• Title/Summary/Keyword: probability distributions

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A Comparative Study on Lowflow Quantiles Estimation in Han River Basin (한강유역의 확률갈수량 추정기법 비교연구)

  • Kim, Kyung-Duk;Kim, Don-Soo;Heo, Jun-Haeng;Kim, Kyu-Ho
    • Journal of Korea Water Resources Association
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    • v.36 no.2
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    • pp.315-324
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    • 2003
  • Stream flow data was analyzed for determining the lowflow which is the standard for river maintenance flow. Lowflow quantiles were estimated based on the parametric and nonparametric methods and two methods were compared by Monte Carlo simulation study. As the results of the parametric method, three probability distributions such as gamma-2, lognormal-2 and Weibull-2, are selected as appropriate models for stream flow data of 13 stations in Han River Basins. According to simulation results, relative bias (RBIAS) and relative root mean square error (RRMSE) of the lowflow quantiles are the smallest when the applied and population models are the same. The fame statistical properties from the nonparametric models are good within the interpolation range. Among 7 bandwidth selectors used in this study, the RRMSEs of the Park and Marron method (PM) are the smallest while those of the Shoaler and Jones method (SJ) are the largest.

Construction of Robust Bayesian Network Ensemble using a Speciated Evolutionary Algorithm (종 분화 진화 알고리즘을 이용한 안정된 베이지안 네트워크 앙상블 구축)

  • Yoo Ji-Oh;Kim Kyung-Joong;Cho Sung-Bae
    • Journal of KIISE:Software and Applications
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    • v.31 no.12
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    • pp.1569-1580
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    • 2004
  • One commonly used approach to deal with uncertainty is Bayesian network which represents joint probability distributions of domain. There are some attempts to team the structure of Bayesian networks automatically and recently many researchers design structures of Bayesian network using evolutionary algorithm. However, most of them use the only one fittest solution in the last generation. Because it is difficult to combine all the important factors into a single evaluation function, the best solution is often biased and less adaptive. In this paper, we present a method of generating diverse Bayesian network structures through fitness sharing and combining them by Bayesian method for adaptive inference. In order to evaluate performance, we conduct experiments on learning Bayesian networks with artificially generated data from ASIA and ALARM networks. According to the experiments with diverse conditions, the proposed method provides with better robustness and adaptation for handling uncertainty.

Parameters Estimation of Probability Distributions Using Meta-Heuristic Algorithms (Meta-Heuristic Algorithms를 이용한 확률분포의 매개변수 추정)

  • Yoon, Suk-Min;Lee, Tae-Sam;Kang, Myung-Gook;Jeong, Chang-Sam
    • Proceedings of the Korea Water Resources Association Conference
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    • 2012.05a
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    • pp.464-464
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    • 2012
  • 수문분야에 있어서 빈도해석의 목적은 특정 재현기간에 대한 발생 가능한 수문량의 규모를 파악하는데 있으며, 빈도해석의 정확도는 적합한 확률분포모형의 선택과 매개변수 추정방법에 의존하게 된다. 일반적으로 각 확률분포모형의 특성을 대표하는 매개변수를 추정하기 위해서는 모멘트 방법, 확률가중 모멘트 방법, 최대우도법 등을 이용하게 된다. 모멘트 방법에 의한 매개변수 추정은 해를 구하기 위한 과정이 단순한 반면, 비대칭형의 왜곡된 분포를 갖는 자료들에 대해서는 부정확한 결과를 나타내게 된다. 확률가중 모멘트 방법은 표본의 크기가 작거나 왜곡된 자료일 경우에도 비교적 안정적인 결과를 제공하는 반면, 확률 가중치가 정수로만 제한되는 단점을 갖고 있다. 그리고 대수 우도함수를 이용하여 매개변수를 추정하게 되는 최우도법은 가장 효율적인 매개변수 추정치를 얻을 수 있는 것으로 알려져 있으나, 비선형 연립방정식으로 표현되는 해를 구하기 위해서는 Newton-Raphson 방법을 사용하는 등 절차가 복잡하며, 때로는 수렴이 되지 않아 해룰 구하지 못하는 경우가 발생되게 된다. 이에 반해, 최근의 Genetic Algorithm, Ant Colony Optimization 및 Simulated Annealing과 같은 Meta-Heuristic Algorithm들은 복잡합 공학적 최적화 문제 있어서 효율적인 대안으로 주목받고 있으며, Hassanzadeh et al.(2011)에 의해 수문학적 빈도해석을 위한 매개변수 추정에 있어서도 그 적용성이 검증된바 있다. 본 연구의 목적은 연 최대강수 자료의 빈도해석에 적용되는 확률분포모형들의 매개변수 추정을 위해 Meta-Heuristic Algorithm을 적용하고자 함에 있다. 따라서 본 연구에서는 매개변수 추정을 위한 방법으로 Genetic Algorithm 및 Harmony Search를 적용하였고, 그 결과를 최우도법에 의한 결과와 비교하였다. GEV 분포를 이용하여 Simulation Test를 수행한 결과 Genetic Algorithm을 이용하여 추정된 매개변수들은 최우도법에 의한 결과들과 비교적 유사한 분포를 나타내었으나 과도한 계산시간이 요구되는 것으로 나타났다. 하지만 Harmony Search를 이용하여 추정된 매개변수들은 최우도법에 의한 결과들과 유사한 분포를 나타내었을 뿐만 아니라 계산시간 또한 매우 짧은 것으로 나타났다. 또한 국내 74개소의 강우관측소 자료와 Gamma, Log-normal, GEV 및 Gumbel 분포를 이용한 실증연구에 있어서도 Harmony Search를 이용한 매개변수 추정은 효율적인 매개 변수 추정치를 제공하는 것으로 나타났다.

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Analysis of the Phylogenetic Relationships in the Genus Spiraea Based on the Nuclear Ribosomal DNA ITS Region (핵 리보솜 DNA ITS 부위에 의한 조팝나무속 식물종의 계통 관계 분석)

  • Huh, Man-Kyu
    • Journal of Life Science
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    • v.22 no.3
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    • pp.285-292
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    • 2012
  • Genus Spiraea is composed of many long-lived woody species that are primarily distributed throughout Asia and Europe. In this study, we evaluated a representative sample of the 38 taxa in the world, including 14 in Korea, with nuclear ribosomal DNA internal transcribed spacer sequences (ITS) to estimate genetic relationships within the genus. The molecular data allowed us to resolve well-supported clades in the taxa. In 47 world accessions (38 taxa: 14 Korean taxa, 33 world taxa, and 9 overlapping taxa), total alignment length was 689 positions, of which 452 were parsimony informative, 527 variable, 75 singleton, and 159 constant characters. Although the phylogenic tree showed that many taxa of genus Spiraea were well separated from each other, many branches were not congruent with the morphological characteristics and geographical distributions of the genus. There were 430 segregating sites and the nucleotide diversity (${\pi}$) value was 0.281. Under the neutral mutation hypothesis, the probability that the Tajima test statistic (D) is positive (2.325) is more than 0.5. Therefore, there may be a site at which natural selection, which increases genetic variation, is operating.

Health Risk Assessment due to 137Cs Released into Ocean from the Severe Accident of the Fukushima Dai-ichi Nuclear Power Plants (후쿠시마 사고로 해양으로 누출된 137Cs에 의한 인체 위해도 평가)

  • Min, Byung Il;Lee, Baek Gun;Suh, Kyung Suk;Park, Kihyun
    • Journal of Radiation Industry
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    • v.8 no.2
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    • pp.123-132
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    • 2014
  • After the nuclear accident of the Fukushima Dai-ichi Nuclear Power Plants (FDNPPs) on 11 March 2011, a large amount of radioactive materials has been released into the atmosphere and the ocean. A compartment model is used to evaluate the circulation characteristics and the spatiotemporal concentration distributions of radionuclides in the ocean. In the comparison with observed concentrations of $^{137}Cs$ in seawater, calculated concentrations by the compartment model were well agreed with them. On the basis of these results, we performed evaluation of the effective dose and the cancer risk. In the early stage of the accident, the effective doses from ingestion of the seafood near the Fukushima region were much higher than 1 mSv which is the value of the annual effective dose limit to individual recommended by the International Commission on Radiological Protection (ICRP). However, the effective doses by ingestion of the seafood decreased below 1 mSv as distance from the FDNPPs increased and time passed. In addition, it was estimated that the cancer risks by intake of the contaminated marine products were less than natural occurrence probability of cancer. Consequently, it was inferred that the health risk due to the $^{137}Cs$ was low after since mid-term period of the accident.

Real Options Study on Nuclear Phase Down Policy under Knightian Uncertainty (전력수요의 중첩 불확실성을 고려한 원전축소 정책의 실물옵션 연구)

  • Park, Hojeong;Lee, Sangjun
    • Environmental and Resource Economics Review
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    • v.28 no.2
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    • pp.177-200
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    • 2019
  • Energy demand forecast which serves as an essential input in energy policy is exposed to multiple factors of uncertainty such as GDP and weather forecast uncertainty. The Master Plan of Electricity Market in Korea which is biennially prepared is critically based on fluctuating energy demand forecast whereas its resulting proposal on electricity generation mix is substantially irreversible. The paper provides a real options model to evaluate energy transition policy by considering Knightian uncertainty as a measure to study multiple uncertainties with multiple set of probability distributions. Our finding is that the current energy transition policy under the master plan is not robust in terms of securing stable management of electricity demand and supply system.

Development of a Vehicle Positioning Algorithm Using Reference Images (기준영상을 이용한 차량 측위 알고리즘 개발)

  • Kim, Hojun;Lee, Impyeong
    • Korean Journal of Remote Sensing
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    • v.34 no.6_1
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    • pp.1131-1142
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    • 2018
  • The autonomous vehicles are being developed and operated widely because of the advantages of reducing the traffic accident and saving time and cost for driving. The vehicle localization is an essential component for autonomous vehicle operation. In this paper, localization algorithm based on sensor fusion is developed for cost-effective localization using in-vehicle sensors, GNSS, an image sensor and reference images that made in advance. Information of the reference images can overcome the limitation of the low positioning accuracy that occurs when only the sensor information is used. And it also can acquire estimated result of stable position even if the car is located in the satellite signal blockage area. The particle filter is used for sensor fusion that can reflect various probability density distributions of individual sensors. For evaluating the performance of the algorithm, a data acquisition system was built and the driving data and the reference image data were acquired. Finally, we can verify that the vehicle positioning can be performed with an accuracy of about 0.7 m when the route image and the reference image information are integrated with the route path having a relatively large error by the satellite sensor.

A Development of Nonstationary Frequency Analysis Model using a Bayesian Multiple Non-crossing Quantile Regression Approach (베이지안 다중 비교차 분위회귀 분석 기법을 이용한 비정상성 빈도해석 모형 개발)

  • Uranchimeg, Sumiya;Kim, Yong-Tak;Kwon, Young-Jun;Kwon, Hyun-Han
    • Journal of Coastal Disaster Prevention
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    • v.4 no.3
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    • pp.119-131
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    • 2017
  • Global warming under the influence of climate change and its direct impact on glacial and sea level are known issue. However, there is a lack of research on an indirect impact of climate change such as coastal structure design which is mainly based on a frequency analysis of water level under the stationary assumption, meaning that maximum sea level will not vary significantly over time. In general, stationary assumption does not hold and may not be valid under a changing climate. Therefore, this study aims to develop a novel approach to explore possible distributional changes in annual maximum sea levels (AMSLs) and provide the estimate of design water level for coastal structures using a multiple non-crossing quantile regression based nonstationary frequency analysis within a Bayesian framework. In this study, 20 tide gauge stations, where more than 30 years of hourly records are available, are considered. First, the possible distributional changes in the AMSLs are explored, focusing on the change in the scale and location parameter of the probability distributions. The most of the AMSLs are found to be upward-convergent/divergent pattern in the distribution, and the significance test on distributional changes is then performed. In this study, we confirm that a stationary assumption under the current climate characteristic may lead to underestimation of the design sea level, which results in increase in the failure risk in coastal structures. A detailed discussion on the role of the distribution changes for design water level is provided.

Relation of Various Parameters Used to Estimate Cardiac Vagal Activity and Validity of pNN50 in Anesthetized Humans

  • Lee, Jae Ho;Huh, In Young;Lee, Jae Min;Lee, Hyung Kwan;Han, Il Sang;Kang, Ho Jun
    • Kosin Medical Journal
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    • v.33 no.3
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    • pp.369-379
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    • 2018
  • Objectives: Analysis of heart rate variability (HRV) has been used as a measure of cardiac autonomic function. According to the pNN50 statistic, the percentage of differences between successive normal RR intervals (RRI) that exceed 50 ms, has been known to reflect cardiac vagal modulation. Relatively little is known about the validity of pNN50 during general anesthesia (GA). Therefore, we evaluated the correlation of pNN50 with other variables such as HF, RMSSD, SD1 of HRV reflecting the vagal tone, and examined the validity of pNN50 in anesthetized patients. Methods: We assessed changes in RRI, pNN50, root mean square of successive differences of RRI (RMSSD), high frequency (HF) and standard deviation 1 (SD1) of $Poincar{\acute{e}}$ plots after GA using sevoflurane anesthesia. We also calculated the probability distributions for the family of pNNx statistics (x: 2-50 ms). Results: All HRV variables were significantly decreased during GA. HF power was not correlated with pNN50 during GA (r = 0.096, P = 0.392). Less than pNN47 was shown to have a correlation with other variables. Conclusions: These data suggest that pNN50 can not reflect the level of vagal tone during GA.

Comparison of Three Parameter Estimation Methods for Mixture Distributions (혼합분포모형의 매개변수 추정방법 비교)

  • Shin, Ju-Young;Kim, Sooyoung;Kim, Taereem;Heo, Jun-Haeng
    • Proceedings of the Korea Water Resources Association Conference
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    • 2017.05a
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    • pp.45-45
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    • 2017
  • 상이한 자연현상으로 발생된 자료들은 때때로 통계적으로 다른 특성을 가지는 경우가 있다. 이런 자료들은 다른 두 개 이상의 모집단에서 자료가 발생한 것으로 가정할 수 가 있다. 기존에 널리 사용되어온 분포형 모형의 경우 단일한 모집단으로부터 자료가 발생한다는 가정하에서 개발된 모형들로 위에서 언급한 자료들을 적절히 모의할 수 없다. 이런 상이한 모집단에서 발생된 자료를 모형화 하기 위해서 혼합분포모형(mixture distribution)이 개발되었다. 홍수나 가뭄 등과 같은 극치 사상의 경우 다양한 자연현상들로부터 발생하기에 혼합분포모형을 적용할 경우 보다 정확한 모의가 가능하다. 혼합분포모형은 두 개 이상의 비혼합분포모형들을 가중합하여 만들어진다. 혼합 분포모형의 형태로 인하여 기존의 분포형 모형의 매개변수 추정 모형으로 널리 사용되던 최우도법 (maximum likelihood method), 모멘트법(method of moment), 확률가중모멘트법 (probability weighted moment method) 등을 이용하여 혼합분포모형의 매개변수를 추정하는 것이 용이 하지 않다. 혼합분포모형의 매개변수 추정 방법으로는 Expectation-Maximization (EM) 알고리즘, Meta-Heuristic Maximum Likelihood (MHML) 방법, Markov Chain Monte Carlo (MCMC) 방법 등이 적용되고 있다. 현재까지 수자원 분야에서 사용되는 극치 자료를 혼합분포모형을 이용하여 모의할 때 매개변수 추정방법에 따른 특성에 대한 연구가 진행되지 않았다. 본 연구에서는 우리나라 연최대강우량 자료를 이용하여 혼합분포모형의 매개변수 추정방법 (EM 알고리즘, MHML 방법, MCMC 방법) 들의 특성들을 비교 분석하였다. 혼합분포모형으로는 Gumbel-Gumbel 혼합분포 모형을 적용하였다. 본 연구의 결과는 향후 혼합분포모형을 이용한 연구에 좋은 기초자료로 사용될 수 있을 것으로 판단된다.

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