• Proceedings of the Computational Structural Engineering Institute Conference
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• 2011.04a
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• pp.349-352
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• 2011

본 논문에서는 변동하중 하에서의 균열 성장 예측을 위하여 손상 모델과 주어진 데이터에 기반하여 균열 성장 모델의 변수를 확률분포로 추정한다. 이를 위해 베이지안 접근법을 활용하여 불확실 변수 결합 확률 분포식을 구축하고, Markov Chain Monte Carlo(MCMC)을 통해서 균열 성장 모델의 변수 샘플을 추출하였다. 여기서 추출된 샘플들을 균열 성장 모델에 적용, 균열 성장의 결과를 확률적인 분포로 예측하였다. 위와 같은 추정은 재료의 물성과 같은 변동성이 있는 변수를 모델에 적용하여, 결과값을 확률적인 분포로 예측하였다. 이것은 기존의 안전계수 개념보다 더욱 적절한 안전 기준을 제시 할 수 있다.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.2 no.2
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• pp.75-82
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• 1990

A Wave transformation including wave breaking in shallow water region is a non-linear and discontinuous Phenomenon. Therefore, a so-called individual wave analysis (or a wave by wave analysis) rather than spectral approach seems to be adequate to investigate the wave transformation in such regions. In this study, a theoretical joint distribution of wave height, period and wave direction of zero-down crossing waves, which is required in the individual wave analysis in the shallow water region, is derived based on the hypothesis that sea surface is a Gaussian stochastic process and that a band-width of energy spectra is sufficiently narrow. The derived i oint distribution is found to be an effective measure to investigate characteristics of three-dimensional random wave field in shallow water through field measurements.

• Journal of Korean Society of Disaster and Security
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• v.7 no.1
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• pp.43-50
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• 2014

Based on the reliability theory, the risk assessment of steel beams is performed by the determination of failure probability. In the calculation, bending, shearing and combined (bending + shearing) modes are examined. The resistance and the loads on the beam are assumed to be normal distribution. To investigate the failure probability changes, total load applied at the mid span of beam is divided into 1 to 1 and 1 to 2 ratio and then these divided loads are placed on the trisected points on beam. The change of boundary conditions at beam ends are also included in the investigation. It shows that failure is governed by the combined mode for the present beams and the second order bound analysis of failure probability is not crucial. On the whole failure probability decreases with increasing end restraints at the beam ends with some exception.

• Journal of Korea Water Resources Association
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• v.49 no.3
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• pp.217-225
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• 2016

The drought is generally characterized by duration and severity, thus it is required to conduct the bivariate frequency analysis simultaneously considering the drought duration and severity. However, since a bivariate joint probability distribution function (JPDF) has a 3-dimensional space, it is difficult to interpret the results in practice. In order to suggest the technical solution, this study employed copula functions to estimate an JPDF, then developed conditional JPDFs on various drought durations and estimated the critical severity corresponding to non-exceedance probability. Based on the historical severe drought events, the hydrologic risks were investigated for various extreme droughts with 95% non-exceedance probability. For the drought events with 10-month duration, the most hazardous areas were decided to Gwangju, Inje, and Uljin, which have 1.3-2.0 times higher drought occurrence probabilities compared with the national average. In addition, it was observed that southern regions were much higher drought prone areas than northern and central areas.

• Journal of the Korea Society for Simulation
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• v.33 no.1
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• pp.19-26
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• 2024

The phase-type, PH, distribution is defined as the time to absorption into a terminal state in a continuous-time Markov chain. As the PH distribution includes family of exponential distributions, it has been widely used in stochastic models. Since the PH distribution is represented and generated by an initial probability vector and a generator matrix which is called the Markovian representation, we need to find a vector and a matrix that are consistent with given set of moments if we want simulate a PH distribution. In this paper, we propose an approach to simulate a PH distribution based on distribution function which can be obtained directly from moments. For the simulation of PH distribution of order 2, closed-form formula and streamlined procedures are given based on the Jordan decomposition and the minimal Laplace transform which is computationally more efficient than the moment matching methods for the Markovian representation. Our approach can be used more effectively than the Markovian representation in generating higher order PH distribution in queueing network simulation.

• The Journal of Korean Institute of Electromagnetic Engineering and Science
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• v.10 no.7
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• pp.1074-1084
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• 1999

In this paper the bit error probability of noncoherent M-ary FSK system is derived from the probability density function of the envelope of the received signal over a frequency-nonselective slowly m-distributed Nakagami fading channel. Also, the performance of coherent M-ray FSK system is theoretically analyzed, using union bound over the similar fading channel. Then we compare uncoded performance results for M-ary FSK and DPSK signals in Nakagami fading channel.

• Journal of the Institute of Electronics and Information Engineers
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• v.52 no.1
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• pp.89-101
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• 2015

This paper proposes a statistical model of 3-D positions when tracking moving targets using the uncooled infrared (IR) stereo camera system. The proposed model is derived from two errors. One is the position error which is caused by the sampling pixels in the digital image. The other is the timing jitter which results from the irregular capture-timing in the infrared cameras. The capture-timing in the IR camera is measured using the jitter meter designed in this paper, and the observed jitters are statistically modeled as Gaussian distribution. This paper derives an integrated probability distribution by combining jitter error with pixel position error. The combined error is modeled as the convolution of two error distributions. To verify the proposed statistical position error model, this paper has some experiments in tracking moving objects with IR stereo camera. The 3-D positions of object are accurately measured by the trajectory scanner, and 3-D positions are also estimated by stereo matching from IR stereo camera system. According to the experiments, the positions of moving object are estimated within the statistically reliable range which is derived by convolution of two probability models of pixel position error and timing jitter respectively. It is expected that the proposed statistical model can be applied to estimate the uncertain 3-D positions of moving objects in the diverse fields.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.32 no.1
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• pp.55-63
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• 2019

In engineering problems, many random variables have correlation, and the correlation of input random variables has a great influence on reliability analysis results of the mechanical systems. However, correlated variables are often treated as independent variables or modeled by specific parametric joint distributions due to difficulty in modeling joint distributions. Especially, when there are insufficient correlated data, it becomes more difficult to correctly model the joint distribution. In this study, multivariate kernel density estimation with bounded data is proposed to estimate various types of joint distributions with highly nonlinearity. Since it combines given data with bounded data, which are generated from confidence intervals of uniform distribution parameters for given data, it is less sensitive to data quality and number of data. Thus, it yields conservative statistical modeling and reliability analysis results, and its performance is verified through statistical simulation and engineering examples.

• Proceedings of the Korea Water Resources Association Conference
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• 2022.05a
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• pp.200-200
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• 2022

본 연구에서는 총 강우량과 강우강도을 고려한 이변수 분석으로 연최대 호우사상을 선별하고, 두 변수를 Copula 함수로 결합하여 최적의 모델조합을 찾는 확률호우사상 산정 방법론을 제시하였다. 국내 69개 관측소의 2020년까지의 관측 자료를 대상으로 1mm 이하의 강우는 제거한 뒤, IETD(Inter-Event Time Definition) 12시간을 기준으로 강우자료를 독립적인 호우사상으로 분리하였다. 호우사상의 여러 특성 중 양의 상관관계를 갖는 총 강우량과 강우강도를 변수로 선택해 이변수 지수분포에 대입하였고, 각 지점의 연최대 호우사상 시계열을 생성하였다. 2변수 지수분포의 매개변수는 전체 기간과 연도별로 나누어 추정해 본 결과 연도별 변동성이 큰 것을 확인해 연도별 추정 방식을 선택하였다. 연최대 강우사상 시계열의 총 강우량과 강우강도는 극한 강우에 적용하는 확률분포형 중 Lognarmal, Gamma, Gumbel, GEV(Generalized Extreme Value), GPD(Generalized Pareto Distribution) 5가지를 사용하여 각각 CDF(Cumulative distribution Function) 값을 추정하였다. 계산된 CDF 값은 3가지 Copula 모형으로 결합해 joint CDF 값을 산출하였다. 총 75개의 모델조합 중 최적 모델을 찾기 위해 CVM(Cramer-von-Mises) 적합도 검정을 시행하였다. CVM의 통계량 Sn 값이 가장 작은 모델조합을 해당 지점의 최적 모델조합으로 선정하였다.

• The Korean Journal of Applied Statistics
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• v.32 no.5
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• pp.763-782
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• 2019

This paper proposes a probabilistic document ranking model incorporating term dependencies. Document ranking is a fundamental information retrieval task. The task is to sort documents in a collection according to the relevance to the user query (Qin et al., Information Retrieval Journal, 13, 346-374, 2010). A probabilistic model is a model for computing the conditional probability of the relevance of each document given query. Most of the widely used models assume the term independence because it is challenging to compute the joint probabilities of multiple terms. Words in natural language texts are obviously highly correlated. In this paper, we assume a multinomial distribution model to calculate the relevance probability of a document by considering the dependency structure of words, and propose an information retrieval model to rank a document by estimating the probability with the maximum entropy method. The results of the ranking simulation experiment in various multinomial situations show better retrieval results than a model that assumes the independence of words. The results of document ranking experiments using real-world datasets LETOR OHSUMED also show better retrieval results.