• Journal of the Korean Data and Information Science Society
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• v.26 no.1
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• pp.261-269
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• 2015

Nowadays the application of change point analysis has been indispensable in a wide range of areas such as quality control, finance, environmetrics, medicine, geographics, and engineering. Identification of times where process changes would help minimize the consequences that might happen afterwards. The main objective of this paper is to compare the change-point detection capabilities of Bayesian estimate and maximum likelihood estimate. We applied Bayesian and maximum likelihood techniques to formulate change points having a step change and multiple number of change points in a Poisson rate. After a signal from c-chart and Poisson cumulative sum control charts have been detected, Monte Carlo simulation has been applied to investigate the performance of Bayesian and maximum likelihood estimation. Change point detection capacities of Bayesian and maximum likelihood estimation techniques have been investigated through simulation. It has been found that the Bayesian estimates outperforms standard control charts well specially when there exists a small to medium size of step change. Moreover, it performs convincingly well in comparison with the maximum like-lihood estimator and remains good choice specially in confidence interval statistical inference.

• Communications for Statistical Applications and Methods
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• v.31 no.5
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• pp.497-519
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• 2024

In reliability analysis, the probability P(Y < X) is significant because it denotes availability and dependability in a stress-strength model where Y and X are the stress and strength variables, respectively. In reliability theory, the inverse Lomax distribution is a well-established lifetime model, and the literature is developing inference techniques for its reliability attributes. In this article, we are interested in estimating the stress-strength reliability R = P(Y < X), where X and Y have an unknown common scale parameter and follow the inverse Lomax distribution. Using Bayesian and non-Bayesian approaches, we discuss this issue when both stress and strength are expressed in terms of lower record values. The parametric bootstrapping techniques of R are taken into consideration. The stress-strength reliability estimator is investigated using uniform and gamma priors with several loss functions. Based on the proposed loss functions, the reliability R is estimated using Bayesian analyses with Gibbs and Metropolis-Hasting samplers. Monte Carlo simulation studies and real-data-based examples are also performed to analyze the behavior of the proposed estimators. We analyze electrical insulating fluids, particularly those used in transformers, for data sets using the stress-strength model. In conclusion, as expected, the study's results showed that the mean squared error values decreased as the record number increased. In most cases, Bayesian estimates under the precautionary loss function are more suitable in terms of simulation conclusions than other specified loss functions.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.29 no.2B
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• pp.193-205
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• 2009

Typhoons occurred in the tropical Pacific region, these might be affected the Korea moving toward north. The strong winds and the heavy rains by the typhoons caused a natural disaster in Korea. In the research, the heavy rainfall events based on typhoons were evaluated quantitative through various statistical techniques. First, probability precipitation and typhoon probability precipitation were compared using frequency analysis. Second, EST probability precipitation was calculated by Empirical Simulation Techniques (EST). Third, NL probability precipitation was estimated by coupled Nonparametric monte carlo simulation and Locally weighted polynomial regression. At the analysis results, the typhoons can be effected Gangneung and Mokpo stations more than other stations. Conversely, the typhoons can be effected Seoul and Inchen stations less than other stations. Also, EST and NL probability precipitation were estimated by the long-term simulation using observed data. Consequently, major hydrologic structures and regions where received the big typhoons impact should be review necessary. Also, EST and NL techniques can be used for climate change by the global warming. Because, these techniques used the relationship between the heavy rainfall events and the typhoons characteristics.

• Journal of Radiation Protection and Research
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• v.39 no.4
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• pp.213-217
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• 2014

Medical operations and diagnosis using interventional radiology techniques have been increased. The management and monitoring of occupational radiation exposure to the staff of interventional radiology become important, specially because they stand in close proximity to the patient. The operational radiation protection quantity, Hp(10) which can be obtained from personal dosimeter do not always represent the effective dose to the staff. So, in this study, to estimate the critical organ doses to the staff of interventional radiology, Monte Carlo calculations with mathematical human phantom and dose measurements with personal dosimeters were carried out for the major interventional radiology procedures using C-arm. Results showed that the values of Hp(10) measured by personal dosimeters were higher than critical organ doses which were calculated. And the calculated dose to thyroids was much higher than those of other critical organ doses. For the proper radiation protection of the medical staff of interventional radiology, additional radiation protection for thyroids as well as for whole body shielding like wearing a lead apron should be considered.

• Journal of Advanced Navigation Technology
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• v.26 no.4
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• pp.185-194
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• 2022

Avionics equipment requires various environmental conditions and performance during development, and as a countermeasure against such development risk, the worst-case circuit analysis(WCCA) is applied to predict perform preliminary performance analysis. WCCA calculates the maximum and minimum values by combining the parameter values of the relevant circuit after deriving the parameter values in consideration of the aging of the temperature and operating period at the component level. In this paper, the necessary matters for WCCA application are described. Chapter 2 describes the differences and characteristics of the WCCA techniques EVA, RSS, and Monte Carlo.Chapter 3 introduces the analysis process through the example circuit to introduce the actual analysis procedure. Chapter 4 describes the method of selecting an analysis technique for each condition of the analysis target. As a result of applying the procedures and analysis methods introduced in this paper when open, it was confirmed that preliminary performance analysis and part optimization design verification are possible.

• Journal of Internet Computing and Services
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• v.25 no.2
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• pp.93-99
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• 2024

In this paper, we derive the Partial Differential Bond Price Equation (PDBPE) by using Ito's Lemma to determine the pricing of bond on term-structure of interest rate (TSIR) model with jump. From PDBPE, the Maclaurin series (MS) and the moment-generating function (MGF) for the exponential function are used to obtain a numerical solution (NS) of the bond prices. And an algorithm for determining bond prices using Monte Carlo Simulation (MCS) techniques is proposed, and the pricing of bond is determined through the simulation process. Comparing the results of the implementation of the above two pricing methods, the relative error (RE) is obtained, which means the ratio of NS and MCS. From the results, we can confirm that the RE is less than around 2.2%, which means that the pricing of bond can be predicted very accurately using the proposed algorithms as well as numerical analysis. Moreover, it was confirmed that the bond price obtained using the MS has a relatively smaller error than the pricing of bond obtained by using the MGF.

• Smart Structures and Systems
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• v.7 no.2
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• pp.153-167
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• 2011

The Subspace based System Identification Techniques (SSIT) have been very popular within the research circles in the last decade due to their proven superiority over the other existing system identification techniques. For operational (output only) modal analysis, the stochastic SSIT and for operational modal analysis in the presence of exogenous inputs, the combined deterministic stochastic SSIT have been used in the literature. This study compares the application of the two alternative techniques on a typical school building in Istanbul using 100 Monte Carlo simulations. The study clearly shows that the combined deterministic stochastic SSIT performs superior to the stochastic SSIT when the techniques are applied on noisy data from low to mid rise stiff structures.

• Computational Structural Engineering
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• v.4 no.2
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• pp.111-117
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• 1991

The analysis method calculating the mean and standard deviation for the eigenvalue of complicated structures in which the limit state equation is implicitly expressed is formulated and applied to the buckling analysis by combining probabilistic finite element method with direct differential method which is a kind of sensitivity analysis technique. Also, the probability of buckling failure is calculated by combining classical reliability techniques such a MVFOSM and AFOSM. As random variables external load, elastic modulus, sectional moment of inertia and member length are chosen and Parkinson's iteration algorithm in AFOSM is used. The accuracy of the results by this study is verified by comparing the results with the crude Monte Carlo simulation and Importance Sampling Method. Through the case study of some structures the important aspects of buckling reliability analysis are discussed.

• Structural Engineering and Mechanics
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• v.65 no.6
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• pp.751-760
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• 2018

Damages in concrete structures due to aging and other factors could be a serious and immense matter. Making the best selection of the most viable and practical repairing and strengthening techniques are relatively difficult tasks using traditional methods of structural analyses. This is due to the fact that the traditional methods used for assessing aging structure are not fully capable when considering the randomness in strength, loads and cost. This paper presents a reliability-based methodology for assessing reinforced concrete members. The methodology of this study is based on probabilistic analysis, using statistics of the random variables in the performance function equations. Principles of reliability updating are used in the assessment process, as new information is taken into account and combined with prior probabilistic models. The methodology can result in a reliability index ${\beta}$ that can be used to assess the structural component by comparing its value with a standard value. In addition, these methods result in partial safety factor values that can be used for the purpose of strengthening the R/C elements of the existing structure. Calculations and computations of the reliability indices and the partial safety factors values are conducted using the First-order Reliability Method and Monte Carlo simulation.

• Journal of The Korean Society of Agricultural Engineers
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• v.46 no.4
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• pp.25-36
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• 2004

This study was conducted to derive the design rainfall by the consecutive duration using the at-site frequency analysis. Using the errors, K-S tests and LH-moment ratios, Log Pearson type 3 (LP3) and Generalized Extreme Value (GEV) distributions of Gamma and Non-Gamma Family, respectively were identified as the optimal probability distributions among applied distributions. Parameters of GEV and LP3 distributions were estimated by the method of L and LH-moments and the Indirect method of moments respectively. Design rainfalls following the consecutive duration were derived by at-site frequency analysis using the observed and simulated data resulted from Monte Carlo techniques. Relative root-mean-square error (RRMSE) and relative efficiency (RE) in RRMSE for the design rainfall derived by at-site analysis in the observed and simulated data were computed and compared. It has shown that at-site frequency analysis by GEV distribution using L-moments is confirmed as more reliable than that of GEV and LP3 distributions using LH-moments and Indirect method of moments in view of relative efficiency.