• Title/Summary/Keyword: exponential

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A Method for Detecting Concept Drift in Data Stream by Using Exponential Histogram (데이터스트림에서 Exponential Histogram을 사용한 개념 변화 검출 기법)

  • Kim, Man-Soo;Lim, Hyo-Sang
    • Proceedings of the Korea Information Processing Society Conference
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    • 2017.04a
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    • pp.861-864
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    • 2017
  • 본 논문은 Exponential histogram을 사용하여 데이터스트림에서 개념 변화를 검출 하는 기법을 제안한다. 스트림 데이터와 같이 빠르게 증가하는 데이터에 대한 개념 변화를 찾는 것은 중요 문제이다. 기존에 사용하던 슬라이딩 윈도우 기반의 방법들은 과거의 데이터를 버렸지만, 제안하는 방법은 과거의 데이터를 효율적으로 저장하며, 윈도우의 크기를 변경 할 수 있는 방법을 제안한다. 실험을 통해 제안하는 방법에 대한 효율성과 정확성을 보인다.

Bayesian Estimation for the Left Truncated Exponential Lifetime Distribution with Inclusion and Exclusion of an Outlier

  • PARK, Man-Gon
    • Journal of Korean Society for Quality Management
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    • v.16 no.2
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    • pp.56-67
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    • 1988
  • It is wellknown that the left truncated exponential distribution with positivity constraint on the location parameter is appropriate as a lifetime distribution model, In this paper, some Bayes estimators of the parameters and reliability for the left truncated exponential lifetime distribution when an unidentified-failure outlier is included and it is excluded in the exchangeable outlier model are proposed, and the performances of these proposed Bayes estimators are also discussed.

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Test for the Exponential Distribution Based on Multiply Type-II Censored Samples

  • Kang, Suk-Bok;Lee, Sang-Ki
    • Communications for Statistical Applications and Methods
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    • v.13 no.3
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    • pp.537-550
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    • 2006
  • In this paper, we develope three modified empirical distribution function type tests, the modified Cramer-von Mises test, the modified Anderson-Darling test, and the modified Kolmogorov-Smirnov test for the two-parameter exponential distribution with unknown parameters based on multiply Type-II censored samples. For each test, Monte Carlo techniques are used to generate the critical values. The powers of these tests are also investigated under several alternative distributions.

RELIABILITY ESTIMATION OF A MIXTURE EXPONENTIAL MODEL USIGN GIBBS SAMPLER

  • Kim, Hee-Cheul;Kim, Pyong-Koo
    • Journal of applied mathematics & informatics
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    • v.6 no.2
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    • pp.661-668
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    • 1999
  • Reliability estimation using Gibbs sampler considered for modeling mixture exponential reliability problems. Gibbs sampler is developed to compute the features of the posterior distribution. Bayesian estimation of complicated functions requires simpler esti-mation techniques due to the mathematical difficulties involved in the Bayes approach. The Maximum likelihood estimator and the Gibbs estimator of reliability of the system are derived. By simula-tion risk behaviors of derived estimators are compared. model de-termination based on relative error is considered. A numerical study with a simulated data set is provided.

ANALYTIC SOLUTIONS FOR AMERICAN PARTIAL BARRIER OPTIONS BY EXPONENTIAL BARRIERS

  • Bae, Chulhan;Jun, Doobae
    • Korean Journal of Mathematics
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    • v.25 no.2
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    • pp.229-246
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    • 2017
  • This paper concerns barrier option of American type where the underlying price is monitored during only part of the option's life. Analytic valuation formulas of the American partial barrier options are obtained by approximation method. This approximation method is based on barrier options along with exponential early exercise policies. This result is an extension of Jun and Ku [10] where the exercise policies are constant.

STRONG LIMIT THEOREMS FOR WEIGHTED SUMS OF NOD SEQUENCE AND EXPONENTIAL INEQUALITIES

  • Wang, Xuejun;Hu, Shuhe;Volodin, Andrei I.
    • Bulletin of the Korean Mathematical Society
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    • v.48 no.5
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    • pp.923-938
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    • 2011
  • Some properties for negatively orthant dependent sequence are discussed. Some strong limit results for the weighted sums are obtained, which generalize the corresponding results for independent sequence and negatively associated sequence. At last, exponential inequalities for negatively orthant dependent sequence are presented.

EXISTENCE AND EXPONENTIAL STABILITY OF ALMOST PERIODIC SOLUTIONS FOR CELLULAR NEURAL NETWORKS WITH CONTINUOUSLY DISTRIBUTED DELAYS

  • Liu Bingwen;Huang Lihong
    • Journal of the Korean Mathematical Society
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    • v.43 no.2
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    • pp.445-459
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    • 2006
  • In this paper cellular neural networks with continuously distributed delays are considered. Sufficient conditions for the existence and exponential stability of the almost periodic solutions are established by using fixed point theorem, Lyapunov functional method and differential inequality technique. The results of this paper are new and they complement previously known results.

EXPONENTIAL FAMILIES RELATED TO CHERNOFF-TYPE INEQUALITIES

  • Bor, G.R.Mohtashami
    • Journal of the Korean Mathematical Society
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    • v.39 no.4
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    • pp.495-507
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    • 2002
  • In this paper, the characterization results related to Chernoff-type inequalities are applied for exponential-type (continuous and discrete) families. Upper variance bound is obtained here with a slightly different technique used in Alharbi and Shanbhag [1] and Mohtashami Borzadaran and Shanbhag [8]. Some results are shown with assuming measures such as non-atomic measure, atomic measure, Lebesgue measure and counting measure as special cases of Lebesgue-Stieltjes measure. Characterization results on power series distributions via Chernoff-type inequalities are corollaries to our results.

NEW RESULT CONCERNING MEAN SQUARE EXPONENTIAL STABILITY OF UNCERTAIN STOCHASTIC DELAYED HOPFIELD NEURAL NETWORKS

  • Bai, Chuanzhi
    • Bulletin of the Korean Mathematical Society
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    • v.48 no.4
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    • pp.725-736
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    • 2011
  • By using the Lyapunov functional method, stochastic analysis, and LMI (linear matrix inequality) approach, the mean square exponential stability of an equilibrium solution of uncertain stochastic Hopfield neural networks with delayed is presented. The proposed result generalizes and improves previous work. An illustrative example is also given to demonstrate the effectiveness of the proposed result.

Remark for Certain Elliptic PDE with Exponential Nonlinearity in a Bounded Domain

  • Kim, Namkwon
    • Journal of Integrative Natural Science
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    • v.6 no.3
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    • pp.181-182
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    • 2013
  • In this note, we are concerned with a class of semi-linear elliptic pdes with exponential nonlinearity in a bounded domain. Here, the nonlinearity is more or less growing exponentially with power p. We consider the problem under two types of Dirichlet boundary condition. We give existence and non-existence of solutions for those problems and some asymptotics.