• Title/Summary/Keyword: discrete probability distribution

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다수의 동일한 입력원을 갖는 ATM Multiplexer의 정확한 셀 손실 확률 분석

  • Choi, Woo-Yong;Jun, Chi-Hyuck
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 1995.04a
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    • pp.435-444
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    • 1995
  • We propose a new approach to the calculation of the exact cells loss probability in a shared buffer ATM multiplexer, which is loaded with homogeneous discrete-time ON-OFF sources. Renewal cycles are identified in regard to the state of input sources and the buffer state on each renewal circle is modelled as a K(shared buffer size)-state Markov chain. We also analyze the behavior of queue build-up at the shared buffer whose distribution together with the steady-state probabilities of the Markov chain leads to the exact cell loss probability. Our approach to obtaining the exact cell loss probability seems to be more efficient than most of other existing ones since our underlying Markov chain has less number of states.

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Online Probability Density Estimation of Nonstationary Random Signal using Dynamic Bayesian Networks

  • Cho, Hyun-Cheol;Fadali, M. Sami;Lee, Kwon-Soon
    • International Journal of Control, Automation, and Systems
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    • v.6 no.1
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    • pp.109-118
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    • 2008
  • We present two estimators for discrete non-Gaussian and nonstationary probability density estimation based on a dynamic Bayesian network (DBN). The first estimator is for off line computation and consists of a DBN whose transition distribution is represented in terms of kernel functions. The estimator parameters are the weights and shifts of the kernel functions. The parameters are determined through a recursive learning algorithm using maximum likelihood (ML) estimation. The second estimator is a DBN whose parameters form the transition probabilities. We use an asymptotically convergent, recursive, on-line algorithm to update the parameters using observation data. The DBN calculates the state probabilities using the estimated parameters. We provide examples that demonstrate the usefulness and simplicity of the two proposed estimators.

The impact of artificial discrete simulation of wind field on vehicle running performance

  • Wu, Mengxue;Li, Yongle;Chen, Ning
    • Wind and Structures
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    • v.20 no.2
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    • pp.169-189
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    • 2015
  • To investigate the effects of "sudden change" of wind fluctuations on vehicle running performance, which is caused by the artificial discrete simulation of wind field, a three-dimensional vehicle model is set up with multi-body dynamics theory and the vehicle dynamic responses in crosswind conditions are obtained in time domain. Based on Hilbert Huang Transform, the effects of simulation separations on time-frequency characteristics of wind field are discussed. In addition, the probability density distribution of "sudden change" of wind fluctuations is displayed, addressing the effects of simulation separation, mean wind speed and vehicle speed on the "sudden change" of wind fluctuations. The "sudden change" of vehicle dynamic responses, which is due to the discontinuity of wind fluctuations on moving vehicle, is also analyzed. With Principal Component Analysis, the comprehensive evaluation of vehicle running performance in crosswind conditions at different simulation separations of wind field is investigated. The results demonstrate that the artificial discrete simulation of wind field often causes "sudden change" in the wind fluctuations and the corresponding vehicle dynamic responses are noticeably affected. It provides a theoretical foundation for the choice of a suitable simulation separation of wind field in engineering application.

Measure of Effectiveness for Detection and Cumulative Detection Probability (탐지효과도 및 누적탐지확률)

  • Cho, Jung-Hong;Kim, Jea Soo;Lim, Jun-Seok;Park, Ji-Sung
    • Journal of the Korea Institute of Military Science and Technology
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    • v.15 no.5
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    • pp.601-614
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    • 2012
  • Since the optimized use of sonar systems available for detection is a very practical problem for a given ocean environment, the measure of mission achievability is needed for operating the sonar system efficiently. In this paper, a theory on Measure Of Effectiveness(MOE) for specific mission such as detection is described as the measure of mission achievability, and a recursive Cumulative Detection Probability(CDP) algorithm is found to be most efficient from comparing three CDP algorithms for discrete glimpses search to reduce computation time and memory for complicated scenarios. The three CDPs which are MOE for sonar-maneuver pattern are calculated as time evolves for comparison, based on three different formula depending on the assumptions as follows; dependent or independent glimpses, unimodal or non-unimodal distribution of Probability of Detection(PD) as a function of observation time interval for detection. The proposed CDP algorithm which is made from unimodal formula is verified and applied to OASPP(Optimal Acoustic Search Path Planning) with complicated scenarios.

Semiparametric Evaluation of Environmental Goods: Local Linear Model Approach

  • Jeong, Ki-Ho
    • Journal of the Korean Data and Information Science Society
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    • v.14 no.2
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    • pp.209-216
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    • 2003
  • Contingent valuation method (CVM) is a main evaluation method of nonmarket goods for which markets either do not exist at all or do exist only incompletely; an example is environmental good. A dichotomous choice approach, the most popular type of CVM in environmental economics, employs binary discrete choice models as statistical estimation models. In this paper, we propose a semiparametric dichotomous choice CVM method using local linear model of Fan and Gijbels (1996) in which probability distribution of error term is specified parametrically but latent structural function is specified nonparametrically. The computation procedures of the proposed method are illustrated with a simple design of simulations.

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A Simulation Model for the performance of process using SIMAN Language in Flexible Manufacturing Systems (유연생산체제에서 SIMAN을 이용한 공정의 수행도 평가를 위한 시뮬레이션 모형)

  • 강영식;함효준
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.20 no.44
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    • pp.153-161
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    • 1997
  • This paper has proposed the modelling by simulation in order to evaluate the performance of process through discrete event simulation using SIMAN language in flexible manufacturing systems. The production system is assumed to be a job shop type of system under the batch production of discrete products. In this paper, the input data is the workstation(process) time, the number of workstation(process), a probability distribution, the number of simulation runs. Also, transient period is considered. In the case study, this paper deals with three products in real flexible manufacturing systems. Finally, a number of simulation runs were executed under different experimental conditions to obtain preliminary statistics on the following performance measures: operating rate of facility and average system operating rate, transient period, central processing unit, average system throughput, and average waiting time in queues.

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An Estimating System for the CO2 Emissions using Discrete Event Simulation (이산 사건 시뮬레이션을 활용한 건설공정 CO2 배출량 추정 시스템)

  • Yi, Chang-Yong;Gwak, Han-Seong;Lee, Dong-Eun
    • Proceedings of the Korean Institute of Building Construction Conference
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    • 2014.05a
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    • pp.196-197
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    • 2014
  • Low carbon construction is an important operation management goal such as cost, time, and quality in construction community. This paper introduces a system which measures the variability of carbon dioxide amounts. First, this system allows creating construction operation models of which the level of detail is breakdown into the work task level. Second, the system implements sensitivity analysis along with a ranges of resources that are allocated in an operation model. It facilitates to find the optimal resource combination using the operation performances such as the amount of emissions, operation completion time, and cost. Lastly, it identifies the best fit probability distribution functions of performance criteria given a certain resource combination. It allows project manager to query the percentages to complete the operation within a limitation specified by the system users.

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A study on the hydro-mechanical behavior of jointed rock masses around underground excavation by using a discrete joint network modeling

  • Lee Young-Soak;Lee Seung-Do;Jue Kwang-Sue;Moon Hyun-Koo
    • 한국지구물리탐사학회:학술대회논문집
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    • 2003.11a
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    • pp.115-121
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    • 2003
  • Discrete joint network approach has widely been used to investigate the hydraulic behavior of jointed rock masses. In general, joints will undergo deformation due to stress redistribution induced by construction of underground openings, hence joint aperture is often assumed to have a probability distribution rather than to be a constant value. In real situations, however, it is more reasonable to take into account the effect of stress change on aperture values by calculating joint deformation. In this report, a mechanical process has been developed to determine the joint opening or closure based on a statistically generated joint network model. By performing numerical analyses, some significant results on the hydro-mechanical behavior of jointed rock masses have been summarized.

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Fragility analysis of R/C frame buildings based on different types of hysteretic model

  • Borekci, Muzaffer;Kircil, Murat S.
    • Structural Engineering and Mechanics
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    • v.39 no.6
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    • pp.795-812
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    • 2011
  • Estimation of damage probability of buildings under a future earthquake is an essential issue to ensure the seismic reliability. Fragility curves are useful tools for showing the probability of structural damage due to earthquakes as a function of ground motion indices. The purpose of this study is to compare the damage probability of R/C buildings with low and high level of strength and ductility through fragility analysis. Two different types of sample buildings have been considered which represent the building types mentioned above. The first one was designed according to TEC-2007 and the latter was designed according to TEC-1975. The pushover curves of sample buildings were obtained via pushover analyses. Using 60 ground motion records, nonlinear time-history analyses of equivalent single degree of freedom systems were performed using bilinear hysteretic model and peak-oriented hysteretic model with stiffness - strength deterioration for each scaled elastic spectral displacement. The damage measure is maximum inter-story drift ratio and each performance level considered in this study has an assumed limit value of damage measure. Discrete damage probabilities were calculated using statistical methods for each considered performance level and elastic spectral displacement. Consequently, continuous fragility curves have been constructed based on the lognormal distribution assumption. Furthermore, the effect of hysteresis model parameters on the damage probability is investigated.

Thinning-Based Topological Map Building for Local and Global Environments (지역 및 전역 환경에 대한 세선화 기반 위상지도의 작성)

  • Kwon Tae-Bum;Song Jae-Bok
    • Journal of Institute of Control, Robotics and Systems
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    • v.12 no.7
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    • pp.693-699
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    • 2006
  • An accurate and compact map is essential to an autonomous mobile robot system. For navigation, it is efficient to use an occupancy grid map because the environment is represented by probability distribution. But it is difficult to apply it to the large environment since it needs a large amount of memory proportional to the environment size. As an alternative, a topological map can be used to represent it in terms of the discrete nodes with edges connecting them. It is usually constructed by the Voronoi-like graphs, but in this paper the topological map is incrementally built based on the local grid map using the thinning algorithm. This algorithm can extract only meaningful topological information by using the C-obstacle concept in real-time and is robust to the environment change, because its underlying local grid map is constructed based on the Bayesian update formula. In this paper, the position probability is defined to evaluate the quantitative reliability of the end nodes of this thinning-based topological map (TTM). The global TTM can be constructed by merging each local TTM by matching the reliable end nodes determined by the position probability. It is shown that the proposed TTM can represent the environment accurately in real-time and it is readily extended to the global TTM.