• Title/Summary/Keyword: recursive

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Radial Basis Hybrid Neural Network Modeling for On-line Detection of Machine Condition Change (기계상태의 변화를 온라인으로 탐지하기 위한 Radial Basis 하이브리드 뉴럴네트워크 모델링)

  • Wang, Gi-Nam;Kim, Gwang-Sub;Jeong, Yoon-Seong
    • Journal of Korean Institute of Industrial Engineers
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    • v.20 no.4
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    • pp.113-134
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    • 1994
  • A radial basis hybrid neural network (RHNN) is presented for an on-line detection of machine condition change. Two-phase modeling by RHNN is designed for describing a machine condition process and for predicting future signal. A moving block procedure is also designed for detecting a process change. A fast on-line learning algorithm, the recursive least square estimation, is introduced. Experimental results showed the RHNN could be utilized efficiently for on-line machine condition monitoring.

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Stochastic Combats with Time Limitation (전투시간(戰鬪時間)의 제한성(制限性)을 고려(考慮)한 다수(多數) 대(對) 다수(多數) 전투모형(戰鬪模型))

  • Bae, Do-Seon;Gwon, Tae-Yeong
    • Journal of Korean Institute of Industrial Engineers
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    • v.5 no.2
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    • pp.2-7
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    • 1979
  • The fundamental stochastic duel of Williams and Ancker is combined with the probabilistic linear, square and mixed laws of Brown and Smith when the battle time is limited and interfiring times are continuous. The Probability of a given side's winnig or a draw is derived in a recursive equation with Laplace transforms. Examples with negative exponential firing times are given. In linear law an exact closed form solution is obtained, whereas for square and mixed laws only square ($2{\times}2$) duels are considered.

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CURVE EXTRACTION USING PYRAMID (피라미드를 이용한 곡선 추적에 관한 연구)

  • Kim, So-Yun;Cho, Dong-Sub
    • Proceedings of the KIEE Conference
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    • 1991.11a
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    • pp.193-196
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    • 1991
  • A method of extracting global, trend curves from input image that may locally not even contain small fragments of those curves using a hierarchical pyramid data structure is suggested. The smoothed input image is subsampled into a pyramid of lower-resolution versions by recursive computation of Gaussian-weighted sums. Trend curves are extracted by finding control points from ridges in these blurred images, and interpolating B-splines for those points.

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Modified Instrumental Variable Methods for ARMA Spectral Estimation (ARMA 스펙트럼 추정을 위한 변형기구 변수법에 관한 연구)

  • 양흥석;정찬수;남도현;김국헌
    • The Transactions of the Korean Institute of Electrical Engineers
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    • v.35 no.10
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    • pp.438-444
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    • 1986
  • The signal can be modeled as a linear combination of its past values and present and past values of a hypothetical input to system whose output is given signal. Using this model spectral estimation problem can be reduced to estimate the ARMA parameters. This paper presents recursive modified instrumental variable algorithm which can estimate AR and MA parameters. For more accurate estimation, overdetermined modified IV algorithm is also derived. Computer simulations are presented to illustrate the above methods.

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Tests for Mean Change with the Modified Cusum Statistics

  • Kim, Jae-Hee;Kim, Na-Yeon
    • Journal of the Korean Data and Information Science Society
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    • v.14 no.2
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    • pp.187-199
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    • 2003
  • We deal with the problem of testing a sequence of independent normal random variables with constant, known or unknown, variance for no change in mean versus alternatives with a single change-point. Various tests based on the likelihood ratio and recursive residuals, score statistics and cusums are studied. Proposed tests are modified version of Buckley's cusum statistics. A comparison study of various change-point test statistics is done by Monte Carlo simulation with S-plus software.

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A Recursive Partitioning Rule for Binary Decision Trees

  • Kim, Sang-Guin
    • Communications for Statistical Applications and Methods
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    • v.10 no.2
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    • pp.471-478
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    • 2003
  • In this paper, we reconsider the Kolmogorov-Smirnoff distance as a split criterion for binary decision trees and suggest an algorithm to obtain the Kolmogorov-Smirnoff distance more efficiently when the input variable have more than three categories. The Kolmogorov-Smirnoff distance is shown to have the property of exclusive preference. Empirical results, comparing the Kolmogorov-Smirnoff distance to the Gini index, show that the Kolmogorov-Smirnoff distance grows more accurate trees in terms of misclassification rate.

An improvement on initial value selection in applying an EM algorithm for recursive models (순환모형에 대한 EM 알고리즘의 초기값 선정방법의 개선)

  • 정미숙;김성호
    • The Korean Journal of Applied Statistics
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    • v.12 no.2
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    • pp.433-447
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    • 1999
  • 검사관련 능력과 문항점수사이의 관계를 모형화하기 위해 사용한 순환모형에서 관측불능인 능력상대변수를 비롯한 모든 변수들이 범주형 변수라 가정하자. 이 범주형 자료를 위한 모수추정문제를 다루기 위해 EM 방법을 이용했는데, EM 방법은 사용하기에 편리하지만 순환모형에 대한 추정값이 적절하지 않는 경우가 발생한다. 그 주된 원인중의 하나로 초기값 선정의 잘못을 들 수 있는데, 본 논문에서는 이 외에 구조상의 결함도 그 원인이 됨을 경험적으로 보았다. 따라서 구조적 결함을 먼저 해결하면 보다 효과적인 초기값을 선정할 수 있으리가 기대한다.

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Asymptotic Approximation of Kernel-Type Estimators with Its Application

  • 장유선;김성래;김성균
    • Proceedings of the Korean Society of Computational and Applied Mathematics Conference
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    • 2003.09a
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    • pp.12.1-12
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    • 2003
  • Sufficient conditions are given under which a generalized class of kernel-type estimators allows asymptotic approximation On the modulus of continuity This generalized class includes sample distribution function, kernel-type estimator of density function, and an estimator that may apply to the censored case. In addition, an application is given to asymptotic normality of recursive density estimators of density function at an unknown point.

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Moments of Order Statistics from Doubly Truncated Linear-Exponential Distribution

  • Saran, Jagdish;Pushkarna, Narinder
    • Journal of the Korean Statistical Society
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    • v.28 no.3
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    • pp.279-296
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    • 1999
  • In this paper we establish some recurrence relations for both single and product moments of order statistics from a doubly truncated linear- exponential distribution with increasing hazard rate. These recurrence relations would enable one to compute all the higher order moments of order statistics for all sample sizes from those of the lower order in a simple recursive way. In addition, percentage points of order statistics are also discussed. These generalize the corresponding results for the linear- exponential distribution with increasing hazard rate derived by Balakrishnan and Malik(1986)

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