• 제목/요약/키워드: stochastic information

검색결과 724건 처리시간 0.024초

SDS 알고리즘을 이용한 비선형 파라미터 최적화에 관한 연구 (A Study on Nonlinear Parameter Optimization Problem using SDS Algorithm)

  • 이영진;장용훈;이권순
    • 대한전기학회:학술대회논문집
    • /
    • 대한전기학회 1998년도 하계학술대회 논문집 B
    • /
    • pp.623-625
    • /
    • 1998
  • This paper focuses on the fast convergence in nonlinear parameter optimization which is necessary for the fitting of nonlinear models to data. The simulated annealing(SA) and genetic algorithm(GA), which are widely used for combinatorial optimization problems, are stochastic strategy for search of the ground state and a powerful tool for optimization. However, their main disadvantage is the long convergence time by unnecessary extra works. It is also recognised that gradient-based nonlinear programing techniques would typically fail to find global minimum. Therefore, this paper develops a modified SA which is the SDS(Stochastic deterministic stochastic) algorithm can minimize cost function of optimal problem.

  • PDF

공간적 확률 과정 기반의 수율 정보를 이용한 번인과 신뢰성 검사 정책 (Differential Burn-in and Reliability Screening Policy Using Yield Information Based on Spatial Stochastic Processes)

  • 황정윤;심영학
    • 산업경영시스템학회지
    • /
    • 제35권4호
    • /
    • pp.1-9
    • /
    • 2012
  • Decisions on reliability screening rules and burn-in policies are determined based on the estimated reliability. The variability in a semiconductor manufacturing process does not only causes quality problems but it also makes reliability estimation more complicated. This study investigates the nonuniformity characteristics of integrated circuit reliability according to defect density distribution within a wafer and between wafers then develops optimal burn-in policy based on the estimated reliability. New reliability estimation model based on yield information is developed using a spatial stochastic process. Spatial defect density variation is reflected in the reliability estimation, and the defect densities of each die location are considered as input variables of the burn-in optimization. Reliability screening and optimal burn-in policy subject to the burn-in cost minimization is examined, and numerical experiments are conducted.

다중-홉 선박 통신망에서 확률 기반의 지향성 라우팅 프로토콜 (Probabilistic Directional Routing Protocol in Multi-Hop Maritime Communication Networks)

  • 이준만;조구민;윤창호;강충구
    • 한국통신학회논문지
    • /
    • 제40권5호
    • /
    • pp.857-859
    • /
    • 2015
  • 본 논문은 다중-홉 해양통신망의 종단간 경로 설정을 위한 ad-hoc on-demand vector (AODV) 기반의 flooding에서 발생하는 다중 복제 오버헤드를 줄이기 위해 제시된 지향성 라우팅 프로토콜을 다룬다. 확률 기하(stochastic geometry) 분석 기법을 이용하여 목표 라우팅 성공 확률과 선박국의 밀도에 따라 적응적으로 라우팅 오버헤드를 최소화하는 방식을 제안한다.

Optimization of Stochastic System Using Genetic Algorithm and Simulation

  • 유지용
    • 한국시뮬레이션학회:학술대회논문집
    • /
    • 한국시뮬레이션학회 1999년도 추계학술대회 논문집
    • /
    • pp.75-80
    • /
    • 1999
  • This paper presents a new method to find a optimal solution for stochastic system. This method uses Genetic Algorithm(GA) and simulation. GA is used to search for new alternative and simulation is used to evaluate alternative. The stochastic system has one or more random variables as inputs. Random inputs lead to random outputs. Since the outputs are random, they can be considered only as estimates of the true characteristics of they system. These estimates could greatly differ from the corresponding real characteristics for the system. We need multiple replications to get reliable information on the system. And we have to analyze output data to get a optimal solution. It requires too much computation to be practical. We address the problem of reducing computation. The procedure on this paper use GA character, an iterative process, to reduce the number of replications. The same chromosomes could exit in post and present generation. Computation can be reduced by using the information of the same chromosomes which exist in post and present current generation.

  • PDF

추계적 우세법칙과 분포의 비상등성 (Stochastic Dominance and Distributional Inequality)

  • 이대주
    • 산업공학
    • /
    • 제6권2호
    • /
    • pp.151-169
    • /
    • 1993
  • In this research, we proposed "coefficient of inequality" as a measure of distributional inequality for an alternative, which is defined as the area between the diagonal line from 0 to 1 and the Lorenz curve of the given alternative. Next, we showed theoretical relationship between stochastic dominance and the coefficient of inequality as a means to determine the preferred alternative when decision is made with incomplete information about decision maker's utility function. Then, two experiments were performed to test subject‘s attitude toward risk. The results of the experiments support the idea that when a decision maker is risk averse or risk prone, he/she can use the coefficient of inequality as a decision rule to choose the preferred alternative instead of using stochastic dominance. Thus, according to decision maker’s attitude toward risk, the decision rule proposed here can be used as a valuable aid in decision making under uncertainty with incomplete information.

  • PDF

Statistical Inference Concerning Local Dependence between Two Multinomial Populations

  • Oh, Myong-Sik
    • Journal of the Korean Data and Information Science Society
    • /
    • 제14권2호
    • /
    • pp.413-428
    • /
    • 2003
  • If a restriction is imposed only to a (proper) subset of parameters of interest, we call it a local restriction. Statistical inference under a local restriction in multinomial setting is studied. The maximum likelihood estimation under a local restriction and likelihood ratio tests for and against a local restriction are discussed. A real data is analyzed for illustrative purpose.

  • PDF

First-Passage Time Distribution of Discrete Time Stochastic Process with 0-state

  • Park, Young-Sool
    • Journal of the Korean Data and Information Science Society
    • /
    • 제8권2호
    • /
    • pp.119-125
    • /
    • 1997
  • We handle the stochastic processes of independent and identically distributed random variables. But random variables are usually dependent among themselves in actual life. So in this paper, we find out a new process not satisfying Markov property. We investigate the probability mass functions and study on the probability of the first-passage time. Also we find out the average frequency of continuous successes in from 0 to n time.

  • PDF

An Adaptive Radial Basis Function Network algorithm for nonlinear channel equalization

  • Kim Nam yong
    • 한국통신학회논문지
    • /
    • 제30권3C호
    • /
    • pp.141-146
    • /
    • 2005
  • The authors investigate the convergence speed problem of nonlinear adaptive equalization. Convergence constraints and time constant of radial basis function network using stochastic gradient (RBF-SG) algorithm is analyzed and a method of making time constant independent of hidden-node output power by using sample-by-sample node output power estimation is derived. The method for estimating the node power is to use a single-pole low-pass filter. It is shown by simulation that the proposed algorithm gives faster convergence and lower minimum MSE than the RBF-SG algorithm.

Availability Analysis of Computer Network using Petri-Nets

  • 노철우
    • 한국콘텐츠학회:학술대회논문집
    • /
    • 한국콘텐츠학회 2009년도 춘계 종합학술대회 논문집
    • /
    • pp.699-705
    • /
    • 2009
  • This paper reviews methods used to perform reliability and availability analysis of the network system composed by nodes and links. The combination of nodes and links forms virtual connections (VC). The failure of several VCs cause failure of whole network system. Petri Net models are used to analyze the reliability and availability. Stochastic reward nets (SRN) is an extension of stochastic Petri nets provides modelling facilities for network system analysis.

  • PDF

추계 모델을 이용한 실시간에서의 난류 기체 모델링 (Real Time Turbulent Gas Modeling By Using Stochastic Model)

  • 서완종;박찬모
    • 한국정보과학회:학술대회논문집
    • /
    • 한국정보과학회 1998년도 가을 학술발표논문집 Vol.25 No.2 (2)
    • /
    • pp.627-629
    • /
    • 1998
  • 본 논문에서는 파티클 시스템(Particel System)을 이용한 실시간 기체 모델링 알고리즘을 제시한다. 일반적으로 그래픽스 분야에서, 주요한 자연현상의 하나인 기체의 운동은 수학적으로 복잡한 모델을 사용하여 그 모델링이 매우 복잡하였다. 따라서 빠른 구현시간을 얻기 위해서는 고성능의 컴퓨터가 요구되어왔다. 이 알고리즘에서는 물리학에서 수학적으로 정의된, 기체의 움직임에 적용되는 요소 각각을 추계 모델(Stochastic Model)로 다시 재 정의하여 기체 입자각각에 적용시켜 계산과정을 간단히 하였다. 따라서 일반적으로 사용되는 연구용 컴퓨터시스템에서도 실시간 애니메이션의 구현이 가능하다.

  • PDF