• The Korean Journal of Applied Statistics
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• v.27 no.7
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• pp.1269-1278
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• 2014

Despite the D-optimality criterion becomes very popular in designing an experiment for nonlinear models because of theoretical foundations it provides, it is very critical that the criterion depends on the unknown parameters of the nonlinear model. But some nonlinear models turned out to be partially nonlinear in sense that the optimal design depends on the subset of parameters only. It was a strong belief that the maximin approach to find a robust design to protect against the uncertainty of parameters is not guaranteed to be successful in nonlinear models. But the maximin approach could be a success for the partial nonlinear model, because often the optimal design depends on only one unknown value of parameter, easier to handle than the full parameters. We deal with maximin approach for Michaelis-Menten model with respect to D- and $D_s$-optimality.

• The Korean Journal of Applied Statistics
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• v.28 no.3
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• pp.561-571
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• 2015

When we consider an optimal design to predict the response corresponding to the point outside the design region, we are extremely careful about choosing the design criteria for selecting the support points. The assumed model and its accompanying error structure should be assumed to extend beyond the design region for the selected design criteria to be valid. Thus, we modify the existing design criteria such as extrapolation-optimality to be suited to those situations. We propose some maximin approaches in this paper. Simple and quadratic regression models are tested to find the basic characteristics of such maximin approaches. Some main findings are discussed in the conclusion.

• Communications for Statistical Applications and Methods
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• v.14 no.3
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• pp.531-540
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• 2007

When multiple objectives exist, there are three approaches exist. These are maximin design, compound design, and constrained design. Still, each of three design criteria has its own strength and weakness. In this paper Hybrid approach is suggested when multiple design objectives exist, which is a combination of maximin and constrained design. Sometimes experimenter has several objectives, but he/she has only one or two primary objectives, others less important. A new approach should be useful under this condition. The genetic algorithm is used for few examples. It has been proven to be a very useful technique for this complex situation. Conclusion follows.

• Knowledge Management Research
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• v.20 no.3
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• pp.39-47
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• 2019

Response surface methodology (RSM) is a group of statistical modeling and optimization methods to improve the quality of design systematically in the quality engineering field. Its final goal is to identify the optimal setting of input variables optimizing a response. RSM is a kind of knowledge management tool since it studies a manufacturing or service process and extracts an important knowledge about it. In a real problem of RSM, it is a quite frequent situation that considers multiple responses simultaneously. To date, many approaches are proposed for solving (i.e., optimizing) a multi-response problem: process capability function approach, desirability function approach, loss function approach, and so on. The process capability function approach first estimates the mean and standard deviation models of each response. Then, it derives an individual process capability function for each response. The overall process capability function is obtained by aggregating the individual process capability function. The optimal setting is given by maximizing the overall process capability function. The existing process capability function methods usually use the arithmetic mean or geometric mean as an aggregation operator. However, these operators do not guarantee the Pareto optimality of their solution. Moreover, they may bring out an unacceptable result in terms of individual process capability function values. In this paper, we propose a maximin-based process capability function method which uses a maximin criterion as an aggregation operator. The proposed method is illustrated through a well-known multiresponse problem.

• Proceedings of the KSME Conference
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• 2003.11a
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• pp.1846-1851
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• 2003

Approximate optimization has become popular in engineering field such as MDO and Crash analysis which is time consuming. To accomplish efficient approximate optimization, accuracy of approximate model is very important. As surrogate model, Kriging have been widely used approximating highly nonlinear system . Because Kriging employs interpolation method, it is adequate for deterministic computer simulation. Because there are no random errors and measurement errors in deterministic computer simulation, instead of classical DOE ,space filling experiment design which fills uniformly design space should be applied. In this work, various space filling designs such as maximin distance design, maximum entropy design are reviewed. And new design improving maximum entropy design is suggested and compared.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.39 no.4
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• pp.369-374
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• 2015

In order to efficiently optimize the problem involving complex computer codes or computationally expensive simulation, surrogate models are widely used. Because their accuracy significantly depends on sample points, many experimental designs have been proposed. One approach is the sequential design of experiments that consider existing information of responses. In earlier research, the correlation coefficients of the kriging surrogate model are introduced as weight parameters to define the scaled distance between sample points. However, if existing information is incorrect or lacking, new sample points can be misleading. Thus, our goal in this paper is to propose a weight function derived from correlation coefficients to generate new points robustly. To verify the performance of the proposed method, several existing sequential design methods are compared for use as mathematical examples.

• Communications for Statistical Applications and Methods
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• v.19 no.1
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• pp.65-75
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• 2012

In setting an experimental design for the prediction outside the experimental region (extrapolation design), it is natural for the experimenter to be very careful about the validity of the model for the design because the experimenter is not certain whether the model can be extended beyond the design region or not. In this paper, a hybrid constrained type approach was adopted in dealing model uncertainty as well as the prediction error using the three basic principles available in literature, maxi-min, constrained, and compound design. Furthermore, the effect of the distance of the extrapolation design point from the design region is investigated. A search algorithm was used because the classical exchange algorithm was found to be complex due to the characteristic of the problem.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.29 no.9 s.240
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• pp.1217-1224
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• 2005

To improve the accuracy of a metamodel, additional sample points can be selected by using a specified criterion, which is often called sequential sampling approach. Sequential sampling approach requires small computational cost compared to one-stage optimal sampling. It is also capable of monitoring the process of metamodeling by means of identifying an important design region for approximation and further refining the fidelity in the region. However, the existing critertia such as mean squared error, entropy and maximin distance essentially depend on the distance between previous selected sample points. Therefore, although sufficient sample points are selected, these sequential sampling strategies cannot guarantee the accuracy of metamodel in the nearby optimum points. This is because criteria of the existing sequential sampling approaches are inefficient to approximate extremum and inflection points of original model. In this research, new sequential sampling approach using the sensitivity of metamodel is proposed to reflect the response. Various functions that can represent a variety of features of engineering problems are used to validate the sensitivity approach. In addition to both root mean squared error and maximum error, the error of metamodel at optimum points is tested to access the superiority of the proposed approach. That is, optimum solutions to minimization of metamodel obtained from the proposed approach are compared with those of true functions. For comparison, both mean squared error approach and maximin distance approach are also examined.

• Journal of the military operations research society of Korea
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• v.33 no.1
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• pp.59-74
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• 2007

Computer simulation models are in general quite complex and time-consuming to run, and therefore, a simpler meta-model is usually constructed for further analysis. In this paper, JANUS, a war-game simulator, is used to describe a certain tank combat situation. Then, second-order response surface and artificial neural network meta-models are developed using the data from eight different experimental designs. Relative performances of the developed meta-models are compared in terms of the mean squared error of prediction. Computational results indicate that, for the given problem, the second-order response surface meta-model generally performs better than the neural network, and the orthogonal array-based Latin hypercube design(LHD) or LHD using maximin distance criterion may be recommended.

• The Korean Journal of Applied Statistics
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• v.27 no.5
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• pp.693-703
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• 2014

When setting up an experiment for extrapolation at multiple points outside the design space, we often face a difficulty in which point we should emphasize even if the polynomial model under consideration is given. In this paper we propose various methods under two possible scenarios that deal with extrapolations. One considered in this paper is the situation when the model assumed can be extended beyond the design space. In this setting, the many classical methods(including various approaches the authors proposed before) were revisited in the context of extrapolation. But the real problem arises when there is an uncertainty concerning the validity of the assumed model. Therefore, the second scenario is to develop an appropriate procedure when we have limited information about model. Consequently, a hybrid approach is suggested to deal with this issue of how to handle the multiple extrapolating under model uncertainty. A search algorithm was implemented because the classical exchange algorithm was found difficult to handle the complexity of the problem.