• Title/Summary/Keyword: large deviation

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LIMIT THEOREMS FOR HAWKES PROCESSES WITH UNIFORM IMMIGRANTS

  • Seol, Youngsoo
    • Journal of the Korean Mathematical Society
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    • v.56 no.4
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    • pp.935-946
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    • 2019
  • Hawkes process is a self-exciting simple point process with clustering effect whose jump rate depends on its entire past history. We consider Hawkes processes with uniform immigrants which is a special case of the Hawkes processes with renewal immigrants. We study the limit theorems for Hawkes processes with uniform immigrants. In particular, we obtain a law of large number, a central limit theorem, and a large deviation principle.

Boosted Regression Method based on Rejection Limits for Large-Scale Data (대량 데이터를 위한 제한거절 기반의 회귀부스팅 기법)

  • Kwon, Hyuk-Ho;Kim, Seung-Wook;Choi, Dong-Hoon;Lee, Kichun
    • Journal of Korean Institute of Industrial Engineers
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    • v.42 no.4
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    • pp.263-269
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    • 2016
  • The purpose of this study is to challenge a computational regression-type problem, that is handling large-size data, in which conventional metamodeling techniques often fail in a practical sense. To solve such problems, regression-type boosting, one of ensemble model techniques, together with bootstrapping-based re-sampling is a reasonable choice. This study suggests weight updates by the amount of the residual itself and a new error decision criterion which constructs an ensemble model of models selectively chosen by rejection limits. Through these ideas, we propose AdaBoost.RMU.R as a metamodeling technique suitable for handling large-size data. To assess the performance of the proposed method in comparison to some existing methods, we used 6 mathematical problems. For each problem, we computed the average and the standard deviation of residuals between real response values and predicted response values. Results revealed that the average and the standard deviation of AdaBoost.RMU.R were improved than those of other algorithms.

Response Function of Temperature Fluctuation in the Poiseulle Flows (포와셀 관유동에서 온도변화의 응답특성)

  • 정진희
    • Korean Journal of Air-Conditioning and Refrigeration Engineering
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    • v.14 no.9
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    • pp.699-705
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    • 2002
  • The present study discusses the deviation from the pure dead-time model of passive scalars such as temperature and concentration in the Poiseulle flow Even in the case of no thermal diffusion, there exists a substantial amount of damping and large deviation of phase lag from that computed by the traditional dead-time model after only 10 diameter downstream. These are caused by the phase difference of temperature in the radial direction due to the nonuniform velocity distribution. In the presence of thermal diffusion, damping is more pronounced.

A Study on the Classification and Prediction of the Chip Type under the Specified Cutting Conditions in Turning (선삭가공시 절삭조건에 의한 Chip형태의 분류와 예측에 관한 연구)

  • Sim, G.J.;Cheong, C.Y.;Seo, N.S.
    • Journal of the Korean Society for Precision Engineering
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    • v.12 no.8
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    • pp.53-62
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    • 1995
  • In recent years, the rapid development of the machine tool and tough insert has made metal removal rates increase, and automatic system without human supervision requires a higher degree reliability of machining process. Therefore the control of chips is one of the important topics which deserves much attention. The chip classification was made based upon standard deviation of the mean cutting force measured by a tool dynamometer. STS304was chosen as the workpiece which is known as the difficult-to-cut material and mainly saw-toothed chip produced, and the chip type according to the standard deviation of mean cutting force was classified into five categories in this experiment. Long continuous type chip which interrupts the normal cutting process, and damages the operator, tool and workpiece has low standard deviation value, while short broken type chip, which is favourable chip for disposal, has relatively large standard deviation value. In addition, we investigated the possibility that the chip type can be predicted analyzing the relationship between chip type and cutting condition by the trained neural network, and obtained favourable results by which the chip type can be predicted with cutting conditon before cutting process.

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A Study on the Effect by Receiving Points as Measuring Floor Impact Sound (바닥충격음 측정 시 수음점 위치의 영향에 관한 연구)

  • Chung, J.Y.;Lee, S.H.;Jeong, G.C.;Oh, Y.K.;Joo, M.K.
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 2005.05a
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    • pp.283-286
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    • 2005
  • This study measures the levels of various receiving points for reducing deviations the floor impact sound. According to the results, 63-125Hz band appeals the large deviations. Among the spacial points, the spot of 0.75m from the wall correspond with the average of all spots. The KS stipulates that the receiving point should be off the wall more than 0.5m But obeying the rules, the large deviation appears. So, this study shows that the adequate receiving point is 0.75m from the wall.

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A Study on Error Characteristics of Large Size Electromagnetic Flowmeter in the Range of Low Velocity (저유속 영역에서 대구경 전자기유량계의 오차특성 연구)

  • Lee, Dong-Keun;Park, Jong-Ho
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.32 no.3
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    • pp.235-240
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    • 2008
  • The large size electromagnetic flowmeter was tested to investigate the variation of its error characteristics in the range of low velocity under 0.6 m/s using flowmeter calibration system. For the two case of valve opening rate 100 % and 50 %, these tests were undertaken three times each for twelve velocity condition from $0.05\;^m/s\;to\;0.6\;^m/s$ with increment of $0.05\;^m/s$. It is shown that error characteristic of electromagnetic flowmeter was stabilized within ${\pm}0.4%$ of rate both higher than $0.25^m/s$ of velocity condition and 50 % of valve opening position. But, measurement deviation of flowmeter for ${\Phi}400mm\;and\;{\Phi}600mm$ was out of expected deviation range. It is necessary to correction with calibration. In conclusion, error characteristic of electromagnetic flowmeter wasn't changed proportion to its size.

Least absolute deviation estimator based consistent model selection in regression

  • Shende, K.S.;Kashid, D.N.
    • Communications for Statistical Applications and Methods
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    • v.26 no.3
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    • pp.273-293
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    • 2019
  • We consider the problem of model selection in multiple linear regression with outliers and non-normal error distributions. In this article, the robust model selection criterion is proposed based on the robust estimation method with the least absolute deviation (LAD). The proposed criterion is shown to be consistent. We suggest proposed criterion based algorithms that are suitable for a large number of predictors in the model. These algorithms select only relevant predictor variables with probability one for large sample sizes. An exhaustive simulation study shows that the criterion performs well. However, the proposed criterion is applied to a real data set to examine its applicability. The simulation results show the proficiency of algorithms in the presence of outliers, non-normal distribution, and multicollinearity.

ON THE LARGE AND SMALL INCREMENTS OF GAUSSIAN RANDOM FIELDS

  • Zhengyan Lin;Park, Yong-Kab
    • Journal of the Korean Mathematical Society
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    • v.38 no.3
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    • pp.577-594
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    • 2001
  • In this paper we establish limit theorems on the large and small increments of a two-parameter Gaussian random process on rectangles in the Euclidean plane via estimating upper bounds of large deviation probabilities on suprema of the two-parameter Gaussian random process.

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