• Title/Summary/Keyword: Variance Reduction Method

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Control Variates for Percentile Estimation of Project Completion Time in PERT Network (통제변수를 이용한 PERT 네트워크에서 프로젝트 완료확률의 추정)

  • 권치명
    • Journal of the Korea Society for Simulation
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    • v.9 no.4
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    • pp.67-75
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    • 2000
  • Often system analysts are interested in the estimation of percentile for system performance. For instance, in PERT network system, the percentile that the project. Typically the control variate method is used to reduce the variability of mean response using the correlation between the response and the control variates with a little additional cost during the course of simulation. In the same spirit, we apply this method to estimate the percentile of project completion time in PERT system, and evaluate the efficiency of the controlled estimator for its percentile.1 Simulation results indicate that the controlled estimators are more effective in reducing the variances of estimators than the simple estimators, however those tend to a little underestimate the percentiles for some critical values. We need more simulation experiments to examine such a kind of bias problem. We expect this research presents a step forward in the area of variance reduction techniques of stochastic simulation.

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Multivariate Poisson Distribution Generated via Reduction from Independent Poisson Variates

  • Kim, Dae-Hak;Jeong, Heong-Chul
    • Journal of the Korean Data and Information Science Society
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    • v.17 no.3
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    • pp.953-961
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    • 2006
  • Let's say that we are given a k number of random variables following Poisson distribution that are individually dependent and which forms multivariate Poisson distribution. We particularly dealt with a method of creating random numbers that satisfies the covariance matrix, where the elements of covariance matrix are parameters forming a multivariate Poisson distribution. To create such random numbers, we propose a new algorithm based on the method reducing the number of parameter set and deal with its relationship to the Park et al.(1996) algorithm used in creating multivariate Bernoulli random numbers.

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Reducing Noise Using Degree of Scattering in Collaborative Filtering System (협력적 여과 시스템에서 산포도를 이용한 잡음 감소)

  • Ko, Su-Jeong
    • The KIPS Transactions:PartB
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    • v.14B no.7
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    • pp.549-558
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    • 2007
  • Collaborative filtering systems have problems when users rate items and the rated results depend on their feelings, as there is a possibility that the results include noise. The method proposed in this paper optimizes the matrix by excluding irrelevant ratings as information for recommendations from a user-item matrix using dispersion. It reduces the noise that results from predicting preferences based on original user ratings by inflecting the information for items and users on the matrix. The method excludes the ratings values of the utmost limits using a percentile to supply the defects of coefficient of variance and composes a weighted user-item matrix by combining the user coefficient of variance with the median of ratings for items. Finally, the preferences of the active user are predicted based on the weighted matrix. A large database of user ratings for movies from the MovieLens recommender system is used, and the performance is evaluated. The proposed method is shown to outperform earlier methods significantly.

Choice of Wavelet-Thresholds for Denoising image (잡음 제거를 위한 웨이블릿 임계값 결정)

  • Cho, Hyun-Sug;Lee, Hyoung
    • The KIPS Transactions:PartB
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    • v.8B no.6
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    • pp.693-698
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    • 2001
  • Noisy data are often fitted using a smoothing parameter, controlling the importance of two objectives that are opposite to a certain extent. One of these two is smoothness and the other is closeness to the input data. The optimal value of this parameter minimizes the error of the result. This optimum cannot be found exactly, simply because the exact data are unknown. This paper propose the threshold value for noise reduction based on wavelet-thresholding. In the proposed method PSNR results show that the threshold value performs excellently in comparison with conventional methods without knowing the noise variance and volume of signal.

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Prediction of Probabilistic Distribution of a Loudspeaker's Performance Due to Manufacturing Tolerances by Performance Moment Integration Method (성능 모멘트 적분법을 이용한 제작공차에 의해 발생하는 스피커 성능함수의 확률분포 특성 예측)

  • Kang, Byung-su;Back, Jong Hyun;Kim, Dong-Hun
    • Journal of the Korean Magnetics Society
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    • v.26 no.3
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    • pp.81-85
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    • 2016
  • This paper introduces a performance integration method to predict variation characteristic of a performance function of electromagnetic machines or devices due to manufacturing tolerances. A normalized performance function space and a hybrid mean value technique are adapted to effectively predict mean and variance, which can identify probabilistic distribution of the performance function. To verify the effectiveness and accuracy of the proposed method, a mathematical problem and a loudspeaker model are tested, and numerical results are compared with those of existing methods such as Monte Carlo simulation and univariate dimension reduction method.

A Plot Scale Experiment to Analysis the NPS Reduction by Silt Fence and Vegetated Ridge for Non-Irrigated Cropland (실트펜스와 식생밭두렁 적용을 통한 밭 비점오염 저감효과 분석을 위한 포장실험 연구)

  • Kim, Sung-Jae;Park, Tae-Yang;Kim, Sung-Min;Jang, Jeong-Ryeol;Kim, Sang-Min
    • Journal of The Korean Society of Agricultural Engineers
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    • v.54 no.4
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    • pp.19-27
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    • 2012
  • The objective of this study was to test the pollutant reduction effect by the silt fence and vegetated ridge through field monitoring. The experiment plots were established with two replication and three treatments. Each plot was designed with 5 m width, 22 m length, and 3 % slope. Flumes with the floating type stage gages were installed at the outlet of each plot to monitor the runoff. For a rainfall monitoring, tipping bucket rain gage was installed within the experiment site. Cultivated crops were spring daikon and autumn chinese cabbage. Analysis of variance (ANOVA) indicated that the water quality concentration from three experiment plots were not significantly different in 5 % of significant level. The monitoring results showed that the average pollution loads reduced by silt fence compared to control were SS 75.33 %, TN 40.87 %, TP 56.58 %, BOD 52.12 %, COD 36.07 %, TOC 34.99 %; by vegetated ridge compard to control were SS 65.27 %, TN 81.80 %, TP 54.26 %, BOD 67.09 %, COD 46.55 %, TOC 43.30 %. Analysis of Spearman's rank correlation coefficient showed that BOD-SS and SS-Turbidity were highly related at the silt fence and vegetated ridge plots. In all plots, SS-Turbidity and TP-TN relations were relatively high. The monitoring results showed that the silt fence and vegetated ridge were effect method to reduce the pollutant loads from the field runoff. Long-term monitoring is required to obtain more quantitative reduction effect for diverse crops and to increase the reliability of results.

Waveguide Spatial Interference Filtering in Adaptive Matched Field Processing (적응 정합장처리에서 도파관 공간간섭 필터링)

  • 김재수;김성일;신기철;김영규;박정수
    • The Journal of the Acoustical Society of Korea
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    • v.23 no.4
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    • pp.288-295
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    • 2004
  • Detection and localization of a slow and quiet target in shallow water environments is a challenging problem for which it is well known that snapshot is deficient because of a fast and strong interferer. This paper presents waveguide interference filtering technique that mitigate strong interferer problems in adaptive matched field processing. MCM (multiple constraint method) based on NDC (null direction constraint) has been proposed for new spatial interferer filter. MCM-NDC using replica force a interferer component to be filtered through CSDM (cross-spectral density matrix). This filtering have an effect on sidelobe reduction and restoring of signal gain of a quiet target. This technique was applied to a simulation on Pekeris waveguide and vertical array data from MAPLE03 (matched acoustic properties and localization experiment) in the East Sea and was shown to improve SBNR (signal-to-background-and-noise ratio) over the standard MVDR (minimum-variance distortionless response) and NSP (null space projection) technique.

Iterative Reduction of Blocking Artifact in Block Transform-Coded Images Using Wavelet Transform (웨이브렛 변환을 이용한 블록기반 변환 부호화 영상에서의 반복적 블록화 현상 제거)

  • 장익훈;김남철
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.24 no.12B
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    • pp.2369-2381
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    • 1999
  • In this paper, we propose an iterative algorithm for reducing the blocking artifact in block transform-coded images by using a wavelet transform. In the proposed method, an image is considered as a set of one-dimensional horizontal and vertical signals and one-dimensional wavelet transform is utilized in which the mother wavelet is the first order derivative of a Gaussian like function. The blocking artifact is reduced by removing the blocking component, that causes the variance at the block boundary position in the first scale wavelet domain to be abnormally higher than those at the other positions, using a minimum mean square error (MMSE) filter in the wavelet domain. This filter minimizes the MSE between the ideal blocking component-free signal and the restored signal in the neighborhood of block boundaries in the wavelet domain. It also uses local variance in the wavelet domain for pixel adaptive processing. The filtering and the projection onto a convex set of quantization constraint are iteratively performed in alternating fashion. Experimental results show that the proposed method yields not only a PSNR improvement of about 0.56-1.07 dB, but also subjective quality nearly free of the blocking artifact and edge blur.

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Image Enhancement Using Multi-scale Gradients of the Wavelet Transform

  • Okazaki, Hidetoshi;Nakashizuka, Makoto
    • Proceedings of the IEEK Conference
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    • 2002.07a
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    • pp.180-183
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    • 2002
  • In this paper, we propose new unsharp masking technique based on the multiscale gradient planes. The unsharp masking technique is implemented as a high-pass filter and improves the sharpness of degraded images. However, the conventional unsharp masking enhances the noise component simultaneously. To reduce the noise influence, we introduce the edge information from the difference of the gradient values between two consecutive scales of the multiscale gradient. The multiscale gradient indicates the presence of image edges as the ratio between the gradients between two different scales by its multiscale nature. The noise reduction of the proposed method does not depend on the variance of images and noises. In experiment, we demonstrate enhancement results for blurred noisy images and compare with the conventional cubic unsharp masking technique.

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A Simulation-based Optimization of Design Parameters for Cooling System of Injection Mold by using ANOVA with Orthogonal Array (직교배열과 분산분석법을 이용한 사출금형 냉각시스템 파라미터의 시뮬레이션 최적설계)

  • Park, Jong-Cheon;Shin, Seung-Min
    • Journal of the Korean Society of Manufacturing Process Engineers
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    • v.11 no.5
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    • pp.121-128
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    • 2012
  • The optimization of cooling system parameters for designing injection mold is very important to acquire the highest part quality. In this paper, the integration of computer simulations of injection molding and Analysis of Variance(ANOVA) with orthogonal array was used as a design tool to optimize the cooling system parameters aimed at minimizing the part warpage. The design optimizer was applied to find the optimum levels of cooling system parameters for a dustpan. This optimization resulted in more uniform temperature distribution over the part and significant reduction of a part warpage, showing the capability of present method as an effective design tool. The whole optimization process was performed systematically in a proper number of cooling simulations. The design optimizer can be utilized effectively in the industry practice for designing mold cooling system with less cost and time.