• Title/Summary/Keyword: Latin Hypercube Method

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Uncertainty Analysis of Concrete Structures Using Modified Latin Hypercube Sampling Method

  • Yang, In-Hwan
    • International Journal of Concrete Structures and Materials
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    • v.18 no.2E
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    • pp.89-95
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    • 2006
  • This paper proposes a modified method of Latin Hypercube sampling to reduce the variance of statistical parameters in uncertainty analysis of concrete structures. The proposed method is a modification of Latin Hypercube sampling method. This analysis method uses specifically modified tables of random permutations of ranked numbers. In addition, the Spearman coefficient is used to make modified tables. Numerical analysis is carried out to predict the uncertainty of axial shortening in prestressed concrete bridge. Statistical parameters obtained from modified Latin Hypercube sampling method and conventional Latin Hypercube sampling method are compared and evaluated by a numeric analysis. The results show that the proposed method results in a decrease in the variance of statistical parameters. This indicates the method is efficient and effective in the uncertainty analysis of complex structural system such as prestressed concrete bridges.

Asymptotic Comparison of Latin Hypercube Sampling and Its Stratified Version

  • Lee, Jooho
    • Journal of the Korean Statistical Society
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    • v.28 no.2
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    • pp.135-150
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    • 1999
  • Latin hypercube sampling(LHS) introduced by McKay et al. (1979) is a widely used method for Monte Carlo integration. Stratified Latin hypercube sampling(SLHS) proposed by Choi and Lee(1993) improves LHS by combining it with stratified sampling. In this article it is shown that SLHS yields an asymptotically more accurate than both stratified sampling and LHS.

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Two-stage Latin hypercube sampling and its application (이단계 Latin Hypercube 추출법과 그 응용)

  • 임미정;권우주;이주호
    • The Korean Journal of Applied Statistics
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    • v.8 no.2
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    • pp.99-108
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    • 1995
  • When modeling a complicated system with a computer model, it is of vital importance to choos input values efficiently. The Latin Hypercube sampling (LHS) proposed by MaKay et al.(1979) has been most widely used for choosing input values for a computer model. We propose the two-stage Latin Hypercube sampling(TLHS) which is an improved version of the LHS for procucing input values in estimating the excectation of a function of the output variable. The proposed method is applied to simulation study of the performance of a printer actuator and it is shown to outperform the other sampling methods including the LHS in accuracy.

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Weighted Latin Hypercube Sampling to Estimate Clearance-to-stop for Probabilistic Design of Seismically Isolated Structures in Nuclear Power Plants

  • Han, Minsoo;Hong, Kee-Jeung;Cho, Sung-Gook
    • Journal of the Earthquake Engineering Society of Korea
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    • v.22 no.2
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    • pp.63-75
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    • 2018
  • This paper proposes extension of Latin Hypercube Sampling (LHS) to avoid the necessity of using intervals with the same probability area where intervals with different probability areas are used. This method is called Weighted Latin Hypercube Sampling (WLHS). This paper describes equations and detail procedure necessary to apply weight function to WLHS. WLHS is verified through numerical examples by comparing the estimated distribution parameters with those from other methods such as Random Sampling and Latin Hypercube Sampling. WLHS provides more flexible way on selecting samples than LHS. Accuracy of WLHS estimation on distribution parameters is depending on the selection of weight function. The proposed WLHS is applied to seismically isolated structures in nuclear power plants. In this application, clearance-to-stops (CSs) calculated using LHS proposed by Huang et al. [1] and WLHS proposed in this paper, respectively, are compared to investigate the effect of choosing different sampling techniques.

Study on a Robust Optimization Algorithm Using Latin Hypercube Sampling Experiment and Multiquadric Radial Basis Function (Latin Hypercube Sampling Experiment와 Multiquadric Radial Basis Function을 이용한 최적화 알고리즘에 대한 연구)

  • Zhang, Yanli;Yoon, Hee-Sung;Koh, Chang-Seop
    • Proceedings of the KIEE Conference
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    • 2007.04c
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    • pp.162-164
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    • 2007
  • This paper presents a "window-zoom-out" optimization strategy with relatively fewer sampling data. In this method, an optimal Latin hypercube sampling experiment based on multi-objective Pareto optimization is developed to obtain the sampling data. The response surface method with multiquadric radial basis function combined with (1+$\lambda$) evolution strategy is used to find the global optimal point. The proposed method is verified with numerical experiments.

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Stress and Deformation Analysis of a Tool Holder Spindle using $iSight^{(R)}$ ($iSight^{(R)}$를 이용한 툴 홀더 스핀들의 변형 및 응력해석)

  • Kwon, Koo-Hong;Chung, Won-Jee
    • Journal of the Korean Society for Precision Engineering
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    • v.27 no.9
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    • pp.103-110
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    • 2010
  • This paper presents the optimized approximation of finite element modeling for a complex tool holder spindle using both DOE (Design of Experiment) with Optimal Latin Hypercube (OLH) method and approximation modeling method with Radial Basis Function (RBF) neural network structure. The complex tool holder is used for holding a (milling/drilling) tool of a machine tool. The engineering problem of complex tool holder results from the twisting of spindle of tool holder. For this purpose, we present the optimized approximation of finite element modeling for a complex tool holder spindle using both DOE (Design of Experiment) with Optimal Latin Hypercube (OLH) method (specifically a module of $iSight^{(R)}$ FD-3.1) and approximation modeling method with Radial Basis Function (RBF) (another module of $iSight^{(R)}$ FD-3.1) neural network structure

Latin Hypercube Sampling Based Probabilistic Small Signal Stability Analysis Considering Load Correlation

  • Zuo, Jian;Li, Yinhong;Cai, Defu;Shi, Dongyuan
    • Journal of Electrical Engineering and Technology
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    • v.9 no.6
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    • pp.1832-1842
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    • 2014
  • A novel probabilistic small signal stability analysis (PSSSA) method considering load correlation is proposed in this paper. The superiority Latin hypercube sampling (LHS) technique combined with Monte Carlo simulation (MCS) is utilized to investigate the probabilistic small signal stability of power system in presence of load correlation. LHS helps to reduce the sampling size, meanwhile guarantees the accuracy and robustness of the solutions. The correlation coefficient matrix is adopted to represent the correlations between loads. Simulation results of the two-area, four-machine system prove that the proposed method is an efficient and robust sampling method. Simulation results of the 16-machine, 68-bus test system indicate that load correlation has a significant impact on the probabilistic analysis result of the critical oscillation mode under a certain degree of load uncertainty.

Assessment of statistical sampling methods and approximation models applied to aeroacoustic and vibroacoustic problems

  • Biedermann, Till M.;Reich, Marius;Kameier, Frank;Adam, Mario;Paschereit, C.O.
    • Advances in aircraft and spacecraft science
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    • v.6 no.6
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    • pp.529-550
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    • 2019
  • The effect of multiple process parameters on a set of continuous response variables is, especially in experimental designs, difficult and intricate to determine. Due to the complexity in aeroacoustic and vibroacoustic studies, the often-performed simple one-factor-at-a-time method turns out to be the least effective approach. In contrast, the statistical Design of Experiments is a technique used with the objective to maximize the obtained information while keeping the experimental effort at a minimum. The presented work aims at giving insights on Design of Experiments applied to aeroacoustic and vibroacoustic problems while comparing different experimental designs and approximation models. For this purpose, an experimental rig of a ducted low-pressure fan is developed that allows gathering data of both, aerodynamic and aeroacoustic nature while analysing three independent process parameters. The experimental designs used to sample the design space are a Central Composite design and a Box-Behnken design, both used to model a response surface regression, and Latin Hypercube sampling to model an Artificial Neural network. The results indicate that Latin Hypercube sampling extracts information that is more diverse and, in combination with an Artificial Neural network, outperforms the quadratic response surface regressions. It is shown that the Latin Hypercube sampling, initially developed for computer-aided experiments, can also be used as an experimental design. To further increase the benefit of the presented approach, spectral information of every experimental test point is extracted and Artificial Neural networks are chosen for modelling the spectral information since they show to be the most universal approximators.

Development of Stochastic Finite Element Model for Underground Structure with Discontinuous Rock Mass Using Latin Hypercube Sampling Technique (LHS기법을 이용한 불연속암반구조물의 확률유한요소해석기법개발)

  • 최규섭;정영수
    • Computational Structural Engineering
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    • v.10 no.4
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    • pp.143-154
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    • 1997
  • Astochastic finite element model which reflects both the effect of discontinuities and the uncertainty of material properties in underground rock mass has been developed. Latin Hypercube Sampling technique has been mobilized and compared with the Monte Carlo simulation method. To consider the effect of discontinuities, the joint finite element model, which is known to be suitable to explain faults, cleavage, things of that nature, has been used in this study. To reflect the uncertainty of material properties, multi-random variables are assumed as the joint normal stiffness and the joint shear stiffness, which could be simulated in terms of normal distribution. The developed computer program in this study has been verified by practical example and has been applied to analyze the circular cavern with discontinuous rock mass.

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Process Modeling for $HfO_2$ Thin Films using Neural Networks ($HfO_2$ 박막 특성에 대한 신경망 모델링)

  • Kweon, Kyoung-Eun;Lee, Jung-Hwan;Ko, Young-Don;Moon, Tae-Hyoung;Myoung, Jae-Min;Yun, Il-Gu
    • Proceedings of the Korean Institute of Electrical and Electronic Material Engineers Conference
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    • 2005.07a
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    • pp.240-241
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    • 2005
  • In this paper, Latin Hypercube Sampling based the neural network model for the electrical characteristics of $HfO_2$ thin films grown by metal organic molecular beam epitaxy was investigated. The accumulation capacitance and the hysteresis index are extracted to be the main responses to examine the characteristics of $HfO_2$ thin films. X-ray diffraction was used to analyze the characteristic variation for the different process conditions. The initial weights and biases are selected by Latin Hypercube Sampling method. This modeling methodology can allow us to optimize the process recipes and improve the manufacturability.

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