• Title/Summary/Keyword: random value

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Choquet expected values of fuzzy number-valued random variables and their applications (퍼지수치 확률변수의 쇼케이 기댓값과 그 응용)

  • Lee, Chae-Jang;Kim, Tae-Kyun
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 2004.04a
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    • pp.394-397
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    • 2004
  • In this paper, we consider interval number-valued random variables and fuzzy number-valued random variables and discuss Choquet integrals of them. Using these properties, we define the Choquet expected value of fuzzy number-valued random variables which is a natural generalization of the Lebesgue expected value of Lebesgue expected value of fuzzy random variables. Furthermore, we discuss some application of them.

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Choquet expected values of fuzzy number-valued random variables and their applications (퍼지수치 확률변수의 쇼케이 기댓값과 그 응용)

  • Jang LeeChae;Kim TaeKyun
    • Journal of the Korean Institute of Intelligent Systems
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    • v.15 no.1
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    • pp.98-103
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    • 2005
  • In this paper, we consider interval number-valued random variables and fuzzy number-valued random variables and discuss Choquet integrals of them. Using these properties, we define the Choquet expected value of fuzzy number-valued random variables which is a natural generalization of the Lebesgue expected value of fuzzy random variables. Furthermore, we discuss some application of them.

Note on Fuzzy Random Renewal Process and Renewal Rewards Process

  • Hong, Dug-Hun
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • v.9 no.3
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    • pp.219-223
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    • 2009
  • Recently, Zhao et al. [Fuzzy Optimization and Decision Making (2007) 6, 279-295] characterized the interarrival times as fuzzy random variables and presented a fuzzy random elementary renewal theorem on the limit value of the expected renewal rate of the process in the fuzzy random renewal process. They also depicted both the interarrival times and rewards are depicted as fuzzy random variables and provided fuzzy random renewal reward theorem on the limit value of the long run expected reward per unit time in the fuzzy random renewal reward process. In this note, we simplify the proofs of two main results of the paper.

Always Metastable State True Random Number Generator

  • Seo, Hwa-Jeong;Kim, Ho-Won
    • Journal of information and communication convergence engineering
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    • v.10 no.3
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    • pp.253-257
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    • 2012
  • This paper presents an efficient filtering system for a metastable state-based true random number generator. To output a result with high randomness, we use loop-storage for storing the value of metastability. During the metastable state, the output value is accumulated to the storage. When the non-metastable state arises, the stored metastable value will be used for output instead of the result of the non-metastable state. As a result, we can maintain high entropy together with the original throughput.

Entropy and Average Mutual Information for a 'Choseong', a 'Jungseong', and a 'Jongseong' of a Korean Syllable (한글 음절의 초성, 중성, 종성 단위의 발생확률, 엔트로피 및 평균상호정보량)

  • 이재홍;오상현
    • Journal of the Korean Institute of Telematics and Electronics
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    • v.26 no.9
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    • pp.1299-1307
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    • 1989
  • A Korean syllable is regarded as a random variable according to its probabilistic property in occurrence. A Korean syllable is divided into a 'choseong', a 'jungseong', and a 'jongseong' which are regarded as random variables. From the cumulative freaquency of a Korean syllable all possible joint probabilities and conditional probabilities are computed for the three ramdom variables. From the joint probabilities and the conditional probabilities all possible joint entropies and conditional entropies are computed for the three random varibles. Also all possible average mutual informations are calculated for the three random variables. Average mutual informatin between two random variables hss its biggest value between choseong and jungseong. Average mutual information between a random variable and other two random variables has its biggest value between jungseong and choseong-jongseong.

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Role of Distribution Function in Vibration Related Error of Strapdown INS in Random Vibration Test

  • Abdoli, A.;Taghavi, S.H.
    • International Journal of Aeronautical and Space Sciences
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    • v.15 no.3
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    • pp.302-308
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    • 2014
  • In this paper, a detailed investigation of the random vibration test is presented for strapdown inertial navigation systems (INS). The effect of the random vibration test has been studied from the point of view of navigation performance. The role of distribution functions and RMS value is represented to determine a feasible method to reject or reduce vibration related error in position and velocity estimation in inertial navigation. According to a survey conducted by the authors, this is the first time that the effect of the distribution function in vibration related error has been investigated in random vibration testing of INS. Recorded data of navigation grade INS is used in offline static navigation to examine the effect of different characteristics of random vibration tests on navigation error.

Efficient hardware implementation and analysis of true random-number generator based on beta source

  • Park, Seongmo;Choi, Byoung Gun;Kang, Taewook;Park, Kyunghwan;Kwon, Youngsu;Kim, Jongbum
    • ETRI Journal
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    • v.42 no.4
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    • pp.518-526
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    • 2020
  • This paper presents an efficient hardware random-number generator based on a beta source. The proposed generator counts the values of "0" and "1" and provides a method to distinguish between pseudo-random and true random numbers by comparing them using simple cumulative operations. The random-number generator produces labeled data indicating whether the count value is a pseudo- or true random number according to its bit value based on the generated labeling data. The proposed method is verified using a system based on Verilog RTL coding and LabVIEW for hardware implementation. The generated random numbers were tested according to the NIST SP 800-22 and SP 800-90B standards, and they satisfied the test items specified in the standard. Furthermore, the hardware is efficient and can be used for security, artificial intelligence, and Internet of Things applications in real time.

Selecting Stock by Value Investing based on Machine Learning: Focusing on Intrinsic Value (머신러닝 기반 가치투자를 통한 주식 종목 선정 연구: 내재가치를 중심으로)

  • Kim, Youn Seung;Yoo, Dong Hee
    • The Journal of Information Systems
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    • v.32 no.1
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    • pp.179-199
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    • 2023
  • Purpose This study builds a prediction model to find stocks that can reach intrinsic value among KOSPI and KOSDAQ-listed companies to improve the stability and profitability of the stock investment. And investment simulations are conducted to verify whether stock investment performance is improved by comparing the prediction model, random stock selection, and the market indexes. Design/methodology/approach Value investment theory and machine learning techniques are applied to build the model. Various experiments find conditions such as the algorithm with the best predictive performance, learning period, and intrinsic value-reaching period. This study selects stocks through the prediction model learned with inventive variables, does not limit the holding period after buying to reach the intrinsic value of the stocks, and targets all KOSPI and KOSDAQ companies. The stock and financial data are collected for 21 years (2001-2021). Findings As a result of the experiment, using the random forest technique, the prediction model's performance was the best with one year of learning period and within one year of the intrinsic value reaching period. As a result of the investment simulation, the cumulative return of the prediction model was up to 1.68 times higher than the random stock selection and 17 times higher than the KOSPI index. The usefulness of the prediction model was confirmed in that the number of intrinsic values reaching the predicted stock was up to 70% higher than the random selection.

Force limited vibration testing: an evaluation of the computation of C2 for real load and probabilistic source

  • Wijker, J.J.;de Boer, A.;Ellenbroek, M.H.M.
    • Advances in aircraft and spacecraft science
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    • v.2 no.2
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    • pp.217-232
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    • 2015
  • To prevent over-testing of the test-item during random vibration testing Scharton proposed and discussed the force limited random vibration testing (FLVT) in a number of publications. Besides the random vibration specification, the total mass and the turn-over frequency of the load (test item), $C^2$ is a very important parameter for FLVT. A number of computational methods to estimate $C^2$ are described in the literature, i.e., the simple and the complex two degrees of freedom system, STDFS and CTDFS, respectively. The motivation of this work is to evaluate the method for the computation of a realistic value of $C^2$ to perform a representative random vibration test based on force limitation, when the adjacent structure (source) description is more or less unknown. Marchand discussed the formal description of getting $C^2$, using the maximum PSD of the acceleration and maximum PSD of the force, both at the interface between load and source. Stevens presented the coupled systems modal approach (CSMA), where simplified asparagus patch models (parallel-oscillator representation) of load and source are connected, consisting of modal effective masses and the spring stiffness's associated with the natural frequencies. When the random acceleration vibration specification is given the CSMA method is suitable to compute the value of the parameter $C^2$. When no mathematical model of the source can be made available, estimations of the value $C^2$ can be find in literature. In this paper a probabilistic mathematical representation of the unknown source is proposed, such that the asparagus patch model of the source can be approximated. The chosen probabilistic design parameters have a uniform distribution. The computation of the value $C^2$ can be done in conjunction with the CSMA method, knowing the apparent mass of the load and the random acceleration specification at the interface between load and source, respectively. Data of two cases available from literature have been analyzed and discussed to get more knowledge about the applicability of the probabilistic method.