• Title/Summary/Keyword: 전이함수모형

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Simulation of the Phase-Type Distribution Based on the Minimal Laplace Transform (최소 표현 라플라스 변환에 기초한 단계형 확률변수의 시뮬레이션에 관한 연구)

  • Sunkyo Kim
    • 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.

Computational Predictions of Pile Downdrag (부마찰력의 계산적 예측방법)

  • Kim, Myoung Mo
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.9 no.2
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    • pp.115-123
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    • 1989
  • A computer program evaluating the pile downdrag is developed using the conventional elastic solid method. Modification of the conventional method has been performed by introducing the concept of critical relative displacement. A simple transfer function method which employes the critical relative displacement as a pile-soil slip criterion and calculates downdrag by Mohr-Coulomb equation, has also been developed. The results of three methods are all found to be in good agreement with field observations. When they are applied to a centrifuge modeling problem of pile downdrag to predict its result, however, diverse answers are obtained. Overall, the simple transfer function method developed in this study seems to be the most effective in the evaluation of pile downdrag, considering the quality of its result and its efficiency in computation.

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Assessment of Uncertainty in SWAT Model Derived from Parameter Estimation Using SWAT-CUP (SWAT-CUP 매개변수 추정에 따른 SWAT 모형 불확실성 평가)

  • Yu, Jisoo;Noh, Joonwoo;Cho, Younghyun;Hur, Youngteck;Kim, Yeonsu
    • Proceedings of the Korea Water Resources Association Conference
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    • 2020.06a
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    • pp.314-314
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    • 2020
  • SWAT (Soil and Water Assessment Tool)은 미국 농무성 농업연구소에서 개발된 준분포형(semi-distributed) 수문 모형으로 복합토지이용유역에서 장기간에 걸친 다양한 종류의 토양, 토지이용 및 토지관리 상태의 변화에 따른 유역의 유출량, 유사량 및 영양물질의 영향을 예측하기 위해 개발되었다. SWAT은 기본적으로 다양한 매개변수에 대한 수동 보정 기능을 제공하고 있지만 매개변수 보정에 따른 모의결과의 불확실성을 수반하게 된다. 이러한 문제를 해결하기 위해 자동보정 기능을 제공하는 SWAT-CUP (Calibration and Uncertainty Program)이 개발되었다. SWAT-CUP에서 제공하는 매개변수의 최적화 과정에서 유사한 모의 결과를 산출하는 수천 개의 매개변수조합이 존재하기 때문에 보정기법의 선택에 따라 최종 매개변수의 값이 달라질 수 있다. 불확실성을 발생시키는 요인으로 (1) 매개변수의 선택, (2) 보정 기법, (3) 목적함수, (4) 매개변수의 초기 범위, (5) 모의(simulation)의 실행(run) 및 반복(iteration) 횟수, (6) 위치, 개수 등 보정 자료의 선택 등이 주로 지목된다. 이러한 요인으로 발생하는 불확실성은 SWAT 모형의 구조 및 입력 자료에서 기인하는 것으로, 사용자의 설정에 따라 크게 좌우된다. 본 연구에서는 SWAT 매개변수 보정 과정에서 발생할 수 있는 불확실성을 평가하고, 효율적인 보정 방안을 제시하기 위해 수행되었다. 낙동강 권역의 내성천 유역을 대상으로 SWAT 모형을 구축하였으며, 내성천 본류에 위치한 수위(유량) 관측소의 자료를 활용하여 검·보정을 수행하였다. 모의 결과는 유량의 크기 뿐 아니라 유량의 발생 시기, 유역의 반응 및 증가·감소 경향성을 함께 고려하여 평가하였다. 그 결과 모형 구조에 따른 불확실성의 전이과정을 정확하게 파악하는 것은 불가능하지만 SWAT 모형의 비고유성(non-uniqueness)에 의한 불확실성을 정량화하여 나타내었다.

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Forecasting of Dissolved Oxygen at Kongju Station using a Transfer Function Noise Model (전이함수잡음모형에 의한 공주지점의 용존산소 예측)

  • 류병로;조정석;한양수
    • Journal of Environmental Science International
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    • v.8 no.3
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    • pp.349-354
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    • 1999
  • The transfer function was introduced to establish the prediction method for the DO concentration at the intaking point of Kongju Water Works System. In the mose cases we analyze a single time series without explicitly using information contained in the related time series. In many forecasting situations, other events will systematically influence the series to be forecasted(the dependent variables), and therefore, there is need to go beyond a univariate forecasting model. Thus, we must bulid a forecasting model that incorporates more than one time series and introduces explicitly the dynamic characteristics of the system. Such a model is called a multiple time series model or transfer function model. The purpose of this study is to develop the stochastic stream water quality model for the intaking station of Kongju city waterworks in Keum river system. The performance of the multiplicative ARIMA model and the transfer function noise model were examined through comparisons between the historical and generated monthly dissolved oxygen series. The result reveal that the transfer function noise model lead to the improved accuracy.

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Transfer Functional Modeling Using Soil Moisture Measurements at a Steep Forest Hillslope (산지사면의 실측토양수분을 이용한 전이함수 모형의 적용)

  • Kim, Sang-Hyun
    • Journal of Environmental Science International
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    • v.22 no.4
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    • pp.415-424
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    • 2013
  • In this paper, time series of soil moisture were measured for a steep forest hillslope to model and understand distinct hydrological behaviours along two different transects. The transfer function analysis was presented to characterize temporal response patterns of soil moisture for rainfall events. The rainfall is a main driver of soil moisture variation, and its stochastic characteristic was properly treated prior to the transfer function delineation between rainfall and soil moisture measurements. Using field measurements for two transects during the rainy season in 2007 obtained from the Bumrunsa hillslope located in the Sulmachun watershed, a systematic transfer functional modeling was performed to configure the relationships between rainfall and soil moisture responses. The analysis indicated the spatial variation pattern of hillslope hydrological processes, which can be explained by the relative contribution of vertical, lateral and return flows and the impact of transect topography.

Bayesian Parameter Estimation of 2D infinite Hidden Markov Model for Image Segmentation (영상분할을 위한 2차원 무한 은닉 마코프 모형의 비모수적 베이스 추정)

  • Kim, Sun-Worl;Cho, Wan-Hyun
    • Proceedings of the Korean Information Science Society Conference
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    • 2011.06a
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    • pp.477-479
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    • 2011
  • 본 논문에서는 1차원 은닉 마코프 모델을 2차원으로 확장하기 위하여 노드들의 마코프 특성이 인과적인 관계를 갖는 마코프 메쉬 모델을 이용하여 완전한 2차원 HMM의 구조를 갖는 모델을 제안한다. 마코프메쉬 모델은 이웃시스템을 통하여 이전의 시점을 정의하고, 인과적인 관계를 통하여 전이확률의 계산을 가능하게 한다. 또한 영상의 최적의 분할을 위하여 계층적 디리슐레 과정을 사전분포로 두어 고정된 상태의 수가 아닌 무한의 상태 수를 갖는 2차원 HMM을 제안한다. HDP로 정의된 사전분포와 관측된 표본 자료의 정보를 갖는 우도함수를 결합한 사후분포의 베이스 추정은 깁스샘플링 알고리즘을 이용하여 계산된다.

Range of DVR parameters for the Calculation of Vibrational Energy of Anharmonic Oscillators (비조화 진동자 진동에너지 계산에 적합한 DVR 계산 변수 결정)

  • Jeon, Kiyoung;Yang, Mino
    • Journal of the Korean Chemical Society
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    • v.60 no.3
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    • pp.163-168
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    • 2016
  • We summarize the discrete variable representation method which is a simple numerical method enabling us to calculate the vibrational energies and wave functions of anharmonic oscillators. The ranges of its parameters well-performing for the calculation of fundamental and overtone transition energies are predicted by analyzing the model of Morse oscillator.

Peak Distribution of Nonlinear Random Waves of Finite Bandwidth (유한한 Spectral Bandwidth를 갖는 Nonlinear Random Waves의 추계학적 성질)

  • Cho, Yong-Jun
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.5 no.2
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    • pp.58-65
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    • 1993
  • The theoretical treatment of statistical properties and distribution relevant to nonlinear random wave field of moderate bandwidth such as peak and trough of wave elevation is an overdue task hampered by the complicated form of nonlinear random waves. In this study, the extreme distribution of nonlinear random waves is derived based on the simplified version of Longuet-Higgins' wave model. It is shown that the band width of wave spectrum has a significant influence on these extreme distribution and the significant wave height is getting larger in an increasing manner as the nonlinearity is getting profound.

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Linear Response Theory for the Mechanical Energy Relaxation of Solid High Polymers at Low Temperature (抵溫에서의 固體 重合體의 力學的 에너지 緩和에 對한 線形反應 理論)

  • Eu, Byung Chan
    • Journal of the Korean Chemical Society
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    • v.20 no.5
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    • pp.340-350
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    • 1976
  • Linear response theory is proposed to be applied for theoretical description of the phenomena in mechanical spectroscopy of solid high polymers below glass transition temperatures. The energy dissipation by sample is given in terms of certain time correlation functions. It is shown that the result leads to the result by Kirkwood on the energy loss and relaxation of cross-linked polymers, if the Liouville operator is replaced by the diffusion equation operator of Kirkwood. An approximation method of calculating the correlation functions is considered in order to show a way to calculate relaxation times. Using the approximation method, we consider a double-well potential model for energy relaxation, in order to see a connection between the present theory and a model theory used in mechanical energy relaxation phenomena of solid polymers containing pendant cyclohexyl groups at low temperature.

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On the Critical Relative Displacement between Pile Shaft and Surrounding Soil (말뚝주변 마찰력과 한계상대변위)

  • Kim, Myoung Mo;Shin, Eun Chul;Ko, Hon Yim
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.9 no.2
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    • pp.107-114
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    • 1989
  • Model pile pull-out tests have been executed to investigate the characteristics of the critical relative displacement at which the critical pile skin resistance is mobilized. Test result shows that the critical relative displacement is neither constant nor pile size dependent, but it is the most closely related with the magnitude of the critical skin resistance. The empirical relationship between the two quantities has been established. Behavior of centrifuge physical models of skin-resistance-related problems has been investigated on a quantitative basis by a computational method. A pile downdrag problem has been employed as an example of the skin-resistance-related problems. A simple transfer function type method has been developed for the analysis of the downdrag. It is concluded from the analysis that centrifuge physical modeling of skin-resistance-related problems may lead to an erroneous result on an unconservative side, as may have been expected due to the violation of the similarity rule by the quantity of the critical relative displacement.

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