• 제목/요약/키워드: linear combination approach

검색결과 130건 처리시간 0.028초

주가지수 관계와 유전자 알고리즘을 이용한 주식예측 (Stock Forecasting using Stock Index Relation and Genetic Algorithm)

  • 김상호;김동현;한창희;김원일
    • 한국지능시스템학회논문지
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    • 제18권6호
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    • pp.781-786
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    • 2008
  • 이 논문에서 우리는 선형결합으로 표현된 여러 가지 주가지수의 관계를 찾아내어 주식의 등락을 예측하는 방법을 제안한다. 제안된 방법에서 중요한 점은 전체 주가지수 중에서 예측하는 지수와 관계가 있는 주가지수들을 선택하는 것과 그 주가지수의 적절한 관계를 찾아내는 것이다. 전체 주가지수와의 관계를 설정하는 것은 불가능하기 때문에 밀접한 관계가 있는 주가지수만을 이용하였고 주가지수의 관계를 찾는 방법으로 유전자 알고리즘(GA : Genetic Algorithm)을 사용하였다. 제안된 방법을 이용하여 2005년부터 2007년도까지의 실제 주가지수를 가지고 모의투자 시뮬레이션을 한 결과 모의 투자금액이 230% 증가하는 것을 확인하였다.

두 층 관측 기상인자의 주성분-다중회귀분석으로 도출되는 고농도 미세먼지의 부산-서울 지역차이 해석 (Interpretation and Comparison of High PM2.5 Characteristics in Seoul and Busan based on the PCA/MLR Statistics from Two Level Meteorological Observations)

  • 최다니엘;장임석;김철희
    • 대기
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    • 제31권1호
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    • pp.29-43
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    • 2021
  • In this study, two-step statistical approach including Principal Component Analysis (PCA) and Multiple Linear Regression (MLR) was employed, and main meteorological factors explaining the high-PM2.5 episodes were identified in two regions: Seoul and Busan. We first performed PCA to isolate the Principal Component (PC) that is linear combination of the meteorological variables observed at two levels: surface and 850 hPa level. The employed variables at surface are: temperature (T2m), wind speed, sea level pressure, south-north and west-east wind component and those at 850 hPa upper level variables are: south-north (v850) and west-east (u850) wind component and vertical stability. Secondly we carried out MLR analysis and verified the relationships between PM2.5 daily mean concentration and meteorological PCs. Our two-step statistical approach revealed that in Seoul, dominant factors for influencing the high PM2.5 days are mainly composed of upper wind characteristics in winter including positive u850 and negative v850, indicating that continental (or Siberian) anticyclone had a strong influence. In Busan, however, the dominant factors in explanaining in high PM2.5 concentrations were associated with high T2m and negative u850 in summer. This is suggesting that marine anticyclone had a considerable effect on Busan's high PM2.5 with high temperature which is relevant to the vigorous photochemical secondary generation. Our results of both differences and similarities between two regions derived from only statistical approaches imply the high-PM2.5 episodes in Korea show their own unique characteristics and seasonality which are mostly explainable by two layer (surface and upper) mesoscale meteorological variables.

신뢰성에 기초한 강상형 연속교의 단면 최적설계 (Reliability-Based Optimization of Continuous Steel Box Girder Bridges)

  • 조효남;이두화;정지승;민대홍
    • 한국전산구조공학회:학술대회논문집
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    • 한국전산구조공학회 1997년도 가을 학술발표회 논문집
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    • pp.145-154
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    • 1997
  • The results of optimum design by the deterministic approach adopted in the current design codes depend upon the safety levels of the applied code. But, it is now generally recognized that structural problems are nondeterministic and, consequently, that engineering optimum design must cope with uncertainties. Therefore, it is not an overstatement to affirm that the combination of reliability-based design procedures and optimization techniques is the only means of providing a powerful tool to obtain a practical optimum design solution. In the paper, reliability based optimum design procedure as a rational approach to optimum structural design is presented. The design constraints are formulated based on the ASD, LRFD and reliability theories. The reliability analysis is based on an advanced first-order second moment approach. Uncertainties in the structural strength and loading due to inherent variability as well as modeling and prediction errors are included in failure due to combined bending and shear. For the realistic reliability-based optimization of continuous steel box girder bridges, interactive non-linear limit state model is formulated based on the von Mises's combined stress yield criterion. Comparative results are presented when the ASD criteria are used for the optimum design of a structure under reliability constraints. In addition, this study comparatively shows the results of the optimum design for various criteria of design codes.

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Numerical simulation approach for structural capacity of corroded reinforced concrete bridge

  • Zhou, Xuhong;Tu, Xi;Chen, Airong;Wang, Yuqian
    • Advances in concrete construction
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    • 제7권1호
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    • pp.11-22
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    • 2019
  • A comprehensive assessing approach for durability of reinforced concrete structures dealing with the corrosion process of rebar subjected to the attack of aggressive agent from environment was proposed in this paper. Corrosion of rebar was suggested in the form of combination of global corrosion and pitting. Firstly, for the purposed of considering the influence of rebar's radius, a type of Plane Corrosion Model (PCM) based on uniform corrosion of rebar was introduced. By means of FE simulation approach, global corrosion process of rebar regarding PCM and LCM (Linear Corrosion Model) was regressed and compared according to the data from Laboratoire $Mat{\acute{e}}riaux$ et $Durabilit{\acute{e}}$ des Constructions (LMDC). Secondly, pitting factor model of rebar in general descend law with corrosion degree was introduced in terms of existing experimental data. Finally, with the comprehensive numerical simulation, the durability of an existing arch bridge was studied in depth in deterministic way, including diffusion process and sectional strength of typical cross section of arch, crossbeam and deck slab. Evolution of structural capacity considering life-cycle rehabilitation strategy indicated the degradation law of durability of reinforced arch bridges.

EDP들의 참조 테이블을 이용한 실용적 인 경로 설정 및 파장 할당 알고리즘 (A Practical RWA Algorithm-based on Lookup Table for Edge Disjoint Paths)

  • 김명희;방영철;정민영;이태진;추현승
    • 한국정보과학회논문지:정보통신
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    • 제31권2호
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    • pp.123-130
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    • 2004
  • 경로 설정 및 파장 할당(Routing and Wavelength Assignment) 문제는 파장 할당 전송 기법(Wavelength Division Multiplexing)을 기반으로 하는 광 네트워크에서 중요한 분야이다. 경로 설정 및 파장 할당 문제는 선형 프로그램(Linear Programming)과 그래프 컬러링(Graph Coloring)의 조합으로 해결되거나, 경로 선택에 기반 한 그래프 알고리즘에 의해서 해결된다. 이와 같은 방법은 복잡하며 휴리스틱 알고리즘(heuristic algorithm)이 요구된다. 본 논문에서는 각각의 연결 요구에 대한 최대한의 EDPs(Edge Disjoint Paths)를 구함으로써 경로 설정 및 파장 할당 문제를 효율적으로 해결하는 새로운 방법을 제안한다. 이렇게 구한 EDPs는 참조 테이블에 저장되고 가중치 매트릭스의 갱신에 사용된다. 각 연결 요구에 대한 경로는 순서대로 가중치 매트릭스를 참조하여 결정한다. 본 논문에서 제안하는 알고리즘이 현재 실질적으로 효율적이라 알려진 BGA for EDP(Bounded Greedy Approach for EDP)보다 약 50%의 수행 시간 내에 같거나 작은 파장 수를 사용하여 연결 요구를 만족시켜주고 있음을 시뮬레이션을 통해서 확인할 수 있다.

퍼지 적분을 이용한 수질오염 평가 시스템 구현 (The Development of Water Pollution Evaluation System using Fussy Integral)

  • 송영준;김미혜;정근욱;이상승;박성훈
    • 한국콘텐츠학회:학술대회논문집
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    • 한국콘텐츠학회 2005년도 춘계 종합학술대회 논문집
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    • pp.391-395
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    • 2005
  • 본 논문에서는 수질 오염 평가 시스템 개발 과정의 첫 단계로 기존의 수질 오염 측정에 이용해 왔던 평가 기준과 각 기준에 대한 평가 항목을 가지고, 퍼지 적분을 이용하여 평가하는 새로운 시스템을 구현하고자 한다. 수질 오염의 종합 평가는 BOD, COD, SS, T-N, T-P와 같은 속성에 관한 평가치를 종합하여 얻어진다. 이 과정에서 개개의 속성이 서로 독립적인 관계를 유지하는 경우 종합 평가치가 각각의 부분 평가치의 선형 결합의 형태로 표현 될 수 있다. 이에 각 결합 형태에 대한 퍼지 측도를 정의하고, 이에 퍼지 적분을 적용하여 보다 안정된 수질오염 평가 시스템을 구현하였다.

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A response spectrum method for seismic response analysis of structures under multi-support excitations

  • Li, Jian-Hua;Li, Jie
    • Structural Engineering and Mechanics
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    • 제21권3호
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    • pp.255-273
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    • 2005
  • Based on the random vibration theory, a response spectrum method is developed for seismic response analysis of linear, multi-degree-of-freedom structures under multi-support excitations is developed. Various response quantities, including the mean and variance of the peak response, the response mean frequency, are obtained from proposed combination rules in terms of the mean response spectrum. This method makes it possible to apply the response spectrum to the seismic reliability analysis of structures subjected to multi-support excitations. Considering that the tedious numerical integration is required to compute the spectral parameters and correlation coefficients in above combination rules, this paper further offers simplified procedures for their computation, which enhance dramatically the computational efficiency of the suggested method. The proposed procedure is demonstrated for tow numerical examples: (1) two-span continuous beam; (2) two-tower cabled-stayed bridge by using Monte Carlo simulation (MC). For this purpose, this paper also presents an approach to simulation of ground motions, which can take into account both mean and variation properties of response spectrum. Computed results based on the response spectrum method are in good agreement with Monte Carlo simulation results. And compared with the MSRS method, a well-developed multi-support response spectrum method, the proposed method has an incomparable computational efficiency.

LQG/LTR과 PID 기반의 무인항공기 슬렁-로드 수송 시스템의 제어기 설계 (LQG/LTR-PID based Controller Design of UAV Slung-Load Transportation System)

  • 이해인;유동완;이병윤;문건희;이동연;탁민제
    • 제어로봇시스템학회논문지
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    • 제20권12호
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    • pp.1209-1216
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    • 2014
  • This paper copes with control design for unmanned aerial vehicle transportation system. Moving pendulum dynamics of slung-load system is derived using two methods: Udwadia-Kalaba equation and Newtonian approach. PID controller is applied to Udwadia-Kalaba equation model for structural consistency and linear quadratic Gaussian / Loop Transfer Recovery (LQG/LTR) technique is employed for Newtonian model with minimal state-space realization. Characteristics of PID and LQG/LTR controller are compared, and two controllers are combined to compensate the drawbacks of each other. Numerical simulation is set for two cases and conducted to evaluate performance of designed controllers. The result proves that combination of LQG/LTR and PID control performs stable and robust.

스터링기관의 이상적인 단열모델에 대한 해석적 근사해 (An Approximate Analytical Solution to the Ideal Adiabatic Model of Stirling Engines)

  • 유호선
    • 대한기계학회논문집
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    • 제14권1호
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    • pp.172-178
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    • 1990
  • 본 연구에서는 스터링기관의 예비설계에 편리하게 적용될 수 있는 경제적이며 타당한 해석방법을 확립하기 위하여, Urieli등에 의하여 정립된 이상적인 단열모델에 대하여 해석적 근사해를 구하고자 한다.이미 발표된 연구에서는 근사해를 얻기 위 해 피스턴운동을 가장 간단한 톱날파로 가정한 바 있으나 실제의 정현파형 등과는 현 저한 차이가 있으므로 이를 개선하여 크랭크각도에 대한 임의의 구간선형함수(piecew- ise linear function)로 취급한다. 또한, 해석의 결과로서 결정되는 기관내의 압력 및 각 실린더내의 질량 또는 온도 등 열역학적 변수로부터 기관성능평가를 위한 열 및 일의 계산 과정을 포함한다.

진동응답 계측결과를 이용한 기진력의 추정 (Estimation of Excitation Forces from Measured Response Data)

  • 한상보
    • 대한기계학회논문집
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    • 제19권1호
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    • pp.45-60
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    • 1995
  • It is attempted to estimate excitation force of a linear vibratory system using measured vibration responses. The excitation force is estimated from the relationship between the vibration response and system characteristic matrices which are extracted from both the mathematical model of the system and actual response in contrast to the usual approach of inverting the frequency response matrices. This extraction scheme is based on the fact that the vibration response can be expressed in term of linear combination of frequency domain modal vectors defined as mutually orthonormal basis vectors in frequency domain. The extracted frequency domain basis vectors are very stable in computational manipulation. It is found that the estimated excitation force is in good agreement with actually measured force except at the natural frequencies the structure, which is the common feature still to be overcome by the research efforts in this area. From the results of this paper, this disagreement is considered to come from the discrepancy between the model and actual value of the mass, damping and stiffness of the structure.