• The Korean Journal of Applied Statistics
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• 제28권5호
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• pp.895-906
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• 2015

Diffusion is a mathematical tool to explain the fluctuation of financial assets and the movement of particles in a micro time scale. There are ongoing statistical trials to develop an estimation method for diffusion models based on likelihood. When we estimate diffusion models by applying the maximum likelihood estimation method on data observed at discrete time points, we need to know the transition density of the diffusion. In order to approximate the transition densities of diffusion models, we suggests the method to approximate the path integral of the random process with normal random variables, and compare the numerical properties of the method with other approximation methods.

• Proceedings of the KIEE Conference
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• 대한전기학회 1996년도 하계학술대회 논문집 A
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• pp.379-381
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• 1996

본 논문에서는 그리드 독립형 태양광 풍력 복합 발전 시스템에 대한 최적의 태양광 어레이 사이즈 및 풍력 발전 시스템을 결정하는 방법을 제안하였다. 연구에 사용되어진 풍력 및 태양광 일사량에 대한 데이터는 제주도 지역에서 1년간 실측되어진 데이터를 기준으로 하였으며, 이러한 실측되어진 데이터는 풍속 및 태양광의 확률 밀도 함수(Probability Density Function)를 결정하는데 사용되어 졌다. 풍속 및 태양광 일사량의 확률 밀도 함수와 태양광 어레이 및 풍력 발전기의 여러 파라미터는 복합 발전 시스템의 평균 발생 전력을 계산하는데 사용하였고, 도서지역에서 1년간 계측되어진 부하의 변동에 대하여 최적의 태양광 어레이, 풍력 발전 용량을 선정 하기 위하여 최적 자승의 법칙이 사용되었다.

• Journal of Korean Society of Transportation
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• 제29권3호
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• pp.83-91
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• 2011

This paper discusses models for estimating dynamic travel times based on probability theory. The dynamic travel time models proposed in the paper are formulated assuming that the travel time of a vehicle depends on the distribution of the traffic stream condition with respect to the location along a road when the subject vehicle enters the starting point of a travel distance or with respect to the time at the starting point of a travel distance. The models also assume that the dynamic traffic flow can be represented as an exponential distribution function among other types of probability density functions.

• Journal of the Computational Structural Engineering Institute of Korea
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• 제20권5호
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• pp.623-628
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• 2007

The accurate peak response estimation of a seismically excited structure with frictional damping system(FDS) is very difficult since the structure with FDS shows nonlinear behavior dependent on the structural period, loading characteristics, and relative magnitude between the frictional force and the excitation load. Previous studies have estimated that by replacing a nonlinear system with an equivalent linear one or by employing the response spectrum obtained based on nonlinear time history and statistical analysis. In the case that an earthquake load is defined with probabilistic characteristics, the corresponding response of the structure with FDS has probabilistic distribution. In this study, nonlinear time history analyses were performed for the structure with FDS subjected to artificial earthquake loads generated using Kanai-Tajimi filter. An equation for the probability density function (PDF) of the displacement response is proposed by adapting the PDF of the normal distribution. Finally, coefficients of the proposed PDF are obtained by regression analysis of the statistical distribution of the time history responses. Finally the correlation between PDFs and statistical response distribution is presented.

• The Journal of Korean Institute of Communications and Information Sciences
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• 제34권4C호
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• pp.476-483
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• 2009

Tracking and detecting targets by the microwave seeker is affected by the clutter reflecting from the earth's surface. In order to detect retreating targets in look-down scenario, which appear in the sidelobe clutter (SLC) region, in the microwave seeker of high pulse repetition frequency (HPRF) mode, it is necessary to understand statistical characteristics of the surface SLC. Statistical analysis of SLC has been conducted for several kinds of the surface using data obtained by the captive flight test of the microwave seeker in the HPRF mode. The probability density function (PDF) fitting is conducted for several kinds and conditions of the surface. PDFs and PDF parameters, which best describe statistical distribution of the SLC power, are estimated. By using the estimated PDFs and PDF parameters, analyses for setting the target-detection thresholds, which give a desired level of target-detection false alarm probability, are made. These analysis materials for statistical characteristics of SLC power and the target-detection threshold can be used in various fields, such as development of a target-detection method, the constant false alarm rate processing.

• Journal of the Korea Academia-Industrial cooperation Society
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• 제13권1호
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• pp.343-347
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• 2012

Non-linear equalization techniques using decision feedback structure are highly demanded for cancellation of intersymbol interferences occurred in severe channel environments. In this paper decision feedback structure is applied to the linear blind equalizer algorithm that is based on information theoretic learning and a randomly generated symbol set. At the decision feedback equalizer (DFE) the random symbols are generated to have the same probability density function (PDF) as that of the transmitted symbols. By minimizing difference between the PDF of blind DFE output and that of randomly generated symbols, the proposed DFE algorithm produces equalized output signal. From the simulation results, the proposed method has shown enhanced convergence and error performance compared to its linear counterpart.

• Journal of Korea Water Resources Association
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• 제39권5호
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• pp.417-430
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• 2006

In this study, the probability density functions (PDFs) of the rainfall generated by PRPM(Poisson Rectangular Pulse Model) and the runoff simulated by SLRM(Single Linear Reservoir Model) and Nash model, were compared to find out the changes of runoff characteristics due to the change of rainfall characteristics. Effect of rainfall frequency, Intensity, and duration on runoff were evaluated using the PDFs derived. Two basin, small and midium-sized ones, were also selected to find out the effect of basin size. As the results, we found that the arrival time, the intensity, and the duration of rainfall differently influence the runoff characteristics, which could be applied to evaluate the effect of climate change.

• The Journal of Korean Institute of Communications and Information Sciences
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• 제33권12A호
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• pp.1147-1155
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• 2008

In this paper, we derive the probability density function (PDF) of end-to-end signal-to-noise ratio (SNR) for t he dual-hop MIMO (Multiple-Input Multiple-Output) DCF (Decouple-and-Forward) system. We also provide the end-to-end bit error ratio (BER) with M-ary PSK constellations for four antenna combinations. These are (1,8,1), (8,1,8), (2,4,2), and (4,2,4). Each number in the parentheses is the number of the transmit antenna at the source, the transmit and receive antenna at the relay and the receive antenna at the destination, respectively. We show t hat the end-to-end BER expression with M-ary PSK constellations makes an exact match with numerical results. We also show that MIMO DCF relay system achieves spatial diversity.

• The Korean Journal of Applied Statistics
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• 제7권2호
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• pp.113-130
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• 1994

The algorithm of Oh and Berger (1993) is extended to handle more general cases where the integrand $f(\theta)$ is not only multimodal but also skewed or has some undetected modes, each having curvature not much different from that of the nearest component. It runs Oh and Berger's algorithm in an iterative way, adding a component in each stage to the mixture importance function from previous stage for better approximation between $f(\theta)$ and the importance function.

• Proceedings of the Korean Aquaculture Society Conference
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• 한국양식학회 2006년도 수산관련학회 공동학술대회 발표요지집
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• pp.194-195
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• 2006