• Journal of the Korean Data and Information Science Society
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• 제21권6호
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• pp.1311-1317
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• 2010

A continuous time asymmetric power GARCH(1,1) model is suggested, based on a single background driving L$\'{e}$vy process. The stochastic differential equation for the given process is derived and the strict stationarity and kth order moment conditions are examined.

• 한국정보과학회:학술대회논문집
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• 한국정보과학회 2004년도 가을 학술발표논문집 Vol.31 No.2 (1)
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• pp.220-222
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• 2004

다양하고 많은 양의 정보가 존재하는 웹 환경에서 웹사이트를 방문하는 사용자의 접근패턴도 매우 다양하며, 웹 환경의 변화에 따라서 이러한 접근패턴은 계속 변화한다. 이러한 이유로, 웹사이트 개발자가 사전에 사용자의 욕구에 완벽하게 부합하는 완벽한 사이트를 개발하기란 사실상 불가능하다. 이에 대한 해결방안으로, 웹사이트에 대한 사용자 접근 패턴을 학습친서 웹사이트의 구조나 외형을 자동적으로 개선시켜 나가는 적응형 웹사이트 (Adaptive Web site)가 제시되었다. 본, 논문에서는 DTMC(descrete-time Markov chain)렌 의거한 확률적 모델을 이용하여 적응형 웹사이트 구축에 필요한 사용자 접근패턴을 학습하고 이를 적용하기 위한 효과적인 방법론을 제시한다.

• 전자공학회논문지B
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• 제31B권4호
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• pp.145-154
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• 1994

This paper proposes an efficient method for improving the training performance of the neural network by using a hybrid of a stochastic approximation and a backpropagation algorithm. The proposed method improves the performance of the training by appliying a global optimization method which is a hybrid of a stochastic approximation and a backpropagation algorithm. The approximate initial point for a stochastic approximation and a backpropagation algorihtm. The approximate initial point for fast global optimization is estimated first by applying the stochastic approximation, and then the backpropagation algorithm, which is the fast gradient descent method, is applied for a high speed global optimization. And further speed-up of training is made possible by adjusting the training parameters of each of the output and the hidden layer adaptively to the standard deviation of the neuron output of each layer. The proposed method has been applied to the parity checking and the pattern classification, and the simulation results show that the performance of the proposed method is superior to that of the backpropagation, the Baba's MROM, and the Sun's method with randomized initial point settings. The results of adaptive adjusting of the training parameters show that the proposed method further improves the convergence speed about 20% in training.

• 전자공학회논문지C
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• 제35C권3호
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• pp.79-89
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• 1998

The Error Back-Propagation(EBP) algorithm is widely applied to train a multi-layer perceptron, which is a neural network model frequently used to solve complex problems such as pattern recognition, adaptive control, and global optimization. However, the EBP is basically a gradient descent method, which may get stuck in a local minimum, leading to failure in finding the globally optimal solution. Moreover, a multi-layer perceptron suffers from locking a systematic determination of the network structure appropriate for a given problem. It is usually the case to determine the number of hidden nodes by trial and error. In this paper, we propose a new algorithm to efficiently train a multi-layer perceptron. OUr algorithm uses stochastic perturbation in the weight space to effectively escape from local minima in multi-layer perceptron learning. Stochastic perturbation probabilistically re-initializes weights associated with hidden nodes to escape a local minimum if the probabilistically re-initializes weights associated with hidden nodes to escape a local minimum if the EGP learning gets stuck to it. Addition of new hidden nodes also can be viewed asa special case of stochastic perturbation. Using stochastic perturbation we can solve the local minima problem and the network structure design in a unified way. The results of our experiments with several benchmark test problems including theparity problem, the two-spirals problem, andthe credit-screening data show that our algorithm is very efficient.

• Wind and Structures
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• 제16권5호
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• pp.433-455
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• 2013

A phase delay spectrum model towards the representation of spatial coherence of stochastic wind fields is proposed. Different from the classical coherence functions used in the spectral representation methods, the model is derived from the comprehensive description of coherence of fluctuating wind speeds and from the thorough analysis of physical accounts of random factors affecting phase delay, building up a consistent mapping between the simulated fluctuating wind speeds and the basic random variables. It thus includes complete probabilistic information of spatial stochastic wind fields. This treatment prompts a ready and succinct scheme for the simulation of fluctuating wind speeds, and provides a new perspective to the accurate assessment of dynamic reliability of wind-induced structures. Numerical investigations and comparative studies indicate that the developed model is of rationality and of applicability which matches well with the measured data at spatial points of wind fields, whereby the phase spectra at defined datum mark and objective point are feasibly obtained using the numerical scheme associated with the starting-time of phase evolution. In conjunction with the stochastic Fourier amplitude spectrum that we developed previously, the time history of fluctuating wind speeds at any spatial points of wind fields can be readily simulated.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2022년도 학술발표회
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• pp.437-437
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• 2022

The prediction of dam inflow rate is crucial for the management of the largest multi-purpose dam in South Korea, the Soyang Dam. The main issue associated with the management of water resources is the stochastic nature of the reservoir inflow leading to an increase in uncertainty associated with the inflow prediction. The Autoregressive (AR) model is commonly used to provide the simulation and forecast of hydrometeorological data. However, because its estimation is based solely on the time-series data, it has the disadvantage of being unable to account for external variables such as climate information. This study proposes the use of the Autoregressive Exogenous Stochastic Volatility (ARXSV) model within a Bayesian modeling framework for increased predictability of the monthly dam inflow by addressing the exogenous and stochastic factors. This study analyzes 45 years of hydrological input data of the Soyang Dam from the year 1974 to 2019. The result of this study will be beneficial to strengthen the potential use of data-driven models for accurate inflow predictions and better reservoir management.

• KSII Transactions on Internet and Information Systems (TIIS)
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• 제15권4호
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• pp.1426-1447
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• 2021

The payoff game between task publishers and users in the mobile crowdsensing environment is a hot topic of research. A optimal payoff selection model based on stochastic evolutionary game is proposed. Firstly, the process of payoff optimization selection is modeled as a task publisher-user stochastic evolutionary game model. Secondly, the low-quality data is identified by the data quality evaluation algorithm, which improves the fitness of perceptual task matching target users, so that task publishers and users can obtain the optimal payoff at the current moment. Finally, by solving the stability strategy and analyzing the stability of the model, the optimal payoff strategy is obtained under different intensity of random interference and different initial state. The simulation results show that, in the aspect of data quality evaluation, compared with BP detection method and SVM detection method, the accuracy of anomaly data detection of the proposed model is improved by 8.1% and 0.5% respectively, and the accuracy of data classification is improved by 59.2% and 32.2% respectively. In the aspect of the optimal payoff strategy selection, it is verified that the proposed model can reasonably select the payoff strategy.

• KSII Transactions on Internet and Information Systems (TIIS)
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• 제15권1호
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• pp.195-215
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• 2021

Multipath Transport Control Protocol (MPTCP) is a transport layer protocol that enables multiple TCP connections across various paths. Due to path heterogeneity, it incurs more energy in a multipath wireless network. Recent work presents a set of approaches described in the literature to support systems for energy consumption in terms of their performance, objectives and address issues based on their design goals. The existing solutions mainly focused on the primary system model but did not discourse the overall system performance. Therefore, this paper capitalized a novel stochastically multipath scheduling scheme for data and path capacity variations. The scheduling problem formulated over MPTCP as a stochastic optimization, whose objective is to maximize the average throughput, avoid network congestion, and makes the system more stable with greater energy efficiency. To design an online algorithm that solves the formulated problem over the time slots by considering its mindrift-plus penalty form. The proposed solution was examined under extensive simulations to evaluate the anticipated stochastic optimized MPTCP (so-MPTCP) outcome and compared it with the base MPTCP and the energy-efficient MPTCP (eMPTCP) protocols. Simulation results justify the proposed algorithm's credibility by achieving remarkable improvements, higher throughput, reduced energy costs, and lower-end to end delay.

• Journal of the Korean Data and Information Science Society
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• 제1권
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• pp.78-78
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• 1990

• 전자공학회논문지
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• 제54권4호
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• pp.61-67
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• 2017

방사선 노출의 위험을 줄이기 위한 저선량 X-ray 영상은 양자노이즈로 인해 화질열화가 발생한다. 본 논문은 저선량 X-ray 기기를 통해 입력받은 저화질의 동영상으로부터 포아송 확률 거리(Stochastic distance)에 기반하여 동영상 X-ray 데이터의 노이즈를 3차원 Non-local Means(3D NLM) 필터를 통해 제거한다. 포아송 확률 거리는 X-ray 영상에서 3D NLM 노이즈 제거 필터의 유사성을 판별하는 척도로써 사용되어 진다. 제안하는 방법은 움직임 정보가 포함된 프레임 유사도를 사용하여 움직임 아티팩트가 최소화된 X-ray 동영상 데이터를 출력하도록 한다. 수행한 결과로 노이즈가 제거된 X-ray 영상을 생성하도록 함으로써, 영상의 열화된 화질을 개선시켜 저선량 X-ray 영상 데이터에 대한 판독 능력을 향상시킬 수 있는 효과가 있다. 제안하는 방법은 객관적인 기준의 수치적인 관점에서 뿐만 아니라, 실제의 X 선 영상 시퀀스의 주관적인 시각적 인식에서도 뛰어남을 확인 할 수 있다.