• Title/Summary/Keyword: Fitting Model

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Network traffic prediction model based on linear and nonlinear model combination

  • Lian Lian
    • ETRI Journal
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    • v.46 no.3
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    • pp.461-472
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    • 2024
  • We propose a network traffic prediction model based on linear and nonlinear model combination. Network traffic is modeled by an autoregressive moving average model, and the error between the measured and predicted network traffic values is obtained. Then, an echo state network is used to fit the prediction error with nonlinear components. In addition, an improved slime mold algorithm is proposed for reservoir parameter optimization of the echo state network, further improving the regression performance. The predictions of the linear (autoregressive moving average) and nonlinear (echo state network) models are added to obtain the final prediction. Compared with other prediction models, test results on two network traffic datasets from mobile and fixed networks show that the proposed prediction model has a smaller error and difference measures. In addition, the coefficient of determination and index of agreement is close to 1, indicating a better data fitting performance. Although the proposed prediction model has a slight increase in time complexity for training and prediction compared with some models, it shows practical applicability.

Complete 3D Surface Reconstruction from Unstructured Point Cloud

  • Kim, Seok-Il;Li, Rixie
    • Journal of Mechanical Science and Technology
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    • v.20 no.12
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    • pp.2034-2042
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    • 2006
  • In this study, a complete 3D surface reconstruction method is proposed based on the concept that the vertices, of surface model can be completely matched to the unstructured point cloud. In order to generate the initial mesh model from the point cloud, the mesh subdivision of bounding box and shrink-wrapping algorithm are introduced. The control mesh model for well representing the topology of point cloud is derived from the initial mesh model by using the mesh simplification technique based on the original QEM algorithm, and the parametric surface model for approximately representing the geometry of point cloud is derived by applying the local subdivision surface fitting scheme on the control mesh model. And, to reconstruct the complete matching surface model, the insertion of isolated points on the parametric surface model and the mesh optimization are carried out. Especially, the fast 3D surface reconstruction is realized by introducing the voxel-based nearest-point search algorithm, and the simulation results reveal the availability of the proposed surface reconstruction method.

Optimal Pipe Replacement Analysis with a New Pipe Break Prediction Model (새로운 파괴예측 모델을 이용한 상수도 관의 최적 교체)

  • Park, Suwan;Loganathan, G.V.
    • Journal of Korean Society of Water and Wastewater
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    • v.16 no.6
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    • pp.710-716
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    • 2002
  • A General Pipe Break Prediction Model that incorporates linear and exponential models in its form is developed. The model is capable of fitting pipe break trends that have linear, exponential or in between of linear and exponential trend by using a weighting factor. The weighting factor is adjusted to obtain a best model that minimizes the sum of squared errors of the model. The model essentially plots a best curve (or a line) passing through "cumulative number of pipe breaks" versus "break times since installation of a pipe" data points. Therefore, it prevents over-predicting future number of pipe breaks compared to the conventional exponential model. The optimal replacement time equation is derived by using the Threshold Break Rate equation by Loganathan et al. (2002).

APPROXIMATION FORMULAS FOR SHORT-MATURITY NEAR-THE-MONEY IMPLIED VOLATILITIES IN THE HESTON AND SABR MODELS

  • HYUNMOOK CHOI;HYUNGBIN PARK;HOSUNG RYU
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.27 no.3
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    • pp.180-193
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    • 2023
  • Approximating the implied volatilities and estimating the model parameters are important topics in quantitative finance. This study proposes an approximation formula for short-maturity near-the-money implied volatilities in stochastic volatility models. A general second-order nonlinear PDE for implied volatility is derived in terms of time-to-maturity and log-moneyness from the Feyman-Kac formula. Using regularity conditions and the Taylor expansion, an approximation formula for implied volatility is obtained for short-maturity nearthe-money call options in two stochastic volatility models: Heston model and SABR model. In addition, we proposed a novel numerical method to estimate model parameters. This method reduces the number of model parameters that should be estimated. Generating sample data on log-moneyness, time-to-maturity, and implied volatility, we estimate the model parameters fitting the sample data in the above two models. Our method provides parameter estimates that are close to true values.

Phonon Dispersion and Specific Heat in FCC Structure (FCC구조에서 포논분산과 비열)

  • Chung, Jae-Dong;Lee, Kyung-Tae
    • Proceedings of the KSME Conference
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    • 2004.11a
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    • pp.1207-1212
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    • 2004
  • A model for the phonon dispersion relationship for cubic zinc sulfide structure, for example SiC, is developed in terms of two unknown force constants. Born model that incorporates bond bending and bond stretching, is used for the force constants. The force constants are determined by fitting to experimental data. Using only the nearest-neighbor coupling results in $6{\times}6$ sized dynamic matrix. The eigenvalues of dynamics matrix for each wavenumber in 3-D ${\kappa}$ space correspond to frequencies, 3 for optical phonon and 3 for acoustic phonon, which is so-called dispersion relation (${\kappa}$-${\omega}$). The density of state is determined by counting the states for each frequency bin, and the properties such as specific heat and thermal conductivity can be obtained. The specific heat is estimated on this model and compared with experiment and other models, i.e. Debye model, Einstein model and combined Debye-Einstein model. In spite of the simple bond potential model, reasonable agreements are found.

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Simulated Annealing Neural Network Model for Sequencing in a Mixed Model Assembly Line (혼합형 조립라인의 투입순서결정을 위한 시뮬레이티드 어닐링 신경망모형)

  • Kim, Man-Soo;Kim, Dong-Mook
    • Journal of Korean Institute of Industrial Engineers
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    • v.24 no.2
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    • pp.251-260
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    • 1998
  • This paper deals with a simulated annealing neural network model for determining sequences of models inputted into a mixed model assembly line. We first present a energy function fitting to our problem, next determine the value of the parameters of the energy function using convergence ratio and the number of searched feasible solution. Finally we compare our model NMS with the modified Thomopoulos model. The result of the comparison shows that NMS and Thomopoulos offer a similar output in the problems having good smoothness.

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Rate-sensitive analysis of framed structures Part I: model formulation and verification

  • Izzuddin, B.A.;Fang, Q.
    • Structural Engineering and Mechanics
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    • v.5 no.3
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    • pp.221-237
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    • 1997
  • This paper presents a new uniaxial material model for rate-sensitive analysis addressing both the transient and steady-state responses. The new model adopts visco-plastic theory for the rate-sensitive response, and employs a three-parameter representation of the overstress as a function of the strain-rate. The third parameter is introduced in the new model to control its transient response characteristics, and to provide flexibility in fitting test data on the variation of overstress with strain-rate. Since the governing visco-plastic differential equation cannot be integrated analytically due to its inherent nonlinearity, a new single-step numerical integration procedure is proposed, which leads to high levels of accuracy almost independent of the size of the integration time-step. The new model is implemented within the nonlinear analysis program ADAPTIC, which is used to provide several verification examples and comparison with other experimental and numerical results. The companion paper extends the three-parameter model to trilinear static stress-strain relationships for steel and concrete, and presents application examples of the proposed models.

THE EFFECT OF SCREW TIGHTENING SEQUENCE AND TIGHTENING METHOD ON THE DETORQUE VALUE IN IMPLANT-SUPPORTED SUPERSTRUCTURE (임플랜트 지지 상부구조물에서 나사조임순서와 조임방법이 풀림토크값에 미치는 영향)

  • Choi, Jung-Han;Kim, Chang-Whe;Lim, Young-Jun;Kim, Myung-Joo;Lee, Seok-Hyung
    • The Journal of Korean Academy of Prosthodontics
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    • v.45 no.5
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    • pp.653-664
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    • 2007
  • Statement of problem: The screw detorque value is a measure of the preload remaining in the screw just before detorquing. Purpose: This study evaluated the effect of different screw tightening sequences and tightening methods on detorque values for a well-fitting implant superstructure. Material and method: An implant superstructure that connected directly to four implants (Astra Tech) was fabricated on a fully edentulous mandibular acrylic resin model. Six well-fitting dental stone casts were made with a pickup impression of the superstructure from the acrylic resin model. To evaluate the effect of three screw tightening sequences (1-2-3-4, 2-4-3-1, and 2-3-1-4) and two tightening methods (2-step and 1-step) on the stability of screw joint, the detorque values for a well-fitting implant superstructure were measured twice after screw tightening using 20 Ncm. Detorque values were analyzed using multi-way analysis of variance and two-way analysis of variance at a .05 level of significance. Results: 1. The mean detorque values for three screw tightening sequences were 12.3 Ncm, 12.6 Ncm, and 12.0 Ncm, respectively. 2. The mean detorque values for two screw tightening methods were 12.0 Ncm, and 12.2 Ncm, respectively. 3. The mean of mimimum detorque values for three screw tightening sequences and for two tightening methods were 10.6 Ncm, 11.1 Ncm, 10.5 Ncm, and 9.8 Ncm, respectively. 4. No statistically significant differences among the variables of screw tightening sequence and tightening method were found (p>.05) for detorque values and for mimimum detorque values. Conclusion: Within the limitations of this study, the screw tightening sequence and tightening method did not have a significant effect on the detorque values for a well-fitting implant superstructure.

An Improved Monte-Carlo Simulation Method for Typhoon Risk Assessment in Korea (개선(改善)된 Monte-Carlo 시뮬레이션 방법(方法)에 의한 한국(韓國)의 태풍위험도(颱風危險度) 분석(分析))

  • Cho, Hyo Nam;Chang, Dong Il;Cha, Cheol Jun
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.7 no.4
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    • pp.159-165
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    • 1987
  • This study proposes an operational method of typhoon risk assessments in Korea, using Statistical analysis and probabilistic description of typhoon at a site. Two alternative simulation and fitting methods are discussed to predict the probabilistic typhoon wind speeds by indirect methods. A Commonly used indirect method is Russell's procedure, which generates about 1,000 Simulation data for typhoon winds, statistically evaluate the base-line distribution, and then fits the results to the Weibull distribution based on probabilistic description of climatological Characteristics and Wind field model of typhoon at a site. However, an alternative procedure proposed in this Paper simulates extreme typhoon wind data of about 150~200 years and directly fits the generated data to the Weibull distribution. The computational results show that the proposed simulation method is more economical and reasonable for typhoon risk-assessment based on the indirect method. And using the proposed indirect method, the probabilistic design wind speed for transmission towers in typhoon-prone region along the South-Western coast is investigated.

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Curve Estimation among Citation and Centrality Measures in Article-level Citation Networks (문헌 단위 인용 네트워크 내 인용과 중심성 지수 간 관계 추정에 관한 연구)

  • Yu, So-Young
    • Journal of the Korean Society for information Management
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    • v.29 no.2
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    • pp.193-204
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    • 2012
  • The characteristics of citation and centrality measures in citation networks can be identified using multiple linear regression analyses. In this study, we examine the relationships between bibliometric indices and centrality measures in an article-level co-citation network to determine whether the linear model is the best fitting model and to suggest the necessity of data transformation in the analysis. 703 highly cited articles in Physics published in 2004 were sampled, and four indicators were developed as variables in this study: citation counts, degree centrality, closeness centrality, and betweenness centrality in the co-citation network. As a result, the relationship pattern between citation counts and degree centrality in a co-citation network fits a non-linear rather than linear model. Also, the relationship between degree and closeness centrality measures, or that between degree and betweenness centrality measures, can be better explained by non-linear models than by a linear model. It may be controversial, however, to choose non-linear models as the best-fitting for the relationship between closeness and betweenness centrality measures, as this result implies that data transformation may be a necessary step for inferential statistics.