• 제목/요약/키워드: stochastic simulation.

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BACKPROPAGATION BASED ON THE CONJUGATE GRADIENT METHOD WITH THE LINEAR SEARCH BY ORDER STATISTICS AND GOLDEN SECTION

  • Choe, Sang-Woong;Lee, Jin-Choon
    • 한국지능시스템학회:학술대회논문집
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    • 한국퍼지및지능시스템학회 1998년도 The Third Asian Fuzzy Systems Symposium
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    • pp.107-112
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    • 1998
  • In this paper, we propose a new paradigm (NEW_BP) to be capable of overcoming limitations of the traditional backpropagation(OLD_BP). NEW_BP is based on the method of conjugate gradients with the normalized direction vectors and computes step size through the linear search which may be characterized by order statistics and golden section. Simulation results showed that NEW_BP was definitely superior to both the stochastic OLD_BP and the deterministic OLD_BP in terms of accuracy and rate of convergence and might sumount the problem of local minima. Furthermore, they confirmed us that stagnant phenomenon of training in OLD_BP resulted from the limitations of its algorithm in itself and that unessential approaches would never cured it of this phenomenon.

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DEA효율성점수의 결정요인 분석방법 비교 (A Comparison of Alternative Approaches to Determinants of DEA Efficiency Scores)

  • 김성호
    • 한국경영과학회지
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    • 제35권2호
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    • pp.19-35
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    • 2010
  • Many papers have used a two-stage approach of first calculating DEA efficiency scores and then seeking to correlate these scores with various environmental variables. Most of the studies have not checked whether such a two-stage approach is statistically valid for identifying significant environmental variables. Recently Simar and Wilson (2007) (SW) introduce a sensible data generating process and bootstrap procedure based on truncated regression for the two-stage approach. Banker and Natarajan (2008) (BN) provide a statistical foundation for the two-stage approach comprising a DEA followed by an ordinary least squares or maximum likelihood estimation. Researchers have to identify an approach suitable for their research circumstances in terms of properties, merits, demerits, and robustness to plausible departures from its chosen data generating process. We summarize the foundations and properties of the two-stage procedures suggested by SW and BN. And we discuss merits and demerits of those procedures. Also using Monte Carlo simulation we assess their relative performance under several misspecified settings.

DEA의 효율성 평균 차이에 대한 비모수적 검증-부트스트랩 접근법- (A Nonparametric Test on Mean Difference of DEA Efficiency Estimates - Bootstrapping Approach-)

  • 민재형;김진한
    • 한국경영과학회지
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    • 제24권2호
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    • pp.53-68
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    • 1999
  • This paper presents a nonparametric method to test if the mean difference of DEA efficiency estimates between two groups statistically exists. A proposed method employs a bootstrapping approach to generation BCC efficiency estimates through Monte Carlo simulation resampling process. For the purpose of demonstration, we empirically apply the proposed method to the korean bank industry and compare its result with the result by the traditional deterministic DEA method. The nonparametric statistical hypothesis testing procedure in this study, which considers not only stochastic variability of the DEA data, but also random radial deviations off the efficient frontier, serves as a useful tool for dbjectively evaluating whether the mean difference of DEA efficiency estimates between groups is statistically significant.

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전압 모니터링에 기반한 순간전압강하 확률적 추계 방법 (Stochastic Estimation of Voltage Sags Based on Voltage Monitoring)

  • 손정대;박창현
    • 전기학회논문지
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    • 제67권10호
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    • pp.1271-1277
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    • 2018
  • This paper deals with a voltage sag assessment based on a voltage monitoring program. The voltage sag performance at a specific site can be evaluated by analyzing voltage monitoring data recorded for a long time period. Although an assessment based on voltage monitoring is an effective way to understand voltage sag performance at a measurement site, the statistical confidence of voltage sag frequency estimation heavily depends on the length of monitoring period and the number of recorded events. Short monitoring period and insufficient recorded data can not provide a reliable assessment result. This paper proposes a compensation assessment method by combining a computer simulation approach for in case that monitoring period and data are not enough for a valid assessment.

No Blind Spot: Network Coverage Enhancement Through Joint Cooperation and Frequency Reuse

  • Zhong, Yi;Qiao, Pengcheng;Zhang, Wenyi;Zheng, Fu-chun
    • Journal of Communications and Networks
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    • 제18권5호
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    • pp.773-783
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    • 2016
  • Both coordinated multi-point transmission and frequency reuse are effective approaches to mitigate inter-cell interference and improve network coverage. The motivation of this work is to explore the manner to effectively utilize the spectrum resource by reasonably combining cooperation and frequency reuse. The $Mat{\acute{e}}rn$ cluster process, which is appropriate to model networks with hot spots, is used to model the spatial distribution of base stations. Two cooperative mechanisms, coherent and non-coherent joint transmission (JT), are analyzed and compared. We also evaluate the effect of multiple antennas and imperfect channel state information. The simulation reveals that the proposed approach to combine cooperation and frequency reuse is effective to improve the network coverage for users located at both the center and the boundary of the cooperative region.

Conditional Bootstrap Methods for Censored Survival Data

  • Kim, Ji-Hyun
    • Journal of the Korean Statistical Society
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    • 제24권1호
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    • pp.197-218
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    • 1995
  • We first consider the random censorship model of survival analysis. Efron (1981) introduced two equivalent bootstrap methods for censored data. We propose a new bootstrap scheme, called Method 3, that acts conditionally on the censoring pattern when making inference about aspects of the unknown life-time distribution F. This article contains (a) a motivation for this refined bootstrap scheme ; (b) a proof that the bootstrapped Kaplan-Meier estimatro fo F formed by Method 3 has the same limiting distribution as the one by Efron's approach ; (c) description of and report on simulation studies assessing the small-sample performance of the Method 3 ; (d) an illustration on some Danish data. We also consider the model in which the survival times are censered by death times due to other caused and also by known fixed constants, and propose an appropriate bootstrap method for that model. This bootstrap method is a readily modified version of the Method 3.

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Brownian Dynamics 를 이용한 입자 포집 과정 및 여과 성능 해석 (Analysis of Filtration Performance by Brownian Dynamics)

  • 방종근;윤웅섭
    • 대한기계학회논문집B
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    • 제33권10호
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    • pp.811-819
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    • 2009
  • In the present study, deposition of discrete and small particles on a filter fiber was simulated by stochastic method. Trajectory of each particle was numerically solved by Langevin equation. And Lattice Boltzmann method (LBM) was used to solve flow field around the filter collector for considering complex shape of deposit layer. Interaction between the flow field and the deposit layer was obtained from a converged solution from an inner-loop calculation. Simulation method is properly validated with filtration theory and collection efficiency due to different filtration parameters are examined and discussed. Morphology of deposit layer and its evolution was visualized in terms of the particle size. The particle loaded effect on collection efficiency was also discussed.

Spatial Resolution Improvement Using Over Sampling and High Agile Maneuver in Remote Sensing Satellite

  • Kim, Hee-Seob;Kim, Gyu-Sun;Chung, Dae-Won;Kim, Eung-Hyun
    • International Journal of Aeronautical and Space Sciences
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    • 제8권2호
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    • pp.37-43
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    • 2007
  • Coordination of multiple UAVs is an essential technology for various applications in robotics, automation, and artificial intelligence. In general, it includes 1) waypoints assignment and 2) trajectory generation. In this paper, we propose a new method for this problem. First, we modify the concept of the standard visibility graph to greatly improve the optimality of the generated trajectories and reduce the computational complexity. Second, we propose an efficient stochastic approach using simulated annealing that assigns waypoints to each UAV from the constructed visibility graph. Third, we describe a method to detect collision between two UAVs. FinallY, we suggest an efficient method of controlling the velocity of UAVs using A* algorithm in order to avoid inter-UAV collision. We present simulation results from various environments that verify the effectiveness of our approach.

Waypoints Assignment and Trajectory Generation for Multi-UAV Systems

  • Lee, Jin-Wook;Kim, H.-Jin
    • International Journal of Aeronautical and Space Sciences
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    • 제8권2호
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    • pp.107-120
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    • 2007
  • Coordination of multiple UAVs is an essential technology for various applications in robotics, automation, and artificial intelligence. In general, it includes 1) waypoints assignment and 2) trajectory generation. In this paper, we propose a new method for this problem. First, we modify the concept of the standard visibility graph to greatly improve the optimality of the generated trajectories and reduce the computational complexity. Second, we propose an efficient stochastic approach using simulated annealing that assigns waypoints to each UAV from the constructed visibility graph. Third, we describe a method to detect collision between two UAVs. FinallY, we suggest an efficient method of controlling the velocity of UAVs using A* algorithm in order to avoid inter-UAV collision. We present simulation results from various environments that verify the effectiveness of our approach.

자동창고시스템의 성능평가를 위한 M/G/1 대기모형 (M/G/1 Queueing Model for the Performance Estimation of AS/RS)

  • 이문환;임시영;허선;이영해
    • 한국경영과학회:학술대회논문집
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    • 대한산업공학회/한국경영과학회 2000년도 춘계공동학술대회 논문집
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    • pp.253-256
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    • 2000
  • In general, Automated Storage/Retrieval Systems (AS/RS ) have racks of equal sized cells to utilize the concept of unit-load. Most of the techniques for the performance estimation of a unit-load AS/RS are a static model or computer simulation. Especially, their models were developed under assumption that the Storage/Retrieval (S/R) machine performs only single command (SC) or dual command (DC). In reality, defending on the operating policy and the status of the system at a particular time, the S/B machine performs a SC or a DC, or becomes .: idle. In order to resolve these weak points, we propose a stochastic model for the performance estimation of unit-load AS/RS by using a single-server queueing model. Expected numbers of waiting storage and retrieval commands are found

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