• Title/Summary/Keyword: stochastic comparison

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A comparative study of three collocation point methods for odd order stochastic response surface method

  • Li, Dian-Qing;Jiang, Shui-Hua;Cheng, Yong-Gang;Zhou, Chuang-Bing
    • Structural Engineering and Mechanics
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    • v.45 no.5
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    • pp.595-611
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    • 2013
  • This paper aims to compare three collocation point methods associated with the odd order stochastic response surface method (SRSM) in a systematical and quantitative way. The SRSM with the Hermite polynomial chaos is briefly introduced first. Then, three collocation point methods, namely the point method, the root method and the without origin method underlying the odd order SRSMs are highlighted. Three examples are presented to demonstrate the accuracy and efficiency of the three methods. The results indicate that the condition that the Hermite polynomial information matrix evaluated at the collocation points has a full rank should be satisfied to yield reliability results with a sufficient accuracy. The point method and the without origin method are much more efficient than the root method, especially for the reliability problems involving a large number of random variables or requiring complex finite element analysis. The without origin method can also produce sufficiently accurate reliability results in comparison with the point and root methods. Therefore, the origin often used as a collocation point is not absolutely necessary. The odd order SRSMs with the point method and the without origin method are recommended for the reliability analysis due to their computational accuracy and efficiency. The order of SRSM has a significant influence on the results associated with the three collocation point methods. For normal random variables, the SRSM with an order equaling or exceeding the order of a performance function can produce reliability results with a sufficient accuracy. The order of SRSM should significantly exceed the order of the performance function involving strongly non-normal random variables.

Behavior of Orthotropic Composite Plate Due to Random Poisson's Ratio (직교이방성 복합적층구조의 거동: 포아송비의 임의성에 의한 영향)

  • Noh, Hyuk-Chun
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.22 no.6
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    • pp.627-637
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    • 2009
  • Composite materials have been employed in the various engineering applications due to high mechanical performances including high strength-weight ratio and high degree of free formability. Due to complex manufacturing process, however, it can have intrinsic randomness in the material constants which affect the deterministic behavior of the composite structures. In this study, we suggest a formulation for stochastic finite element analysis considering the spatial randomness of Poisson's ratio. Considering the reciprocal relation between elastic moduli and Poisson's ratios in the two mutually orthogonal axes, one of two values of Poisson's ratio can be expressed in terms of the other. Using this, the relation between stress resultants and strains is derived in the ascending order of power of the stochastic field function, which can be directly used in the formulation to obtain the coefficient of variation of responses. The adequacy of the proposed scheme is demonstrated by comparison with the results of Monte Carlo analysis.

Freeway Design Capacity Estimation through the Analysis of Time Headway Distribution (차두시간분포 분석을 통한 고속도로 설계용량 산정모형의 개발)

  • Kim, Jum San;Park, Chang Ho
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.26 no.2D
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    • pp.251-258
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    • 2006
  • This study is to develop an estimation method of freeway design capacity through the analysis of time headway distribution in continuum flow. Traffic flow-speed diagram and time headway distribution plotted from individual vehicle data shows: a) a road capacity is not deterministic but stochastic, b) time headway distribution for each vehicle speed group follows pearson type V distribution. The freeway design capacity estimation model is developed by determining a minimum time headway for capacity with stochastic method. The estimated capacity values for each design speed are lower when design speed ${\leq}80km/h$, and higher when design speed ${\geq}106km/h$ in comparison with HCM(2000)'s values. In addition, The distinguish difference is that this model leads flexible application in planning level by defining the capacity as stochastic distribution. In detail, this model could prevent a disutility to add a lane for only one excess demand in a road planning level.

Comparison of Structural Change Tests in Linear Regression Models

  • Kim, Jae-Hee
    • The Korean Journal of Applied Statistics
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    • v.24 no.6
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    • pp.1197-1211
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    • 2011
  • The actual power performance of historical structural change tests are compared under various alternatives. The tests of interest are F, CUSUM, MOSUM, Moving Estimates and empirical distribution function tests with both recursive and ordinary least-squares residuals. Our comparison of the structural tests involves limiting distributions under the hypothesis, the ability to detect the alternative hypotheses under one or double structural change, and smooth change in parameters. Even though no version is uniformly superior to the other, the knowledge about the properties of those tests and connections between these tests can be used in practical structural change tests and in further research on other change tests.

Performance Comparison of Guitar Chords Classification Systems Based on Artificial Neural Network (인공신경망 기반의 기타 코드 분류 시스템 성능 비교)

  • Park, Sun Bae;Yoo, Do-Sik
    • Journal of Korea Multimedia Society
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    • v.21 no.3
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    • pp.391-399
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    • 2018
  • In this paper, we construct and compare various guitar chord classification systems using perceptron neural network and convolutional neural network without pre-processing other than Fourier transform to identify the optimal chord classification system. Conventional guitar chord classification schemes use, for better feature extraction, computationally demanding pre-processing techniques such as stochastic analysis employing a hidden markov model or an acoustic data filtering and hence are burdensome for real-time chord classifications. For this reason, we construct various perceptron neural networks and convolutional neural networks that use only Fourier tranform for data pre-processing and compare them with dataset obtained by playing an electric guitar. According to our comparison, convolutional neural networks provide optimal performance considering both chord classification acurracy and fast processing time. In particular, convolutional neural networks exhibit robust performance even when only small fraction of low frequency components of the data are used.

Comparison of Different Deep Learning Optimizers for Modeling Photovoltaic Power

  • Poudel, Prasis;Bae, Sang Hyun;Jang, Bongseog
    • Journal of Integrative Natural Science
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    • v.11 no.4
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    • pp.204-208
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    • 2018
  • Comparison of different optimizer performance in photovoltaic power modeling using artificial neural deep learning techniques is described in this paper. Six different deep learning optimizers are tested for Long-Short-Term Memory networks in this study. The optimizers are namely Adam, Stochastic Gradient Descent, Root Mean Square Propagation, Adaptive Gradient, and some variants such as Adamax and Nadam. For comparing the optimization techniques, high and low fluctuated photovoltaic power output are examined and the power output is real data obtained from the site at Mokpo university. Using Python Keras version, we have developed the prediction program for the performance evaluation of the optimizations. The prediction error results of each optimizer in both high and low power cases shows that the Adam has better performance compared to the other optimizers.

Economic Life Assessment of Power Transformer using HS Optimization Algorithm (HS 최적화 알고리즘을 이용한 전력용 변압기의 경제적 수명평가)

  • Lee, Tae-bong;Shon, Jin-geun
    • The Transactions of the Korean Institute of Electrical Engineers P
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    • v.66 no.3
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    • pp.123-128
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    • 2017
  • Electric utilities has been considered the necessity to introduce AM(asset management) of electric power facilities in order to reduce maintenance cost of existing facilities and to maximize profit. In order to make decisions in terms of repairs and replacements for power transformers, not only measuring by counting parts and labor costs, but comprehensive comparison including reliability and cost is needed. Therefore, this study is modeling input cost for power transformer during its entire life and also the life cycle cost (LCC) technique is applied. In particular, this paper presents an application of heuristic harmony search(HS) optimization algorithm to the convergence and the validity of economic life assessment of power transformer from LCC technique. This recently developed HS algorithm is conceptualized using the musical process of searching for a perfect state of harmony. It uses a stochastic random search instead of a gradient search so that derivative information is unnecessary. The effectiveness of the proposed identification method has been demonstrated through an economic life assessment simulation of power transformer using HS optimization algorithm.

Effect of rain on flutter derivatives of bridge decks

  • Gu, Ming;Xu, Shu-Zhuang
    • Wind and Structures
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    • v.11 no.3
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    • pp.209-220
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    • 2008
  • Flutter derivatives provide the basis of predicting the critical wind speed in flutter and buffeting analysis of long-span cable-supported bridges. Many studies have been performed on the methods and applications of identification of flutter derivatives of bridge decks under wind action. In fact, strong wind, especially typhoon, is always accompanied by heavy rain. Then, what is the effect of rain on flutter derivatives and flutter critical wind speed of bridges? Unfortunately, there have been no studies on this subject. This paper makes an initial study on this problem. Covariance-driven Stochastic Subspace Identification (SSI in short) which is capable of estimating the flutter derivatives of bridge decks from their steady random responses is presented first. An experimental set-up is specially designed and manufactured to produce the conditions of rain and wind. Wind tunnel tests of a quasi-streamlined thin plate model are conducted under conditions of only wind action and simultaneous wind-rain action, respectively. The flutter derivatives are then extracted by the SSI method, and comparisons are made between the flutter derivatives under the two different conditions. The comparison results tentatively indicate that rain has non-trivial effects on flutter derivatives, especially on and $H_2$ and $A_2$thus the flutter critical wind speeds of bridges.

Chaotic Behavior of a Single Machine Scheduling Problem with an Expected Mean Flow Time Measure (기대 평균흐름시간 최소화를 위한 단일설비 일정계획의 성능변동 분석)

  • Joo, Un Gi
    • Journal of the Korean Operations Research and Management Science Society
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    • v.41 no.1
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    • pp.87-98
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    • 2016
  • A single machine scheduling problem for jobs with stochastic processing time is considered in this study. Shortest processing time (SPT) sequencing according to the expected processing times of jobs is optimal for schedules with minimal expected mean flow time when all the jobs arrive to be scheduled and their expected processing times are known. However, SPT sequencing according to the expected processing time may not be optimal for the minimization of the mean flow time when the actual processing times of jobs are known. This study evaluates the complexity of SPT sequencing through a comparison of the mean flow times of schedules based on the expected processing times and actual processing times of randomly generated jobs. Evaluation results show that SPT sequencing according to the expected flow time exhibits chaotic variation to the optimal mean flow time. The relative deviation from the optimal mean flow time increases as the number of jobs, processing time, or coefficient of variation increases.

Uncertainty Analysis of Spatial Distribution of Probability Rainfall: Comparison of CEM and SGS Methods (확률강우량의 공간분포에 대한 불확실성 해석: CEM과 SGS 기법의 비교)

  • Seo, Young-Min;Yeo, Woon-Ki;Lee, Seung-Yoon;Jee, Hong-Kee
    • Journal of Korea Water Resources Association
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    • v.43 no.11
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    • pp.933-944
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    • 2010
  • This study compares the CEM and SGS methods which are geostatistical stochastic simulation methods for assessing the uncertainty by spatial variability in the estimation of the spatial distribution of probability rainfall. In the stochastic simulations using CEM and SGS, two methods show almost similar results for the reproduction of spatial correlation structure, the statistics (standard deviation, coefficient of variation, interquartile range, and range) of realizations as uncertainty measures, and the uncertainty distribution of basin mean rainfall. However, the CEM is superior to SGS in aspect of simulation efficiency.