• 응용통계연구
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• 제30권5호
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• pp.665-679
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• 2017

생산성 평가를 위해서는 주어진 생산 자료를 기반으로 투입 대비 최대산출량을 나타내는 최대산출량을 나타내는 생산 프런티어 곡선에 대한 정보가 필요한 경우가 많다. 이러한 프런티어 함수를 확률프런티어 모형하에서 추정하는 경우에 초기에는 프런티어 함수의 특정한 모수적 형테를 가정하는 경우가 많았다. 그러나 최근에는 프런티어 함수를 프런티어 함수가 기본적으로 만족해야 하는 단조성이나 오목성등을 만족하도록 하면서 비모수적 방법으로 추정하는 방법들이 많이 이루어졌다. 하지만, 이러한 방법들에서 얻어지는 추정량들은 프런티어 함수를 조각적 선형함수 또는 계단함수로 추정하는 특징 때문에 추정의 효율이 떨어지나가 프런티어 함수가 해석이 용이하지 않은 불연속점을 가지는 문제를 가지게 된다. 본 논문에서는 이러한 문제를 해결하기 위해 확률프런티어 모형에서 단조증가하는 매끄러운 프런티어 함수 추정법을 제시하고 제안된 추정방법이 기존의 추정방법에 비해서 가지는 추정 효율의 장점을 시뮬레이션를 통해 예시하였다.

• Journal of Communications and Networks
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• 제12권6호
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• pp.600-604
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• 2010

A method of width adaptation in the radial basis function network (RBFN) using stochastic gradient (SG) algorithm is introduced. Using Taylor's expansion of error signal and differentiating the error with respect to the step-size, the optimal time-varying step-size of the width in RBFN is derived. The proposed approach to adjusting widths in RBFN achieves superior learning speed and the steady-state mean square error (MSE) performance in nonlinear channel environment. The proposed method has shown enhanced steady-state MSE performance by more than 3 dB in both nonlinear channel environments. The results confirm that controlling over step-size of the width in RBFN by the proposed algorithm can be an effective approach to enhancement of convergence speed and the steady-state value of MSE.

• 제어로봇시스템학회논문지
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• 제2권3호
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• pp.220-228
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• 1996

This paper presents a extended stochastic Petri net (ESPN) model for CTN(Circulated Token with No duration) service in the data link layer of IEC/ISA fieldbus. It is assumed that a station on the fieldbus has a specified minimum token holding time, a finite capacity buffer, and one transmitter queue with the highest priority. The mean transmission (or service) time at a station and the mean token rotation time for the symmetric fieldbus system atr derived using the presented SPN model and the moment generating function. These performance measures are represented in terms of the minimum token holding time, the number of stations, the arrival rate of messages, and the mean length of messages. The presented performance measure are validated by computer simulations.

• 센서학회지
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• 제25권6호
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• pp.431-434
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• 2016

Currently, the radial basis function network (RBFN) and various other neural networks are employed to classify gases using chemical sensors arrays, and their performance is steadily improving. In particular, the identification performance of the RBFN algorithm is being improved by optimizing parameters such as the center, width, and weight, and improved algorithms such as the radial basis function network-stochastic gradient (RBFN-SG) and radial basis function network-normalized stochastic gradient (RBFN-NSG) have been announced. In this study, we optimized the number of centers, which is one of the parameters of the RBFN-NSG algorithm, and observed the change in the identification performance. For the experiment, repeated measurement data of 8 samples were used, and the elbow method was applied to determine the optimal number of centers for each sample of input data. The experiment was carried out in two cases(the only one center per sample and the optimal number of centers obtained by elbow method), and the experimental results were compared using the mean square error (MSE). From the results of the experiments, we observed that the case having an optimal number of centers, obtained using the elbow method, showed a better identification performance than that without any optimization.

• Structural Engineering and Mechanics
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• 제38권1호
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• pp.39-63
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• 2011

Referring to the formulation of physical stochastic optimal control of structures and the scheme of optimal polynomial control, a nonlinear stochastic optimal control strategy is developed for a class of structural systems with hysteretic behaviors in the present paper. This control strategy provides an amenable approach to the classical stochastic optimal control strategies, bypasses the dilemma involved in It$\hat{o}$-type stochastic differential equations and is applicable to the dynamical systems driven by practical non-stationary and non-white random excitations, such as earthquake ground motions, strong winds and sea waves. The newly developed generalized optimal control policy is integrated in the nonlinear stochastic optimal control scheme so as to logically distribute the controllers and design their parameters associated with control gains. For illustrative purposes, the stochastic optimal controls of two base-excited multi-degree-of-freedom structural systems with hysteretic behavior in Clough bilinear model and Bouc-Wen differential model, respectively, are investigated. Numerical results reveal that a linear control with the 1st-order controller suffices even for the hysteretic structural systems when a control criterion in exceedance probability performance function for designing the weighting matrices is employed. This is practically meaningful due to the nonlinear controllers which may be associated with dynamical instabilities being saved. It is also noted that using the generalized optimal control policy, the maximum control effectiveness with the few number of control devices can be achieved, allowing for a desirable structural performance. It is remarked, meanwhile, that the response process and energy-dissipation behavior of the hysteretic structures are controlled to a certain extent.

• 대한수학회논문집
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• 제26권4호
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• pp.709-720
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• 2011

We obtain special type of differential equations which their solution are random variable with known continuous density function. Stochastic differential equations (SDE) of continuous distributions are determined by the Fokker-Planck theorem. We approximate solution of differential equation with numerical methods such as: the Euler-Maruyama and ten stages explicit Runge-Kutta method, and analysis error prediction statistically. Numerical results, show the performance of the Rung-Kutta method with respect to the Euler-Maruyama. The exponential two parameters, exponential, normal, uniform, beta, gamma and Parreto distributions are considered in this paper.

• 품질경영학회지
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• 제41권1호
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• pp.135-148
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• 2013

Purpose: This paper presents a method to evaluate the stockpile reliability of propelling charge for performance and storage safety with storage time. Methods: We consider a performance failure level is the amount of muzzle velocity drop which is the maximum allowed standard deviation multiplied by 6. The lifetime for performance is estimated by non-linear regression analysis. The state failure level is assumed that the content of stabilizer is below 0.2%. Because the degradation of stabilizer with storage time has both distribution of state and distribution of lifetime, it must be evaluated by stochastic process method such as gamma process. Results: It is estimated that the lifetime for performance is 59 years. The state distribution at each storage time can be shown from probability density function of degradation. It is estimated that the average lifetime as $B_{50}$ life is 33 years from cumulative failure distribution function curve. Conclusion: The lifetime for storage safety is shorter than for performance and we must consider both the lifetime for storage safety and the lifetime performance because of variation of degradation rate.

• 센서학회지
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• 제20권3호
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• pp.151-155
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• 2011

A variety of pattern recognition algorithms including neural networks may be applicable to the identification of odors. In this paper, an identification technique for an electronic odor sensing system applicable to wound state monitoring is presented. The performance of the radial basis function(RBF) network is highly dependent on the choice of centers and widths in basis function. For the fine tuning of centers and widths, those parameters are initialized by an ill-conditioned genetic fuzzy c-means algorithm, and the distribution of input patterns in the very first stage, the stochastic gradient(SG), is adapted. The adaptive RBF network with singular value decomposition(SVD), which provides additional adaptation capabilities to the RBF network, is used to process data from array-based gas sensors for early detection of wound infection in burn patients. The primary results indicate that infected patients can be distinguished from uninfected patients.

• 국제학술발표논문집
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• The 6th International Conference on Construction Engineering and Project Management
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• pp.166-168
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• 2015

Line of Balance (LOB) method is suitable to schedule construction projects composed of repetitive activities. Since existing LOB based repetitive project scheduling methods are deterministic, they do not lend themselves to handle uncertainties involved in repetitive construction process. Indeed, existing LOB scheduling dose not handle variability of project performance indicators. In order to bridge the gap between reality and estimation, this study provides a stochastic LOB based scheduling method that allows schedulers for effectively dealing with the uncertainties of a construction project performance. The proposed method retrieves an appropriate probability distribution function (PDF) concerning project completion times, and determines favorable start times of activities. A case study is demonstrated to verify and validate the capability of the proposed method in a repetitive construction project planning.

• 대한전기학회논문지:전기기기및에너지변환시스템부문B
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• 제49권4호
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• pp.219-225
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• 2000

This paper presents the shape optimization considering the uncertainty of design variable to find robust optimal solution that has insensitive performance to its change of design variable. Stochastic finite element method (SFEM) is used to treat input data as stochastic variables. It is method that the potential values are series form for the expectation and small variation. Using correlation function of their variables, the statistics of output obtained form the input data distributed. From this, design considering uncertainty of design variables.