• 제목/요약/키워드: unknown parameter

검색결과 473건 처리시간 0.022초

금융 시계열 변동성 추정을 위한 준-우도 이노베이션의 멱변환 (Power transformation in quasi-likelihood innovations for GARCH volatility)

  • 정선아;황선영;이성덕
    • 응용통계연구
    • /
    • 제35권6호
    • /
    • pp.755-764
    • /
    • 2022
  • 본 논문에서는 금융 시계열 변동성 추정을 위한 준-모수(quasi-likelihood) 방법을 다루고 있다. 모형식에서 오차항의 분포를 미지(unknown)로 하여 준-우도 함수를 통한 모수 추정을 하는 경우 이노베이션의 지정을 멱변환을 통해 구성하였다. 고정된 멱변환에 대한 프로파일-정보 행렬을 비교하여 최대값을 제공하는 멱변환을 제안하였다. 이차원 이노베이션으로의 확장을 다루었으며 코로나 펜데믹 기간의 높은 변동성을 보이는 국내 9개 주가 자료 분석을 통해 방법론을 예시하고 있다.

Markov Chain Monte Carlo simulation based Bayesian updating of model parameters and their uncertainties

  • Sengupta, Partha;Chakraborty, Subrata
    • Structural Engineering and Mechanics
    • /
    • 제81권1호
    • /
    • pp.103-115
    • /
    • 2022
  • The prediction error variances for frequencies are usually considered as unknown in the Bayesian system identification process. However, the error variances for mode shapes are taken as known to reduce the dimension of an identification problem. The present study attempts to explore the effectiveness of Bayesian approach of model parameters updating using Markov Chain Monte Carlo (MCMC) technique considering the prediction error variances for both the frequencies and mode shapes. To remove the ergodicity of Markov Chain, the posterior distribution is obtained by Gaussian Random walk over the proposal distribution. The prior distributions of prediction error variances of modal evidences are implemented through inverse gamma distribution to assess the effectiveness of estimation of posterior values of model parameters. The issue of incomplete data that makes the problem ill-conditioned and the associated singularity problem is prudently dealt in by adopting a regularization technique. The proposed approach is demonstrated numerically by considering an eight-storey frame model with both complete and incomplete modal data sets. Further, to study the effectiveness of the proposed approach, a comparative study with regard to accuracy and computational efficacy of the proposed approach is made with the Sequential Monte Carlo approach of model parameter updating.

Meta learning-based open-set identification system for specific emitter identification in non-cooperative scenarios

  • Xie, Cunxiang;Zhang, Limin;Zhong, Zhaogen
    • KSII Transactions on Internet and Information Systems (TIIS)
    • /
    • 제16권5호
    • /
    • pp.1755-1777
    • /
    • 2022
  • The development of wireless communication technology has led to the underutilization of radio spectra. To address this limitation, an intelligent cognitive radio network was developed. Specific emitter identification (SEI) is a key technology in this network. However, in realistic non-cooperative scenarios, the system may detect signal classes beyond those in the training database, and only a few labeled signal samples are available for network training, both of which deteriorate identification performance. To overcome these challenges, a meta-learning-based open-set identification system is proposed for SEI. First, the received signals were pre-processed using bi-spectral analysis and a Radon transform to obtain signal representation vectors, which were then fed into an open-set SEI network. This network consisted of a deep feature extractor and an intrinsic feature memorizer that can detect signals of unknown classes and classify signals of different known classes. The training loss functions and the procedures of the open-set SEI network were then designed for parameter optimization. Considering the few-shot problems of open-set SEI, meta-training loss functions and meta-training procedures that require only a few labeled signal samples were further developed for open-set SEI network training. The experimental results demonstrate that this approach outperforms other state-of-the-art SEI methods in open-set scenarios. In addition, excellent open-set SEI performance was achieved using at least 50 training signal samples, and effective operation in low signal-to-noise ratio (SNR) environments was demonstrated.

Nonlinear bending and post-buckling behaviors of FG small-scaled plates based on modified strain gradient theory using Ritz technique

  • Ghannadpour, S. Amir M.;Khajeh, Selma
    • Advances in nano research
    • /
    • 제13권4호
    • /
    • pp.393-406
    • /
    • 2022
  • In the present article, functionally graded small-scaled plates based on modified strain gradient theory (MSGT) are studied for analyzing the nonlinear bending and post-buckling responses. Von-Karman's assumptions are applied to incorporate geometric nonlinearity and the first-order shear deformation theory is used to model the plates. Modified strain gradient theory includes three length scale parameters and is reduced to the modified couple stress theory (MCST) and the classical theory (CT) if two or all three length scale parameters become zero, respectively. The Ritz method with Legendre polynomials are used to approximate the unknown displacement fields. The solution is found by the minimization of the total potential energy and the well-known Newton-Raphson technique is used to solve the nonlinear system of equations. In addition, numerical results for the functionally graded small-scaled plates are obtained and the effects of different boundary conditions, material gradient index, thickness to length scale parameter and length to thickness ratio of the plates on nonlinear bending and post-buckling responses are investigated and discussed.

A new viewpoint on stability theorem for engineering structural and geotechnical parameter

  • Timothy Chen;Ruei-Yuan Wang;Yahui Meng;Z.Y. Chen
    • Geomechanics and Engineering
    • /
    • 제36권5호
    • /
    • pp.475-487
    • /
    • 2024
  • Many uncertainties affect the stability assessment of rock structures. Some of these factors significantly influence technology decisions. Some of these factors belong to the geological domain, and spatial uncertainty measurements are useful for structural stability analysis. This paper presents an integrated approach to study the stability of rock structures, including spatial factors. This study models two main components: discrete structures (fault zones) and well known geotechnical parameters (rock quality indicators). The geostatistical modeling criterion are used to quantify geographic uncertainty by producing simulated maps and RQD values for multiple equally likely error regions. Slope stability theorem would be demonstrated by modeling local failure zones and RQDs. The approach proided is validated and finally, the slope stability analysis method and fuzzy Laypunov criterion are applied to mining projects with limited measurement data. The goals of this paper are towards access to adequate, safe and affordable housing and basic services, promotion of inclusive and sustainable urbanization and participation, implementation of sustainable and disaster-resilient buildings, sustainable human settlement planning and manage. Simulation results of linear and nonlinear structures show that the proposed method is able to identify structural parameters and their changes due to damage and unknown excitations. Therefore, the goal is believed to achieved in the near future by the ongoing development of AI and fuzzy theory.

Vibrational behavior of porous composite laminated plates using four unknown integral shear deformation theory

  • Hayat Saidi;Abdelouahed Tounsi;Fouad Bourada;Abdelmoumen Anis Bousahla;Abdeldjebbar Tounsi;Firas Ismail Salman Al-Juboori
    • Steel and Composite Structures
    • /
    • 제52권3호
    • /
    • pp.249-271
    • /
    • 2024
  • In this scientific work, an analytical solution for the dynamic analysis of cross-ply and angle-ply laminated composite plates is proposed. Due to technical issues during the manufacturing of composite materials, porosities and micro-voids can be produced within the composite material samples, which can carry on to a reduction in the density and strength of the materials. In this research, the laminated composite plates are assumed to have new distributions of porosities over the plate cross-section. The structure is modeled using a simple integral shear deformation theory in which the transverse shear deformation effect is included. The governing equations of motion are obtained employing the principle of Hamilton's. The solution is determined via Navier's approach. The Maple program is used to obtain the numerical results. In the numerical examples, the effects of geometry, ratio, modulus ratio, fiber orientation angle, number of layers and porosity parameter on the natural frequencies of symmetric and anti-symmetric laminated composite plates is presented and discussed in detail. Also, the impacts of the kinds of porosity distribution models on the natural frequencies of symmetric and anti-symmetric laminated composite plates are investigated.

Himawari-8/AHI 기반 반사도 분광 라이브러리를 이용한 해양 구름 탐지 (Cloud Detection Using HIMAWARI-8/AHI Based Reflectance Spectral Library Over Ocean)

  • 권채영;서민지;한경수
    • 대한원격탐사학회지
    • /
    • 제33권5_1호
    • /
    • pp.599-605
    • /
    • 2017
  • 위성 영상의 정확한 구름 판별 여부는 이를 활용하여 생산되는 다른 산출물들의 정확도에 민감한 영향을 미치므로 매우 중요하다. 특히 해양에서 구름에 오염된 화소는 해수면 온도(Sea Surface Temperature: SST), 해색(ocean color), 클로로필-a(chlorophyll-a) 등 다양한 해양 기반산출물의 주된 오차 요인으로써 해양에서의 정확한 구름 탐지는 필수적이며 이는 해양 순환을 이해하는데 기여한다. 그러나 현재 Moderate Resolution Imaging Spectroradiometer (MODIS), Advanced Himawari Imager (AHI) 등 대부분 실시간 운영을 위한 알고리즘에서 사용되고 있는 고정 경계값 검사 방법은 태양-해양-센서의 상대적인 위치에 따라 변화하는 해양의 분광 특성을 고려하지 못하는 단점을 가지고 있다. 따라서 본 연구에서는 NOAA의 Himawari-8 구름 산출물을 이용하여 Himawari-8/AHI 반사도 채널에서의 태양 천정각(Solar Zenith Angle: SZA), 위성 천정각(Viewing Zenith Angle: VZA) 변화에 따른 청천 해양 표면 화소의 반사도를 수집하여 분광 라이브러리를 구축하였고 이를 이용하여 동적 경계값 방법인 Dynamic Time Warping (DTW)기법에 적용하여 구름탐지를 수행하였다. 본 연구의 구름탐지 결과를 Japan Meteorological Agency (JMA)의 구름 산출물과 정성적 비교한 결과 JMA 구름 산출물은 청천 화소를 불확실(unknown)으로 오탐지 및 과대탐지 하는 경향을 보였다. 이에 반해 본 연구에서는 태양 천정각이 고각인 지역에서 과대 탐지 및 오탐지되는 문제점을 개선하였다.

콘크리트 열화 진단의 LIBS 적용을 위한 실험적 연구 (An Experimental Study on the Application of LIBS for the Diagnosis of Concrete Deterioration)

  • 우상균;추인엽;윤병돈
    • 한국구조물진단유지관리공학회 논문집
    • /
    • 제21권6호
    • /
    • pp.140-146
    • /
    • 2017
  • 표준 시료의 분광 분석으로부터 획득한 각 원소별 파장 특성 값과 검사대상 미지 시료로부터의 파장 분석 결과를 비교함으로써 미지 시료에 함유된 원소의 정성 및 정량 분석을 가능하게 하는 것이 LIBS이다. 본 연구에서는 콘크리트 내구성에 영향을 미치는 주요 열화 요인을 규명하는 것에 대하여 LIBS의 적용 가능성을 실험적으로 분석하였다. 즉, LIBS를 통해 염화물, 황산염, 탄산화 모르타르 시험체에 대한 유해 열화인자 정량 검출 실험을 실시함으로써 콘크리트 열화 진단의 LIBS 적용 가능성을 연구하였다. 염화물과 황산염 시험체 각각에 대하여 LIBS 실험을 실시한 결과 농도가 증가할수록 염소 및 황 이온의 LIBS 스펙트럼 파장 강도가 선형적으로 증가하는 것을 알 수 있었다. 탄산화 시험체의 경우 탄산화 노출 기간에 따른 탄소 이온 LIBS 스펙트럼 파장 강도는 다소 비선형적으로 증가하는 것으로 나타났다. 이상의 실험결과로부터 콘크리트 열화 진단에 LIBS의 적용가능성을 부분적으로 확인할 수 있었으며, 콘크리트 탄산화의 경우 시멘트 자체에 탄소 성분이 함유되어 염화물 및 황산염 시험체의 정량 검출과는 다소 상이한 결과를 보인 것으로 추정된다. 따라서 콘크리트 탄산화에 대하여 LIBS를 적용하기 위해서는 보다 다양한 매개변수 연구가 수행되어야 할 것으로 사료된다.

누적 가중치 변화의 시각화를 통한 심층 신경망 분석시스템 (Deep Neural Network Analysis System by Visualizing Accumulated Weight Changes)

  • 양태린;박진호
    • 한국컴퓨터그래픽스학회논문지
    • /
    • 제29권3호
    • /
    • pp.85-92
    • /
    • 2023
  • 최근 ChatGPT나 자율주행 자동차 등의 인공지능 분야의 급속한 발전으로 인해 인공지능에 대한 관심이 높아졌다. 그러나 아직 인공지능은 학습 과정에서 알 수 없는 요소가 많이 존재하여 모델을 개선하거나 최적화하기 위해서 필요 이상의 시간과 노력을 들여야 하는 경우가 많다. 따라서, 인공지능 모델의 학습 과정에서 가중치 변화를 명확하게 이해하고 해당 변화를 효과적으로 분석할 수 있는 도구 또는 방법론이 절실하게 요구되고 있다. 본 연구에서는 이러한 점을 해결하기 위해 누적 가중치 변화량을 시각화해주는 시스템을 제안한다. 시스템은 학습의 일정한 기간마다 가중치를 구하고 가중치의 변화를 누적시켜서 누적 가중치로 저장하여 3차원 공간상에 나타내게 된다. 이로 인해 보는 이로 하여금 한눈에 레이어의 구조와 현재의 가중치 변화량이 이해되기 쉽게 구성하였다. 이러한 연구를 통해 인공지능 모델의 학습 과정이 어떻게 진행되는지에 대한 이해와 모델의 성능 향상에 도움이 되는 방향으로 하이퍼 파라미터를 변경할 수 있는 지표를 얻게 되는 등 인공지능 학습 과정의 다양한 측면을 탐구할 수 있을 것이다. 이러한 시도를 통해 아직 미지의 영역으로 여겨지는 인공지능 학습 과정의 일부를 보다 효과적으로 탐색하고 인공지능 모델의 발전과 적용에 기여할 수 있을 것으로 기대된다.

Refinement of damage identification capability of neural network techniques in application to a suspension bridge

  • Wang, J.Y.;Ni, Y.Q.
    • Structural Monitoring and Maintenance
    • /
    • 제2권1호
    • /
    • pp.77-93
    • /
    • 2015
  • The idea of using measured dynamic characteristics for damage detection is attractive because it allows for a global evaluation of the structural health and condition. However, vibration-based damage detection for complex structures such as long-span cable-supported bridges still remains a challenge. As a suspension or cable-stayed bridge involves in general thousands of structural components, the conventional damage detection methods based on model updating and/or parameter identification might result in ill-conditioning and non-uniqueness in the solution of inverse problems. Alternatively, methods that utilize, to the utmost extent, information from forward problems and avoid direct solution to inverse problems would be more suitable for vibration-based damage detection of long-span cable-supported bridges. The auto-associative neural network (ANN) technique and the probabilistic neural network (PNN) technique, that both eschew inverse problems, have been proposed for identifying and locating damage in suspension and cable-stayed bridges. Without the help of a structural model, ANNs with appropriate configuration can be trained using only the measured modal frequencies from healthy structure under varying environmental conditions, and a new set of modal frequency data acquired from an unknown state of the structure is then fed into the trained ANNs for damage presence identification. With the help of a structural model, PNNs can be configured using the relative changes of modal frequencies before and after damage by assuming damage at different locations, and then the measured modal frequencies from the structure can be presented to locate the damage. However, such formulated ANNs and PNNs may still be incompetent to identify damage occurring at the deck members of a cable-supported bridge because of very low modal sensitivity to the damage. The present study endeavors to enhance the damage identification capability of ANNs and PNNs when being applied for identification of damage incurred at deck members. Effort is first made to construct combined modal parameters which are synthesized from measured modal frequencies and modal shape components to train ANNs for damage alarming. With the purpose of improving identification accuracy, effort is then made to configure PNNs for damage localization by adapting the smoothing parameter in the Bayesian classifier to different values for different pattern classes. The performance of the ANNs with their input being modal frequencies and the combined modal parameters respectively and the PNNs with constant and adaptive smoothing parameters respectively is evaluated through simulation studies of identifying damage inflicted on different deck members of the double-deck suspension Tsing Ma Bridge.