• Title/Summary/Keyword: Step Parameter

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An approximate fitting for mixture of multivariate skew normal distribution via EM algorithm (EM 알고리즘에 의한 다변량 치우친 정규분포 혼합모형의 근사적 적합)

  • Kim, Seung-Gu
    • The Korean Journal of Applied Statistics
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    • v.29 no.3
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    • pp.513-523
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    • 2016
  • Fitting a mixture of multivariate skew normal distribution (MSNMix) with multiple skewness parameter vectors via EM algorithm often requires a highly expensive computational cost to calculate the moments and probabilities of multivariate truncated normal distribution in E-step. Subsequently, it is common to fit an asymmetric data set with MSNMix with a simple skewness parameter vector since it allows us to compute them in E-step in an univariate manner that guarantees a cheap computational cost. However, the adaptation of a simple skewness parameter is unrealistic in many situations. This paper proposes an approximate estimation for the MSNMix with multiple skewness parameter vectors that also allows us to treat them in an univariate manner. We additionally provide some experiments to show its effectiveness.

Induction Parameter Modeling of Hydrocarbon Fuel/Oxidizer for Detonation Wave Analysis (데토네이션 파 해석을 위한 탄화수소 연료/산화제의 Induction Parameter Modeling)

  • Choi, Jeong-Yeol;Yang, Vigor
    • 한국연소학회:학술대회논문집
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    • 2003.05a
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    • pp.57-62
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    • 2003
  • A general procedure of obtaining reliable one-step kinetics model for hydrocarbon mixture from the fully detailed chemistry is described iin this study. One-step theoretical formulation of the induction parameter model IPM uses a theoretical reconstruction of the induction time database obtained from a detailed kinetics library. Non-dimensional induction time calculations is compared with that of detailed kinetics. The IPM was latter implemented to fluid dynamics code and applied for the numerical simulation of detonation wave propagation. The numerical results including the numerical smoked-foil record show the all the details of the detonation wave propagation characteristics at the cost around 1/100 of the detailed kinetics calculation.

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AN ADAPTIVE PRIMAL-DUAL FULL-NEWTON STEP INFEASIBLE INTERIOR-POINT ALGORITHM FOR LINEAR OPTIMIZATION

  • Asadi, Soodabeh;Mansouri, Hossein;Zangiabadi, Maryam
    • Bulletin of the Korean Mathematical Society
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    • v.53 no.6
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    • pp.1831-1844
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    • 2016
  • In this paper, we improve the full-Newton step infeasible interior-point algorithm proposed by Mansouri et al. [6]. The algorithm takes only one full-Newton step in a major iteration. To perform this step, the algorithm adopts the largest logical value for the barrier update parameter ${\theta}$. This value is adapted with the value of proximity function ${\delta}$ related to (x, y, s) in current iteration of the algorithm. We derive a suitable interval to change the parameter ${\theta}$ from iteration to iteration. This leads to more flexibilities in the algorithm, compared to the situation that ${\theta}$ takes a default fixed value.

CFD PARAMETRIC STUDY FOR 2D WATER ENTRY

  • Lee, H.H.;Rhee, S.H.
    • 한국전산유체공학회:학술대회논문집
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    • 2009.04a
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    • pp.191-195
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    • 2009
  • A parametric study for for the water entry of a two dimensional symmetric wedge with deadrise angle of 10 degrees was carried out to find out the most dominant parameter. Water entry problem with constant velocity is simplified as the stationary wedge in the way of the upcoming water surface. The calculated impact loads showed that the effect of the viscosity was not so important in this problem. For a given grid system a suitable time step size can be found. The most sensitive parameter was found to be the grid size.

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Self-tuning control with bounded input constraints

  • Jee, Gyu-In
    • 제어로봇시스템학회:학술대회논문집
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    • 1991.10b
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    • pp.1655-1658
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    • 1991
  • This paper considers the design and analysis of one-step ahead optimal and adaptive controllers, under the restriction that a known constraint on the input amplitude is imposed. It is assumed that the discrete-time single-input, single-output system to be controlled is linear, except for inequality constraints on the input. The objective function to be minimized is an one-step quadratic function, where polynomial weights on the input and output are included. Both the known parameter and unknown parameter (indirect adaptive controller) cases are examined.

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A virtual parameter to improve stability properties for an integration method

  • Chang, Shuenn-Yih
    • Earthquakes and Structures
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    • v.11 no.2
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    • pp.297-313
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    • 2016
  • A virtual parameter is introduced into the formulation of the previously published integration method to improve its stability properties. It seems that the numerical properties of this integration method are almost unaffected by this parameter except for the stability property. As a result, it can have second order accuracy, explicit formulation and controllable numerical dissipation in addition to the enhanced stability property. In fact, it can have unconditional stability for the system with the instantaneous degree of nonlinearity less than or equal to the specified value of the virtual parameter for the modes of interest for each time step.

The Initial Value Setting-Up Method for Extending the Range of the Optimal Step Parameter under LMS Algorithm (LMS 알고리즘에서 최적 매개변수의 선택 폭 확대를 위한 초기치의 설정방법)

  • Cho, Ki-Ryang;An, Hyuk;Choo, Byoung-Yoon;Lee, Chun-Jae
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.7 no.2
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    • pp.284-292
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    • 2003
  • In this paper, we carried out the numerical examination of the initial value setting-up method to extend the range of optimal step parameter in a adaptive system which is controlled by LMS algorithm. For initial value setting-up methods, the general method which select the initial value randomly and the other method which applies the approximate value obtained from the direct method to initial value, were used. And then, we compared to the ranges of step parameter setting, the convergence speeds of mean-square-error, and the stabilities during the convergence process when the initial values were applied to the optimal directivity synthesis problem. According to the numerical simulation results, the initial value setting-up method by means of the direct method provides wider range for the step parameter, more efficient capability for convergence and stability, and more error correction ability than the general method.

Nonlinear Regression on Cold Tolerance Data for Brassica Napus

  • Yang, Woohyeong;Choi, Myeong Seok;Ahn, Sung Jin
    • Journal of the Korean Data Analysis Society
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    • v.20 no.6
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    • pp.2721-2731
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    • 2018
  • This study purposes to derive the predictive model for the cold tolerance of Brassica napus, using the data collected in the Tree Breeding Lab of Gyeongsang National University during July and August of 2016. Three Brassica napus samples were treated at each of low temperatures from $4^{\circ}C$ to $-12^{\circ}C$ by decrement of $4^{\circ}C$, step by step, and electrolyte leakage levels were measured at each stage. Electrolyte leakages were observed tangibly from $-4^{\circ}C$. We tried to fit the six nonlinear regression models to the electrolyte leakage data of Brassica napus: 3-parameter logistic model, baseline logistic model, 4-parameter logistic model, (4-1)-parameter logistic model, 3-parameter Gompertz model, and (3-1)-parameter Gompertz model. The baseline levels of the electrolyte leakage estimated by these models were 4.81%, 4.07%, 4.19%, 4.07%, 4.55%, and 0%, respectively. The estimated median lethal temperature, LT50, were $-5.87^{\circ}C$, $-6.31^{\circ}C$, $-6.05^{\circ}C$, $-6.35^{\circ}C$, $-4.98^{\circ}C$, and $-5.15^{\circ}C$, respectively. We compared and discussed the measures of goodness of fit to select the appropriate nonlinear regression model.

A Study on Calculation of Capacitance Parameter for Interconnection Line in Multilayer Dielectric Media (다층 유전체 매질에서의 Interconnection Line에 대한 Capacitance Parameter 계산에 관한 연구)

  • 김한구;곽계달
    • Journal of the Korean Institute of Telematics and Electronics
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    • v.26 no.8
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    • pp.1187-1196
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    • 1989
  • In this paper, a method for computing the capacitance parameter for a multi-interconnection line in a multilayered dielectric region is presented. The number of interconnection lines and the number of dielectric layers are arbitrary, and the interconnection lines are finite cross section or infinite cross section. The surface of lines and dielectric interface are divided into subsection. The surface charge density of each subsection is a constant step-pulse function for each subsection. After the solution of surface charge density is effected by the method of moments, capacitance parameter is calculated.

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Dependence structure analysis of KOSPI and NYSE based on time-varying copula models

  • Lee, Sangyeol;Kim, Byungsoo
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.6
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    • pp.1477-1488
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    • 2013
  • In this study, we analyze the dependence structure of KOSPI and NYSE indices based on a two-step estimation procedure. In the rst step, we adopt ARMA-GARCH models with Gaussian mixture innovations for marginal processes. In the second step, time-varying copula parameters are estimated. By using these, we measure the dependence between the two returns with Kendall's tau and Spearman's rho. The two dependence measures for various copulas are illustrated.