• Title/Summary/Keyword: 결정확률 함수

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Application of EDA Techniques for Estimating Rainfall Quantiles (확률강우량 산정을 위한 EDA 기법의 적용)

  • Park, Hyunkeun;Oh, Sejeong;Yoo, Chulsang
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.29 no.4B
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    • pp.319-328
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    • 2009
  • This study quantified the data by applying the EDA techniques considering the data structure, and the results were then used for the frequency analysis. Although traditional methods based on the method of moments provide very sensitive statistics to the extreme values, the EDA techniques have an advantage of providing very stable statistics with their small variation. For the application of the EDA techniques to the frequency analysis, it is necessary to normalization transform and inverse-transform to conserve the skewness of the raw data. That is, it is necessary to transform the raw data to make the data follow the normal distribution, to estimate the statistics by applying the EDA techniques, and then finally to inverse-transform the statistics of transformed data. These statistics decided are then applied for the frequency analysis with a given probability density function. This study analyzed the annual maxima one hour rainfall data at Seoul and Pohang stations. As a result, it was found that more stable rainfall quantiles, which were also less sensitive to extreme values, could be estimated by applying the EDA techniques. This methodology may be effectively used for the frequency analysis of rainfall at stations with especially high annual variations of rainfall due to climate change, etc.

Influence of Joint Distribution of Wave Heights and Periods on Reliability Analysis of Wave Run-up (처오름의 신뢰성 해석에 대한 파고_주기결합분포의 영향)

  • Lee Cheol-Eung
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.17 no.3
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    • pp.178-187
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    • 2005
  • A reliability analysis model f3r studying the influence of joint distribution of wave heights and periods on wave un-up is presented in this paper. From the definition of failure mode related to wave run-up, a reliability function may be formulated which can be considered uncertainties of water level. In particular, the reliability analysis model can be directly taken into account statistical properties and distributions of wave periods by considering wave period in the reliability function to be a random variable. Also, variations of wave height distribution conditioned to mean wave periods can be taken into account correctly. By comparison of results of additional reliability analysis using extreme distributions with those resulted from joint distribution of wave height and periods, it is found that probabilities of failure evaluated by the latter is larger than those by the former. Although the freeboard of sloped-breakwater structures can be determined by extreme distribution based on the long-term measurements, it may be necessary to investigate additionally into wave run-up by using the present reliability analysis model formulated to consider joint distribution of a single storm event. In addition, it may be found that the effect of spectral bandwidth parameter on reliability index may be little, but the effect of wave height distribution conditioned to mean wave periods is straightforward. Therefore, it may be confirmed that effects of wave periods on the probability of failure of wave run-up may be taken into account through the conditional distribution of wave heights. Finally, the probabilities of failure with respect to freeboard of sloped-breakwater structures can be estimated by which the rational determination of crest level of sloped-breakwater structures may be possible.

Statistical Effective Interval Determination and Reliability Assessment of Input Variables Under Aleatory Uncertainties (물리적 불확실성을 내재한 입력변수의 확률 통계 기반 유효 범위 결정 방법 및 신뢰성 평가)

  • Joo, Minho;Doh, Jaehyeok;Choi, Sukyo;Lee, Jongsoo
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.41 no.11
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    • pp.1099-1108
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    • 2017
  • Data points obtained by conducting repetitive experiments under identical environmental conditions are, theoretically, required to correspond. However, experimental data often display variations due to generated errors or noise resulting from various factors and inherent uncertainties. In this study, an algorithm aiming to determine valid bounds of input variables, representing uncertainties, was developed using probabilistic and statistical methods. Furthermore, a reliability assessment was performed to verify and validate applications of this algorithm using bolt-fastening friction coefficient data in a sample application.

Dynamic Routing and Wavelength Assignment Algorithm to Improve Energy Efficiency in IP over WDM Network with Multifiber (다중 광섬유 링크를 갖는 IP over WDM 망에서 에너지 효율 향상을 위한 동적 경로 배정 및 파장 할당 알고리즘)

  • Lee, Ki-Beom;Kang, Keun-Young;Kim, Do Young;Kim, Young-Chon
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.39C no.4
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    • pp.370-379
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    • 2014
  • Recently, the interest in optical network with multifiber link is continuing to rise since the network traffic has been growing exponentially. However, growing traffic in network leads to increasing the energy consumption of the network equipment. In this paper, we propose a dynamic routing and wavelength assignment (RWA) algorithm based on V-like cost function and layered graph to improve energy efficiency in IP over WDM network with multifiber link. The V-like cost function is used to decide the fiber cost according to the number of used wavelengths. The layered graph with multifiber link is used to select the energy efficient route and wavelength. The proposed RWA algorithm is compared and analyzed with conventional algorithm in view of average power consumption and blocking probability through OPNET modeler.

A Discriminative Training Algorithm for HMM Based on MAP Formulation (MAP 수식화에 의한 HMM의 변별력 있는 학습 알고리듬)

  • 전범기
    • Proceedings of the Acoustical Society of Korea Conference
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    • 1994.06c
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    • pp.138-141
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    • 1994
  • 기존의 HMM을 이용한 음성인식기는 대부분 ML 추정에 기초한 Baum-Welch 알고리듬으로 학습되었다. ML학습은 기본적으로 무한한 양의 학습 데이터가 주어지고, 각 모델들이 서로 독립이라는 가정에 기초한다. 하지만 실제적인 학습의 경우에 각 모델들이 서로 독립이라고 보기 어렵고, 학습 데이터의 양도 상당히 제한되어 있어서 인식기의 변별력을 저하시키는 주된 원인이 되고 있다. 본 논문에서는 전통적인 패턴분류기법인 Bayes 결정이론에 따라 최소오차율분류를 위한 MAP 수식화를 유도하고, 그에 기초한 HMM의 변별력 있는 학습 알고리듬을 제안한다. 최소오차율분류를 근사화한 사후확률로 표현된 비용함수를 정의하고, 그 비용함수에 조건부 경사강하법을 적용한다. 제안된 알고리듬을 분류하기 어려운 한국어 단음절 인식에 적용한 결과, 기존의 ML 알고리듬으로 학습한 경우 발생한 오인식 개수의 약 10% 가량이 개선되었다.

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Parameter Estimation of Intensity-Duration-Frequency Curve using Genetic Algorithm (유전자 알고리즘을 이용한 강우강도식의 매개변수 추정에 관한 연구)

  • Shin, Ju-Young;Kim, Soo-Young;Kim, Tae-Soon;Heo, Jun-Haeng
    • Proceedings of the Korea Water Resources Association Conference
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    • 2007.05a
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    • pp.142-146
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    • 2007
  • 본 연구에서는 강우강도식의 매개변수를 보다 효율적으로 산정하기 위해서 유전자알고리즘을 적용한 매개변수 산정법을 제시하였으며, 지속기간의 장, 단기간에 따른 매개변수의 변화를 고려하기 위하여 다목적 유전자알고리즘을 적용하여 매개변수를 추정한 후 기존의 강우강도식에 의한 결과와 비교해 보았다. 매개변수는 지점빈도해석을 통해 산정된 확률강우량을 사용하여 추정하였고, 유전자 알고리즘의 목적함수로는 Nash & Sutcliffe Index, Root Mean Square Error(RMSE), Relative Root Mean Square Error(RRMSE), 결정계수, 평균들을 사용하여 가장 효율적인 형태의 목적함수를 구성하였다. 그 결과 기존의 매개변수 추정 방법들에 비해 유전자알고리즘을 이용한 경우에 더 정확한 강우량값을 산정할 수 있었고, 특히 다목적 유전자 알고리즘을 사용할 경우 장기간과 단기간에 걸쳐서 동시에 정확도를 향상시킬 수 있는 매개변수를 추정할 수 있는 것으로 나타났다.

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PERFORMANCE ANALYSIS OF DPSK SIGNAL ON THE TWO-RAY TIME-SELECTIVE RAYLEIGH FADING CHANNEL (Two-ray 시간선택성 레일레이 페이딩 채널상에서 DPSK 신호의 성능분석)

  • 이종열;정영모;이상욱
    • Proceedings of the Korean Society of Broadcast Engineers Conference
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    • 1997.11a
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    • pp.9-13
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    • 1997
  • 본 논문에서는 two-ray 시간선택성 레일레이 페이딩 채널상에서 DPSK 신호를 차동검출 (differential detection)할 때 심볼에러율을 분석한다. 현재까지 수행된 많은 연구는 주파수 선택성 페이딩 채널 및 단일 경로 시간선택성 페이딩 채널을 대상으로 하였고, 다경로 시간선택성 페이딩 채널을 대상으로 한 예는 극히 드물다. 또한 다경로 시간선택성 페이딩 채널을 가장 간단히 모델링 할 수 있는 two-ray 페이딩 채널에 대한 연구도 지금까지 수행된 예가 극히 적다. 본 논문에서는 심볼열의 형태에 따라 수신신호들간의 관계를 세가지 그룹으로 나눈 후 각각의 경우에 대하여 위상 옵셋값을 계산하는 방식을 취하였다. 이와 같이 계산된 위상옵셋과 신호대 잡음비를 인자로 하여 차동검출된 신호가 가지는 위상의 확률밀도 함수를 계산하고 이 함수를 이용하여 심볼에러율을 계산하였다. 결과로부터 two-ray 페이딩 채널의 특성을 결정짓는 지연시간과 지연신호의 전력이 증가함에 따라 위상 옵셋값 및 에러율이 모두 증가하는 것을 확인하였다.

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Sample Size Determination of Univariate and Bivariate Ordinal Outcomes by Nonparametric Wilcoxon Tests (단변량 및 이변량 순위변수의 비모수적 윌콕슨 검정법에 의한 표본수 결정방법)

  • Park, Hae-Gang;Song, Hae-Hiang
    • The Korean Journal of Applied Statistics
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    • v.22 no.6
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    • pp.1249-1263
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    • 2009
  • The power function in sample size determination has to be characterized by an appropriate statistical test for the hypothesis of interest. Nonparametric tests are suitable in the analysis of ordinal data or frequency data with ordered categories which appear frequently in the biomedical research literature. In this paper, we study sample size calculation methods for the Wilcoxon-Mann-Whitney test for one- and two-dimensional ordinal outcomes. While the sample size formula for the univariate outcome which is based on the variances of the test statistic under both null and alternative hypothesis perform well, this formula requires additional information on probability estimates that appear in the variance of the test statistic under alternative hypothesis, and the values of these probabilities are generally unknown. We study the advantages and disadvantages of different sample size formulas with simulations. Sample sizes are calculated for the two-dimensional ordinal outcomes of efficacy and safety, for which bivariate Wilcoxon-Mann-Whitney test is appropriate than the multivariate parametric test.

A Study on the Mixed Model Approach and Symbol Probability Weighting Function for Maximization of Inter-Speaker Variation (화자간 변별력 최대화를 위한 혼합 모델 방식과 심볼 확률 가중함수에 관한 연구)

  • Chin Se-Hoon;Kang Chul-Ho
    • The Journal of the Acoustical Society of Korea
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    • v.24 no.7
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    • pp.410-415
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    • 2005
  • Recently, most of the speaker verification systems are based on the pattern recognition approach method. And performance of the pattern-classifier depends on how to classify a variety of speakers' feature parameters. In order to classify feature parameters efficiently and effectively, it is of great importance to enlarge variations between speakers and effectively measure distances between feature parameters. Therefore, this paper would suggest the positively mixed model scheme that can enlarge inter-speaker variation by searching the individual model with world model at the same time. During decision procedure, we can maximize inter-speaker variation by using the proposed mixed model scheme. We also make use of a symbol probability weighting function in this system so as to reduce vector quantization errors by measuring symbol probability derived from the distance rate of between the world codebook and individual codebook. As the result of our experiment using this method, we could halve the Detection Cost Function (DCF) of the system from $2.37\%\;to\;1.16\%$.

Robust Design of a Dynamic System Using a Probabilistic Design Method (확률적 설계 방법을 이용한 동적 시스템의 강건 설계)

  • Ryu, Jang-Hee;Choi, In-Sang;Kim, Joo-Sung;Son, Young-Kap
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.35 no.10
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    • pp.1171-1178
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    • 2011
  • This paper shows the robust design results of an actuator, a kind of dynamic system. Variations in the components comprising the actuator cause uncertainties in the system's dynamic performance. Therefore, a probabilistic design method is applied to ensure robust actuator performance to component variation. A Simulink model for the actuator was built using transfer functions for the components. The dynamic responses of the actuator were evaluated using the Simulink model. Performance indexes were approximated as quadratic functions of the design parameters through the application of the response surface methodology (RSM) with the Simulink model. Then, a probabilistic design method was applied to the approximated performance indexes to obtain optimal design parameters that would provide robust actuator performance. The optimal design was compared to the present design in terms of the performance indexes and dynamic response characteristics over time.