• 제목/요약/키워드: cubic spline function

검색결과 71건 처리시간 0.026초

난수 생성기법을 이용한 채권 가격의 정확한 예측 (Accurate Prediction of the Pricing of Bond Using Random Number Generation Scheme)

  • 박기섭;김문성;김세기
    • 한국시뮬레이션학회논문지
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    • 제17권3호
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    • pp.19-26
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    • 2008
  • 본 논문에서는 중기 국채(Treasure Note; T-Note)의 실제 자료를 이용하여 채권 가격에 대한 이자율을 예측하는 동적인 예측 알고리즘을 제안하고 있다. 제안한 알고리즘은 이자율 기간 구조를 근본으로 하고 있으며 표준 위너 과정(standard Wiener process)과 같은 다양한 금융 모형의 대안으로 활용 가능하다. 본 논문에서는 실제 자료의 누적 분포 함수(Cumulative Distribution Function; CDF)를 이용하여 이자율을 측정하였으며 CDF는 수치적 방법인 보간법 중에 자주 활용되는 내츄럴 큐빅 스플라인(natural cubic spline; NCS)방법을 통하여 얻었다. 위에서 얻은 CDF를 통하여 난수 생성기법(random number generation scheme; RNGS)을 이용하여 채권의 가격를 계산하였다. 컴퓨터 시뮬레이션을 통해 얻은 실험결과로부터 제안된 예측 알고리즘에서 엄밀도(precision)의 낮은 값을 얻음으로써 채권의 가치가 더욱 예리하고 정확하게 평가되었음을 확인할 수 있었으며, 이는 매우 근거 있는 예측이라 할 수 있다.

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Spline parameterization based nonlinear trajectory optimization along 4D waypoints

  • Ahmed, Kawser;Bousson, Kouamana;Coelho, Milca de Freitas
    • Advances in aircraft and spacecraft science
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    • 제6권5호
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    • pp.391-407
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    • 2019
  • Flight trajectory optimization has become an important factor not only to reduce the operational costs (e.g.,, fuel and time related costs) of the airliners but also to reduce the environmental impact (e.g.,, emissions, contrails and noise etc.) caused by the airliners. So far, these factors have been dealt with in the context of 2D and 3D trajectory optimization, which are no longer efficient. Presently, the 4D trajectory optimization is required in order to cope with the current air traffic management (ATM). This study deals with a cubic spline approximation method for solving 4D trajectory optimization problem (TOP). The state vector, its time derivative and control vector are parameterized using cubic spline interpolation (CSI). Consequently, the objective function and constraints are expressed as functions of the value of state and control at the temporal nodes, this representation transforms the TOP into nonlinear programming problem (NLP). The proposed method is successfully applied to the generation of a minimum length optimal trajectories along 4D waypoints, where the method generated smooth 4D optimal trajectories with very accurate results.

A Fuzzy System Representation of Functions of Two Variables and its Application to Gray Scale Images

  • Moon, Byung-soo;Kim, Young-taek;Kim, Jang-yeol
    • 한국지능시스템학회논문지
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    • 제11권7호
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    • pp.569-573
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    • 2001
  • An approximate representation of discrete functions {f$_{i,j}\mid$|i, j=-1, 0, 1, …, N+1}in two variables by a fuzzy system is described. We use the cubic B-splines as fuzzy sets for the input fuzzification and spike functions as the output fuzzy sets. The ordinal number of f$_{i,j}$ in the sorted list is taken to be the out put fuzzy set number in the (i, j) th entry of the fuzzy rule table. We show that the fuzzy system is an exact representation of the cubic spline function s(x, y)=$\sum_{N+1}^{{i,j}=-1}f_{i,j}B_i(x)B_j(y)$ and that the approximation error S(x, y)-f(x, y) is surprisingly O($h^2$) when f(x, y) is three times continuously differentiable. We prove that when f(x, y) is a gray scale image, then the fuzzy system is a smoothed representation of the image and the original image can be recovered exactly from its fuzzy system representation when it is a digitized image.e.

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이동로봇의 추측항법 정확성을 개선하기 위한 자이로스코프의 정확도 교정 (Precision Calibration of Gyroscopes for Improving Dead-Reckoning Accuracy in Mobile Robots)

  • 고재평;윤재무;이장명
    • 제어로봇시스템학회논문지
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    • 제11권5호
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    • pp.463-470
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    • 2005
  • This paper describes a method aimed at improving dead-reckoning accuracy with gyroscopes in mobile robots. The method is a precision calibration procedure for gyroscopes, which effectively reduces the ill effects of nonlinearity of the scale-factor and temperature dependency. This paper also describes the methods of gyro data collection fur all ambient temperature$(-40^{\circ}C{\~}+80^{\circ}C)$ using cubic spline interpolation and defining the error function. The sensor used was a vibrating gyroscope called the EWTS82NA21, which is low lost and commonly used in car navigation system, made by Panasonic. This angular rate sensor utilizes Coriolis force generated by a vibrating tuning fork. The paper also provides experimental results to check the performance and the effectiveness of the proposed method.

Some Properties of the Fuzzy Rule Table for Polynomials of two Variables

  • Ryou, Jeong-A;Chung, Sei-Young;Moon, Byung-Soo
    • 한국지능시스템학회:학술대회논문집
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    • 한국퍼지및지능시스템학회 2000년도 춘계학술대회 학술발표 논문집
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    • pp.86-89
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    • 2000
  • In this paper, we consider a fuzzy system representation for polynomials of two variables. The representation we use is an exact transformation of the corresponding cubic spline interpolation function. We examine some of the properties of their fuzzy rule tables md prove that the rule table is symmetric or antisymmetric depending on whether the polynomial is symmetric or antisymmetric. A few examples are included to verify our proof. These results not only provide some insights on properties of the cubic spline interpolation coefficients but also provide some help in setting up fuzzy rule tables for functions of two variables.

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Parametric Estimation of a Renewal Function

  • Jeong, Hai-Sung;Na, Myung-Hwan
    • International Journal of Reliability and Applications
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    • 제1권1호
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    • pp.81-87
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    • 2000
  • One of the most important quantities in reliability theory is the expected number of renewals of a system during a given interval. This quantity, the renewal function, is used to determine the optimal preventive maintenance policy and to estimate the cost of a warranty. In this paper we study a parametric approach for a renewal function. The simulation study is presented to compare the relative performance of the introduced estimators of a renewal function. And we show that the proposed parametric estimator performs well.

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이동 객체의 불확실한 과거 및 미래의 위치 추정 (Estimation of Uncertain Past and Future Locations of Moving objects)

  • 안윤애;류근호
    • 한국정보과학회논문지:데이타베이스
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    • 제29권6호
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    • pp.441-452
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    • 2002
  • 데이타베이스를 이용하여 연속적인 이동 객체를 관리할 경우 매 시간마다 변경된 모든 위치 정보를 저장하는 것은 불가능하다. 그러므로, 일정한 비율의 시간 주기를 결정한 후 매 주기마다 이동 객체의 위치 정보를 이산적으로 저장하게 된다. 그러나 연속적인 모델의 이동 객체를 이산적인 형태로 관리하게 될 경우, 데이타베이스에 저장되지 않은 불확실한 과거 및 미래의 위치 정보에 대한 질의에 적절히 응답할 수 없는 문제점이 발생된다. 이러한 문제점을 해결하기 위해 이 논문에서는 동일한 데이터베이스에 저장된 이력정보를 이용한 이동 객체 외 과거 및 미래의 위치 추정 방법과 알고리즘을 제안한다. 이 때 3차 스플라인 보간법을 적용하여 이동 객체의 과거 위치를 추정하고, 이력정보의 평균 이동 값을 구하여 미래의 위치를 추정한다. 결국, 가상 이동경로 및 위치 샘플을 이용한 위치 추정 실험을 통해 제안한 3차 스플라인 함수가 선형 함수보다 더 적은 오차를 발생시킴을 보였다.

Hermite와 Spline 함수를 이용한 매립토공량 계산 (On the Reclamation Earthwork Calculation using the Hermite and Spline Function)

  • 문두열;이용희;이문재
    • 한국항해항만학회지
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    • 제26권4호
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    • pp.473-479
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    • 2002
  • 토공량 결정은 토질역학, 고속도로적용, 운송공학, 많은 측량에 자주 요구된다. 토공량 계산은 해안매립공사 같은 대규모의 토목설계나 계획에 큰 비중을 차지하므로 토공작업의 정확도를 향상시키는 것이 매우 중요하다. 이 연구에서는 3가지의 제안식(A, B, C)과 점고법 그리고 Chen 과 Lin법을 예제를 통하여 비교하였다. 그리고 주어진 3차원 자료를 스플라인 보간법을 이용하여 지형곡면을 양방향으로 보간하거나 자유경계조건에 의한 방법의 알고리즘을 제시하였다. 재래식방법의 수학적 방범은 절점에서 첨단점을 곡선화하는 일반적인 결점을 내포하고 있다. 이러한 결점을 피하기 위하여 새로운 방범의 수학적 모델로서 3차 스플라인 보간법을 적용하였다. 3차 스플라인 보간의 특성상 새로운 방법의 모형곡선은 지형단면과 부드럽게 잘 맞아떨어졌다. 이 연구의 결과 제안된 3가지의 방법의 알고리즘이 점고법, Chen과 Lin보다 더 정확한 결과를 나타내었다. 그리고 언급된 수학식에 의한 모형은 토공량 결정에 있어 최대의 정확도를 제시하는 것으로 판단된다.

A comparative study of different radial basis function interpolation algorithms in the reconstruction and path planning of γ radiation fields

  • Yulong Zhang;Jinjia Cao;Biao Zhang;Xiaochang Zheng;Wei Chen
    • Nuclear Engineering and Technology
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    • 제56권7호
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    • pp.2806-2820
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    • 2024
  • Accurate reconstruction of radiation field and path planning are very important for the safety of operators in the process of dismantling nuclear facilities. Based on radial basis function (RBF) interpolation algorithm, this paper discussed the application of inverse multiquadric radial basis Function (IMRBF) interpolation method to the reconstruction of gamma radiation field, and proved the feasibility of reconstructing a radiation field with multiple γ sources. The average relative errors of IMRBF interpolation results were 4.28% and 8.76%, respectively, for the experimental scenarios with single and double gamma sources. After comparing the consistency between the simulated scene and the experimental scene, IMRBF method and Cubic Spline method were respectively used to reconstruct the gamma radiation field by Geant4 simulation data. The results showed that the interpolation accuracy of IMRBF method was superior to that of Cubic Spline method. Further, more RBF interpolation algorithms were used to reconstruct the multi-γ source radiation field, and then the Probabilistic Roadmap (PRM) algorithm was used to optimize the human walking path in the radiation field reconstructed by different interpolation methods. The optimal paths in radiation fields generated by multiple interpolation methods were compared. The results herein contribute to a comprehensive understanding of RBF interpolation methods in reconstructing γ radiation fields and their application in optimizing paths in radiation environments. The insights may provide valuable information for decision-making in radiation protection during the decommissioning of nuclear facilities.

보행로봇의 시뮬레이터개발에 의한 보행패턴계획의 기초적 연구 (A Basic Study of Planning Walking Pattern by developing a New Biped Robot-Simulator)

  • 박창용;권현규
    • 한국기계가공학회지
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    • 제9권6호
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    • pp.87-94
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    • 2010
  • In this paper, a new simulator of the biped robot for planning walking patterns was showed. And this simulator(MHBiped) is able to not only visualize the plan of patterns but also verify whether a biped robot design is suitable. In addition, MHBipd can modify various kinds of walking parameters and the trajectory of biped robot. Therefore, a new biped robot can be designed easily by the this simulator before you apply to a robot. As a result, a well-balanced parameters of walking patterns watching the movement of CG and ZMP can be obtained. Walking patterns should be changed according to both the existence of obstacles and conditions of ground and it can be described by the trajectory of hip and ankles. All those trajectorys can be also obtained by the cubic spline functions and the way of modeling walking patterns. The results of simulator, the movement function of CG and ZMP, the cubic spline functions and modeling of biped robot were introduced in this paper. And the effectiveness of this simulator was confirmed by the simulations.