• Title/Summary/Keyword: 포아송 과정

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Development of hybrid stochastic model for rainfall generation considering rainfall inter-annual variability (연간 강우 변동성을 고려한 혼합 추계 강우 생성 모형의 개발)

  • Park, Jeong Ha;Kim, Dong Kyun
    • Proceedings of the Korea Water Resources Association Conference
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    • 2018.05a
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    • pp.11-11
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    • 2018
  • 본 연구에서는 1시간부터 1년 단위의 강우 특성들을 잘 모의하는 혼합 추계 강우 생성 모형을 개발하였다. 본 모형의 가상 강우 생성 과정은 4단계로 이루어진다. 첫 단계에서 Seasonal ARIMA 모형을 통하여 시계열 특성을 반영한 월 강우를 생성한다. 두 번째 단계는 생성된 월 강우에 해당하는 일 단위 이하의 강우 통계치 세트를 생성하는 것이며, 통계치간 상관관계를 통해 평균, 표준편차, 자기상관 계수, 무강우 확률을 생성한다. 생성된 통계치 세트는 세 번째 단계에서 Modified Bartlett-Lewis Rectangular Pulse (MBLRP) 모형의 6개의 매개변수를 보정하는데 사용되며, 마지막으로 MBLRP 매개변수 세트를 통해 가상 강우 시계열을 생성한다. 위 모형을 통해 미국 동부 지역 29개 강우 관측소에 대하여 200년 길이의 가상 강우를 생성하였으며, 그 결과 시 단위부터 연 단위까지 강우의 1차, 2차 통계치 및 무강우 확률을 성공적으로 재현하였다. 또한 기존 MBLRP 모형에 비하여 극한 강우 사상을 재현하는 능력이 향상되었다. 빈도분석 결과를 통하여 MBLRP 모형이 재현기간에 따라 10%에서부터 40%까지 극한 사상을 과소 추정한 반면, 본 모형에서는 20% 이내의 값을 나타내었다.

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Evaluation on the Reliability Attributes of Finite Failure NHPP Software Reliability Model Based on Pareto and Erlang Lifetime Distribution (파레토 및 어랑 수명분포에 근거한 유한고장 NHPP 소프트웨어 신뢰성모형의 신뢰도 속성에 관한 평가)

  • Min, Kyung-il
    • Journal of Industrial Convergence
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    • v.18 no.3
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    • pp.19-25
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    • 2020
  • In the software development process, software reliability evaluation is a very important issue. In particular, finding the optimal development model that satisfies high reliability is the more important task for software developers. For this, in this study, Pareto and Erlang life distributions were applied to the finite failure NHPP model to evaluate the reliability attributes. For this purpose, parametric estimation is applied to the maximum likelihood estimation method, and nonlinear equations are calculated using the bisection method. As a result, the Erlang model showed better performance than the Pareto model in the evaluation of the strength function and the mean value function. Also, as a result of inputting future mission time and evaluating reliability, the Erlang model showed an effectively high trend together with the Pareto model, while the Goel-Okumoto basic model showed a decreasing trend. In conclusion, the Erlang model is the best model among the proposed models. Through this study, it is expected that software developers will be able to use it as a basic guideline for exploring and evaluating the optimal software reliability model.

A Performance Comparative Evaluation for Finite and Infinite Failure Software Reliability Model using the Erlang Distribution (어랑분포를 적용한 유한 및 무한 고장 소프트웨어 신뢰모형에 관한 성능 비교 평가에 관한 연구)

  • Yang, Tae-Jin
    • The Journal of Korea Institute of Information, Electronics, and Communication Technology
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    • v.9 no.4
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    • pp.351-358
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    • 2016
  • Science and technology is developing rapidly as more powerful software with the rapid development of software testing and reliability assessment by the difficulty increases with the complexity of the software features of the larger increases NHPP software reliability models for failure analysis can have, in the literature, exhibit either constant, monotonic increasing or monotonic decreasing failure occurrence rates per fault. In this paper, finite failure NHPP models that assuming the expected value of the defect and infinite failures NHPP models that repairing software failure point in time reflects the situation, were presented for comparing property. Commonly used in the field of software reliability based on Erlang distribution software reliability model finite failures and infinite failures were presented for performance comparative evaluation problem. As a result, finite failure model is better than infinite failure model effectively. The parameters estimation using maximum likelihood estimation in the course of this study was conducted. As the results of this research, software developers to identify software failure property be able to help is concluded.

The Assessing Comparative Study for Statistical Process Control of Software Reliability Model Based on polynomial hazard function (다항 위험함수에 근거한 NHPP 소프트웨어 신뢰모형에 관한 통계적 공정관리 접근방법 비교연구)

  • Kim, Hee-Cheul;Shin, Hyun-Cheul
    • The Journal of Korea Institute of Information, Electronics, and Communication Technology
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    • v.8 no.5
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    • pp.345-353
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    • 2015
  • There are many software reliability models that are based on the times of occurrences of errors in the debugging of software. It is shown that it is possible to do parameter inference for software reliability models based on finite failure model and non-homogeneous Poisson Processes (NHPP). For someone making a decision to market software, the conditional failure rate is an important variables. In this case, finite failure model are used in a wide variety of practical situations. Their use in characterization problems, detection of outlier, linear estimation, study of system reliability, life-testing, survival analysis, data compression and many other fields can be seen from the many study. Statistical process control (SPC) can monitor the forecasting of software failure and thereby contribute significantly to the improvement of software reliability. Control charts are widely used for software process control in the software industry. In this paper, proposed a control mechanism based on NHPP using mean value function of polynomial hazard function.

The Study for ENHPP Software Reliability Growth Model based on Burr Coverage Function (Burr 커버리지 함수에 기초한 ENHPP소프트웨어 신뢰성장모형에 관한 연구)

  • Kim, Hee-Cheul
    • Journal of the Korea Society of Computer and Information
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    • v.12 no.4
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    • pp.33-42
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    • 2007
  • Accurate predictions of software release times, and estimation of the reliability and availability of a software product require quantification of a critical element of the software testing process : test coverage. This model called Enhanced non-homogeneous poission process(ENHPP). In this paper, exponential coverage and S-shaped model was reviewed, proposes the Kappa coverage model, which maked out efficiency application for software reliability. Algorithm to estimate the parameters used to maximum likelihood estimator and bisection method, model selection based on SSE statistics and Kolmogorov distance, for the sake of efficient model, was employed. From the analysis of mission time, the result of this comparative study shows the excellent performance of Burr coverage model rather than exponential coverage and S-shaped model using NTDS data. This analysis of failure data compared with the Kappa coverage model and the existing model(using arithmetic and Laplace trend tests, bias tests) is presented.

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The Study for ENHPP Software Reliability Growth Model Based on Kappa(2) Coverage Function (Kappa(2) 커버리지 함수를 이용한 ENHPP 소프트웨어 신뢰성장모형에 관한 연구)

  • Kim, Hee-Cheul
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.11 no.12
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    • pp.2311-2318
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    • 2007
  • Finite failure NHPP models presented in the literature exhibit either constant, monotonic increasing or monotonic decreasing failure occurrence rates per fault. Accurate predictions of software release times, and estimation of the reliability and availability of a software product require Release times of a critical element of the software testing process : test coverage. This model called Enhanced non-homogeneous Poission process(ENHPP). In this paper, exponential coverage and S-shaped model was reviewed, proposes the Kappa coverage model, which make out efficiency application for software reliability. Algorithm to estimate the parameters used to maximum likelihood estimator and bisection method, model selection based on SSE statistics and Kolmogorov distance, for the sake of efficient model, was employed. Numerical examples using real data set for the sake of proposing Kappa coverage model was employed. This analysis of failure data compared with the Kappaa coverage model and the existing model(using arithmetic and Laplace trend tests, bias tests) is presented.

Development of Evaluation Model for Black Spot Improvement Priorities by using Emperical Bayes Method (EB기법을 이용한 사고잦은 곳 개선사업 우선순위 판정기법 개발)

  • Jeong, Seong-Bong;Hwang, Bo-Hui;Seong, Nak-Mun;Lee, Seon-Ha
    • Journal of Korean Society of Transportation
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    • v.27 no.3
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    • pp.81-90
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    • 2009
  • The safety management of a road network comprises four basic inter-related components:identification of sites(black spot) requiring safety investigation, diagnosis of safety problems, selection of feasible treatments for potential treatment candidates, and prioritization of treatments given limited budgets(Persaud, 2001). Identification process of selecting black spot is very important for efficient investigation of sites. In this study, the accident prediction model for EB method was developed by using accident data and geometric conditions of black spots selected from four-leg signalized intersections in In-cheon City for three years (2004-2006). In addition, by comparing the rank nomination technique using EB method to that by using accident counts, we managed to show the problems which the existing method have and the necessity for developing rational prediction model. As a result, in terms of total number of accidents, both the counts predicted by existing non-linear regression model and that by EB method have high good of fitness, but EB method, considering both the accident counts by sites and total number of accident, has better good of fitness than non-linear poison model. According to the result of the comparison of ranks nominated for treatment between two methods, the rank for treatment of almost sites does not change but SeoHae intersection and a few other intersections have significant changes in their rank. This shows that, with the technique proposed in the study, the RTM problem caused by using real accident counts can be overcome.

Hybrid Integration of P-Wave Velocity and Resistivity for High-Quality Investigation of In Situ Shear-Wave Velocities at Urban Areas (도심지 지반 전단파속도 탐사를 위한 P-파 속도와 전기비저항의 이종 결합)

  • Joh, Sung-Ho;Kim, Bong-Chan
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.30 no.1C
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    • pp.45-51
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    • 2010
  • In urban area, design and construction of civil engineering structures such as subway tunnel, underground space and deep excavation is impeded by unreliable site investigation. Variety of embedded objects, electric noises and traffic vibrations degrades the quality of site investigation, whatever the site-investigation technique would be. In this research, a preliminary research was performed to develop a dedicated site investigation technique for urban geotechnical sites, which can overcome the limitations of urban sites. HiRAS (Hybrid Integration of Surface Waves and Resistivity) technique which is the first outcome of the preliminary research was proposed in this paper. The technique combines surface wave as well as electrical resistivity. CapSASW method for surface-wave technique and PDC-R technique for electrical resistivity survey were incorporated to develop HiRAS technique. CapSASW method is a good method for evaluating material stiffness and PDC-R technique is a reliable method for determination of underground stratification even in a site with electrical noise. For the inversion analysis of HiRAS techniuqe, a site-specific relationship between stress-wave velocity and resistivity was employed. As for outgrowth of this research, the 2-D distribution of Poisson's ratio could be also determined.

A study of epidemic model using SEIR model (SEIR 모형을 이용한 전염병 모형 예측 연구)

  • Do, Mijin;Kim, Jongtae;Choi, Boseung
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.2
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    • pp.297-307
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    • 2017
  • The epidemic model is used to model the spread of disease and to control the disease. In this research, we utilize SEIR model which is one of applications the SIR model that incorporates Exposed step to the model. The SEIR model assumes that a people in the susceptible contacted infected moves to the exposed period. After staying in the period, the infectee tends to sequentially proceed to the status of infected, recovered, and removed. This type of infection can be used for research in cases where there is a latency period after infectious disease. In this research, we collected respiratory infectious disease data for the Middle East Respiratory Syndrome Coronavirus (MERSCoV). Assuming that the spread of disease follows a stochastic process rather than a deterministic one, we utilized the Poisson process for the variation of infection and applied epidemic model to the stochastic chemical reaction model. Using observed pandemic data, we estimated three parameters in the SIER model; exposed rate, transmission rate, and recovery rate. After estimating the model, we applied the fitted model to the explanation of spread disease. Additionally, we include a process for generating the Exposed trajectory during the model estimation process due to the lack of the information of exact trajectory of Exposed.

Optimal Release Problems based on a Stochastic Differential Equation Model Under the Distributed Software Development Environments (분산 소프트웨어 개발환경에 대한 확률 미분 방정식 모델을 이용한 최적 배포 문제)

  • Lee Jae-Ki;Nam Sang-Sik
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.31 no.7A
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    • pp.649-658
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    • 2006
  • Recently, Software Development was applied to new-approach methods as a various form : client-server system and web-programing, object-orient concept, distributed development with a network environments. On the other hand, it be concerned about the distributed development technology and increasing of object-oriented methodology. These technology is spread out the software quality and improve of software production, reduction of the software develop working. Futures, we considered about the distributed software development technique with a many workstation. In this paper, we discussed optimal release problem based on a stochastic differential equation model for the distributed Software development environments. In the past, the software reliability applied to quality a rough guess with a software development process and approach by the estimation of reliability for a test progress. But, in this paper, we decided to optimal release times two method: first, SRGM with an error counting model in fault detection phase by NHPP. Second, fault detection is change of continuous random variable by SDE(stochastic differential equation). Here, we decide to optimal release time as a minimum cost form the detected failure data and debugging fault data during the system test phase and operational phase. Especially, we discussed to limitation of reliability considering of total software cost probability distribution.