• Title/Summary/Keyword: conditional probability model

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Numerical Investigations of Turbulent Piloted Non-Premixed Flames (난류 Pilot 비예혼합 화염장의 상세구조 해석)

  • Lee, Jeonwon;Jeon, Sangtae;Kim, Yongmo
    • 한국연소학회:학술대회논문집
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    • 2014.11a
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    • pp.185-186
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    • 2014
  • The multi-environment probability density function model has been applied to simulate the turbulent stratified premixed flames. The direct quadrature method of moments (DQMOM) has been adopted to solve the transport PDF equation due to its computational efficiency and robustness. The IEM mixing model is employed to represent the mixing process and the chemical mechanism is based on Gri 3.0 mechanism. Numerical results obtained in this study are precisely compared with experimental data in terms of unconditional and conditional means for scalar fields and velocity fields.

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Partially Observed Data in Spatial Autologistic Models with Applications to Area Prediction in the Plane

  • Kim, Young-Won;Park, Eun-Ha;Sun Y. Hwang
    • Journal of the Korean Statistical Society
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    • v.28 no.4
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    • pp.457-468
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    • 1999
  • Autologistic lattice process is used to model binary spatial data. A conditional probability is derived for the incomplete data where the lattice consists of partially yet systematically observed sites. This result, which is interesting in its own right, is in turn applied to area prediction in the plane.

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Simulation of a Diffusion Flame in Turbulent Mixing Layer by the Flame Hole Dynamics Model with Level-Set Method (Level-Set 방법이 적용된 Flame Hole Dynamics 모델을 통한 난류 혼합층 확산화염 모사)

  • Kim, Jun-Hong;Chung, S.H.;Ahn, K.Y.;Kim, J.S.
    • 한국연소학회:학술대회논문집
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    • 2004.06a
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    • pp.102-111
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    • 2004
  • Partial quenching structure of turbulent diffusion flames in a turbulent mixing layer is investigated by the method of flame hole dynamics to develope a prediction model for the turbulent lift off. The present study is specifically aimed to remedy the problem of the stiff transition of the conditioned partial burning probability across the crossover condition by adopting level-set method which describes propagating or retreating flame front with specified propagation speed. In light of the level-set simulations with two model problems for the propagation speed, the stabilizing conditions for a turbulent lifted flame are suggested. The flame hole dynamics combined with level-set method yields a temporally evolving turbulent extinction process and its partial quenching characteristics is compared with the results of the previous model employing the flame-hole random walk mapping. The probability to encounter reacting' state, conditioned with scalar dissipation rate, demonstrated that the conditional probability has a rather gradual transition across the crossover scalar dissipation rate in contrast to the stiff transition of resulted from the flame-hole random walk mapping and could be attributed to the finite response of the flame edge propagation.

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Estimating Probability of Mode Choice at Regional Level by Considering Spatial Association of Departure Place (출발지 공간 연관성을 고려한 지역별 수단선택확률 추정 연구)

  • Eom, Jin-Ki;Park, Man-Sik;Heo, Tae-Young
    • Journal of the Korean Society for Railway
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    • v.12 no.5
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    • pp.656-662
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    • 2009
  • In general, the analysis of travelers' mode choice behavior is accomplished by developing the utility functions which reflect individual's preference of mode choice according to their demographic and travel characteristics. In this paper, we propose a methodology that takes the spatial effects of individuals' departure locations into account in the mode choice model. The statistical models considered here are spatial logistic regression model and conditional autoregressive model taking a spatial association parameter into account. We employed the Bayesian approach in order to obtain more reliable parameter estimates. The proposed methodology allows us to estimate mode shares by departure places even though the survey does not cover all areas.

CCDP Evaluation of the Eire Areas in NPP Applying CEAST Model (II) (화재모델 CFAST를 이용한 원전 화재구역의 CCDP평가(II))

  • Lee Yoon-Hwan;Yang Joon-Eon;Kim Jong-Hoon;Kim Woon-Byung
    • Fire Science and Engineering
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    • v.19 no.3 s.59
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    • pp.20-27
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    • 2005
  • This paper evaluates the fire safety level of eight pump rooms in the nuclear power plant using a fire model, CFAST We estimate the Conditional Core Damage Probability (CCDP) of each room based on the analyzed results of CFAST Eight rooms located on the primary auxiliary building of the nuclear power plant are high pressure safety injection pump room A/B, low pressure safety injection pump room Am. containment sprdy pump room A/B, and motor-driven auxiliary feed water pump room A/B. The upper layer gas temperature of each room is estimated and the integrity of cable is reviewed. Based on the results, the integrity of the cable located at the upper part of compartment is maintained without thermal damage. The Conditional Core Damage Probability Is reduced to half of the old values. Accordingly, the fire safety assessment for eight pump rooms using the fire model will be capable of reducing the uncertainty and to develop a more realistic model.

Importance sampling with splitting for portfolio credit risk

  • Kim, Jinyoung;Kim, Sunggon
    • Communications for Statistical Applications and Methods
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    • v.27 no.3
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    • pp.327-347
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    • 2020
  • We consider a credit portfolio with highly skewed exposures. In the portfolio, small number of obligors have very high exposures compared to the others. For the Bernoulli mixture model with highly skewed exposures, we propose a new importance sampling scheme to estimate the tail loss probability over a threshold and the corresponding expected shortfall. We stratify the sample space of the default events into two subsets. One consists of the events that the obligors with heavy exposures default simultaneously. We expect that typical tail loss events belong to the set. In our proposed scheme, the tail loss probability and the expected shortfall corresponding to this type of events are estimated by a conditional Monte Carlo, which results in variance reduction. We analyze the properties of the proposed scheme mathematically. In numerical study, the performance of the proposed scheme is compared with an existing importance sampling method.

Simulation of a Diffusion Flame in Turbulent Mixing Layer by the Flame Hole Dynamics Model with Level-Set Method (Level-Set 방법이 적용된 Flame Hole Dynamics 모델을 통한 난류 혼합층 확산화염의 모사)

  • Kim, Jun-Hong;Chung, S.H.;Ahn, K.Y.;Kim, J.S.
    • Journal of the Korean Society of Combustion
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    • v.9 no.2
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    • pp.18-29
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    • 2004
  • Partial quenching structure of diffusion flames in a turbulent mixing layer has been investigated by the method of flame hole dynamics in oder to develope a prediction model for the phenomenon of turbulent flame lift off. The present study is specifically aimed to remedy the shortcoming of the stiff transition of the conditioned partial burning probability across the crossover condition by employing the level-set method which enables us to include the effect of finite flame edge propagation speed. In light of the level-set simulation results with two models for the edge propagation speed, the stabilizing conditions for turbulent lifted flame are suggested. The flame hole dynamics combined with the level-set method yields a temporally evolving turbulent extinction process and its partial quenching characteristics is compared with the results of the previous model employing the flame-hole random walk mapping based on three critical scalar dissipation rates. The probability to encounter reacting state, conditioned with scalar dissipation rate, demonstrated that the conditional probability has a rather gradual transition across the crossover scalar dissipation rate. Such a smooth transition is attributed to the finite response of the flame edge propagation.

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A Risk Evaluation Model of Power Distribution Line Using Bayesian Rule -Overhead Distribution System- (베이즈 규칙을 활용한 배전선로 위험도 평가모델 -가공배전분야-)

  • Joung, Jong-Man;Park, Yong-Woo
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.62 no.6
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    • pp.870-875
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    • 2013
  • After introducing diagnosis equipment power failure prevention activities for distribution system have become more active. To do facility diagnosis and maintenance work more efficiently we need to evaluate reliability for the system and should determine the priority line with appropriate criteria. Thus, to calculate risk factor for the power distribution line that are composed of many component facilities its historical failure events for the last 5 years are collected and analysed. The failure statics show that more than 60% of various failures are related to environment factors randomly and about 20% of the failures are refer to the aging. As a strategic evaluation system reflecting these environmental influence is needed, a system on the basis of the probabilistic approach related statical variables in terms of failure rate and failure probability of electrical components is proposed. The figures for the evaluation are derived from the field failure DB. With adopting Bayesian rule we can calculate easily about conditional probability query. The proposed evaluation system is demonstrated with model system and the calculated indices representing the properties of the model line are discussed.

Improving Recall for Context-Sensitive Spelling Correction Rules using Conditional Probability Model with Dynamic Window Sizes (동적 윈도우를 갖는 조건부확률 모델을 이용한 한국어 문맥의존 철자오류 교정 규칙의 재현율 향상)

  • Choi, Hyunsoo;Kwon, Hyukchul;Yoon, Aesun
    • Journal of KIISE
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    • v.42 no.5
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    • pp.629-636
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    • 2015
  • The types of errors corrected by a Korean spelling and grammar checker can be classified into isolated-term spelling errors and context-sensitive spelling errors (CSSE). CSSEs are difficult to detect and to correct, since they are correct words when examined alone. Thus, they can be corrected only by considering the semantic and syntactic relations to their context. CSSEs, which are frequently made even by expert wiriters, significantly affect the reliability of spelling and grammar checkers. An existing Korean spelling and grammar checker developed by P University (KSGC 4.5) adopts hand-made correction rules for correcting CSSEs. The KSGC 4.5 is designed to obtain very high precision, which results in an extremely low recall. Our overall goal of previous works was to improve the recall without considerably lowering the precision, by generalizing CSSE correction rules that mainly depend on linguistic knowledge. A variety of rule-based methods has been proposed in previous works, and the best performance showed 95.19% of average precision and 37.56% of recall. This study thus proposes a statistics based method using a conditional probability model with dynamic window sizes. in order to further improve the recall. The proposed method obtained 97.23% of average precision and 50.50% of recall.

Development of an Item Selection Method for Test-Construction by using a Relationship Structure among Abilities

  • Kim, Sung-Ho;Jeong, Mi-Sook;Kim, Jung-Ran
    • Communications for Statistical Applications and Methods
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    • v.8 no.1
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    • pp.193-207
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    • 2001
  • When designing a test set, we need to consider constraints on items that are deemed important by item developers or test specialists. The constraints are essentially on the components of the test domain or abilities relevant to a given test set. And so if the test domain could be represented in a more refined form, test construction would be made in a more efficient way. We assume that relationships among task abilities are representable by a causal model and that the item response theory (IRT) is not fully available for them. In such a case we can not apply traditional item selection methods that are based on the IRT. In this paper, we use entropy as an uncertainty measure for making inferences on task abilities and developed an optimal item selection algorithm which reduces most the entropy of task abilities when items are selected from an item pool.

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