• Title/Summary/Keyword: sampling model

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Construction of variable sampling rate model and its evaluation

  • Imoto, Fumio;Nakamura, Masatoshi
    • 제어로봇시스템학회:학술대회논문집
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    • 1994.10a
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    • pp.106-111
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    • 1994
  • We proposed a new variable sampling rate model which expresses the phenomena with both rapid and slow components. A method for determining the variable sampling rate and the older of the time series model was explained. The proposed variable sampling rate model was evaluated based oil an information criterion(AIC). Tile variable sampling rate model brought smaller an information criterion than one of a constant sampling rate model of conventional type, and was proved to be effective as a prediction model of the system with both rapid and slow components.

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Sensitivity Approach of Sequential Sampling for Kriging Model (민감도법을 이용한 크리깅모델의 순차적 실험계획)

  • Lee, Tae-Hee;Jung, Jae-Jun;Hwang, In-Kyo;Lee, Chang-Seob
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.28 no.11
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    • pp.1760-1767
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    • 2004
  • Sequential sampling approaches of a metamodel that sampling points are updated sequentially become a significant consideration in metamodeling technique. Sequential sampling design is more effective than classical space filling design of all-at-once sampling because sequential sampling design is to add new sampling points by means of distance between sampling points or precdiction error obtained from metamodel. However, though the extremum points can strongly reflect the behaviors of responses, the existing sequential sampling designs are inefficient to approximate extremum points of original model. In this research, new sequential sampling approach using the sensitivity of Kriging model is proposed, so that new approach reflects the behaviors of response sequentially. Various sequential sampling designs are reviewed and the performances of the proposed approach are compared with those of existing sequential sampling approaches by using mean squared error. The accuracy of the proposed approach is investigated against optimization results of test problems so that superiority of the sensitivity approach is verified.

Sequential Feasible Domain Sampling of Kriging Metamodel by Using Penalty Function (벌칙함수 기반 크리깅메타모델의 순차적 유용영역 실험계획)

  • Lee Tae-Hee;Seong Jun-Yeob;Jung Jae-Jun
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.30 no.6 s.249
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    • pp.691-697
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    • 2006
  • Metamodel, model of model, has been widely used to improve an efficiency of optimization process in engineering fields. However, global metamodels of constraints in a constrained optimization problem are required good accuracy around neighborhood of optimum point. To satisfy this requirement, more sampling points must be located around the boundary and inside of feasible region. Therefore, a new sampling strategy that is capable of identifying feasible domain should be applied to select sampling points for metamodels of constraints. In this research, we suggeste sequential feasible domain sampling that can locate sampling points likely within feasible domain by using penalty function method. To validate the excellence of feasible domain sampling, we compare the optimum results from the proposed method with those form conventional global space-filling sampling for a variety of optimization problems. The advantages of the feasible domain sampling are discussed further.

Bootstrap Confidence Intervals for a One Parameter Model using Multinomial Sampling

  • Jeong, Hyeong-Chul;Kim, Dae-Hak
    • Journal of the Korean Data and Information Science Society
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    • v.10 no.2
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    • pp.465-472
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    • 1999
  • We considered a bootstrap method for constructing confidenc intervals for a one parameter model using multinomial sampling. The convergence rates or the proposed bootstrap method are calculated for model-based maximum likelihood estimators(MLE) using multinomial sampling. Monte Carlo simulation was used to compare the performance of bootstrap methods with normal approximations in terms of the average coverage probability criterion.

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An Additive Quantitative Randomized Response Model by Cluster Sampling

  • Lee, Gi-Sung
    • The Korean Journal of Applied Statistics
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    • v.25 no.3
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    • pp.447-456
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    • 2012
  • For a sensitive survey in which the population is comprised of several clusters with a quantitative attribute, we present an additive quantitative randomized response model by cluster sampling that adapts a two-stage cluster sampling instead of a simple random sample based on Himmelfarb-Edgell's additive quantitative attribute model and Gjestvang-Singh's one. We also derive optimum values for the number of 1st stage clusters and the optimum values of observation units in a 2nd stage cluster under the condition of minimizing the variance given constant cost. We can see that Himmelfarb-Edgell's model is more efficient than Gjestvang-Singh's model under the condition of cluster sampling.

Introduction to the Strategic Sampling Approaches to Construct Optimal Conceptual Model of a Contaminated Site (오염부지 최적 개념모델 수립을 위한 전략적 샘플링 기법 소개)

  • Park, Hyun Ji;Kim, Han-Suk;Yun, Seong-Taek;Jo, Ho Young;Kwon, Man Jae
    • Journal of Soil and Groundwater Environment
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    • v.25 no.2_spc
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    • pp.28-54
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    • 2020
  • Even though a systematic sampling approach is very crucial in both the general and detailed investigation phases to produce the best conceptual site model for contaminated sites, the concept is not yet established in South Korea. The U.S. Environmental Protection Agency (EPA) issued the 'Strategic Sampling Approaches Technical guide' in 2018 to help environmental professionals choose which sampling approaches may be needed and most effective for given site conditions. The EPA guide broadly defines strategic sampling as the application of focused data collection across targeted areas of the conceptual site model (CSM) to provide the appropriate amount and type of information needed for decision-making. These strategic sampling approaches can prevent the essential data from missing, minimize the uncertainty of projects and secure the data which are necessary for the important site-decisions. Furthermore, these provide collaborative data sets through the life cycle phases of projects, which can generate more positive proofs on the site-decisions. The strategic sampling approaches can be divided by site conditions. This technical guide categorized it into eight conditions; High-resolution site characterization in unconsolidated environments, High-resolution site characterization in fractured sedimentary rock environments, Incremental sampling, Contaminant source definition, Passive groundwater sampling, Passive sampling for surface water and sediment, Groundwater to surface water interaction, and Vapor intrusion. This commentary paper introduces specific sampling methods based on site conditions when the strategic sampling approaches are applied.

Single and Sequential Dependent Sampling Plans for the Polya Process Model (폴랴 과정 모델에 대한 단일 및 축차 종속 샘플링 계획법)

  • Kim, Won Kyung
    • Journal of Korean Institute of Industrial Engineers
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    • v.28 no.4
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    • pp.351-359
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    • 2002
  • In this paper, stochastically dependent single and sequential acceptance sampling plans are dealt when the process follows a Polya process model. A Monte-Cairo algorithm is used to find the acceptance and rejection probabilities of a lot. The number of defectives for the test to be accepted and rejected in a probability ratio sequential test can be found by using these probabilities. The formula to measure performance of these sampling plans is developed. Type I and II error probabilities are estimated by simulation. Dependent multiple acceptance sampling plans can be derived by extending the sequential sampling procedure. In numerical examples, single and sequential sampling plans of a Polya dependent process are examined and the characteristics are compared according to the change of the dependency factor.

Economic-Statistical Design of Double Sampling T2 Control Chart under Weibull Failure Model (와이블 고장모형 하에서의 이중샘플링 T2 관리도의 경제적-통계적 설계 (이중샘플링 T2 관리도의 경제적-통계적 설계))

  • Hong, Seong-Ok;Lee, Min-Koo;Lee, Jooho
    • Journal of Korean Society for Quality Management
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    • v.43 no.4
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    • pp.471-488
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    • 2015
  • Purpose: Double sampling $T^2$ chart is a useful tool for detecting a relatively small shift in process mean when the process is controlled by multiple variables. This paper finds the optimal design of the double sampling $T^2$ chart in both economical and statistical sense under Weibull failure model. Methods: The expected cost function is mathematically derived using recursive equation approach. The optimal designs are found using a genetic algorithm for numerical examples and compared to those of single sampling $T^2$ chart. Sensitivity analysis is performed to see the parameter effects. Results: The proposed design outperforms the optimal design of the single sampling $T^2$ chart in terms of the expected cost per unit time and Type-I error rate for all the numerical examples considered. Conclusion: Double sampling $T^2$ chart can be designed to satisfy both economic and statistical requirements under Weibull failure model and the resulting design is better than the single sampling counterpart.

RAINFALL SEASONALITY AND SAMPLING ERROR VARIATION

  • Yoo, Chul-sang
    • Water Engineering Research
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    • v.2 no.1
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    • pp.63-72
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    • 2001
  • The variation of sampling errors was characterized using the Waymire-Gupta-Rodriguez-Iturbe multi-dimensional rainfall model(WGR model). The parameters used for this study are those derived by Jung et al. (2000) for the Han River Basin using a genetic algorithm technique. The sampling error problems considered are those for using raingauge network, satellite observation and also for both combined. The characterization of sampling errors was done for each month and also for the downstream plain area and the upstream mountain area, separately. As results of the study we conclude: (1) The pattern of sampling errors estimated are obviously different from the seasonal pattern of monthly rainfall amounts. This result may be understood from the fact that the sampling error is estimated not simply by considering the rainfall amounts, but by considering all the mechanisms controlling the rainfall propagation along with its generation and decay. As the major mechanism of moisture source to the Korean Peninsula is obviously different each month, it seems rather normal to provide different pattern of sampling errors from that of monthly rainfall amounts. (2) The sampling errors estimated for the upstream mountain area is about twice higher than those for the down stream plain area. It is believed to be because of the higher variability of rainfall in the upstream mountain arean than in the down stream plain area.

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Reliability Analysis for Structure Design of Automatic Ocean Salt Collector Using Sampling Method of Monte Carlo Simulation

  • Song, Chang Yong
    • Journal of Ocean Engineering and Technology
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    • v.34 no.5
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    • pp.316-324
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    • 2020
  • This paper presents comparative studies of reliability analysis and meta-modeling using the sampling method of Monte Carlo simulation for the structure design of an automatic ocean salt collector (AOSC). The thickness sizing variables of structure members are considered as random variables. Probabilistic performance functions are selected from strength performances evaluated via the finite element analysis of an AOSC. The sampling methods used in the comparative studies are simple random sampling and Sobol sequences with varied numbers of sampling. Approximation methods such as the Kriging model is applied to the meta-model generation. Reliability performances such as the probability failure and distribution are compared based on the variation of the sampling method of Monte Carlo simulation. The meta-modeling accuracy is evaluated for the Kriging model generated from the Monte Carlo simulation and Sobol sequence results. It is discovered that the Sobol sequence method is applicable to not only to the reliability analysis for the structural design of marine equipment such as the AOSC, but also to Kriging meta-modeling owing to its high numerical efficiency.