. We extend the class of Huber function to include asymmetric types, and derived a method to find the optimal asymmetric one.

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Solving Robust EOQ Model Using Genetic Algorithm

  • Lim, Sung-Mook
    • Management Science and Financial Engineering
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    • v.13 no.1
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    • pp.35-53
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    • 2007
  • We consider a(worst-case) robust optimization version of the Economic Order Quantity(EOQ) model. Order setup costs and inventory carrying costs are assumed to have uncertainty in their values, and the uncertainty description of the two parameters is supposed to be given by an ellipsoidal representation. A genetic algorithm combined with Monte Carlo simulation is proposed to approximate the ellipsoidal representation. The objective function of the model under ellipsoidal uncertainty description is derived, and the resulting problem is solved by another genetic algorithm. Computational test results are presented to show the performance of the proposed method.

Research Issues in Robust QFD

  • Kim, Kwang-Jae;Kim, Deok-Hwan
    • Industrial Engineering and Management Systems
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    • v.7 no.2
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    • pp.93-100
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    • 2008
  • Quality function deployment (QFD) provides a specific approach for ensuring quality throughout each stage of the product development and production process. Since the focus of QFD is placed on the early stage of product development, the uncertainty in the input information of QFD is inevitable. If the uncertainty is neglected, the QFD analysis results are likely to be misleading. It is necessary to equip practitioners with a new QFD methodology that can model, analyze, and dampen the effects of the uncertainty and variability in a systematic manner. Robust QFD is an extended version of QFD methodology, which is robust to the uncertainty of the input information and the resulting variability of the QFD output. This paper discusses recent research issues in Robust QFD. The major issues are related with the determination of overall priority, robustness evaluation, robust prioritization, and web-based Robust QFD optimizer. Our recent research results on the issues are presented, and some of future research topics are suggested.

A Noise Robust Adaptive Algorithm for Acoustic Echo Caneller

  • Lee, Young-Ho;Park, Jeong-Hoon;Park, Jang-Sik;Son, Kyong-Sik
    • Proceedings of the Korea Multimedia Society Conference
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    • 2003.05b
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    • pp.423-426
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    • 2003
  • Adaptive algorithm used in Acoustic Echo Canceller (AEC) needs fast convergence algorithm when reference signal is colored speech signal. Set-Membership Affine Projection (SMAP) algorithm is derived from the constraint, which is the minimum value adaptive filter coefficient error. In this paper, we test the characteristic about noise of the SMAP algorithm and proposed modified version of SMAP algorithm fur using at AEC. As the projection order increase, the convergence characteristic of the SMAP algorithm is improved where no noise space. But if the noise uncorrelated with input signal exists, the AEC shows bad performance. In this paper, we propose normalized version of adaptive constants using estimated error signal for robust to noise and show the good performance through AEC simulation.

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Robust adaptive controller design for robot manipulators (로봇 매니퓰레이터에 대한 강인한 적응 제어기의 설계)

  • Jung, Seok-Woo;Lyou, Joon
    • 제어로봇시스템학회:학술대회논문집
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    • 1993.10a
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    • pp.889-894
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    • 1993
  • This paper presents a robust adaptive control scheme based on the Lyapunov design for robot manipulators subjected to inertial parameter uncertainties and bounded torque disturbances. The scheme is a modified version of the adaptive computed torque method which adopts a dead zone into the adaptation mechanism so as to avoid parameter drifts by disturbances. It is shown via stability analysis and computer simulations that all the signals in the overall adaptive system are bounded and tracking errors lie within a prespecified bound.

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