• Title/Summary/Keyword: Sampling efficiency

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Simulation Analysis of Control Variates Method Using Stratified sampling (층화추출에 의한 통제변수의 시뮬레이션 성과분석)

  • Kwon, Chi-Myung;Kim, Seong-Yeon;Hwang, Sung-Won
    • Journal of the Korea Society for Simulation
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    • v.19 no.1
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    • pp.133-141
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    • 2010
  • This research suggests a unified scheme for using stratified sampling and control variates method to improve the efficiency of estimation for parameters in simulation experiments. We utilize standardized concomitant variables defined during the course of simulation runs. We first use these concomitant variables to counteract the unknown error of response by the method of control variates, then use a concomitant variable not used in the controlled response and stratify the response into appropriate strata to reduce the variation of controlled response additionally. In case that the covariance between the response and a set of control variates is known, we identify the simulation efficiency of suggested method using control variates and stratified sampling. We conjecture the simulation efficiency of this method is better than that achieved by separated application of either control variates or stratified sampling in a simulation experiments. We investigate such an efficiency gain through simulation on a selected model.

Reliability-Based Design Optimization Using Kriging Metamodel with Sequential Sampling Technique (순차적 샘플링과 크리깅 메타모델을 이용한 신뢰도 기반 최적설계)

  • Choi, Kyu-Seon;Lee, Gab-Seong;Choi, Dong-Hoon
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.33 no.12
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    • pp.1464-1470
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    • 2009
  • RBDO approach based on a sampling method with the Kriging metamodel and Constraint Boundary Sampling (CBS), which is sequential sampling method to generate metamodels is proposed. The major advantage of the proposed RBDO approach is that it does not require Most Probable failure Point (MPP) which is essential for First-Order Reliability Method (FORM)-based RBDO approach. The Monte Carlo Sampling (MCS), most well-known method of the sampling methods for the reliability analysis is used to assess the reliability of constraints. In addition, a Cumulative Distribution Function (CDF) of the constraints is approximated using Moving Least Square (MLS) method from empirical distribution function. It is possible to acquire a probability of failure and its analytic sensitivities by using an approximate function of the CDF for the constraints. Moreover, a concept of inactive design is adapted to improve a numerical efficiency of the proposed approach. Computational accuracy and efficiency of the proposed RBDO approach are demonstrated by numerical and engineering problems.

Optimal SVM learning method based on adaptive sparse sampling and granularity shift factor

  • Wen, Hui;Jia, Dongshun;Liu, Zhiqiang;Xu, Hang;Hao, Guangtao
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.16 no.4
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    • pp.1110-1127
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    • 2022
  • To improve the training efficiency and generalization performance of a support vector machine (SVM) in a large-scale set, an optimal SVM learning method based on adaptive sparse sampling and the granularity shift factor is presented. The proposed method combines sampling optimization with learner optimization. First, an adaptive sparse sampling method based on the potential function density clustering is designed to adaptively obtain sparse sampling samples, which can achieve a reduction in the training sample set and effectively approximate the spatial structure distribution of the original sample set. A granularity shift factor method is then constructed to optimize the SVM decision hyperplane, which fully considers the neighborhood information of each granularity region in the sparse sampling set. Experiments on an artificial dataset and three benchmark datasets show that the proposed method can achieve a relatively higher training efficiency, as well as ensure a good generalization performance of the learner. Finally, the effectiveness of the proposed method is verified.

Measuring stratification effects for multistage sampling (다단추출 표본설계의 층효율성 연구)

  • Taehoon Kim;KeeJae Lee;Inho Park
    • The Korean Journal of Applied Statistics
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    • v.36 no.4
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    • pp.337-347
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    • 2023
  • Sampling designs often use stratified sampling, where elements or clusters of the study population are divided into strata and an independent sample is chosen from each stratum. The stratification strategy consists of stratification and sample allocation, which are important issues that are repeatedly considered in survey sampling. Although a stratified multistage sample design is often used in practice, the literature tends to discuss simple sampling in terms of stratum effects or stratum efficiency. This study examines an existing stratum efficiency measure for two-stage sampling and further proposes additional stratum efficiency measures using the design effect model. The proposed measures are used to evaluate the stratification strategy of the sample design for high school students of the 4th Korean National Environmental Health Survey (KoNEHS).

Sequential Feasible Domain Sampling of Kriging Metamodel by Using Penalty Function (벌칙함수 기반 크리깅메타모델의 순차적 유용영역 실험계획)

  • Lee Tae-Hee;Seong Jun-Yeob;Jung Jae-Jun
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.30 no.6 s.249
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    • pp.691-697
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    • 2006
  • Metamodel, model of model, has been widely used to improve an efficiency of optimization process in engineering fields. However, global metamodels of constraints in a constrained optimization problem are required good accuracy around neighborhood of optimum point. To satisfy this requirement, more sampling points must be located around the boundary and inside of feasible region. Therefore, a new sampling strategy that is capable of identifying feasible domain should be applied to select sampling points for metamodels of constraints. In this research, we suggeste sequential feasible domain sampling that can locate sampling points likely within feasible domain by using penalty function method. To validate the excellence of feasible domain sampling, we compare the optimum results from the proposed method with those form conventional global space-filling sampling for a variety of optimization problems. The advantages of the feasible domain sampling are discussed further.

Two-phase Adaptive Cluster Sampling with Unequal Probabilities Selection

  • Lee, Keejae
    • Journal of the Korean Statistical Society
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    • v.27 no.3
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    • pp.265-278
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    • 1998
  • In this paper, we suggest two-phase adaptive cluster sampling schemes. The main feature of the two-phase sampling is that the information collected in the first phase sample is utilized in the selection of the second phase sample. The conventional two-phase sampling is, however, not sufficient to increase efficiency when the population of interest is rare and clustered. In the proposed sampling scheme, the first phase sample is selected with adaptive cluster sampling procedure and the second phase sample is selected by PPSWR and $\pi$PS sampling. We investigate unbiased estimators of population total and their variance for the proposed sampling schemes respectively. Finally we compare these suggested sampling schemes using numerical examples .

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Enhanced Coulomb Counting Method for State-of-Charge Estimation of Lithium-ion Batteries based on Peukert's Law and Coulombic Efficiency

  • Xie, Jiale;Ma, Jiachen;Bai, Kun
    • Journal of Power Electronics
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    • v.18 no.3
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    • pp.910-922
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    • 2018
  • Conventional battery state-of-charge (SoC) estimation methods either involve sophisticated models or consume considerable computational resource. This study constructs an enhanced coulomb counting method (Ah method) for the SoC estimation of lithium-ion batteries (LiBs) by expanding the Peukert equation for the discharging process and incorporating the Coulombic efficiency for the charging process. Both the rate- and temperature-dependence of battery capacity are encompassed. An SoC mapping approach is also devised for initial SoC determination and Ah method correction. The charge counting performance at different sampling frequencies is analyzed experimentally and theoretically. To achieve a favorable compromise between sampling frequency and accumulation accuracy, a frequency-adjustable current sampling solution is developed. Experiments under the augmented urban dynamometer driving schedule cycles at different temperatures are conducted on two LiBs of different chemistries. Results verify the effectiveness and generalization ability of the proposed SoC estimation method.

Characteristic comparison of Andersen and total suspended particulate samplers in a particulate matter generation chamber (입자 발생 챔버를 이용한 Andersen과 총분진 시료채취기의 특성 비교)

  • Park, Ju-Myon
    • Journal of Korean Society of Occupational and Environmental Hygiene
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    • v.18 no.3
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    • pp.177-184
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    • 2008
  • The purpose of this study was to compare the performance characteristics of Andersen and total suspended particulate (TSP) samplers in terms of particle size distribution (PSD) and mass sampling efficiency. In the present study, two Andersen and four TSP samplers were selected and tested to quantitatively estimate human exposure to fly ash representing industrial particulate matter (PM) in a carefully controlled chamber. The PSD characteristics, a mass median aerodynamic diameter and a geometric standard deviation, were found from the sampled PM of airborne samplers in the chamber. An Andersen sampler was compared with a TSP sampler quantified by a coulter counter multisizer, as a reference sampler, to describe the correlation of mass sampling efficiencies between two types of samplers. Overall results indicate that Andersen samplers overestimated small PM due to particle bounce phenomena between impaction stages. There was reasonably good correlation ($R^2$ = 0.89 and 0.91) between the mass sampling efficiencies of Andersen and TSP samplers during the two tests. However, the lower values of slope (0.71 and 0.72) in two tests showed that the Andersen sampler underestimated PM (> AD $10.1\;{\mu}m$) with sufficient inertia due to a relatively lower Andersen inlet velocity at 0.8 m/s comparing with the operating air velocity at 2.1 m/s in the sampling zone of a chamber.

Quantile estimation using near optimal unbalanced ranked set sampling

  • Nautiyal, Raman;Tiwari, Neeraj;Chandra, Girish
    • Communications for Statistical Applications and Methods
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    • v.28 no.6
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    • pp.643-653
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    • 2021
  • Few studies are found in literature on estimation of population quantiles using the method of ranked set sampling (RSS). The optimal RSS strategy is to select observations with at most two fixed rank order statistics from different ranked sets. In this paper, a near optimal unbalanced RSS model for estimating pth(0 < p < 1) population quantile is proposed. Main advantage of this model is to use each rank order statistics and is distributionfree. The asymptotic relative efficiency (ARE) for balanced RSS, unbalanced optimal and proposed near-optimal methods are computed for different values of p. We also compared these AREs with respect to simple random sampling. The results show that proposed unbalanced RSS performs uniformly better than balanced RSS for all set sizes and is very close to the optimal RSS for large set sizes. For the practical utility, the near optimal unbalanced RSS is recommended for estimating the quantiles.