• 제목/요약/키워드: Taylor Expansion

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A Simple Bias-Correction Rule for the Apparent Prediction Error

  • Beong-Soo So
    • Communications for Statistical Applications and Methods
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    • v.2 no.2
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    • pp.146-154
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    • 1995
  • By using simple Taylor expansion, we derive an easy bias-correction rule for the apparent prodiction error of the predictor defined by the general M-estimators with respect to an arbitrary measure of prediction error. Our method has a considerable computational advantage over the previous methods based on the resampling thchnique such as Cross-validaton and Boothtrap. Connections with AIC, Cross-Validation and Boothtrap are discussed too.

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Efficient Estimation of Cell Loss Probabilities for ATM Switches with Input Queueing via Light Traffic Derivatives

  • Kim, Young-Beom;Jung Hur
    • Journal of Electrical Engineering and information Science
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    • v.2 no.6
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    • pp.56-63
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    • 1997
  • Under most system assumptions, closed form solutions of performance measures for ATM switches with input queueing are not available. In this paper, we present expressions and bounds for the derivatives of cell loss probabilities with respect to the arrival rate evaluated at a zero arrival rate. These bounds are used to give an approximation by Taylor expansion, thereby providing an economical way to estimate cell loss probabilities in light traffic.

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Estimation for the extreme value distribution under progressive Type-I interval censoring

  • Nam, Sol-Ji;Kang, Suk-Bok
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.3
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    • pp.643-653
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    • 2014
  • In this paper, we propose some estimators for the extreme value distribution based on the interval method and mid-point approximation method from the progressive Type-I interval censored sample. Because log-likelihood function is a non-linear function, we use a Taylor series expansion to derive approximate likelihood equations. We compare the proposed estimators in terms of the mean squared error by using the Monte Carlo simulation.

On Asymptotically Optimal Plug-in Bandwidth Selectors in Kernel Density Estimation

  • Song, Moon-Sup;Seog, Kyung-Ha;Sin sup Cho
    • Journal of the Korean Statistical Society
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    • v.20 no.1
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    • pp.29-43
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    • 1991
  • Two data-based bandwidth selectors which are optimal in the sense that they achieve n$\^$-$\frac{1}{2}$/ rate of convergence in kernel density estimation are proposed. The proposed bandwidth selectors are constructed by modifying Park and Marron's plug-in method. The first modification is taking Taylor expansion of the mean integrated squared error to two more terms than in the case of plug-in method. The second is estimating more accurately the functionals of the unknown density appeared in the minimizer of the expansion by using higher order kernels. The proposed bandwidth selectors were proved to be optimal in terms of convergence rate. According to small-sample Monte Carlo studies, the proposed bandwidth selectors showed better performance than all the other bandwidth selectors considered in the simulation.

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Variance Estimation for General Weight-Adjusted Estimator (가중치 보정 추정량에 대한 일반적인 분산 추정법 연구)

  • Kim, Jae-Kwang
    • The Korean Journal of Applied Statistics
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    • v.20 no.2
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    • pp.281-290
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    • 2007
  • Linear estimator, a weighted sum of the sample observation, is commonly adopted to estimate the finite population parameters such as population totals in survey sampling. The weight for a sampled unit is often constructed by multiplying the base weight, which is the inverse of the first-order inclusion probability, by an adjustment term that takes into account of the auxiliary information obtained throughout the population. The linear estimator using the weight adjustment is often more efficient than the one using only the bare weight, but its valiance estimation is more complicated. We discuss variance estimation for a general class of weight-adjusted estimator. By identifying that the weight-adjusted estimator can be viewed as a function of estimated nuisance parameters, where the nuisance parameters were used to incorporate the auxiliary information, we derive a linearization of the weight-adjusted estimator using a Taylor expansion. The method proposed here is quite general and can be applied to wide class of the weight-adjusted estimators. Some examples and results from a simulation study are presented.

Comparative study of prediction methods of power increase and propulsive performances in regular head short waves of KVLCC2 using CFD

  • Lee, Cheol-Min;Seo, Jin-Hyeok;Yu, Jin-Won;Choi, Jung-Eun;Lee, Inwon
    • International Journal of Naval Architecture and Ocean Engineering
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    • v.11 no.2
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    • pp.883-898
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    • 2019
  • This paper employs computational tools to predict power increase (or speed loss) and propulsion performances in waves of KVLCC2. Two-phase unsteady Reynolds averaged Navier-Stokes equations have been solved using finite volume method; and a realizable k-ε model has been applied for the turbulent closure. The free-surface is obtained by solving a VOF equation. Sliding mesh method is applied to simulate the flow around an operating propeller. Towing and self-propulsion computations in calm water are carried out to obtain the towing force, propeller rotating speed, thrust and torque at the self-propulsion point. Towing computations in waves are performed to obtain the added resistance. The regular short head waves of λ/LPP = 0.6 with 4 wave steepness of H/λ = 0.007, 0.017, 0.023 and 0.033 are taken into account. Four methods to predict speed-power relationship in waves are discussed; Taylor expansion, direct powering, load variation, resistance and thrust identity methods. In the load variation method, the revised ITTC-78 method based on the 'thrust identity' is utilized to predict propulsive performances in full scale. The propulsion performances in waves including propeller rotating speed, thrust, torque, thrust deduction and wake fraction, propeller advance coefficient, hull, propeller open water, relative rotative and propulsive efficiencies, and delivered power are investigated.

Reliability Estimation of Solder Joint by Using Failure Probability Model (파손확률 모델을 이용한 솔더 조인트의 건전성 평가)

  • Myoung, No-Hoon;Lee, Ouk-Sub;Kim, Dong-Hyeok
    • Proceedings of the KSME Conference
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    • 2004.04a
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    • pp.365-370
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    • 2004
  • Generally, component and FR-4 board are connected by solder joint. Because material properties of components and FR-4 board are different, component and FR-4 board show different coefficients of thermal expansion (CTE) and thus strains in component and board are different when they are heated. That is, the differences in CTE of component and FR-4 board cause the dissimilarity in shear strain and solder joint' failure. The first order Taylor series expansion of the limit state function incorporating with Tresca failure criterion is used in order to estimate the failure probability of solder joints under heated condition. Using shear stresses and shear strains appeared on the solder joint, we estimate the failure probability of solder joints with the Tresca failure criterion. The effects of random variables such as CTE, distance of the solder joint from the neutral point(DNP), temperature variation and height of solder on the failure probability of the solder joint are systematically studied by using the failure probability model with first order reliability method(FORM).

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Quadratic Newton-Raphson Method for DC and Transient Analyses of Electronic Circuits (電子回路의 DC 및 過渡解析을 위한 2次 Newton-Raphson 方法)

  • Jun, Young-Hyun;Lee, Ki-Jun;Park, Song-Bai
    • Journal of the Korean Institute of Telematics and Electronics
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    • v.26 no.1
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    • pp.122-128
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    • 1989
  • In this paper we propose a new method for solving a set of nonlinear algebraic equations encountered in the DC and transient analyses of electronic circuits. This method will be called Quadratic Newton-Raphson Method (QNRM), since it is based on the Newton-Raphson Method (NRM) but effectively takes into accoujnt the second order derivative terms in the Taylor series expansion of the nonlinear algebraic equations. The second order terms are approximated by linear terms using a carefully estimated solution at each iteration. Preliminary simulation results show that the QNRM saves the overall computational time significantly in the DC and transient analysis, compared with the conventional NRM.

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Optimal Design of Frame Structures with Different Cross-Sectional Shapes (여러 단면형상을 갖는 뼈대구조물의 최적설계)

  • Han, Sang Hoon;Lee, Woong Jong
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.13 no.4
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    • pp.27-37
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    • 1993
  • An efficient method to solve the minimum weight design problem for frame structures subjected to stress and displacement constraints is presented. The different cross-sectional shapes are conside red in order to apply engineering design in which usually required custom fabrication. To increase the efficiency of the optimization process, the structural response quantities(nodal forces, displacements) are linearized with respect to cross-sectional properties or their reciprocal, based on first order Taylor series expansion, while cross-sectional dimensions are considered as design variables. Numerical examples are performed and compared with other methods to demonstrate the efficiency and reliability of approximation method for frame structural optimization with different cross-sectional shapes. It is shown that the number of finite element analysis is greatly reduced and it leads to a highly efficient method of optimization of frame structures.

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MAC for MIMO Nonlinear System with Delayed Input (시간지연 MIMO 비선형시스템의 MAC 제어기 설계)

  • Zhang, Yuanliang;Kim, Hong-Chul;Chong, Kil-To
    • Journal of the Institute of Electronics Engineers of Korea SC
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    • v.46 no.2
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    • pp.52-60
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    • 2009
  • This paper proposes a digital controller for a nonlinear multi-input/multi-output(MIMO) system with time-delayed input. A nonlinear system with multi-input time delay is discretized using Taylor's discretization method, and the discretized system can be converted into a general nonlinear system. Consequently, general nonlinear controller synthesis can be applied to the discretized time-delay system We adopted MAC controller synthesis and verified the performance of the proposed method by conducting computer simulations. The results of the simulation showed that the proposed controller synthesis performs well and the proposed method is useful for controlling a nonlinear time-delay system.