• Title/Summary/Keyword: Cross covariance

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Functional regression approach to traffic analysis (함수회귀분석을 통한 교통량 예측)

  • Lee, Injoo;Lee, Young K.
    • The Korean Journal of Applied Statistics
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    • v.34 no.5
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    • pp.773-794
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    • 2021
  • Prediction of vehicle traffic volume is very important in planning municipal administration. It may help promote social and economic interests and also prevent traffic congestion costs. Traffic volume as a time-varying trajectory is considered as functional data. In this paper we study three functional regression models that can be used to predict an unseen trajectory of traffic volume based on already observed trajectories. We apply the methods to highway tollgate traffic volume data collected at some tollgates in Seoul, Chuncheon and Gangneung. We compare the prediction errors of the three models to find the best one for each of the three tollgate traffic volumes.

A structural health monitoring system based on multifractal detrended cross-correlation analysis

  • Lin, Tzu-Kang;Chien, Yi-Hsiu
    • Structural Engineering and Mechanics
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    • v.63 no.6
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    • pp.751-760
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    • 2017
  • In recent years, multifractal-based analysis methods have been widely applied in engineering. Among these methods, multifractal detrended cross-correlation analysis (MFDXA), a branch of fractal analysis, has been successfully applied in the fields of finance and biomedicine. For its great potential in reflecting the subtle characteristic among signals, a structural health monitoring (SHM) system based on MFDXA is proposed. In this system, damage assessment is conducted by exploiting the concept of multifractal theory to quantify the complexity of the vibration signal measured from a structure. According to the proposed algorithm, the damage condition is first distinguished by multifractal detrended fluctuation analysis. Subsequently, the relationship between the q-order, q-order detrended covariance, and length of segment is further explored. The dissimilarity between damaged and undamaged cases is visualized on contour diagrams, and the damage location can thus be detected using signals measured from different floors. Moreover, a damage index is proposed to efficiently enhance the SHM process. A seven-story benchmark structure, located at the National Center for Research on Earthquake Engineering (NCREE), was employed for an experimental verification to demonstrate the performance of the proposed SHM algorithm. According to the results, the damage condition and orientation could be correctly identified using the MFDXA algorithm and the proposed damage index. Since only the ambient vibration signal is required along with a set of initial reference measurements, the proposed SHM system can provide a lower cost, efficient, and reliable monitoring process.

Propagation of radiation source uncertainties in spent fuel cask shielding calculations

  • Ebiwonjumi, Bamidele;Mai, Nhan Nguyen Trong;Lee, Hyun Chul;Lee, Deokjung
    • Nuclear Engineering and Technology
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    • v.54 no.8
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    • pp.3073-3084
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    • 2022
  • The propagation of radiation source uncertainties in spent nuclear fuel (SNF) cask shielding calculations is presented in this paper. The uncertainty propagation employs the depletion and source term outputs of the deterministic code STREAM as input to the transport simulation of the Monte Carlo (MC) codes MCS and MCNP6. The uncertainties of dose rate coming from two sources: nuclear data and modeling parameters, are quantified. The nuclear data uncertainties are obtained from the stochastic sampling of the cross-section covariance and perturbed fission product yields. Uncertainties induced by perturbed modeling parameters consider the design parameters and operating conditions. Uncertainties coming from the two sources result in perturbed depleted nuclide inventories and radiation source terms which are then propagated to the dose rate on the cask surface. The uncertainty analysis results show that the neutron and secondary photon dose have uncertainties which are dominated by the cross section and modeling parameters, while the fission yields have relatively insignificant effect. Besides, the primary photon dose is mostly influenced by the fission yield and modeling parameters, while the cross-section data have a relatively negligible effect. Moreover, the neutron, secondary photon, and primary photon dose can have uncertainties up to about 13%, 14%, and 6%, respectively.

A Novel Duty Cycle Based Cross Layer Model for Energy Efficient Routing in IWSN Based IoT Application

  • Singh, Ghanshyam;Joshi, Pallavi;Raghuvanshi, Ajay Singh
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.16 no.6
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    • pp.1849-1876
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    • 2022
  • Wireless Sensor Network (WSN) is considered as an integral part of the Internet of Things (IoT) for collecting real-time data from the site having many applications in industry 4.0 and smart cities. The task of nodes is to sense the environment and send the relevant information over the internet. Though this task seems very straightforward but it is vulnerable to certain issues like energy consumption, delay, throughput, etc. To efficiently address these issues, this work develops a cross-layer model for the optimization between MAC and the Network layer of the OSI model for WSN. A high value of duty cycle for nodes is selected to control the delay and further enhances data transmission reliability. A node measurement prediction system based on the Kalman filter has been introduced, which uses the constraint based on covariance value to decide the scheduling scheme of the nodes. The concept of duty cycle for node scheduling is employed with a greedy data forwarding scheme. The proposed Duty Cycle-based Greedy Routing (DCGR) scheme aims to minimize the hop count, thereby mitigating the energy consumption rate. The proposed algorithm is tested using a real-world wastewater treatment dataset. The proposed method marks an 87.5% increase in the energy efficiency and reduction in the network latency by 61% when validated with other similar pre-existing schemes.

Time series analysis for the amount of medicine from the Korea Consumer Agency (한국 소비자원 의료분야 처리금액에 대한 시계열 분석)

  • Hee Song Kang;Sukhui Kwon;SungDuck Lee
    • The Korean Journal of Applied Statistics
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    • v.36 no.1
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    • pp.21-32
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    • 2023
  • The amount of money processed in medicine from the Korea Consumer Agency was studied by the various time series models. The medical data set from the Korea Consumer Agency were consisted of counseling, damage relief and conciliation. For the analysis of time series, autoregressive moving average model, vector autoregressive model and the transfer function model were used. We considered the stationarity and cross correlation function for the identification and fitting. As a result, the transfer function model showed a better prediction. Whereas, the vector autoregressive model also provided good information for the degree and duration of the influence of variables.

Fast Bayesian Inversion of Geophysical Data (지구물리 자료의 고속 베이지안 역산)

  • Oh, Seok-Hoon;Kwon, Byung-Doo;Nam, Jae-Cheol;Kee, Duk-Kee
    • Journal of the Korean Geophysical Society
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    • v.3 no.3
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    • pp.161-174
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    • 2000
  • Bayesian inversion is a stable approach to infer the subsurface structure with the limited data from geophysical explorations. In geophysical inverse process, due to the finite and discrete characteristics of field data and modeling process, some uncertainties are inherent and therefore probabilistic approach to the geophysical inversion is required. Bayesian framework provides theoretical base for the confidency and uncertainty analysis for the inference. However, most of the Bayesian inversion require the integration process of high dimension, so massive calculations like a Monte Carlo integration is demanded to solve it. This method, though, seemed suitable to apply to the geophysical problems which have the characteristics of highly non-linearity, we are faced to meet the promptness and convenience in field process. In this study, by the Gaussian approximation for the observed data and a priori information, fast Bayesian inversion scheme is developed and applied to the model problem with electric well logging and dipole-dipole resistivity data. Each covariance matrices are induced by geostatistical method and optimization technique resulted in maximum a posteriori information. Especially a priori information is evaluated by the cross-validation technique. And the uncertainty analysis was performed to interpret the resistivity structure by simulation of a posteriori covariance matrix.

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A Study on Spatial Smoothing Technique for Angle of Arrival Estimation of Coherent Incoming Waves (코히어런트 입사파의 도래방향 추정을 위한 공간평균법의 개선에 관한 연구)

  • Jeong Jung-Sik
    • Journal of Navigation and Port Research
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    • v.29 no.5 s.101
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    • pp.403-408
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    • 2005
  • The techniques of estimating angle of arrival(AOA) have played a key role for enhancement of wireless communications using array antennas. Among those techniques, the superresolution algorithms, such as MUSIC and ESPRIT, calculate the covariance matrix of the array output vectors which are observed at the array antennas, and then by using eigen-decomposition of the covariance matrix, they estimate AOAs of the received signals with high accuracy. However, superresolution algorithms based eigenvalue decomposition fails to estimate AOAs under multipath environments. Under multipath environments, it is difficult to estimate AOAs of the received signals due to coherency and high-correlation. To resolve coherent signals, the covariance matrix is calculated by using the conventional spatial smoothing technique, and then the techniques based on eigen-descomposition is applied. The result of the conventional spatial smoothing technique, however, is obtained at the cost of losing effective spatial aperture. Moreover, the conventional technique ignores any information in the cross-correlations of the array outputs the subarrays. As the result, the performance for AOA estimation is degraded. In this paper, we propose a new spatial smoothing technique, which consider the cross-correlation for subarrays. By computer simulation, the AOA estimation performance of the proposed method is compared with the conventional method and evaluated.

Development of Fast and Exact FFT Algorithm for Cross-Correlation PIV (상호상관 PIV기법을 위한 빠르고 정확한 FFT 알고리듬의 개발)

  • Yu, Kwon-Kyu;Kim, Dong-Su;Yoon, Byung-Man
    • Journal of Korea Water Resources Association
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    • v.38 no.10 s.159
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    • pp.851-859
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    • 2005
  • Normalized cross-correlation (correlation coefficient) is a useful measure for pattern matching in PIV (Particle Image Velocimetry) analysis. Because it does not have a corresponding simple expression in frequency domain, several fast but inexact measures have been used. Among them, three measures of correlation for PIV analysis and the normalized cross-correlation were evaluated with a sample calculation. The test revealed that all other proposed correlation measures sometimes show inaccurate results, except the normalized cross-correlation. However, correlation coefficient method has a weakpoint that it requires so long time for calculation. To overcome this shortcoming, a fast and exact method for calculating normalized cross-correlation is suggested. It adopts Fast Fourier Transform (FFT) for calculation of covariance and the successive-summing method for the denominator of correlation coefficient. The new algorithm showed that it is really fast and exact in calculating correlation coefficient.

Establishment of DeCART/MIG stochastic sampling code system and Application to UAM and BEAVRS benchmarks

  • Ho Jin Park;Jin Young Cho
    • Nuclear Engineering and Technology
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    • v.55 no.4
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    • pp.1563-1570
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    • 2023
  • In this study, a DeCART/MIG uncertainty quantification (UQ) analysis code system with a multicorrelated cross section stochastic sampling (S.S.) module was established and verified through the UAM (Uncertainty Analysis in Modeling) and the BEAVRS (Benchmark for Evaluation And Validation of Reactor Simulations) benchmark calculations. For the S.S. calculations, a sample of 500 DeCART multigroup cross section sets for two major actinides, i.e., 235U and 238U, were generated by the MIG code and covariance data from the ENDF/B-VII.1 evaluated nuclear data library. In the three pin problems (i.e. TMI-1, PB2, and Koz-6) from the UAM benchmark, the uncertainties in kinf by the DeCART/MIG S.S. calculations agreed very well with the sensitivity and uncertainty (S/U) perturbation results by DeCART/MUSAD and the S/U direct subtraction (S/U-DS) results by the DeCART/MIG. From these results, it was concluded that the multi-group cross section sampling module of the MIG code works correctly and accurately. In the BEAVRS whole benchmark problems, the uncertainties in the control rod bank worth, isothermal temperature coefficient, power distribution, and critical boron concentration due to cross section uncertainties were calculated by the DeCART/MIG code system. Overall, the uncertainties in these design parameters were less than the general design review criteria of a typical pressurized water reactor start-up case. This newly-developed DeCART/MIG UQ analysis code system by the S.S. method can be widely utilized as uncertainty analysis and margin estimation tools for developing and designing new advanced nuclear reactors.

Coherent Multiple Target Angle-Tracking Algorithm (코히어런트 다중 표적 방위 추적 알고리즘)

  • Kim Jin-Seok;Kim Hyun-Sik;Park Myung-Ho;Nam Ki-Gon;Hwang Soo-Bok
    • The Journal of the Acoustical Society of Korea
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    • v.24 no.4
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    • pp.230-237
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    • 2005
  • The angle-tracking of maneuvering targets is required to the state estimation and classification of targets in underwater acoustic systems. The Problem of angle-tracking multiple closed and crossing targets has been studied by various authors. Sword et al. Proposed a multiple target an91e-tracking algorithm using angular innovations of the targets during a sampling Period are estimated in the least square sense using the most recent estimate of the sensor output covariance matrix. This algorithm has attractive features of simple structure and avoidance of data association problem. Ryu et al. recently Proposed an effective multiple target angle-tracking algorithm which can obtain the angular innovations of the targets from a signal subspace instead of the sensor output covariance matrix. Hwang et al. improved the computational performance of a multiple target angle-tracking algorithm based on the fact that the steering vector and the noise subspace are orthogonal. These algorithms. however. are ineffective when a subset of the incident sources are coherent. In this Paper, we proposed a new multiple target angle-tracking algorithm for coherent and incoherent sources. The proposed algorithm uses the relationship between source steering vectors and the signal eigenvectors which are multiplied noise covariance matrix. The computer simulation results demonstrate the improved Performance of the Proposed algorithm.