• Communications for Statistical Applications and Methods
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• v.14 no.2
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• pp.345-353
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• 2007

A Bayesian estimation of the Nakagami-m fading parameter is developed. Bayesian estimation is performed by Gibbs sampling, including adaptive rejection sampling. A Monte Carlo study shows that the Bayesian estimators proposed outperform any other estimators reported elsewhere in the sense of bias, variance, and root mean squared error.

• Journal of the Korean Data and Information Science Society
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• v.10 no.2
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• pp.465-472
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• 1999

We considered a bootstrap method for constructing confidenc intervals for a one parameter model using multinomial sampling. The convergence rates or the proposed bootstrap method are calculated for model-based maximum likelihood estimators(MLE) using multinomial sampling. Monte Carlo simulation was used to compare the performance of bootstrap methods with normal approximations in terms of the average coverage probability criterion.

• Journal of the Korean Society of Hazard Mitigation
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• v.9 no.5
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• pp.93-102
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• 2009

A prediction of streamflow based on multi-objective function is presented to check the performance of Probability Distributed Model(PDM) in Miho stream basin, Chungcheongbuk-do, Korea. PDM is a lumped conceptual rainfall runoff model which has been widely used for flood prevention activities in UK Environmental Agency. The Monte Carlo Analysis Toolkit(MCAT) is a numerical analysis tools based on population sampling, which allows evaluation of performance, identifiability, regional sensitivity and etc. PDM is calibrated for five model parameters by using MCAT. The results show that the performance of model parameters(cmax and k(q)) indicates high identifiability and the others obtain equifinality. In addition, the multi-objective function is applied to PDM for seeking suitable model parameters. The solution of the multi-objective function consists of the Pareto solution accounting to various trade-offs between the different objective functions considering properties of hydrograph. The result indicated the performance of model and simulated hydrograph are acceptable in terms on Nash Sutcliffe Effciency*(=0.035), FSB(=0.161), and FDBH(=0.809) to calibration periods, validation periods as well.

• Journal of Radiation Industry
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• v.17 no.4
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• pp.345-357
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• 2023

Nuclear forensics has been understood as a mendatory component in the international society for nuclear material control and non-proliferation verification. Radiochronometry of nuclear activities for nuclear forensics are decay series characteristics of nuclear materials and the Bateman equation to estimate when nuclear materials were purified and produced. Radiochronometry values have uncertainty of measurement due to the uncertainty factors in the estimation process. These uncertainties should be calculated using appropriate evaluation methods that are representative of the accuracy and reliability. The IAEA, US, and EU have been researched on radiochronometry and uncertainty of measurement, although the uncertainty calculation method using the Bateman equation is limited by the underestimation of the decay constant and the impossibility of estimating the age of more than one generation, so it is necessary to conduct uncertainty calculation research using computer simulation such as Monte Carlo method. This highlights the need for research using computational simulations, such as the Monte Carlo method, to overcome these limitations. In this study, we have analyzed mathematical models and the LHS (Latin Hypercube Sampling) methods to enhance the reliability of radiochronometry which is to develop an uncertainty algorithm for nuclear material radiochronometry using Bateman Equation. We analyzed the LHS method, which can obtain effective statistical results with a small number of samples, and applied it to algorithms that are Monte Carlo methods for uncertainty calculation by computer simulation. This was implemented through the MATLAB computational software. The uncertainty calculation model using mathematical models demonstrated characteristics based on the relationship between sensitivity coefficients and radiative equilibrium. Computational simulation random sampling showed characteristics dependent on random sampling methods, sampling iteration counts, and the probability distribution of uncertainty factors. For validation, we compared models from various international organizations, mathematical models, and the Monte Carlo method. The developed algorithm was found to perform calculations at an equivalent level of accuracy compared to overseas institutions and mathematical model-based methods. To enhance usability, future research and comparisons·validations need to incorporate more complex decay chains and non-homogeneous conditions. The results of this study can serve as foundational technology in the nuclear forensics field, providing tools for the identification of signature nuclides and aiding in the research, development, comparison, and validation of related technologies.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.38C no.10
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• pp.852-857
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• 2013

In this paper we propose a design algorithm for nonbinary LDPC (low-density parity-check) codes with low error-floors. The proposed algorithm determines the nonbinary values of the nonzero entries in the parity-check matrix in order to maximize the binary minimum distance of the designed nonbinary LDPC codes. We verify the performance of the designed nonbinary LDPC codes in the error-floor region by Monte Carlo simulation and importance sampling over BPSK (binary phase-shift keying) modulation.

• The Journal of The Korea Institute of Intelligent Transport Systems
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• v.22 no.2
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• pp.64-79
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• 2023

This study reviewed the process of applying the Monte Carlo simulation technique to the traffic allocation problem of metropolitan subways. The analysis applied the assumption of a normal distribution in which the travel time information of the inter-station sample is the basis of the probit model. From this, the average and standard deviation are calculated by separating the traffic between stations. A plan was proposed to apply the simulation with the weights of the in-vehicle time of individual links and the walking and dispatch interval of transfer. Long-distance traffic with a low number of samples of 50 or fewer was evaluated as a way to analyze the characteristics of similar traffic. The research results were reviewed in two directions by applying them to the Seoul Metropolitan Subway Network. The travel time between single stations on the Seolleung-Seongsu route was verified by applying random sampling to the in-vehicle time and transfer time. The assumption of a normal distribution was accepted for sample sizes of more than 50 stations according to the inter-station traffic sample of the entire Seoul Metropolitan Subway. For long-distance traffic with samples numbering less than 50, the minimum distance between stations was 122Km. Therefore, it was judged that the sample deviation equality was achieved and the inter-station mean and standard deviation of the transport card data for stations at this distance could be applied.

• Wind and Structures
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• v.22 no.1
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• pp.17-41
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• 2016

To address the uncertainty of the flight trajectories caused by the turbulence and gustiness of the wind field over the roof and in the wake of a building, a 3-D probabilistic trajectory model of flat-type wind-borne debris is developed in this study. The core of this methodology is a 6 degree-of-freedom deterministic model, derived from the governing equations of motion of the debris, and a Monte Carlo simulation engine used to account for the uncertainty resulting from vertical and lateral gust wind velocity components. The influence of several parameters, including initial wind speed, time step, gust sampling frequency, number of Monte Carlo simulations, and the extreme gust factor, on the accuracy of the proposed model is examined. For the purpose of validation and calibration, the simulated results from the 3-D probabilistic trajectory model are compared against the available wind tunnel test data. Results show that the maximum relative error between the simulated and wind tunnel test results of the average longitudinal position is about 20%, implying that the probabilistic model provides a reliable and effective means to predict the 3-D flight of the plate-type wind-borne debris.

• The Transactions of the Korean Institute of Electrical Engineers P
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• v.55 no.2
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• pp.57-61
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• 2006

This paper calculates and gives the analysis of mean energy in pure $SiH_4,\;Ar-SiH_4$ mixture gases ($SiH_4-0.5[%],\;5[%]$) over the range of $E/N =0.01{\sim}300[Td]$, p = 0.1, 1, 5.0 [Torr] by Monte Carlo the Backward prolongation method of the Boltzmann equation using computer simulation without using expensive equipment. The results have been obtained by using the electron collision cross sections by TOF, PT, SST sampling, compared with the experimental data determined by the other author. It also proved the reliability of the electron collision cross sections and shows the practical values of computer simulation. The calculations of electron swarm parameters require the knowledge of several collision cross-sections of electron beam. Thus, published momentum transfer, ionization, vibration, attachment, electronic excitation, and dissociation cross-sections of electrons for $SiH_4$ and Ar, were used. The differences of the transport coefficients of electrons in $SiH_4$, mixtures of $SiH_4$ and Ar, have been explained by the deduced energy distribution functions for electrons and the complete collision cross-sections for electrons. A two-term approximation of the Boltzmann equation analysis and Monte Carlo simulation have been used to study electron transport coefficients.

• Nuclear Engineering and Technology
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• v.50 no.3
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• pp.439-445
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• 2018

Experimental measurements of the response of $BF_3$ detector to a 3 Ci Am-Be neutron source for three different reflecting materials, i.e., aluminum, wood, and Perspex of varying thicknesses have been carried out. The varying contribution of wall effect to the response due to change in active volume of the detector has also been determined experimentally. Then, a Monte Carlo code has been developed for the calculation of the neutron response function of the $BF_3$ detector using source biasing and importance sampling. This code simulates the $BF_3$ detector response exposed to the neutron field in a three-dimensional source, detector, and reflecting medium configurations. The results of simulation have been compared with the corresponding experimental measurements and are found to be in good agreement. The experimental neutron albedo measurements for various values of Perspex thickness show saturating behavior, and results agree very well with the data obtained by Monte Carlo simulation.

• Journal of Information Processing Systems
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• v.15 no.2
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• pp.331-343
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• 2019

Dynamic thermal rating of the overhead transmission lines is affected by many uncertain factors. The ambient temperature, wind speed and wind direction are the main sources of uncertainty. Measurement uncertainty is an important parameter to evaluate the reliability of measurement results. This paper presents the uncertainty analysis based on Monte Carlo. On the basis of establishing the mathematical model and setting the probability density function of the input parameter value, the probability density function of the output value is determined by probability distribution random sampling. Through the calculation and analysis of the transient thermal balance equation and the steady- state thermal balance equation, the steady-state current carrying capacity, the transient current carrying capacity, the standard uncertainty and the probability distribution of the minimum and maximum values of the conductor under 95% confidence interval are obtained. The simulation results indicate that Monte Carlo method can decrease the computational complexity, speed up the calculation, and increase the validity and reliability of the uncertainty evaluation.