• Title/Summary/Keyword: Variance reduction technique

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Simulating the Average Run Length for CUSUM Schemes Using Variance Reduction Technique

  • Choi, Moon-Soo;Jun, Chi-Hyuck
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 1992.04b
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    • pp.371-380
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    • 1992
  • 본 논문에서는 어떤 공정이 일반적인 확률분포를 따른다는 가정하에, 시뮬레이션에 의한 CUSUM챠트의 ARL을 추정하는 방법에 관하여 기술하였다. 추정치에 대한 분산을 최소화하기 위하여 TOTAL HAZARD방법을 적용하였으며, 지수분포를 따르는 공정에 대하여 HAZARD 및 CYCLE추정치와 분산감소법을 적용하지 않았을 경우의 추정치와 비교분석하였다.

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Efficiency Comparison of Signal-to-Noise Ratios through Monte Carlo Simulations (몬테칼로 씨뮬레이션을 통한 SN비의 효율성비교)

  • Lim, Yong Bin;Lee, Youngjo
    • Journal of Korean Society for Quality Management
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    • v.23 no.2
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    • pp.28-42
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    • 1995
  • For quality improvement, Taguchi emphasizes the reduction of variation of the quality characteristic, Taguchi has used the signal-to-noise ratios for achieving minimum dispersion of the quality characteristic with its location adjusted to some desired target value ${\tau}$ Lim(1994) proposes a reasonable SN ratio based on a linking relationship of the variance and mean through simple data analysis technique. In this paper we investigate the efficiency of those two SN ratios and variance stabilizing transformations through Monte Carlo Simulations.

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Image Enhancement Using Multi-scale Gradients of the Wavelet Transform

  • Okazaki, Hidetoshi;Nakashizuka, Makoto
    • Proceedings of the IEEK Conference
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    • 2002.07a
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    • pp.180-183
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    • 2002
  • In this paper, we propose new unsharp masking technique based on the multiscale gradient planes. The unsharp masking technique is implemented as a high-pass filter and improves the sharpness of degraded images. However, the conventional unsharp masking enhances the noise component simultaneously. To reduce the noise influence, we introduce the edge information from the difference of the gradient values between two consecutive scales of the multiscale gradient. The multiscale gradient indicates the presence of image edges as the ratio between the gradients between two different scales by its multiscale nature. The noise reduction of the proposed method does not depend on the variance of images and noises. In experiment, we demonstrate enhancement results for blurred noisy images and compare with the conventional cubic unsharp masking technique.

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Waveguide Spatial Interference Filtering in Adaptive Matched Field Processing (적응 정합장처리에서 도파관 공간간섭 필터링)

  • 김재수;김성일;신기철;김영규;박정수
    • The Journal of the Acoustical Society of Korea
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    • v.23 no.4
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    • pp.288-295
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    • 2004
  • Detection and localization of a slow and quiet target in shallow water environments is a challenging problem for which it is well known that snapshot is deficient because of a fast and strong interferer. This paper presents waveguide interference filtering technique that mitigate strong interferer problems in adaptive matched field processing. MCM (multiple constraint method) based on NDC (null direction constraint) has been proposed for new spatial interferer filter. MCM-NDC using replica force a interferer component to be filtered through CSDM (cross-spectral density matrix). This filtering have an effect on sidelobe reduction and restoring of signal gain of a quiet target. This technique was applied to a simulation on Pekeris waveguide and vertical array data from MAPLE03 (matched acoustic properties and localization experiment) in the East Sea and was shown to improve SBNR (signal-to-background-and-noise ratio) over the standard MVDR (minimum-variance distortionless response) and NSP (null space projection) technique.

Relevancy contemplation in medical data analytics and ranking of feature selection algorithms

  • P. Antony Seba;J. V. Bibal Benifa
    • ETRI Journal
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    • v.45 no.3
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    • pp.448-461
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    • 2023
  • This article performs a detailed data scrutiny on a chronic kidney disease (CKD) dataset to select efficient instances and relevant features. Data relevancy is investigated using feature extraction, hybrid outlier detection, and handling of missing values. Data instances that do not influence the target are removed using data envelopment analysis to enable reduction of rows. Column reduction is achieved by ranking the attributes through feature selection methodologies, namely, extra-trees classifier, recursive feature elimination, chi-squared test, analysis of variance, and mutual information. These methodologies are ranked via Technique for Order of Preference by Similarity to Ideal Solution (TOPSIS) using weight optimization to identify the optimal features for model building from the CKD dataset to facilitate better prediction while diagnosing the severity of the disease. An efficient hybrid ensemble and novel similarity-based classifiers are built using the pruned dataset, and the results are thereafter compared with random forest, AdaBoost, naive Bayes, k-nearest neighbors, and support vector machines. The hybrid ensemble classifier yields a better prediction accuracy of 98.31% for the features selected by extra tree classifier (ETC), which is ranked as the best by TOPSIS.

Simple Compromise Strategies in Multivariate Stratification

  • Park, Inho
    • Communications for Statistical Applications and Methods
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    • v.20 no.2
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    • pp.97-105
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    • 2013
  • Stratification (among other applications) is a popular technique used in survey practice to improve the accuracy of estimators. Its full potential benefit can be gained by the effective use of auxiliary variables in stratification related to survey variables. This paper focuses on the problem of stratum formation when multiple stratification variables are available. We first review a variance reduction strategy in the case of univariate stratification. We then discuss its use for multivariate situations in convenient and efficient ways using three methods: compromised measures of size, principal components analysis and a K-means clustering algorithm. We also consider three types of compromising factors to data when using these three methods. Finally, we compare their efficiency using data from MU281 Swedish municipality population.

Simulation efficiency for estimation of system parameters in computer simulation

  • Kwon, Chimyung
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 1992.04b
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    • pp.127-136
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    • 1992
  • 시뮬레이션 실험에서 시스템 성과에 대한 추정치의 정확도를 개선하기 위한 분산감소기법(Variance Reduction Technique)은 입력영역과 출력영역에 대한 것으로 나누어 볼 수 있다. 본 연구에서는 시스템 성과 추정량이 단일 변량인 경우에, 분산감소기법으로 많이 사용되는 Antithetic Variates방법과 Control Variates방법을 결합하여 응용가능한 시뮬레이션 실험설계기법을 제시하고 이 기법을 선택된 모형에 적용하여 시뮬레이션의 효율성을 분석하였다. 실험결과, 제안된 기법은 기존 방법들보다 추정치의 분산을 5%-8% 더 감소시켰다. 비록 제한된 실험결과이지만 이러한 효과는 대형 시뮬레이션의 경우에 적지 않으리라 기대된다. 특히 효과적인 Control Variates의 수가 적은 경우, 제안된 기법은 매우 효율적이다.

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Parallel PCS Interconnection Current Surge Elimination Technique Using a Coupled Inductor

  • Choe, Jung-Muk;Byen, Byeng-Joo;Choe, Gyu-Ha
    • Journal of Power Electronics
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    • v.14 no.5
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    • pp.827-833
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    • 2014
  • This study proposes a coupled inductor method for the parallel operation of a power conditioning system (PCS). When primary and secondary currents flow in the same direction in a coupled inductor, total flux and inductance are cancelled; when currents flow in opposite directions, each flux becomes an individual inductor. These characteristics are applied in the parallel operation of a PCS. To connect at a grid code, abnormal current, which is barred under the grid connection code, is blocked by using a coupled inductor. A design based on the capacity and current duration time of a PCS is verified through hardware implementation. Experiment results show the effectiveness of variance reduction.

Chloride penetration resistance of concrete containing ground fly ash, bottom ash and rice husk ash

  • Inthata, Somchai;Cheerarot, Raungrut
    • Computers and Concrete
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    • v.13 no.1
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    • pp.17-30
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    • 2014
  • This research presents the effect of various ground pozzolanic materials in blended cement concrete on the strength and chloride penetration resistance. An experimental investigation dealing with concrete incorporating ground fly ash (GFA), ground bottom ash (GBA) and ground rice husk ash (GRHA). The concretes were mixed by replacing each pozzolan to Ordinary Portland cement at levels of 0%, 10%, 20% and 40% by weight of binder. Three different water to cement ratios (0.35, 0.48 and 0.62) were used and type F superplasticizer was added to keep the required slump. Compressive strength and chloride permeability were determined at the ages of 28, 60, and 90 days. Furthermore, using this experimental database, linear and nonlinear multiple regression techniques were developed to construct a mathematical model of chloride permeability in concretes. Experimental results indicated that the incorporation of GFA, GBA and GRHA as a partial cement replacement significantly improved compressive strength and chloride penetration resistance. The chloride penetration of blended concrete continuously decreases with an increase in pozzolan content up to 40% of cement replacement and yields the highest reduction in the chloride permeability. Compressive strength of concretes incorporating with these pozzolans was obviously higher than those of the control concretes at all ages. In addition, the nonlinear technique gives a higher degree of accuracy than the linear regression based on statistical parameters and provides fairly reasonable absolute fraction of variance ($R^2$) of 0.974 and 0.960 for the charge passed and chloride penetration depth, respectively.

Prediction of Probabilistic Distribution of a Loudspeaker's Performance Due to Manufacturing Tolerances by Performance Moment Integration Method (성능 모멘트 적분법을 이용한 제작공차에 의해 발생하는 스피커 성능함수의 확률분포 특성 예측)

  • Kang, Byung-su;Back, Jong Hyun;Kim, Dong-Hun
    • Journal of the Korean Magnetics Society
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    • v.26 no.3
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    • pp.81-85
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    • 2016
  • This paper introduces a performance integration method to predict variation characteristic of a performance function of electromagnetic machines or devices due to manufacturing tolerances. A normalized performance function space and a hybrid mean value technique are adapted to effectively predict mean and variance, which can identify probabilistic distribution of the performance function. To verify the effectiveness and accuracy of the proposed method, a mathematical problem and a loudspeaker model are tested, and numerical results are compared with those of existing methods such as Monte Carlo simulation and univariate dimension reduction method.