• Title/Summary/Keyword: Maximum likelihood analysis

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Performance Analysis of Maximum-Likelihood Code Acquisition Technique for Preamble Search in CDMA Reverse Link (CDMA 역방향 링크에서의 프리앰블 탐색을 위한 최대우도 동기획득 방식의 성능 분석)

  • 박형래;강법주
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.21 no.1
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    • pp.161-174
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    • 1996
  • Addressed in this paper is performance analysis of the maximum-likelihood code acquisition technique for slotted-mode preamble search in the CDMA reverse link. The probabilities of detection, miss, and false alarm are derived analytically for a multiple $H_{1}$ cell case in a frequency-selective Rayleigh fading channel, based on the statics of the CDMA noncoherent demodulator output. the probability density function of the decision variable consisting of successive demodulator outputs is also derived by considering the fading characteristics of the received signal for both single and dual antenna cases. The performance of the code acquisition technique is evaluated numerically with an emphasis on investigating the effects of post-detection integration, fading rate, and antenna diversity on the detection performance.

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The Classification of U.T Defects in the Pressure Vessel Weld using the Pattern Recognition Analysis (형상인식을 이용한 압력용기 용접부 결함 특성 분류)

  • Shim, C.M.;Joo, Y.S.;Hong, S.S.;Jang, K.O.
    • Journal of the Korean Society for Nondestructive Testing
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    • v.13 no.2
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    • pp.11-19
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    • 1993
  • It is very essential to get the accurate classification of defects in primary pressure vessel weld for the safety of nuclear power plant. The signal analysis using the digital signal processing and pattern recognition is performed to classify UT defects extracting feature vector from ultrasonic signals. The minimum distance classifier and the maximum likelihood classifier based on statistics were applied in this experiment to discriminate ultrasonics data obtained form both the training specimens (slit, hole) and the testing specimens(crack, slag). The classification rate was measured using pattern classifier. Results of this study show the promise in solving the many flaw classification problems that exist today.

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A Study on Efficient Topography Classification of High Resolution Satelite Image (고해상도 위성영상의 효율적 지형분류기법 연구)

  • Lim, Hye-Young;Kim, Hwang-Soo;Choi, Joon-Seog;Song, Seung-Ho
    • Journal of Korean Society for Geospatial Information Science
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    • v.13 no.3 s.33
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    • pp.33-40
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    • 2005
  • The aim of remotely sensed data classification is to produce the best accuracy map of the earth surface assigning each pixel to its appropriate category of the real-world. The classification of satellite multi-spectral image data has become tool for generating ground cover map. Many classification methods exist. In this study, MLC(Maximum Likelihood Classification), ANN(Artificial neural network), SVM(Support Vector Machine), Naive Bayes classifier algorithms are compared using IKONOS image of the part of Dalsung Gun, Daegu area. Two preprocessing methods are performed-PCA(Principal component analysis), ICA(Independent Component Analysis). Boosting algorithms also performed. By the combination of appropriate feature selection pre-processing and classifier, the best results were obtained.

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Directional conditionally autoregressive models (방향성을 고려한 공간적 조건부 자기회귀 모형)

  • Kyung, Minjung
    • The Korean Journal of Applied Statistics
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    • v.29 no.5
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    • pp.835-847
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    • 2016
  • To analyze lattice or areal data, a conditionally autoregressive (CAR) model has been widely used in the eld of spatial analysis. The spatial neighborhoods within CAR model are generally formed using only inter-distance or boundaries between regions. Kyung and Ghosh (2010) proposed a new class of models to accommodate spatial variations that may depend on directions. The proposed model, a directional conditionally autoregressive (DCAR) model, generalized the usual CAR model by accounting for spatial anisotropy. Properties of maximum likelihood estimators of a Gaussian DCAR are discussed. The method is illustrated using a data set of median property prices across Greater Glasgow, Scotland, in 2008.

Reliability Modeling and Analysis for a Unit with Multiple Causes of Failure (다수의 고장 원인을 갖는 기기의 신뢰성 모형화 및 분석)

  • Baek, Sang-Yeop;Lim, Tae-Jin;Lie, Chang-Hoon
    • Journal of Korean Institute of Industrial Engineers
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    • v.21 no.4
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    • pp.609-628
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    • 1995
  • This paper presents a reliability model and a data-analytic procedure for a repairable unit subject to failures due to multiple non-identifiable causes. We regard a failure cause as a state and assume the life distribution for each cause to be exponential. Then we represent the dependency among the causes by a Markov switching model(MSM) and estimate the transition probabilities and failure rates by maximum likelihood(ML) method. The failure data are incomplete due to masked causes of failures. We propose a specific version of EM(expectation and maximization) algorithm for finding maximum likelihood estimator(MLE) under this situation. We also develop statistical procedures for determining the number of significant states and for testing independency between state transitions. Our model requires only the successive failure times of a unit to perform the statistical analysis. It works well even when the causes of failures are fully masked, which overcomes the major deficiency of competing risk models. It does not require the assumption of stationarity or independency which is essential in mixture models. The stationary probabilities of states can be easily calculated from the transition probabilities estimated in our model, so it covers mixture models in general. The results of simulations show the consistency of estimation and accuracy gradually increasing according to the difference of failure rates and the frequency of transitions among the states.

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Design wind speed prediction suitable for different parent sample distributions

  • Zhao, Lin;Hu, Xiaonong;Ge, Yaojun
    • Wind and Structures
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    • v.33 no.6
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    • pp.423-435
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    • 2021
  • Although existing algorithms can predict wind speed using historical observation data, for engineering feasibility, most use moment methods and probability density functions to estimate fitted parameters. However, extreme wind speed prediction accuracy for long-term return periods is not always dependent on how the optimized frequency distribution curves are obtained; long-term return periods emphasize general distribution effects rather than marginal distributions, which are closely related to potential extreme values. Moreover, there are different wind speed parent sample types; how to theoretically select the proper extreme value distribution is uncertain. The influence of different sampling time intervals has not been evaluated in the fitting process. To overcome these shortcomings, updated steps are introduced, involving parameter sensitivity analysis for different sampling time intervals. The extreme value prediction accuracy of unknown parent samples is also discussed. Probability analysis of mean wind is combined with estimation of the probability plot correlation coefficient and the maximum likelihood method; an iterative estimation algorithm is proposed. With the updated steps and comparison using a Monte Carlo simulation, a fitting policy suitable for different parent distributions is proposed; its feasibility is demonstrated in extreme wind speed evaluations at Longhua and Chuansha meteorological stations in Shanghai, China.

Static Wind Fragility Analysis of an Extradosed Bridge (엑스트라도즈드교의 정적 풍하중 취약도 분석)

  • Kim, Doo Kie;Kim, Dong Hyawn;Seo, Hyeong Yeol;Lee, Chang Ju
    • Journal of the Korea institute for structural maintenance and inspection
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    • v.11 no.5
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    • pp.107-113
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    • 2007
  • This study presents fragility curves for the wind fragility analysis of a six-span extradosed bridge. The loads and corresponding load combinations are calculated using domestic design codes. Random variables are utilized to considering the uncertainties of the input variables for wind loads. The fragility curve is represented as a log-normal distribution function, in which two parameters are estimated by the maximum likelihood method. The results show that the extradosed bridge is safe to suffer static wind forces.

COMPOUNDED METHOD FOR LAND COVERING CLASSIFICATION BASED ON MULTI-RESOLUTION SATELLITE DATA

  • HE WENJU;QIN HUA;SUN WEIDONG
    • Proceedings of the KSRS Conference
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    • 2005.10a
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    • pp.116-119
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    • 2005
  • As to the synthetical estimation of land covering parameters or the compounded land covering classification for multi-resolution satellite data, former researches mainly adopted linear or nonlinear regression models to describe the regression relationship of land covering parameters caused by the degradation of spatial resolution, in order to improve the retrieval accuracy of global land covering parameters based on 1;he lower resolution satellite data. However, these methods can't authentically represent the complementary characteristics of spatial resolutions among different satellite data at arithmetic level. To resolve the problem above, a new compounded land covering classification method at arithmetic level for multi-resolution satellite data is proposed in this .paper. Firstly, on the basis of unsupervised clustering analysis of the higher resolution satellite data, the likelihood distribution scatterplot of each cover type is obtained according to multiple-to-single spatial correspondence between the higher and lower resolution satellite data in some local test regions, then Parzen window approach is adopted to derive the real likelihood functions from the scatterplots, and finally the likelihood functions are extended from the local test regions to the full covering area of the lower resolution satellite data and the global covering area of the lower resolution satellite is classified under the maximum likelihood rule. Some experimental results indicate that this proposed compounded method can improve the classification accuracy of large-scale lower resolution satellite data with the support of some local-area higher resolution satellite data.

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A study on a tendency of parameters for nonstationary distribution using ensemble empirical mode decomposition method (앙상블 경험적 모드분해법을 활용한 비정상성 확률분포형의 매개변수 추세 분석에 관한 연구)

  • Kim, Hanbeen;Kim, Taereem;Shin, Hongjoon;Heo, Jun-Haeng
    • Journal of Korea Water Resources Association
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    • v.50 no.4
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    • pp.253-261
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    • 2017
  • A lot of nonstationary frequency analyses have been studied in recent years as the nonstationarity occurs in hydrologic time series data. In nonstationary frequency analysis, various forms of probability distributions have been proposed to consider the time-dependent statistical characteristics of nonstationary data, and various methods for parameter estimation also have been studied. In this study, we aim to introduce a parameter estimation method for nonstationary Gumbel distribution using ensemble empirical mode decomposition (EEMD); and to compare the results with the method of maximum likelihood. Annual maximum rainfall data with a trend observed by Korea Meteorological Administration (KMA) was applied. As a result, both EEMD and the method of maximum likelihood selected an appropriate nonstationary Gumbel distribution for linear trend data, while the EEMD selected more appropriate nonstationary Gumbel distribution than the method of maximum likelihood for quadratic trend data.

Derivation of Probable Rainfall Intensity Formula at Masan District (마산지방 확률강우강도식의 유도)

  • Kim, Ji-Hong;Bae, Deg-Hyo
    • Journal of Wetlands Research
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    • v.2 no.1
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    • pp.49-58
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    • 2000
  • The frequency analysis of annual maximum rainfall data and the derivation of probable rainfall intensity formula at Masan station are performed in this study. Based on the eight different rainfall duration data from 10 minutes to 24 hours, eight types of probability distribution (Gamma, Lognormal, Log-Pearson type III, GEV, Gumbel, Log-Gumbel, Weibull, and Wakeby distributions), three types of parameter estimation scheme (moment, maximum likelihood and probability weighted methods) and three types of goodness-of-fit test (${\chi}^2$, Kolmogorov-Smirnov and Cramer von Mises tests) were considered to find an appropriate probability distribution at Masan station. The Lognormal-2 distribution was selected and the probable rainfall intensity formula was derived by regression analysis. The derived formula can be used for estimating rainfall quantiles of the Masan vicinity areas with convenience and reliability in practice.

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