• Journal of KIISE:Software and Applications
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• v.32 no.11
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• pp.1071-1083
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• 2005

By estimating probability distributions of the good solutions in the current population, some researchers try to find the optimal solution more efficiently. Particularly, finite mixtures of distributions have a very useful role in dealing with complex problems. However, it is difficult to choose the number of components in the mixture models and merge superior partial solutions represented by each component. In this paper, we propose a new continuous evolutionary optimization algorithm with distribution estimation by variational Bayesian mixtures of factor analyzers. This technique can estimate the number of mixtures automatically and combine good sub-solutions by sampling new individuals with the latent variables. In a comparison with two probabilistic model-based evolutionary algorithms, the proposed scheme achieves superior performance on the traditional benchmark function optimization. We also successfully estimate the parameters of S-system for the dynamic modeling of biochemical networks.

• Bulletin of the Korean Chemical Society
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• v.30 no.12
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• pp.2962-2968
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• 2009

The photodissociation dynamics of 1,2-bromochloroethane ($C_2H_4BrCl$) was investigated near 234 nm. A two-dimensional photofragment ion-imaging technique coupled with a [2+1] resonance-enhanced multiphoton ionization scheme was utilized to obtain speed and angular distributions of the nascent Br($^2P_{3/2}$) and Br${\ast}($^2P_{1/2}$) atoms. The total translational energy distributions for the Br and Br${\ast}$ channels were well characterized by Gaussian functions with average translational energies of 100 and 84 kJ/mol, respectively. The recoil anisotropies for the Br and Br${\ast}$ channels were measured to be ${\beta}$ = 0.49 ${\pm}$ 0.05 for Br and 1.55 ${\pm}$ 0.05 for Br${\ast}$. The relative quantum yield for Br${\ast}$ was found to be ${\Phi}_{Br{\ast}}$ = 0.33 ${\pm}$ 0.03. The probability of nonadiabatic transition between A' states was estimated to be 0.46. The relevant nonadiabatic dynamics is discussed in terms of interaction between potential energy surfaces in Cs symmetry.

• The Korean Journal of Applied Statistics
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• v.32 no.4
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• pp.593-605
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• 2019

Significant literature exists on the area under the ROC curve (AUC) and the volume under the ROC surface (VUS) which are statistical measures of the discriminant power of classification models. Whereas the partial AUC is restricted on the false positive rate, the two-way partial AUC is restricted on both the false positive rate and true positive rate, which could be more efficient and accurate than partial AUC. The two-way partial AUC was suggested as more efficient and accurate than the partial AUC. Partial VUS as well as the three-way partial VUS were also developed for the ROC surface. A proposed AUC is expressed in this paper with probability and integration using two truncated distribution functions restricted on both the false positive rate and true positive rate. It is also found that this AUC has a relation with the two-way partial AUC. The three-way partial VUS for the ROC surface is also related to the VUS using truncated distribution functions. These AUC and VUS are represented and estimated in terms of Mann-Whitney statistics. Their parametric and non-parametric estimation methods are explored based on normal distributions and random samples.

• Asia-Pacific Journal of Atmospheric Sciences
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• v.54 no.4
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• pp.599-610
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• 2018

The goal of this study was to statistically analyse the variability of global irradiance and ultraviolet erythemal (UVER) irradiance and their interrelationships with global and UVER irradiance, global clearness indices and ozone. A prediction of short-term UVER solar irradiance values was also obtained. Extreme values of UVER irradiance were included in the data set, as well as a time series of ultraviolet irradiance variability (UIV). The study period was from 2005 to 2014 and approximately 250,000 readings were taken at 5-min intervals. The effect of the clearness indices on global irradiance variability (GIV) and UIV was also recorded and bi-dimensional distributions were used to gather information on the two measured variables. With regard to daily GIV and UIV, it is also shown that for global clearness index ($k_t$) values lower than 0.6 both global and UVER irradiance had greater variability and that UIVon cloud-free days ($k_t$ higher than 0.65) exceeds GIV. To study the dependence between UIVand GIV the ${\chi}^2$ statistical method was used. It can be concluded that there is a 95% probability of a clear dependency between the variabilities. A connection between high $k_t$ (corresponding to cloudless days) and low variabilities was found in the analysis of bidimensional distributions. Extreme values of UVER irradiance were also analyzed and it was possible to calculate the probable future values of UVER irradiance by extrapolating the values of the adjustment curve obtained from the Gumbel distribution.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.43 no.4
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• pp.1-14
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• 2020

Recently, M/G/1 priority queues with a finite buffer for high-priority customers and an infinite buffer for low-priority customers have applied to the analysis of communication systems with two heterogeneous traffics : delay-sensitive traffic and loss-sensitive traffic. However, these studies are limited to M/G/1 priority queues with finite and infinite buffers under a work-conserving priority discipline such as the nonpreemptive or preemptive resume priority discipline. In many situations, if a service is preempted, then the preempted service should be completely repeated when the server is available for it. This study extends the previous studies to M/G/1 priority queues with finite and infinite buffers under the preemptive repeat-different and preemptive repeat-identical priority disciplines. We derive the loss probability of high-priority customers and the waiting time distributions of high- and low-priority customers. In order to do this, we utilize the delay cycle analysis of finite-buffer M/G/1/K queues, which has been recently developed for the analysis of M/G/1 priority queues with finite and infinite buffers, and combine it with the analysis of the service time structure of a low-priority customer for the preemptive-repeat and preemptive-identical priority disciplines. We also present numerical examples to explore the impact of the size of the finite buffer and the arrival rates and service distributions of both classes on the system performance for various preemptive priority disciplines.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.30 no.4B
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• pp.389-397
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• 2010

This study introduced a Bayesian based frequency analysis in which the statistical trend analysis for hydrologic extreme series is incorporated. The proposed model employed Gumbel extreme distribution to characterize extreme events and a fully coupled bayesian frequency model was finally utilized to estimate design rainfalls in Seoul. Posterior distributions of the model parameters in both Gumbel distribution and trend analysis were updated through Markov Chain Monte Carlo Simulation mainly utilizing Gibbs sampler. This study proposed a way to make use of nonstationary frequency model for dynamic risk analysis, and showed an increase of hydrologic risk with time varying probability density functions. The proposed study showed advantage in assessing statistical significance of parameters associated with trend analysis through statistical inference utilizing derived posterior distributions.

• The Korean Journal of Applied Statistics
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• v.23 no.1
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• pp.13-28
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• 2010

Assuming a mixture distribution for credit evaluation studies, we discuss estimating threshold methods to minimize errors that default borrowers are predicted as non defaults or non defaults are regarded as defaults. A method by using statistical hypotheses tests, the most powerful test and generalized likelihood ratio test, for the probability density functions which are defined with the score random variable and the parameter space consisted of only two elements such as the default and non default states is proposed to estimate a threshold. And anther optimal thresholds to maximize classification accuracy measures of the accuracy and the true rate for ROC and CAP curves are estimated as equations related with these probability density functions. Three kinds of optimal thresholds in terms of the hypotheses testing, the accuracy and the true rate are obtained from normal random samples with various means and variances. The sums of the type I and type II errors corresponding to each optimal threshold are obtained and compared. Finally we discuss about their efficiency and derive conclusions.

• Journal of the Society of Naval Architects of Korea
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• v.49 no.4
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• pp.350-358
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• 2012

This paper deals with accuracy of accumulated fatigue damage estimation using stochastic fatigue analysis method based on Rayleigh PDF. From full scale measurement data on an 8100TEU container vessel, zero-order spectral moments for wave- and vibration-induced energy spectral densities are determined on the probability level of 99%. 80 simulation cases in total are prepared according to the variation of ratio of zero-order spectral moments and center frequency of vibration ESD. By using inverse Fourier transformation and rainflow cycle counting for the combined ESD of wave and vibration, exact fatigue damages are derived. Fatigue damages in frequency domain based on Rayleigh PDF show large conservativeness compared to exact fatigue damages in times domain. The main cause of the excessive conservativeness is analyzed by two aspects: ratio of zero crossing and peak frequencies and ratio of initial zero order spectral moments and zero order spectral moments from rainflow stress range distributions. Finally, a guideline of applicability of Rayleigh PDF is proposed for wide band processes.

• Bulletin of the Korean Chemical Society
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• v.33 no.9
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• pp.2873-2877
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• 2012

Quasi-classical trajectory (QCT) calculations of H+HLi reaction have been carried out on a new potential energy surface of the ground state reported by Prudente et al. [Chem. Phys. Lett. 2009, 474, 18]. The four polarization-dependent differential cross sections have been carried out in the center of mass (CM) frame at various collision energies. The reaction probability for the depletion channel has been studied over a wide collision energy range. It has been found that the collision energy decreases remarkably reaction probability, which shows the expected behavior of the title reaction belonging to an exothermic barrierless reaction. The results are in good agreement with previous RMP results. The P(${\theta}_r$), P(${\phi}_r$) and P(${\theta}_r,\;{\phi}_r$) distributions, the k-k'-j' correlation and the angular distribution of product rotational vectors are presented in the form of polar plots. The average rotational alignment factor <$P_2(j{\prime}{\cdot}k)$> as a function of collision energy is also calculated. The results indicate that the collision energy has a great influence on the polarization of the product rotational angular momentum vector j'.

• Journal of the Institute of Electronics and Information Engineers
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• v.51 no.8
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• pp.126-135
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• 2014

The Euclidean distance between error probability density functions (EDEP) has been used as a performance criterion for supervised adaptive signal processing in impulsive noise environments. One of the drawbacks of the EDEP algorithm is a heavy computational complexity due to the double summation operations at each iteration time. In this paper, a recursive method to reduce its computational burden in the estimation of the EDEP and its gradient is proposed. For the data block size N, the computational complexity for the estimation of the EDEP and its gradient can be reduced to O(N) by the proposed method, while the conventional estimation method has $O(N^2)$. In the performance test, the proposed EDEP and its gradient estimation yield the same estimation results in the steady state as the conventional block-processing method. The simulation results indicates that the proposed method can be effective in practical adaptive signal processing.