• 제목/요약/키워드: randomly weighted sum

검색결과 11건 처리시간 0.026초

CLOSURE PROPERTY AND TAIL PROBABILITY ASYMPTOTICS FOR RANDOMLY WEIGHTED SUMS OF DEPENDENT RANDOM VARIABLES WITH HEAVY TAILS

  • Dindiene, Lina;Leipus, Remigijus;Siaulys, Jonas
    • 대한수학회지
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    • 제54권6호
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    • pp.1879-1903
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    • 2017
  • In this paper we study the closure property and probability tail asymptotics for randomly weighted sums $S^{\Theta}_n={\Theta}_1X_1+{\cdots}+{\Theta}_nX_n$ for long-tailed random variables $X_1,{\ldots},X_n$ and positive bounded random weights ${\Theta}_1,{\ldots},{\Theta}_n$ under similar dependence structure as in [26]. In particular, we study the case where the distribution of random vector ($X_1,{\ldots},X_n$) is generated by an absolutely continuous copula.

THE WEAK LAW OF LARGE NUMBERS FOR RANDOMLY WEIGHTED PARTIAL SUMS

  • Kim, Tae-Sung;Choi, Kyu-Hyuck;Lee, Il-Hyun
    • 대한수학회보
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    • 제36권2호
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    • pp.273-285
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    • 1999
  • In this paper we establish the weak law of large numbers for randomly weighted partial sums of random variables and study conditions imposed on the triangular array of random weights {$W_{nj}{\;}:{\;}1{\leq}j{\leq}n,{\;}n{\geq}1$} and on the triangular array of random variables {$X_{nj}{\;}:{\;}1{\leq}j{\leq}n,{\;}{\geq}1$} which ensure that $\sum_{j=1}^{n}{\;}W_{nj}{\mid}X_{nj}{\;}-{\;}B_{nj}{\mid}$ converges In probability to 0, where {$B_{nj}{\;}:{\;}1{\;}{\leq}{\;}j{\;}{\leq}{\;}n,{\;}n{\;}{\geq}{\;}1$} is a centering array of constants or random variables.

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Almost Sure Convergence of Randomly Weighted Sums with Application to the Efrom Bootstrap

  • Kim, Tae-Sung;Kim, Hyuk-Joo;Seok, Eun-Yang
    • Communications for Statistical Applications and Methods
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    • 제6권2호
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    • pp.585-594
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    • 1999
  • Let {$X_{nj}$, 1$\leq$j$\leq$n,j$\geq$1} be a triangular array of random variables which are neither independent nor identically distributed. The almost sure convergences of randomly weighted partial sums of the form $$\sum_n^{j=1}$$ $W_{nj}$$X_{nj} are studied where {Wnj 1$\leq$j$\leq$n, j$\geq$1} is a triangular array of random weights. Application regarding the Efron bootstrap is also introduced.

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ON ALMOST SURE CONVERGENCE FOR WEIGHTED SUMS OF LNQD RANDOM VARIABLES

  • Choi, Jeong-Yeol;Kim, So-Youn;Baek, Jong-Il
    • 호남수학학술지
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    • 제34권2호
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    • pp.241-252
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    • 2012
  • Let $\{X_{ni},\;1{\leq}i{\leq}n,\;n{\geq}1\}$ be a sequence of LNQD which are dominated randomly by another random variable X. We obtain the complete convergence and almost sure convergence of weighted sums ${\sum}^n_{i=1}a_{ni}X_{ni}$ for LNQD by using a new exponential inequality, where $\{a_{ni},\;1{\leq}i{\leq}n,\;n{\geq}1\}$ is an array of constants. As corollary, the results of some authors are extended from i.i.d. case to not necessarily identically LNQD case.

그래프 이론을 이용한 설비배치 계획에 관한 연구 (A Study on Facility Layout Planning Using Graph Theory)

  • 김재곤;이근철;김영대
    • 대한산업공학회지
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    • 제23권2호
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    • pp.359-370
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    • 1997
  • We consider a facility layout problem with the objective of minimizing total transportation distance, which is the sum of rectilinear distances between facilities weighted by the frequency of trips between the facilities. It is assumed that facilities are required to have rectangular shapes and there is no empty space between the facilities in the layout. In this study, a graph theoretic heuristic is developed for the problem. In the heuristic, planar graphs are constructed to represent adjacencies between the facilities and then the graphs are converted to block layouts on a continual plane using a layout construction module. (Therefore, each graph corresponds to a layout.) An initial layout is obtained by constructing a maximal weighted planar graph and then the layout is improved by changing the planar graph. A simulated annealing algorithm is used to find a planar graph which gives the best layout. To show the performance of the proposed heuristic, computational experiments are done on randomly generated test problems and results are reported.

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가중 퍼지 소속함수 기반 신경망을 이용한 Wisconsin Breast Cancer 예측 퍼지규칙의 추출 (Extracting Wisconsin Breast Cancer Prediction Fuzzy Rules Using Neural Network with Weighted Fuzzy Membership Functions)

  • 임준식
    • 정보처리학회논문지B
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    • 제11B권6호
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    • pp.717-722
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    • 2004
  • 본 논문은 가중 퍼지소속함수 기반 신경망(Neural Network with Weighted Fuzzy Membership Functions, NNWFM)을 이용하여 Wisconsin breast cancer의 예측을 수행하는 퍼지규칙을 추출하고 있다. NNWFM는 자기적응적(self adaptive)가중 퍼지소속함수를 가지고 주어진 입력 데이터로부터 학습하여 퍼지규칙을 생성하고 이론 기반으로 예측을 수행한다. 신경망 구조의 중간 부분인 하이퍼박스(hyperbox)들은 n개의 대, 중, 소의 가중 퍼지소속함수 집합으로 구성되며, 학습 후 각 집합은 퍼지집합의 bounded sum을 사용하여 다시 하나의 가중 퍼지소속함수로 합성된다. n개의 특징입력(feature input)은 학습된 모든 하이퍼박스에 연결되어 예측 작업을 수행한다. NNWFM으로 추출된 2개의 퍼지규칙은 99.41%의 예측 인식율을 가지며 이는 퍼지규칙의 수와 인식율에 있어 현재 발표된 논문의 결과보다 우수함을 보여준다.

작업투입시점과 순서의존적인 준비시간이 존재하는 병렬기계 일정계획을 위한 개선 개미군집 시스템 (An Improved Ant Colony System for Parallel-Machine Scheduling Problem with Job Release Times and Sequence-Dependent Setup Times)

  • 주철민
    • 대한산업공학회지
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    • 제35권4호
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    • pp.218-225
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    • 2009
  • This paper considers a parallel-machine scheduling problem with job release times and sequence-dependent setup times. The objective of this problem is to determine the allocation policy of jobs and the scheduling policy of machines so as to minimize the weighted sum of setup times, delay times, and tardy times. A mathematical model for optimal solution is derived and a meta heuristic algorithm based on the improved ant colony system is proposed in this paper. The performance of the meta heuristic algorithm is evaluated through compare with optimal solutions using randomly generated several examples.

퍼지신경망과 비중복면적 분산 측정법을 이용한 최소의 특징입력 및 퍼지규칙의 추출 (Extracting Minimized Feature Input And Fuzzy Rules Using A Fuzzy Neural Network And Non-Overlap Area Distribution Measurement Method)

  • 임준식
    • 한국지능시스템학회논문지
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    • 제15권5호
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    • pp.599-604
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    • 2005
  • 본 논문은 가중 퍼지소속함수 기반 신경망(Neural Network with Weighted Fuzzy Membership Functions, NEWFM)을 이용하여 위스콘신 유방암(Wisconsin breast cancer)의 진단을 수행하는 퍼지규칙을 추출하고, 비중복면적 분산 측정법을 사용하여 특징입력수를 최소로하는 방안을 제안하고 있다. NEWFM 구조의 중간 부분인 하이퍼박스(hyperbox)들은n 개의 대, 중, 소로 구성된 가중 퍼지소속함수 집합으로 구성되며, 학습 후 각 집합의 대, 중, 소로 구성된 가중 퍼지소속함수는 퍼지집합의 경계합(bounded sum)을 사용하여 다시 하나의 가중 퍼지소속함수로 합성(BSWFM) 된다. n 개의 특징입력(feature input)은 학습된 모든 하이퍼박스에 연결되어 예측 작업을 수행한다. 여기에 비중복면적 분산 측정법을 적용하여 중요도가 낮은 특징입력을 제거하면서 최소의 m 개 특징입력만을 사용한 하이퍼박스로 단순화시킨다. 이러한 방법으로 위스콘신 유방암의 9개의 특징입력 중 4개를 사용하여 NEWFM으로 추출된 2개의 퍼지규칙은 99.71%의 예측 인식율을 가지며 이는 퍼지규칙의 수와 인식율에 있어 현재 발표된 논문의 결과보다 우수함을 보여준다.

Neural Network Active Control of Structures with Earthquake Excitation

  • Cho Hyun Cheol;Fadali M. Sami;Saiidi M. Saiid;Lee Kwon Soon
    • International Journal of Control, Automation, and Systems
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    • 제3권2호
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    • pp.202-210
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    • 2005
  • This paper presents a new neural network control for nonlinear bridge systems with earthquake excitation. We design multi-layer neural network controllers with a single hidden layer. The selection of an optimal number of neurons in the hidden layer is an important design step for control performance. To select an optimal number of hidden neurons, we progressively add one hidden neuron and observe the change in a performance measure given by the weighted sum of the system error and the control force. The number of hidden neurons which minimizes the performance measure is selected for implementation. A neural network was trained for mitigating vibrations of bridge systems caused by El Centro earthquake. We applied the proposed control approach to a single-degree-of-freedom (SDOF) and a two-degree-of-freedom (TDOF) bridge system. We assessed the robustness of the control system using randomly generated earthquake excitations which were not used in training the neural network. Our results show that the neural network controller drastically mitigates the effect of the disturbance.

반도체 웨이퍼 팹의 흡착공정에서 웨이퍼 로트들의 스케쥴링 알고리듬 (Heuristics for Scheduling Wafer Lots at the Deposition Workstation in a Semiconductor Wafer Fab)

  • 최성우;임태규;김영대
    • 대한산업공학회지
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    • 제36권2호
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    • pp.125-137
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    • 2010
  • This study focuses on the problem of scheduling wafer lots of several product families in the deposition workstation in a semiconductor wafer fabrication facility. There are multiple identical parallel machines in the deposition workstation, and two types of setups, record-dependent setup and family setup, may be required at the deposition machines. A record-dependent setup is needed to find optimal operational conditions for a wafer lot on a machine, and a family setup is needed between processings of different families. We suggest two-phase heuristic algorithms in which a priority-rule-based scheduling algorithm is used to generate an initial schedule in the first phase and the schedule is improved in the second phase. Results of computational tests on randomly generated test problems show that the suggested algorithms outperform a scheduling method used in a real manufacturing system in terms of the sum of weighted flowtimes of the wafer lots.