• Title/Summary/Keyword: sequential prediction

Search Result 166, Processing Time 0.025 seconds

ADAPTIVE CHANDRASEKHAR FILLTER FOR LINEAR DISCRETE-TIME STATIONALY STOCHASTIC SYSTEMS

  • Sugisaka, Masanori
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 1988.10b
    • /
    • pp.1041-1044
    • /
    • 1988
  • This paper considers the design problem of adaptive filters based an the state-space models for linear discrete-time stationary stochastic signal processes. The adaptive state estimator consists of both the predictor and the sequential prediction error estimator. The discrete Chandrasakhar filter developed by author is employed as the predictor and the nonlinear least-squares estimator is used as the sequential prediction error estimator. Two models are presented for calculating the parameter sensitivity functions in the adaptive filter. One is the exact model called the linear innovations model and the other is the simplified model obtained by neglecting the sensitivities of the Chandrasekhar X and Y functions with respect to the unknown parameters in the exact model.

  • PDF

Candidate Points and Representative Cross-Validation Approach for Sequential Sampling (후보점과 대표점 교차검증에 의한 순차적 실험계획)

  • Kim, Seung-Won;Jung, Jae-Jun;Lee, Tae-Hee
    • Transactions of the Korean Society of Mechanical Engineers A
    • /
    • v.31 no.1 s.256
    • /
    • pp.55-61
    • /
    • 2007
  • Recently simulation model becomes an essential tool for analysis and design of a system but it is often expensive and time consuming as it becomes complicate to achieve reliable results. Therefore, high-fidelity simulation model needs to be replaced by an approximate model, the so-called metamodel. Metamodeling techniques include 3 components of sampling, metamodel and validation. Cross-validation approach has been proposed to provide sequnatially new sample point based on cross-validation error but it is very expensive because cross-validation must be evaluated at each stage. To enhance the cross-validation of metamodel, sequential sampling method using candidate points and representative cross-validation is proposed in this paper. The candidate and representative cross-validation approach of sequential sampling is illustrated for two-dimensional domain. To verify the performance of the suggested sampling technique, we compare the accuracy of the metamodels for various mathematical functions with that obtained by conventional sequential sampling strategies such as maximum distance, mean squared error, and maximum entropy sequential samplings. Through this research we team that the proposed approach is computationally inexpensive and provides good prediction performance.

Sequential and Selective Recovery Mechanism for Value Misprediction (값 예측 오류를 위한 순차적이고 선택적인 복구 방식)

  • 이상정;전병찬
    • Journal of KIISE:Computer Systems and Theory
    • /
    • v.31 no.1_2
    • /
    • pp.67-77
    • /
    • 2004
  • Value prediction is a technique to obtain performance gains by supplying earlier source values of its data dependent instructions using predicted value of a instruction. To fully exploit the potential of value speculation, however, the efficient recovery mechanism is necessary in case of value misprediction. In this paper, we propose a sequential and selective recovery mechanism for value misprediction. It searches data dependency chain of the mispredicted instruction sequentially without pipeline stalls and adverse impact on clock cycle time. In our scheme, only the dependent instructions on the predicted instruction is selectively squashed and reissued in case of value misprediction.

Markov Chain Monte Carlo simulation based Bayesian updating of model parameters and their uncertainties

  • Sengupta, Partha;Chakraborty, Subrata
    • Structural Engineering and Mechanics
    • /
    • v.81 no.1
    • /
    • pp.103-115
    • /
    • 2022
  • The prediction error variances for frequencies are usually considered as unknown in the Bayesian system identification process. However, the error variances for mode shapes are taken as known to reduce the dimension of an identification problem. The present study attempts to explore the effectiveness of Bayesian approach of model parameters updating using Markov Chain Monte Carlo (MCMC) technique considering the prediction error variances for both the frequencies and mode shapes. To remove the ergodicity of Markov Chain, the posterior distribution is obtained by Gaussian Random walk over the proposal distribution. The prior distributions of prediction error variances of modal evidences are implemented through inverse gamma distribution to assess the effectiveness of estimation of posterior values of model parameters. The issue of incomplete data that makes the problem ill-conditioned and the associated singularity problem is prudently dealt in by adopting a regularization technique. The proposed approach is demonstrated numerically by considering an eight-storey frame model with both complete and incomplete modal data sets. Further, to study the effectiveness of the proposed approach, a comparative study with regard to accuracy and computational efficacy of the proposed approach is made with the Sequential Monte Carlo approach of model parameter updating.

Prediction of the Freshness for Soybean Curd by the Electronic Nose in the Fluctuating Temperature Condition

  • Youn, Aye-Ree;Noh, Bong-Soo
    • Food Science and Biotechnology
    • /
    • v.14 no.3
    • /
    • pp.437-439
    • /
    • 2005
  • Freshness of stored soybean curd as sensitivity ($R_{gas}/R_{air}$) was evaluated at 48-50 hr intervals using electronic nose at regular sequential square-wave temperatures between $4\;-\;10^{\circ}C$. Obtained kinetic data from apparent first principal component score $(PC1)_{app}$ and storage time were used for prediction of freshness. Percentage difference between predicted and actual values of stored soybean curd was less than 8.9% under fluctuating temperature condition.

Decimation-in-time Search Direction Algorithm for Displacement Prediction of Moving Object (이동물체의 변위 예측을 위한 시간솎음 탐색 방향 알고리즘)

  • Lim Kang-mo;Lee Joo-shin
    • Journal of the Korea Institute of Information and Communication Engineering
    • /
    • v.9 no.2
    • /
    • pp.338-347
    • /
    • 2005
  • In this paper, a decimation-in-time search direction algorithm for displacement prediction of moving object is proposed. The initialization of the proposed algorithm for moving direction prediction is performed by detecting moving objects at sequential frames and by obtaining a moving angle and a moving distance. A moving direction of the moving object at current frame is obtained by applying the decimation-in-time search direction mask. The decimation-in-tine search direction mask is that the moving object is detected by thinning out frames among the sequential frames, and the moving direction of the moving object is predicted by the search mask which is decided by obtaining the moving angle of the moving object in the 8 directions. to examine the propriety of the proposed algorithm, velocities of a driving car are measured and tracked, and to evaluate the efficiency, the proposed algorithm is compared to the full search algorithm. The evaluated results show that the number of displacement search times is reduced up to 91.8$\%$ on the average in the proposed algorithm, and the processing time of the tracking is 32.1ms on the average.

Context-Awareness Modeling Method using Timed Petri-nets (시간 페트리 넷을 이용한 상황인지 모델링 기법)

  • Park, Byung-Sung;Kim, Hag-Bae
    • The Journal of Korean Institute of Communications and Information Sciences
    • /
    • v.36 no.4B
    • /
    • pp.354-361
    • /
    • 2011
  • Increasing interest and technological advances in smart home has led to active research on context-awareness service and prediction algorithms such as Bayesian Networks, Tree-Dimensional Structures and Genetic prediction algorithms. Context-awareness service presents that providing automatic customized service regarding individual user's pattern surely helps users improve the quality of life. However, it is difficult to implement context-awareness service because the problems are that handling coincidence with context information and exceptional cases have to consider. To overcome this problem, we proposes an Intelligent Sequential Matching Algorithm(ISMA), models context-awareness service using Timed Petri-net(TPN) which is petri-net to have time factor. The example scenario illustrates the effectiveness of the Timed Petri-net model and our proposed algorithm improves average 4~6% than traditional in the accuracy and reliability of prediction.

Sequential Analysis of Earth Retaining Structures Using p-y Curves for Subgrade Reaction

  • Kim, Hwang;Cha
    • Geotechnical Engineering
    • /
    • v.12 no.3
    • /
    • pp.149-164
    • /
    • 1996
  • The sequential behavior of earth retaining structure is investigated by using soil springs in elasto -plastic soil. Mathematical model that can be used to construct the p-y curves for subgrade modulus is proposed by using piecewise linear function. The excavation sequence of retaining wall is analyzed by the beam -column method. Reliability on the developed computer program is verfied through the comparison between the prediction and the in -situ measuidments. It is concluded that the proposed method simulates well the construction sequence and thus represents a significant improvement in the prediction of deflections of anchored wall excavation. Based on the results the proposed method can be effectively used for the evaluation of the relative importance of the parameters employed in a sensitivity analysis.

  • PDF

Development of Real time Air Quality Prediction System

  • Oh, Jai-Ho;Kim, Tae-Kook;Park, Hung-Mok;Kim, Young-Tae
    • Proceedings of the Korean Environmental Sciences Society Conference
    • /
    • 2003.11a
    • /
    • pp.73-78
    • /
    • 2003
  • In this research, we implement Realtime Air Diffusion Prediction System which is a parallel Fortran model running on distributed-memory parallel computers. The system is designed for air diffusion simulations with four-dimensional data assimilation. For regional air quality forecasting a series of dynamic downscaling technique is adopted using the NCAR/Penn. State MM5 model which is an atmospheric model. The realtime initial data have been provided daily from the KMA (Korean Meteorological Administration) global spectral model output. It takes huge resources of computation to get 24 hour air quality forecast with this four step dynamic downscaling (27km, 9km, 3km, and lkm). Parallel implementation of the realtime system is imperative to achieve increased throughput since the realtime system have to be performed which correct timing behavior and the sequential code requires a large amount of CPU time for typical simulations. The parallel system uses MPI (Message Passing Interface), a standard library to support high-level routines for message passing. We validate the parallel model by comparing it with the sequential model. For realtime running, we implement a cluster computer which is a distributed-memory parallel computer that links high-performance PCs with high-speed interconnection networks. We use 32 2-CPU nodes and a Myrinet network for the cluster. Since cluster computers more cost effective than conventional distributed parallel computers, we can build a dedicated realtime computer. The system also includes web based Gill (Graphic User Interface) for convenient system management and performance monitoring so that end-users can restart the system easily when the system faults. Performance of the parallel model is analyzed by comparing its execution time with the sequential model, and by calculating communication overhead and load imbalance, which are common problems in parallel processing. Performance analysis is carried out on our cluster which has 32 2-CPU nodes.

  • PDF

A Study on A, pp.ication of Reliability Prediction & Demonstration Methods for Computer Monitor (Computer용 Monitor에 대한 신뢰성 예측.확인 방법의 응용)

  • 박종만;정수일;김재주
    • Journal of Korean Society for Quality Management
    • /
    • v.25 no.3
    • /
    • pp.96-107
    • /
    • 1997
  • The recent stream to reliability prediction is that it is totally inclusive in depth to consider even the operating and environmental condition at the level of finished goods as well as component itselves. In this study, firstly we present the reliability prediction methods by entire failure rate model which failure rate at the system level is added to the failure rate model at the component level. Secondly we build up the improved bases of reliability demonstration through a, pp.ication of Kaplan-Meier, Cumulative hazard, Johnson's methods as non-parametric and Maximum Likelihood Estimator under exponential & Weibull distribution as parametric. And also present the methods of curve fitting to piecewise failure rate under Weibull distribution, PRST (Probability Ratio Sequential Test), curve fitting to S-shaped reliability growth curve, computer programs of each methods. Lastly we show the practical for determination of optimal burn-in time as a method of reliability enhancement, and also verify the practical usefulness of the above study through the a, pp.ication of failure and test data during 1 year.

  • PDF