• Journal of the Korean Data and Information Science Society
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• 제24권6호
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• pp.1309-1317
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• 2013

일반화 지수분포 (generalized exponential distribution)를 따르는 점진 제 1종 구간 중도절단 (progressive type-I interval censoring) 표본에서 모수 추정은 Chen과 Lio (2010)가 최대우도 추정법 (maximum likelihood estimation), 중간점 근사법 (mid-point approximation method), EM 알고리즘 (expectation maximization algorithm), 적률 추정법 (method of moments estimation; MME)으로 하였으며, 그 방법들 중 평균제곱오차 (mean square error; MSE)가 가장 작은 추정법은 중간점 근사법이다. 하지만 중간점 근사법을 바탕으로 최대우도 추정법을 이용하여 모수를 추정하려고 한다면 모수에 대한 해를 전개할 수 없기 때문에 수치 해석적인 방법을 이용하여 추정하여야 한다. 본 논문에서는 이러한 문제를 해결하기 위해서 근사 최대우도 추정법 (approximate maximum likelihood estimation)을 이용하여 두 종류의 모수를 추정하고, 모의실험을 통하여 수치해석학적인 방법을 이용한 중간점 근사법의 해 (estimate of mid-point approximation method; MP)와 제시한 두 가지 추정량을 평균제곱오차 측면에서 비교한다.

• 한국통신학회논문지
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• 제19권11호
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• pp.2170-2178
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• 1994

본 논문에서는 필자들이 이전 논문에서 제안한 근사방법을 ATM다중화에 대한 모델인 MMPP/D.1큐의 큐길이 분포 계산에 적용하였다. 도착하는 셀과 서비스 하기 전에 서버가 관측한 큐길이 분포들간의 관계식을 유도하여 계산하는데 이용하였다. MMPP/D/1큐에 대해 제안된 근사공식을 이용하여 큐길이 분포를 계산한 결과와 큐잉 시스템을 시뮬레이션하여 얻은 결과와 비교하여 일치함을 확인하였다. 더욱이 제안된 방법은 일반적인 큐잉 모델에 대한 큐길이 분포계산을 신속히 수행할 수 있으며 ATM망의 트래픽 분석을 신속하고 정확하게 계산하는 데 유용할 것이다.

• IEIE Transactions on Smart Processing and Computing
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• 제4권4호
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• pp.202-208
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• 2015

In this study, we propose a new inference algorithm for a multiclass Gaussian process classification model using a variational EM framework and the Laplace approximation (LA) technique. This is performed in two steps, called expectation and maximization. First, in the expectation step (E-step), using Bayes' theorem and the LA technique, we derive the approximate posterior distribution of the latent function, indicating the possibility that each observation belongs to a certain class in the Gaussian process classification model. In the maximization step, we compute the maximum likelihood estimators for hyper-parameters of a covariance matrix necessary to define the prior distribution of the latent function by using the posterior distribution derived in the E-step. These steps iteratively repeat until a convergence condition is satisfied. Moreover, we conducted the experiments by using synthetic data and Iris data in order to verify the performance of the proposed algorithm. Experimental results reveal that the proposed algorithm shows good performance on these datasets.

• Wind and Structures
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• 제34권6호
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• pp.469-482
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• 2022

The generalized extreme value distribution (GEVD) is frequently used to fit the block maximum of environmental parameters such as the annual maximum wind speed. There are several methods for estimating the parameters of the GEV distribution, including the least-squares method (LSM). However, the application of the LSM with the expected order statistics has not been reported. This study fills this gap by proposing a fitting method based on the expected order statistics. The study also proposes a plotting position to approximate the expected order statistics; the proposed plotting position depends on the distribution shape parameter. The use of this approximation for distribution fitting is carried out. Simulation analysis results indicate that the developed fitting procedure based on the expected order statistics or its approximation for GEVD is effective for estimating the distribution parameters and quantiles. The values of the probability plotting correlation coefficient that may be used to test the distributional hypothesis are calculated and presented. The developed fitting method is applied to extreme thunderstorm and non-thunderstorm winds for several major cities in Canada. Also, the implication of using the GEVD and Gumbel distribution to model the extreme wind speed on the structural reliability is presented and elaborated.

• 유변학
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• 제10권4호
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• pp.202-216
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• 1998

기존의 'Orthotropic' 근사모델의 개선된 형태인 ORW를 새로운 유동 자료를 이용하여 수치적으로 구하였다. 기존의 'Orthotropic' 근사모델인 ORF나 ORL은 특히 전단유동 하에서 상호작용상수 $C_1$<0.001인 경우 비물리적 진동특성을 나타낸다. 물론 center-gated disk와 같은 비균일 유동하에서도 비물리적 진동특성을 나타내고 'Distribution Function Calculation'과 비교하여 배향 상태를 낮게 예측한다. 이런 현상들은 바로 least-square 최적화 시 사용된 유동 자료에 기인한 것을 알 수 있었다. 작은 상호작용계수의 균일 유동 자료를 이용하여 최적화를 한 ORW의 경우 비물리적 진동특성도 나타나지 않았고 균일 및 비균일 유동하에서 모두 정성적으로 잘 일치함을 확인할 수 있었다. 최적화 시 사용된 함수의 선택은 근사모델을 발전시키는데 그다지 영향을 미치지 못하였다. 하지만, 모든 배향 텐서의 eigenvalue들을 고려하면 보다 정량적으로 발전시킬 수 있지만 이들의 함수모양 선택은 중요하고 어려운 문제다. 비교를 위하여 ORW와 다른 여러 가지 근사모델을 이용하여 Film-gated strip과 Center-gated disk에 대한 연계효과 및 평면속도구배를 포함한 사출성형 충전공정의 수치모사를 수행하였다. ORW가 'Distribution Function Calculation' 과 비교하여 정량적으로도 거의 비슷한 결과를 예측함을 보여주지만 실제 실험자료와 비교하였을 때 약간의 차이가 있음을 확인하였다. 따라서 좀 더 정확히 섬유의 배향도를 예측하기 위해서는 섬유들의 상호작용을 나타내는 항의 모델링의 변화가 요구된다.

• 한국경영과학회지
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• 제31권3호
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• pp.63-79
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• 2006

In this study we consider a CONWIP system in which the processing times at each station follow a Coxian distribution and the demands for the finished products arrive according to a compound Poisson process. The demands that are not satisfied immediately are either backordered or lost according to the number of demands that exist at their arrival Instants. For this system we develop an approximation method to calculate performance measures such as steady state probabilities of the number of parts at each station, proportion of lost demands and the mean number of backordered demands. For the analysis of the proposed CONWIP system, we model the CONWIP system as a closed queueing network with a synchronization station and analyze the closed queueing network using a product-form approximation method. A recursive technique is used to solve the subnetwork in the application of the product-form approximation method. To test the accuracy of the approximation method, the results obtained from the approximation method are compared with those obtained by simulation. Comparisons with simulation show that the approximation method provides fairly good results.

• 대한산업공학회지
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• 제42권5호
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• pp.304-313
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• 2016

This work suggests a new analysis approach for a discrete-time GI/G/1 queue with multiple vacations. The method used is called a modified supplementary variable technique and our result is an exact transform-free expression for the steady state queue length distribution. Utilizing this result, we propose a simple two-moment approximation for the queue length distribution. From this, approximations for the mean queue length and the probabilities of the number of customers in the system are also obtained. To evaluate the approximations, we conduct numerical experiments which show that our approximations are remarkably simple yet provide fairly good performance, especially for a Bernoulli arrival process.

• 대한전기학회논문지
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• 제40권1호
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• pp.1-9
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• 1991

This paper describes a new method of calculating expected energy generation and loss of load probability (L.O.L.P) for electric power system operation and expansion planning. The method represents an equivalent load duration curve (E.L.D.C) as a mixture of cumulants approximation (M.O.N.A). By regarding a load distribution as many normal distributions-rather than one normal distribution-and representing each of them in terms of Gram-Charlier expansion, we could improve the accuracy of results. We developed an algorithm which automatically determines the number of distribution and demarcation points. In modeling of a supply system, we made subsets of generators according to the number of generator outage: since the calculation of each subset's moment needs to be processed rapidly, we further developed specific recursive formulae. The method is applied to the test systems and the results are compared with those of cumulant, M.O.N.A. and Booth-Baleriaux method. It is verified that the M.O.C.A. method is faster and more accure than any other method.

• 한국경영과학회:학술대회논문집
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• 한국경영과학회 1995년도 추계학술대회발표논문집; 서울대학교, 서울; 30 Sep. 1995
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• pp.99-107
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• 1995

The Phase-type(PH) distribution, defined as a distribution of the time until the absorption in a finite continuous-time Markov chain state with one absorbing state, has been widely used for various stochastic modelling. But great computational burdens often make us hesitate to apply PH methods. In this paper, we propose a seemingly efficient approximation method for phase type distributions. We first describe methods to bound the first passage time distribution in continuous-time Markov chains. Next, we adapt these bounding methods to approximate phase-tupe distributions. Numerical computation results are given to verify their efficiency.

• Communications for Statistical Applications and Methods
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• 제16권2호
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• pp.389-396
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• 2009

Approximations for the null distribution of a test statistic arising in multivariate analysis to test homogeneity of variances and a mixture of two beta distributions by making use of a product of beta baseline density function and a polynomial adjustment, so called beta-polynomial density approximant, are discussed. Explicit representations of density and distribution approximants of interest in each case can easily be obtained. Beta-polynomial density approximants produce good approximation over the entire range of the test statistic and also accommodate even the bimodal distribution using an artificial example of a mixture of two beta distributions.