• Title/Summary/Keyword: generalized advantage estimation

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Time delay estimation between two receivers using basis pursuit denoising (Basis pursuit denoising을 사용한 두 수신기 간 시간 지연 추정 알고리즘)

  • Lim, Jun-Seok;Cheong, MyoungJun
    • The Journal of the Acoustical Society of Korea
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    • v.36 no.4
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    • pp.285-291
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    • 2017
  • Many methods have been studied to estimate the time delay between incoming signals to two receivers. In the case of the method based on the channel estimation technique, the relative delay between the input signals of the two receivers is estimated as an impulse response of the channel between the two signals. In this case, the characteristic of the channel has sparsity. Most of the existing methods do not take advantage of the channel sparseness. In this paper, we propose a time delay estimation method using BPD (Basis Pursuit Denoising) optimization technique, which is one of the sparse signal optimization methods, in order to utilize the channel sparseness. Compared with the existing GCC (Generalized Cross Correlation) method, adaptive eigen decomposition method and RZA-LMS (Reweighted Zero-Attracting Least Mean Square), the proposed method shows that it can mitigate the threshold phenomenon even under a white Gaussian source, a colored signal source and oceanic mammal sound source.

PGA: An Efficient Adaptive Traffic Signal Timing Optimization Scheme Using Actor-Critic Reinforcement Learning Algorithm

  • Shen, Si;Shen, Guojiang;Shen, Yang;Liu, Duanyang;Yang, Xi;Kong, Xiangjie
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.14 no.11
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    • pp.4268-4289
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    • 2020
  • Advanced traffic signal timing method plays very important role in reducing road congestion and air pollution. Reinforcement learning is considered as superior approach to build traffic light timing scheme by many recent studies. It fulfills real adaptive control by the means of taking real-time traffic information as state, and adjusting traffic light scheme as action. However, existing works behave inefficient in complex intersections and they are lack of feasibility because most of them adopt traffic light scheme whose phase sequence is flexible. To address these issues, a novel adaptive traffic signal timing scheme is proposed. It's based on actor-critic reinforcement learning algorithm, and advanced techniques proximal policy optimization and generalized advantage estimation are integrated. In particular, a new kind of reward function and a simplified form of state representation are carefully defined, and they facilitate to improve the learning efficiency and reduce the computational complexity, respectively. Meanwhile, a fixed phase sequence signal scheme is derived, and constraint on the variations of successive phase durations is introduced, which enhances its feasibility and robustness in field applications. The proposed scheme is verified through field-data-based experiments in both medium and high traffic density scenarios. Simulation results exhibit remarkable improvement in traffic performance as well as the learning efficiency comparing with the existing reinforcement learning-based methods such as 3DQN and DDQN.

Allocating Revenues to Metropolitan Railroad Operators Using Public Transportation Card Data (대중교통 카드(RF Card) 자료를 활용한 수도권 도시철도 운영기관 간 수입금 정산 방법론에 대한 연구)

  • Sin, Seong-Il;Lee, Chang-Ju;Kim, Chan-Seong
    • Journal of Korean Society of Transportation
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    • v.28 no.2
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    • pp.7-19
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    • 2010
  • Users of metropolitan railroad is increased continuously because of its various advantage such as comfortableness, convenience and punctuality. Thus, several local government including Seoul considered new installation or extension of railroads and four railroad operators maintain seventeen lines at present. After public transportation reforms in 2004 and integrated discount fare system in 2007, public transportation become more convenient in many aspects. However, these trials gives much more complex allocating problems of revenues among public transportation operators. In this paper, we deal with revenue allocating problems among public transportation operators after integrated discount fare system in 2007. Specifically, this study focuses on allocating revenues to metropolitan railroad operators by using RF card data. This research roughly proposes the methodology of O/D extraction from RF card data, generalized cost estimation and allocating revenue algorithm. We use RF card data in order to draw out exact individual O/D data and try to compare our results with those of Korea Smart Card Company. In generalized cost estimation, survey study about transfer factors is conducted for accurate estimation of generalized cost function. Lastly, new allocating revenue algorithm using k-path and non-dominated path concept is suggested. It is expected that case study is also performed with real revenues and O/D data in order to check up the application. Preposed methodology in this research can contribute to solve present and future revenue allocating issues according to the introduction of LRT and private railroad.

The Marshall-Olkin generalized gamma distribution

  • Barriga, Gladys D.C.;Cordeiro, Gauss M.;Dey, Dipak K.;Cancho, Vicente G.;Louzada, Francisco;Suzuki, Adriano K.
    • Communications for Statistical Applications and Methods
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    • v.25 no.3
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    • pp.245-261
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    • 2018
  • Attempts have been made to define new classes of distributions that provide more flexibility for modelling skewed data in practice. In this work we define a new extension of the generalized gamma distribution (Stacy, The Annals of Mathematical Statistics, 33, 1187-1192, 1962) for Marshall-Olkin generalized gamma (MOGG) distribution, based on the generator pioneered by Marshall and Olkin (Biometrika, 84, 641-652, 1997). This new lifetime model is very flexible including twenty one special models. The main advantage of the new family relies on the fact that practitioners will have a quite flexible distribution to fit real data from several fields, such as engineering, hydrology and survival analysis. Further, we also define a MOGG mixture model, a modification of the MOGG distribution for analyzing lifetime data in presence of cure fraction. This proposed model can be seen as a model of competing causes, where the parameter associated with the Marshall-Olkin distribution controls the activation mechanism of the latent risks (Cooner et al., Statistical Methods in Medical Research, 15, 307-324, 2006). The asymptotic properties of the maximum likelihood estimation approach of the parameters of the model are evaluated by means of simulation studies. The proposed distribution is fitted to two real data sets, one arising from measuring the strength of fibers and the other on melanoma data.

Fast DOA Estimation Algorithm using Pseudo Covariance Matrix (근사 공분산 행렬을 이용한 빠른 입사각 추정 알고리듬)

  • 김정태;문성훈;한동석;조명제;김정구
    • Journal of the Institute of Electronics Engineers of Korea TC
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    • v.40 no.1
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    • pp.15-23
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    • 2003
  • This paper proposes a fast direction of arrival (DOA) estimation algorithm that can rapidly estimate incidence angles of incoming signals using a pseudo covariance matrix. The conventional subspace DOA estimation methods such as MUSIC (multiple signal classification) algorithms need many sample signals to acquire covariance matrix of input signals. Thus, it is difficult to estimate the DOAs of signals because they cannot perform DOA estimation during receiving sample signals. Also if the D0As of signals are changing rapidly, conventional algorithms cannot estimate incidence angles of signals exactly. The proposed algorithm obtains bearing response and directional spectrum after acquiring pseudo covariance matrix of each snapshot. The incidence angles can be exactly estimated by using the bearing response and directional spectrum. The proposed DOA estimation algorithm uses only concurrent snapshot so as to obtain covariance matrix. Compared to conventional DOA estimation methods. The proposed algorithm has an advantage that can estimate DOA of signal rapidly.

Evaluation of EBLUP-Type Estimator Based on a Logistic Linear Mixed Model for Small Area Unemployment (소지역 실업자수 추정을 위한 로지스틱 선형혼합모형 기반 EBLUP 타입 추정량 평가)

  • Kim, Seo-Young;Kwon, Soon-Pil
    • The Korean Journal of Applied Statistics
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    • v.23 no.5
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    • pp.891-908
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    • 2010
  • In Korea, the small area estimation method is currently unpopular in generating o cial statistics. Because it may be difficult to determine the reliability for small area estimation, although small area estimation ha a sufficiently good advantage to generate small area statistics for Korea. This paper inspects the method of making small area unemployment through the small area estimation method. To estimate small area unemployment we used an EBLUP-type estimator based on a logistic linear mixed model. To evaluate the EBLUP-type estimator we accomplished the real data analysis and simulation experiment from the population and housing census data. In addition, small area estimates are compared to large sample survey estimates. We found the provided method in this paper is highly recommendable to generate small area unemployment as the official statistics.

Quantitative Comparison of Probabilistic Multi-source Spatial Data Integration Models for Landslide Hazard Assessment

  • Park No-Wook;Chi Kwang-Hoon;Chung Chang-Jo F.;Kwon Byung-Doo
    • Proceedings of the KSRS Conference
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    • 2004.10a
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    • pp.622-625
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    • 2004
  • This paper presents multi-source spatial data integration models based on probability theory for landslide hazard assessment. Four probabilistic models such as empirical likelihood ratio estimation, logistic regression, generalized additive and predictive discriminant models are proposed and applied. The models proposed here are theoretically based on statistical relationships between landslide occurrences and input spatial data sets. Those models especially have the advantage of direct use of continuous data without any information loss. A case study from the Gangneung area, Korea was carried out to quantitatively assess those four models and to discuss operational issues.

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Signal parameter estimation through hierarchical conjugate gradient least squares applied to tensor decomposition

  • Liu, Long;Wang, Ling;Xie, Jian;Wang, Yuexian;Zhang, Zhaolin
    • ETRI Journal
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    • v.42 no.6
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    • pp.922-931
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    • 2020
  • A hierarchical iterative algorithm for the canonical polyadic decomposition (CPD) of tensors is proposed by improving the traditional conjugate gradient least squares (CGLS) method. Methods based on algebraic operations are investigated with the objective of estimating the direction of arrival (DoA) and polarization parameters of signals impinging on an array with electromagnetic (EM) vector-sensors. The proposed algorithm adopts a hierarchical iterative strategy, which enables the algorithm to obtain a fast recovery for the highly collinear factor matrix. Moreover, considering the same accuracy threshold, the proposed algorithm can achieve faster convergence compared with the alternating least squares (ALS) algorithm wherein the highly collinear factor matrix is absent. The results reveal that the proposed algorithm can achieve better performance under the condition of fewer snapshots, compared with the ALS-based algorithm and the algorithm based on generalized eigenvalue decomposition (GEVD). Furthermore, with regard to an array with a small number of sensors, the observed advantage in estimating the DoA and polarization parameters of the signal is notable.

Comparative study on the O/D estimation using Gradient method and Generalized Least Square method (Gradient방법과 일반화최소자승법을 이용한 관측교통량기반 O/D 추정방법에 관한 예측력 비교평가 연구)

  • 이승재;김종형
    • Journal of Korean Society of Transportation
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    • v.18 no.2
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    • pp.41-52
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    • 2000
  • In the developing country, the transportation situation is changed very quickly and the transportation environment is not stable. So the transportation planning should be frequently made in considering the limited cost and time. And the traditional large-scale survey(household survey, roadside interview, etc.) has many Problem like the difficulty for doing it and getting mood results. Therefore the study about the method of evaluation on the traffic count based O/D matrix is Processing actively recently. Though the many study for the network in the realistic size are enacted, the study for comparing with the advantage and disadvantage of each method are few. Therefore this study mainly deals with the static method among the existing models of evaluation on the traffic count based O/D matrix(in terms of the transportation plan). Bi-level(GU) and gradient method are selected as main alternative model and analyzed their capability and validity. For testing the reliability of the models, Bi-level(GLS) and gradient method are adapted to toy network. Then we analyze the result of testing, and study the way for large network.

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Efficient Uncertainty Analysis of TOPMODEL Using Particle Swarm Optimization (입자군집최적화 알고리듬을 이용한 효율적인 TOPMODEL의 불확실도 분석)

  • Cho, Huidae;Kim, Dongkyun;Lee, Kanghee
    • Journal of Korea Water Resources Association
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    • v.47 no.3
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    • pp.285-295
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    • 2014
  • We applied the ISPSO-GLUE method, which integrates the Isolated-Speciation-based Particle Swarm Optimization (ISPSO) with the Generalized Likelihood Uncertainty Estimation (GLUE) method, to the uncertainty analysis of the Topography Model (TOPMODEL) and compared its performance with that of the GLUE method. When we performed the same number of model runs for the both methods, we were able to identify the point where the performance of ISPSO-GLUE exceeded that of GLUE, after which ISPSOGLUE kept improving its performance steadily while GLUE did not. When we compared the 95% uncertainty bounds of the two methods, their general shapes and trends were very similar, but those of ISPSO-GLUE enclosed about 5.4 times more observed values than those of GLUE did. What it means is that ISPSOGLUE requires much less number of parameter samples to generate better performing uncertainty bounds. When compared to ISPSO-GLUE, GLUE overestimated uncertainty in the recession limb following the maximum peak streamflow. For this recession period, GLUE requires to find more behavioral models to reduce the uncertainty. ISPSO-GLUE can be a promising alternative to GLUE because the uncertainty bounds of the method were quantitatively superior to those of GLUE and, especially, computationally expensive hydrologic models are expected to greatly take advantage of the feature.