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보간과 회귀를 위한 일반크리깅 모델
Generalized Kriging Model for Interpolation and Regression

정재준   (한양대학교 대학원 기계설계학과UU0001519  ); 이태희   (한양대학교 기계공학부UU0001519  );
  • 초록

    Kriging model is widely used as design analysis and computer experiment (DACE) model in the field of engineering design to accomplish computationally feasible design optimization. In general, kriging model has been applied to many engineering applications as an interpolation model because it is usually constructed from deterministic simulation responses. However, when the responses include not only global nonlinearity but also numerical error, it is not suitable to use Kriging model that can distort global behavior. In this research, generalized kriging model that can represent both interpolation and regression is proposed. The performances of generalized kriging model are compared with those of interpolating kriging model for numerical function with error of normal distribution type and trigonometric function type. As an application of the proposed approach, the response of a simple dynamic model with numerical integration error is predicted based on sampling data. It is verified that the generalized kriging model can predict a noisy response without distortion of its global behavior. In addition, the influences of maximum likelihood estimation to prediction performance are discussed for the dynamic model.


  • 주제어

    일반크리깅 모델 .   보간크리깅 모델 .   최우량추정법.  

  • 참고문헌 (11)

    1. Matheron, G., 1963, 'Principles of Geostatistics,' Economic Geology, Vol. 58, pp. 1246-1266 
    2. Sacks, J., Welch, W.J., Mitchell, T.J. and Wynn, H.P., 1989, 'Design and Analysis of Computer Experiments,' Statistical Science, Vol. 4, No.4, pp. 409-435 
    3. Simpson, T'W. Mauery, TM., Korte, U. and Mistree, F., 2001, 'Kriging Models for Global Approximation in Simulation-Based Multidisciplinary Design Optimization,' AIAA Journal, Vol. 39, No. 12, pp.2234-2241 
    4. Lee, T.H., Lee, C.J. and Lee, K.K, 2003, 'Shape Optimization of a CRT based on Response Surface and Kriging Metamodels,' Trans. of KSME (A), Vol. 27, No. 30, pp. 381-386 
    5. Lee, T.H., Lee, C.S., Jung, J.J., Kim, H.W., Hong, S., and Choi, J.S., 2003, 'Prediction of the Motion of Tracked Vehicle on Soft Soil Using Kriging Metamodel,' Proceedings of The Fifth Ocean Mining Symposium, ISOPE, pp. 144-149 
    6. Sacks, J., Schiller, S.B. and Welch, ws., 1989, 'Designs for Computer Experiment,' Technometrics, Vol. 31, No.1, pp. 41-47 
    7. Mitchell, T.J. and Morris, M.D., 1992, 'The Spatial Correlation Function Approach to Response Surface Estimation,' Proceedings of the i992 Winter Simulation Conference, pp. 565-571 
    8. Sasena, M., Parkinson, M., Goovaerts, P., Papalambros and P., Reed, M., 2002, 'Adaptive Experimental Design Applied to An Ergonomics Testing Procedure,' Proceedings of DETC`02 ASME 2002 Design Engineering Technical Conferences and Computers and information in Engineering Conference, Montreal 
    9. Koehler, J.R. and Owen, A.B., 1996, 'Cornpter Experiments,' in Ghosh, S. and Rao, C.R., eds, Handbook of Statistics, 13, pp. 261-308, Elsevier Science, New York. 
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    11. Cox, D.D., Park, J.J. and Singer, C.E., 2001, 'A Statistical Method for Tuning a Computer Code to a Data Base,' Computational Statistics & Data Analysis, Vol. 37,pp. 77-92 
  • 이 논문을 인용한 문헌 (2)

    1. Cho, Su-Kil ; Byun, Hyun-Suk ; Lee, Tae-Hee 2009. "Selection Method of Global Model and Correlation Coefficients for Kriging Metamodel" 大韓機械學會論文集. Transactions of the Korean Society of Mechanical Engineers. A. A, 33(8): 813~818     
    2. Jang, Duk-Yong ; Jung, Jeehyun ; Seok, Jongwon 2015. "Prediction of Consumed Electric Power on a MQL Milling Process using a Kriging Meta-Model" 한국정밀공학회지 = Journal of the Korean Society of Precision Engineering, 32(4): 353~358     

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