• Title/Summary/Keyword: Random Value

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Application of Probability Density Function in SFEM and Corresponding Limit Value (추계론적 유한요소해석에서의 확률밀도함수 사용과 수렴치)

  • Noh Hyuk-Chun
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2006.04a
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    • pp.857-864
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    • 2006
  • Due to the difficulties in numerical generation of random fields that satisfy not only the probabilistic distribution but the spectral characteristics as well. it is relatively hard to find an exact response variability of a structural response with a specific random field which has its features in the spatial and spectral domains. In this study. focusing on the fact that the random field assumes a constant over the domain under consideration when the correlation distance tends to infinity, a semi-theoretical solution of response variability is proposed for in-plane and plate bending structures. In this procedure, the probability density function is used directly resulting in a semi-exact solution for the random field in the state of random variable. It is particularly noteworthy that the proposed methodology provides response variability for virtually any type of probability density functions.

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A Distribution of Terminal Time Value and Running Maximum of Two-Dimensional Brownian Motion with an Application to Barrier Option

  • Lee, Hang-Suck
    • Proceedings of the Korean Statistical Society Conference
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    • 2003.10a
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    • pp.73-78
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    • 2003
  • This presentation derives a distribution function of the terminal value and running maximum of two-dimensional Brownian motion {X(t) = (X$_1$(t), X$_2$(T))', t > 0}. One random variable of the joint distribution is the terminal time value of the Brownian motion {X$_1$(t), t > 0}. The other random variable is the partial-time running maximum of the Brownian motion {X$_2$(t), t > 0}. With this distribution function, this presentation also derives an explicit pricing formula for a barrier option whose monitoring period of the option starts at an arbitrary date and ends at another arbitrary date before maturity.

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Random vibration of multispan Timoshenko frames due to a moving load

  • Wang, Rong-Tyai;Lin, Jin-Sheng
    • Structural Engineering and Mechanics
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    • v.6 no.6
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    • pp.673-691
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    • 1998
  • In this paper, an analytic method to examine the random vibration of multispan Timoshenko frames due to a concentrated load traversing at a constant velocity is presented. A load's magnitude is a stationary process in time with a constant mean value and a variance. Two types of variances of this load are considered: white noise process and cosine process. The effects of both velocity and statistical characteristics of load and span number of the frame on both the mean value and variance of deflection and moment of the structure are investigated. Results obtained from a multispan Timoshenko frame are compared with those of a multispan Bernoulli-Euler frame.

The effective noise reduction method in infrared image using bilateral filter based on median value

  • Park, Chan-Geun;Choi, Byung-In
    • Journal of the Korea Society of Computer and Information
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    • v.21 no.12
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    • pp.27-33
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    • 2016
  • In this paper, we propose the bilateral filter based on median value that can reduce random noise and impulse noise with minimal loss of contour information. In general, EO / IR camera to generate a random or impulse noise due to a number of reasons. This noise reduces the performance of detecting and tracking by signal processing. To reduce noise, our proposed bilateral filter sorts the values of the target pixel and the peripheral pixels, and extracts a median filter coefficients of the Gaussian type. Then to extract the Gaussian filter coefficient involved with the distance between the center pixel and the surrounding pixels. As using those filter coefficients, our proposed method can remove the various noise effectively while minimizing the loss of the contour information. To validate our proposed method, we present experimental results for several IR images.

A Study on Pre-Service Teachers' Understanding of Random Variable (확률변수 개념에 대한 예비교사의 이해)

  • Choi, Jiseon;Yun, Yong Sik;Hwang, Hye Jeang
    • School Mathematics
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    • v.16 no.1
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    • pp.19-37
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    • 2014
  • This study investigated the degree of understanding pre-service teachers' random variable concept, based on the attention and the importance for developing pre-service teachers' ability on statistical reasoning in statistics education. To accomplish this, the subject of this study was 70 pre-service teachers belonged to three universities respectively. The teachers were given to 7 tasks on random variable and requested to solve them in 40 minutes. The tasks consisted of three contents in large; 1) one was on the definition of random variables, 2) the other was on the understanding of random variables in different/diverse conditions, and 3) another was on problem solving relevant to random variable concept. The findings are as follows. First, while 20% of pre-service teachers understood the definition of random variable correctly, most teachers could not distinguish between random variable and variable or probability. Second, there was a significant difference in understanding random variables in different/diverse conditions. Namely, the degree of understanding on the continuous random variable was superior to that of discrete random variable and also the degree of understanding on the equal distribution was superior to that of unequality distribution. Third, three types of problems relevant to random variable concept dealt with in this study were finding a sample space and an elementary event, and finding a probability value. In result, the teachers responded to the problem on finding a probability value most correctly and on the contrary to this, they had the mot difficulty in solving the problem on finding a sample space.

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THE GENERALIZED RATIO-OF-UNIFORM METHOD

  • Chung, Youn-Shik;Lee, Sang-Jeen
    • Journal of applied mathematics & informatics
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    • v.4 no.2
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    • pp.469-476
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    • 1997
  • In this paper we present a random number generation method which is one of the rejection methods, To accelerate ratio-of-uniform method we use an efficiency variable γ. After finding the optimal value of γwith respect to interesting distribution with pro-portional density random numbers can be generated in acceleration.

Bootstrap Confidence Intervals for Reliability in 1-way ANOVA Random Model

  • Dal Ho Kim;Jang Sik Cho
    • Communications for Statistical Applications and Methods
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    • v.3 no.1
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    • pp.87-99
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    • 1996
  • We construct bootstrap confidence intervals for reliability, R= P{X>Y}, where X and Y are independent normal random variables. One way ANOVA random effect models are assumed for the populations of X and Y, where standard deviations $\sigma_{x}$ and $\sigma_{y}$ are unequal. We investigate the accuracy of the proposed bootstrap confidence intervals and classical confidence intervals work better than classical confidence interval for small sample and/or large value of R.

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Image Restoration Algorithm using Weighted Switching Filter for Remove Random-Valued Impulse Noise (랜덤 임펄스 잡음을 제거하기 위한 가중치 스위칭 필터를 이용한 영상 복원 알고리즘)

  • Cheon, Bong-Won;Kim, Nam-Ho
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.24 no.5
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    • pp.609-615
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    • 2020
  • In the modern society, the use of digital equipment is increasing along with the 4th industrial revolution, and the importance of image and signal processing is increasing. At the same time, research on noise reduction is being actively conducted. In this paper, we propose a switching filter algorithm for random-valued impulse noise cancellation. The proposed algorithm obtains the threshold value by determining the noise level present in the image, and threshold value is compared with the difference between the input pixel value and the reference value, and is used in the weight switching process of the filter. The final output of the filter is estimated by applying a pixel weight and a modified weight median filter according to the switching, and obtains a final output by comparing the estimated value with the input pixel value. To evaluate the performance of the proposed algorithm, we compared it with the existing methods using simulation and PSNR.

Construction of an Internet of Things Industry Chain Classification Model Based on IRFA and Text Analysis

  • Zhimin Wang
    • Journal of Information Processing Systems
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    • v.20 no.2
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    • pp.215-225
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    • 2024
  • With the rapid development of Internet of Things (IoT) and big data technology, a large amount of data will be generated during the operation of related industries. How to classify the generated data accurately has become the core of research on data mining and processing in IoT industry chain. This study constructs a classification model of IoT industry chain based on improved random forest algorithm and text analysis, aiming to achieve efficient and accurate classification of IoT industry chain big data by improving traditional algorithms. The accuracy, precision, recall, and AUC value size of the traditional Random Forest algorithm and the algorithm used in the paper are compared on different datasets. The experimental results show that the algorithm model used in this paper has better performance on different datasets, and the accuracy and recall performance on four datasets are better than the traditional algorithm, and the accuracy performance on two datasets, P-I Diabetes and Loan Default, is better than the random forest model, and its final data classification results are better. Through the construction of this model, we can accurately classify the massive data generated in the IoT industry chain, thus providing more research value for the data mining and processing technology of the IoT industry chain.

Stochastic ship roll motion via path integral method

  • Cottone, G.;Paola, M. Di;Ibrahim, R.;Pirrotta, A.;Santoro, R.
    • International Journal of Naval Architecture and Ocean Engineering
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    • v.2 no.3
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    • pp.119-126
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    • 2010
  • The response of ship roll oscillation under random ice impulsive loads modeled by Poisson arrival process is very important in studying the safety of ships navigation in cold regions. Under both external and parametric random excitations the evolution of the probability density function of roll motion is evaluated using the path integral (PI) approach. The PI method relies on the Chapman-Kolmogorov equation, which governs the response transition probability density functions at two close intervals of time. Once the response probability density function at an early close time is specified, its value at later close time can be evaluated. The PI method is first demonstrated via simple dynamical models and then applied for ship roll dynamics under random impulsive white noise excitation.