• Title/Summary/Keyword: Probabilistic Distribution Model

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SHM-based probabilistic representation of wind properties: statistical analysis and bivariate modeling

  • Ye, X.W.;Yuan, L.;Xi, P.S.;Liu, H.
    • Smart Structures and Systems
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    • v.21 no.5
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    • pp.591-600
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    • 2018
  • The probabilistic characterization of wind field characteristics is a significant task for fatigue reliability assessment of long-span railway bridges in wind-prone regions. In consideration of the effect of wind direction, the stochastic properties of wind field should be represented by a bivariate statistical model of wind speed and direction. This paper presents the construction of the bivariate model of wind speed and direction at the site of a railway arch bridge by use of the long-term structural health monitoring (SHM) data. The wind characteristics are derived by analyzing the real-time wind monitoring data, such as the mean wind speed and direction, turbulence intensity, turbulence integral scale, and power spectral density. A sequential quadratic programming (SQP) algorithm-based finite mixture modeling method is proposed to formulate the joint distribution model of wind speed and direction. For the probability density function (PDF) of wind speed, a double-parameter Weibull distribution function is utilized, and a von Mises distribution function is applied to represent the PDF of wind direction. The SQP algorithm with multi-start points is used to estimate the parameters in the bivariate model, namely Weibull-von Mises mixture model. One-year wind monitoring data are selected to validate the effectiveness of the proposed modeling method. The optimal model is jointly evaluated by the Bayesian information criterion (BIC) and coefficient of determination, $R^2$. The obtained results indicate that the proposed SQP algorithm-based finite mixture modeling method can effectively establish the bivariate model of wind speed and direction. The established bivariate model of wind speed and direction will facilitate the wind-induced fatigue reliability assessment of long-span bridges.

A meso-scale approach to modeling thermal cracking of concrete induced by water-cooling pipes

  • Zhang, Chao;Zhou, Wei;Ma, Gang;Hu, Chao;Li, Shaolin
    • Computers and Concrete
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    • v.15 no.4
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    • pp.485-501
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    • 2015
  • Cooling by the flow of water through an embedded cooling pipe has become a common and effective artificial thermal control measure for massive concrete structures. However, an extreme thermal gradient induces significant thermal stress, resulting in thermal cracking. Using a mesoscopic finite-element (FE) mesh, three-phase composites of concrete namely aggregate, mortar matrix and interfacial transition zone (ITZ) are modeled. An equivalent probabilistic model is presented for failure study of concrete by assuming that the material properties conform to the Weibull distribution law. Meanwhile, the correlation coefficient introduced by the statistical method is incorporated into the Weibull distribution formula. Subsequently, a series of numerical analyses are used for investigating the influence of the correlation coefficient on tensile strength and the failure process of concrete based on the equivalent probabilistic model. Finally, as an engineering application, damage and failure behavior of concrete cracks induced by a water-cooling pipe are analyzed in-depth by the presented model. Results show that the random distribution of concrete mechanical parameters and the temperature gradient near water-cooling pipe have a significant influence on the pattern and failure progress of temperature-induced micro-cracking in concrete.

Study on Time and Spatial Distribution of Typhoon Storms (태풍성(颱風性) 강우(降雨)의 시공간(時空間) 분포(分布)에 관(關)한 연구(硏究))

  • Yoon, Kyung-Duck;Suh, Seung-Duk
    • Current Research on Agriculture and Life Sciences
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    • v.15
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    • pp.53-67
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    • 1997
  • The objective of this study is to provide with the hydro-meteological and probabilistic characteristics of the storms of typhoons that have been passed through the Korean peninsula during the last twenty-three years since 1961. The paths and intensities of the typhoons were analyzed. Fifty weather stations were selected and the rainfall data during typhoon periods were collected. Rainfall data were analyzed for the patterns and probabilistic distributions. The results were presented to describe the areal distributions of probabilistic characteristics. The results obtained from this study can be summarized as follows: 1. The most frequent typhoon path that has passed through the Korean peninsula was type E, followed by types CWE, W, WE, and S. The most frequent typhoon intensity was type B, followed by A, super A, and e types, respectively. 2. The third quartile typhoon rainfall patterns appear most frequently followed by the second, first, and last quartiles, respectively, in Seoul, Pusan, Taegu, Kwangju and Taejon. The single typhoon rainfalls with long rainfall durations tended to show delayed type rainfall patterns predominantly compared to the single rainfalls with short rainfall durations. 3. The most frequent probabilistic distribution of typhoon rainfall event is Pearson type-III, followed by Two-parameter lognormal distribution, and Type-I extremal distribution. 4. The most frequent probability distribution model of seashore location was Pearson type-III distribution. The most frequent probability distribution model of inland location was two parameter lognormal distribution.

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Development of a New Numerical Analysis Method for Nodal Probabilistic Production Cost Simulation (각 부하지점별 확률론적 발전비용 산정을 위한 수치해석적 방법의 개발)

  • Kim, Hong-Sik;Mun, Seung-Pil;Choe, Jae-Seok;No, Dae-Seok;Cha, Jun-Min
    • The Transactions of the Korean Institute of Electrical Engineers A
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    • v.50 no.9
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    • pp.431-439
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    • 2001
  • This Paper illustrates a new numerical analysis method using a nodal effective load model for nodal probabilistic production cost simulation of the load point in a composite power system. The new effective load model includes capacities and uncertainties of generators as well as transmission lines. The CMELDC(composite power system effective load duration curve) based on the new effective load model at HLll(Hierarchical Level H) has been developed also. The CMELDC can be obtained from convolution integral processing of the outage capacity probabilistic distribution function of the fictitious generator and the original load duration curve given at the load point. It is expected that the new model for the CMELDC proposed in this study will provide some solutions to many problems based on nodal and decentralized operation and control of an electric power systems under competition environment in future. The CMELDC based on the new model at HLll will extend the application areas of nodal probabilistic production cost simulation, outage cost assessment and reliability evaluation etc. at load points. The characteristics and effectiveness of this new model are illustrated by a case study of MRBTS(Modified Roy Billinton Test System).

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A study on the Pattern Recognition of the EMG signals using Neural Network and Probabilistic modal for the two dimensional Motions described by External Coordinate (신경회로망과 확률모델을 이용한 2차원운동의 외부좌표에 대한 EMG신호의 패턴인식에 관한 연구)

  • Jang, Young-Gun;Kwon, Jang-Woo;Hong, Seung-Hong
    • Proceedings of the KOSOMBE Conference
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    • v.1991 no.05
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    • pp.65-70
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    • 1991
  • A hybrid model which uses a probabilistic model and a MLP(multi layer perceptron) model for pattern recognition of EMG(electromyogram) signals is proposed in this paper. MLP model has problems which do not guarantee global minima of error due to learning method and have different approximation grade to bayesian probabilities due to different amounts and quality of training data, the number of hidden layers and hidden nodes, etc. Especially in the case of new test data which exclude design samples, the latter problem produces quite different results. The error probability of probabilistic model is closely related to the estimation error of the parameters used in the model and fidelity of assumtion. Generally, it is impossible to introduce the bayesian classifier to the probabilistic model of EMG signals because of unknown priori probabilities and is estimated by MLE(maximum likelihood estimate). In this paper we propose the method which get the MAP(maximum a posteriori probability) in the probabilistic model by estimating the priori probability distribution which minimize the error probability using the MLP. This method minimize the error probability of the probabilistic model as long as the realization of the MLP is optimal and approximate the minimum of error probability of each class of both models selectively. Alocating the reference coordinate of EMG signal to the outside of the body make it easy to suit to the applications which it is difficult to define and seperate using internal body coordinate. Simulation results show the benefit of the proposed model compared to use the MLP and the probabilistic model seperately.

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Design of Probabilistic Model for Optimum Manpower Planning in R&D Department (연구개발 부문 적정인력 산정을 위한 확률적 모형설계에 관한 연구)

  • Kim, ChongMan;Ahn, JungJin;Kim, ByungSoo
    • Journal of Korean Society for Quality Management
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    • v.41 no.1
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    • pp.149-162
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    • 2013
  • Purpose: The purpose of this study was to design of a probabilistic model for optimum manpower planning in R&D department by Montecarlo simulation. Methods: We investigate the process and the requirement of manpower planning and scheduling in R&D department. The empirical distributions of necessary time and manpower for R&D projects are developed. From the empirical distributions, we can estimate a probability distribution of optimum manpower in R&D department. A simulation method of estimating the probability distribution of optimum manpower is considered. It is a useful tool for obtaining the sum, the variance and other statistics of the distributions. Results: The real industry cases are given and the properties of the model are investigated by Montecarlo Simulation. we apply the model to the research laboratory of the global company, and investigate and compensate the weak points of the model. Conclusion: The proposed model provides various and correct information such as average, variance, percentile, minimum, maximum and so on. A decision maker of a company can easily develop the future plan and the task of researchers may be allocated properly. we expect that the productivity can be improved by this study. The results of this study can be also applied to other areas including shipbuilding, construction, and consulting areas.

PROBABILISTIC MEASUREMENT OF RISK ASSOCIATED WITH INITIAL COST ESTIMATES

  • Seokyon Hwang
    • International conference on construction engineering and project management
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    • 2013.01a
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    • pp.488-493
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    • 2013
  • Accurate initial cost estimates are essential to effective management of construction projects where many decisions are made in the course of project management by referencing the estimates. In practice, the initial estimates are frequently derived from historical actual cost data, for which standard distribution-based techniques are widely applied in the construction industry to account for risk associated with the estimates. This approach assumes the same probability distribution of estimate errors for any selected estimates. This assumption, however, is not always satisfied. In order to account for the probabilistic nature of estimate errors, an alternative method for measuring the risk associated with a selected initial estimate is developed by applying the Bayesian probability approach. An application example include demonstrates how the method is implemented. A hypothesis test is conducted to reveal the robustness of the Bayesian probability model. The method is envisioned to effectively complement cost estimating methods that are currently in use by providing benefits as follows: (1) it effectively accounts for the probabilistic nature of errors in estimates; (2) it is easy to implement by using historical estimates and actual costs that are readily available in most construction companies; and (3) it minimizes subjective judgment by using quantitative data only.

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Bayesian Model for Probabilistic Unsupervised Learning (확률적 자율 학습을 위한 베이지안 모델)

  • 최준혁;김중배;김대수;임기욱
    • Journal of the Korean Institute of Intelligent Systems
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    • v.11 no.9
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    • pp.849-854
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    • 2001
  • GTM(Generative Topographic Mapping) model is a probabilistic version of the SOM(Self Organizing Maps) which was proposed by T. Kohonen. The GTM is modelled by latent or hidden variables of probability distribution of data. It is a unique characteristic not implemented in SOM model, and, therefore, it is possible with GTM to analyze data accurately, thereby overcoming the limits of SOM. In the present investigation we proposed a BGTM(Bayesian GTM) combined with Bayesian learning and GTM model that has a small mis-classification ratio. By combining fast calculation ability and probabilistic distribution of data of GTM with correct reasoning based on Bayesian model, the BGTM model provided improved results, compared with existing models.

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Existence Condition for the Stationary Ergodic New Laplace Autoregressive Model of order p-NLAR(p)

  • Kim, Won-Kyung;Lynne Billard
    • Journal of the Korean Statistical Society
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    • v.26 no.4
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    • pp.521-530
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    • 1997
  • The new Laplace autoregressive model of order 2-NLAR92) studied by Dewald and Lewis (1985) is extended to the p-th order model-NLAR(p). A necessary and sufficient condition for the existence of an innovation sequence and a stationary ergodic NLAR(p) model is obtained. It is shown that the distribution of the innovation sequence is given by the probabilistic mixture of independent Laplace distributions and a degenrate distribution.

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A study on the damage process of fatigue crack growth using the stochastic model (확률적모델을 이용한 피로균열성장의 손상과정에 관한 연구)

  • Lee, Won Suk;Cho, Kyu Seoung;Lee, Hyun Woo
    • Journal of the Korean Society for Precision Engineering
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    • v.13 no.10
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    • pp.130-138
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    • 1996
  • In general, the scattler is observed in fatigue test data due to the nonhomogeneity of a material. Consequently. It is necessary to use the statistical method to describe the fatigue crack growth process precisely. Bogdanoff and Kozin suggested and developed the B-model which is the probabilistic models of cumulative damage using the Markov process in order to describe the damage process. But the B-model uses only constant probability ratior(r), so it is not consistent with the actual damage process. In this study, the r-decreasing model using a monotonic decreasing function is introduced to improve the B-model. To verify the model, thest data of fatigue crack growth of A12024-T351 and A17075-T651 are used. Compared with the empirical distribution of test data, the distribution from the r-decreasing model is satisfactory and damage process is well described from the probabilistic and physical viewpoint.

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