• 제목/요약/키워드: random points

검색결과 409건 처리시간 0.028초

임의 추출방식 크리깅을 이용한 평균면적우량의 추정 (A Random Sampling Method in Estimating the Mean Areal Precipitation Using Kriging)

  • 이상일
    • 물과 미래
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    • 제26권2호
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    • pp.79-87
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    • 1993
  • 크리깅을 이용하여 평균면적우량을 추정함에 있어 새로운 방법을 개발하였다. 이 방법은 크리깅 방정식에 나타나는 2중 및 4중 수치적분에 필요한 점들을 대상지역의 경계만 주면 임의로 추출하여 사용한다는 것이 기존의 방법과는 상이하다. 이로 인해 대상지역을 소구역으로 나누고, 각각의 중심점을 계산해야 했던 기존 방식의 난점을 극복하였으며, 따라서 본 연구에서 개발된 방법은 복잡한 경계를 갖는 지역의 경우 더욱 유용하다. 경계가 주어지면 그 안에서 점들을 임의로 추출하는 과정을 복소함수론에 기초한 알고리듬을 통하여 설명하였다. Monte Carlo 시뮬레이션의 결과, 개발된 방법에 의한 평균면적유량의 추정에 따른 오차는 추출점 수의 제곱근에 반비례하였다.

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A new high-order response surface method for structural reliability analysis

  • Li, Hong-Shuang;Lu, Zhen-Zhou;Qiao, Hong-Wei
    • Structural Engineering and Mechanics
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    • 제34권6호
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    • pp.779-799
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    • 2010
  • In order to consider high-order effects on the actual limit state function, a new response surface method is proposed for structural reliability analysis by the use of high-order approximation concept in this study. Hermite polynomials are used to determine the highest orders of input random variables, and the sampling points for the determination of highest orders are located on Gaussian points of Gauss-Hermite integration. The cross terms between two random variables, only in case that their corresponding percent contributions to the total variation of limit state function are significant, will be added to the response surface function to improve the approximation accuracy. As a result, significant reduction in computational cost is achieved with this strategy. Due to the addition of cross terms, the additional sampling points, laid on two-dimensional Gaussian points off axis on the plane of two significant variables, are required to determine the coefficients of the approximated limit state function. All available sampling points are employed to construct the final response surface function. Then, Monte Carlo Simulation is carried out on the final approximation response surface function to estimate the failure probability. Due to the use of high order polynomial, the proposed method is more accurate than the traditional second-order or linear response surface method. It also provides much more efficient solutions than the available high-order response surface method with less loss in accuracy. The efficiency and the accuracy of the proposed method compared with those of various response surface methods available are illustrated by five numerical examples.

강변 토양내 중금속 분석에서 시료 채취 지점 선정방법에 따른 결과들의 통계적 비교 (Statistical comparison of the analytical results of heavy metal contents in the riverside soil from the various methods of selecting sampling points)

  • 박광재;문병철
    • 한국환경과학회지
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    • 제6권1호
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    • pp.33-44
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    • 1997
  • In investigating heavy metal contents at specific areas, the method of selecting sampling points is Important A general method is, according to the law , random sampling of zigzag-form in the selected field. In this work, we studied whether the measured values obtained from a certain method of selecting sampling points is a representative of heavy metal contents in the selected field or not. The selected field for this study is located on the lower Yangsan-river: Gasan-li, Mulgum-myon, Yangsan-gun, KyoungNam, 1 km away from the mi, h stream of Nakdong river. The heavy metals investigated were Cd, Cr, Cu, Fe, Mn, Ni, Pb, and Zn. The inductively coupled plasma(ICPI atomic emission spectrometer was used to measure these metals quantitatively. The number of total sampling points were 24. We compared the total mean values with the mean obtained from various methods of selecting sampling points.

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단일 시각방향 영상에서의 기하 불변량의 특성 비교에 관한 연구 (A Study On the Comparison of the Geometric Invariance From A Single-View Image)

  • 이영재;박영태
    • 대한전자공학회:학술대회논문집
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    • 대한전자공학회 1999년도 하계종합학술대회 논문집
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    • pp.639-642
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    • 1999
  • There exist geometrically invariant relations in single-view images under a specific geometrical structure. This invariance may be utilized for 3D object recognition. Two types of invariants are compared in terms of the robustness to the variation of the feature points. Deviation of the invariant relations are measured by adding random noise to the feature point location. Zhu’s invariant requires six points on adjacent planes having two sets of four coplanar points, whereas the Kaist method requires four coplanar points and two non-coplanar points. Experimental results show that the latter method has the advantage in choosing feature points while suffering from weak robustness to the noise.

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Conditional Random Fields 구조에서 궤적군집화를 이용한 혼잡 영상의 이동 객체 검출 (Detection of Moving Objects in Crowded Scenes using Trajectory Clustering via Conditional Random Fields Framework)

  • 김형기;이광국;김회율
    • 한국멀티미디어학회논문지
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    • 제13권8호
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    • pp.1128-1141
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    • 2010
  • 본 논문은 궤적을 군집화하여 혼잡한 영상에서 이동 객체를 검출하는 방법을 제안한다. 제안하는 방법은 객체의 외형 정보에 기반한 기존의 방법들과는 달리 객체의 움직임 정보만을 이용해 이동 객체를 검출한다. 이를 위하여 입력 영상의 매 프레임에서 특징점을 추출하며, 인접한 프레임간의 추적 과정을 통하여 특징점들의 궤적을 생성한다. 동일 객체에서 얻어진 궤적들은 유사한 움직임을 보일 것이라는 가정 하에 군집화 과정을 통하여 이동 객체를 검출한다. 궤적들의 군집화를 위하여 특징점 간의 위치, 움직임, 연속성에 기반한 에너지 함수로 궤적 간 유사도를 측정하였으며, conditional random fields (CRFs)를 이용하여 최적의 군집을 결정하였다. 기존의 궤적 군집화를 통한 이동 객체 검출 방법이 군집화 과정에서 한번 잘못 분류된 궤적은 잘못된 결과를 생성하는 것과는 달리, 제안한 방법에서는 군집화가 CRFs 상에서 에너지 최소화에 의해 수행되기 때문에 잘못 분류된 궤적이 반복 과정에서 다시 올바른 군집으로 재배열되는 것이 가능하다. 제안한 방법의 성능 측정을 위하여 서로 다른 혼잡도를 가지는 세 개의 영상을 이용하였으며, 약 94%의 검출률과 7%의 허위 경보율을 나타내었다.

중심합성계획 시뮬레이션 실험에서 공통난수의 활용 (Application of Common Random Numbers in Simulation Experiments Using Central Composite Design)

  • 권치명
    • 한국시뮬레이션학회논문지
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    • 제23권3호
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    • pp.11-17
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    • 2014
  • 중심합성계획(CCD)은 2차 선형 모형을 추정하기 위해서 자주 활용된다. 본 연구는 CCD를 활용하는 시뮬레이션 실험에서 공통난수(CRN) 상관유도전략을 사용하여 모형의 파라미터를 효율적으로 추정하고자 한다. CCD의 축점을 적절히 선택하면 모든 표본점에 공통난수를 할당하는 전략으로 얻은 파라미터의 가중최소자승(WLS) 추정량은 정규최소자승(OLS) 추정량과 일치한다. 본 연구는 선형모형의 파라미터를 추정하는 공통난수 상관유도전략이 파라미터 추정 효율성 측면에서 독립 난수 할당전략보다 우수함을 계량적으로 분석하였다. 2차 선형모형에서 상수항을 제외한 나머지 파라미터를 추정하는데 있어서 공통난수 상관유도전략이 우수하며 시뮬레이션 결과도 이러한 분석을 지지하고 있다. 제안된 난수 할당전략이 CCD 시뮬레이션 실험에서 유용하게 활용될 수 있을 것으로 기대한다.

유도된 이진난수 생성법을 이용한 uDEAS의 Multi-start 성능 개선 (Performance Improvement of Multi-Start in uDEAS Using Guided Random Bit Generation)

  • 김은숙;김만석;김종욱
    • 전기학회논문지
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    • 제58권4호
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    • pp.840-848
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    • 2009
  • This paper proposes a new multi-start scheme that generates guided random bits in selecting initial search points for global optimization with univariate dynamic encoding algorithm for searches (uDEAS). The proposed method counts the number of 1 in each bit position from all the previously generated initial search matrices and, based on this information, generates 0 in proportion with the probability of selecting 1. This rule is simple and effective for improving diversity of initial search points. The performance improvement of the proposed multi-start is validated through implementation in uDEAS and function optimization experiments.

SIMULATION EFFICIENCY FOR MULTI-PRODUCTION MODEL

  • Kwon, Chi-Myung
    • 한국시뮬레이션학회:학술대회논문집
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    • 한국시뮬레이션학회 1992년도 제2회 정기총회 및 추계학술 발표회 발표논문 초록
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    • pp.8-8
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    • 1992
  • Through a simulation experiment, often an experimenter is concerned with estimating the system parameters of the linear model consisting of m design points from the outputs oft the simulation model. To improve the estimation of the system parameters and reliability of these estimators, appropriate simulation techniques have been developed. For the first order linear model, Schruben and Margolin (1978) exploited the random number assignment rules which uses a combination of common random numbers and antithetic streams in a simulation experiment designed to estimate the system parameters when the design matrix of simulation model admits orthogonal blocking into two blocks. Nozari, Arnold and Pegden (1984) developed a method for appliying the method of control variates to the situation of the linear model having multiple design points. This talk deals with a different way of utilizing controls under the correlation induction strategy of Schruben and Margolin's to improve the simulation efficiency, and presents a procedure for obtaining the estimators of the system parameters analytically. Simulation results on a selected simulation model indicate a promising evidence that a proposed method may yield better results than Schruben and Margolin's method.

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On the maximum likelihood estimation for a normal distribution under random censoring

  • Kim, Namhyun
    • Communications for Statistical Applications and Methods
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    • 제25권6호
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    • pp.647-658
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    • 2018
  • In this paper, we study statistical inferences on the maximum likelihood estimation of a normal distribution when data are randomly censored. Likelihood equations are derived assuming that the censoring distribution does not involve any parameters of interest. The maximum likelihood estimators (MLEs) of the censored normal distribution do not have an explicit form, and it should be solved in an iterative way. We consider a simple method to derive an explicit form of the approximate MLEs with no iterations by expanding the nonlinear parts of the likelihood equations in Taylor series around some suitable points. The points are closely related to Kaplan-Meier estimators. By using the same method, the observed Fisher information is also approximated to obtain asymptotic variances of the estimators. An illustrative example is presented, and a simulation study is conducted to compare the performances of the estimators. In addition to their explicit form, the approximate MLEs are as efficient as the MLEs in terms of variances.

Pareto 최적점 기반 다목적함수 기법 개발에 관한 연구 (Development of a Multi-objective function Method Based on Pareto Optimal Point)

  • 나승수
    • 대한조선학회논문집
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    • 제42권2호
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    • pp.175-182
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    • 2005
  • It is necessary to develop an efficient optimization technique to optimize the engineering structures which have given design spaces, discrete design values and several design goals. As optimization techniques, direct search method and stochastic search method are widely used in designing of engineering structures. The merit of the direct search method is to search the optimum points rapidly by considering the search direction, step size and convergence limit. And the merit of the stochastic search method is to obtain the global optimum points by spreading point randomly entire the design spaces. In this paper, a Pareto optimal based multi-objective function method (PMOFM) is developed by considering the search direction based on Pareto optimal points, step size, convergence limit and random search generation . The PMOFM can also apply to the single objective function problems, and can consider the discrete design variables such as discrete plate thickness and discrete stiffener spaces. The design results are compared with existing Evolutionary Strategies (ES) method by performing the design of double bottom structures which have discrete plate thickness and discrete stiffener spaces.