• Title/Summary/Keyword: 통계적 모멘트

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Evaluation of Characteristics of Simulated Extreme Rainfall Obtained from NSRP model under Different Object Functions (목적함수에 따른 다지점 NSRP 모형의 극치강우 재현능력 평가)

  • Cho, Hemie;Yu, Jae-Ung;Moon, Jangwon;Kwon, Hyun-Han
    • Proceedings of the Korea Water Resources Association Conference
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    • 2021.06a
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    • pp.363-363
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    • 2021
  • 수자원설계 및 계획 시 제한된 강우자료로 인해 나타나는 한계를 개선하기 위한 목적으로 추계학적 강수모의 모형을 활용한다. 대표적인 추계학적 강수모형으로 Bartlett-Lewis Rectangular Pulse Modified Model(BLPRM)과 Neyman-Scott Rectangular Pulse Model(NSRPM) 등이 활용되고 있으며, 관측강수량의 통계적 모멘트를 재현할 수 있도록 모형 매개변수를 최적화하는 과정이 필수적으로 요구된다. 기본적으로 모형 매개변수들의 조합을 통해 추정되는 통계적 모멘트와 관측값의 통계적 모멘트를 반복적으로 비교하면서 최적 매개변수를 추정하게 된다. 그러나 상대적으로 적은 관측값을 이용하여 매개변수를 추정하기 때문에, 매개변수 추정이 어려울 뿐만 아니라 매개변수의 불확실성도 큰 특징을 가지고 있다. 모형 매개변수 추정과정에서 다양한 목적함수가 활용되고 있으나, 고려되는 통계적 모멘트가 평균 및 분산 등 2차 모멘트에 제한되고 있어 극치강수량에 대한 재현성은 상대적으로 부족한 부분이 있다. 본 연구에서는 3차 모멘트를 포함한 목적함수를 활용하여 NSRP모형 매개변수를 추정하고, 기존 2차 모멘트를 이용한 매개변수 접근방법과 극치강수량 재현 측면에서 비교를 수행하였다. 최종적으로 유역 단위에서 극치강수량 재현효과를 평가하기 위해서는 면적강수량 추정이 매우 중요하며, 본 연구에서는 이러한 점을 감안하여 강우 지점 간의 상관성을 유지하면서 강우모의가 가능한 다지점 NSRP 모형과 연계하여 극치강우 재현 가능성을 평가하였다.

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Expansion of Sensitivity Analysis for Statistical Moments and Probability Constraints to Non-Normal Variables (비정규 분포에 대한 통계적 모멘트와 확률 제한조건의 민감도 해석)

  • Huh, Jae-Sung;Kwak, Byung-Man
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.34 no.11
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    • pp.1691-1696
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    • 2010
  • The efforts of reflecting the system's uncertainties in design step have been made and robust optimization or reliabilitybased design optimization are examples of the most famous methodologies. The statistical moments of a performance function and the constraints corresponding to probability conditions are involved in the formulation of these methodologies. Therefore, it is essential to effectively and accurately calculate them. The sensitivities of these methodologies have to be determined when nonlinear programming is utilized during the optimization process. The sensitivity of statistical moments and probability constraints is expressed in the integral form and limited to the normal random variable; we aim to expand the sensitivity formulation to nonnormal variables. Additional functional calculation will not be required when statistical moments and failure or satisfaction probabilities are already obtained at a design point. On the other hand, the accuracy of the sensitivity results could be worse than that of the moments because the target function is expressed as a product of the performance function and the explicit functions derived from probability density functions.

Modulation classification for BPSK and QPSK signals over rayleigh fading channel (Payleigh 페이딩 채널에서 BPSK와 QPSK 신호의 변조 분류)

  • 윤동원;한영열
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.21 no.4
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    • pp.1019-1026
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    • 1996
  • A modulation type classifier based on statistical moments has been successfully employed to classify PSK signals. Previously, developed Classifiers were analyzed in AWGN channel only. In this paper, a moments-based modulation type classifier to classify BPSK and QPSK signals over Rayleigh fading channel is proposed and analyzed. The moments of received signal are evaluated with the exact distribution of the received signal and a moments-based classifier is proposed. The performance evaluation of the proposed classifier in terms of the misclassification probability for BPSK and QPSK is investigated under Rayleigh fading environment.

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Study on Feasibility of Applying Function Approximation Moment Method to Achieve Reliability-Based Design Optimization (함수근사모멘트방법의 신뢰도 기반 최적설계에 적용 타당성에 대한 연구)

  • Huh, Jae-Sung;Kwak, Byung-Man
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.35 no.2
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    • pp.163-168
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    • 2011
  • Robust optimization or reliability-based design optimization are some of the methodologies that are employed to take into account the uncertainties of a system at the design stage. For applying such methodologies to solve industrial problems, accurate and efficient methods for estimating statistical moments and failure probability are required, and further, the results of sensitivity analysis, which is needed for searching direction during the optimization process, should also be accurate. The aim of this study is to employ the function approximation moment method into the sensitivity analysis formulation, which is expressed as an integral form, to verify the accuracy of the sensitivity results, and to solve a typical problem of reliability-based design optimization. These results are compared with those of other moment methods, and the feasibility of the function approximation moment method is verified. The sensitivity analysis formula with integral form is the efficient formulation for evaluating sensitivity because any additional function calculation is not needed provided the failure probability or statistical moments are calculated.

A defect inspection method for the LCD ploarizer film using statistical moment of histogram (히스토그램의 통계적 모멘트를 이용한 편광필름 결함 검출 방법)

  • Yoon, Hee-Sang;Park, Tae-Hyoung
    • Proceedings of the KIEE Conference
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    • 2007.07a
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    • pp.1760-1761
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    • 2007
  • 액정 디스플레이(LCD)의 핵심 재료인 편광필름은 제조 과정이나 운반 과정에서 실오라기 같은 이물 및 찍힘 등의 결함이 발생하며 이를 사람이 육안으로 검사하고 있다. 본 논문에서는 이런 편광필름의 결함을 자동으로 검출하기위한 방법으로 히스토그램의 통계적 모멘트를 사용하여 주변 밝기에 따라 검사 영역의 밝기의 기울기를 구하고, 이를 통해 결함의 유무를 판단하는 편광필름 검사 방법을 제안한다.

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A Study on the Statistical Characteristics of Rolling Motion of Ships Using Multiple Time Scales (다중 시간법에 의한 선박 횡동요 응답의 통계적 특성 연구)

  • Yun-Cheol Na;Sun-Hong Kwon;Dong-Dai Ha
    • Journal of the Society of Naval Architects of Korea
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    • v.31 no.1
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    • pp.102-110
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    • 1994
  • The roll response of ships to the narrow band random exciting moment is investigated based on the multiple time scale technique. The results are compared with those calculated from statistical equivalent linearization method. The calculation results have shown that the results calculated from multiple time scale technique eve wider range of multiple values. Numerical simulations of rolling motion of ship are performed to confirm the results.

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Numerical Verification of the First Four Statistical Moments Estimated by a Function Approximation Moment Method (함수 근사 모멘트 방법에서 추정한 1∼4차 통계적 모멘트의 수치적 검증)

  • Kwak, Byung-Man;Huh, Jae-Sung
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.31 no.4
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    • pp.490-495
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    • 2007
  • This research aims to examine accuracy and efficiency of the first four moments corresponding to mean, standard deviation, skewness, and kurtosis, which are estimated by a function approximation moment method (FAMM). In FAMM, the moments are estimated from an approximating quadratic function of a system response function. The function approximation is performed on a specially selected experimental region for accuracy, and the number of function evaluations is taken equal to that of the unknown coefficients for efficiency. For this purpose, three error-minimizing conditions are utilized and corresponding canonical experimental regions constructed accordingly. An interpolation function is then obtained using a D-optimal design and then the first four moments of it are obtained as the estimates for the system response function. In order to verify accuracy and efficiency of FAMM, several non-linear examples are considered including a polynomial of order 4, an exponential function, and a rational function. The moments calculated from various coefficients of variation show very good accuracy and efficiency in comparison with those from analytic integration or the Monte Carlo simulation and the experimental design technique proposed by Taguchi and updated by D'Errico and Zaino.

Steganalysis Using Joint Moment of Wavelet Subbands (웨이블렛 부밴드의 조인트 모멘트를 이용한 스테그분석)

  • Park, Tae-Hee;Hyun, Seung-Hwa;Kim, Jae-Ho;Eom, Il-Kyu
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.48 no.3
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    • pp.71-78
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    • 2011
  • This paper propose image steganalysis scheme based on independence between parent and child subband on the multi-layer wavelet domain. The proposed method decompose cover and stego images into 12 subbands by applying 3-level Haar UWT(Undecimated Wavelet Transform), analyze statistical independency between parent and child subband. Because this independency is appeared more difference in stego image than in cover image, we can use it as feature to differenciate between cover and stego image. Therefore we extract 72D features by calculation first 3 order statistical moments from joint characteristic function between parent and child subband. Multi-layer perceptron(MLP) is applied as classifier to discriminate between cover and stego image. We test the performance of proposed scheme over various embedding rates by the LSB, SS, BSS embedding method. The proposed scheme outperforms the previous schemes in detection rate to existence of hidden message as well as exactness of discrimination.

Evaluation of extreme rainfall estimation obtained from NSRP model based on the objective function with statistical third moment (통계적 3차 모멘트 기반의 목적함수를 이용한 NSRP 모형의 극치강우 재현능력 평가)

  • Cho, Hemie;Kim, Yong-Tak;Yu, Jae-Ung;Kwon, Hyun-Han
    • Journal of Korea Water Resources Association
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    • v.55 no.7
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    • pp.545-556
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    • 2022
  • It is recommended to use long-term hydrometeorological data for more than the service life of the hydraulic structures and water resource planning. For the purpose of expanding rainfall data, stochastic simulation models, such as Modified Bartlett-Lewis Rectangular Pulse (BLRP) and Neyman-Scott Rectangular Pulse (NSRP) models, have been widely used. The optimal parameters of the model can be estimated by repeatedly comparing the statistical moments defined through a combination of parameters of the probability distribution in the optimization context. However, parameter estimation using relatively small observed rainfall statistics corresponds to an ill-posed problem, leading to an increase in uncertainty in the parameter estimation process. In addition, as shown in previous studies, extreme values are underestimated because objective functions are typically defined by the first and second statistical moments (i.e., mean and variance). In this regard, this study estimated the parameters of the NSRP model using the objective function with the third moment and compared it with the existing approach based on the first and second moments in terms of estimation of extreme rainfall. It was found that the first and second moments did not show a significant difference depending on whether or not the skewness was considered in the objective function. However, the proposed model showed significantly improved performance in terms of estimation of design rainfalls.