• 제목/요약/키워드: D-Optimality

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단순선형회귀와 이차형식회귀모형을 중심으로 D-와 이분산 G-최적에 비교한 Iλ-최적실험기준의 특성연구 (Characteristics of Iλ-optimality Criterion compared to the D- and Heteroscedastic G-optimality with respect to Simple Linear and Quadratic Regression)

  • 김영일
    • 품질경영학회지
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    • 제21권2호
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    • pp.140-155
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    • 1993
  • The characteristics of $I_{\lambda}$-optimality, one of the linear criteria suggested by Fedorov (1972) are investigated with respect to the D-and heteroscedastic G-optimality in case of non-constant variance function. Though having limited results obtained from simple models, we may conclude that $I_{\lambda}$-optimality is sometimes preferred to the heteroscedastic G-optimality suggested newly bv Wong and Cook (1992) in the sense that the experimenter's belief in weighting function exists in $I_{\lambda}$-optimality criterion, not to mention its computational simplicity.

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2-수준계 Resolution V 최소 부분실험법의 최적성에 관한 연구 (Study on the Optimality of 2-level Resolution V Minimal Fractional Factorial Designs)

  • 김강익
    • 품질경영학회지
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    • 제32권3호
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    • pp.234-243
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    • 2004
  • In this paper, we study the optimality of 2-level resolution V minimal fractional factorial designs which can be constructed by using a partially balanced array. Moreover the relative efficiencies of such designs are compared in the sense of three optimality criteria such as determinant(D)-optimality, trace(A)-optimality, and eigenvalue(E) -optimality criterion.

$I{\lambda}$-최적실험계획의 특성에 대한 추가적인 연구

  • 김영일
    • Communications for Statistical Applications and Methods
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    • 제2권1호
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    • pp.55-63
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    • 1995
  • The characteristics of $I{\lambda}$-optimality are investigated with repsect to other experimental design's criteria, D-and G-optimality. The comparisons are based on D- and G-, and $I{\lambda}$-efficiencies using the Beta(p, q) distribution as a weighting function for $I{\lambda}$-optimality. Results indicate that serious consideration should be given to the $I{\lambda}$-optimality criterion especially when the error variance function is not homogeneous.

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Augmented D-Optimal Design for Effective Response Surface Modeling and Optimization

  • Kim, Min-Soo;Hong, Kyung-Jin;Park, Dong-Hoon
    • Journal of Mechanical Science and Technology
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    • 제16권2호
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    • pp.203-210
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    • 2002
  • For effective response surface modeling during sequential approximate optimization (SAO), the normalized and the augmented D-optimality criteria are presented. The normalized D-optimality criterion uses the normalized Fisher information matrix by its diagonal terms in order to obtain a balance among the linear-order and higher-order terms. Then, it is augmented to directly include other experimental designs or the pre-sampled designs. This augmentation enables the trust region managed sequential approximate optimization to directly use the pre-sampled designs in the overlapped trust regions in constructing the new response surface models. In order to show the effectiveness of the normalized and the augmented D-optimality criteria, following two comparisons are performed. First, the information surface of the normalized D-optimal design is compared with those of the original D-optimal design. Second, a trust-region managed sequential approximate optimizer having three D-optimal designs is developed and three design problems are solved. These comparisons show that the normalized D-optimal design gives more rotatable designs than the original D-optimal design, and the augmented D-optimal design can reduce the number of analyses by 30% - 40% than the original D-optimal design.

Wiener Process 및 D-Optimality 조건 하에서 계단형 가속열화시험 설계 (Design of Step-Stress Accelerated Degradation Test based on the Wiener Process and D-Optimality Condition)

  • 김헌길;박재훈;성시일
    • 한국신뢰성학회지:신뢰성응용연구
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    • 제17권2호
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    • pp.129-135
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    • 2017
  • Purpose: This article provides step-stress accelerated degradation test (ADT) plans based on the Wiener process. Method: Step-stress levels and the stress change times are determined based on the D-optimality criteria to develop test plans. Further, a simple grid search method is provided for obtaining the optimal test plan. Results: Based on the solution procedure, ADT plans which include the stress levels and change times are developed for conducting the reliability test. Conclusion: Optimal step-stress ADT plans are provided for the case where the number of measurements is small.

A Study on the Influence of a Missing Cell in a Class of Central Composite Designs

  • Park, Sung-Hyun;Noh, Hyun-Gon
    • Journal of the Korean Statistical Society
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    • 제27권1호
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    • pp.133-152
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    • 1998
  • The central composite design is widely used in the response surface analysis, because it can fit the second order model with small experimental points. In practice, the experimental data are not always obtained on all the points. When there are missing observations, many problems due to the missing cells can occur. In this paper, the influence of a missing cell on the central composite design is discussed. First, the influences of a missing cell on the variances of estimated regression coefficents are compared as $\alpha$ varies. Second, how the average predition variance is affected by a missing sell is discussed. And the influence on rotatability is investigated. Third, the influence of a missing cell on optimality, especially on D-optimality and A-optimality, is examined.

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Optimality in Designs of Experiment

  • Choi Kuey-Chung
    • 한국신뢰성학회:학술대회논문집
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    • 한국신뢰성학회 2005년도 학술발표대회 논문집
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    • pp.109-113
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    • 2005
  • Optimality for block designs have received much attention in the literature. Here we review these criteria and present results showing their A,D and E connection. Also we acquainted with the mathematical methods of designing optimal experiments. In this paper, we will to do work about optimality in experimental designs.

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Michaelis-Menten 모형의 모수의 불확실성에 대한 Maximin 타입의 강건 실험 (The Maximin Robust Design for the Uncertainty of Parameters of Michaelis-Menten Model)

  • 김영일;장대흥;이성백
    • 응용통계연구
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    • 제27권7호
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    • pp.1269-1278
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    • 2014
  • D-최적 실험은 실험의 이론적인 기초를 제공하는 이유로 비선형모형에 대해 실험설계 시 인기가 있지만 이러한 실험기준은 비선형인 경우 알려져 있지 않은 모수에 의존하는 모순적인 특징이 있다. 그러나 일부 비선형모형은 최적 실험이 비선형 모형의 일부 모수에만 의존하는 특징이 있는 부분비선형모형임 밝혀졌다. 일반적으로 비선형 모형인 경우는 maximin방법은 일반적으로 모수의 불확실성에 강건한 실험을 제공하지 못한다고 알려져 있으나 많은 부분비선형 모형인 경우 하나의 모수에만 최적실험이 의존하는 구조를 갖고 있어 최적실험의 구조를 밝히는데 매우 용이하다. 본 연구에서는 Michaelis-Menten 모형을 대상으로 모수의 불확실성에 대처하기 위한 maximin 방법을 D-최적 및 $D_s$-최적을 기준으로 살펴보았다.

Applications of Diverse Data Combinations in Subsurface Characterization using D-optimality Based Pilot Point Methods (DBM)

  • Jung, Yong;Mahinthakumar, G.
    • 한국지하수토양환경학회지:지하수토양환경
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    • 제18권2호
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    • pp.45-53
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    • 2013
  • Many cases of strategically designed groundwater remediation have lack of information of hydraulic conductivity or permeability, which can render remediation methods inefficient. Many studies have been carried out to minimize this shortcoming by determining detailed hydraulic information either through direct or indirect measurements. One popular method for hydraulic characterization is the pilot point method (PPM), where the hydraulic property is estimated at a small number of strategically selected points using secondary measurements such as hydraulic head or tracer concentration. This paper adopted a D-optimality based pilot point method (DBM) developed previously for hydraulic head measurements and extended it to include both hydraulic head and tracer measurements. Based on different combinations of trials, our analysis showed that DBM performs well when hydraulic head is used for pilot point selection and both hydraulic head and tracer measurements are used for determining the conductivity values.

2차 혼합물 반응표면 모형에서의 강건한 실험 설계 (Robust Designs of the Second Order Response Surface Model in a Mixture)

  • 임용빈
    • 응용통계연구
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    • 제20권2호
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    • pp.267-280
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    • 2007
  • 혼합물 성분들의 비율의 상한과 하한에 대한제한조건이 부과된 제한된 혼합물 실험 공간 R에서의 혼합물 실험을 위한 최적 설계를 찾는 데에 D-, G-, V- 최적기준 등과 같은 다양한 최적 설계 기준이 사용된다. 각각의 실험 설계는 선택된 최적 기준에 대해서는 최적이지만, 제한된 혼합물 실험 공간에서의 예측력에 대해서는 만족스럽지 못하다는 것은 잘 알려진 사실이다. (Vining 등, 1993; Khuri 등, 1999). 우리의 관심사는 2차 혼합물 반응표면모형을 가정한 경우에 제한된 혼합물 공간에서의 효율적인 실험 설계를 찾는 것이다. 이 논문에서는 꼭지점, 선중심점, 면중심점, 중앙점과 내부점으로 구성된 확장된 후보 실험점 그룹을 구성한 다음에, D-최적기준, G-최적기준, V-최적기준과 실험점들 간의 거리에 근거한 U-최적기준에 강건한 실험 설계를 제안한다. Khuri 등(1999)에서 분석된 비료 혼합물 실험과Vining과 Cornell(1993)이 분석한 조명탄 혼합물 실험의 사례에서 강건한 실험설계들과 두 논문에서 추천된 실험 설계들에 대한 예측치의 표준화된 분산의 분위수의 그림(SVPQP)을 비교한 결과 강건한 설계가 상대적으로 우월함이 판명되었다.