• Title/Summary/Keyword: mean and variance

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Call control considering other cell interference and multi-rate traffic in DS-CDMA cellular systems (DS-CDMA 셀룰라 시스템에서 외부셀 간섭 및 multi-rate traffic을 고려한 호 제어)

  • 전형구;권수근;강창언
    • Journal of the Korean Institute of Telematics and Electronics S
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    • v.34S no.10
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    • pp.1-8
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    • 1997
  • In this paper, we propose a call admission control scheme which can be used in real environment for the traffic cibtrik if a base station if DS-CDNA cellular systems. The proposed scheme estimates the mean and variance of other cell interference by using the values used for the closed loop power control. The reerse link capacity of the base station can be calculated by using the estimated mean and variance of other cell interference. The base station admits a call only if the number of users is less than the calculated reverse link capacity. In addition, we propose a simple method to obtain the equivalent number of voice call users per one data call user in multi-rate traffic environment. The method can be applied to call admission control in multi-rate traffic environment.

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Economic Design of Tool Resetting Period in NC Machining (NC 선반가공에서 공구 조정주기의 경제적 설계)

  • 배문택;윤원영;목학수
    • Journal of the Korean Society for Precision Engineering
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    • v.15 no.6
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    • pp.33-39
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    • 1998
  • This paper is related to economic design of tool-resetting period in NC machining. In NC lathe machining, the mean and variance of components dimension fluctuate in slow time and we should reset tool program to compensate the variation from the fluctuation. In this paper. we propose the procedure determining the optimal resetting period based on the total expected operating cost which consists of resetting cost and the quality cost related to dimension variation. As a case study, using experimental data about dimension changes of a lathe machining, we obtain the regression equations of mean and variance of the dimension fluctuation, total expected operating cost, and optimal resetting period.

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A Robust Optimization Using the Statistics Based on Kriging Metamodel

  • Lee Kwon-Hee;Kang Dong-Heon
    • Journal of Mechanical Science and Technology
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    • v.20 no.8
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    • pp.1169-1182
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    • 2006
  • Robust design technology has been applied to versatile engineering problems to ensure consistency in product performance. Since 1980s, the concept of robust design has been introduced to numerical optimization field, which is called the robust optimization. The robustness in the robust optimization is determined by a measure of insensitiveness with respect to the variation of a response. However, there are significant difficulties associated with the calculation of variations represented as its mean and variance. To overcome the current limitation, this research presents an implementation of the approximate statistical moment method based on kriging metamodel. Two sampling methods are simultaneously utilized to obtain the sequential surrogate model of a response. The statistics such as mean and variance are obtained based on the reliable kriging model and the second-order statistical approximation method. Then, the simulated annealing algorithm of global optimization methods is adopted to find the global robust optimum. The mathematical problem and the two-bar design problem are investigated to show the validity of the proposed method.

Error Structure of Technological Growth Models A Study of Selection Techniques for Technological Forecasting Models

  • Oh, Hyun-Seung;Yim, Dong-Soon;Moon, Gee-Ju
    • Journal of Korean Society for Quality Management
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    • v.23 no.1
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    • pp.95-105
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    • 1995
  • The error structure of nonlinearized technological growth models, such as, the Pearl curve, the Gompertz curve and the Wei bull growth curve, has zero mean and a constant variance over time. Transformed models, however, like the linearized Fisher-Pry model. the linearized Gompertz growth curve, and the linearized Weibull growth curve have increasing variance from t = 0 to the inflection point.

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A STUDY ON THE EFFECT OF POWER TRANSFORMATION IN SPATIAL STATISTIC ANALYSIS

  • LEE JIN-HEE;SHIN KEY-IL
    • Journal of the Korean Statistical Society
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    • v.34 no.3
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    • pp.173-183
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    • 2005
  • The Box-Cox power transformation is generally used for variance stabilization. Recently, Shin and Kang (2001) showed, under the Box-Cox transformation, invariant properties to the original model under the large mean and relatively small variance assumptions in time series analysis. In this paper we obtain some invariant properties in spatial statistics. Spatial statistics, Invariant Property, Variogram, Box-Cox power Transformation.

The Change Point Analysis in Time Series Models

  • Lee, Sang-Yeol
    • Proceedings of the Korean Statistical Society Conference
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    • 2005.11a
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    • pp.43-48
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    • 2005
  • We consider the problem of testing for parameter changes in time series models based on a cusum test. Although the test procedure is well-established for the mean and variance in time series models, a general parameter case has not been discussed in the literature. Therefore, here we develop a cusum test for parameter change in a more general framework. As an example, we consider the change of the parameters in an RCA(1) model and that of the autocovariances of a linear process. We also consider the variance change test for unstable models with unit roots and GARCH models.

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Doubly penalized kernel method for heteroscedastic autoregressive datay

  • Cho, Dae-Hyeon;Shim, Joo-Yong;Seok, Kyung-Ha
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.1
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    • pp.155-162
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    • 2010
  • In this paper we propose a doubly penalized kernel method which estimates both the mean function and the variance function simultaneously by kernel machines for heteroscedastic autoregressive data. We also present the model selection method which employs the cross validation techniques for choosing the hyper-parameters which aect the performance of proposed method. Simulated examples are provided to indicate the usefulness of proposed method for the estimation of mean and variance functions.

Design of Optimal Accelerated Life Tests for the Exponential Failure Distribution under Intermittent Inspection (지수고장분포(指數故障分布) 및 단속검사하(斷續檢査下)의 최적(最適) 가속수명시험(加速壽命侍險)의 설계(設計))

  • Seo, Sun-Keun;Choi, Jong-Deuk
    • Journal of Korean Institute of Industrial Engineers
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    • v.17 no.1
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    • pp.95-108
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    • 1991
  • For the case where the lifetime at a constant stress level has exponential distribution, optimal accelerated life test plans are developed under the assumptions of intermittent inspection and Type I censoring. In a optimal plan, the low and high stress levels, the proportion of test units allocated and the inspection times at each stress are determined such that the asymptotic variance of the maximum likelihood estimator of logarithmic transformed mean at the use condition is minimized. In addition to the optimal plan in which numerical technique to solve the set of nonlinear equations must be employed to determine inspection times at each stress level, we also propose another plans which employ equally-spaced or equal probability inspection schemes at two overstress levels of corresponding optimal one. For both optimal and proposed plans, computational results indicate that the asymptotic variance of the estimated mean at the use stress is insensitive to number of inspections at overstress levels for the range of parameter values considered.

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Statistical Performance Estimation of a Multibody System Based on Design Variable Samples (설계변수 표본에 근거한 다물체계 성능의 통계적 예측)

  • Choi, Chan-Kyu;Yoo, Hong-Hee
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.33 no.12
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    • pp.1449-1454
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    • 2009
  • The performance variation of a multibody system is affected by a variation of various design variables of the system. And the effects of design variable variations on the performance variation must be considered in design of a multibody system. Accordingly, a variation analysis of a multibody system needs to be conducted in design of a multibody system. For a variation analysis of a performance, population mean and variance which are called statistical parameters of design variables are needed. However, an evaluation of statistical parameters of design variables is impossible in many practical cases. Therefore, an estimation of statistical parameters of the performance based on sample mean and variance which are called statistic of design variables is needed. In this paper, the variation analysis method for a multibody system based on design variable samples was proposed. And, using the proposed method, a variation analysis of the vehicle ride comfort based on sample statistic of design variables was conducted.

Parameter Design under General Loss Functions (일반적 손실함수 하에서의 파라미터 설계방법)

  • Jeong, Hyun-Seok;Ko, Sun-Woo;Yum, Bong-Jin
    • IE interfaces
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    • v.7 no.1
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    • pp.75-80
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    • 1994
  • In a recent article, Leon et al. lucidly explained the ideas of the Taguchi two-stage procedure for parameter design optimization, and proposed alternative performance measures called PerMIA to the signal-to-noise ratios. On the other hand, Box proposed an empirical approach to the problem based upon monotone transformations of the performance characteristic(y). This paper develops procedures for parameter design optimization under the assumptions that the expected loss(not necessarily a mean squared error loss) is increasing with respect to the variance of the error in y, and that the mean of y satisfies certain conditions of adjustability. It turns out that the variance of the error in y can play the role of PerMIA, and it is further shown that the derived PerMIA can be adapted to the Box empirical procedure for the minimization of the expected loss in the original metric.

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