• 제목/요약/키워드: probability estimates

검색결과 310건 처리시간 0.025초

Enhanced Robust Cooperative Spectrum Sensing in Cognitive Radio

  • Zhu, Feng;Seo, Seung-Woo
    • Journal of Communications and Networks
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    • 제11권2호
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    • pp.122-133
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    • 2009
  • As wireless spectrum resources become more scarce while some portions of frequency bands suffer from low utilization, the design of cognitive radio (CR) has recently been urged, which allows opportunistic usage of licensed bands for secondary users without interference with primary users. Spectrum sensing is fundamental for a secondary user to find a specific available spectrum hole. Cooperative spectrum sensing is more accurate and more widely used since it obtains helpful reports from nodes in different locations. However, if some nodes are compromised and report false sensing data to the fusion center on purpose, the accuracy of decisions made by the fusion center can be heavily impaired. Weighted sequential probability ratio test (WSPRT), based on a credit evaluation system to restrict damage caused by malicious nodes, was proposed to address such a spectrum sensing data falsification (SSDF) attack at the price of introducing four times more sampling numbers. In this paper, we propose two new schemes, named enhanced weighted sequential probability ratio test (EWSPRT) and enhanced weighted sequential zero/one test (EWSZOT), which are robust against SSDF attack. By incorporating a new weight module and a new test module, both schemes have much less sampling numbers than WSPRT. Simulation results show that when holding comparable error rates, the numbers of EWSPRT and EWSZOT are 40% and 75% lower than WSPRT, respectively. We also provide theoretical analysis models to support the performance improvement estimates of the new schemes.

통계적 분석방법을 이용한 복합화력 발전설비의 평균수명 계산 및 고장확률 예측 (Mean Life Assessment and Prediction of the Failure Probability of Combustion Turbine Generating Unit with Data Analytic Method Based on Aging Failure Data)

  • 이성훈;이승혁;김진오
    • 대한전기학회논문지:전력기술부문A
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    • 제54권10호
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    • pp.480-486
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    • 2005
  • This paper proposes a method to consider an aging failure probability and survival probability of power system components, though only aging failure probability has been considered in existing mean life calculation. The estimates of the mean and its standard deviation is calculated by using Weibull distribution, and each estimated parameters is obtained from Data Analytic Method (Type H Censoring). The parameter estimation using Data Analytic Method is simpler and faster than the traditional calculation method using gradient descent algorithm. This paper shows calculation procedure of the mean life and its standard deviation by the proposed method and illustrates that the estimated results are close enough to real historical data of combustion turbine generating units in Korean systems. Also, this paper shows the calculation procedures of a probabilistic failure prediction through a stochastic data analysis. Consequently, the proposed methods would be likely to permit that the new deregulated environment forces utilities to reduce overall costs while maintaining an are-related reliability index.

스트레스 테스트를 활용한 해운기업 안정성 연구 (Stress Test on a Shipping Company's Financial Stability)

  • 박성화;권장한
    • 한국항만경제학회지
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    • 제39권2호
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    • pp.97-110
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    • 2023
  • 본 연구는 거시경제 충격이 우리나라 해운기업 안정성에 미치는 영향을 분석하였다. 우리나라 해운기업의 부실 발생 빈도가 상대적으로 적다는 점을 고려하여 퍼스로짓모형을 통해 해운기업의 부실 확률을 추정하였다. 부실 예측모형 추정 결과, 총자산은 부실 확률과 음의 상관관계를 지닌 것으로 나타난 한편, 총부채는 부실 확률과 유의한 양의 상관관계가 있는 것을 확인할 수 있었다. 부실 예측모형 추정결과를 바탕으로 총매출, 총자산 및 총부채 충격이 해운기업 부실 확률에 미치는 영향을 스트레스 테스트하였다. 스트레스 테스트 결과, 매출 및 총자산 감소는 해운기업의 재무 안정성을 크게 악화시키는 것을 확인할 수 있었다.

환경잡음분류 기반의 향상된 음성부재확률 추정 (An Improved Speech Absence Probability Estimation based on Environmental Noise Classification)

  • 손영호;박윤식;안홍섭;이상민
    • 한국음향학회지
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    • 제30권7호
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    • pp.383-389
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    • 2011
  • 본 논문에서는 음성향상을 위하여 환경잡음분류를 적용한 향상된 음성부재확률 추정방법을 제안한다. 기존의 음성부재확률 추정방법에서는 마이크로폰 입력신호와 추정된 잡음신호 기반의 a posteriori SNR값에 문턱값을 적용하여 음성부재확률을 구하는데 필요한 음성부재의 a priori 확률을 도출하였다. 본 논문에서 제안된 알고리즘은 보다 효과적인 음성부재확률 추정을 위하여 고정된 문턱값과 스무딩 (smoothing)파라미터를 사용하는 기존의 방법과는 달리 잡음분류 알고리즘인 가우시안 혼합 모델 (Gaussian mixture model)을 사용하여 잡음마다 최적화된 파라미터를 적용한다. 제안된 음성 향상 기법은 ITU-T P.862 PESQ (perceptual evaluation of speech quality)와 composite measure를 이용하여 다양한 환경에서 평가하였으며, 제안된 알고리즘이 기존의 음성부재확률 추정방법보다 향상된 결과를 보였다.

Evaluating Interval Estimates for Comparing Two Proportions with Rare Events

  • Park, Jin-Kyung;Kim, Yong-Dai;Lee, Hak-Bae
    • 응용통계연구
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    • 제25권3호
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    • pp.435-446
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    • 2012
  • Epidemiologic studies frequently try to estimate the impact of a specific risk factor. The risk difference and the risk ratio are generally useful measurements for this purpose. When using such measurements for rare events, the standard approaches based on the normal approximation may fail, in particular when no events are observed. In this paper, we discuss and evaluate several existing methods to construct confidence intervals around risk differences and risk ratios using Monte-Carlo simulations when the disease of interest is rare. The results in this paper provide guidance how to construct interval estimates of the risk differences and the risk ratios when no events are detected.

Initial Value Selection in Applying an EM Algorithm for Recursive Models of Categorical Variables

  • Jeong, Mi-Sook;Kim, Sung-Ho;Jeong, Kwang-Mo
    • Journal of the Korean Statistical Society
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    • 제27권1호
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    • pp.25-55
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    • 1998
  • Maximum likelihood estimates (MLEs) for recursive models of categorical variables are discussed under an EM framework. Since MLEs by EM often depend on the choice of the initial values for MLEs, we explore reasonable rules for selecting the initial values for EM. Simulation results strongly support the proposed rules.

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재생이론에 의한 헬리컬 기어장치의 신뢰성에 관한 연구 (A Study on the Reliability of Helical Gear System Using Renewal Theory)

  • 김하수;양성모
    • 한국정밀공학회지
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    • 제15권6호
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    • pp.90-96
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    • 1998
  • Helical gear system is widely used to transmit heavy duty power with harmonies and silences between parallel shafts. This paper predicts a life with Weibull distribution and estimates a reliability based on recycle principle of helical gear systems. 2-parameter Weibull distribution is generally adopted to estimate the mechanical life and the reliability of most gear systems, because this Weibull distribution is proper to explain a characteristics or a life of parts of gear systems with linearity of probability density data on weibull data sheet. For a high reliability, this paper estimates a number of overhaul times and a number of needed substitutes (exchange attachment,1 or parts) with following renewal theory, One is make an exchange of whole module include failure attachments/parts and second estimating method is only exchange of a failure attachments / parts.

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Higher Order Moments of Record Values From the Inverse Weibull Lifetime Model and Edgeworth Approximate Inference

  • Sultan, K.S.
    • International Journal of Reliability and Applications
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    • 제8권1호
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    • pp.1-16
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    • 2007
  • In this paper, we derive exact explicit expressions for the triple and quadruple moments of the lower record values from inverse the Weibull (IW) distribution. Next, we present and calculate the coefficients of the best linear unbiased estimates of the location and scale parameters of IW distribution (BLUEs) for different choices of the shape parameter and records size. We then use the higher order moments and the calculated BLUEs to compute the mean, variance, and the coefficients of skewness and kurtosis of certain linear functions of lower record values. By using the coefficients of the skewness and kurtosis, we develop approximate confidence intervals for the location and scale parameters of the IW distribution using Edgeworth approximate values and then compare them with the corresponding intervals constructed through Monte Carlo simulations. Finally, we apply the findings of the paper to some simulated data.

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패턴분류기를 위한 최소오차율 학습알고리즘과 예측신경회로망모델에의 적용 (A Minimum-Error-Rate Training Algorithm for Pattern Classifiers and Its Application to the Predictive Neural Network Models)

  • 나경민;임재열;안수길
    • 전자공학회논문지B
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    • 제31B권12호
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    • pp.108-115
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    • 1994
  • Most pattern classifiers have been designed based on the ML (Maximum Likelihood) training algorithm which is simple and relatively powerful. The ML training is an efficient algorithm to individually estimate the model parameters of each class under the assumption that all class models in a classifier are statistically independent. That assumption, however, is not valid in many real situations, which degrades the performance of the classifier. In this paper, we propose a minimum-error-rate training algorithm based on the MAP (Maximum a Posteriori) approach. The algorithm regards the normalized outputs of the classifier as estimates of the a posteriori probability, and tries to maximize those estimates. According to Bayes decision theory, the proposed algorithm satisfies the condition of minimum-error-rate classificatin. We apply this algorithm to NPM (Neural Prediction Model) for speech recognition, and derive new disrminative training algorithms. Experimental results on ten Korean digits recognition have shown the reduction of 37.5% of the number of recognition errors.

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가능성분포함수를 이용한 계층적 품질구조를 가진 제품의 만족도 평가 (An Evaluation on the Degrees of Satisfaction of Product with Hierarchical Quality Structure Using Possibility Distribution Function)

  • 김정만
    • 산업경영시스템학회지
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    • 제21권46호
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    • pp.173-180
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    • 1998
  • In conventional probability-based quality evaluation of products with qualitative characteristics, many factors that affect the evaluation are not easily represented quantitatively, because the relation between reliability of human evaluator and each of these factors is not clear. In order to evaluate the quality of product with qualitative characteristics quantitatively, in this paper, the relation is represented as the shape of possibility distribution function of fuzzy set on the interval [0,1]. Furthermore, fuzzy reasoning is used to obtain the estimates of quality characteristics. And, it is supposed that many quality characteristics affected by the above factors are connected with the final characteristic through hierarchical structures. Finally, using the estimates gained from the final evaluation, qualitative characteristics are evaluated by use of concept of pattern recognition.

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