• Title/Summary/Keyword: benchmark model

Search Result 713, Processing Time 0.027 seconds

FORECASTING GOLD FUTURES PRICES CONSIDERING THE BENCHMARK INTEREST RATES

  • Lee, Donghui;Kim, Donghyun;Yoon, Ji-Hun
    • Journal of the Chungcheong Mathematical Society
    • /
    • v.34 no.2
    • /
    • pp.157-168
    • /
    • 2021
  • This study uses the benchmark interest rate of the Federal Open Market Committee (FOMC) to predict gold futures prices. For the predictions, we used the support vector machine (SVM) (a machine-learning model) and the long short-term memory (LSTM) deep-learning model. We found that the LSTM method is more accurate than the SVM method. Moreover, we applied the Boruta algorithm to demonstrate that the FOMC benchmark interest rates correlate with gold futures.

거리의존 해양환경에서의 수중음파전달 모델에 대한 benchmark 시험

  • 성우체
    • Proceedings of the Acoustical Society of Korea Conference
    • /
    • 1996.06a
    • /
    • pp.64-68
    • /
    • 1996
  • 수중음파전달 모델은 benchmark 시험을 통해 정확도, 적용범위, 계산시간 등의 성능을 평가받는다. 본 논문에서는 analytic 모델, 정상 모드 모델(normal mode model), 포물선 방정식 모델(parabolic equation model), 가우시안 빔 모델(Gaussian beam model), 스펙트럼 모델(spectral model) 등 거리의존 모델에 대해 benchmark 시험을 수행하였으며, benchmark 시험은 다음과 같은 세 가지 거리의존 해양환경으로 나누어 실시했다 : 1) 해수면과 해저면이 Dirichlet 경계조건인 이상 쐐기 문제(ideal wedge problem), 2) 해수면은 앞서 말한 Dirichlet 경계조건이나 해저면은 전달 손실이 있는 손실 통과 해저면 쐐기 문제(penetrable lossy bottom wedge problem), 3) 해수면은 앞서 말한 Dirichlet 경계조건이고 해저면은 Neumann 경계조건으로 서로 평행이면 음파전달 속도가 거리방향 의존인 경우, 경우 1은 anaytic 모델을 사용하고 경우 2는 정상 모드 모델, 포물선 방정식 모델, 스펙트럼 모델을 사용하였으며, 경우 3에 대해서는 가우시안 빔 모델과 포물선 방정식 모델을 사용하였다.

  • PDF

B$\Phi$rrensen Model Computation for Neutronic Benchmark Problems (Neutronic Benchmark 문제에 대한 B$\Phi$rrensen 모델응용)

  • Bub Dong Chung;Chang Hyo Kim;Chang Hyun Chung
    • Nuclear Engineering and Technology
    • /
    • v.13 no.2
    • /
    • pp.73-84
    • /
    • 1981
  • B$\Phi$rrensen proposed a coarse mesh, three-dimensional one-and-half group diffusion scheme for computing the gross power distribution in light water reactors as an alternative to the conventional fine mesh finite difference approach in dealing with three dimensional problems, which require a prohibitively long computing time. The method reported takes extremely small execution time. However, its computational accuracy has not been investigated yet. The B$\Phi$rrensen method is revised in this work and both efficiency and accuracy are examined by applying it to IAEA benchmark problem and RIS$\Phi$ benchmark problem. It is found that two modifications on core-reflector boundary conditions and B$\Phi$rrensen's model constants may improve computational accuracy of power distribution calculation.

  • PDF

SHM benchmark for high-rise structures: a reduced-order finite element model and field measurement data

  • Ni, Y.Q.;Xia, Y.;Lin, W.;Chen, W.H.;Ko, J.M.
    • Smart Structures and Systems
    • /
    • v.10 no.4_5
    • /
    • pp.411-426
    • /
    • 2012
  • The Canton Tower (formerly named Guangzhou New TV Tower) of 610 m high has been instrumented with a long-term structural health monitoring (SHM) system consisting of over 700 sensors of sixteen types. Under the auspices of the Asian-Pacific Network of Centers for Research in Smart Structures Technology (ANCRiSST), an SHM benchmark problem for high-rise structures has been developed by taking the instrumented Canton Tower as a host structure. This benchmark problem aims to provide an international platform for direct comparison of various SHM-related methodologies and algorithms with the use of real-world monitoring data from a large-scale structure, and to narrow the gap that currently exists between the research and the practice of SHM. This paper first briefs the SHM system deployed on the Canton Tower, and the development of an elaborate three-dimensional (3D) full-scale finite element model (FEM) and the validation of the model using the measured modal data of the structure. In succession comes the formulation of an equivalent reduced-order FEM which is developed specifically for the benchmark study. The reduced-order FEM, which comprises 37 beam elements and a total of 185 degrees-of-freedom (DOFs), has been elaborately tuned to coincide well with the full-scale FEM in terms of both modal frequencies and mode shapes. The field measurement data (including those obtained from 20 accelerometers, one anemometer and one temperature sensor) from the Canton Tower, which are available for the benchmark study, are subsequently presented together with a description of the sensor deployment locations and the sensor specifications.

Information entropy based algorithm of sensor placement optimization for structural damage detection

  • Ye, S.Q.;Ni, Y.Q.
    • Smart Structures and Systems
    • /
    • v.10 no.4_5
    • /
    • pp.443-458
    • /
    • 2012
  • The structural health monitoring (SHM) benchmark study on optimal sensor placement problem for the instrumented Canton Tower has been launched. It follows the success of the modal identification and model updating for the Canton Tower in the previous benchmark study, and focuses on the optimal placement of vibration sensors (accelerometers) in the interest of bettering the SHM system. In this paper, the sensor placement problem for the Canton Tower and the benchmark model for this study are first detailed. Then an information entropy based sensor placement method with the purpose of damage detection is proposed and applied to the benchmark problem. The procedure that will be implemented for structural damage detection using the data obtained from the optimal sensor placement strategy is introduced and the information on structural damage is specified. The information entropy based method is applied to measure the uncertainties throughout the damage detection process with the use of the obtained data. Accordingly, a multi-objective optimal problem in terms of sensor placement is formulated. The optimal solution is determined as the one that provides equally most informative data for all objectives, and thus the data obtained is most informative for structural damage detection. To validate the effectiveness of the optimally determined sensor placement, damage detection is performed on different damage scenarios of the benchmark model using the noise-free and noise-corrupted measured information, respectively. The results show that in comparison with the existing in-service sensor deployment on the structure, the optimally determined one is capable of further enhancing the capability of damage detection.

Improvement and verification of the DeCART code for HTGR core physics analysis

  • Cho, Jin Young;Han, Tae Young;Park, Ho Jin;Hong, Ser Gi;Lee, Hyun Chul
    • Nuclear Engineering and Technology
    • /
    • v.51 no.1
    • /
    • pp.13-30
    • /
    • 2019
  • This paper presents the recent improvements in the DeCART code for HTGR analysis. A new 190-group DeCART cross-section library based on ENDF/B-VII.0 was generated using the KAERI library processing system for HTGR. Two methods for the eigen-mode adjoint flux calculation were implemented. An azimuthal angle discretization method based on the Gaussian quadrature was implemented to reduce the error from the azimuthal angle discretization. A two-level parallelization using MPI and OpenMP was adopted for massive parallel computations. A quadratic depletion solver was implemented to reduce the error involved in the Gd depletion. A module to generate equivalent group constants was implemented for the nodal codes. The capabilities of the DeCART code were improved for geometry handling including an approximate treatment of a cylindrical outer boundary, an explicit border model, the R-G-B checker-board model, and a super-cell model for a hexagonal geometry. The newly improved and implemented functionalities were verified against various numerical benchmarks such as OECD/MHTGR-350 benchmark phase III problems, two-dimensional high temperature gas cooled reactor benchmark problems derived from the MHTGR-350 reference design, and numerical benchmark problems based on the compact nuclear power source experiment by comparing the DeCART solutions with the Monte-Carlo reference solutions obtained using the McCARD code.

BST-IGT Model: Synthetic Benchmark Generation Technique Maintaining Trend of Time Series Data

  • Kim, Kyung Min;Kwak, Jong Wook
    • Journal of the Korea Society of Computer and Information
    • /
    • v.25 no.2
    • /
    • pp.31-39
    • /
    • 2020
  • In this paper, we introduce a technique for generating synthetic benchmarks based on time series data. Many of the data measured on IoT devices have a time series characteristic that measures numerical changes over time. However, there is a problem that it is difficult to model the data measured over a long period as generalized time series data. To solve this problem, this paper introduces the BST-IGT model. The BST-IGT model separates the entire data into sections that can be easily time-series modeled, collects the generated data into templates, and produces new synthetic benchmarks that share or modify characteristics based on them. As a result of making a new benchmark using the proposed modeling method, we could create a benchmark with multiple aspects by mixing the composite benchmark with the statistical features of the existing data and other benchmarks.

Reconstruction of CIGRE benchmark model for DC Transmission (직류전송을 위한 CIGRE benchmark 모델의 재구성)

  • Wang H.J.;Choi J.H.;Kim C.K.
    • Proceedings of the KIPE Conference
    • /
    • 2003.07a
    • /
    • pp.446-450
    • /
    • 2003
  • This paper makes more stronger than original model about sending station fault and saves total construction cost to replace established six-pulse bridge by each six thyristor for DC-transmission. Also, varying of controller for sending station has a robust characteristics for harmonics and unbalanced faults. This paper is verified by simulation using EMTDC program. Comparing with the results of original model, this paper is proved superiority.

  • PDF

Generation of Super-Resolution Benchmark Dataset for Compact Advanced Satellite 500 Imagery and Proof of Concept Results

  • Yonghyun Kim;Jisang Park;Daesub Yoon
    • Korean Journal of Remote Sensing
    • /
    • v.39 no.4
    • /
    • pp.459-466
    • /
    • 2023
  • In the last decade, artificial intelligence's dramatic advancement with the development of various deep learning techniques has significantly contributed to remote sensing fields and satellite image applications. Among many prominent areas, super-resolution research has seen substantial growth with the release of several benchmark datasets and the rise of generative adversarial network-based studies. However, most previously published remote sensing benchmark datasets represent spatial resolution within approximately 10 meters, imposing limitations when directly applying for super-resolution of small objects with cm unit spatial resolution. Furthermore, if the dataset lacks a global spatial distribution and is specialized in particular land covers, the consequent lack of feature diversity can directly impact the quantitative performance and prevent the formation of robust foundation models. To overcome these issues, this paper proposes a method to generate benchmark datasets by simulating the modulation transfer functions of the sensor. The proposed approach leverages the simulation method with a solid theoretical foundation, notably recognized in image fusion. Additionally, the generated benchmark dataset is applied to state-of-the-art super-resolution base models for quantitative and visual analysis and discusses the shortcomings of the existing datasets. Through these efforts, we anticipate that the proposed benchmark dataset will facilitate various super-resolution research shortly in Korea.

Updating finite element model using dynamic perturbation method and regularization algorithm

  • Chen, Hua-Peng;Huang, Tian-Li
    • Smart Structures and Systems
    • /
    • v.10 no.4_5
    • /
    • pp.427-442
    • /
    • 2012
  • An effective approach for updating finite element model is presented which can provide reliable estimates for structural updating parameters from identified operational modal data. On the basis of the dynamic perturbation method, an exact relationship between the perturbation of structural parameters such as stiffness change and the modal properties of the tested structure is developed. An iterative solution procedure is then provided to solve for the structural updating parameters that characterise the modifications of structural parameters at element level, giving optimised solutions in the least squares sense without requiring an optimisation method. A regularization algorithm based on the Tikhonov solution incorporating the generalised cross-validation method is employed to reduce the influence of measurement errors in vibration modal data and then to produce stable and reasonable solutions for the structural updating parameters. The Canton Tower benchmark problem established by the Hong Kong Polytechnic University is employed to demonstrate the effectiveness and applicability of the proposed model updating technique. The results from the benchmark problem studies show that the proposed technique can successfully adjust the reduced finite element model of the structure using only limited number of frequencies identified from the recorded ambient vibration measurements.