• Journal of the Computational Structural Engineering Institute of Korea
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• v.27 no.6
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• pp.605-613
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• 2014

Epistemic uncertainty, the lack of knowledge, is often more important than aleatory uncertainty, variability, in estimating reliability of a system. While the probability theory is widely used for modeling aleatory uncertainty, there is no dominant approach to model epistemic uncertainty. Different approaches have been developed to handle epistemic uncertainties using various theories, such as probability theory, fuzzy sets, evidence theory and possibility theory. However, since these methods are developed from different statistics theories, it is difficult to interpret the result from one method to the other. The goal of this paper is to compare different methods in handling epistemic uncertainty in the view point of calculating the probability of failure. In particular, four different methods are compared; the probability method, the combined distribution method, interval analysis method, and the evidence theory. Characteristics of individual methods are compared in the view point of reliability analysis.

• Journal of the Korean Recycled Construction Resources Institute
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• v.7 no.4
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• pp.316-322
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• 2019

A probabilistic approach considering uncertainties was employed to investigate the effects on the material characteristics and strength of nuclear bio-logical shield concrete walls, when exposed to long-term radiation during the entire service life. Time-dependent compressive and tensile strengths were estimated by conducting the neutron fluence analysis. For the contaminated concrete, individual compressive and tensile failure probabilities can be possibly evaluated by not only establishing limit-state function withthe predefined critical values but also performing Monte Carlo Simulation. Nuclear power plant types similar to the Kori Unit 1, which was shut off permanently in 2017 after the 40-year operation, were herein selected for an illustrative purpose. Consequently, the probability-based performance assessment and prediction of contaminated concrete walls were well demonstrated.

• The Journal of The Korea Institute of Intelligent Transport Systems
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• v.22 no.4
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• pp.35-47
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• 2023

Various single probability distributions have been used to represent time headway distributions. However, it has often been difficult to explain the time headway distribution as a single probability distribution on site. This study used the EM algorithm, which is one of the maximum likelihood estimations, for the parameters of combined mixture distributions with a certain relationship between two normal distributions for the time headway of vehicles. The time headway distribution of vehicle arrival is difficult to represent well with previously known single probability distributions. But as a result of this analysis, it can be represented by estimating the parameters of the mixture probability distribution using the EM algorithm. The result of a goodness-of-fit test was statistically significant at a significance level of 1%, which proves the reliability of parameter estimation of the mixture probability distribution using the EM algorithm.

• 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.

• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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• 2000.06a
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• pp.1210-1215
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• 2000

Investigation is performed on the stability of general form of dynamic system under colored noise random disturbance whose damping and stiffness are varying in irregular manner along time, which is a preliminary result in the course of research on the characteristic and the control of the stochastic system. Adopted physical model is airfoil under random atmospheric disturbance, which becomes a "time-varying system" whose the governing equation is derived via F-P-K approach in stochastic sense. Control performance and effect of 'Heo-stochastic controller for colored noise' is studied. Also stochastic feature of flutter boundary is discussed as well.

• KIPS Transactions on Computer and Communication Systems
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• v.4 no.4
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• pp.125-134
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• 2015

In this paper, we present an algorithm based on particle filter to determine the state of human movement. We calculate speed from consecutive positioning data with time, latitude and longitude. The speed values are averaged with previous speed values and thus act as basis for particle filter. We use the fact that human speed distribution follows exponential distribution approximately. An algorithm based on particle filter has been developed and utilized. Human movement state are probabilistically described in this research, and the probability is to determine whether a person is in moving state or in stable state. The experimental results are provided in various ways.

• Journal of the Korean Institute of Intelligent Systems
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• v.23 no.4
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• pp.348-353
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• 2013

Recently, control theory including stochastic optimal control and various machine-learning-based artificial intelligence methods have become major tools in the field of financial engineering. In this paper, we briefly review some recent papers utilizing stochastic optimal control theory in the fields of the pair trading for mean-reverting markets and the trend-following strategy, and consider a couple of strategies utilizing both stochastic optimal control theory and machine learning methods to acquire more flexible and accessible tools. Illustrative simulations show that the considered strategies can yield encouraging results when applied to a set of real financial market data.

• Computational Structural Engineering
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• v.10 no.4
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• pp.143-154
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• 1997

Astochastic finite element model which reflects both the effect of discontinuities and the uncertainty of material properties in underground rock mass has been developed. Latin Hypercube Sampling technique has been mobilized and compared with the Monte Carlo simulation method. To consider the effect of discontinuities, the joint finite element model, which is known to be suitable to explain faults, cleavage, things of that nature, has been used in this study. To reflect the uncertainty of material properties, multi-random variables are assumed as the joint normal stiffness and the joint shear stiffness, which could be simulated in terms of normal distribution. The developed computer program in this study has been verified by practical example and has been applied to analyze the circular cavern with discontinuous rock mass.

• Proceedings of the Korean Information Science Society Conference
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• 2003.04d
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• pp.563-565
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• 2003

최근 클러스터에 대한 연구는 내용 기반 클러스터의 부하 분배와 캐시 정책에 집중되고 있다. 본 논문에서는 웹 서비스의 고가용성 및 확장성을 제공하는 클러스터 환경에서 힌트 기반 협력적 캐싱의 캐시 적중률을 향상시키기 위해 기존의 DFR 기법을 개선하였다. 서비스 접근 확률을 이용하여 주 복사본과 종속 복사본을 선택적으로 제거하는 메모리 교체 방법을 제시하였으며, DFR 방식과 성능을 비교, 분석한 결과 DFR 방식보다 적은 디스크 접근률을 얻을 수 있었다.

• Journal of the Korea Convergence Society
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• v.12 no.11
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• pp.91-97
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• 2021

This paper uses a data extension technique originally designed for the rule refinement problem to handling incomplete data. This technique is characterized in that each event can have a weight indicating importance, and each variable can be expressed as a probability value. Since the key problem in this paper is to find the probability that is closest to the missing value and replace the missing value with the probability, three different algorithms are used to find the probability for the missing value and then store it in this data structure format. And, after learning to classify each information area with the SVM classification algorithm for evaluation of each probability structure, it compares with the original information and measures how much they match each other. The three algorithms for the imputation probability of the missing value use the same data structure, but have different characteristics in the approach method, so it is expected that it can be used for various purposes depending on the application field.