• Journal of the Korean Data and Information Science Society
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• v.15 no.4
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• pp.879-889
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• 2004

This paper gives an approximation to the distribution function of the .rst passage time of stock price when volatility of stock price is modeled by a function of Ornstein-Uhlenbeck process. It also shows how to obtain the error of the approximation.

• Kyungpook Mathematical Journal
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• v.57 no.3
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• pp.493-502
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• 2017

We propose an accurate approximation method via discrete Krawtchouk orthogonal polynomials to the distribution of a sum of independent but non-identically distributed binomial random variables. This approximation is a weighted binomial distribution with no need for continuity correction unlike commonly used density approximation methods such as saddlepoint, Gram-Charlier A type(GC), and Gaussian approximation methods. The accuracy obtained from the proposed approximation is compared with saddlepoint approximations applied by Eisinga et al. [4], which are the most accurate method among higher order asymptotic approximation methods. The numerical results show that the proposed approximation in general provide more accurate estimates over the entire range for the target probability mass function including the right-tail probabilities. In addition, the method is mathematically tractable and computationally easy to program.

• Journal of Korean Society for Quality Management
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• v.34 no.1
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• pp.34-39
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• 2006

This paper applies approximation of the renewal function for Hjorth model and Dhillon model which show the trend change in its aging properties. We obtain the renewal function for Hjorth model and Dhillon model by a numerical solution of an approximate integral. We observe the influence of each parameter in these models. The results of the computation are described and their corresponding graphs are provided.

• Proceedings of the Korean Society of Precision Engineering Conference
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• 2005.06a
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• pp.602-606
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• 2005

A systematic procedure of probability analysis for general distributions is developed based on the first four moments estimated from polynomial interpolation of the system response function and the Pearson system. The function approximation is based on a specially selected experimental region for accuracy and the number of function evaluations is taken equal to that of the unknown coefficient for efficiency. For this purpose, three error-minimizing conditions are proposed and corresponding canonical experimental regions are formed for popular probability. This approach is applied to study the stochastic properties of the performance functions of a MEMS structure, which has quite large fabrication errors compared to other structures. Especially, the vibratory micro-gyroscope is studied using the statistical moments and probability density function (PDF) of the performance function to be the difference between resonant frequencies corresponding to sensing and driving mode. The results show that it is very sensitive to the fabrication errors and that the types of PDF of each variable also affect the stochastic properties of the performance function although they have same the mean and variance.

• Journal of KIISE:Software and Applications
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• v.31 no.11
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• pp.1431-1438
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• 2004

Reinforcement learning learns policies for accomplishing a task's goal by experience through interaction between agent and environment. Q-learning, basis algorithm of reinforcement learning, has the problem of curse of dimensionality and slow learning speed in the incipient stage of learning. In order to solve the problems of Q-learning, new function approximation methods suitable for reinforcement learning should be studied. In this paper, to improve these problems, we suggest Fuzzy Q-Map algorithm that is based on online fuzzy clustering. Fuzzy Q-Map is a function approximation method suitable to reinforcement learning that can do on-line teaming and express uncertainty of environment. We made an experiment on the mountain car problem with fuzzy Q-Map, and its results show that learning speed is accelerated in the incipient stage of learning.

• ICROS
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• v.1 no.1
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• pp.50-50
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• 1995

It has been pointed out in the literature that the Routh approximation method for order reduction has limitations in treating transfer functions with the denominator-numerator order difference not equal to one. The purpose of this paper is to present a new algorithm based on the Routh approximation method that can be applied to general rational transfer functions, yielding reduced models with arbitrary order.

• East Asian mathematical journal
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• v.37 no.3
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• pp.289-293
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• 2021

In this paper, we investigate the degree of approximation of a function f belonging to the generalized Zygmund class Zyg^ω(α, γ) by Cesaro means of its Fourier series.

• Journal of the Korean Institute of Intelligent Systems
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• v.13 no.6
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• pp.635-642
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• 2003

Reinforcement learning got successful results in a lot of applications such as control and scheduling. Various function approximation methods have been studied in order to improve the learning speed and to solve the shortage of storage in the standard reinforcement learning algorithm of Q-Learning. Most function approximation methods remove some special quality of reinforcement learning and need prior knowledge and preprocessing. Fuzzy Q-Learning needs preprocessing to define fuzzy variables and Local Weighted Regression uses training examples. In this paper, we propose a function approximation method, Fuzzy Q-Map that is based on on-line fuzzy clustering. Fuzzy Q-Map classifies a query state and predicts a suitable action according to the membership degree. We applied the Fuzzy Q-Map, CMAC and LWR to the mountain car problem. Fuzzy Q-Map reached the optimal prediction rate faster than CMAC and the lower prediction rate was seen than LWR that uses training example.

• Journal of the Korean Data and Information Science Society
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• v.24 no.6
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• pp.1211-1219
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• 2013

Recently, the usage of skew-normal distribution, instead of classical normal distribution, is rising up in many statistical theories and applications. In this paper, we deal with saddlepoint approximation for the distribution function of sample mean of skew-normal distribution. Comparing to normal approximation, saddlepoint approximation provides very accurate results in small sample sizes as well as for large or moderate sample sizes. Saddlepoint approximations related to the skew-normal distribution, suggested in this paper, can be used as a approximate approach to the classical method of Gupta and Chen (2001) and Chen et al. (2004) which need very complicate calculations. Through simulation study, we verified the accuracy of the suggested approximation and applied the approximation to Robert's (1966) twin data.

• The Journal of the Institute of Internet, Broadcasting and Communication
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• v.12 no.3
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• pp.123-131
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• 2012

As the price of traditional fuels soar, the alternatives are becoming more viable. And manufacturers are promoting the growing viability of electric and biofuel-powered vehicles through longer warranties. Now, these longer green environment (emission)warranties, sometimes called extended warranties or "super warranties," have been adapted. The main result of this paper is to present a new method to approximate a bivariate warranty function by using Radial Basis Function Network with application of Radon Transform and its inverse which is used to reduce the dimension of the warranty space. This method consist of the following stages: First, by using the Radon Transform, the bivariate warranty function can be reduced to one dimensional function. Second, each of the one dimensional functions is approximated by using neural network technique into neural sub-networks. Third, these neural sub-networks are combined together to form the final approximation neural network. Four, by using the inverse of radon transform to this final approximation neural network we get the approximation to the given function. Also, we apply the above method to some green warranty data of automotive vehicle company.