• 제목/요약/키워드: predictive distribution

검색결과 291건 처리시간 0.02초

Intelligent System Predictor using Virtual Neural Predictive Model

  • 박상민
    • 한국시뮬레이션학회:학술대회논문집
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    • 한국시뮬레이션학회 1998년도 The Korea Society for Simulation 98 춘계학술대회 논문집
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    • pp.101-105
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    • 1998
  • A large system predictor, which can perform prediction of sales trend in a huge number of distribution centers, is presented using neural predictive model. There are 20,000 number of distribution centers, and each distribution center need to forecast future demand in order to establish a reasonable inventory policy. Therefore, the number of forecasting models corresponds to the number of distribution centers, which is not possible to estimate that kind of huge number of accurate models in ERP (Enterprise Resource Planning)module. Multilayer neural net as universal approximation is employed for fitting the prediction model. In order to improve prediction accuracy, a sequential simulation procedure is performed to get appropriate network structure and also to improve forecasting accuracy. The proposed simulation procedure includes neural structure identification and virtual predictive model generation. The predictive model generation consists of generating virtual signals and estimating predictive model. The virtual predictive model plays a key role in tuning the real model by absorbing the real model errors. The complement approach, based on real and virtual model, could forecast the future demands of various distribution centers.

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Robustness of Predictive Density and Optimal Treatment Allocation to Non-Normal Prior for The Mean

  • Bansal, Ashok K.;Sinha, Pankaj
    • Journal of the Korean Statistical Society
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    • 제22권2호
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    • pp.235-247
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    • 1993
  • The predictive density function of a potential future observation and its first four moments are obtained in this paper to study the effects of a non-normal prior of the unknown mean of a normal population. The derived predictive density function is modified to study changes in utility curves, used to choose the optimum treatment from a given set of treatments, at a given level of stimulus due to slight deviations from normality of the prior distribution. Numerical illustrations are provided to exhibit some effectsl.

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일반화 극단 분포를 이용한 강우량 예측 (Prediction of extreme rainfall with a generalized extreme value distribution)

  • 성용규;손중권
    • Journal of the Korean Data and Information Science Society
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    • 제24권4호
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    • pp.857-865
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    • 2013
  • 집중 호우로 인한 피해가 증가하면서 다양한 기법들을 이용하여 강우량 예측에 대한 관심이 높아졌다. 최근에는 극단분포를 활용하여 강우량을 예측하려는 시도가 늘고 있다. 본 연구에서는 일반화 극단 분포를 활용하여 실제 서울시의 1973년부터 2010년까지 7월달의 사후예측분포를 생성하고, 수치적인 계산을 위해서 MCMC (Markov chain Monte Carlo)알고리즘을 활용하였다. 이 연구를 통해서 사후예측분포의 점추정값들을 비교하였고 2011년 7월달의 자료와 비교해 봤을 때 집중 호우의 확률이 증가한 것을 알 수 있었다.

DC 배전용 반도체 변압기를 위한 직렬 연결된 플라잉 커패시터 멀티-레벨 정류기의 모델 예측 제어 방법 (A Model Predictive Control Method of a Cascaded Flying Capacitor Multi-level Rectifier for Solid State Transformer for DC Distribution System)

  • 김시환;장영혁;김준성;김래영
    • 전력전자학회논문지
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    • 제23권5호
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    • pp.359-365
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    • 2018
  • This study introduces a model predictive control method for controlling a cascaded flying capacitor multilevel rectifier used as an AC-DC rectifier of a solid-state transformer for DC distribution systems. The proposed method reduces the number of states that need to be considered in model predictive control by separately controlling input current, output DC link voltage, and flying capacitor voltage. Thus, calculation time is shortened to facilitate the level expansion of the cascaded flying capacitor multilevel rectifier. The selection of weighting factors did not present difficulties because the weighting factors in the cost function of the conventional model predictive control are not used. The effectiveness of the proposed method is verified through computer simulation using powersim and experiment.

Application of Multiple Imputation Method in Analyzing Data with Missing Continuous Covariates

  • Ghasemizadeh Tamar, S.;Ganjali, M.
    • 응용통계연구
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    • 제21권4호
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    • pp.659-664
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    • 2008
  • Missing continuous covariates are pervasive in the use of generalized linear models for medical data. Multiple imputation is the most common and easy-to-do method of dealing with missing covariate data. However, there are always serious warnings in using this method. There should be concern to make imputed values more proper. In this paper, proper imputation from posterior predictive distribution is developed for implementing with arbitrary priors. We use empirical distribution of the posterior for approximating the posterior predictive distribution, to sample from it. This method is preferable in comparison with a presented imputation method of us which uses a full model to impute missing values using available software. The proposed methods are implemented on glucocorticoid data.

국내 상수관로에 대한 THM 발생 예측모델의 적용 (Application of THM Predictive Model in Water Distribution System)

  • 이두진;김영일;손진식
    • 상하수도학회지
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    • 제21권1호
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    • pp.3-11
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    • 2007
  • THM models have been developed in several researchers in order to better understand and manage the presence of THM in water distribution system. Several developed models were demonstrated in this study for estimating THM concentrations in target water distribution system. In order to investigate the performance of developed THM models, lab and field test were investigated. Predicted THM concentrations by all kind of models were showed good correlation with observed values. When the developed models were compared with lab and field test, the Rodriguez model during tested models was most predictive than the other models.

Predictions for Progressively Type-II Censored Failure Times from the Half Triangle Distribution

  • Seo, Jung-In;Kang, Suk-Bok
    • Communications for Statistical Applications and Methods
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    • 제21권1호
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    • pp.93-103
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    • 2014
  • This paper deals with the problem of predicting censored data in a half triangle distribution with an unknown parameter based on progressively Type-II censored samples. We derive maximum likelihood predictors and some approximate maximum likelihood predictors of censored failure times in a progressively Type-II censoring scheme. In addition, we construct the shortest-length predictive intervals for censored failure times. Finally, Monte Carlo simulations are used to assess the validity of the proposed methods.

Active vibration suppression of a 1D piezoelectric bimorph structure using model predictive sliding mode control

  • Kim, Byeongil;Washington, Gregory N.;Yoon, Hwan-Sik
    • Smart Structures and Systems
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    • 제11권6호
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    • pp.623-635
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    • 2013
  • This paper investigates application of a control algorithm called model predictive sliding mode control (MPSMC) to active vibration suppression of a cantilevered aluminum beam. MPSMC is a relatively new control algorithm where model predictive control is employed to enhance sliding mode control by enforcing the system to reach the sliding surface in an optimal manner. In previous studies, it was shown that MPSMC can be applied to reduce hysteretic effects of piezoelectric actuators in dynamic displacement tracking applications. In the current study, a cantilevered beam with unknown mass distribution is selected as an experimental test bed in order to verify the robustness of MPSMC in active vibration control applications. Experimental results show that MPSMC can reduce vibration of an aluminum cantilevered beam at least by 29% regardless of modified mass distribution.

A Four Leg Shunt Active Power Filter Predictive Fuzzy Logic Controller for Low-Voltage Unbalanced-Load Distribution Networks

  • Fahmy, A.M.;Abdelslam, Ahmed K.;Lotfy, Ahmed A.;Hamad, Mostafa;Kotb, Abdelsamee
    • Journal of Power Electronics
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    • 제18권2호
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    • pp.573-587
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    • 2018
  • Recently evolved power electronics' based domestic/residential appliances have begun to behave as single phase non-linear loads. Performing as voltage/current harmonic sources, those loads when connected to a three phase distribution network contaminate the line current with harmonics in addition to creating a neutral wire current increase. In this paper, an enhanced performance three phase four leg shunt active power filter (SAPF) controller is presented as a solution for this problem. The presented control strategy incorporates a hybrid predictive fuzzy-logic based technique. The predictive part is responsible for the SAPF compensating current generation while the DC-link voltage control is performed by a fuzzy logic technique. Simulations at various loading conditions are carried out to validate the effectiveness of the proposed technique. In addition, an experimental test rig is implemented for practical validation of the of the enhanced performance of the proposed technique.

일반화 파레토 모형에서의 베이지안 예측 (A Bayesian Prediction of the Generalized Pareto Model)

  • 판허;손중권
    • 응용통계연구
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    • 제27권6호
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    • pp.1069-1076
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    • 2014
  • 기후 온난화의 한 현상으로 받아들여지는 집중호우로 인한 관심이 늘어난 만큼 강우량에 대한 예측 모형이 필요하다. 이러 환경 문제를 다룰 때, 모형을 설정하는 방법 중에 하나로 일반화 파레토 모형을 활용하는 연구가 이루어지고 있다. 본 논문에서는 서울특별시에 대한 1973년부터 2011년까지 매 7월 일별강우량 자료를 가지고 일반화 파레토 모형을 사용하여 강우량의 임계값(70mm) 이상의 분포가 어떻게 되는지 연구한다. 모수의 사전분포는 감마분포랑 역감마분포를 정의하고, 또는 제프리의 정보가 없는 사전분포를 두고, 깁스 표본방법을 통해 베이지안 사후예측분포를 구하고 얻어진 결과를 비교해 본다.