• The Journal of Asian Finance, Economics and Business
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• v.2 no.2
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• pp.13-18
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• 2015

In this paper the DRC model is presented for solving multi objective problem. The proposed model is a combination of data envelopment analysis, Cuckoo algorithm and the response surface method. Due to reasons like costs, time and irreversible damages, it is not possible to analyze each and every one of the proposed models in practice, so the simulation is used. Since the number of experiments for simulation process is high then the optimization has gone to practice and directs the simulation process. The response surface method is used as one of the approaches of simulation optimization. Furthermore, data envelopment analysis is used to consider several response surfaces as efficiency response surface. Then this efficiency response surface is solved by Cuckoo algorithms. The main advantage of DRC model is to make one efficiency response surface function instate of multi surface function for every output and also using the advantages of Cuckoo algorithms. In order to demonstrate the effectiveness of the proposed approach, the branches of Refah bank in Mashhad is analyzed and the results are presented.

• Journal of the military operations research society of Korea
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• v.11 no.2
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• pp.69-82
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• 1985

In this study, we consider the simultaneous estimation of the parameters of the distribution of p independent Poisson random variables using the weighted loss function. The relation between the estimation under the weighted loss function and the case when more than one observation is taken from some population is studied. We derive an estimator which dominates Tsui and Press's estimator when certain conditions hold. We also derive an estimator which dominates the maximum likelihood estimator(MLE) under the various loss function. The risk performances of proposed estimators are compared to that of MLE by computer simulation.

• Communications for Statistical Applications and Methods
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• v.15 no.5
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• pp.783-791
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• 2008

Estimation procedure of the finite population proportion and distribution function is considered. Based on a logistic regression model, an approximately model- optimal estimator is defined and conditions for the estimator to be design-consistent are given. Simulation study shows that the model-optimal design-consistent estimator defined under a logistic regression model performs well in estimating the finite population distribution function.

• Communications for Statistical Applications and Methods
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• v.10 no.2
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• pp.497-505
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• 2003

Under normality assumption, the tolerance interval for a future observation is sometimes of great interest in statistics. In this paper, we state the influence function on the standard deviation $\sigma$, and use it to derive the influence function on tolerance limits. Simulation study shows that the two influence functions perform very well.

• Communications for Statistical Applications and Methods
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• v.10 no.3
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• pp.1025-1036
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• 2003

Variable selection algorithm for principal component analysis using penalty function is proposed. We use the fact that usual principal component problem can be expressed as a maximization problem with appropriate constraints and we will add penalty function to this maximization problem. Simulated annealing algorithm is used in searching for optimal solutions with penalty functions. Comparisons between several well-known penalty functions through simulation reveals that the HARD penalty function should be suggested as the best one in several aspects. Illustrations with real and simulated examples are provided.

• 제어로봇시스템학회:학술대회논문집
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• 1993.10a
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• pp.965-969
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• 1993

In this paper, the GPC algorithm is developed for ACS(advanced control system). ACS equals to DCS(distributed control system) with some advanced control algorithm, for example, fuzzy logic controller, autotuning. By its embedded structural control language, which uses simple function codes corresponding to each function blocks, it is possible to construct multiloop controller. The developed GPC function code is divided by RLS (recursive least square) parameter estimator and GPC controller. Simulation result show the availability of GPC function code using the control language.

• Journal of information and communication convergence engineering
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• v.7 no.4
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• pp.453-458
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• 2009

This paper presents two methods of designing a Broadband Impedance Matching (BIM) circuit for maximizing a power line communication (PLC) equipment (or Modem) signal injection into its load at any power line connection port. This optimal (BIM) circuit design is achieved in two phases: Butterworth gain function and Tchebycheff gain function. According to the comparison of simulation and practical results, the performances of two gain functions on BIM are discussed.

• 제어로봇시스템학회:학술대회논문집
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• 2001.10a
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• pp.113.1-113
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• 2001

The robust position control with the bound function of neural network structure is proposed for uncertain robot manipulators. The neural network structure presents the bound function and does not need the concave property of the bound function, The robust approach is to solve this problem as uncertainties are included in a model and the controller can achieve the desired properties in spite of the imperfect modeling. Simulation is performed to validate this law for four-axis SCARA type robot manipulators.

• Journal of the Korean Statistical Society
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• v.36 no.3
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• pp.387-395
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• 2007

We propose a doubly robustified estimating function for the estimation of parameters in the context of ARCH models. We investigate asymptotic properties of estimators obtained as solutions of robust estimating equations. A simulation study shows that robust estimator from specified doubly robustified estimating equation provides better performance than conventional robust estimators especially under heavy-tailed distributions of innovation errors.

• Journal of the Korean Institute of Telematics and Electronics
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• v.27 no.7
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• pp.1025-1032
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• 1990

We proposed a neural network energy function for the optimal graph partitioning and its optimization method using Boltzmann Machine. We composed a Boltzmann Machine with the proposed neural network energy function, and the simulation results show that we can obtain an optimal solution with the energy function parameters of A=50, B=5, c=14 and D=10, at the Boltzmann Machine parameters of To=80 and \ulcorner0.07 for a 6-node 3-partition problem. As a result, the proposed energy function and optimization parameters are proved to be feasible for the optimal graph partitioning.