• Proceedings of the Korean Society of Soil and Groundwater Environment Conference
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• 2003.04a
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• pp.82-85
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• 2003

강원도 춘천시 신북읍 유포리 연구지역의 지하수의 NO$_3$-N 2차원 공간 분포를 정의하기 위하여 지구통계학적 해석 방법인 sequential Gaussian simulation(SGS)을 이용하였다. 원자료의 공간적 clustering을 제거하기 위하여 cell declustering을 수행한 후 normal score 변환을 거친 후 variogram 분석과 모델링을 수행하였다. Exponential, gaussian, spherical variogram model에 대한 각각의 nugget, range, sill을 정의하여 SGS에 이용하였다. SGS에 의해 도출된 결과들은 모두 동일한 결과를 나타낸다. 또한 관측 자료의 분포와 주 오염원의 분포와 상응하는 모델링 결과를 나타내는 것으로 보아 SGS를 이용한 농촌지역 지하수내 NO$_3$-N의 공간적 오염 분포 영상화가 매우 유용하게 활용될 수 있을 것으로 판단된다.

• Tunnel and Underground Space
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• v.16 no.2 s.61
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• pp.135-145
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• 2006

In this study, conditional simulation was conducted to estimate rock mass rating(RMR) in unsurveyed regions. Sequential Gaussian simulation(SGS) and sequential indicator simulation(SIS) were applied for estimating RMR from the bore hole logging data. The uncertainty of SGS and SIS was verified by sample cross validation. A subset composed of 5 bore hole logging data among the original 30 bore hole logging data was set aside as test data. The remainder was training data. The quality of SGS and SIS estimation on the testing data reflects how well it would perform in an unsupervised setting. SGS and SIS were useful stochastic methods to estimate the spatial distribution of rock mass classes correctly and assess the uncertainty of estimation quantitatively. The result of conditional simulation can offer useful information of rock mass classes such as RMR in unsurveyed regions.

• Smart Structures and Systems
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• v.17 no.4
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• pp.611-629
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• 2016

This study presents a new approach of surrogate modeling for time-consuming finite element analysis. A surrogate model is widely used to reduce the computational cost under an iterative computational analysis. Although a variety of the methods have been widely investigated, there are still difficulties in surrogate modeling from a practical point of view: (1) How to derive optimal design of experiments (i.e., the number of training samples and their locations); and (2) diagnostics of the surrogate model. To overcome these difficulties, we propose a sequential surrogate modeling based on Gaussian process model (GPM) with self-adaptive sampling. The proposed approach not only enables further sampling to make GPM more accurate, but also evaluates the model adequacy within a sequential framework. The applicability of the proposed approach is first demonstrated by using mathematical test functions. Then, it is applied as a substitute of the iterative finite element analysis to Monte Carlo simulation for a response uncertainty analysis under correlated input uncertainties. In all numerical studies, it is successful to build GPM automatically with the minimal user intervention. The proposed approach can be customized for the various response surfaces and help a less experienced user save his/her efforts.

• Journal of Institute of Control, Robotics and Systems
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• v.18 no.3
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• pp.285-294
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• 2012

Using bearing measurement only, target motion state is not directly obtained so that TMA (Target Motion Analysis) is needed for this situation. TMA is a nonlinear estimation technique used in passive SONAR systems. Also it is the one of important techniques for underwater combat management systems. TMA can be divided to two parts: batch estimation and sequential estimation. It is preferable to use sequential estimation for reducing computational load as well as adaptively to target maneuvers, batch estimation is still required to attain target initial state vector for convergence of sequential estimation. Selection of batch time interval which depends on observability is critical in TMA performance. Batch estimation in general utilizes predetermined batch time interval. In this paper, we propose a new method called the BTIS (Batch Time Interval and Initial State Estimation). The proposed BTIS estimates target initial status and determines the batch time interval sequentially by using a bank of GMM-TS (Gaussian Mixture Measurement-Track Splitting) filters. The performance of the proposal method is verified by a Monte Carlo simulation study.

• Communications for Statistical Applications and Methods
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• v.28 no.5
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• pp.563-582
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• 2021

This paper deals with developing a general class of accelerated sequential procedures and obtaining the associated second-order approximations for the expected sample size and 'regret' (difference between the risks of the proposed accelerated sequential procedure and the optimum fixed sample size procedure) function. We establish that the estimation problems based on various lifetime distributions can be tackled with the help of the proposed class of accelerated sequential procedures. Extensive simulation analysis is presented in support of the accuracy of our proposed methodology using the Pareto distribution and a real data set on carbon fibers is also analyzed to demonstrate the practical utility. We also provide the brief details of some other inferential problems which can be seen as the applications of the proposed class of accelerated sequential procedures.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.9 no.6
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• pp.1341-1345
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• 2005

Sequential Monte Carlo techniques are a set of powerful and versatile simulation-based methods to perform optimal state estimation in nonlinear non-Gaussian state-space models. We can use Monte Carlo particle filters adaptively, i.e. so that they simultaneously estimate the parameters and the signal. However, Sequential Monte Carlo techniques require the use of special panicle filtering techniques which suffer from several drawbacks. We consider here an alternative approach combining particle filtering and Sequential Hybrid Monte Carlo. We give some examples of applications in fisheries(luespotted mud hopper data).

• Economic and Environmental Geology
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• v.30 no.5
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• pp.493-498
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• 1997

The purpose of this study is to develop geostatistical model for evaluating the abundance of deep-sea manganese nodule. The abundance data used in this study were obtained from the KODOS (Korea Deep Ocean Study) area. The variation of nodule abundance was very high within short distance, while sampling methods was very limited. As the distribution of nodule abundance showed non-gaussian, indicator simulation method was used instead of conditional simulation method and/or ordinary kriging. The abundance data were encoded into a series of indicators with 6 cutoff values. They were used to estimate the conditional probability distribution function (cpdf) of the nodule abundance at any unsampled location. The standardized indicator variogram models were obtained according to variogram analysis. This SIS method had the advantage over other traditional techniques such as the turning bands method and ordinary kriging. The estimating values by indicator conditional simulation near high abundance area were more detailed than by ordinary kriging and indicator kriging. They also showed better spatial characteristics of distribution of nodule abundance.

• Geophysics and Geophysical Exploration
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• v.16 no.4
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• pp.257-267
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• 2013

3-D ore modeling was performed to understand the configuration of ore bodies by integrated analysis of borehole and geophysical data in iron-mine area. Five representative indices of rocks were designated, which were obtained from geological survey and borehole. The five indices of rocks were geostatistically simulated by Sequential Indicator Simulation method to delineate boundary of the ore bodies. And Ordinary Kriging and Sequential Gaussian Simulation was applied to make secondary information using resistivity data from magnetotellurics and DC resistivity survey, and this information was used for simple kriging with local varying means, one of integrated kriging techniques. From the correlation analysis between each properties, it was found that high grade of ore is characterized by increased density, whereas the electrical resistivity decreases. With the integrated results of geophysical and borehole data, it was also found that the real configuration of ore body was similar to the modeled result and information about ore grade in 3-D space was obtained.

• Journal of Advanced Marine Engineering and Technology
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• v.35 no.8
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• pp.1132-1140
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• 2011

When the offshore wind power plant is planned to construct, it is important for the wind farm site to figure out the distribution of the weak soil layers that might cause subsidence by the impact of the external moment from the wind plant's load and an oscillating wind load. Coring test is the optimistic method to figure out weak soil layers, but this method have some problem such as condition of the in-situ or economical limitation. In order to make up for the weak points in coring test, the researches using the geostatistics methods is actually done. In this study, setting a fixed coastal area that offshore wind plants construct firstly and Estimation of distribution on the thickness of the weak soil layer through the geostatistic method is conducted. The weak soil layer is sorted by result of the Standard penetration test, geostatistic method is used to ordinary kring and sequential gaussian simulation and compared to both method's result. As a results of study, we found that both methods show similar estimations of deep weak soil layer and we could evaluate quantitatively the uncertainty of the result.

• Journal of the Korean earth science society
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• v.23 no.1
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• pp.15-29
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• 2002

Bayesian inversion for gravity and resistivity data was performed to investigate the cavity structure appearing as a lava tunnel in Cheju Island, Korea. Dipole-dipole DC resistivity data were proposed for a prior information of gravity data and we applied the geostatistical techniques such as kriging and simulation algorithms to provide a prior model information and covariance matrix in data domain. The inverted resistivity section gave the indicator variogram modeling for each threshold and it provided spatial uncertainty to give a prior PDF by sequential indicator simulations. We also presented a more objective way to make data covariance matrix that reflects the state of the achieved field data by geostatistical technique, cross-validation. Then Gaussian approximation was adopted for the inference of characteristics of the marginal distributions of model parameters and Broyden update for simple calculation of sensitivity matrix and SVD was applied. Generally cavity investigation by geophysical exploration is difficult and success is hard to be achieved. However, this exotic multiple interpretations showed remarkable improvement and stability for interpretation when compared to data-fit alone results, and suggested the possibility of diverse application for Bayesian inversion in geophysical inverse problem.