• Title/Summary/Keyword: Statistical Constraints

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Variable Selection in Linear Random Effects Models for Normal Data

  • Kim, Hea-Jung
    • Journal of the Korean Statistical Society
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    • v.27 no.4
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    • pp.407-420
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    • 1998
  • This paper is concerned with selecting covariates to be included in building linear random effects models designed to analyze clustered response normal data. It is based on a Bayesian approach, intended to propose and develop a procedure that uses probabilistic considerations for selecting premising subsets of covariates. The approach reformulates the linear random effects model in a hierarchical normal and point mass mixture model by introducing a set of latent variables that will be used to identify subset choices. The hierarchical model is flexible to easily accommodate sign constraints in the number of regression coefficients. Utilizing Gibbs sampler, the appropriate posterior probability of each subset of covariates is obtained. Thus, In this procedure, the most promising subset of covariates can be identified as that with highest posterior probability. The procedure is illustrated through a simulation study.

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Mixed Replacement Designs for Life Testing with Interval Censoring

  • Tai Sup;kesar Singh
    • Communications for Statistical Applications and Methods
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    • v.6 no.2
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    • pp.443-456
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    • 1999
  • The estimation of mean lifetimes in presence of interval censoring with mixed replacement procedure are examined when the distribution s of lifetimes are exponential. it is assumed that due to physical restrictions and/or economic constraints the number of failures is investigated only at several inspection times during the lifetime test; thus there is interval censoring. Comparisons of mixed replacement designs are made with those with and without replacement The maximum likelihood estimator is found in an implicit form. The Cramer-Rao lower bound which is the asymptotic variance of the estimator is derived. The test conditions for minimizing the Cramer-Rao lower bound and minimizing the test costs within a desired width of the Cramer-Rao bound have been studied.

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An Airline Scheduling Model and Solution Algorithms

  • AL-Sultan, Ahmed Thanyan;Ishioka, Fumio;Kurihara, Koji
    • Communications for Statistical Applications and Methods
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    • v.18 no.2
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    • pp.257-266
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    • 2011
  • The rapid development of airlines, has made airports busier and more complicated. The assignment of scheduled to available gates is a major issue for daily airline operations. We consider the over-constrained airport gate assignment problem(AGAP) where the number of flights exceeds the number of available gates, and where the objectives are to minimize the number of ungated flights and the total walking distance or connection times. The procedures used in this project are to create a mathematical model formulation to identify decision variables to identify, constraints and objective functions. In addition, we will consider in the AGAP the size of each gate in the terminal and also the towing process for the aircraft. We will use a greedy algorithm to solve the problem. The greedy algorithm minimizes ungated flights while providing initial feasible solutions that allow flexibility in seeking good solutions, especially in case when flight schedules are dense in time. Experiments conducts give good results.

A Design Study of Aerodynamic Noise Reduction In Centrifugal Compressor Part II . Low-noise Optimization Design (원심압축기의 공력소음 저감에 관한 설계연구 Part II : 저소음 최적설계)

  • 선효성;이수갑
    • Transactions of the Korean Society for Noise and Vibration Engineering
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    • v.14 no.10
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    • pp.939-944
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    • 2004
  • The numerical methods including the performance analysis and the noise prediction of the centrifugal compressor impeller are coupled with the optimization design skill, which consists of response surface method, statistical approach, and genetic algorithm. The flow-field Inside of a centrifugal compressor is obtained numerically by solving Wavier-Stokes equations. and then the propagating noise is estimated from the distributed surface pressure by using Ffowcs Williams-Hawkings formulation. The quadratic response surface model with D-optimal 3-level factorial experimental design points is constructed to optimize the impeller geometry for the advanced centrifugal compressor. The statistical analysis shows that the quadratic model exhibits a reasonable fitting quality resulting in the impeller blade design with high performance and low far-field noise level. The influences of selected design variables, objective functions, and constraints on the impeller performance and the impeller noise are also examined as a result of the optimization process.

Negative binomial loglinear mixed models with general random effects covariance matrix

  • Sung, Youkyung;Lee, Keunbaik
    • Communications for Statistical Applications and Methods
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    • v.25 no.1
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    • pp.61-70
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    • 2018
  • Modeling of the random effects covariance matrix in generalized linear mixed models (GLMMs) is an issue in analysis of longitudinal categorical data because the covariance matrix can be high-dimensional and its estimate must satisfy positive-definiteness. To satisfy these constraints, we consider the autoregressive and moving average Cholesky decomposition (ARMACD) to model the covariance matrix. The ARMACD creates a more flexible decomposition of the covariance matrix that provides generalized autoregressive parameters, generalized moving average parameters, and innovation variances. In this paper, we analyze longitudinal count data with overdispersion using GLMMs. We propose negative binomial loglinear mixed models to analyze longitudinal count data and we also present modeling of the random effects covariance matrix using the ARMACD. Epilepsy data are analyzed using our proposed model.

Quality and Productivity Improvement by Clustering Product Database Information in Semiconductor Testing Floor

  • Lim, Ik-Sung;Koo, Il-Sup;Kim, Tae-Sung
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.23 no.60
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    • pp.73-81
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    • 2000
  • The testing processes for VLSI finished devices are considerably complex because they require different types of ATE to be linked together. Due to the interaction effect between two or more linked ATEs, it is difficult to trace down the cause of the unexpected longer ATE setup time and random yields, which frequently occur in the VLSI circuit-testing laboratory. The goal of this paper is to develop and demonstrate the methodology designed to eliminate the possible interaction factors that might affect the random yields and/or unexpected longer setup time as well as increase the productivity. The statistical method such as design of experiment or multivariate analysis cannot be applied to the final testing floor here directly due to the environmental constraints. Expanded product data information (PDI) is constructed by combining product data information and ATE control information. An architecture utilizing expanded PDI is designed, which enables the engineer to conduct statistical approach investigation and reduce the setup time, as well as increase yield.

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Partial optional randomized response technique with calibration weighting to adjust non-response in successive sampling

  • Priyanka, Kumari;Trisandhya, Pidugu;Kumar, Ajay
    • Communications for Statistical Applications and Methods
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    • v.28 no.5
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    • pp.493-510
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    • 2021
  • The present article endeavours to develop partial optional randomized - response technique (PORT) to deal with sensitive issues in presence of non-response in successive sampling. Calibration techniques have been embedded with PORT to estimate sensitive population mean at current move in two move successive sampling in presence of non-response. Optimum calibration weights are computed at each move with the aid of constraints based on auxiliary information. Detailed properties of the proposed estimators have been discussed. Possible cases in which non-response may creep at two moves has been explored. The proposed technique has been compared with the modified existing technique. Simulation results indicate that the proposed technique is more efficient than existing, modified one. Suitable recommendations are forwarded.

Optimal Design for the Thermal Deformation of Disk Brake by Using Design of Experiments and Finite Element Analysis (실험계획법과 유한요소해석에 의한 디스크 브레이크의 열변형 최적설계)

  • Lee, Tae-Hui;Lee, Gwang-Gi;Jeong, Sang-Jin
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.25 no.12
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    • pp.1960-1965
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    • 2001
  • In the practical design, it is important to extract the design space information of a complex system in order to optimize the design because the design contains huge amount of design conflicts in general. In this research FEA (finite element analysis) has been successfully implemented and integrated with a statistical approach such as DOE (design of experiments) based RSM (response surface model) to optimize the thermal deformation of an automotive disk brake. The DOE is used for exploring the engineer's design space and for building the RSM in order to facilitate the effective solution of multi-objective optimization problems. The RSM is utilized as an efficient means to rapidly model the trade-off among many conflicting goals existed in the FEA applications. To reduce the computational burden associated with the FEA, the second-order regression models are generated to derive the objective functions and constraints. In this approach, the multiple objective functions and constraints represented by RSM are solved using the sequential quadratic programming to archive the optimal design of disk brake.

A comparison study of multiple linear quantile regression using non-crossing constraints (비교차 제약식을 이용한 다중 선형 분위수 회귀모형에 관한 비교연구)

  • Bang, Sungwan;Shin, Seung Jun
    • The Korean Journal of Applied Statistics
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    • v.29 no.5
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    • pp.773-786
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    • 2016
  • Multiple quantile regression that simultaneously estimate several conditional quantiles of response given covariates can provide a comprehensive information about the relationship between the response and covariates. Some quantile estimates can cross if conditional quantiles are separately estimated; however, this violates the definition of the quantile. To tackle this issue, multiple quantile regression with non-crossing constraints have been developed. In this paper, we carry out a comparison study on several popular methods for non-crossing multiple linear quantile regression to provide practical guidance on its application.

Determining the Efficient Solutions for Bicriteria Programming Problems with Random Variables in Both the Objective Functions and the Constraints

  • Bayoumi, B.I.;El-Sawy, A.A.;Baseley, N.L.;Yousef, I.K.;Widyan, A.M.
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.9 no.1
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    • pp.99-110
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    • 2005
  • This paper suggests an efficient approach for stochastic bicriteria programming problem (SBCPP) with random variables in both the objective functions and in the right-hand side of the constraints. The suggested approach uses the statistical inference through two different techniques: In one of them, the SBCPP is transformed into an equivalent deterministic bicriteria programming problem (DBCPP), then the nonnegative weighted sum approach will be used to transform the bicriteria programming problem into a single objective programming problem, and the other technique, the nonnegative weighted sum approach is used to transform the SBCPP to an equivalent stochastic single objective programming problem, then apply the same procedure to convert stochastic single objective programming problem into its equivalent deterministic single objective programming problem (DSOPP). In both techniques the resulting problem can be solved as a nonlinear programming problem to get the efficient solutions. Finally, a comparison between the two different techniques is discussed, and illustrated example is given to demonstrate the actual application of these techniques.

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