• 제목/요약/키워드: Sequential Simulation

검색결과 481건 처리시간 0.027초

The Scale Ratio Testing of Multiple Outliers in Linear Regression

  • Park, Jin-Pyo
    • Journal of the Korean Data and Information Science Society
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    • 제14권3호
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    • pp.673-685
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    • 2003
  • In this paper we consider the problem of identifying and testing outliers in linear regression. First we consider the problem for testing the null hypothesis of no outliers. A test based on the ratio of two residual scale estimates is proposed. We show the asymptotic distribution of the test statistics by Monte Carlo simulation and investigate its properties. Next we consider the problem of identifying the outliers. A forward sequential procedure using the suggested test is proposed and shown to perform fairly well. Unlike other forward procedures, the present one is unaffected by masking and swamping effects because the test statistic is based on robust scale estimate.

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SAHN 모델의 부분적 패턴 추정 방법에 대한 연구 (A Study on Partial Pattern Estimation for Sequential Agglomerative Hierarchical Nested Model)

  • 장경원;안태천
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2005년도 학술대회 논문집 정보 및 제어부문
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    • pp.143-145
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    • 2005
  • In this paper, an empirical study result on pattern estimation method is devoted to reveal underlying data patterns with a relatively reduced computational cost. Presented method performs crisp type clustering with given n number of data samples by means of the sequential agglomerative hierarchical nested model (SAHN). Conventional SAHN based clustering requires large computation time in the initial step of algorithm. To deal with this concern, we modified overall process with a partial approach. In the beginning of this method, we divide given data set to several sub groups with uniform sampling and then each divided sub data group is applied to SAHN based method. The advantage of this method reduces computation time of original process and gives similar results. Proposed is applied to several test data set and simulation result with conceptual analysis is presented.

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A Sequential Approach for Estimating the Variance of a Normal Population Using Some Available Prior Information

  • Samawi, Hani M.;Al-Saleh, Mohammad F.
    • Journal of the Korean Statistical Society
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    • 제31권4호
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    • pp.433-445
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    • 2002
  • Using some available information about the unknown variance $\sigma$$^2$ of a normal distribution with mean $\mu$, a sequential approach is used to estimate $\sigma$$^2$. Two cases have been considered regarding the mean $\mu$ being known or unknown. The mean square error (MSE) of the new estimators are compared to that of the usual estimator of $\sigma$$^2$, namely, the sample variance based on a sample of size equal to the expected sample size. Simulation results indicates that, the new estimator is more efficient than the usual estimator of $\sigma$$^2$whenever the actual value of $\sigma$$^2$ is not too far from the prior information.

복잡한 전산실험을 위한 축차적 계획법과 핵 융합모형에의 응용 (Sequential Designs for Complex Computer Experiments with an Application to a Nuclear Fusion Model)

  • Jeong Soo Park
    • 응용통계연구
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    • 제7권2호
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    • pp.183-200
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    • 1994
  • 매우 복잡한 컴퓨터 시뮬레이션 실험을 이용한 제반 연구의 효용성을 높이기 위하여 공간적 예측모형에 기초한, 자료참조의 축차적 부최적 실험계획법을 고려하였다. 이 실험계획법들은 실제로 핵융합기기의 반응모형 시뮬레이터에 적용되었으며, 적용상의 효과적 방법과 경험이 기술되었다. 또한 비정상적으로 주어진 실험영역과 최적기준의 계산상의 복잡함으로 인하여 실제의 최적 실험계획을 구축하는데 어려움이 많았고, 따라서 이에 대한 대안들이 컴퓨터 알고리즘과 함께 제안되었다.

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Drought Monitoring with Indexed Sequential Modeling

  • Kim, Hung-Soo;Yoon, Yong-Nam
    • Korean Journal of Hydrosciences
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    • 제8권
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    • pp.125-136
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    • 1997
  • The simulation techniques of hydrologic data series have develped for the purposes of the design of water resources system, the optimization of reservoir operation, and the design of flood control of reservoir, etc. While the stochastic models are usually used in most analysis of water resources fields for the generation of data sequences, the indexed sequential modeling (ISM) method based on generation of a series of overlapping short-term flow sequences directly from the historical record has been used for the data generation in the western USA since the early of 1980s. It was reported that the reliable results by ISM were obtained in practical applications. In this study, we generate annual inflow series at a location of Hong Cheon Dam site by using ISM method and autoregressive, order-1 model (AR(1)), and estimate the drought characteristics for the comparison aim between ISM and AR(1).

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Sequential Optimization for Subcarrier Pairing and Power Allocation in CP-SC Cognitive Relay Systems

  • Liu, Hongwu;Jung, Jaijin;Kwak, Kyung Sup
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제8권5호
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    • pp.1638-1653
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    • 2014
  • A sequential optimization algorithm (SOA) for resource allocation in a cyclic-prefixed single-carrier cognitive relay system is proposed in this study. Both subcarrier pairing (SP) and power allocation are performed subject to a primary user interference constraint to minimize the mean squared error of frequency-domain equalization at the secondary destination receiver. Under uniform power allocation at the secondary source and optimal power allocation at the secondary relay, the ordered SP is proven to be asymptotically optimal in maximizing the matched filter bound on the signal-to-interference-plus-noise ratio. SOA implements the ordered SP before power allocation optimization by decoupling the ordered SP from the power allocation. Simulation results show that SOA can optimize resource allocation efficiently by significantly reducing complexity.

고장 검풀이 용이한 Zipper CMOS 회로의 설계 (Testable Design for Zipper CMOS Circuits)

  • ;임인칠
    • 대한전자공학회논문지
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    • 제24권3호
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    • pp.517-526
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    • 1987
  • This paper proposes a new testable design for Zipper CMOS circuits. This design provides an additional feedback loop (called self oscillation loop) whichin the circuit, for testability. The circuit is tested only by observing the oscillation on the loop. The design can be applied to the multistage as well as the single stage, and can detect multiple faults which are undetectable by the conventional testing method. The application and evaluation of test patterns become easy and fault-free responses are not necessary. If the conventional testing method is applied to the sequential Zipper CMOS circuit with the LSSD design technique, it has the serious defect that the initial value may change due to intermediate test patterns and much time taken to apply the necessary test patterns. By using the proposed design, however, the sequential Zipper CMOS circuit with the LSSD design technique can be easily tested without such a defect. Also, the validity of the design is verified by performing the circuit level simulation.

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Computer Simulation of the Computational Method in Fuel Optimal Control

  • Lee, B.J.
    • Nuclear Engineering and Technology
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    • 제4권1호
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    • pp.11-22
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    • 1972
  • 최대치(또는 최소치) 원리의 기본개념을 써서 제어함수 u(t)를 찾는데는 2점간 경계치 문제의 해결이 요구된다. 그런데 최근에는 2점간 문제를 푸는 방법으로 초기 costate vector를 찾아 문제를 해결하는 여러가지 편법이 개발되고 있다. 여기에서는 최적제어 함수를 찾는 새로운 방법의 하나로써 고안된 Newton's sequential방법을 써서 여러가지 공학적 문제를 풀어 봄으로써 이 방법이 매우 유효하다는 것을 알아냈다.

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송전선로의 과도 안정도를 고려한 적응 자동재폐로 기법 (An Adaptive Autoreclosure Scheme with Reference to Transient Stability for Transmission Lines)

  • 허정용;김철환
    • 대한전기학회논문지:전력기술부문A
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    • 제52권12호
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    • pp.698-704
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    • 2003
  • Autoreclosure provides a mean of improving power transmitting ability and system stability. The conventional reclosure adopts the fixed dead time interval strategy, that is, the reclosure is activated after a time delay to restore the system to normal as quickly as possible without regard to the system conditions, however, these simple techniques cannot give the optimal operating performance. For this reason, various adaptive reclosure algorithms have been proposed recently, This paper presents an adaptive autoreclosure algorithm including the variable dead time, optimal reclosure, sequential reclosure and emergency extended equal-area criterion (EEAC) algorithm in order to improve the system stability. The reclosure algorithm performs out the operations that are attuned to the power system conditions. The proposed adaptive reclosure algorithm is verified and tested by using EMTP MODELS, and the simulation results show that the system oscillations are reduced and the transient stability is enhanced by employing the proposed adaptive reclosure algorithm.

Precharge형 PFD의 동작 특성 개선에 관한 연구 (A Study on the Improvement of Characteristics of Precharge PFD)

  • 우영신;김두곤;오름;성만영
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2000년도 하계학술대회 논문집 D
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    • pp.3088-3090
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    • 2000
  • In this paper, we introduce a charge pump PLL architecture which employs precharge phase frequency detector(PFD) and sequential PFD to achieve high frequency operation and fast acquisition. Operation frequency is increased by using precharge PFD when the phase difference is within -${\pi}\;{\sim}\;{\pi}$ and acquisition time is shortened by using sequential PFD and increased charge pump current when the phase difference is larger than |${\pi}$|. SO error detection range of proposed PLL structure is not limited to -${\pi}\;{\sim}\;{\pi}$. By virtue of this multi-phase frequency detector structure, the maximum operating frequency of 423MHz at 2.5V and faster acquisition were achieved by simulation.

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