• Title/Summary/Keyword: error estimate

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Error Estimation and Adaptive Time Stepping Procedure for Structural Dynamics (구조동역학에서의 오차 추정과 시간간격 제어 알고리즘)

  • 장인식
    • Transactions of the Korean Society of Automotive Engineers
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    • v.4 no.4
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    • pp.190-200
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    • 1996
  • Step-by-step time integration methods are widely used for solving structural dynamics problem. One difficult yet critical choice an analyst must make is to decide an appropriate time step size. The choice of time step size has a significant effect on solution accuracy and computational expense. The objective of this research is to derive error estimate for newly developed time integration method and develop automatic time step size control algorithm for structural dynamics. A formula for computing error tolerance is derived based on desired period resolution. An automatic time step size control strategy is proposed based on a normalized local error estimate for the generalized-α method. Numerical examples demonstrate the developed strategy satisfies general design criteria for time step size control algorithm for dynamic problem.

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Integer-Valued HAR(p) model with Poisson distribution for forecasting IPO volumes

  • SeongMin Yu;Eunju Hwang
    • Communications for Statistical Applications and Methods
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    • v.30 no.3
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    • pp.273-289
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    • 2023
  • In this paper, we develop a new time series model for predicting IPO (initial public offering) data with non-negative integer value. The proposed model is based on integer-valued autoregressive (INAR) model with a Poisson thinning operator. Just as the heterogeneous autoregressive (HAR) model with daily, weekly and monthly averages in a form of cascade, the integer-valued heterogeneous autoregressive (INHAR) model is considered to reflect efficiently the long memory. The parameters of the INHAR model are estimated using the conditional least squares estimate and Yule-Walker estimate. Through simulations, bias and standard error are calculated to compare the performance of the estimates. Effects of model fitting to the Korea's IPO are evaluated using performance measures such as mean square error (MAE), root mean square error (RMSE), mean absolute percentage error (MAPE) etc. The results show that INHAR model provides better performance than traditional INAR model. The empirical analysis of the Korea's IPO indicates that our proposed model is efficient in forecasting monthly IPO volumes.

Posteriori Error Estimates for Adaptive Finite Element Analysis of Electro and Magnetostatic Fields (정전자장의 적응유한요소해석을 위한 오차추정)

  • 김형석;최홍순;한송엽
    • The Transactions of the Korean Institute of Electrical Engineers
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    • v.38 no.1
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    • pp.22-28
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    • 1989
  • This paper describes error estimate mothod for adaptive finite element analysis of two dimensional electrostatic and magnetostatic field problems. To estimate the local errors, divergence theorem is used for electrostatic field and Ampere's circuital law for magnetostatic field. To confirm the effectiveness of the proposed error estimators, adaptive finite element computations are performed using the proposed error estimators. The rates of convergence of global errors are comparable with those of existing adaptive finite element schemes which make use of field continuity conditions between element boundaries. This algorithm of error estimate can be easily implemented because of its simplicity. Especially, when the value of charge in electrostatic field and the value of current in magnetostatic field are to be figured out, this method is considerded to be preferable to other approaches.

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Impacts of temporal dependent errors in radar rainfall estimate for rainfall-runoff simulation

  • Ko, Dasang;Park, Taewoong;Lee, Taesam
    • Proceedings of the Korea Water Resources Association Conference
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    • 2015.05a
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    • pp.180-180
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    • 2015
  • Weather radar has been widely used in measuring precipitation and discharge and predicting flood risks. The radar rainfall estimate has one of the essential problems in terms of uncertainty and accuracy. Previous study analyzed radar errors to reduce its uncertainty or to improve its accuracy. Furthermore, a recent analyzed the effect of radar error on rainfall-runoff using spatial error model (SEM). SEM appropriately reproduced radar error including spatial correlation. Since the SEM does not take the time dependence into account, its time variability was not properly investigated. Therefore, in the current study, we extend the SEM including time dependence as well as spatial dependence, named after Spatial-Temporal Error Model (STEM). Radar rainfall events generated with STEM were tested so that the peak runoff from the response of a basin could be investigated according to dependent error. The Nam River basin, South Korea, was employed to illustrate the effects of STEM on runoff peak flow.

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Adaptive search channel estimate algorithm for ICS Repeater (ICS 중계기를 위한 적응형 탐색 채널추정 알고리듬)

  • Lee, Sang-Soo;Lee, Suk-Hui;Bang, Sung-Il
    • Proceedings of the IEEK Conference
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    • 2008.06a
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    • pp.285-286
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    • 2008
  • In this paper, we propose adaptive search channel estimate algorithm. The proposed algorithm is modified LMS algorithm which has a variable step size and parallel convolution. In simulation result, a error estimate accuracy of the proposed algorithm is about -20 dB and general LMS algorithm is about 10 dB. The proposed algorithm is better error estimate accuracy than general LMS algorithm.

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Comparison of Perturbation Analysis Estimate and Forward Difference Estimate in a Markov Renewal Process

  • Park, Heung-sik
    • Communications for Statistical Applications and Methods
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    • v.7 no.3
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    • pp.871-884
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    • 2000
  • Using simulation, we compare the perturbation analysis estimate and the forward difference estimate for the first and second derivatives of performance measures in a Markov renewal process. We find the perturbation analysis estimate has much les mean squared error than the traditional forward difference estimate.

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Sequential Shape Modification for Monotone Convex Function: L2 Monotonization and Uniform Convexifiation

  • Lim, Jo-Han;Lee, Sung-Im
    • Communications for Statistical Applications and Methods
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    • v.15 no.5
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    • pp.675-685
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    • 2008
  • This paper studies two sequential procedures to estimate a monotone convex function using $L_2$ monotonization and uniform convexification; one, denoted by FMSC, monotonizes the data first and then, convexifis the monotone estimate; the other, denoted by FCSM, first convexifies the data and then monotonizes the convex estimate. We show that two shape modifiers are not commutable and so does FMSC and FCSM. We compare them numerically in uniform error(UE) and integrated mean squared error(IMSE). The results show that FMSC has smaller uniform error(UE) and integrated mean squared error(IMSE) than those of FCSC.

New Filtering Method for Reducing Registration Error of Distributed Sensors (분산된 센서들의 Registration 오차를 줄이기 위한 새로운 필터링 방법)

  • Kim, Yong-Shik;Lee, Jae-Hoon;Do, Hyun-Min;Kim, Bong-Keun;Tanikawa, Tamio;Ohba, Kohtaro;Lee, Ghang;Yun, Seok-Heon
    • The Journal of Korea Robotics Society
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    • v.3 no.3
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    • pp.176-185
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    • 2008
  • In this paper, new filtering method for sensor registration is provided to estimate and correct error of registration parameters in multiple sensor environments. Sensor registration is based on filtering method to estimate registration parameters in multiple sensor environments. Accuracy of sensor registration can increase performance of data fusion method selected. Due to various error sources, the sensor registration has registration errors recognized as multiple objects even though multiple sensors are tracking one object. In order to estimate the error parameter, new nonlinear information filtering method is developed using minimum mean square error estimation. Instead of linearization of nonlinear function like an extended Kalman filter, information estimation through unscented prediction is used. The proposed method enables to reduce estimation error without a computation of the Jacobian matrix in case that measurement dimension is large. A computer simulation is carried out to evaluate the proposed filtering method with an extended Kalman filter.

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p-Adaptive Mesh Refinement of Plate Bending Problem by Modified SPR Technique (수정 SPR 기법에 의한 휨을 받는 평판문제의 적응적 p-체눈 세분화)

  • Jo, Jun-Hyung;Lee, Hee-Jung;Woo, Kwang-Sung
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2007.04a
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    • pp.481-486
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    • 2007
  • The Zienkiewicz-Zhu(Z/Z) error estimate is slightly modified for the hierarchical p-refinement, and is then applied to L-shaped plates subjected to bending to demonstrate its effectiveness. An adaptive procedure in finite element analysis is presented by p-refinement of meshes in conjunction with a posteriori error estimator that is based on the superconvergent patch recovery(SPR) technique. The modified Z/Z error estimate p-refinement is different from the conventional approach because the high order shape functions based on integrals of Legendre polynomials are used to interpolate displacements within an element, on the other hand, the same order of basis function based on Pascal's triangle tree is also used to interpolate recovered stresses. The least-square method is used to fit a polynomial to the stresses computed at the sampling points. The strategy of finding a nearly optimal distribution of polynomial degrees on a fixed finite element mesh is discussed such that a particular element has to be refined automatically to obtain an acceptable level of accuracy by increasing p-levels non-uniformly or selectively. It is noted that the error decreases rapidly with an increase in the number of degrees of freedom and the sequences of p-distributions obtained by the proposed error indicator closely follow the optimal trajectory.

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Development of new models to predict the compressibility parameters of alluvial soils

  • Alzabeebee, Saif;Al-Taie, Abbas
    • Geomechanics and Engineering
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    • v.30 no.5
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    • pp.437-448
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    • 2022
  • Alluvial soil is challenging to work with due to its high compressibility. Thus, consolidation settlement of this type of soil should be accurately estimated. Accurate estimation of the consolidation settlement of alluvial soil requires accurate prediction of compressibility parameters. Geotechnical engineers usually use empirical correlations to estimate these compressibility parameters. However, no attempts have been made to develop correlations to estimate compressibility parameters of alluvial soil. Thus, this paper aims to develop new models to predict the compression and recompression indices (Cc and Cr) of alluvial soils. As part of the study, geotechnical laboratory tests have been conducted on large number of undisturbed samples of local alluvial soil. The obtained results from these tests in addition to available results from the literature from different parts in the world have been compiled to form the database of this study. This database is then employed to examine the accuracy of the available empirical correlations of the compressibility parameters and to develop the new models to estimate the compressibility parameters using the nonlinear regression analysis. The accuracy of the new models has been accessed using mean absolute error, root mean square error, mean, percentage of predictions with error range of ±20%, percentage of predictions with error range of ±30%, and coefficient of determination. It was found that the new models outperform the available correlations. Thus, these models can be used by geotechnical engineers with more confidence to predict Cc and Cr.