• 제목/요약/키워드: Variance reduction technique

검색결과 38건 처리시간 0.02초

Simulating the Average Run Length for CUSUM Schemes Using Variance Reduction Technique

  • Choi, Moon-Soo;Jun, Chi-Hyuck
    • 한국경영과학회:학술대회논문집
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    • 대한산업공학회/한국경영과학회 1992년도 춘계공동학술대회 발표논문 및 초록집; 울산대학교, 울산; 01월 02일 May 1992
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    • pp.371-380
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    • 1992
  • 본 논문에서는 어떤 공정이 일반적인 확률분포를 따른다는 가정하에, 시뮬레이션에 의한 CUSUM챠트의 ARL을 추정하는 방법에 관하여 기술하였다. 추정치에 대한 분산을 최소화하기 위하여 TOTAL HAZARD방법을 적용하였으며, 지수분포를 따르는 공정에 대하여 HAZARD 및 CYCLE추정치와 분산감소법을 적용하지 않았을 경우의 추정치와 비교분석하였다.

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몬테칼로 씨뮬레이션을 통한 SN비의 효율성비교 (Efficiency Comparison of Signal-to-Noise Ratios through Monte Carlo Simulations)

  • 임용빈;이영조
    • 품질경영학회지
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    • 제23권2호
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    • pp.28-42
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    • 1995
  • For quality improvement, Taguchi emphasizes the reduction of variation of the quality characteristic, Taguchi has used the signal-to-noise ratios for achieving minimum dispersion of the quality characteristic with its location adjusted to some desired target value ${\tau}$ Lim(1994) proposes a reasonable SN ratio based on a linking relationship of the variance and mean through simple data analysis technique. In this paper we investigate the efficiency of those two SN ratios and variance stabilizing transformations through Monte Carlo Simulations.

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Image Enhancement Using Multi-scale Gradients of the Wavelet Transform

  • Okazaki, Hidetoshi;Nakashizuka, Makoto
    • 대한전자공학회:학술대회논문집
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    • 대한전자공학회 2002년도 ITC-CSCC -1
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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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적응 정합장처리에서 도파관 공간간섭 필터링 (Waveguide Spatial Interference Filtering in Adaptive Matched Field Processing)

  • 김재수;김성일;신기철;김영규;박정수
    • 한국음향학회지
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    • 제23권4호
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    • pp.288-295
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    • 2004
  • 천해는 속도가 빠르고 강한 간섭표적으로 인하여 신호단편 (snapshot) 수가 제한되어 인접한 느리고 약한 표적을 탐지하기 어려운 환경이다. 천해환경에서 적응정합장처리에 적용하여 고소음의 간섭표적의 효과를 줄일 수 있는 도파관 공간의 간섭표적 필터링 기법을 제안하였다. 이를 위하여 NDC (null direction constraint)를 적용한 MCM (multiple constraint method) 기법을 새로운 공간간섭 필터로 제안하였다. NDC는 복제음장을 이용하여 CSDM (cross-spectral density matrix)에 포함되어있는 강한 소음원 성분을 강제적으로 걸러줌으로서, 부엽 준위가 낮아지고 저소음표적 신호의 이득을 복원시킨다. 이 기법을 Pekeris 도파관에서의 시뮬레이션 및 동해에서 수행한 정합장처리 실험인 HAPLE03 (matched acoustic properties and localization experiment)의 수직선배열 자료에 적용하였으며, 그 결과 인접한 저소음 표적의 SBNR (signal-to-background-and-noise ratio)이 MVDR (minimum variance distortionless response)과 NSP (null space projection) 보다 향상되었다.

Relevancy contemplation in medical data analytics and ranking of feature selection algorithms

  • P. Antony Seba;J. V. Bibal Benifa
    • ETRI Journal
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    • 제45권3호
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    • pp.448-461
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    • 2023
  • This article performs a detailed data scrutiny on a chronic kidney disease (CKD) dataset to select efficient instances and relevant features. Data relevancy is investigated using feature extraction, hybrid outlier detection, and handling of missing values. Data instances that do not influence the target are removed using data envelopment analysis to enable reduction of rows. Column reduction is achieved by ranking the attributes through feature selection methodologies, namely, extra-trees classifier, recursive feature elimination, chi-squared test, analysis of variance, and mutual information. These methodologies are ranked via Technique for Order of Preference by Similarity to Ideal Solution (TOPSIS) using weight optimization to identify the optimal features for model building from the CKD dataset to facilitate better prediction while diagnosing the severity of the disease. An efficient hybrid ensemble and novel similarity-based classifiers are built using the pruned dataset, and the results are thereafter compared with random forest, AdaBoost, naive Bayes, k-nearest neighbors, and support vector machines. The hybrid ensemble classifier yields a better prediction accuracy of 98.31% for the features selected by extra tree classifier (ETC), which is ranked as the best by TOPSIS.

Simple Compromise Strategies in Multivariate Stratification

  • Park, Inho
    • Communications for Statistical Applications and Methods
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    • 제20권2호
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    • pp.97-105
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    • 2013
  • Stratification (among other applications) is a popular technique used in survey practice to improve the accuracy of estimators. Its full potential benefit can be gained by the effective use of auxiliary variables in stratification related to survey variables. This paper focuses on the problem of stratum formation when multiple stratification variables are available. We first review a variance reduction strategy in the case of univariate stratification. We then discuss its use for multivariate situations in convenient and efficient ways using three methods: compromised measures of size, principal components analysis and a K-means clustering algorithm. We also consider three types of compromising factors to data when using these three methods. Finally, we compare their efficiency using data from MU281 Swedish municipality population.

Simulation efficiency for estimation of system parameters in computer simulation

  • Kwon, Chimyung
    • 한국경영과학회:학술대회논문집
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    • 대한산업공학회/한국경영과학회 1992년도 춘계공동학술대회 발표논문 및 초록집; 울산대학교, 울산; 01월 02일 May 1992
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    • pp.127-136
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    • 1992
  • 시뮬레이션 실험에서 시스템 성과에 대한 추정치의 정확도를 개선하기 위한 분산감소기법(Variance Reduction Technique)은 입력영역과 출력영역에 대한 것으로 나누어 볼 수 있다. 본 연구에서는 시스템 성과 추정량이 단일 변량인 경우에, 분산감소기법으로 많이 사용되는 Antithetic Variates방법과 Control Variates방법을 결합하여 응용가능한 시뮬레이션 실험설계기법을 제시하고 이 기법을 선택된 모형에 적용하여 시뮬레이션의 효율성을 분석하였다. 실험결과, 제안된 기법은 기존 방법들보다 추정치의 분산을 5%-8% 더 감소시켰다. 비록 제한된 실험결과이지만 이러한 효과는 대형 시뮬레이션의 경우에 적지 않으리라 기대된다. 특히 효과적인 Control Variates의 수가 적은 경우, 제안된 기법은 매우 효율적이다.

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Parallel PCS Interconnection Current Surge Elimination Technique Using a Coupled Inductor

  • Choe, Jung-Muk;Byen, Byeng-Joo;Choe, Gyu-Ha
    • Journal of Power Electronics
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    • 제14권5호
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    • pp.827-833
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    • 2014
  • This study proposes a coupled inductor method for the parallel operation of a power conditioning system (PCS). When primary and secondary currents flow in the same direction in a coupled inductor, total flux and inductance are cancelled; when currents flow in opposite directions, each flux becomes an individual inductor. These characteristics are applied in the parallel operation of a PCS. To connect at a grid code, abnormal current, which is barred under the grid connection code, is blocked by using a coupled inductor. A design based on the capacity and current duration time of a PCS is verified through hardware implementation. Experiment results show the effectiveness of variance reduction.

Chloride penetration resistance of concrete containing ground fly ash, bottom ash and rice husk ash

  • Inthata, Somchai;Cheerarot, Raungrut
    • Computers and Concrete
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    • 제13권1호
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    • pp.17-30
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    • 2014
  • This research presents the effect of various ground pozzolanic materials in blended cement concrete on the strength and chloride penetration resistance. An experimental investigation dealing with concrete incorporating ground fly ash (GFA), ground bottom ash (GBA) and ground rice husk ash (GRHA). The concretes were mixed by replacing each pozzolan to Ordinary Portland cement at levels of 0%, 10%, 20% and 40% by weight of binder. Three different water to cement ratios (0.35, 0.48 and 0.62) were used and type F superplasticizer was added to keep the required slump. Compressive strength and chloride permeability were determined at the ages of 28, 60, and 90 days. Furthermore, using this experimental database, linear and nonlinear multiple regression techniques were developed to construct a mathematical model of chloride permeability in concretes. Experimental results indicated that the incorporation of GFA, GBA and GRHA as a partial cement replacement significantly improved compressive strength and chloride penetration resistance. The chloride penetration of blended concrete continuously decreases with an increase in pozzolan content up to 40% of cement replacement and yields the highest reduction in the chloride permeability. Compressive strength of concretes incorporating with these pozzolans was obviously higher than those of the control concretes at all ages. In addition, the nonlinear technique gives a higher degree of accuracy than the linear regression based on statistical parameters and provides fairly reasonable absolute fraction of variance ($R^2$) of 0.974 and 0.960 for the charge passed and chloride penetration depth, respectively.

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

  • 강병수;백종현;김동훈
    • 한국자기학회지
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    • 제26권3호
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    • pp.81-85
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    • 2016
  • 본 논문에서는 제작공차에 의해 전기기기 및 소자 관련 제품에서 발생하는 성능함수의 변동특성을 예측하기 위해서 성능 모멘트 적분법을 도입하였다. 성능함수의 확률론적 분포특성을 판단할 수 있는 평균과 분산을 효율적으로 계산하기 위해서 정규분포로 변환된 성능함수 공간과 혼합형 평균치 기법을 채용하였다. 제안된 기법의 수치적인 효율성과 정밀도를 검증하기 위해서 간단한 수학예제와 스피커 모델에 적용하여 예측된 성능함수의 확률분포 특성을 차원감소법과 몬테카를로 수치모사법의 결과와 비교하였다.