• Title/Summary/Keyword: discrete probability distribution

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A Study of 3-Dimensional Turbulent Channel Flow using Discrete Wavelet Transform (이산 웨이블릿 변환을 이용한 3차원 난류 채널 유동에 관한 연구)

  • Kim, Kang-Shik;Lee, Sang-Hwan
    • Proceedings of the KSME Conference
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    • 2004.04a
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    • pp.1813-1818
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    • 2004
  • Discrete Wavelet Transform (DWT) has been applied to the Direct Numerical Simulation (DNS) data of turbulent channel flow. DWT splits the turbulent flow into two orthogonal parts, one corresponding to coherent structures and the other to incoherent background flow. The coherent structure is extracted from not vorticity field but velocity's since the channel flow is not isotropic. By comparing DWT's result of channel flow with that of isotropic flow, it is shown that coherent structure maintains the properties of original channel flow. The velocity field of coherent structures can be represented by few wavelet modes and that these modes are sufficient to reproduce the velocity probability distribution function (PDF) and the energy spectrum over the entire inertial range. The remaining incoherent background flow is homogeneous, has small amplitude, and is uncorrelated. These results are compared with those obtained for the same compression rate using large eddy simulation (LES) filtering. In contrast to the incoherent background flow of DWT, the LES subgrid scales have a much larger amplitude and are correlated, which makes their statistical modeling more difficult.

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ECG Denoising by Modeling Wavelet Sub-Band Coefficients using Kernel Density Estimation

  • Ardhapurkar, Shubhada;Manthalkar, Ramchandra;Gajre, Suhas
    • Journal of Information Processing Systems
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    • v.8 no.4
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    • pp.669-684
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    • 2012
  • Discrete wavelet transforms are extensively preferred in biomedical signal processing for denoising, feature extraction, and compression. This paper presents a new denoising method based on the modeling of discrete wavelet coefficients of ECG in selected sub-bands with Kernel density estimation. The modeling provides a statistical distribution of information and noise. A Gaussian kernel with bounded support is used for modeling sub-band coefficients and thresholds and is estimated by placing a sliding window on a normalized cumulative density function. We evaluated this approach on offline noisy ECG records from the Cardiovascular Research Centre of the University of Glasgow and on records from the MIT-BIH Arrythmia database. Results show that our proposed technique has a more reliable physical basis and provides improvement in the Signal-to-Noise Ratio (SNR) and Percentage RMS Difference (PRD). The morphological information of ECG signals is found to be unaffected after employing denoising. This is quantified by calculating the mean square error between the feature vectors of original and denoised signal. MSE values are less than 0.05 for most of the cases.

Efficient Performance Evaluation Method for Digital Satellite Broadcasting Channels (효율적인 디지틀 위성방송채널 성능평가 기법)

  • 정창봉;김준명;김용섭;황인관
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.25 no.6A
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    • pp.794-801
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    • 2000
  • In this paper, the efficient new performance evaluation method for digital communication channels is suggested and verified its efficiency in terms of simulation run-tim for the digital satellite broadcasting satellite TV channel. In order to solve the difficulties of the existing Importance Sampling(IS) Technics, we adopted the discrete probability mass function(PMF) in the new method for estimating the statistical characteristics of received signals from the measured Nth order central moments. From the discrete probability mass function obtained with less number of the received signal than the one required in the IS technic, continuous cumulative probability function and its inverse function are exactly estimated by using interpolation and extrapolation technic. And the overall channel is simplified with encoding block, inner channel performance degra-dation modeing block which is modeled with the Uniform Random Number Generator (URNG) and concatenated Inverse Cummulative Pr bility Distribution function, and decoding block. With the simplified channel model, the overall performance evaluation can be done within a drastically reduced time. The simulation results applied to the nonlinear digital satellite broadcasting TV channel showed the great efficiency of the alogrithm in the sense of computer run time, and demonstrated that the existing problems of IS for the nonlinear satellite channels with coding and M-dimensional memory can be completely solved.

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Heat-Wave Data Analysis based on the Zero-Inflated Regression Models (영-과잉 회귀모형을 활용한 폭염자료분석)

  • Kim, Seong Tae;Park, Man Sik
    • Journal of the Korean Data Analysis Society
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    • v.20 no.6
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    • pp.2829-2840
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    • 2018
  • The random variable with an arbitrary value or more is called semi-continuous variable or zero-inflated one in case that its boundary value is more frequently observed than expected. This means the boundary value is likely to be practically observed more than it should be theoretically under certain probability distribution. When the distribution considered is continuous, the variable is defined as semi-continuous and when one of discrete distribution is assumed for the variable, we regard it as zero-inflated. In this study, we introduce the two-part model, which consists of one part for modelling the binary response and the other part for modelling the variable greater than the boundary value. Especially, the zero-inflated regression models are explained by using Poisson distribution and negative binomial distribution. In real data analysis, we employ the zero-inflated regression models to estimate the number of days under extreme heat-wave circumstances during the last 10 years in South Korea. Based on the estimation results, we create prediction maps for the estimated number of days under heat-wave advisory and heat-wave warning by using the universal kriging, which is one of the spatial prediction methods.

Stochastic Weapon Target Assignment Problem under Uncertainty in Targeting Accuracy (명중률의 불확실성을 고려한 추계학적 무장-표적 할당 문제)

  • Lee, Jinho;Shin, Myoungin
    • Journal of the Korean Operations Research and Management Science Society
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    • v.41 no.3
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    • pp.23-36
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    • 2016
  • We consider a model that minimizes the total cost incurred by assigning available weapons to existing targets in order to reduce enemy threats, which is called the weapon target assignment problem (WTAP). This study addresses the stochastic versions of WTAP, in which data, such as the probability of destroying a target, are given randomly (i.e., data are identified with certain probability distributions). For each type of random data or parameter, we provide a stochastic optimization model on the basis of the expected value or scenario enumeration. In particular, when the probabilities of destroying targets depending on weapons are stochastic, we present a stochastic programming formulation with a simple recourse. We show that the stochastic model can be transformed into a deterministic equivalent mixed integer programming model under a certain discrete probability distribution of randomness. We solve the stochastic model to obtain an optimal solution via the mixed integer programming model and compare this solution with that of the deterministic model.

Improved Exact Inference in Logistic Regression Model

  • Kim, Donguk;Kim, Sooyeon
    • Communications for Statistical Applications and Methods
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    • v.10 no.2
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    • pp.277-289
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    • 2003
  • We propose modified exact inferential methods in logistic regression model. Exact conditional distribution in logistic regression model is often highly discrete, and ordinary exact inference in logistic regression is conservative, because of the discreteness of the distribution. For the exact inference in logistic regression model we utilize the modified P-value. The modified P-value can not exceed the ordinary P-value, so the test of size $\alpha$ based on the modified P-value is less conservative. The modified exact confidence interval maintains at least a fixed confidence level but tends to be much narrower. The approach inverts results of a test with a modified P-value utilizing the test statistic and table probabilities in logistic regression model.

Error Performance of BPSK and QPSK Signals with Diversity Reception in Mobile-Satellite Communication Channel (이동 위성 통신 채널에서 다이버시티 수신기법을 적용한 BPSK 및 QPSK 신호의 오율 특성)

  • 박해천;강영흥;황인관;조성준
    • The Proceeding of the Korean Institute of Electromagnetic Engineering and Science
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    • v.5 no.3
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    • pp.36-47
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    • 1994
  • The error performance of BPSK and QPSK signals with diversity reception in mobile-satellite channel is investigated considering nonlinearity of TWT (Traveling Wave Tube) amplifier in the presence of AWGN(Additive White Gaussian Noise) on the uplink and downlink paths. It is assumed that the fading on the dounlink path forms a Rician distribution. The Rician distribution is approximated by discrete probability values. The values are firstly found by Classical Moment Technique.

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Bayesian Multiple Change-Point Estimation and Segmentation

  • Kim, Jaehee;Cheon, Sooyoung
    • Communications for Statistical Applications and Methods
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    • v.20 no.6
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    • pp.439-454
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    • 2013
  • This study presents a Bayesian multiple change-point detection approach to segment and classify the observations that no longer come from an initial population after a certain time. Inferences are based on the multiple change-points in a sequence of random variables where the probability distribution changes. Bayesian multiple change-point estimation is classifies each observation into a segment. We use a truncated Poisson distribution for the number of change-points and conjugate prior for the exponential family distributions. The Bayesian method can lead the unsupervised classification of discrete, continuous variables and multivariate vectors based on latent class models; therefore, the solution for change-points corresponds to the stochastic partitions of observed data. We demonstrate segmentation with real data.

Age of Information for Geo/Geo/1/1 Queue (Geo/Geo/1/1 대기 행렬 모형의 정보 신선도)

  • Lee, Yutae
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.26 no.3
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    • pp.483-486
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    • 2022
  • Real time data exchange and information transmission are becoming more and more important these days. The concept of age of information (AoI) was proposed to quantify the freshness of information about the status of a remote source system. The AoI is defined as the amount of time that a packet experiences since it was generated at the source up to now. This paper analyses the age of information for a discrete time Geo/Geo/1/1 status updating system. The stationary probability distribution for peak AoI is obtained. Freshness ratio of information is also derived. Some numerical results obtained by the analysis are presented.

Modeling of The Learning-Curve Effects on Count Responses (개수형 자료에 대한 학습곡선효과의 모형화)

  • Choi, Minji;Park, Man Sik
    • The Korean Journal of Applied Statistics
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    • v.27 no.3
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    • pp.445-459
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    • 2014
  • As a certain job is repeatedly done by a worker, the outcome comparative to the effort to complete the job gets more remarkable. The outcome may be the time required and fraction defective. This phenomenon is referred to a learning-curve effect. We focus on the parametric modeling of the learning-curve effects on count data using a logistic cumulative distribution function and some probability mass functions such as a Poisson and negative binomial. We conduct various simulation scenarios to clarify the characteristics of the proposed model. We also consider a real application to compare the two discrete-type distribution functions.