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研究生: 李瑞彬
LI, JUI-PIN
論文名稱: 利用離散型粒子群最佳演算法尋找最佳模型分辨設計
Optimal model discrimination designs by discrete particle swarm optimization
指導教授: 陳瑞彬
Chen, Ray-Bing
學位類別: 碩士
Master
系所名稱: 管理學院 - 統計學系
Department of Statistics
論文出版年: 2015
畢業學年度: 103
語文別: 英文
論文頁數: 30
中文關鍵詞: 離散型粒子群聚演算法粒子群聚演算法模型分辨實驗設計模型分辨設計準則
外文關鍵詞: Discrete Particle Swarm Optimization, Particle Swarm Optimization, Model discrimination design, Model discrimination criteria
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  • 實驗設計中,由於實驗人員不知道正確的模型是為何,因此如何建構一個實驗設計(experimental design)讓實驗人員能夠分辨各種不同的模型是個重要的議題,但是如何建構一個最佳模型分辨實驗設計是個困難的問題,而近幾年,粒子群聚演算法(Particle Swarm Optimization)被廣泛應用在各領域並且有許多優點。由於粒子群聚演算法適用於解決連續型最佳化的問題,因此,此篇文章主要是利用粒子群聚演算法的概念建構出離散型粒子群聚演算法(Discrete Particle Swarm Optimization),利用模型分辨設計準則來找出其最適實驗設計。數值結果發現使用離散型粒子群聚演算法能夠比其他演算法所找到的最適實驗設計更好。

    Since the experimenters might not have prior knowledge on which main effects or interactions were likely to be significant, it is important to construct a experimental design that have the capability of screening main effects and two-factor interactions. Agboto et al. (2010) proposed model discrimination criteria. But how to construct an optimal model discrimination design based on these criteria is a difficult question. In recent years, Particle Swarm Optimization has been wildly used in many aspects because of the advantages of the PSO algorithm. In our study, since the PSO algorithm is designed to solve the continuous optimization problems, we need to modify the PSO algorithm due to particular design structure. The purpose of this paper is to present the Discrete Particle Swarm Optimization algorithm to construct an optimal model discrimination design. We implement our algorithm to optimize model discrimination design under the model discrimination criterion and compare results with Agboto et al. (2010) and the coordinate-exchange algorithm. The results show that the DPSO algorithm performs well and is compatible with other algorithms.

    Contents 摘要 I Abstract II Acknowledgements III Contents IV List of Figures VI List of Tables VII 1 Introduction 1 2 Literature Review 3 2.1 Model Space 3 2.2 Model Discrimination Criterion 4 3 DPSO for Model Discrimination Design Procedure 6 3.1 Discrete Particle Swarm Optimization 6 3.2 DPSO for Model Discrimination Design 7 3.2.1 The MIX Operation 9 3.2.1.1 Column exchange 9 3.2.1.2 Row exchange 9 3.2.2 The MOVE Operation 10 4 Numerical Results 11 4.1 Construct an Optimal Model Discrimination Design for MEPIg 11 4.2 Compare the DPSO Algorithm with the Coordinate-Exchange Algorithm 14 4.3 Summary AF-optimal Designs for MEPIg 17 4.4 Construct an Optimal Model Discrimination Design for PMSq 18 5 Conclusions and Future Work 19 5.1 Conclusions 19 5.2 Future Work 19 References 20 Appendix A Optimal model discrimination design for MPEIg 22 Appendix B Optimal model discrimination design for PMSq 28

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