• Title/Summary/Keyword: Forward Stochastic Model

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Estimation of Reproduction Number for COVID-19 in Korea (국내 코로나바이러스감염증-19의 감염재생산수 추정)

  • Jeong, Jaewoong;Kwon, Hyuck Moo;Hong, Sung Hoon;Lee, Min Koo
    • Journal of Korean Society for Quality Management
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    • v.48 no.3
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    • pp.493-510
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    • 2020
  • Purpose: As of July 31, there were 14,336 confirmed cases of COVID-19 in South Korea, including 301 deaths. Since the daily confirmed number of cases hit 909 on February 29, the spread of the disease had gradually decreased due to the active implementation of preventive control interventions, and the daily confirmed number had finally recorded a single digit on April 19. Since May, however, the disease has re-emerged and retaining after June. In order to eradicate the disease, it is necessary to suggest suitable forward preventive strategies by predicting future infectivity of the disease based on the cases so far. Therefore, in this study, we aim to evaluate the transmission potential of the disease in early phases by estimating basic reproduction number and assess the preventive control measures through effective reproduction number. Methods: We used publicly available cases and deaths data regarding COVID-19 in South Korea as of July 31. Using ensemble model integrated stochastic linear birth model and deterministic linear growth model, the basic reproduction number and the effective reproduction number were estimated. Results: Estimated basic reproduction number is 3.1 (95% CI: 3.0-3.2). Effective reproduction number was the highest with 7 on February 15, decreased as of April 20. Since then, the value is gradually increased to more than unity. Conclusion: Preventive policy such as wearing a mask and physical distancing campaigns in the early phase of the outbreak was fairly implemented. However, the infection potential increased due to weakening government policy on May 6. Our results suggest that it seems necessary to implement a stronger policy than the current level.

The Robust Artillery Locating Radar Deployment Model Against Enemy' s Attack Scenarios (적 공격시나리오 기반 대포병 표적탐지레이더 배치모형)

  • Lee, Seung-Ryul;Lee, Moon-Gul
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.43 no.4
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    • pp.217-228
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    • 2020
  • The ROK Army must detect the enemy's location and the type of artillery weapon to respond effectively at wartime. This paper proposes a radar positioning model by applying a scenario-based robust optimization method i.e., binary integer programming. The model consists of the different types of radar, its available quantity and specification. Input data is a combination of target, weapon types and enemy position in enemy's attack scenarios. In this scenario, as the components increase by one unit, the total number increases exponentially, making it difficult to use all scenarios. Therefore, we use partial scenarios to see if they produce results similar to those of the total scenario, and then apply them to case studies. The goal of this model is to deploy an artillery locating radar that maximizes the detection probability at a given candidate site, based on the probability of all possible attack scenarios at an expected enemy artillery position. The results of various experiments including real case study show the appropriateness and practicality of our proposed model. In addition, the validity of the model is reviewed by comparing the case study results with the detection rate of the currently available radar deployment positions of Corps. We are looking forward to enhance Korea Artillery force combat capability through our research.

Off-line recognition of handwritten korean and alphanumeric characters using hidden markov models (Hidden Markov Model을 이용한 필기체 한글 및 영.숫자 오프라인 인식)

  • 김우성;박래홍
    • Journal of the Korean Institute of Telematics and Electronics B
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    • v.31B no.9
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    • pp.85-100
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    • 1994
  • This paper proposes a recognition system of constrained handwritten Hangul and alphanumeric characters using discrete hidden Markov models (HMM). HMM process encodes the distortion and similarity among patterns of a class through a doubly stochastic approach. Characterizing the statistical properties of characters using selected features, a recognition system can be implemented by absorbing possible variations in the form. Hangul shapes are classified into six types by fuzzy inference, and their recognition is performed based on quantized features by optimally ordering features according to their effectiveness in each class. The constrained alphanumerics recognition is also performed using the same features used in Hangul recognition. The forward-backward, Viterbi, and Baum-Welch reestimation algorithms are used for training and recognition of handwritten Hangul and alphanumeric characters. Simulation result shows that the proposed method recognizes handwritten Korean characters and alphanumerics effectively.

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Optimization of Energy Consumption in the Mobile Cloud Systems

  • Su, Pan;Shengping, Wang;Weiwei, Zhou;Shengmei, Liu
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.10 no.9
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    • pp.4044-4062
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    • 2016
  • We investigate the optimization of energy consumption in Mobile Cloud environment in this paper. In order to optimize the energy consumed by the CPUs in mobile devices, we put forward using the asymptotic time complexity (ATC) method to distinguish the computational complexities of the applications when they are executed in mobile devices. We propose a multi-scale scheme to quantize the channel gain and provide an improved dynamic transmission scheduling algorithm when offloading the applications to the cloud center, which has been proved to be helpful for reducing the mobile devices energy consumption. We give the energy estimation methods in both mobile execution model and cloud execution model. The numerical results suggest that energy consumed by the mobile devices can be remarkably saved with our proposed multi-scale scheme. Moreover, the results can be used as a guideline for the mobile devices to choose whether executing the application locally or offloading it to the cloud center.

Data driven inverse stochastic models for fiber reinforced concrete

  • Kozar, Ivica;Bede, Natalija;Bogdanic, Anton;Mrakovcic, Silvija
    • Coupled systems mechanics
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    • v.10 no.6
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    • pp.509-520
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    • 2021
  • Fiber-reinforced concrete (FRC) is a composite material where small fibers made from steel or polypropylene or similar material are embedded into concrete matrix. In a material model each constituent should be adequately described, especially the interface between the matrix and fibers that is determined with the 'bond-slip' law. 'Bond-slip' law describes relation between the force in a fiber and its displacement. Bond-slip relation is usually obtained from tension laboratory experiments where a fiber is pulled out from a matrix (concrete) block. However, theoretically bond-slip relation could be determined from bending experiments since in bending the fibers in FRC get pulled-out from the concrete matrix. We have performed specially designed laboratory experiments of three-point beam bending with an intention of using experimental data for determination of material parameters. In addition, we have formulated simple layered model for description of the behavior of beams in the three-point bending test. It is not possible to use this 'forward' beam model for extraction of material parameters so an inverse model has been devised. This model is a basis for formulation of an inverse model that could be used for parameter extraction from laboratory tests. The key assumption in the developed inverse solution procedure is that some values in the formulation are known and comprised in the experimental data. The procedure includes measured data and its derivative, the formulation is nonlinear and solution is obtained from an iterative procedure. The proposed method is numerically validated in the example at the end of the paper and it is demonstrated that material parameters could be successfully recovered from measured data.

Human Motion Tracking by Combining View-based and Model-based Methods for Monocular Video Sequences (하나의 비디오 입력을 위한 모습 기반법과 모델 사용법을 혼용한 사람 동작 추적법)

  • Park, Ji-Hun;Park, Sang-Ho;Aggarwal, J.K.
    • The KIPS Transactions:PartB
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    • v.10B no.6
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    • pp.657-664
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    • 2003
  • Reliable tracking of moving humans is essential to motion estimation, video surveillance and human-computer interface. This paper presents a new approach to human motion tracking that combines appearance-based and model-based techniques. Monocular color video is processed at both pixel level and object level. At the pixel level, a Gaussian mixture model is used to train and classily individual pixel colors. At the object level, a 3D human body model projected on a 2D image plane is used to fit the image data. Our method does not use inverse kinematics due to the singularity problem. While many others use stochastic sampling for model-based motion tracking, our method is purely dependent on nonlinear programming. We convert the human motion tracking problem into a nonlinear programming problem. A cost function for parameter optimization is used to estimate the degree of the overlapping between the foreground input image silhouette and a projected 3D model body silhouette. The overlapping is computed using computational geometry by converting a set of pixels from the image domain to a polygon in the real projection plane domain. Our method is used to recognize various human motions. Motion tracking results from video sequences are very encouraging.

Computational Analysis of Tumor Angiogenesis Patterns Using a Growing Brain Tumor Model

  • Shim, Eun-Bo;Kwon, Young-Keun;Ko, Hyung-Jong
    • International Journal of Vascular Biomedical Engineering
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    • v.2 no.1
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    • pp.17-24
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    • 2004
  • Tumor angiogenesis was simulated using a two-dimensional computational model. The equation that governed angiogenesis comprised a tumor angiogenesis factor (TAF) conservation equation in time and space, which was solved numerically using the Galerkin finite element method. The time derivative in the equation was approximated by a forward Euler scheme. A stochastic process model was used to simulate vessel formation and vessel elongation towards a paracrine site, i.e., tumor-secreted basic fibroblast growth factor (bFGF). In this study, we assumed a two-dimensional model that represented a thin (1.0 mm) slice of the tumor. The growth of the tumor over time was modeled according to the dynamic value of bFGF secreted within the tumor. The data used for the model were based on a previously reported model of a brain tumor in which four distinct stages (namely multicellular spherical, first detectable lesion, diagnosis, and death of the virtual patient) were modeled. In our study, computation was not continued beyond the 'diagnosis' time point to avoid the computational complexity of analyzing numerous vascular branches. The numerical solutions revealed that no bFGF remained within the region in which vessels developed, owing to the uptake of bFGF by endothelial cells. Consequently, a sharp, declining gradient of bFGF existed near the surface of the tumor. The vascular architecture developed numerous branches close to the tumor surface (the brush-border effect). Asymmetrical tumor growth was associated with a greater degree of branching at the tumor surface.

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The Studies of the Stochastic Duration and the Relationship between Futures and Forward Prices under the Arbitrage-free Interest rate Model (차익거래 기회가 없는 이자율 변동모형 하에서 확률적 평균만기 및 선물가격과 선도가격과의 관계에 관한 연구)

  • Kang, Byong-Ho;Choi, Jong-Yeon
    • The Korean Journal of Financial Management
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    • v.19 no.2
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    • pp.27-48
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    • 2002
  • 본 논문은 이자율의 기간 구조가 차익 거래의 기회가 없도록 움직일 때 새로운 평균만기 측 정치인 AR 평균만기(arbitrage-free duration)을 도출하고 선물가격과 선도가격과의 관계를 분석한다. 지금까지 평균만기에 관한 많은 연구들은 수익률 곡선이 특정한 형태로 이동한다는 가정 하에서 평균만기를 유도하고 이에 근거하여 채권가격의 변동치를 측정하고 있다. 본 논문에서는 기존의 평균만기의 가정을 완화한 AR 평균만기를 도출하였다. 여기서 제시하는 AR 평균만기는 기존의 Macaulay 평균만기를 포함하는 일반화한 측정치라고 할 수 있다. 아울러 본 논문에서는 선물가격과 선도가격사이에 존재하는 이론적 관계를 규명하고자 하였다. 선물가격은 선도가격에 비해 할인된 가격이라는 것을 보이고 이자율 변동위험이 선물가격의 할인정도에 미치는 영향을 모형화 하였다. 최근 들어 선물을 이용한 채권 면역화에 대한 실증연구에 관심이 지속적으로 증가하고 있다. 전통적 실증연구 방법론에서는 먼저, 선물가격과 기초채권 가격사이에 존재하는 분산-공분산 행렬을 추정한다. 그런 후 추정된 분산-공분산 행렬을 바탕으로 이자율 위험 헤징 전략을 수립한 후 이 전략에 대한 실증 분석을 수행하였다. 그러나, 전통적 접근법의 가장 큰 문제는 비안정적(non-stationary)인 분산-공분산 행렬을 적절히 고려할 수 없었다는 점이다. 따라서, 본 연구의 결과를 기반으로 하면 최적의 헷징 전략을 수립하기 위한 이론적 기틀을 수립할 수 있을 것이다.

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Stochastic identification of masonry parameters in 2D finite elements continuum models

  • Giada Bartolini;Anna De Falco;Filippo Landi
    • Coupled systems mechanics
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    • v.12 no.5
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    • pp.429-444
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    • 2023
  • The comprehension and structural modeling of masonry constructions is fundamental to safeguard the integrity of built cultural assets and intervene through adequate actions, especially in earthquake-prone regions. Despite the availability of several modeling strategies and modern computing power, modeling masonry remains a great challenge because of still demanding computational efforts, constraints in performing destructive or semi-destructive in-situ tests, and material uncertainties. This paper investigates the shear behavior of masonry walls by applying a plane-stress FE continuum model with the Modified Masonry-like Material (MMLM). Epistemic uncertainty affecting input parameters of the MMLM is considered in a probabilistic framework. After appointing a suitable probability density function to input quantities according to prior engineering knowledge, uncertainties are propagated to outputs relying on gPCE-based surrogate models to considerably speed up the forward problem-solving. The sensitivity of the response to input parameters is evaluated through the computation of Sobol' indices pointing out the parameters more worthy to be further investigated, when dealing with the seismic assessment of masonry buildings. Finally, masonry mechanical properties are calibrated in a probabilistic setting with the Bayesian approach to the inverse problem based on the available measurements obtained from the experimental load-displacement curves provided by shear compression in-situ tests.

Spatial Estimation of soil roughness and moisture from Sentinel-1 backscatter over Yanco sites: Artificial Neural Network, and Fractal

  • Lee, Ju Hyoung
    • Proceedings of the Korea Water Resources Association Conference
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    • 2020.06a
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    • pp.125-125
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    • 2020
  • European Space Agency's Sentinel-1 has an improved spatial and temporal resolution, as compared to previous satellite data such as Envisat Advanced SAR (ASAR) or Advanced Scatterometer (ASCAT). Thus, the assumption used for low-resolution retrieval algorithms used by ENVISAT ASAR or ASCAT is not applicable to Sentinel-1, because a higher degree of land surface heterogeneity should be considered for retrieval. The assumption of homogeneity over land surface is not valid any more. In this study, considering that soil roughness is one of the key parameters sensitive to soil moisture retrievals, various approaches are discussed. First, soil roughness is spatially inverted from Sentinel-1 backscattering over Yanco sites in Australia. Based upon this, Artificial Neural Networks data (feedforward multiplayer perception, MLP, Levenberg-Marquadt algorithm) are compared with Fractal approach (brownian fractal, Hurst exponent of 0.5). When using ANNs, training data are achieved from theoretical forward scattering models, Integral Equation Model (IEM). and Sentinel-1 measurements. The network is trained by 20 neurons and one hidden layer, and one input layer. On the other hand, fractal surface roughness is generated by fitting 1D power spectrum model with roughness spectra. Fractal roughness profile is produced by a stochastic process describing probability between two points, and Hurst exponent, as well as rms heights (a standard deviation of surface height). Main interest of this study is to estimate a spatial variability of roughness without the need of local measurements. This non-local approach is significant, because we operationally have to be independent from local stations, due to its few spatial coverage at the global level. More fundamentally, SAR roughness is much different from local measurements, Remote sensing data are influenced by incidence angle, large scale topography, or a mixing regime of sensors, although probe deployed in the field indicate point data. Finally, demerit and merit of these approaches will be discussed.

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