• Journal of the Korean Mathematical Society
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• v.19 no.2
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• pp.87-95
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• 1983

• Journal of KIISE
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• v.42 no.6
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• pp.748-754
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• 2015

This paper proposes a sequential state estimation model consisting of continuous and discrete variables, as a way of generalizing all discrete-state factorial HMM, and gives a design of gait motion model based on the idea. The discrete state variable implements a Markov chain that models the gait dynamics, and for each state of the Markov chain, we created a Gaussian process over the space of the continuous variable. The Markov chain controls the switching among Gaussian processes, each of which models the rotation or various views of a gait state. Then a particle filter-based algorithm is presented to give an approximate filtering solution. Given an input vector sequence presented over time, this finds a trajectory that follows a Gaussian process and occasionally switches to another dynamically. Experimental results show that the proposed model can provide a very intuitive interpretation of video-based gait into a sequence of poses and a sequence of posture states.

• International Journal of Naval Architecture and Ocean Engineering
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• v.12 no.1
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• pp.755-767
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• 2020

A significant development has been made on a new fatigue damage model applicable to Gaussian wide band stress response spectra using numerical approximation methods such as data processing, time simulation, and regression analysis. So far, most of the alternative approximate models provide slightly underestimated or overestimated damage results compared with the rain-flow counting distribution. A more reliable approximate model that can minimize the damage differences between exact and approximate solutions is required for the practical design of ships and offshore structures. The present paper provides a detailed description of the development process of a new fatigue damage model. Based on the principle of the Gaussian wide band model, this study aims to develop the best approximate fatigue damage model. To obtain highly accurate damage distributions, this study deals with some prominent research findings, i.e., the moment of rain-flow range distribution MRR(n), the special bandwidth parameter μk, the empirical closed form model consisting of four probability density functions, and the correction factor QC. Sequential prerequisite data processes, such as creation of various stress spectra, extraction of stress time history, and the rain-flow counting stress process, are conducted so that these research findings provide much better results. Through comparison studies, the proposed model shows more reliable and accurate damage distributions, very close to those of the rain-flow counting solution. Several significant achievements and findings obtained from this study are suggested. Further work is needed to apply the new developed model to crack growth prediction under a random stress process in view of the engineering critical assessment of offshore structures. The present developed formulation and procedure also need to be extended to non-Gaussian wide band processes.

• Structural Engineering and Mechanics
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• v.28 no.4
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• pp.373-386
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• 2008

In this study stochastic analysis of non-linear dynamical systems under ${\alpha}$-stable, multiplicative white noise has been conducted. The analysis has dealt with a special class of ${\alpha}$-stable stochastic processes namely sub-Gaussian white noises. In this setting the governing equation either of the probability density function or of the characteristic function of the dynamical response may be obtained considering the dynamical system forced by a Gaussian white noise with an uncertain factor with ${\alpha}/2$- stable distribution. This consideration yields the probability density function or the characteristic function of the response by means of a simple integral involving the probability density function of the system under Gaussian white noise and the probability density function of the ${\alpha}/2$-stable random parameter. Some numerical applications have been reported assessing the reliability of the proposed formulation. Moreover a proper way to perform digital simulation of the sub-Gaussian ${\alpha}$-stable random process preventing dynamical systems from numerical overflows has been reported and discussed in detail.

• Journal of the Korean Mathematical Society
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• v.33 no.4
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• pp.813-822
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• 1996

Let ${W(t); 0 \leq t < \infty}$ be a standard Wiener process on a probability space $(\Omega, \Im , P)$.

• Journal of the Korean Data and Information Science Society
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• v.24 no.6
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• pp.1477-1488
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• 2013

In this study, we analyze the dependence structure of KOSPI and NYSE indices based on a two-step estimation procedure. In the rst step, we adopt ARMA-GARCH models with Gaussian mixture innovations for marginal processes. In the second step, time-varying copula parameters are estimated. By using these, we measure the dependence between the two returns with Kendall's tau and Spearman's rho. The two dependence measures for various copulas are illustrated.

• Proceedings of the Korean Information Science Society Conference
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• 2007.10a
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• pp.82-83
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• 2007

• Journal of Korean Society of Disaster and Security
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• v.10 no.1
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• pp.75-84
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• 2017

This study is concerned with the estimation of daily instantaneous maximum wind velocity in the meteorological major cities (selected each 17 points) during the yearly 1973-2016. The purpose of this paper is to present the turbulence statistic characteristics (probability distribution, correlation coefficient, turbulency intensity, shear velocity, roughness length, turbulence integral length, skewness, and kurtosis) of the daily instantaneous maximum wind velocity. In the processes of analysis, used observations data obtained at Korea Meteorological Adminstration (KMA). The estimation of non-Gaussian load effects for design applications has often been treated tacitly by invoking a conventional wind design load on the basis of Gaussian processes. This assumption breaks down when the instantaneous wind velocity processes exhibits non-Gaussianity. From the analysis results, the probability distribution of the daily instantaneous maximum wind velocity shows a very closed with non-Gaussian in the ensemble population 748, the correlation coefficient shows larger at inland area more than coastal area.

• The KIPS Transactions:PartC
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• v.11C no.5
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• pp.621-632
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• 2004

Recent measurement studies of real teletraffic data in modern telecommunication networks have shown that self-similar (or fractal) processes may provide better models of teletraffic in modern telecommunication networks than Poisson processes. If this is not taken into account, it can lead to inaccurate conclusions about performance of telecommunication networks. Thus, an important requirement for conducting simulation studies of telecommunication networks is the ability to generate long synthetic stochastic self-similar sequences. A new generator of pseu-do-random self-similar sequences, based on the fractional Gaussian nois and a wavelet transform, is proposed and analysed in this paper. Specifically, this generator uses Daubechies wavelets. The motivation behind this selection of wavelets is that Daubechies wavelets lead to more accurate results by better matching the self-similar structure of long range dependent processes, than other types of wavelets. The statistical accuracy and time required to produce sequences of a given (long) length are experimentally studied. This generator shows a high level of accuracy of the output data (in the sense of the Hurst parameter) and is fast. Its theoretical algorithmic complexity is 0(n).

• Composite Materials and Engineering
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• v.3 no.3
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• pp.201-220
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• 2021

In this study, potential of three machine learning techniques i.e., M5P, Support vector machines and Gaussian processes were evaluated to find the best algorithm for the prediction of flexural strength of concrete mix with steel fibre. The study comprises the comparison of results obtained from above-said techniques for given dataset. The dataset consists of 124 observations from past research studies and this dataset is randomly divided into two subsets namely training and testing datasets with (70-30)% proportion by weight. Cement, fine aggregates, coarse aggregates, water, super plasticizer/ high-range water reducer, steel fibre, fibre length and curing days were taken as input parameters whereas flexural strength of the concrete mix was taken as the output parameter. Performance of the techniques was checked by statistic evaluation parameters. Results show that the Gaussian process technique works better than other techniques with its minimum error bandwidth. Statistical analysis shows that the Gaussian process predicts better results with higher coefficient of correlation value (0.9138) and minimum mean absolute error (1.2954) and Root mean square error value (1.9672). Sensitivity analysis proves that steel fibre is the significant parameter among other parameters to predict the flexural strength of concrete mix. According to the shape of the fibre, the mixed type performs better for this data than the hooked shape of the steel fibre, which has a higher CC of 0.9649, which shows that the shape of fibers do effect the flexural strength of the concrete. However, the intricacy of the mixed fibres needs further investigations. For future mixes, the most favorable range for the increase in flexural strength of concrete mix found to be (1-3)%.