• Title/Summary/Keyword: 상관확률효과

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A Study on the Probabilistic Analysis Method Considering Spatial Variability of Soil Properties (지반의 공간적 변동성을 고려한 확률론적 해석기법에 관한 연구)

  • Cho, Sung-Eun;Park, Hyung-Choon
    • Journal of the Korean Geotechnical Society
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    • v.24 no.8
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    • pp.111-123
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    • 2008
  • Geotechnical engineering problems are characterized by many sources of uncertainty. Some of these sources are connected to the uncertainties of soil properties involved in the analysis. In this paper, a numerical procedure for a probabilistic analysis that considers the spatial variability of soil properties is presented to study the response of spatially random soil. The approach integrates a commercial finite difference method and random field theory into the framework of a probabilistic analysis. Two-dimensional non-Gaussian random fields are generated based on a Karhunen-$Lo{\grave{e}}ve$ expansion in a fashion consistent with a specified marginal distribution function and an autocorrelation function. A Monte Carlo simulation is then used to determine the statistical response based on the random fields. A series of analyses were performed to study the effects of uncertainty due to the spatial heterogeneity on the settlement and bearing capacity of a rough strip footing. The simulations provide insight into the application of uncertainty treatment to the geotechnical problem and show the importance of the spatial variability of soil properties with regard to the outcome of a probabilistic assessment.

Probabilistic Evaluation on Prediction of the Strains by Single Surface Constitutive Model (확률론에 의한 Single Surface 구성모델의 변형률 예측능력 평가)

  • Jeong, Jin Seob;Song, Young Sun;Kim, Chan Kee
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.13 no.3
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    • pp.163-172
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    • 1993
  • A probabilistic approach for evaluation of prediction of the strains using Lade's single surface constitutive model was employed, based on first-order approximate mean and variance. Several experiments such as isotropic compression and drained triaxial compression tests were conducted to examine the variabilities of soil parameters for Lade's model. By taking into account the results of the experimental data such as mean values and standard deviations of soil parameter's, a new probabilistic approach, which explains the uncertainty of computed strains, is applied. The magnitude of the COV for each parameter and the correlation coefficient between the two parameters can be effectively used for reducing the number of the parameters for the model. It is concluded that Lade's single surface constitutive model is surperior model for the prediction of the strain, because the COV of strains is under the "0.51".

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Probabilistic Analysis of Lifetime Extreme Live Loads in Office Buildings (사무실의 사용기간 최대 적재하중에 대한 확률론적 분석)

  • 김상효;조형근;배규웅;박흥석
    • Computational Structural Engineering
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    • v.3 no.1
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    • pp.109-116
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    • 1990
  • Live load data in domestic office buildings have been collected in a systematic manner. Based on surveyed data, equivalent uniformly distributed load intensities, which produce the same load effect as the actual spatially varying, live load, have been obtained for various structural members (such as slab, beam, column, etc. ). Influence surface method has been employed to compute load effects under real live load, including beam moment, slab moment as well as axial force in column. The results have been examined to find probabilistic characteristics and relationship between influence area and load intensity (or coefficient of variation). The results were also compared with other survey results and found to be reasonable. Based on the probabilistic load models obtained, the lifetime extreme values have been analyzed and compared with current design loads. Tentative equations applicable to decide more rational design loads are also suggested as functions of influence area.

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Statistical Prediction for the Demand of Life Insurance Policy Loans (생명보험의 보험계약대출 수요에 대한통계적예측)

  • Lee, Woo-Joo;Park, Kyung-Ok;Kim, Hae-Kyung
    • Communications for Statistical Applications and Methods
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    • v.17 no.5
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    • pp.697-712
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    • 2010
  • This paper is concerned with the statistical analysis and development of stochastic models for the demand for life insurance policy loans. For these, firstly the characteristics of the regression trend, periodicity and dependence of the monthly demand for life insurance policy loans are investigated by a statistical analysis of the monthly demand data for the years 1999 through 2008. Secondly, the causal relationships between the demand for life insurance policy loans and the economic variables including unemployment rate and inflation rate for the period are investigated. The results show that inflation rate is main factor influencing policy loan demands. The overall evidence, however, failed to establish unidirectional causality relationships between the demand series and the other variables under study. Finally, based on these, univariate time series model and transfer function model where the demand series is related to one input series are derived, respectively, for the prediction of the demand for life insurance policy loans. A statistical procedure for using the model to predict the demand for life insurance policy loans is also proposed.

Geostatistical Simulation of Compositional Data Using Multiple Data Transformations (다중 자료 변환을 이용한 구성 자료의 지구통계학적 시뮬레이션)

  • Park, No-Wook
    • Journal of the Korean earth science society
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    • v.35 no.1
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    • pp.69-87
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    • 2014
  • This paper suggests a conditional simulation framework based on multiple data transformations for geostatistical simulation of compositional data. First, log-ratio transformation is applied to original compositional data in order to apply conventional statistical methodologies. As for the next transformations that follow, minimum/maximum autocorrelation factors (MAF) and indicator transformations are sequentially applied. MAF transformation is applied to generate independent new variables and as a result, an independent simulation of individual variables can be applied. Indicator transformation is also applied to non-parametric conditional cumulative distribution function modeling of variables that do not follow multi-Gaussian random function models. Finally, inverse transformations are applied in the reverse order of those transformations that are applied. A case study with surface sediment compositions in tidal flats is carried out to illustrate the applicability of the presented simulation framework. All simulation results satisfied the constraints of compositional data and reproduced well the statistical characteristics of the sample data. Through surface sediment classification based on multiple simulation results of compositions, the probabilistic evaluation of classification results was possible, an evaluation unavailable in a conventional kriging approach. Therefore, it is expected that the presented simulation framework can be effectively applied to geostatistical simulation of various compositional data.

A New Teat Data Generation for SPRT in Speaker Verification (화자 확인에서 SPRT를 위한 새로운 테스트 데이터 생성)

  • 서창우;이기용
    • The Journal of the Acoustical Society of Korea
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    • v.22 no.1
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    • pp.42-47
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    • 2003
  • This paper proposes the method to generate new test data using the sample shift of the start frame for SPRT(sequential probability ratio test) in speaker verification. The SPRT method is a effective algorithm that can reduce the test computational complexity. However, in making the decision procedure, SPRT can be executed on the assumption that the input samples are usually to be i.i.d. (Independent and Identically Distributed) samples from a probability density function (pdf), also it's not suitable method to apply for the short utterance. The proposed method can achieve SPRT regardless of the utterance length of the test data because it is method to generate the new test data through the sample shift of start frame. Also, the correlation property of data to be considered in the SPRT method can be effectively removed by employing the principal component analysis. Experimental results show that the proposed method increased the computational complexity of data for sample shift a little, but it has a good performance result more than a conventional method above the average 0.7% in EER (equal error rate).

The Effects of Librarian's Empowerment and Organizational Commitment on Organizational Effectiveness (도서관사서의 임파워먼트와 조직헌신성이 조직효과에 미치는 영향)

  • Choi, Heung Sik;Yu, Pyeong Su;Jeong, Se Min
    • Journal of the Korean Society for information Management
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    • v.32 no.2
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    • pp.105-129
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    • 2015
  • The purpose of this study was to explore the effects of librarian's empowerment and organizational commitment on organizational effectiveness in libraries. The subjects of this study were 148 librarians of 10 libraries in Jeollabuk-do in accordance to purposeful sampling of nonprobability sampling. The statistics program that was used to achieve the purpose was SPSS pc+ 20.0. The statistics methods were used one-way ANOVA, Pearson's correlation analysis, and multiple regression test. The following conclusion were drawn from the research procedures and data analysis. First, the librarian's empowerment level and organizational effectiveness make a difference by age level. But the librarian's organizational commitment make no difference by age level. Second, the librarian's empowerment level make a difference by marital status. But the librarian's organizational commitment and effectiveness make no difference by marital status. Third, the librarian's empowerment level make a difference by career in present librarian. But the librarian's organizational commitment and effectiveness make no difference by career in present librarian. Fourth, Very a high correlation is influence factor and all of the empowerment, competence factor, and all of the empowerment. Fifth, the organizational effectiveness is affected 9.3% by librarian's empowerment, 5.6% by librarian's organizational commitment.

Impact of Outage on Security Values of Firms in Energy Storage Industry (정전이 에너지 저장장치산업 관련 기업 주가에 미치는 영향 분석)

  • Kim, Jin-A;Lee, Jae-Hee;Joo, Sung-Kwan
    • Proceedings of the KIEE Conference
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    • 2009.07a
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    • pp.549_550
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    • 2009
  • 전력산업의 경쟁체제 도입에 따른 전력설비 투자부진현상은 정전 발생 확률을 높였고, 이에 따른 대비책 마련 및 경제적 파급효과 분석과 관련된 연구가 대두되었다. 국내에서 수행된 정전의 경제적 파급효과 분석은 정전비용 산정에만 초점을 맞추어 수행되었기 때문에 잠재적인 경제적 영향성을 고려하여 정전과 금융시장의 상관관계 분석이 필요하다. 본 논문은 이벤트 스터디(Event Study)기법 적용을 통해 정전이 에너지 저장장치산업 관련 기업 주가에 미치는 영향을 분석한다.

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Analysis of spatio-temporal variation on water quality using hidden Markov model (은닉 마코프 모형을 이용한 시공간적 수질 변동성 분석)

  • Jung, Min-Kyu;Cho, Hemie;Kwon, Hyun-Han
    • Proceedings of the Korea Water Resources Association Conference
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    • 2020.06a
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    • pp.111-111
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    • 2020
  • 하천환경과 기후의 변화로 인해 수질오염 과정의 메커니즘이 더욱 복잡해짐에 따라 다양한 요인을 고려한 불확실성 평가 연구가 요구되고 있다. 하천 수질 중에서도 부영양화 문제는 특히 개발로 인한 하천환경 변화 이후 사회 정치적 논점이 되어왔다. 본 연구에서는 지난 7년 동안의 수질 변화의 전반적인 양상을 조사하였으며, 클로로필-a(Chl-a, chlorophyll-a) 농도의 시공간적 의존성의 효과적으로 고려하기 위해 기계학습 기반 분류(classification) 접근법인 다변량 은닉 마코프 모형(MHMM, multivariate hidden Markov model)을 사용하였다. 월 단위 수질 및 수문 자료를 사용하여 Chl-a의 변동성을 군집화하여 수질 상태의 익월 천이확률을 효과적으로 추정하였다. Chl-a와 수질 및 수문기상 조건의 관계를 평가하였으며, 결과적으로 수질 상태의 시공간적 전이가 정확하게 식별되었고 이의 잠재적 원인에 대하여 논의하였다.

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Half-pixel Accuracy Motion Estimation Using the Correlation of Motion Vectors (움직임벡터의 상관성을 이용한 반화소단위 움직임 추정 기법)

  • Lee, Bub-Ki;Lee, Kyeong-Hwan;Choi, Jung-Hyun;Kim, Duk-Gyoo
    • Journal of the Korean Institute of Telematics and Electronics S
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    • v.35S no.6
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    • pp.119-126
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    • 1998
  • In this paper, we proposed two new methods of half-pel accuracy motion estimation using spatial correlation of half-pel accuracy motion vectors and stochastic characteristics between pixel accuracy motion vectors and half-pel accuracy motion vectors. We confirmed two facts : One is that the probability of having same half-pel accuracy motion vectors with neighboring blocks is high when having same pixel accuracy motion vectors. And the other is that there is high correlation between neighboring half-pel positions. These new half-pel motion estimation technique are shown to decrease the bit rates for vector coding and computational complexity with similar PSNR.

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