• 제목/요약/키워드: Variance Reduction

검색결과 328건 처리시간 0.023초

화학 제품 가격의 변동으로 인한 위험을 최소화하며 수익을 극대화하기 위한 생산 비율 최적화에 관한 연구 (The Optimization of the Production Ratio by the Mean-variance Analysis of the Chemical Products Prices)

  • 박정호;박선원
    • 제어로봇시스템학회논문지
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    • 제12권12호
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    • pp.1169-1172
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    • 2006
  • The prices of chemical products are fluctuated by several factors. The chemical companies can't predict and be ready to all of these changes, so they are exposed to the risk of a profit fluctuation. But they can reduce this risk by making a well-diversified product portfolio. This problem can be thought as the optimization of the product portfolio. We assume that the profits come from the 'spread' between a naphtha and a chemical product. We calculate a mean and a variation of each spread and develop an automatic module to calculate the optimal portion of each product. The theory is based on the Markowitz portfolio management. It maximizes the expected return while minimizing the volatility. At last we draw an investment selection curve to compare each alternative and to demonstrate the superiority. And we suggest that an investment selection curve can be a decision-making tool.

NPK의 시비수준이 호프수량에 미치는 영향에 관한 연구 (The Study on the Effects of Various N.P.K. Fertilization Levels on Hop Yield)

  • 임웅규
    • Journal of Plant Biology
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    • 제19권2호
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    • pp.37-40
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    • 1976
  • The experiment designed to obtain information relative to the favourable levels to apply N.P.K fertilizer was conducted at the hop garden of College of Agriculture, S.N.U. in 1975. The varieties used were 1-year-old Cascade, Hallertau and Shinshuwase. The design of the experiment was a split plot design with 3 replications. Yields were recorded as fresh weight of harvested cones in gram per split plot. The results obtained from the experiment were as follows: 1. The results from analysis of the data for 3 varieties indicated that significant increase in yield were found due to the application of 46g N, 20g P2O5 and 60kg K2O per plant, although higher level thn the above caused a remarkable reduction of yield. 2. The individual fresh weight of harvested cones was significantly increased with application of nitrogen, phosphorus and potash, regardless of fertilizer levels. 3. Analysis of variance for yields showed that there were no significant interaction between fertilizer level and variety, i.e., all varieties used might require the same fertilizer level.

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고해상도 FPD를 위한 실시간 Contrast Enhancer System의 설계 및 구현 (The Design and Implementation of Real Time Contrast Enhancer System for High Resolution FPD)

  • 서범석;최철호;권병헌
    • 디지털콘텐츠학회 논문지
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    • 제5권1호
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    • pp.79-86
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    • 2004
  • 본 논문에서는 고해상도 FPD(Flat Panel Display)에서 동영상의 화질 향상을 위한 실시간 Contrast Enhancer 알고리즘을 제안하고 이를 구현하였다. 또한 입력되는 영상신호의 밝기 분포에서 영상의 평균과 분산을 이용하여 적응적으로 처리하는 적응형 콘트라스트 제어 기법을 제안하였다. 설계된 Contrast Enhancer는 기존화면과 비교하여 정량적으로 측정하였으며, 실제 유용성을 검증하기 위해 LG의 30인치 TFT-LCD TV에 인터페이스하여 구현하였다.

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잡음 환경에서 짧은 발화 인식 성능 향상을 위한 선택적 극점 필터링 기반의 특징 정규화 (Selective pole filtering based feature normalization for performance improvement of short utterance recognition in noisy environments)

  • 최보경;반성민;김형순
    • 말소리와 음성과학
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    • 제9권2호
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    • pp.103-110
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    • 2017
  • The pole filtering concept has been successfully applied to cepstral feature normalization techniques for noise-robust speech recognition. In this paper, it is proposed to apply the pole filtering selectively only to the speech intervals, in order to further improve the recognition performance for short utterances in noisy environments. Experimental results on AURORA 2 task with clean-condition training show that the proposed selectively pole-filtered cepstral mean normalization (SPFCMN) and selectively pole-filtered cepstral mean and variance normalization (SPFCMVN) yield error rate reduction of 38.6% and 45.8%, respectively, compared to the baseline system.

A de-noising method based on connectivity strength between two adjacent pixels

  • Ye, Chul-Soo
    • 대한원격탐사학회지
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    • 제31권1호
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    • pp.21-28
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    • 2015
  • The essential idea of de-noising is referring to neighboring pixels of a center pixel to be updated. Conventional adaptive de-noising filters use local statistics, i.e., mean and variance, of neighboring pixels including the center pixel. The drawback of adaptive de-noising filters is that their performance becomes low when edges are contained in neighboring pixels, while anisotropic diffusion de-noising filters remove adaptively noises and preserve edges considering intensity difference between neighboring pixel and the center pixel. The anisotropic diffusion de-noising filters, however, use only intensity difference between neighboring pixels and the center pixel, i.e., local statistics of neighboring pixels and the center pixel are not considered. We propose a new connectivity function of two adjacent pixels using statistics of neighboring pixels and apply connectivity function to diffusion coefficient. Experimental results using an aerial image corrupted by uniform and Gaussian noises showed that the proposed algorithm removed more efficiently noises than conventional diffusion filter and median filter.

Multivariate Poisson Distribution Generated via Reduction from Independent Poisson Variates

  • Kim, Dae-Hak;Jeong, Heong-Chul
    • Journal of the Korean Data and Information Science Society
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    • 제17권3호
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    • pp.953-961
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    • 2006
  • Let's say that we are given a k number of random variables following Poisson distribution that are individually dependent and which forms multivariate Poisson distribution. We particularly dealt with a method of creating random numbers that satisfies the covariance matrix, where the elements of covariance matrix are parameters forming a multivariate Poisson distribution. To create such random numbers, we propose a new algorithm based on the method reducing the number of parameter set and deal with its relationship to the Park et al.(1996) algorithm used in creating multivariate Bernoulli random numbers.

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Study on Safety and Reliability of ETOPS using Aircraft Operation Simulation

  • 남기욱;김칠영
    • 한국항공운항학회지
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    • 제4권1호
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    • pp.7-24
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    • 1996
  • A methodology has been developed for predicting aircraft reliability incorporating both C.C.F.s(Common-Cause Failures), and phased missions. Failure behaviour of an aircraft, or it's systems are predicted. Both independent failures, and C.C.F.s, are modelled by the Markov process, and simulated using Monte Carlo sampling with the robust variance reduction method. Prediction of safety and reliability is made through discrete-event simulation of aircraft operations. A case study is described for investigating the safety and reliability of the propulsion system of two-, three- and four-engined aircraft. This is particularly important for the design of ETOPS(Extended Range of Two-Engined Aircraft Operations) and results are presented for the cases with, and without the effect of C.C.F.s.

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직교배열표를 이용한 다목적 퍼지제어 알고리즘 및 능동자기베어링 시스템에의 응용 (Fuzzy Control Algorithm for Multi-Objective Problems using Orthogonal Array and its Application to an AMB System)

  • 김추호;이종원
    • 한국소음진동공학회:학술대회논문집
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    • 한국소음진동공학회 2000년도 추계학술대회논문집
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    • pp.449-454
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    • 2000
  • A new fuzzy logic control design algorithm suitable for multi-objective control problems is proposed based on the orthogonal array which is widely used for design of experiments in statistics and industrial engineering. The essence of the algorithm is to introduce Nth-certainty factor defined from the F-value of the ANOVA(analysis of variance) table, in order to effectively exclude the less confident rules. The proposed algorithm with multi-objective decision table(MODT) is found to be capable of the detection of inconsistency and the rule classification, reduction and modification. It is also shown that the algorithm can be successfully applied to the fuzzy controller design of an active magnetic bearing system.

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Improved time and frequency synchronization for dual-polarization OFDM systems

  • Ninahuanca, Jose Luis Hinostroza;Tormena Jr., Osmar;Meloni, Luis Geraldo Pedroso
    • ETRI Journal
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    • 제43권6호
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    • pp.978-990
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    • 2021
  • This article presents techniques for improved estimation of symbol timing offset (STO) and carrier frequency offset (CFO) for dual-polarization (DP) orthogonal frequency division multiplex (DP-OFDM) systems. Recently, quaternion multiple-input multiple-output OFDM has been proposed for high spectral efficiency communication systems, which can flexibly explore different types of diversities such as space, time, frequency, and polarization. This article focuses on synchronization techniques for DP-OFDM systems using a cyclic prefix, where the application of quaternion algebra leads to new improved estimators. Simulations performed for DP system methods show faster reduction of STO estimator variance with a double-slope line in the logvariance line versus signal-to-noise ratio (SNR) plot compared with singlepolarization (SP) counterparts, and simulations for CFO estimates show a 3-dB gain of DP over SP estimates for same SNR values defined, respectively, for quaternion-valued or complex-valued signals. Cramer-Rao bounds for STO and CFO are derived for the synchronization methods, correlating with the observed gains of DP over SP OFDM systems.

Using the Monte Carlo method to solve the half-space and slab albedo problems with Inönü and Anlı-Güngör strongly anisotropic scattering functions

  • Bahram R. Maleki
    • Nuclear Engineering and Technology
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    • 제55권1호
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    • pp.324-329
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    • 2023
  • Different types of deterministic solution methods were used to solve neutron transport equations corresponding to half-space and slab albedo problems. In these types of solution methods, in addition to the error of the numerical solutions, the obtained results contain truncation and discretization errors. In the present work, a non-analog Monte Carlo method is provided to simulate the half-space and slab albedo problems with Inönü and Anlı-Güngör strongly anisotropic scattering functions. For each scattering function, the sampling method of the direction of the scattered neutrons is presented. The effects of different beams with different angular dependencies and the effects of different scattering parameters on the reflection probability are investigated using the developed Monte Carlo method. The validity of the Monte Carlo method is also confirmed through the comparison with the published data.