• Title/Summary/Keyword: interval approximation

Search Result 89, Processing Time 0.027 seconds

A Simulation Study on the Variability Function of the Arrival Process in Queueing Networks (시뮬레이션을 이용한 대기행렬 네트워크 도착과정의 변동성함수에 관한 연구)

  • Kim, Sun-Kyo
    • Journal of the Korea Society for Simulation
    • /
    • v.20 no.2
    • /
    • pp.1-10
    • /
    • 2011
  • In queueing network analysis, arrival processes are usually modeled as renewal processes by matching mean and variance. The renewal approximation simplifies the analysis and provides reasonably good estimate for the performance measures of the queueing systems under moderate conditions. However, high variability in arrival process or in service process requires more sophisticated approximation procedures for the variability parameter of departure/arrival processes. In this paper, we propose an heuristic approach to refine Whitt's variability function with the k-interval squared coefficient of variation also known as the index of dispersion for intervals(IDI). Regression analysis is used to establish an empirical relationships between the IDI of arrival process and the IDI of departure process of a queueing system.

Design of the Integrated Incomplete Information Processing System based on Rough Set

  • Jeong, Gu-Beom;Chung, Hwan-Mook;Kim, Guk-Boh;Park, Kyung-Ok
    • Journal of the Korean Institute of Intelligent Systems
    • /
    • v.11 no.5
    • /
    • pp.441-447
    • /
    • 2001
  • In general, Rough Set theory is used for classification, inference, and decision analysis of incomplete data by using approximation space concepts in information system. Information system can include quantitative attribute values which have interval characteristics, or incomplete data such as multiple or unknown(missing) data. These incomplete data cause tole inconsistency in information system and decrease the classification ability in system using Rough Sets. In this paper, we present various types of incomplete data which may occur in information system and propose INcomplete information Processing System(INiPS) which converts incomplete information system into complete information system in using Rough Sets.

  • PDF

Effective Computation for Odds Ratio Estimation in Nonparametric Logistic Regression

  • Kim, Young-Ju
    • Communications for Statistical Applications and Methods
    • /
    • v.16 no.4
    • /
    • pp.713-722
    • /
    • 2009
  • The estimation of odds ratio and corresponding confidence intervals for case-control data have been done by traditional generalized linear models which assumed that the logarithm of odds ratio is linearly related to risk factors. We adapt a lower-dimensional approximation of Gu and Kim (2002) to provide a faster computation in nonparametric method for the estimation of odds ratio by allowing flexibility of the estimating function and its Bayesian confidence interval under the Bayes model for the lower-dimensional approximations. Simulation studies showed that taking larger samples with the lower-dimensional approximations help to improve the smoothing spline estimates of odds ratio in this settings. The proposed method can be used to analyze case-control data in medical studies.

Bootstrapping Unified Process Capability Index

  • Cho, Joong-Jae;Han, Jeong-Hye;Jo, See-Heyon
    • Journal of the Korean Statistical Society
    • /
    • v.26 no.4
    • /
    • pp.543-554
    • /
    • 1997
  • A family of some capability indices { $C_{p}$(.alpha.,.beta.); .alpha..geq.0, .beta..geq.0}, containing the indices $C_{p}$, $C_{{pk}}$, $C_{{pm}}$, and $C_{{pmk}}$, has been defined by Vannman(1993) for the case of two-sided specification interval. By varying the parameters of the family various capability indices with suitable properties are obtained. We derive tha asymptotic distribution of the family { $C_{p}$(.alpha.,.beta.); .alpha..geq.0,.beta..geq.0} under general proper conditions. It is also shown that the bootstrap approximation to the distribution of the estimator $C_{p}$(.alpha., .beta.) is vaild for almost all sample sequences. These asymptotic distributions would be used in constructing some bootstrap confidence intervals.tervals.

  • PDF

Testing of hypotheses and detection of known signals under the integrated power the integrated power criterion (적분검파력 결정 기준에서의 가설 검정과 알려진 신호 검파)

  • 김선용;송익호;장태주;김광순
    • The Journal of Korean Institute of Communications and Information Sciences
    • /
    • v.21 no.3
    • /
    • pp.721-730
    • /
    • 1996
  • In this paper, a new test criterion for binary decision problems is proposed. The integrated power flunction over a parameter interval is first itroduced as an extension of the power function. The concept of the most integrated powerful (MIP) test based on the integrated power function is then introduced. The MIP criterion is to masimize the value of the integrated power function in any paricular parameter interval. As an applicationof the MIP test, the known signal detection problem is considered. The test statistic of the MIP detector for known signals is obtained and an approximation to the MIP test statistic is also considered.

  • PDF

Construction of a Design Curve for Fatigue Model Using Bootstrap Method (붓스트랩방법을 이용한 피로모형의 설계곡선 설정)

  • 서순근;조유희
    • Journal of Korean Society for Quality Management
    • /
    • v.30 no.4
    • /
    • pp.106-119
    • /
    • 2002
  • The fatigue curve with estimated parameters represents the estimate of the median or mean life at a given applied stress But, in order to assist a designer in making decisions regarding the fatigue failure mode, it is common practice to construct a design curve on the lower or safe side of data. In this study, to overcome the limitations(i.e., no runout, equal variance, and quality of the approximation, etc) of Shen, Wirsching, and Cashman's method which suggested the approximate design curve for nonlinear models using tolerance interval constructed by Owen's method, an algorithm to find design curves under the fatigue model using a parametric bootstrap method, is proposed and illustrated with multiple fatigue data sets.

Use of uncertain numbers for appraising tensile strength of concrete

  • Tutmez, Bulent;Cengiz, A. Kemal;Sarici, Didem Eren
    • Structural Engineering and Mechanics
    • /
    • v.46 no.4
    • /
    • pp.447-458
    • /
    • 2013
  • Splitting tensile strength (STS) is a respectable mechanical property reflecting ability of the concrete. The STS of concrete is mainly related to compressive strength (CS), water/binder (W/B) ratio and concrete age. In this study, the assessment of STS is made by a novel uncertainty-oriented method which uses least square optimization and then predicts STS of concrete by uncertain (fuzzy) numbers. The approximation method addresses a novel integration of fuzzy set theory and multivariate statistics. The numerical examples showed that the method is applicable with relatively limited data. In addition, the prediction of uncertainty at various levels of possibility can be described. In conclusion, the uncertainty-oriented interval analysis can be suggested an effective tool for appraising the uncertainties in concrete technology.

ON APPROXIMATION PROPERTIES OF BALAZS-SZABADOS OPERATORS AND THEIR KANTOROVICH EXTENSION

  • Agratini, Octavian
    • Journal of applied mathematics & informatics
    • /
    • v.9 no.2
    • /
    • pp.531-542
    • /
    • 2002
  • In this paper we deal with a sequence of positive linear operators ${{R_n}}^{[$\beta$]}$ approximating functions on the unbounded interval [0, $\infty$] which were firstly used by K. balazs and J. Szabados. We give pointwise estimates in the framework of polynomial weighted function spaces. Also we establish a Voronovskaja type theorem in the same weighted spaces for ${{K_n}}^{[$\beta$]}$ operators, representing the integral generalization in Kantorovich sense of the ${{R_n}}^{[$\beta$]}$.

Nonlinear Control of General System based on a Model with Coefficients of State-Depended Representation

  • Nakamura, Masatoshi;Zhang, Tao
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 2002.10a
    • /
    • pp.76.1-76
    • /
    • 2002
  • This paper addresses a method for nonlinear controller construction for a general nonlinear system with the separation of controller construction and manipulated values generation. The nonlinear system model is firstly expressed with the coefficients of state-depended representation. The nonlinear control is designed without any approximation based on the model with state-depended representation. At the stage of controller implementation for the nonlinear system, the manipulated values are calculated accurately by use of an algorithm of the numerical analysis. The numerical error for calculating the manipulated value can be reduced to zero by selecting the sampling interval being a small val...

  • PDF

NOTES ON EXTENDED NEURAL NETWORK APPROXIMATION

  • Hahm, Nahm-Woo;Hong, Bum-Il;Choi, Sung-Hee
    • Journal of applied mathematics & informatics
    • /
    • v.5 no.3
    • /
    • pp.867-875
    • /
    • 1998
  • In this paper we prove that any continuous function on a bounded closed interval of can be approximated by the superposition of a bounded sigmoidal function with a fixed weight. In addition we show that any continuous function over $\mathbb{R}$ which vanishes at infinity can be approximated by the superposition f a bounded sigmoidal function with a weighted norm. Our proof is constructive.