• Title/Summary/Keyword: multi-dimensional extrapolation

Search Result 9, Processing Time 0.021 seconds

Multi-dimensional extrapolation on use of multi multi-layer neural networks

  • Oshige, Seisho;Aoyama, Tomoo;Nagashima, Umpei
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 2003.10a
    • /
    • pp.156-161
    • /
    • 2003
  • It is an interest problem to predict substance distributions in three-dimensional space. Recently, a research field as Geostatistics is advanced. It is a kind of inter- or extrapolation mathematically. Some useful means for the inter- and extrapolation are known, in which slide window method with neural networks is hopeful one. We propose multi-dimensional extrapolation using multi-layer neural networks and the slide-window method. The multi-dimensional extrapolation is not similar to one-dimension. It has plural algorithms. We researched line predictors and local-plain predictors I two-dimensional space. The both predictors are equivalent; however, in multi-dimensional extrapolation, it is very important to find the direction of predictions. Especially, since the slide window method requires information to predict the future in sampling data, if they are not ordered appropriately in the direction, the predictor cannot operate. We tested the extrapolation for typical two-dimensional functions, and found an excellent character of slide-window method based on local-plain. By using the method, we can extrapolate the function until twice-outer regions of the definitions.

  • PDF

ROBUST AND ACCURATE METHOD FOR THE BLACK-SCHOLES EQUATIONS WITH PAYOFF-CONSISTENT EXTRAPOLATION

  • CHOI, YONGHO;JEONG, DARAE;KIM, JUNSEOK;KIM, YOUNG ROCK;LEE, SEUNGGYU;SEO, SEUNGSUK;YOO, MINHYUN
    • Communications of the Korean Mathematical Society
    • /
    • v.30 no.3
    • /
    • pp.297-311
    • /
    • 2015
  • We present a robust and accurate boundary condition for pricing financial options that is a hybrid combination of the payoff-consistent extrapolation and the Dirichlet boundary conditions. The payoff-consistent extrapolation is an extrapolation which is based on the payoff profile. We apply the new hybrid boundary condition to the multi-dimensional Black-Scholes equations with a high correlation. Correlation terms in mixed derivatives make it more difficult to get stable numerical solutions. However, the proposed new boundary treatments guarantee the stability of the numerical solution with high correlation. To verify the excellence of the new boundary condition, we have several numerical tests such as higher dimensional problem and exotic option with nonlinear payoff. The numerical results demonstrate the robustness and accuracy of the proposed numerical scheme.

Forecasting and precision on using multi-layer neural network

  • Zhu, Hanxi;Aoyama, Tomoo;Yoshihara, Ikuo
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 1999.10a
    • /
    • pp.218-221
    • /
    • 1999
  • Forecasting and extrapolation for time dependent phenomena by using Multi layer neural network has been studied. We calculated values of a function at short intervals, and made one dimensional vector whose elements were a partial gather of the values. If there is anything same as the future of the functions exists in the fragment set, it is possible for us to have an advanced precision extrapolation. Otherwise, if the approximate function of the primitive function can be constructed by teaming the short interval in the network, the precision of extrapolation also can be well realized.

  • PDF

The impact analysis of interface crack in dissimilar materials using the 2-D laplace transformed BEM (2차원 Laplace 변환 경계요소법에 의한 이종재료 접합면 균열의 충격해석)

  • 김태규;조상봉;최선호
    • Transactions of the Korean Society of Mechanical Engineers
    • /
    • v.18 no.5
    • /
    • pp.1158-1168
    • /
    • 1994
  • For BEM analyses of the impact problems of dissimilar materials, the connected multi-region method using perfect bonded conditions on the interface boundaries was added to two-dimensional Laplace transformed-domain BEM program for a single region analysis. It was confirmed that the BEM results of impact problems of a single-region and multi-regions for a homogeneous isotropic material are agreed well. The two-dimensional Laplace transformed-domain BEM program combined with connected multi-region method was applied to analyse several impact problems of dissimilar materials. Also the feasibility of BEM impact analyses was investigated for dissimilar materials by the analysis of the BEM results for impact problems of dissimilar materials in terms of physical aspects. As for an application, the two-dimensional Laplace transformed BEM concerning impact problems of cracks at the interface of dissimilar materials and the determinating process of the dynamic stress intensity factors by extrapolation method are presented in this paper.

Three-Dimensional Modeling of the Solar Active Region

  • Inoue, S.;Magara, T.;Choe, G.S.;Kusano, K.;Shiota, D.;Yamamoto, T.T.;Watari, S.
    • The Bulletin of The Korean Astronomical Society
    • /
    • v.37 no.1
    • /
    • pp.85.2-85.2
    • /
    • 2012
  • In this paper, we introduce the 3D modeling of the coronal magnetic field in the solar active region by extrapolating from the 2D observational data numerically. First, we introduce a nonlinear force-free field (NLFFF) extrapolation code based on the MHD-like relaxation method implementing the cleaning a numerical error for Div B proposed by Dedner et al. 2002 and the multi-grid method. We are able to reconstruct the ideal force-free field, which was introduced by Low & Lou (1990), in high accuracy and achieve the faster speed in the high-resolution calculation (512^3 grids). Next we applied our NLFFF extrapolation to the solar active region NOAA 10930. First of all, we compare the 3D NLFFF with the flare ribbons of Ca II images observed by the Solar Optical Telescope (SOT) aboard on the Hinode. As a result, it was found that the location of the two foot-points of the magnetic field lines well correspond to the flare ribbon. The result indicates that the NLFFF well capture the 3D structure of magnetic field in the flaring region. We further report the stability of the magnetic field by estimating the twist value of the field line and finally suggest the flare onset mechanism.

  • PDF

Numerical Study of Interior Ballistics with Moving Boundary

  • Sung, Hyung-Gun;Park, Sol;Hong, Gi-Cheol;Roh, Tae-Seong;Choi, Dong-Whan
    • Proceedings of the Korean Society of Propulsion Engineers Conference
    • /
    • 2008.03a
    • /
    • pp.659-665
    • /
    • 2008
  • The 1-D numerical study of the interior ballistics has been conducted. The unsteady compressible 1-D CFD code using SIMPLER algorithm and QUICK scheme has been developed. The mathematical model of the two-phase flow has been established for the behavior of the interior ballistics. The moving boundary due to the projectile motion as the physical phenomena of the interior ballistics results in the varied control volume. In order to analyze the moving boundary, the numerical codes, which apply the ghost-cell extrapolation method and the Lagrangian method respectively, have been developed. The ghost-cell extrapolation method has been used in the Eulerian coordinate system. The Lagrangian method has been used in Non-Eulerian coordinate system. These codes have been verified through the analysis of the free piston motion problem in the tube. Through this study, the basic techniques of the numerical code for the multi-dimensional two-phase flow of the interior ballistics have been obtained.

  • PDF

Improvement of KOMPSAT-5 Image Resolution for Target Analysis (객체 분석을 위한 KOMPSAT-5 영상의 해상도 향상 성능 분석)

  • Lee, Seung-Jae;Chae, Tae-Byeong
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
    • /
    • v.30 no.4
    • /
    • pp.275-281
    • /
    • 2019
  • A synthetic aperture radar(SAR) satellite is more effective than an optical satellite for target analysis because an SAR satellite can provide two-dimensional electromagnetic scattering distribution of a target during all-weather and day-and-night operations. To conduct target analysis while considering the earth observation interval of an SAR satellite, observing a specific area as wide as possible would be advantageous. However, wider the observation area, worse is the resolution of the associated SAR satellite image. Although conventional methods for improving the resolution of radar images can be employed for addressing this issue, few studies have been conducted for improving the resolution of SAR satellite images and analyzing the performance. Hence, in this study, the applicability of conventional methods to SAR satellite images is investigated. SAR target detection was first applied to Korea Multipurpose Satellite-5(KOMPSAT-5) SAR images provided by Korea Aerospace Research Institute for extracting target responses. Extrapolation, RELAX, and MUSIC algorithms were subsequently applied to the target responses for improving the resolution, and the corresponding performance was thereby analyzed.

TeT: Distributed Tera-Scale Tensor Generator (분산 테라스케일 텐서 생성기)

  • Jeon, ByungSoo;Lee, JungWoo;Kang, U
    • Journal of KIISE
    • /
    • v.43 no.8
    • /
    • pp.910-918
    • /
    • 2016
  • A tensor is a multi-dimensional array that represents many data such as (user, user, time) in the social network system. A tensor generator is an important tool for multi-dimensional data mining research with various applications including simulation, multi-dimensional data modeling/understanding, and sampling/extrapolation. However, existing tensor generators cannot generate sparse tensors like real-world tensors that obey power law. In addition, they have limitations such as tensor sizes that can be processed and additional time required to upload generated tensor to distributed systems for further analysis. In this study, we propose TeT, a distributed tera-scale tensor generator to solve these problems. TeT generates sparse random tensor as well as sparse R-MAT and Kronecker tensor without any limitation on tensor sizes. In addition, a TeT-generated tensor is immediately ready for further tensor analysis on the same distributed system. The careful design of TeT facilitates nearly linear scalability on the number of machines.

Prediction of Target Motion Using Neural Network for 4-dimensional Radiation Therapy (신경회로망을 이용한 4차원 방사선치료에서의 조사 표적 움직임 예측)

  • Lee, Sang-Kyung;Kim, Yong-Nam;Park, Kyung-Ran;Jeong, Kyeong-Keun;Lee, Chang-Geol;Lee, Ik-Jae;Seong, Jin-Sil;Choi, Won-Hoon;Chung, Yoon-Sun;Park, Sung-Ho
    • Progress in Medical Physics
    • /
    • v.20 no.3
    • /
    • pp.132-138
    • /
    • 2009
  • Studies on target motion in 4-dimensional radiotherapy are being world-widely conducted to enhance treatment record and protection of normal organs. Prediction of tumor motion might be very useful and/or essential for especially free-breathing system during radiation delivery such as respiratory gating system and tumor tracking system. Neural network is powerful to express a time series with nonlinearity because its prediction algorithm is not governed by statistic formula but finds a rule of data expression. This study intended to assess applicability of neural network method to predict tumor motion in 4-dimensional radiotherapy. Scaled Conjugate Gradient algorithm was employed as a learning algorithm. Considering reparation data for 10 patients, prediction by the neural network algorithms was compared with the measurement by the real-time position management (RPM) system. The results showed that the neural network algorithm has the excellent accuracy of maximum absolute error smaller than 3 mm, except for the cases in which the maximum amplitude of respiration is over the range of respiration used in the learning process of neural network. It indicates the insufficient learning of the neural network for extrapolation. The problem could be solved by acquiring a full range of respiration before learning procedure. Further works are programmed to verify a feasibility of practical application for 4-dimensional treatment system, including prediction performance according to various system latency and irregular patterns of respiration.

  • PDF