• 제목/요약/키워드: Step Parameter

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

  • 김승구
    • 응용통계연구
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    • 제29권3호
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    • pp.513-523
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    • 2016
  • 다중 치우침 모수벡터를 가진 다변량 치우친 정규분포 (MSNMix)를 EM 알고리즘으로 적합하려면 E-step에서 다변량 절단 정규분포의 적률과 확률을 계산해야 하는데 이것은 매우 큰 계산 시간을 요구한다. 그래서 비대칭 자료를 적합하는데 흔히 단순 치우침 모수를 가진 모형을 적용한다. 이 모형은 단변량 처리방식으로 적합하는 것이 가능하기 때문에 처리속도가 매우 빠르다. 그러나 단순 치우침 모수를 적용하는 것은 응용에서 비현실적인 경우가 많다. 본 논문에서는 다중 치우침 모수를 가지는 MSNMix의 근사적 추정법을 제안하는데, 이 방법은 단변량 처리방식이 적용되므로 향상된 처리속도를 보장한다. 그리고 제안된 방법의 실효성을 보이기 위해 몇 가지 실험 결과를 제공한다.

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

  • 최정열
    • 한국연소학회:학술대회논문집
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    • 한국연소학회 제26회 KOSCO SYMPOSIUM 논문집
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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
    • 대한수학회보
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    • 제53권6호
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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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    • 한국전산유체공학회 2009년 춘계학술대회논문집
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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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    • 제어로봇시스템학회 1991년도 한국자동제어학술회의논문집(국제학술편); KOEX, Seoul; 22-24 Oct. 1991
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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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    • 제11권2호
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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.

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

  • 조기량;안혁;추병윤;이춘재
    • 한국정보통신학회논문지
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    • 제7권2호
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    • pp.284-292
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    • 2003
  • 본 논문에서는 LMS 알고리즘을 이용하여 적응 시스템을 제어하는 경우, 최적 매개변수의 선택 폭을 늘리기 위한 초기치의 설정방법의 수치적 검토를 행했다. 초기치 설정은 대략의 값을 임의적으로 선택하는 일반적인 방법과 직접법에 의해 얻어진 근사적인 해를 초기치로서 가하는 방법을 이용하였으며, 이들을 최적지향성합성 문제에 적용하여 초기치가 매개변수의 선택 폭, 자승평균오차의 수렴속도, 그리고 수렴과정에서의 안정성 등에 미치는 영향을 비교하였다. 수치실험결과, 직접법을 이용한 초기치 선택방법은 일반적인 선택방법에 비해 매개변수의 선택 폭이 넓어짐은 물론 수렴성, 안정성 그리고 오차 개선 능력도 탁월함을 나타내었다.

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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    • 제20권6호
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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.

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

  • 김한구;곽계달
    • 대한전자공학회논문지
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    • 제26권8호
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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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    • 제24권6호
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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.