• 제목/요약/키워드: variance structure

검색결과 534건 처리시간 0.027초

Improved Confidence Intervals on Total Variance in a Regression Model with Unbalanced Nested Error Structure

  • 박동준;이수진
    • 한국통계학회:학술대회논문집
    • /
    • 한국통계학회 2004년도 학술발표논문집
    • /
    • pp.265-270
    • /
    • 2004
  • 불균형중첩오차구조를 갖는 단순선형회귀모형에서 나타나는 두 분산의 합에 대한 신뢰구간을 구하기 위하여 Ting et al.(1990) 방법과 Graybill and Wang(1980) 방법과 Tsui and Weerahandi(1989)가 제안한 일반화 축량(generalized pivotal quantity)방법을 이용한 두 가지 방법 등 모두 네 가지 신뢰구간을 제안한다. 신뢰구간의 적절성을 판단하기 위하여 여러 가지 불균형 설계에 대하여 SAS/IML로 시뮬레이션을 실행하고 신뢰계수와 신뢰구간의 평균 길이를 비교한다. 불균형중첩오차구조를 갖는 단순선형회귀모형의 두 분산의 합에 대한 네 가지 신뢰구간들이 주샘플링 단위의 변화에 따라 어느 방법이 적절한 신뢰구간을 구축하는지 추천하고, 실제 예제를 적용하여 시뮬레이션의 결과와 일관성이 있는지를 확인한다.

  • PDF

Multi-Objective Design Exploration for Multidisciplinary Design Optimization Problems

  • Obayashi Shigeru;Jeong Shinkyu;Chiba Kazuhisa
    • 한국전산유체공학회:학술대회논문집
    • /
    • 한국전산유체공학회 2005년도 추계 학술대회논문집
    • /
    • pp.1-10
    • /
    • 2005
  • A new approach, Multi-Objective Design Exploration (MODE), is presented to address Multidisciplinary Design Optimization (MDO) problems by CFD-CSD coupling. MODE reveals the structure of the design space from the trade-off information and visualizes it as a panorama for Decision Maker. The present form of MODE consists of Kriging Model, Adaptive Range Multi Objective Genetic Algorithms, Analysis of Variance and Self-Organizing Map. The main emphasis of this approach is visual data mining. An MDO system using high fidelity simulation codes, Navier-Stokes solver and NASTRAN, has been developed and applied to a regional-jet wing design. Because the optimization system becomes very computationally expensive, only brief exploration of the design space has been performed. However, data mining result demonstrates that design knowledge can produce a good design even from the brief design exploration.

  • PDF

볼트 결합부의 동적 파라미터 해석 (Dynamic Parameter Analysis of Bolted Joint)

  • 백성남;지태한;박영필
    • 한국소음진동공학회:학술대회논문집
    • /
    • 한국소음진동공학회 1994년도 추계학술대회논문집; 한국종합전시장, 18 Nov. 1994
    • /
    • pp.244-249
    • /
    • 1994
  • The dynamic characteristics of mechanical structure are strongly affected by the properties of joint parameters. In this study, the test structures are constructed with two beam structures which are clamped by bolts, and a bolted joint which is modelled as a lumped stiffness element. To identify the dynamic joint parameters with variance of clamping torque of bolts, the sensitivity analysis and the mode energy analysis methods are investigated experimentally. As a result of these two methods, stiffnesses of bolted joint are experimentally found to increase as the clamping torque increases. These stiffnesses identified from the sensitivity analysis and the mode energy analysis method have some difference.

  • PDF

승용차용 후사경의 진동 저감을 위한 강건최적설계 (Robust Optimization of the Automobile Rearview Mirror for Vibration Reduction)

  • 황광현;이광원;박경진
    • 한국자동차공학회논문집
    • /
    • 제7권6호
    • /
    • pp.198-206
    • /
    • 1999
  • An automobile outside rear view mirror system has been analyzed and designed to reduce vibration with a finite element model. model analysis is conducted for the calculation of natural frequencies. harmonic analysis is utilized to estimate the displacements of the glass surface under dynamic loads. The model is verified with the vibration experiment of the parts and the assembled body. The structure of the mirror system is optimized for the robustness defined by the Taguchi concept. At first, many potential design variables are defined. Final design variables are selected based on the amount of contribution on the objective function. That is, sensitive variables are chose. The SN ratio in the Taguchi method is replaced by an objective function with the mean and the standard deviation of the quality characteristic. The defined objective function is appropriate in the structural design in that the vibration displacements are minimized while the robustness is improved.

  • PDF

Stochastic control approach to reliability of elasto-plastic structures

  • Au, Siu-Kui
    • Structural Engineering and Mechanics
    • /
    • 제32권1호
    • /
    • pp.21-36
    • /
    • 2009
  • An importance sampling method is presented for computing the first passage probability of elasto-plastic structures under stochastic excitations. The importance sampling distribution corresponds to shifting the mean of the excitation to an 'adapted' stochastic process whose future is determined based on information only up to the present. A stochastic control approach is adopted for designing the adapted process. The optimal control law is determined by a control potential, which satisfies the Bellman's equation, a nonlinear partial differential equation on the response state-space. Numerical results for a single-degree-of freedom elasto-plastic structure shows that the proposed method leads to significant improvement in variance reduction over importance sampling using design points reported recently.

Particle filter for model updating and reliability estimation of existing structures

  • Yoshida, Ikumasa;Akiyama, Mitsuyoshi
    • Smart Structures and Systems
    • /
    • 제11권1호
    • /
    • pp.103-122
    • /
    • 2013
  • It is essential to update the model with reflecting observation or inspection data for reliability estimation of existing structures. Authors proposed updated reliability analysis by using Particle Filter. We discuss how to apply the proposed method through numerical examples on reinforced concrete structures after verification of the method with hypothetical linear Gaussian problem. Reinforced concrete structures in a marine environment deteriorate with time due to chloride-induced corrosion of reinforcing bars. In the case of existing structures, it is essential to monitor the current condition such as chloride-induced corrosion and to reflect it to rational maintenance with consideration of the uncertainty. In this context, updated reliability estimation of a structure provides useful information for the rational decision. Accuracy estimation is also one of the important issues when Monte Carlo approach such as Particle Filter is adopted. Especially Particle Filter approach has a problem known as degeneracy. Effective sample size is introduced to predict the covariance of variance of limit state exceeding probabilities calculated by Particle Filter. Its validity is shown by the numerical experiments.

Carbonation depth in 57 years old concrete structures

  • Medeiros-Junior, Ronaldo A.;Lima, Maryangela G.;Yazigi, Ricardo;Medeiros, Marcelo H.F.
    • Steel and Composite Structures
    • /
    • 제19권4호
    • /
    • pp.953-966
    • /
    • 2015
  • Carbonation depth was verified in 40 points of two 57 years old concrete viaducts. Field testing (phenolphthalein spraying) was performed on the structures. Data obtained were statistically analyzed by the Kolmogrov-Smirnov's test, one-way analysis of variance (ANOVA's test), and Fisher's method. The results revealed significant differences between maximum carbonation depths of different elements of the same concrete structure. Significant differences were also found in the carbonation of different concrete structures inserted in the same macroclimate. Microclimatic factors such as temperature and local humidity, sunshine, wind, wetting and drying cycles, among others, may have been responsible by the behavior of carbonation in concrete.

A new approach for content-based video retrieval

  • Kim, Nac-Woo;Lee, Byung-Tak;Koh, Jai-Sang;Song, Ho-Young
    • International Journal of Contents
    • /
    • 제4권2호
    • /
    • pp.24-28
    • /
    • 2008
  • In this paper, we propose a new approach for content-based video retrieval using non-parametric based motion classification in the shot-based video indexing structure. Our system proposed in this paper has supported the real-time video retrieval using spatio-temporal feature comparison by measuring the similarity between visual features and between motion features, respectively, after extracting representative frame and non-parametric motion information from shot-based video clips segmented by scene change detection method. The extraction of non-parametric based motion features, after the normalized motion vectors are created from an MPEG-compressed stream, is effectively fulfilled by discretizing each normalized motion vector into various angle bins, and by considering the mean, variance, and direction of motion vectors in these bins. To obtain visual feature in representative frame, we use the edge-based spatial descriptor. Experimental results show that our approach is superior to conventional methods with regard to the performance for video indexing and retrieval.

모의실험 분석중 구간평균기법의 개선을 위한 연구 (A Study on the Improvement of the Batch-means Method in Simulation Analysis)

  • 천영수
    • 한국시뮬레이션학회논문지
    • /
    • 제5권2호
    • /
    • pp.59-72
    • /
    • 1996
  • The purpose of this study is to make an improvement to the batch-means method, which is a procedure to construct a confidence interval(c.i.) for the steady-state process mean of a stationary simulation output process. In the batch-means method, the data in the output process are grouped into batches. The sequence of means of the data included in individual batches is called a batch-menas process and can be treated as an independently and identically distributed set of variables if each batch includes sufficiently large number of observations. The traditional batch-means method, therefore, uses a batch size as large as possible in order to. destroy the autocovariance remaining in the batch-means process. The c.i. prodedure developed and empirically tested in this study uses a small batch size which can be well fitted by a simple ARMA model, and then utilizes the dependence structure in the fitted model to correct for bias in the variance estimator of the sample mean.

  • PDF

천문대 극미광영상장비의 성능 시험 (PERFORMANCE TEST OF THE KAO CCD IMAGING SYSTEM)

  • 진호;한원용;이서구;이우백
    • 천문학논총
    • /
    • 제13권1호
    • /
    • pp.99-109
    • /
    • 1998
  • Korea Astronomy Observatory (KAO) recently developed a new model of CCD imaging system for astronomical purpose. This paper presents system structure and electrical circuit descriptions with the performance of the CCD imaging system. The developed system can handle astronomical image acquisition with additional functions of on-chip binning, sub-image acquisition using a SITe $1024\times1024$ CCD chip. Particularly the controller design of the system allows us great flexibility and versatility with the software system control and it is possible to cope with any format CCDs by any manufactures, in principle. The system performances are derived by mean variance test in our laboratory, which shows that the total system noise 10.5e-(R.M.S), Gain 1.9e-/ ADD, non-linearity $0.37\%$

  • PDF