• Journal of Computational Design and Engineering
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• v.1 no.3
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• pp.187-193
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• 2014

One of the hottest challenges in automotive industry is related to weight reduction in sheet metal forming processes, in order to produce a high quality metal part with minimal material cost. Stamping is the most widely used sheet metal forming process; but its implementation comes with several fabrication flaws such as springback and failure. A global and simple approach to circumvent these unwanted process drawbacks consists in optimizing the initial blank shape with innovative methods. The aim of this paper is to introduce an efficient methodology to deal with complex, computationally expensive multicriteria optimization problems. Our approach is based on the combination of methods to capture the Pareto Front, approximate criteria (to save computational costs) and global optimizers. To illustrate the efficiency, we consider the stamping of an industrial workpiece as test-case. Our approach is applied to the springback and failure criteria. To optimize these two criteria, a global optimization algorithm was chosen. It is the Simulated Annealing algorithm hybridized with the Simultaneous Perturbation Stochastic Approximation in order to gain in time and in precision. The multicriteria problems amounts to the capture of the Pareto Front associated to the two criteria. Normal Boundary Intersection and Normalized Normal Constraint Method are considered for generating a set of Pareto-optimal solutions with the characteristic of uniform distribution of front points. The computational results are compared to those obtained with the well-known Non-dominated Sorting Genetic Algorithm II. The results show that our proposed approach is efficient to deal with the multicriteria shape optimization of highly non-linear mechanical systems.

• Journal of the Korean Institute of Intelligent Systems
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• v.15 no.7
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• pp.893-898
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• 2005

Due to the merits that only a small amount of computation is needed for solutions and stochastic policies can be handled explicitly, the actor-critic algorithm, which is a class of reinforcement learning methods, has recently attracted a lot of interests in the area of artificial intelligence. The actor-critic network composes of tile actor network for selecting control inputs and the critic network for estimating value functions, and in its training stage, the actor and critic networks take the strategy, of changing their parameters adaptively in order to select excellent control inputs and yield accurate approximation for value functions as fast as possible. In this paper, we consider a new actor-critic algorithm employing an RLS(Recursive Least Square) method for critic learning, and policy gradients for actor learning. The applicability of the considered algorithm is illustrated with experiments on the two linked robot arm.

• Journal of Korea Water Resources Association
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• v.43 no.4
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• pp.337-351
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• 2010

There is a growing dissatisfaction with use of conventional statistical methods for the prediction of extreme events. Conventional methodology for modeling extreme event consists of adopting an asymptotic model to describe stochastic variation. However asymptotically motivated models remain the centerpiece of our modeling strategy, since without such an asymptotic basis, models have no rational for extrapolation beyond the level of observed data. Also, this asymptotic models ignored or overestimate the uncertainty and finally decrease the reliability of uncertainty. Therefore this article provide the research example of the extreme rainfall event and the methodology to reduce the uncertainty. In this study, the Bayesian MCMC (Bayesian Markov Chain Monte Carlo) and the MLE (Maximum Likelihood Estimation) methods using a quadratic approximation are applied to perform the at-site rainfall frequency analysis. Especially, the GEV distribution and Gumbel distribution which frequently used distribution in the fields of rainfall frequency distribution are used and compared. Also, the results of two distribution are analyzed and compared in the aspect of uncertainty.

• Journal of Korea Water Resources Association
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• v.51 no.9
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• pp.813-826
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• 2018

Recently, weather radar system has been widely used for effectively monitoring near real-time weather conditions. The radar rainfall estimates are generally relies on the Z-R equation that is an indirect approximation of the empirical relationship. In this regards, the bias in the radar rainfall estimates can be affected by spatial-temporal variations in the radar profile. This study evaluates the uncertainty of the Z-R relationship while considering the rainfall types in the process of estimating the parameters of the Z-R equation in the context of stochastic approach. The radar rainfall estimates based on the Bayesian inference technique appears to be effective in terms of reduction in bias for a given season. The derived Z-R equation using Bayesian model enables us to better represent the hydrological process in the rainfall-runoff model and provide a more reliable forecast.

• Journal of the Korea Computer Graphics Society
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• v.16 no.1
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• pp.9-20
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• 2010

In order to visualize participating media in 3D space, they usually calculate the incoming radiance by subdividing the ray path into small subintervals, and accumulating their respective light energy due to direct illumination, scattering, absorption, and emission. Among these light phenomena, scattering behaves in very complicated manner in 3D space, often requiring a great deal of simulation efforts. To effectively simulate the light scattering effect, several approximation techniques have been proposed. Volume photon mapping takes a simple approach where the light scattering phenomenon is represented in volume photon map through a stochastic simulation, and the stored information is explored in the rendering stage. While effective, this method has a problem that the number of necessary photons increases very fast when a higher variance reduction is needed. In an attempt to resolve such problem, we propose a different approach for rendering particle-based volume data where kernel smoothing, one of several density estimation methods, is explored to represent and reconstruct the light in-scattering effect. The effectiveness of the presented technique is demonstrated with several examples of volume data.

• The Korean Journal of Applied Statistics
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• v.30 no.2
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• pp.243-257
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• 2017

In this paper, we compare several methods to approximate option prices: Edgeworth expansion, A-type and C-type Gram-Charlier expansions, a method using normal inverse gaussian (NIG) distribution, and an asymptotic method using nonlinear regression. We used two different types of approximation. The first (called the RNM method) approximates the risk neutral probability density function of the log return of the underlying asset and computes the option price. The second (called the OPTIM method) finds the approximate option pricing formula and then estimates parameters to compute the option price. For simulation experiments, we generated underlying asset data from the Heston model and NIG model, a well-known stochastic volatility model and a well-known Levy model, respectively. We also applied the above approximating methods to the KOSPI200 call option price as a real data application. We then found that the OPTIM method shows better performance on average than the RNM method. Among the OPTIM, A-type Gram-Charlier expansion and the asymptotic method that uses nonlinear regression showed relatively better performance; in addition, among RNM, the method of using NIG distribution was relatively better than others.

• Computational Structural Engineering
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• v.8 no.3
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• pp.103-111
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• 1995

Evaluating nonlinear response of a MDOF system under dynamic stochastic loads such as seismic excitation usually requires excessive computational efforts. To alleviate this computational difficulty, an approximation is developed in which the MDOF inelastic system is replaced by a simple nonlinear equivalent system(ENS).Me ENS retains the most important properties of the original system such as dynamic characteristics of the first two modes and the global yielding behavior of the MDOF system. The system response is described by the maximum global(building) and local(interstory) drifts. The equivalency is achieved by two response scaling factors, a global response scaling factor R/sub G/, and a local response scaling factor R/sub L/, applied to the responses of the ENS to match those of the original MDOF system. These response scaling factors are obtained as functions of ductility and mass participation factors of the first two modes of structures by extensive regression analyses based on results of responses of the MDOF system and the ENS to actual ground accelerations recorded in past earthquakes. To develop the ENS with two response scaling factors, Special Moment Resisting Steel Frames are considered. Then, these response scaling factors are applied to the response of ENS to obtain the nonlinear response of MDOF system.

• Journal of Nutrition and Health
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• v.51 no.6
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• pp.567-579
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• 2018

Purpose: This study examined the mediation effects of dietary habits, nutrient intake, daily life in the relationship between the working hours of Korean shift workers and metabolic syndrome. Methods: Data were collected from the sixth (2013-2015) Korea National Health and Nutrition Examination Survey (KNHANES). The stochastic regression imputation was used to fill missing data. Statistical analysis was performed in Korean shift workers with metabolic syndrome using the SPSS 24 program for Windows and a structural equation model (SEM) using an analysis of moment structure (AMOS) 21.0 package. Results: The model fitted the data well in terms of the goodness of fit index (GFI) = 0.939, root mean square error of approximation (RMSEA) = 0.025, normed fit index (NFI) = 0.917, Tucker-Lewis index (TLI) = 0.984, comparative fit index (CFI) = 0.987, and adjusted goodness of fit index (AGFI) = 0.915. Specific mediation effect of dietary habits (p = 0.023) was statistically significant in the impact of the working hours of shift workers on nutrient intake, and specific mediation effect of daily life (p = 0.019) was statistically significant in the impact of the working hours of shift workers on metabolic syndrome. On the other hand, the dietary habits, nutrient intake and daily life had no significant multiple mediator effects on the working hours of shift workers with metabolic syndrome. Conclusion: The appropriate model suggests that working hours have direct effect on the daily life, which has the mediation effect on the risk of metabolic syndrome in shift workers.