• Title/Summary/Keyword: quadratic function

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A Study on Process Capability Index using Reflected Normal Loss Function (역정규 손실함수를 이용한 공정능력지수에 관한 연구)

  • 정영배;문혜진
    • Journal of Korean Society for Quality Management
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    • v.30 no.3
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    • pp.66-78
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    • 2002
  • Process capability indices are being used as indicators for measurements of process capability for SPC of quality assurance system in industries. In view of the enhancement of customer satisfaction, process capability indices in which loss functions are used to deal with the economic loss In the processes deviated from the target, are in an adequate representation of the customer's perception of quality In this connection, the loss function has become increasingly important in quality assurance. Taguchi uses a modified form of the quadratic loss function to demonstrate the need to consider the proximity to the target while assessing its quality. But this traditional quadratic loss function is inadequate to assessing the quality and quality improvement since different processes have different sets of economic consequences on the manufacturing, Thereby, a flexible approach to the development of the loss function needs to be desired. In this paper, we introduce an easily understood loss function, based on reflection of probability density function of the normal distribution. That is, the Reflected Normal Loss function can be adapted to an asymmetric loss as well as to a symmetric loss around the target. We propose that, instead of the process variation, a new capability index, CpI using the Reflected Normal Loss Function that can accurately reflect the losses associated with the process and a new capability index CpI Is compared with the classical indices as $C_{p}$ , $C_{pk}$, $C_{pm}$ and $C_{pm}$ $^{+}$.>.+/./.

Development of FAMD Code to Calculate the Fluid Added Mass and Damping of Arbitrary Structures Submerged in Confined Viscous Fluid

  • Koo, Gyeong-Hoi;Lee, Jae-Han
    • Journal of Mechanical Science and Technology
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    • v.17 no.3
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    • pp.457-466
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    • 2003
  • In this paper, the numerical finite element formulations were derived for the linearized Navier-Stokes' equations with assumptions of two-dimensional incompressible, homogeneous viscous fluid field, and small oscillation and the FAMD (Fluid Added Mass and Damping) code was developed for practical applications calculating the fluid added mass and damping. In formulations, a fluid domain is discretized with C$\^$0/-type quadratic quadrilateral elements containing eight nodes using a mixed interpolation method, i.e., the interpolation function for the velocity variable is approximated by a quadratic function based on all eight nodal points and the interpolation function for the pressure variable is approximated by a linear function based on the four nodal points at vertices. Using the developed code, the various characteristics of the fluid added mass and damping are investigated for the concentric cylindrical shell and the actual hexagon arrays of the liquid metal reactor cores.

Kernel Adatron Algorithm of Support Vector Machine for Function Approximation (함수근사를 위한 서포트 벡터 기계의 커널 애더트론 알고리즘)

  • Seok, Kyung-Ha;Hwang, Chang-Ha
    • The Transactions of the Korea Information Processing Society
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    • v.7 no.6
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    • pp.1867-1873
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    • 2000
  • Function approximation from a set of input-output pairs has numerous applications in scientific and engineering areas. Support vector machine (SVM) is a new and very promising classification, regression and function approximation technique developed by Vapnik and his group at AT&TG Bell Laboratories. However, it has failed to establish itself as common machine learning tool. This is partly due to the fact that this is not easy to implement, and its standard implementation requires the use of optimization package for quadratic programming (QP). In this appear we present simple iterative Kernel Adatron (KA) algorithm for function approximation and compare it with standard SVM algorithm using QP.

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MEAN VALUES OF DERIVATIVES OF L-FUNCTIONS IN FUNCTION FIELDS: IV

  • Andrade, Julio;Jung, Hwanyup
    • Journal of the Korean Mathematical Society
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    • v.58 no.6
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    • pp.1529-1547
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    • 2021
  • In this series, we investigate the calculation of mean values of derivatives of Dirichlet L-functions in function fields using the analogue of the approximate functional equation and the Riemann Hypothesis for curves over finite fields. The present paper generalizes the results obtained in the first paper. For µ ≥ 1 an integer, we compute the mean value of the µ-th derivative of quadratic Dirichlet L-functions over the rational function field. We obtain the full polynomial in the asymptotic formulae for these mean values where we can see the arithmetic dependence of the lower order terms that appears in the asymptotic expansion.

The critical slab problem with the Anlı-Güngor scattering function

  • R.G. Tureci
    • Nuclear Engineering and Technology
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    • v.55 no.8
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    • pp.2864-2872
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    • 2023
  • The criticality problem in this study is studied with the recently investigated the Anlı-Güngör scattering function. The scattering function depends on the Legendre polynomials as the Mika scattering function, but it includes only one scattering parameter, t, and its orders. Both Mika and Anlı-Güngör scattering are the same for only linear anisotropic scattering. The difference appears for the quadratic scattering and further. The analytical calculations are performed with the HN method, and the numerical results are calculated with Wolfram Mathematica. Interpolation technique in Mathematica is also used to approximate the isotropic scattering results when t parameter goes to zero. Thus, the calculated results could be compared with the literature data for isotropic scattering.

QUOTIENTS OF THETA SERIES AS RATIONAL FUNCTIONS OF j(sub)1,8

  • Hong, Kuk-Jin;Koo, Ja-Kyung
    • Journal of the Korean Mathematical Society
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    • v.38 no.3
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    • pp.595-611
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    • 2001
  • Let Q(n,1) be the set of even unimodular positive definite integral quadratic forms in n-variables. Then n is divisible by 8. For A[X] in Q(n,1), the theta series $\theta$(sub)A(z) = ∑(sub)X∈Z(sup)n e(sup)$\pi$izA[X] (Z∈h (※Equations, See Full-text) the complex upper half plane) is a modular form of weight n/2 for the congruence group Γ$_1$(8) = {$\delta$∈SL$_2$(Z)│$\delta$≡()mod 8} (※Equation, See Full-text). If n$\geq$24 and A[X], B{X} are tow quadratic forms in Q(n,1), the quotient $\theta$(sub)A(z)/$\theta$(sub)B(z) is a modular function for Γ$_1$(8). Since we identify the field of modular functions for Γ$_1$(8) with the function field K(X$_1$(8)) of the modular curve X$_1$(8) = Γ$_1$(8)\h(sup)* (h(sup)* the extended plane of h) with genus 0, we can express it as a rational function of j(sub) 1,8 over C which is a field generator of K(X$_1$(8)) and defined by j(sub)1,8(z) = $\theta$$_3$(2z)/$\theta$$_3$(4z). Here, $\theta$$_3$ is the classical Jacobi theta series.

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Support Vector Machine for Interval Regression

  • Hong Dug Hun;Hwang Changha
    • Proceedings of the Korean Statistical Society Conference
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    • 2004.11a
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    • pp.67-72
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    • 2004
  • Support vector machine (SVM) has been very successful in pattern recognition and function estimation problems for crisp data. This paper proposes a new method to evaluate interval linear and nonlinear regression models combining the possibility and necessity estimation formulation with the principle of SVM. For data sets with crisp inputs and interval outputs, the possibility and necessity models have been recently utilized, which are based on quadratic programming approach giving more diverse spread coefficients than a linear programming one. SVM also uses quadratic programming approach whose another advantage in interval regression analysis is to be able to integrate both the property of central tendency in least squares and the possibilistic property In fuzzy regression. However this is not a computationally expensive way. SVM allows us to perform interval nonlinear regression analysis by constructing an interval linear regression function in a high dimensional feature space. In particular, SVM is a very attractive approach to model nonlinear interval data. The proposed algorithm here is model-free method in the sense that we do not have to assume the underlying model function for interval nonlinear regression model with crisp inputs and interval output. Experimental results are then presented which indicate the performance of this algorithm.

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A study on the Analysis and the Correction of third-year Middle School Students Error Related to Graph of Quadratic Function (이차함수 그래프에 관련된 중학교 3학년 학생들이 범하는 오류와 교정)

  • Gu, Young Hwa;Kang, Young Yug;Ryu, Hyunah
    • East Asian mathematical journal
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    • v.30 no.4
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    • pp.451-474
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    • 2014
  • The purpose of this study is to analyze error patterns third-year middle school students make on quadratic function graph problems and to examine about the possible correct them by providing supplementary tutoring. To exam the error patterns that occur during problem solving processes, to 82 students, We provided 25 quadratic function graph problems in the preliminary-test. The 5 types of errors was conceptual errors, false intuition errors, incorrect use of conditions in problems, technical errors, and errors from slips or carelessness. Statistical analysis of the preliminary-test and post-test shows that achievement level was higher in the post-test, after supplementary tutoring, and the t-test proves this to be meaningful data. According to the per subject analyses, the achievement level in the interest of symmetry, parallel translation, and general graph, respectively, were all higher in the post-test than the preliminary-test and this is meaningful data as well. However, no meaningful relation could be found between the preliminary-test and the post-test on other subjects such as graph remodeling and relations positions of the parabola. For the correction of errors, try the appropriate feedback and various teaching and learning methods.

A Development of Expected Loss Control Chart Using Reflected Normal Loss Function (역정규 손실함수를 이용한 기대손실 관리도의 개발)

  • Kim, Dong-Hyuk;Chung, Young-Bae
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.39 no.2
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    • pp.37-45
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    • 2016
  • Control chart is representative tools of statistical process control (SPC). It is a graph that plotting the characteristic values from the process. It has two steps (or Phase). First step is a procedure for finding a process parameters. It is called Phase I. This step is to find the process parameters by using data obtained from in-controlled process. It is a step that the standard value was not determined. Another step is monitoring process by already known process parameters from Phase I. It is called Phase II. These control chart is the process quality characteristic value for management, which is plotted dot whether the existence within the control limit or not. But, this is not given information about the economic loss that occurs when a product characteristic value does not match the target value. In order to meet the customer needs, company not only consider stability of the process variation but also produce the product that is meet the target value. Taguchi's quadratic loss function is include information about economic loss that occurred by the mismatch the target value. However, Taguchi's quadratic loss function is very simple quadratic curve. It is difficult to realistically reflect the increased amount of loss that due to a deviation from the target value. Also, it can be well explained by only on condition that the normal process. Spiring proposed an alternative loss function that called reflected normal loss function (RNLF). In this paper, we design a new control chart for overcome these disadvantage by using the Spiring's RNLF. And we demonstrate effectiveness of new control chart by comparing its average run length (ARL) with ${\bar{x}}-R$ control chart and expected loss control chart (ELCC).

THE USE OF MATHEMATICAL PROGRAMMING FOR LINEAR REGRESSION PROBLEMS

  • Park, Sung-Hyun
    • Journal of the Korean Operations Research and Management Science Society
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    • v.3 no.1
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    • pp.75-79
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    • 1978
  • The use of three mathematical programming techniques (quadratic programming, integer quadratic programming and linear programming) is discussed to solve some problems in linear regression analysis. When the criterion is the minimization of the sum of squared deviations and the parameters are linearly constrained, the problem may be formulated as quadratic programming problem. For the selection of variables to find "best" regression equation in statistics, the technique of integer quadratic programming is proposed and found to be a very useful tool. When the criterion of fitting a linear regression is the minimization of the sum of absolute deviations from the regression function, the problem may be reduced to a linear programming problem and can be solved reasonably well.ably well.

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