• Title/Summary/Keyword: multivariate density estimation

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Modified Probabilistic Neural Network of Heterogeneous Probabilistic Density Functions for the Estimation of Concrete Strength

  • Kim, Doo-Kie;Kim, Hee-Joong;Chang, Sang-Kil;Chang, Seong-Kyu
    • International Journal of Concrete Structures and Materials
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    • v.19 no.1E
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    • pp.11-16
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    • 2007
  • Recently, probabilistic neural network (PNN) has been proposed to predict the compressive strength of concrete for the known effect of improvement on PNN by the iteration method. However, an empirical method has been incorporated in the PNN technique to specify its smoothing parameter, which causes significant uncertainty in predicting the compressive strength of concrete. In this study, a modified probabilistic neural network (MPNN) approach is hence proposed. The global probability density function (PDF) of variables is reflected by summing the heterogeneous local PDFs which are automatically determined by the individual standard deviation of each variable. The proposed MPNN is applied to predict the compressive strength of concrete using actual test data from a concrete company. The estimated results of MPNN are compared with those of the conventional PNN. MPNN showed better results than the conventional PNN in predicting the compressive strength of concrete and provided promising results for the probabilistic approach to predict the concrete strength by using the individual standard deviation of a variable.

Stochastic Estimation of Phasor Voltage of Harmonics Using Multivariate Gram-Charlier Type A Series (다변수 그램-샬리어 급수 A형을 이용한 고조파 페이서 전압의 확률적 예측 계산)

  • Kim, Tae-Hyun;Park, In-Gyu;Park, Jong-Keun;Kang, Young-Shuk
    • Proceedings of the KIEE Conference
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    • 1987.11a
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    • pp.469-473
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    • 1987
  • This paper presents a method to estimate p.d.f.(probability density function) of harmonic phasor voltage. Because the quantity of harmonics is not fixed, stochastic analysis of harmonics is needed. Because it is impossible to obtain p.d.f. of voltage from p.d.f. of current directly, the moments of voltage and current are used. Firstly, the moments of current is calculated from p.d.f. of current. Secondly, the moments of voltage are calculated from the moments of current using the linearity of the moments. Finally, p.d.f. of voltage is estimated from the moments of voltage using Gram-Charlier Type A Series. [1] The moments of the p.d.f. obtained by the series and of the true p.d.f. is same up to given finite moments. Because current and voltage of harmonics are represented as not instantaneous values but phasors, the estimated value can be compared with the measured value and harmonic phasor voltage can be analyzed when the p.d.f. of phase is nonuniform as well as uniform.

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Efficient Methodology in Markov Random Field Modeling : Multiresolution Structure and Bayesian Approach in Parameter Estimation (피라미드 구조와 베이지안 접근법을 이용한 Markove Random Field의 효율적 모델링)

  • 정명희;홍의석
    • Korean Journal of Remote Sensing
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    • v.15 no.2
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    • pp.147-158
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    • 1999
  • Remote sensing technique has offered better understanding of our environment for the decades by providing useful level of information on the landcover. In many applications using the remotely sensed data, digital image processing methodology has been usefully employed to characterize the features in the data and develop the models. Random field models, especially Markov Random Field (MRF) models exploiting spatial relationships, are successfully utilized in many problems such as texture modeling, region labeling and so on. Usually, remotely sensed imagery are very large in nature and the data increase greatly in the problem requiring temporal data over time period. The time required to process increasing larger images is not linear. In this study, the methodology to reduce the computational cost is investigated in the utilization of the Markov Random Field. For this, multiresolution framework is explored which provides convenient and efficient structures for the transition between the local and global features. The computational requirements for parameter estimation of the MRF model also become excessive as image size increases. A Bayesian approach is investigated as an alternative estimation method to reduce the computational burden in estimation of the parameters of large images.

A Study on the Simulation of Daily Precipitation Using Multivariate Kernel Density Estimation (다변량 핵밀도 추정법을 이용한 일강수량 모의에 대한 연구)

  • Cha, Young-Il;Moon, Young-Il
    • Journal of Korea Water Resources Association
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    • v.38 no.8 s.157
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    • pp.595-604
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    • 2005
  • Precipitation simulation for making the data size larger is an important task for hydrologic analysis. The simulation can be divided into two major categories which are the parametric and nonparametric methods. Also, precipitation simulation depends on time intervals such as daily or hourly rainfall simulations. So far, Markov model is the most favored method for daily precipitation simulation. However, most models are consist of state transition probability by using the homogeneous Markov chain model. In order to make a state vector, the small size of data brings difficulties, and also the assumption of homogeneousness among the state vector in a month causes problems. In other words, the process of daily precipitation mechanism is nonstationary. In order to overcome these problems, this paper focused on the nonparametric method by using uni-variate and multi-variate when simulating a precipitation instead of currently used parametric method.