• 제목/요약/키워드: Hill Estimate

검색결과 46건 처리시간 0.021초

POT방법론을 이용한 자동차보험 손해율 추정 (Estimation of Car Insurance Loss Ratio Using the Peaks over Threshold Method)

  • 김수영;송종우
    • 응용통계연구
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    • 제25권1호
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    • pp.101-114
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    • 2012
  • 자동차보험의 손해율이란 지급보험금의 수입보험료에 대한 비율을 의미한다. 손해율이 매우 큰 값을 갖는 대형손실이 일어나는 경우에는 보험회사의 재무적인 부분에 큰 악영향을 미치게 된다. 따라서 보험회사가 이에 대비할 수 있도록 하기 위하여 손해율의 극단 분위수(extreme quantile)를 추정하는 것은 매우 중요한 일이다. 다른 종류의 보험 관련 데이터와 같이 손해율의 분포는 오른쪽으로 긴 꼬리를 갖는 두꺼운 꼬리분포(heavy-tailed distribution)를 갖는다. 이런 자료에서 극단 분위수룰 추정하기 위하여 가장 많이 사용되는 방법론은 POT(Peaks over threshold)와 Hill 추정(Hill estimation)이다. 본 논문에서는 일반화파레토분포(generalized Pareto distribution; GPD)의 다양한 모수추정방법론의 성능을 모의실험과 실제 손해율 데이터를 사용하여 비교, 분석하였다. 또한 Hill 추정치를 사용하여 극단 분위수를 추정하였다. 그 결과 대부분의 경우에 POT 방법론이 Hill 추정치를 이용한 방법보다 정확한 분위수를 추정하였고, 모수추정방법론 중에서는 MLE, Zhang, NLS-2 방법론이 가장 좋은 결과를 보여주었다.

하천망과 사면의 방향성 정량화 (Quantification of Directional Properties of Channel Network and Hill Slope)

  • 박창열;유철상
    • 대한토목학회논문집
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    • 제31권3B호
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    • pp.233-242
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    • 2011
  • 본 연구에서는 하천유역에서 사면과 하천망의 방향적 특성을 von Mises 분포를 이용하여 정량화하고, 그 둘 사이의 관계를 살펴보았다. 궁극적으로는 사면과 하천의 방향성이 일정한 관계를 갖는지, 이러한 특성이 강우-유출 모형에 고려될 수 있는지에 대해 살펴보았다. 대상유역인 내성천 유역에 적용한 결과, von Mises 분포는 하천망의 방향적 특성을 적절히 표현할 수 있음을 확인하였다. 또한 하천망의 방향성은 사면의 방향성과 뚜렷한 관계를 가지며, 고차 하천일수록 뚜렷한 mode 특성을 나타냄을 확인하였다. 본 연구의 결과는 하천과 사면의 방향성에 따른 유출응답 특성을 정량적으로 파악하는데 이용될 수 있을 것이다.

Wind-sand tunnel experiment on the windblown sand transport and sedimentation over a two-dimensional sinusoidal hill

  • Lorenzo Raffaele;Gertjan Glabeke;Jeroen van Beeck
    • Wind and Structures
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    • 제36권2호
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    • pp.75-90
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    • 2023
  • Turbulent wind flow over hilly terrains has been extensively investigated in the scientific literature and main findings have been included in technical standards. In particular, turbulent wind flow over nominally two-dimensional hills is often adopted as a benchmark to investigate wind turbine siting, estimate wind loading, and dispersion of particles transported by the wind, such as atmospheric pollutants, wind-driven rain, windblown snow. Windblown sand transport affects human-built structures and natural ecosystems in sandy desert and coastal regions, such as transport infrastructures and coastal sand dunes. Windblown sand transport taking place around any kind of obstacle is rarely in equilibrium conditions. As a result, the modelling of windblown sand transport over complex orographies is fundamental, even if seldomly investigated. In this study, the authors present a wind-sand tunnel test campaign carried out on a nominally two-dimensional sinusoidal hill. A first test is carried out on a flat sand fetch without any obstacle to assess sand transport in open field conditions. Then, a second test is carried out on the hill model to assess the sand flux overcoming the hill and the morphodynamic evolution of the sand sedimenting over its upwind slope. Finally, obtained results are condensed into a dimensionless parameter describing its sedimentation capability and compared with values resulting from other nominally two-dimensional obstacles from the literature.

TRACKING CONTROL DESIGN USING SLIDING MODE TECHNIQUES FOR SATELLITE FORMATION FLYING

  • Lim, Hyung-Chul;Bang, Hyo-Choong;Park, Kwan-Dong;Park, Pil-Ho
    • Journal of Astronomy and Space Sciences
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    • 제20권4호
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    • pp.365-374
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    • 2003
  • Satellite formation flying is currently an active area of research in the aerospace engineering. So it has been researched by various authors. In this study, a tracking controller using sliding mode techniques was designed to control a satellite for the satellite formation flying. In general, Hill's equations are used to describe the relative motion of the follower satellite with respect to the leader satellite. However the modified Hill's equations considering the $J_2$ perturbation were used for the design of sliding mode controller. The extended Kalman filter was applied to estimate the state vector based on the measurements of relative distance and velocity between two satellites. The simulation results show that the follower satellite tracks the desired trajectory well by thruster operations based on the sliding mode control law.

A musculotendon model including muscle fatigue

  • Jong kwang Lim;Nam, Moon-Hyon
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1998년도 제13차 학술회의논문집
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    • pp.352-355
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    • 1998
  • A musculotendon model is investigated to show muscle fatigue under the repeated functional electrical stimulation (FES). The normalized Hill-type model can predict the decline in muscle force. It consists of nonlinear activation and contraction dynamics including physiological concepts of muscle fatigue. A muscle fatigue as a function of the intracellular acidification, pHi is inserted into contraction dynamics to estimate the force decline. The computer simulation shows that muscle force declines in stimulation time and the change in the estimate of the optimal fiber length has an effect only on muscle time constant not on the steady-state tetanic force.

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형태계수의 Mixture Model을 이용한 입술 형태 표현과 입술 경계선 추출 (Lip Shape Representation and Lip Boundary Detection Using Mixture Model of Shape)

  • 장경식;이임건
    • 한국멀티미디어학회논문지
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    • 제7권11호
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    • pp.1531-1539
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    • 2004
  • 본 논문은 입술의 경계선을 효과적으로 추출하는 방법을 제안하였다. 입술 형태는 PDM(Point Distribution Model)과 주성분 분석법을 이용하여 표현하고 입술 경계선은 GLDM(Gray Level Distribution Model)을 기반으로 표현하였다 입술 경계선 추출은 모델에 대한 입력영상의 정확도에 대한 목적함수를 최적화하는 문제로 단순화하였으며, 최적화를 위해 다운힐 심플렉스(Down Hill Simplex) 알고리즘을 이용하였다. 탐색과정에서 지역 최소점으로 수렴하는 문제를 해결하기 위하여 입술 형태 모델의 형태계수를 GMM(Gaussian Mixture Model)을 이용하여 표현하였다. 형태계수에 대한 GMM을 이용하여 입술의 대략적인 형태를 찾고, 이때 사용된 mixture 성분을 이용하여 탐색과정에서 입술의 형태를 조정함으로써 지역 최소점에 수렴하여 입술의 정확한 위치를 찾지 못하는 문제점을 해결하였다. 여러 영상을 대상으로 실험하여 좋은 결과를 얻었다.

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무릎 관절각을 이용한 무릎 근육 길이와 모멘트 암 추정 (Estimation of Knee Muscle Length and Moment Arm Using Knee Joint Angle)

  • 이재강;남윤수
    • 산업기술연구
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    • 제28권A호
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    • pp.167-176
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    • 2008
  • Recently, lots of studies are performed in developing of active orthosis. Exact and simple muscle force estimation is important in developing orthosis which assists muscle force for disabled people or physical laborers. Hill-type muscle model dynamics is common method for estimation of muscle forces. In Hill-type muscle model, we must know muscle length and moment arm which largely affect muscle force. And several methods are proposed to estimate muscle length and moment arm using joint angle. In this study, we compared estimation results of those method with data from body model of opensim to find which method is exact for estimation of muscle length and moment arm.

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고분자복합재료 보강 콘크리트 압축부재의 응력-변형률 관계 해석 (Analysis of the Stress-Strain Relationship of Concrete Compression Members Strengthened by Composite Materials)

  • 이상호;장일영;김효진;나혁층
    • 한국콘크리트학회:학술대회논문집
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    • 한국콘크리트학회 1999년도 학회창립 10주년 기념 1999년도 가을 학술발표회 논문집
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    • pp.717-720
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    • 1999
  • Recently, the fiber composite materials such as carbon fiber, glass fiber, or aramid, have been frequently used in strengthening reinforced concrete structures. The fiber composite materials typically have orthotropic characteristic and the strength changes significantly acording to the direction of fibers and the method of the lamination. In this study, an algorithm to estimate the stress-strain relationship of the composite materials which have different fiber directions and symmetric or non-symmetric lamination has been developed by using Tsai-Hill and Tsai-Wu failure criteria and progressive laminate failure theory. This algorithm has been implemented to several stress-strain models for the laterally confined concrete compression members such as Mander, Hosotani, and Nakatsuka. The evaluated stress-strain behaviors by the different models are discussed.

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Controller Design using Sliding Mode Techniques for Satellite Formation Flying

  • Lim, Hyung-Chul;Bang, Hyo-Choong;Park, Kwan-Dong;Park, Pil-Ho;Jo, Jeong-Ho
    • 한국우주과학회:학술대회논문집(한국우주과학회보)
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    • 한국우주과학회 2003년도 한국우주과학회보 제12권2호
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    • pp.41-41
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    • 2003
  • Satellite formation flying is currently an active area of research in the aerospace engineering. There are many categories for this research such as the determination of initial conditions, formation keeping, configuration and reconfiguration. In this study, a tracking controller using sliding mode techniques is designed to control a satellite for the satellite formation flying. In general, Hill's equations are used to describe the relative motion of the follower satellite with respect to the leader satellite. But, the modified Hill's equations considering J2 perturbation were used for the design of sliding mode controller. Sliding mode control law causes the chattering phenomenon because it is a discontinuous control. Dead-zone was used to avoid the chattering. The Extended Kalman filter was applied to estimate the state vector based on the measurements of relative distance and velocity between two satellites.

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GIS를 이용한 3차원도로시뮬레이션에 관한 연구 (A Study on the Three Dimensional Road Design Technique Based on GIS Technique)

  • 권혁춘;이병걸
    • 한국환경과학회지
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    • 제13권6호
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    • pp.489-495
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    • 2004
  • The purpose of this research is to apply GIS(Geographic Information System) for the road simulation and find some benefits analysis for the design processes. The northern Jeju island was selected as a case study. The 1/5,000 digital map and GIS technique were used for optimum road design of the island based on Arc View software. Using this software we can get an overlay map by combination of hill shade map, slope map, aspect map, and building buffer map. Based on the overlay map, we designed the optimum road line and performed three dimensional simulation. From the results, we found that the developed three dimensional road simulation technique using GIS technique that was very useful tool to estimate the reasonable road design before the real road construction works.