• Title/Summary/Keyword: 등확률

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Estimation of Rainfall Quantile of Typhoon Using Bivariate Frequency Analysis (이변량 빈도해석을 이용한 태풍의 확률강우량 산정)

  • Um, Myoung-Jin;Joo, Kyung-Won;Kim, Su-Young;Heo, Jun-Haeng
    • Proceedings of the Korea Water Resources Association Conference
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    • 2012.05a
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    • pp.375-375
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    • 2012
  • 우리나라는 연강우량의 여름철 집중현상이 뚜렷하며 많은 부분이 태풍에 기인한다. 기후변화로 인하여 최근 들어서 태풍이 수반하는 폭우나 국지성 호우로 인한 강우사상이 증가하고 있어 짧은 시간에 많은 강우량이 발생하여 단기강우의 강도가 증가하고 있다. 이로 인하여 단기간에 예측하기 힘든 큰 강우량이 발생하는 경우가 빈번하여 이와 같은 강우에 의한 홍수를 대비할 필요성이 대두되고 있다. 따라서 본 연구에서는 태풍으로 인한 강우에 대하여 빈도해석을 수행하여 태풍으로 인하여 발생하는 확률강우량을 산정하였다. 태풍은 여러 인자를 포함하고 있는데 강우(1시간, 24시간, 총합), 풍속(최대, 순간최대), 중심최저기압, 중심최대풍속 등이 그것들이며, 강우와 동시에 그 이외의 인자들을 고려하기 위하여 이변량 빈도해석 모형인 copula 모형을 이용하여 빈도해석을 수행하였다. 이와 같이 copula 모형이 구성되면, 조건부 copula의 개념을 이용하여 강우 이외의 인자가 주어졌을 경우의 확률강우량을 산정할 수 있다.

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단일공정에서의 가공시간 분포를 고려한 스케쥴링 문제

  • 정용식
    • Proceedings of the Korea Society for Industrial Systems Conference
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    • 1997.03a
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    • pp.209-222
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    • 1997
  • 생산시스템에 있어서 스케쥴링 문제에 관한 이론적 연구는 종래부터 많이 연구되어 왔지만, 그 대부분은 작업의 가공시간이 확정적(deterministic)인 경우의 평가척도(criterion)를 고려한 것이었다. 그러나 실제 노동집약형 산업이라든가 고장율이 높은 자동화 공장등에 있어서는 가공시간 또는 제조 리드타임이 확률적인 변동을 갖는 경우가 많다. 이러한 가공시간의 변동은 각 작업의 가공완료시각의 변동으로 되어 후공정의 작업계획에 중대한 영향을 미치게 된다. 따라서 가공시간이 확률적(probabilistic)인 경우의 생산 시스템을 대상으로 한 스케쥴링 문제에 관한 연구는 최근에 와서 연구되고 있는 실정이다. 본 연구에서는 종래의 단일 공정의 생산 시스템을 대상으로 n개의 작업이 확정적인 가공시간을 갖는 경우의 총체류시간(total flow time)과 납기(due date)의 평가척도에 관한 스케쥴링 문제를 가공시간이 확률적인 분포를 갖는 경우로 확장시킨 스케쥴링 문제를 제안한다. 그리고 납기에 있어서 평균 납기지연확률(mean probability of tardiness)을 최소화하는 스케쥴링 문제의 휴리스틱 해법을 제안하여 그 실용성을 검토하였다.

A Probabilistic Forecasting System on the Tendency of Variation of Korea Composite Stock Price Index (한국종합주가지수 변동 경향에 대한 확률적 예측 시스템)

  • Kang, Byeong-Woo;Han, Dong-Soo
    • Proceedings of the Korean Information Science Society Conference
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    • 2006.10a
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    • pp.500-504
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    • 2006
  • 본 논문에서 기술하는 연구는 한국종합주가지수(KOSPI)의 장기적 변동 경향에 대한 확률적 예측 시스템을 제안한다. 제안된 방법론은 이미 단백질 상호작용 예측 시스템과 스트레스 확률 예측 시스템 등에 적용되어 유효성이 입증된 방법으로, 이미 알려진 데이터를 바탕으로 다양한 요인들의 가능한 모든 조합에 대한 경우의 수를 고려한 학습 결과에 기반하여 새로이 주어진 대상의 요인들을 분석해서 학습시 사용된 특정 군(class)에 속할지의 여부를 확률적으로 나타내준다. 이 방법론을 구현하기 위해 실제 과거 주가지수 데이터를 수집하여 CI(Combination Interrelation)행렬을 구현하였으며, 현재 진행중인 검증작업에 대해서도 기술하였다.

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Study on the Data Collection Method for the Verification of the Distribution of Differential Probability : Application to Block Cipher SPECK (차분 확률의 분포 분석을 위한 데이터 수집 방법 연구 : 블록암호 SPECK에 적용)

  • Jo, Eunji;Kim, Seonggyeom;Hong, Deukjo;Sung, Jaechul;Hong, Seokhie
    • Proceedings of the Korea Information Processing Society Conference
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    • 2019.10a
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    • pp.436-439
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    • 2019
  • 본 논문은 차분 확률의 분포 분석에 대한 실험적 검증을 위한 효율적인 데이터 수집 방법에 관하여 연구한다. 효율적인 데이터 수집을 위해 병렬 프로그래밍 기술을 이용하고, SPECK64/128에 적용하여 결과를 얻는다. 첫 번째로 효율적인 데이터 수집 방법을 제시한다. 두 번째로 차분 확률의 분포를 분석하기 위해 평균과 분산에 대하여 실험적으로 검증한다. 마지막으로 SPECK의 경우에는 키의 영향이 상쇄되어 라운드 간의 독립성이 만족하지 않음을 Biryukov 등에 의해 알려졌다. 하지만 이를 실험적으로 보이지 않았으므로 라운드 간의 독립성을 차분 확률의 분포와 통계량 통해 검정한다.

Seismic Safety Assessment of the Turbine-Generator Foundation using Probabilistic Structural Reliability Analysis (확률론적 구조신뢰성해석을 이용한 터빈발전기 기초의 지진 안전성 평가)

  • Joe, Yang-Hee;Kim, Jae-Suk;Han, Sung-Ho
    • Journal of the Earthquake Engineering Society of Korea
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    • v.12 no.2
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    • pp.33-44
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    • 2008
  • Most of the civil structure - bridges, offshore structures, plant, etc. - have been designed by the classical approaches which deal with all the design parameters as deterministic variables. However, some more advanced techniques are required to evaluate the inherent randomness and uncertainty of each design variable. In this research, a seismic safety assessment algorithm based on the structural reliability analysis has been formulated and computerized for more reasonable seismic design of turbine-generator foundations. The formulation takes the design parameters of the system and loading properties as random variables. Using the proposed method, various kinds of parametric studies have been performed and probabilistic characteristics of the resulted structural responses have been evaluated. Afterwards, the probabilistic safety of the system has been quantitatively evaluated and finally presented as the reliability indexes and failure probabilities. The proposed procedure is expected to be used as a fundamental tool to improve the existing design techniques of turbine-generator foundations.

Distribution of Irregular Wave Height in Finite Water Depth (유한수심에서의 불규칙파의 파고 분포)

  • 안경모;마이클오찌
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.6 no.1
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    • pp.88-93
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    • 1994
  • This study is concerned with an analytic derivation of the probability density function applicable for wave heights in finite water depth using two different methods. As the first method of the study, a probability density function is developed by applying a series of polynomials which is orthogonal with respect to Rayleigh probability density function. The newly derived probability density function is compared with the histogram constructed from wave data obtained in finite water depth which indicate strong non-Gaussian characteristics. Although the probability density represents the histogram very well. it has negative density at large values. Although the magnitude of the negative density is small. it negates the use of the distribution function fer estimating extreme values. As the second method of the study, a probability density function of wave height is developed by applying the maximum entropy method. The probability density function thusly derived agrees very well with the wave height distribution in shallow water, and appears to be useful in estimating extreme values and statistical properties of wave heights in finite water depth. However, a functional relationship between the probability distribution and the non-Gaussian characteristics of the data cannot be obtained by applying the maximum entropy method.

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An Analysis of the Characteristics in Design Rainfall According to the Data Periods (자료기간에 따른 확률 강우량 변화 특성 분석)

  • Oh, Tae-Suk;Kim, Min-Seok;Moon, Young-Il;Ahn, Jae-Hyun
    • Journal of the Korean Society of Hazard Mitigation
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    • v.9 no.4
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    • pp.115-127
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    • 2009
  • Recently, Natural disasters are increasing the damage according to the influence of the abnormal climate and climate change. This study analyzed change characteristic of Design Rainfall according to the different data periods. First, 14 observatories were selected at Meteorological Administration. Second, frequency analysis carried out 5 cases by different data periods. At the results of the frequency analysis, the design rainfall could confirm the increase in most areas of Korea. Also, the change and trend analysis carried out for characteristic analysis by design rainfall and observed rainfall. The change and trend analysis of observed annual maximum rainfall did not appeared, but the change and trend analysis of design rainfall significantly appeared using statistic methods. The result of the change and trend analysis, design rainfall increased in most areas of Korea. Although, it could be the necessity for reestimating defense ability of flood, existing river systems, and new establishment of structure about the change characteristic.

Probability Analysis of Rock Slope Stability using Zoning and Discontinuity Persistence as Parameters (사면의 구역 및 절리의 연장성을 고려한 암반사면의 안정성 확률해석)

  • Jang, Bo-An;Sung, Suk-Kyung;Jang, Hyun-Sic
    • The Journal of Engineering Geology
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    • v.20 no.2
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    • pp.155-167
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    • 2010
  • In analysis of slope stability, deterministic analysis which yields a factor of safety has been used until recently. However, probability of failure is considered as a more efficient method because it deals with the uncertainty and variability of rock mass. In both methods, a factor of safety or a probability of failure is calculated for a slope although characteristics of rock mass, such as characteristics of joints, weathering degree of rock and so on, are not uniform throughout the slope. In this paper, we divided a model slope into several zones depending on conditions of rock mass and joints, and probabilities of failure in each zone are calculated and compared with that calculated in whole slope. The persistence of joint was also used as a parameter in calculation of probability of failure. A rock slope located in Hongcheon, Gangwondo was selected and the probability of failure using zoning and persistence as parameter was calculated to confirm the applicability of model analysis.

Probabilistic Stability and Sensitivity Analysis for a Failed Rock Slope using a Monte Carlo Simulation (몬테카를로시뮬레이션 기법을 이용한 붕괴 암반사면의 확률론적 안정해석 및 민감도 분석)

  • Park, Sung-Wook;Park, Hyuck-Jin
    • The Journal of Engineering Geology
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    • v.20 no.4
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    • pp.437-447
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    • 2010
  • A probabilistic analysis of slope stability is an appropriate solution in dealing with uncertainty in problems related to engineering geology. In this study, a Monte Carlo simulation was performed to evaluate the performance function that is Barton's equation. A large number of randomly generated values were obtained for random variables, and the performance function was calculated repeatedly using randomly generated values. A previous study provided information of slope geometry and the random characteristics of random variables such as JRC and JCS. The present approach was adopted to analyze two failed slopes. The probabilities of failure were evaluated for each slope, and sensitivity analysis was performed to assess the influence of each random variable on the probability of failure. The analysis results were then compared with the results of a deterministic analysis, indicating that the probabilistic analysis yielded reliable results.

Probabilistic Characteristics of Fatigue Behavior Parameter of Paris-Erdogan Law in Mg-Al-Zn Alloy (Mg-Al-Zn 합금의 Paris-Erdogan 법칙에 따른 피로거동 파라미터의 확률론적 특성)

  • Choi, Seon-Soon
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.35 no.4
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    • pp.375-381
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    • 2011
  • The primary aim of this study is to investigate the probabilistic characteristics of the fatigue parameters that describe the fatigue crack growth behavior in magnesium alloy. Statistical fatigue crack propagation experiments have been performed on rolled AZ31 magnesium alloy CT specimens with different specimen thickness, load ratio, and maximum load at ambient temperature in a laboratory. Using the statistical fatigue data obtained from these experiments, the goodness-of-fit of the probability distribution of the fatigue behavior parameters is evaluated in this study by performing statistical analyses. The crack growth rate coefficient is a fatigue parameter having a very large COV(Coefficient of Variation), but the variation of a crack growth rate exponent is not substantial. It is considered that a crack growth rate exponent can be a material constant. It is also found that the best fit probability distribution of the parameters such as the crack growth rate coefficient and crack growth rate exponent for a magnesium alloy is a three-parameter Weibull distribution, and two-parameter Weibull distribution is a good distribution only for the crack growth rate coefficient.