• Title/Summary/Keyword: sequential estimation

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Sequential Percentile Estimation for Sequential Steady-State Simulation (순차적 시뮬레이션을 위한 순차적인 Percentile 추정에 관한 연구)

  • Lee, Jong-Suk;Jeong, Hae-Duck
    • The KIPS Transactions:PartD
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    • v.10D no.6
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    • pp.1025-1032
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    • 2003
  • Percentiles are convenient measures of the entire range of values of simulation outputs. However, unlike means and standard deviations, the observations have to be stored since calculation of percentiles requires several passes through the data. Thus, percentile (PE) requires a large amount of computer storage and computation time. The best possible computation time to sort n observations is (O($nlog_{2}n$)), and memory proportional to n is required to store sorted values in order to find a given order statistic. Several approaches for extimating percentiles in RS(regenerative simulation) and non-RS, which can avoid difficulties of PE, have been proposed in [11, 12, 21]. In this paper, we implemented these three approaches known as : leanear PE, batching PE, spectral $P^2$ PE in the context of sequential steady-state simulation. Numerical results of coverage analysis of these PE approachs are present.

Solving a Nonlinear Inverse Convection Problem Using the Sequential Gradient Method

  • Lee, Woo-Il;Lee, Joon-Sik
    • Journal of Mechanical Science and Technology
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    • v.16 no.5
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    • pp.710-719
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    • 2002
  • This study investigates a nonlinear inverse convection problem for a laminar-forced convective flow between two parallel plates. The upper plate is exposed to unknown heat flux while the lower plate is insulated. The unknown heat flux is determined using temperature measured on the lower plate. The thermophysical properties of the fluid are temperature dependent, which renders the problem nonlinear. The sequential gradient method is applied to this nonlinear inverse problem in order to solve the problem efficiently. The function specification method is incorporated to stabilize the sequential estimation. The corresponding adjoint formalism is provided. Accuracy and stability have been examined for the proposed method with test cases. The tendency of deterministic error is investigated for several parameters. Stable solutions are achieved eve]1 with severely impaired measurement data.

Data Pattern Estimation with Movement of the Center of Gravity

  • Ahn Tae-Chon;Jang Kyung-Won;Shin Dong-Du;Kang Hak-Soo;Yoon Yang-Woong
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • v.6 no.3
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    • pp.210-216
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    • 2006
  • In the rule based modeling, data partitioning plays crucial role be cause partitioned sub data set implies particular information of the given data set or system. In this paper, we present an empirical study result of the data pattern estimation to find underlying data patterns of the given data. Presented method performs crisp type clustering with given n number of data samples by means of the sequential agglomerative hierarchical nested model (SAHN). In each sequence, the average value of the sum of all inter-distance between centroid and data point. In the sequel, compute the derivation of the weighted average distance to observe a pattern distribution. For the final step, after overall clustering process is completed, weighted average distance value is applied to estimate range of the number of clusters in given dataset. The proposed estimation method and its result are considered with the use of FCM demo data set in MATLAB fuzzy logic toolbox and Box and Jenkins's gas furnace data.

Effect of sequential earthquakes on evaluation of non-linear response of 3D RC MRFs

  • Oggu, Praveen;Gopikrishna, K.
    • Earthquakes and Structures
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    • v.20 no.3
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    • pp.279-293
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    • 2021
  • Most of the existing seismic codes for RC buildings consider only a scenario earthquake for analysis, often characterized by the response spectrum at the specified location. However, any real earthquake event often involves occurrences of multiple earthquakes within a few hours or days, possessing similar or even higher energy than the first earthquake. This critically impairs the rehabilitation measures thereby resulting in the accumulation of structural damages for subsequent earthquakes after the first earthquake. Also, the existing seismic provisions account for the non-linear response of an RC building frame implicitly by specifying a constant response modification factor (R) in a linear elastic design. However, the 'R' specified does not address the changes in structural configurations of RC moment-resisting frames (RC MRFs) viz., building height, number of bays present, bay width, irregularities arising out of mass and stiffness changes, etc. resulting in changed dynamic characteristics of the structural system. Hence, there is an imperative need to assess the seismic performance under sequential earthquake ground motions, considering the adequacy of code-specified 'R' in the representation of dynamic characteristics of RC buildings. Therefore, the present research is focused on the evaluation of the non-linear response of medium-rise 3D RC MRFs with and without vertical irregularities under bi-directional sequential earthquake ground motions using non-linear dynamic analysis. It is evident from the results that collapse probability increases, and 'R' reduces significantly for various RC MRFs subjected to sequential earthquakes, pronouncing the vulnerability and inadequacy of estimation of design base shear by code-specified 'R' under sequential earthquakes.

The inference and estimation for latent discrete outcomes with a small sample

  • Choi, Hyung;Chung, Hwan
    • Communications for Statistical Applications and Methods
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    • v.23 no.2
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    • pp.131-146
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    • 2016
  • In research on behavioral studies, significant attention has been paid to the stage-sequential process for longitudinal data. Latent class profile analysis (LCPA) is an useful method to study sequential patterns of the behavioral development by the two-step identification process: identifying a small number of latent classes at each measurement occasion and two or more homogeneous subgroups in which individuals exhibit a similar sequence of latent class membership over time. Maximum likelihood (ML) estimates for LCPA are easily obtained by expectation-maximization (EM) algorithm, and Bayesian inference can be implemented via Markov chain Monte Carlo (MCMC). However, unusual properties in the likelihood of LCPA can cause difficulties in ML and Bayesian inference as well as estimation in small samples. This article describes and addresses erratic problems that involve conventional ML and Bayesian estimates for LCPA with small samples. We argue that these problems can be alleviated with a small amount of prior input. This study evaluates the performance of likelihood and MCMC-based estimates with the proposed prior in drawing inference over repeated sampling. Our simulation shows that estimates from the proposed methods perform better than those from the conventional ML and Bayesian method.

Hybrid navigation parameter estimation from aerial image sequence (항공영상을 이용한 하이브리드 영상 항법 변수 추출)

  • 심동규;정상용;이도형;박래홍;김린철;이상욱
    • Journal of the Korean Institute of Telematics and Electronics S
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    • v.35S no.2
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    • pp.146-156
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    • 1998
  • Thispapr proposes hybrid navigation parameter estimation using sequential aerial images. The proposed navigation parameter estimation system is composed of two parts: relative position estimation and absolute position estimation. the relative position estimation recursively computes the current velocity and absolute position estimation. The relative position estimation recursively computes the current velocity and position of an aircraft by accumulating navigation parameters extracted from two succesive aerial images. Simple accumulation of parameter values decreases reliability of the extracted parameters as an aircraft goes on navigating. therefore absolute position estimation is required to compensate for position error generated in the relative position step. The absolute position estimation algorithm combining image matching and digital elevation model(DEM) matching is presented. Computer simulation with real aerial image sequences shows the efficiency of the proposed hybrial algorithm.

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On the Bayesian Sequential Estiamtion Problem in k-Parameter Exponential Family

  • Yoon, Byoung-Chang;Kim, Jea-Joo
    • Journal of the Korean Statistical Society
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    • v.10
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    • pp.128-139
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    • 1981
  • The Bayesian sequential estimation problem for k parameters exponential families is considered using loss related to the Fisher information. Tractable expressions for the Bayes estimator and the posterior expected loss are found, and the myopic or one-step-ahead stopping rule is defined. Sufficient conditions are given for optimality of the myopic procedure, and the myopic procedure is shown to be asymptotically optimal in all cases considered.

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Multiple Vehicle Tracking Algorithm Using Kalman Filter (칼만 필터를 이용한 다중 차량 추적 알고리즘)

  • 김형태;설성욱
    • Proceedings of the IEEK Conference
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    • 1998.10a
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    • pp.955-958
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    • 1998
  • This paper describes the algorithm which extracts moving vehicles from sequential images and tracks those vehicles using Kalman filter. This work is composed of a motion segmentation stage which extracts moving objects from sequential images and gets features of objects, and a motion estimation stage which estimates the position and the motion of moving objects using Kalman filter. In the motion estimation stage, applying to affine motion model we divided the Kalman filter into position filter and velocity filter to employ linear Kalman filter. Multi-target tracking requires a data association component that decides which measurement to use for updating the state of which object. We use pattern recognition method to solve this problem.

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Design and Estimation of Multiple Acceptance Sampling Plans for Stochastically Dependent Nonstationary Processes (확률적으로 종속적인 비평형 다단계 샘플링검사법의 설계 및 평가)

  • Kim, Won-Kyung
    • Journal of Korean Institute of Industrial Engineers
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    • v.25 no.1
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    • pp.8-20
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    • 1999
  • In this paper, a design and estimation procedure for the stochastically dependent nonstationary multiple acceptance sampling plans is developed. At first, the rough-cut acceptance and rejection numbers are given as an initial solution from the corresponding sequential sampling plan. A Monte-Carlo algorithm is used to find the acceptance and rejection probabilities of a lot. The conditional probability formula for a sample path is found. The acceptance and rejection probabilities are found when a decision boundary is given. Several decision criteria and the design procedure to select optimal plans are suggested. The formula for measuring performance of these sampling plans is developed. Type I and II error probabilities are also estimated. As a special case, by setting the stage size as 1 in a dependent sampling plan, a sequential sampling plan satisfying type I and II error probabilities is more accurate and a smaller average sample number can be found. In a numerical example, a Polya dependent process is examined. The sampling performances are shown to compare the selection scheme and the effect of the change of the dependency factor.

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