• Title/Summary/Keyword: predictive distribution

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Intelligent System Predictor using Virtual Neural Predictive Model

  • 박상민
    • Proceedings of the Korea Society for Simulation Conference
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    • 1998.03a
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    • pp.101-105
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    • 1998
  • A large system predictor, which can perform prediction of sales trend in a huge number of distribution centers, is presented using neural predictive model. There are 20,000 number of distribution centers, and each distribution center need to forecast future demand in order to establish a reasonable inventory policy. Therefore, the number of forecasting models corresponds to the number of distribution centers, which is not possible to estimate that kind of huge number of accurate models in ERP (Enterprise Resource Planning)module. Multilayer neural net as universal approximation is employed for fitting the prediction model. In order to improve prediction accuracy, a sequential simulation procedure is performed to get appropriate network structure and also to improve forecasting accuracy. The proposed simulation procedure includes neural structure identification and virtual predictive model generation. The predictive model generation consists of generating virtual signals and estimating predictive model. The virtual predictive model plays a key role in tuning the real model by absorbing the real model errors. The complement approach, based on real and virtual model, could forecast the future demands of various distribution centers.

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Robustness of Predictive Density and Optimal Treatment Allocation to Non-Normal Prior for The Mean

  • Bansal, Ashok K.;Sinha, Pankaj
    • Journal of the Korean Statistical Society
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    • v.22 no.2
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    • pp.235-247
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    • 1993
  • The predictive density function of a potential future observation and its first four moments are obtained in this paper to study the effects of a non-normal prior of the unknown mean of a normal population. The derived predictive density function is modified to study changes in utility curves, used to choose the optimum treatment from a given set of treatments, at a given level of stimulus due to slight deviations from normality of the prior distribution. Numerical illustrations are provided to exhibit some effectsl.

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Prediction of extreme rainfall with a generalized extreme value distribution (일반화 극단 분포를 이용한 강우량 예측)

  • Sung, Yong Kyu;Sohn, Joong K.
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.4
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    • pp.857-865
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    • 2013
  • Extreme rainfall causes heavy losses in human life and properties. Hence many works have been done to predict extreme rainfall by using extreme value distributions. In this study, we use a generalized extreme value distribution to derive the posterior predictive density with hierarchical Bayesian approach based on the data of Seoul area from 1973 to 2010. It becomes clear that the probability of the extreme rainfall is increasing for last 20 years in Seoul area and the model proposed works relatively well for both point prediction and predictive interval approach.

A Model Predictive Control Method of a Cascaded Flying Capacitor Multi-level Rectifier for Solid State Transformer for DC Distribution System (DC 배전용 반도체 변압기를 위한 직렬 연결된 플라잉 커패시터 멀티-레벨 정류기의 모델 예측 제어 방법)

  • Kim, Si-Hwan;Jang, Yeong-Hyeok;Kim, June-Sung;Kim, Rae-Young
    • The Transactions of the Korean Institute of Power Electronics
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    • v.23 no.5
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    • pp.359-365
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    • 2018
  • This study introduces a model predictive control method for controlling a cascaded flying capacitor multilevel rectifier used as an AC-DC rectifier of a solid-state transformer for DC distribution systems. The proposed method reduces the number of states that need to be considered in model predictive control by separately controlling input current, output DC link voltage, and flying capacitor voltage. Thus, calculation time is shortened to facilitate the level expansion of the cascaded flying capacitor multilevel rectifier. The selection of weighting factors did not present difficulties because the weighting factors in the cost function of the conventional model predictive control are not used. The effectiveness of the proposed method is verified through computer simulation using powersim and experiment.

Application of Multiple Imputation Method in Analyzing Data with Missing Continuous Covariates

  • Ghasemizadeh Tamar, S.;Ganjali, M.
    • The Korean Journal of Applied Statistics
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    • v.21 no.4
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    • pp.659-664
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    • 2008
  • Missing continuous covariates are pervasive in the use of generalized linear models for medical data. Multiple imputation is the most common and easy-to-do method of dealing with missing covariate data. However, there are always serious warnings in using this method. There should be concern to make imputed values more proper. In this paper, proper imputation from posterior predictive distribution is developed for implementing with arbitrary priors. We use empirical distribution of the posterior for approximating the posterior predictive distribution, to sample from it. This method is preferable in comparison with a presented imputation method of us which uses a full model to impute missing values using available software. The proposed methods are implemented on glucocorticoid data.

Application of THM Predictive Model in Water Distribution System (국내 상수관로에 대한 THM 발생 예측모델의 적용)

  • Lee, Doo-Jin;Kim, Young-Il;Sohn, Jin-Sik
    • Journal of Korean Society of Water and Wastewater
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    • v.21 no.1
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    • pp.3-11
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    • 2007
  • THM models have been developed in several researchers in order to better understand and manage the presence of THM in water distribution system. Several developed models were demonstrated in this study for estimating THM concentrations in target water distribution system. In order to investigate the performance of developed THM models, lab and field test were investigated. Predicted THM concentrations by all kind of models were showed good correlation with observed values. When the developed models were compared with lab and field test, the Rodriguez model during tested models was most predictive than the other models.

Predictions for Progressively Type-II Censored Failure Times from the Half Triangle Distribution

  • Seo, Jung-In;Kang, Suk-Bok
    • Communications for Statistical Applications and Methods
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    • v.21 no.1
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    • pp.93-103
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    • 2014
  • This paper deals with the problem of predicting censored data in a half triangle distribution with an unknown parameter based on progressively Type-II censored samples. We derive maximum likelihood predictors and some approximate maximum likelihood predictors of censored failure times in a progressively Type-II censoring scheme. In addition, we construct the shortest-length predictive intervals for censored failure times. Finally, Monte Carlo simulations are used to assess the validity of the proposed methods.

Active vibration suppression of a 1D piezoelectric bimorph structure using model predictive sliding mode control

  • Kim, Byeongil;Washington, Gregory N.;Yoon, Hwan-Sik
    • Smart Structures and Systems
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    • v.11 no.6
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    • pp.623-635
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    • 2013
  • This paper investigates application of a control algorithm called model predictive sliding mode control (MPSMC) to active vibration suppression of a cantilevered aluminum beam. MPSMC is a relatively new control algorithm where model predictive control is employed to enhance sliding mode control by enforcing the system to reach the sliding surface in an optimal manner. In previous studies, it was shown that MPSMC can be applied to reduce hysteretic effects of piezoelectric actuators in dynamic displacement tracking applications. In the current study, a cantilevered beam with unknown mass distribution is selected as an experimental test bed in order to verify the robustness of MPSMC in active vibration control applications. Experimental results show that MPSMC can reduce vibration of an aluminum cantilevered beam at least by 29% regardless of modified mass distribution.

A Four Leg Shunt Active Power Filter Predictive Fuzzy Logic Controller for Low-Voltage Unbalanced-Load Distribution Networks

  • Fahmy, A.M.;Abdelslam, Ahmed K.;Lotfy, Ahmed A.;Hamad, Mostafa;Kotb, Abdelsamee
    • Journal of Power Electronics
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    • v.18 no.2
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    • pp.573-587
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    • 2018
  • Recently evolved power electronics' based domestic/residential appliances have begun to behave as single phase non-linear loads. Performing as voltage/current harmonic sources, those loads when connected to a three phase distribution network contaminate the line current with harmonics in addition to creating a neutral wire current increase. In this paper, an enhanced performance three phase four leg shunt active power filter (SAPF) controller is presented as a solution for this problem. The presented control strategy incorporates a hybrid predictive fuzzy-logic based technique. The predictive part is responsible for the SAPF compensating current generation while the DC-link voltage control is performed by a fuzzy logic technique. Simulations at various loading conditions are carried out to validate the effectiveness of the proposed technique. In addition, an experimental test rig is implemented for practical validation of the of the enhanced performance of the proposed technique.

A Bayesian Prediction of the Generalized Pareto Model (일반화 파레토 모형에서의 베이지안 예측)

  • Huh, Pan;Sohn, Joong Kweon
    • The Korean Journal of Applied Statistics
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    • v.27 no.6
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    • pp.1069-1076
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    • 2014
  • Rainfall weather patterns have changed due to global warming and sudden heavy rainfalls have become more frequent. Economic loss due to heavy rainfall has increased. We study the generalized Pareto distribution for modelling rainfall in Seoul based on data from 1973 to 2008. We use several priors including Jeffrey's noninformative prior and Gibbs sampling method to derive Bayesian posterior predictive distributions. The probability of heavy rainfall has increased over the last ten years based on estimated posterior predictive distribution.