• Title/Summary/Keyword: Sampling Efficiency

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A study on unequal probability sampling over two successive occasions in time series (시계열 계속 표본조사에서 불균등확률 추출법 연구)

  • 박홍래;이계오
    • The Korean Journal of Applied Statistics
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    • v.6 no.1
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    • pp.145-162
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    • 1993
  • We review sampling schemes on successive occasions with partial replacement of units and propose a Rao-Hartley-Cochran(RHC) type's sampling scheme over two successive occasions with probability proportionate to observations on the previous occasion. For comparison of the reviewed and proposed sampling schemes, optimal estimator of population mean on second occasion and its variance are derived. The relative efficiency of the proposed sampling scheme is compared with other equal and unequal probability sampling scheme by theoretical and numerical simulation study. For simulation study, three artificial populations are generated by a time series model. It is observed that RHC type's sampling scheme has small variance and deviation in general.

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Reliability Analysis for Structure Design of Automatic Ocean Salt Collector Using Sampling Method of Monte Carlo Simulation

  • Song, Chang Yong
    • Journal of Ocean Engineering and Technology
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    • v.34 no.5
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    • pp.316-324
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    • 2020
  • This paper presents comparative studies of reliability analysis and meta-modeling using the sampling method of Monte Carlo simulation for the structure design of an automatic ocean salt collector (AOSC). The thickness sizing variables of structure members are considered as random variables. Probabilistic performance functions are selected from strength performances evaluated via the finite element analysis of an AOSC. The sampling methods used in the comparative studies are simple random sampling and Sobol sequences with varied numbers of sampling. Approximation methods such as the Kriging model is applied to the meta-model generation. Reliability performances such as the probability failure and distribution are compared based on the variation of the sampling method of Monte Carlo simulation. The meta-modeling accuracy is evaluated for the Kriging model generated from the Monte Carlo simulation and Sobol sequence results. It is discovered that the Sobol sequence method is applicable to not only to the reliability analysis for the structural design of marine equipment such as the AOSC, but also to Kriging meta-modeling owing to its high numerical efficiency.

A new structural reliability analysis method based on PC-Kriging and adaptive sampling region

  • Yu, Zhenliang;Sun, Zhili;Guo, Fanyi;Cao, Runan;Wang, Jian
    • Structural Engineering and Mechanics
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    • v.82 no.3
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    • pp.271-282
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    • 2022
  • The active learning surrogate model based on adaptive sampling strategy is increasingly popular in reliability analysis. However, most of the existing sampling strategies adopt the trial and error method to determine the size of the Monte Carlo (MC) candidate sample pool which satisfies the requirement of variation coefficient of failure probability. It will lead to a reduction in the calculation efficiency of reliability analysis. To avoid this defect, a new method for determining the optimal size of the MC candidate sample pool is proposed, and a new structural reliability analysis method combining polynomial chaos-based Kriging model (PC-Kriging) with adaptive sampling region is also proposed (PCK-ASR). Firstly, based on the lower limit of the confidence interval, a new method for estimating the optimal size of the MC candidate sample pool is proposed. Secondly, based on the upper limit of the confidence interval, an adaptive sampling region strategy similar to the radial centralized sampling method is developed. Then, the k-means++ clustering technique and the learning function LIF are used to complete the adaptive design of experiments (DoE). Finally, the effectiveness and accuracy of the PCK-ASR method are verified by three numerical examples and one practical engineering example.

The relationship between audit quality and Investment efficiency

  • Dashtbayaz, Mahmoud Lari;Mohammadi, Shaban
    • The Journal of Economics, Marketing and Management
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    • v.4 no.2
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    • pp.20-32
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    • 2016
  • The purpose of the present study is to investigate the audit quality and Investment efficiency of the listed companies on the Tehran Stock Exchange (TSE). The population includes 94 firms selected through systematic sampling. The data is collected from the audited financial statements of the firms provided by TSE's website from 2008 to 2015. In this study the variables, auditor industry specialization, auditor reputation, auditor tenure and auditor independence has been used to investigate audit quality. The results of multiple linear regression analysis show that there is a significant relationship audit quality and Investment efficiency.

Design of Deadbeat Controller for DC Motor Driving a Rotational Mechanical System (회전기계 계통을 가동시키는 직류전동기를 위한 데드비트저어기 설계)

  • Lee, Heung-Jae;Song, Ja-Youn
    • Proceedings of the KIEE Conference
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    • 1999.07b
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    • pp.579-582
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    • 1999
  • This paper presents a design method of deadbeat controller for DC motor driving a rotational system with gear. The results of sampling a continuous-data process does not guarantee that no ripples occur between the sampling instants in the continuous-data output, but the proposed deadbeat control system that consists of the integral controller and the full state observer, and zero order hold using in continuous systems, has many advantages of such as an output response without the ripple and reaching the steady state without error after a given sampling period and faster settling time than the optimal control system in the short sampling period. The results of case study through matlab simulation shown that the efficiency of the proposed controller for DC motor driving a rotational system with gear, is verified by comparing with optimal controller etc.

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Progressive Sampling Implementing Different Criteria (밀도증가식(密度增加式) 표본추출법(標本抽出法)에 관한 연구(研究) - 추출조건(抽出條件)을 중심(中心)으로 -)

  • Lee, Suk Chan;Cho, Kyu Jon
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.2 no.3
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    • pp.101-107
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    • 1982
  • The progressive sampling method adapts well to the local variabilities of the input terrains, and is therefore one of the most efficient sampling methods in DTM. The efficiency of progressive sampling can be enhanced by increasing the comprehensiveness of grid densification criteria, with superfluous points reduced and/or suppressed. In this investigation, four different criteria were applied to the numerical test, and the suppression criterion was found the most significant among them.

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The Productivity Improvement for Steel Framing Work Efficiency by Work Sampling and 5-minute Rating Technique

  • Chang, SooWon;Yi, June-Seong;Son, JeongWook
    • Journal of Construction Engineering and Project Management
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    • v.5 no.1
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    • pp.40-46
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    • 2015
  • This study presents the results of our analysis and recommendations for process and productivity improvements. The project studied consists of a 5-story research building, with a structure of steel frames supporting concrete slabs. The observations focused on the analysis of the overall erection and framing process. The methods used for the analysis consisted in intensive visits on site, where construction processes were observed in term of resources, activities, durations, materials' handling procedures, and technology used. Back to the office, authors used the information captured to model the different trades' activities, using work sampling and 5-minute rating technique. The work sampling provides insight into the activity, hence allowing for process improvements. The productivity of various trades is strongly dependent on the organization of the work process and work site conditions. Improving the productivity of the entire project or company is not possible until everyone is committed to improvement.

A New Fast Simulation Technique for Rare Event Simulation

  • Kim, Yun-Bae;Roh, Deok-Seon;Lee, Myeong-Yong
    • Proceedings of the Korea Society for Simulation Conference
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    • 1999.04a
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    • pp.70-79
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    • 1999
  • Importance Sampling (IS) has been applied to accelerate the occurrence of rare events. However, it has a drawback of effective biasing scheme to make the estimator from IS unbiased. Adaptive Importance Sampling (AIS) employs an estimated sampling distribution of IS to the systems of interest during the course of simulation. We propose Nonparametric Adaptive Importance Sampling (NAIS) technique which is nonparametrically modified version of AIS and test it to estimate a probability of rare event in M/M/1 queueing model. Comparing with classical Monte Carlo simulation, the computational efficiency and variance reductions gained via NAIS are substantial. A possible extension of NAIS regarding with random number generation is also discussed.

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A Modified Single Sampling Plan for the Inspection of Attribute Quality Characteristics

  • Subramani, J.;Balamurali, S.
    • Industrial Engineering and Management Systems
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    • v.15 no.1
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    • pp.41-48
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    • 2016
  • In this manuscript, a modified single sampling plan is proposed for the inspection of products in which the nonconforming items can be classified in to two categories namely critical and non-critical; and explained with the help of industrial example. The operating procedure of this plan is also proposed and the performance measures such as the probability of acceptance, average sample number, average total inspection and average out going quality are also derived. The optimal parameters are determined which will have minimum sample size. The efficiency of the proposed plan is also discussed over the conventional single sampling plan. The extensive tables for selecting a modified single sampling plan based on AQL and LQL are provided for both Binomial and Poisson distributions and explained with the help of industrial data.