• Title/Summary/Keyword: stochastic prediction method

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MDP Modeling for the Prediction of Agent Movement in Limited Space (폐쇄공간에서의 에이전트 행동 예측을 위한 MDP 모델)

  • Jin, Hyowon;Kim, Suhwan;Jung, Chijung;Lee, Moongul
    • Journal of the Korean Operations Research and Management Science Society
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    • v.40 no.3
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    • pp.63-72
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    • 2015
  • This paper presents the issue that is predicting the movement of an agent in an enclosed space by using the MDP (Markov Decision Process). Recent researches on the optimal path finding are confined to derive the shortest path with the use of deterministic algorithm such as $A^*$ or Dijkstra. On the other hand, this study focuses in predicting the path that the agent chooses to escape the limited space as time passes, with the stochastic method. The MDP reward structure from GIS (Geographic Information System) data contributed this model to a feasible model. This model has been approved to have the high predictability after applied to the route of previous armed red guerilla.

The Effect of Low-amplitude Cycles in Flight-simulation Loading (비행하중에서 피로균열진전에 미치는 미소하중의 영향)

  • Shim, Dong-Suk;Kim, Jung-Kyu
    • Proceedings of the KSME Conference
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    • 2003.11a
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    • pp.1045-1050
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    • 2003
  • In this study, to investigate the effects of omitting low-amplitude cycles from a flight-simulation loading, crack growth tests are conducted on 2124-T851 aluminum alloy specimens. Three test spectra are generated by omitting small load ranges as counted by the rain-flow count method. The crack growth test results are compared with the data obtained from the flight-simulation loading. The experimental results show that omission of the load ranges below 5% of the maximum load does not significantly affect crack growth behavior, because these are below the initial stress intensity factor range. However, in the case of omitting the load ranges below 15% of the maximum load, crack growth rates decrease, and therefore crack growth curve deviates from the crack growth data under the flight-simulation loading. To optimize the load range that can be omitted, crack growth curves are simulated by the stochastic crack growth model. The prediction shows that the omission level can be extended to 8% of the maximum load and test time can be reduced by 59%.

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Application of Bias-Correction and Stochastic Analogue Method (BCSA) to Statistically Downscale Daily Precipitation over South Korea (남한지역 일단위 강우량 공간상세화를 위한 BCSA 기법 적용성 검토)

  • Hwang, Syewoon;Jung, Imgook;Kim, Siho;Cho, Jaepil
    • Journal of The Korean Society of Agricultural Engineers
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    • v.63 no.6
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    • pp.49-60
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    • 2021
  • BCSA (Bias-Correction and Stochastic Analog) is a statistical downscaling technique designed to effectively correct the systematic errors of GCM (General Circulation Model) output and reproduce basic statistics and spatial variability of the observed precipitation filed. In this study, the applicability of BCSA was evaluated using the ASOS observation data over South Korea, which belongs to the monsoon climatic zone with large spatial variability of rainfall and different rainfall characteristics. The results presented the reproducibility of temporal and spatial variability of daily precipitation in various manners. As a result of comparing the spatial correlation with the observation data, it was found that the reproducibility of various climate indices including the average spatial correlation (variability) of rainfall events in South Korea was superior to the raw GCM output. In addition, the needs of future related studies to improve BCSA, such as supplementing algorithms to reduce calculation time, enhancing reproducibility of temporal rainfall patterns, and evaluating applicability to other meteorological factors, were pointed out. The results of this study can be used as the logical background for applying BCSA for reproducing spatial details of the rainfall characteristic over the Korean Peninsula.

Dynamic modeling and structural reliability of an aeroelastic launch vehicle

  • Pourtakdoust, Seid H.;Khodabaksh, A.H.
    • Advances in aircraft and spacecraft science
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    • v.9 no.3
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    • pp.263-278
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    • 2022
  • The time-varying structural reliability of an aeroelastic launch vehicle subjected to stochastic parameters is investigated. The launch vehicle structure is under the combined action of several stochastic loads that include aerodynamics, thrust as well as internal combustion pressure. The launch vehicle's main body structural flexibility is modeled via the normal mode shapes of a free-free Euler beam, where the aerodynamic loadings on the vehicle are due to force on each incremental section of the vehicle. The rigid and elastic coupled nonlinear equations of motion are derived following the Lagrangian approach that results in a complete aeroelastic simulation for the prediction of the instantaneous launch vehicle rigid-body motion as well as the body elastic deformations. Reliability analysis has been performed based on two distinct limit state functions, defined as the maximum launch vehicle tip elastic deformation and also the maximum allowable stress occurring along the launch vehicle total length. In this fashion, the time-dependent reliability problem can be converted into an equivalent time-invariant reliability problem. Subsequently, the first-order reliability method, as well as the Monte Carlo simulation schemes, are employed to determine and verify the aeroelastic launch vehicle dynamic failure probability for a given flight time.

Durability Prediction for Concrete Structures Exposed to Carbonation Using a Bayesian Approach (베이지안 기법을 이용한 중성화에 노출된 콘크리트 구조물의 내구성 예측)

  • Jung, Hyun-Jun;Kim, Gyu-Seon;Ju, Min-Kwan;Lee, Sang-Cheol
    • Proceedings of the Korea Concrete Institute Conference
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    • 2009.05a
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    • pp.275-276
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    • 2009
  • This paper provides a new approach for predicting the corrosion resistivity of reinforced concrete structures exposed to carbonation. In this method, the prediction can be updated successively by a Bayesian theory when additional data are available. The stochastic properties of model parameters are explicitly taken into account into the model. To simplify the procedure of the model, the probability of the durability limit is determined from the samples obtained from the Latin hypercube sampling technique. The new method may be very useful in designing important concrete structures and help to predict the remaining service life of existing concrete structures which have been monitored.

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Regularized Optimization of Collaborative Filtering for Recommander System based on Big Data (빅데이터 기반 추천시스템을 위한 협업필터링의 최적화 규제)

  • Park, In-Kyu;Choi, Gyoo-Seok
    • The Journal of the Institute of Internet, Broadcasting and Communication
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    • v.21 no.1
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    • pp.87-92
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    • 2021
  • Bias, variance, error and learning are important factors for performance in modeling a big data based recommendation system. The recommendation model in this system must reduce complexity while maintaining the explanatory diagram. In addition, the sparsity of the dataset and the prediction of the system are more likely to be inversely proportional to each other. Therefore, a product recommendation model has been proposed through learning the similarity between products by using a factorization method of the sparsity of the dataset. In this paper, the generalization ability of the model is improved by applying the max-norm regularization as an optimization method for the loss function of this model. The solution is to apply a stochastic projection gradient descent method that projects a gradient. The sparser data became, it was confirmed that the propsed regularization method was relatively effective compared to the existing method through lots of experiment.

A Travel Time Prediction Model under Incidents (돌발상황하의 교통망 통행시간 예측모형)

  • Jang, Won-Jae
    • Journal of Korean Society of Transportation
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    • v.29 no.1
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    • pp.71-79
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    • 2011
  • Traditionally, a dynamic network model is considered as a tool for solving real-time traffic problems. One of useful and practical ways of using such models is to use it to produce and disseminate forecast travel time information so that the travelers can switch their routes from congested to less-congested or uncongested, which can enhance the performance of the network. This approach seems to be promising when the traffic congestion is severe, especially when sudden incidents happen. A consideration that should be given in implementing this method is that travel time information may affect the future traffic condition itself, creating undesirable side effects such as the over-reaction problem. Furthermore incorrect forecast travel time can make the information unreliable. In this paper, a network-wide travel time prediction model under incidents is developed. The model assumes that all drivers have access to detailed traffic information through personalized in-vehicle devices such as car navigation systems. Drivers are assumed to make their own travel choice based on the travel time information provided. A route-based stochastic variational inequality is formulated, which is used as a basic model for the travel time prediction. A diversion function is introduced to account for the motorists' willingness to divert. An inverse function of the diversion curve is derived to develop a variational inequality formulation for the travel time prediction model. Computational results illustrate the characteristics of the proposed model.

TGC-based Fish Growth Estimation Model using Gaussian Process Regression Approach (가우시안 프로세스 회귀를 통한 열 성장 계수 기반의 어류 성장 예측 모델)

  • Juhyoung Sung;Sungyoon Cho;Da-Eun Jung;Jongwon Kim;Jeonghwan Park;Kiwon Kwon;Young Myoung Ko
    • Journal of Internet Computing and Services
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    • v.24 no.1
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    • pp.61-69
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    • 2023
  • Recently, as the fishery resources are depleted, expectations for productivity improvement by 'rearing fishery' in land farms are greatly rising. In the case of land farms, unlike ocean environments, it is easy to control and manage environmental and breeding factors, and has the advantage of being able to adjust production according to the production plan. On the other hand, unlike in the natural environment, there is a disadvantage in that operation costs may significantly increase due to the artificial management for fish growth. Therefore, profit maximization can be pursued by efficiently operating the farm in accordance with the planned target shipment. In order to operate such an efficient farm and nurture fish, an accurate growth prediction model according to the target fish species is absolutely required. Most of the growth prediction models are mainly numerical results based on statistical analysis using farm data. In this paper, we present a growth prediction model from a stochastic point of view to overcome the difficulties in securing data and the difficulty in providing quantitative expected values for inaccuracies that existing growth prediction models from a statistical point of view may have. For a stochastic approach, modeling is performed by introducing a Gaussian process regression method based on water temperature, which is the most important factor in positive growth. From the corresponding results, it is expected that it will be able to provide reference values for more efficient farm operation by simultaneously providing the average value of the predicted growth value at a specific point in time and the confidence interval for that value.

Characteristics of Signal-to-Noise Paradox and Limits of Potential Predictive Skill in the KMA's Climate Prediction System (GloSea) through Ensemble Expansion (기상청 기후예측시스템(GloSea)의 앙상블 확대를 통해 살펴본 신호대잡음의 역설적 특징(Signal-to-Noise Paradox)과 예측 스킬의 한계)

  • Yu-Kyung Hyun;Yeon-Hee Park;Johan Lee;Hee-Sook Ji;Kyung-On Boo
    • Atmosphere
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    • v.34 no.1
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    • pp.55-67
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    • 2024
  • This paper aims to provide a detailed introduction to the concept of the Ratio of Predictable Component (RPC) and the Signal-to-Noise Paradox. Then, we derive insights from them by exploring the paradoxical features by conducting a seasonal and regional analysis through ensemble expansion in KMA's climate prediction system (GloSea). We also provide an explanation of the ensemble generation method, with a specific focus on stochastic physics. Through this study, we can provide the predictability limits of our forecasting system, and find way to enhance it. On a global scale, RPC reaches a value of 1 when the ensemble is expanded to a maximum of 56 members, underlining the significance of ensemble expansion in the climate prediction system. The feature indicating RPC paradoxically exceeding 1 becomes particularly evident in the winter North Atlantic and the summer North Pacific. In the Siberian Continent, predictability is notably low, persisting even as the ensemble size increases. This region, characterized by a low RPC, is considered challenging for making reliable predictions, highlighting the need for further improvement in the model and initialization processes related to land processes. In contrast, the tropical ocean demonstrates robust predictability while maintaining an RPC of 1. Through this study, we have brought to attention the limitations of potential predictability within the climate prediction system, emphasizing the necessity of leveraging predictable signals with high RPC values. We also underscore the importance of continuous efforts aimed at improving models and initializations to overcome these limitations.

Modeling of Microstructural Evolution in Squeeze Casting of an Al-4.5wt%Cu Alloy (용탕단조시 Al-4.5%Cu합금의 조직예측)

  • Cho, In-Sung;Hong, Chun-Pyo;Lee, Ho-In
    • Journal of Korea Foundry Society
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    • v.16 no.6
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    • pp.550-555
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    • 1996
  • A stochastic model, based on the coupling of the finite volume(FV) method for macroscopic heat flow calculation and a two-dimensional cellular automaton(CA) model for treating microstructural evolution was applied-for the prediction of microstructural evolution in squeeze casting. The interfacial heat transfer coefficient at the casting/die interface was evaluated as a function of time using an inverse problem method in order to provide a quantitative simulation of solidification sequences under high pressure. The effects of casting process variables on the formation of solidification grain structures and on the columnar to equiaxed transition of an Al-4.5wt%Cu alloy in squeeze casting were investigated. The calculated solidification grain structures were in good agreement with those obtained experimentally.

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