• Title/Summary/Keyword: Exponential function series

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Improvement of Analytical Probabilistic Model for Urban Storm Water Simulation using 3-parameter Mixed Exponential Probability Density Function (3변수 혼합 지수 확률밀도함수를 이용한 도시지역 강우유출수의 해석적 확률모형 개선)

  • Choi, Daegyu;Jo, Deok Jun;Han, Suhee;Kim, Sangdan
    • Journal of Korean Society on Water Environment
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    • v.24 no.3
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    • pp.345-353
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    • 2008
  • In order to design storage-based non-point source management facilities, the aspect of statistical features of the entire precipitation time series should be considered since non-point source pollutions are delivered by continuous rainfall runoffs. The 3-parameter mixed exponential probability density function instead of traditional single-parameter exponential probability density function is applied to represent the probabilistic features of long-term precipitation time series and model urban stormwater runoff. Finally, probability density functions of water quality control basin overflow are derived under two extreme intial conditions. The 31-year continuous precipitation time series recorded in Busan are analyzed to show that the 3-parameter mixed exponential probability density function gives better resolution.

A study on the Time Series Prediction Using the Support Vector Machine (보조벡터 머신을 이용한 시계열 예측에 관한 연구)

  • 강환일;정요원;송영기
    • 제어로봇시스템학회:학술대회논문집
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    • 2000.10a
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    • pp.315-315
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    • 2000
  • In this paper, we perform the time series prediction using the SVM(Support Vector Machine). We make use of two different loss functions and two different kernel functions; i) Quadratic and $\varepsilon$-insensitive loss function are used; ii) GRBF(Gaussian Radial Basis Function) and ERBF(Exponential Radial Basis Function) are used. Mackey-Glass time series are used for prediction. For both cases, we compare the results by the SVM to those by ANN(Artificial Neural Network) and show the better performance by SVM than that by ANN.

Prediction of Electricity Sales by Time Series Modelling (시계열모형에 의한 전력판매량 예측)

  • Son, Young Sook
    • The Korean Journal of Applied Statistics
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    • v.27 no.3
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    • pp.419-430
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    • 2014
  • An accurate prediction of electricity supply and demand is important for daily life, industrial activities, and national management. In this paper electricity sales is predicted by time series modelling. Real data analysis shows the transfer function model with cooling and heating days as an input time series and a pulse function as an intervention variable outperforms other time series models for the root mean square error and the mean absolute percentage error.

Estimation of Smoothing Constant of Minimum Variance and Its Application to Shipping Data with Trend Removal Method

  • Takeyasu, Kazuhiro;Nagata, Keiko;Higuchi, Yuki
    • Industrial Engineering and Management Systems
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    • v.8 no.4
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    • pp.257-263
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    • 2009
  • Focusing on the idea that the equation of exponential smoothing method (ESM) is equivalent to (1, 1) order ARMA model equation, new method of estimation of smoothing constant in exponential smoothing method is proposed before by us which satisfies minimum variance of forecasting error. Theoretical solution was derived in a simple way. Mere application of ESM does not make good forecasting accuracy for the time series which has non-linear trend and/or trend by month. A new method to cope with this issue is required. In this paper, combining the trend removal method with this method, we aim to improve forecasting accuracy. An approach to this method is executed in the following method. Trend removal by a linear function is applied to the original shipping data of consumer goods. The combination of linear and non-linear function is also introduced in trend removal. For the comparison, monthly trend is removed after that. Theoretical solution of smoothing constant of ESM is calculated for both of the monthly trend removing data and the non monthly trend removing data. Then forecasting is executed on these data. The new method shows that it is useful especially for the time series that has stable characteristics and has rather strong seasonal trend and also the case that has non-linear trend. The effectiveness of this method should be examined in various cases.

Exact Evaluation of a Sommerfeld Integral for the Impedance Half-Plane Problem (임피던스 반 평면에 대한 Sommerfeld 적분의 Closed-Form 계산)

  • Koh Il-Suek
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.17 no.8 s.111
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    • pp.788-794
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    • 2006
  • In this paper, a Sommerfeld integral for an impedance half-plane is considered, which is one of classical problems in electromagnetic theory. First, the integral is evaluated into two series representations which are expressed in terms of exponential integral and Lommel function, respectively. Then based on the Lommel function expansion, an exact, closed-form expression of the integral is formulated, written in terms of incomplete Weber integrals. Additionally, based on the exponential integral expansion, an approximate expression of the integral is obtained. Validity of all formulations derived in this paper is demonstrated through comparisons with a numerical integration of the integral for various situations.

SOME UMBRAL CHARACTERISTICS OF THE ACTUARIAL POLYNOMIALS

  • Kim, Eun Woo;Jang, Yu Seon
    • Journal of the Chungcheong Mathematical Society
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    • v.29 no.1
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    • pp.73-82
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    • 2016
  • The utility of exponential generating functions is that they are relevant for combinatorial problems involving sets and subsets. Sequences of polynomials play a fundamental role in applied mathematics, such sequences can be described using the exponential generating functions. The actuarial polynomials ${\alpha}^{({\beta})}_n(x)$, n = 0, 1, 2, ${\cdots}$, which was suggested by Toscano, have the following exponential generating function: $${\limits\sum^{\infty}_{n=0}}{\frac{{\alpha}^{({\beta})}_n(x)}{n!}}t^n={\exp}({\beta}t+x(1-e^t))$$. A linear functional on polynomial space can be identified with a formal power series. The set of formal power series is usually given the structure of an algebra under formal addition and multiplication. This algebra structure, the additive part of which agree with the vector space structure on the space of linear functionals, which is transferred from the space of the linear functionals. The algebra so obtained is called the umbral algebra, and the umbral calculus is the study of this algebra. In this paper, we investigate some umbral representations in the actuarial polynomials.

Vibration Analysis of Wedge Type Bar by Ritz Method (Ritz법을 이용한 쐐기형 봉의 진동 해석)

  • Park Sok-Chu
    • Journal of Advanced Marine Engineering and Technology
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    • v.29 no.8
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    • pp.877-882
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    • 2005
  • This paper discusses the lateral vibration of a bar which has its tip free. The uniform bar has a solution by summation of some simple exponential functions But if its shape is not uniform, its solution could be by Bessel's function, or mathematical solution could not be existed. Enen if the solution of Bessel's function exists. as Bessel function is a series function. we must got the solution by numerical method Hereby the author Proposes the ununiform beam solution of the matrix method by Ritz's method. and Proposes a new deflection shape function.

Bayesian Estimation for Reliability in a System Consisting of the Left Truncated Exponential Components

  • Park, Man-Gon;Jung, Yun-Sung
    • Journal of Korean Society for Quality Management
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    • v.17 no.1
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    • pp.19-34
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    • 1989
  • In this paper, we propose the Bayes estimators of the reliability for a system consisting of the left-truncated exponential components under the truncated normal distribution as a conjugate prior distribution and squared - error loss function on the series, parallel and k-out-of-m : G system. And we compare the proposed Bayes estimators of the system reliability each other in terms of MSE performances and stabilities by the Monte Carlo simulation.

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Vibration Analysis of Tapered Bar (경사진 봉의 진동 해석)

  • 박석주
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 2003.11a
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    • pp.984-987
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    • 2003
  • This paper discusses the lateral vibration of a bar which has its tip free. The uniform bar has a solution by summation of some simple exponential functions. But if its shape is not uniform, its solution could be by Bessel's function, or mathematical solution could not be existed. Even if the solution of Bessel's function exists. as Bessel function is a series function, we must get the solution by numerical method, Hereof the author proposes the solution of the matrix method by Ritz's method, and proposes a new deflection shape

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FEKETE-SZEGÖ INEQUALITIES OF CERTAIN SUBCLASSES OF ANALYTIC FUNCTIONS AND APPLICATIONS TO SOME DISTRIBUTION SERIES

  • SOUPRAMANIEN, T.;RAMACHANDRAN, C.;CHO, NAK EUN
    • Journal of applied mathematics & informatics
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    • v.39 no.5_6
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    • pp.725-742
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    • 2021
  • The aim of this article is to estimate the coefficient bounds of certain subclasses of analytic functions. We claim that this is a novel and unique effort in combining the coefficient functional along with the new domains and the probability distributions which have not been found or are available in the literature of coefficients bounds. Here the authors analyze these bounds in the special domains associated with exponential function and sine function. Further we obtain Fekete-Szegö inequalities for the defined subclasses of analytic functions defined through Poisson distribution series and Pascal distribution series.