• 제목/요약/키워드: function approximations

검색결과 122건 처리시간 0.023초

Asymptotic Inferences on the Shape Parameter of a Gamma Distribution : An Unconditional Approach

  • Na, Jonghwa
    • 품질경영학회지
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    • 제22권1호
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    • pp.162-168
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    • 1994
  • In this paper we develop an unconditional method for inferences on the shape parameter of a gamma distribution. A simple numerical implementation of this unconditional method is developed; this is a computer program that takes the observed data as input and produces the confidence distribution function for the shape parameter, which in turn provides approximate observe significance levels and confidence intervals for that parameter, as output. These approximations are extremely accurate even for very small sample size and numerically simple and easy to obtain.

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Best simultaneous approximations from a convex subset

  • Park, Sung-Ho;Rhee, Hyang-Joo
    • 대한수학회보
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    • 제33권2호
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    • pp.193-204
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    • 1996
  • Let U and V be nonempty compact subsets of two Hausdorff topological vector spaces. Suppose that a function $J : U \times V \to R$ is such that for each $\upsilon \in V, J(\cdot, \upsilon)$ is lower semi-continuous and convex on U, and for each $ u \in U, J(u, \cdot)$ is upper semi-continuous and concave on V.

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APPROXIMATIONS OF OPTION PRICES FOR A JUMP-DIFFUSION MODEL

  • Wee, In-Suk
    • 대한수학회지
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    • 제43권2호
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    • pp.383-398
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    • 2006
  • We consider a geometric Levy process for an underlying asset. We prove first that the option price is the unique solution of certain integro-differential equation without assuming differentiability and boundedness of derivatives of the payoff function. Second result is to provide convergence rate for option prices when the small jumps are removed from the Levy process.

EVALUATION OF SINGULAR INTEGRALS BY HYPERBOLIC TANGENT BASED TRANSFORMATIONS

  • Yun, Beong-In
    • 대한수학회지
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    • 제48권1호
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    • pp.133-146
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    • 2011
  • We employ a hyperbolic tangent function to construct nonlinear transformations which are useful in numerical evaluation of weakly singular integrals and Cauchy principal value integrals. Results of numerical implementation based on the standard Gauss quadrature rule show that the present transformations are available for the singular integrals and, in some cases, give much better approximations compared with those of existing non-linear transformation methods.

능형 회귀에서의 민감도 분석에 관한 연구 (A Study on Sensitivity Analysis in Ridge Regression)

  • Kim, Soon-Kwi
    • 품질경영학회지
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    • 제19권1호
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    • pp.1-15
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    • 1991
  • In this paper, we discuss and review various measures which have been presented for studying outliers, high-leverage points, and influential observations when ridge regression estimation is adopted. We derive the influence function for ${\underline{\hat{\beta}}}\small{R}$, the ridge regression estimator, and discuss its various finite sample approximations when ridge regression is postulated. We also study several diagnostic measures such as Welsh-Kuh's distance, Cook's distance etc.

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RBF 신경망을 이용한 비선형 근사 (Nonlinear Approximations Using RBF Neural Networks)

  • 박주영
    • 한국지능시스템학회논문지
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    • 제6권2호
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    • pp.26-35
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    • 1996
  • In this paper, some fundamental problems concerning RBF(radial-basis-function) networks and approximation of functions are addressed. First, a comprehensive introduction to RBF networks is given with typical RBF networks classified into three classes. Next, sharp conditions are given under which continuous functions of a finite number of real variables can be approximated arbitrarily well by a certain class of RBF networks. Finally, a related result is given concerning the representation of functions in the form of distributed RBF networks.

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진화퍼지 근사화모델에 의한 비선형 구조시스템의 최적설계 (Optimal Design of Nonlinear Structural Systems via EFM Based Approximations)

  • 이종수;김승진
    • 한국지능시스템학회:학술대회논문집
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    • 한국퍼지및지능시스템학회 2000년도 춘계학술대회 학술발표 논문집
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    • pp.122-125
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    • 2000
  • The paper describes the adaptation of evolutionary fuzzy model ins (EFM) in developing global function approximation tools for use in genetic algorithm based optimization of nonlinear structural systems. EFM is an optimization process to determine the fuzzy membership parameters for constructing global approximation model in a case where the training data are not sufficiently provided or uncertain information is included in design process. The paper presents the performance of EFM in terms of numbers of fuzzy rules and training data, and then explores the EFM based sizing of automotive component for passenger protection.

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MULTI-DERIVATIONS AND SOME APPROXIMATIONS

  • Bodaghi, Abasalt;Feizabadi, Hassan
    • 대한수학회논문집
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    • 제37권3호
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    • pp.801-812
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    • 2022
  • In this paper, we introduce the multi-derivations on rings and present some examples of such derivations. Then, we unify the system of functional equations defining a multi-derivation to a single formula. Applying a fixed point theorem, we will establish the generalized Hyers-Ulam stability of multi-derivations in Banach module whose upper bounds are controlled by a general function. Moreover, we give some important applications of this result to obtain the known stability outcomes.

Applications of Soft Computing Techniques in Response Surface Based Approximate Optimization

  • Lee, Jongsoo;Kim, Seungjin
    • Journal of Mechanical Science and Technology
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    • 제15권8호
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    • pp.1132-1142
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    • 2001
  • The paper describes the construction of global function approximation models for use in design optimization via global search techniques such as genetic algorithms. Two different approximation methods referred to as evolutionary fuzzy modeling (EFM) and neuro-fuzzy modeling (NFM) are implemented in the context of global approximate optimization. EFM and NFM are based on soft computing paradigms utilizing fuzzy systems, neural networks and evolutionary computing techniques. Such approximation methods may have their promising characteristics in a case where the training data is not sufficiently provided or uncertain information may be included in design process. Fuzzy inference system is the central system for of identifying the input/output relationship in both methods. The paper introduces the general procedures including fuzzy rule generation, membership function selection and inference process for EFM and NFM, and presents their generalization capabilities in terms of a number of fuzzy rules and training data with application to a three-bar truss optimization.

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고주파수 근사 이론을 이용한 결함으로부터의 초음파 산란장 해석 (Analysis of Scattered Fields Using High Frequency Approximations)

  • 정현조;김진호
    • 비파괴검사학회지
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    • 제20권2호
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    • pp.102-109
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    • 2000
  • 본 논문에서는 체적형 결함과 균열형 결함에 대한초음파산란 현상을 모델링하기 위한 두가지 이론을 설명하였다. 동탄성 Kirchhoff 근사 (EKA)와 기하학적 회절이론 (GTD)이 각각 원주형 기공과 반무한 균열에 적용되었다. 이 두 이론은 고주파수 근사법으로 알려져 있다. 모델 결함들에 평면파가 입사하는 경우의 2차원 동탄성 산란 문제를 고려하였으며 산란장을 반사계수와 회절계수의 항으로 구하였다. 원거리에서 산란파의 변위에 대한 입사파 변위의 비를 관찰 방향의 함수로 구했으며 그 결과를 경계요소법과 비교하였다.

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