• Title/Summary/Keyword: 혼합정규분포

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Partial AUC and optimal thresholds (부분 AUC와 최적분류점들)

  • Hong, Chong Sun;Cho, Hyun Su
    • The Korean Journal of Applied Statistics
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    • v.32 no.2
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    • pp.187-198
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    • 2019
  • Extensive literature exists on how to estimate optimal thresholds based on various accuracy measures using receiver operating characteristic (ROC) and cumulative accuracy profile (CAP) curves. This paper now proposes an alternative measure to represented the specific partial area under the ROC and CAP curves. The relationship between ROC and CAP functions is examined using differential equations of the new defined partial area under curves. In addition, the relationship with the optimal thresholds under conditions of various accuracy measures for the ROC and CAP functions is also derived. We assume there are two kinds of distribution functions composing the mixed distribution as various normal distributions before finding the optimal thresholds. Corresponding type 1 and 2 errors are also explored and discussed under various conditions for accuracy measures.

3D RANS Simulation and the Prediction by CRN Regarding NOx in a Lean Premixed Combustion in a Gas Turbine Combustor (희박 예혼합 가스터빈 연소기 3 차원 전산 해석 및 화학반응기 네트워크에 의한 NOx 예측)

  • Yi, Jae-Bok;Jeong, Dae-Ro;Huh, Kang-Yul;Jin, Jae-Min;Park, Jung-Kyu;Lee, Min-Chul
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.35 no.12
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    • pp.1257-1264
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    • 2011
  • This paper presents 3D simulation by STAR-CCM+ for lean premixed combustion in a stationary gas turbine combustor with separate pilot and main nozzles. The constant for the source term in the flame area density transport equation was modified to account for a low global equivalence ratio and validated against measurement data. A Partially-premixed Coherent Flame Model(PCFM) involves propagation of a laminar premixed flame with the predicted flame surface density and equilibrium assumption in the burned gas with spatial inhomogeneity. The conditions for cooling by radiation and convection are considered for accurate determination of the heat flux on the wall. A parametric study is of the pilot-fuel-to-total-fuel-ratio is carried out. A chemical reactor network (CRN) was constructed on the basis of the 3D simulation results and compared against measurements of NOx.

Statistical Properties of Material Strength of Concrete, Re-Bar and Strand Used in Domestic Construction Site (국내 현장의 콘크리트, 철근 및 강연선 재료 강도에 대한 통계 특성 분석)

  • Paik, In-Yeol;Shim, Chang-Su;Chung, Young-Soo;Sang, Hee-Jung
    • Journal of the Korea Concrete Institute
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    • v.23 no.4
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    • pp.421-430
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    • 2011
  • As a fundamental study to introduce the reliability-based design code, a statistical study is conducted for the material strength data collected from domestic construction sites. In order to develop a rational design code based on statistics and reliability theory, it is essential to obtain the statistical properties of material strength. Material strength data for concrete, reinforcing bars, and prestressing strands which are used in domestic construction sites are collected and statistically analyzed. Then, the statistical properties are compared with those used in the process of the reliability-based calibration of internationally leading design codes. The statistical properties of the domestic data are such that the bias factor is relatively uniform between 1.13 and 1.20 and the coefficient of variation is below 0.10. Reinforcing bar data show difference among different manufacturers but there is not much difference among re-bar diameters. In the case of tendons, which are high strength materials, both of the domestic and foreign data show smaller values of the bias factor and the coefficient of variation than those of concrete and re-bar. Statistical distribution of all the material strength can be properly assumed as normal, log-normal, or Gumbel distribution after analyzing the classified data by individual construction site and manufacturer rather than the mixed data obtained from different sources in order to express the individual distribution of each structure.

Optimal Thresholds from Mixture Distributions (혼합분포에서 최적분류점)

  • Hong, Chong-Sun;Joo, Jae-Seon;Choi, Jin-Soo
    • The Korean Journal of Applied Statistics
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    • v.23 no.1
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    • pp.13-28
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    • 2010
  • Assuming a mixture distribution for credit evaluation studies, we discuss estimating threshold methods to minimize errors that default borrowers are predicted as non defaults or non defaults are regarded as defaults. A method by using statistical hypotheses tests, the most powerful test and generalized likelihood ratio test, for the probability density functions which are defined with the score random variable and the parameter space consisted of only two elements such as the default and non default states is proposed to estimate a threshold. And anther optimal thresholds to maximize classification accuracy measures of the accuracy and the true rate for ROC and CAP curves are estimated as equations related with these probability density functions. Three kinds of optimal thresholds in terms of the hypotheses testing, the accuracy and the true rate are obtained from normal random samples with various means and variances. The sums of the type I and type II errors corresponding to each optimal threshold are obtained and compared. Finally we discuss about their efficiency and derive conclusions.

Performance Evaluation of a Time-domain Gauss-Newton Full-waveform Inversion Method (시간영역 Gauss-Newton 전체파형 역해석 기법의 성능평가)

  • Kang, Jun Won;Pakravan, Alireza
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.26 no.4
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    • pp.223-231
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    • 2013
  • This paper presents a time-domain Gauss-Newton full-waveform inversion method for the material profile reconstruction in heterogeneous semi-infinite solid media. To implement the inverse problem in a finite computational domain, perfectly-matchedlayers( PMLs) are introduced as wave-absorbing boundaries within which the domain's wave velocity profile is to be reconstructed. The inverse problem is formulated in a partial-differential-equations(PDE)-constrained optimization framework, where a least-squares misfit between measured and calculated surface responses is minimized under the constraint of PML-endowed wave equations. A Gauss-Newton-Krylov optimization algorithm is utilized to iteratively update the unknown wave velocity profile with the aid of a specialized regularization scheme. Through a series of one-dimensional examples, the solution of the Gauss-Newton inversion was close enough to the target profile, and showed superior convergence behavior with reduced wall-clock time of implementation compared to a conventional inversion using Fletcher-Reeves optimization algorithm.

Bivariate ROC Curve (이변량 ROC곡선)

  • Hong, C.S.;Kim, G.C.;Jeong, J.A.
    • Communications for Statistical Applications and Methods
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    • v.19 no.2
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    • pp.277-286
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    • 2012
  • For credit assessment models, the ROC curves evaluate the classification performance using two univariate cumulative distribution functions of the false positive rate and true positive rate. In this paper, it is extended to two bivariate normal distribution functions of default and non-default borrowers; in addition, the bivariate ROC curves are proposed to represent the joint cumulative distribution functions by making use of the linear function that passes though the mean vectors of two score random variables. We explore the classification performance based on these ROC curves obtained from various bivariate normal distributions, and analyze with the corresponding AUROC. The optimal threshold could be derived from the bivariate ROC curve using many well known classification criteria and it is possible to establish an optimal cut-off criteria of bivariate mixture distribution functions.

Birth Weight Distribution by Gestational Age in Korean Population : Using Finite Mixture Modle (우리나라 신생아의 재태 연령에 따른 출생체중의 정상치 : Finite Mixture Model을 이용하여)

  • Lee, Jung-Ju;Park, Chang Gi;Lee, Kwang-Sun
    • Clinical and Experimental Pediatrics
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    • v.48 no.11
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    • pp.1179-1186
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    • 2005
  • Purpose : A universal standard of the birth weight for gestational age cannot be made since girth weight distribution varies with race and other sociodemographic factors. This report aims to establish the birth weight distribution curve by gestational age, specific for Korean live births. Methods : We used the national birth certificate data of all live births in Korea from January 2001 to December 2003; for live births with gestational ages 24 weeks to 44 weeks(n=1,509,763), we obtained mean birth weigh, standard deviation and 10th, 25th, 50th, 75th and 90th percentile values for each gestational age group by one week increment. Then, we investigated the birth weight distribution of each gestational age group by the normal Gaussian model. To establish final standard values of Korean birth weight distribution by gestational age, we used the finite mixture model to eliminate erroneous birth slights for respective gestational ages. Results : For gestational ages 28 weeks 32 weeks, birth weight distribution showed a biologically implausible skewed tail or bimodal distribution. Following correction of the erroneous distribution by using the finite mixture model, the constructed curve of birth weight distribution was compared to those of other studies. The Korean birth weight percentile values were generally lower than those for Norwegians and North Americans, particularly after 37 weeks of gestation. The Korean curve was similar to that of Lubchenco both 50th and 90th percentiles, but generally the Korean curve had higher 10th percentile values. Conclusion : This birth weight distribution curve by gestational age is based on the most recent and the national population data compared to previous studies in Korea. We hope that for Korean infants, this curve will help clinicians in defining and managing the large for gestational age infants and also for infants with intrauterine growth retardation.

Analysis of Rainfall Spatial Correlation Structure Using Minutely Data (분단위 자료를 이용한 강우의 공간상관구조 분석)

  • Yoo, Chul-Sang;Park, Chang-Yeol;Kim, Kyoung-Jun;Jun, Kyung-Soo
    • Journal of the Korean Society of Hazard Mitigation
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    • v.8 no.6
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    • pp.113-120
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    • 2008
  • This study analyzed the spatial correlograms of minutely rainfall data with respect to various accumulation times. A bivariate mixed lognormal distribution was applied for rainfall modelling. A total of 26 minutely rainfall data sets from rain gauge stations in the central part of Korean peninsula were analyzed, also repeated for several storm types like Jang-Ma, typhoon and convective storms for their comparison. The accumulation times 1, 2, 3, 5, 10, 30 and 60 minutes were considered in this study. As results, it was found that the minutely rainfall data available was not good enough for estimating minutely rainfall intensity at ungaged locations. It seems more practical to use the hourly rainfall data with much higher rain gauge density, if proper methods for interpolation and data dis-aggregation are provided.

Estimation of Coefficient of Consolidation Using Piezocone Dissipation Test in Normally Consolidated Clays (정규압밀점토에서의 피에조 콘 소산시험을 이용한 수평압밀계수의 산정)

  • 임형덕;이우진;김대규
    • Journal of the Korean Geotechnical Society
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    • v.19 no.5
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    • pp.145-154
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    • 2003
  • In this study, the variation in excess pore pressure during dissipation is estimated by using successive cavity expansion theory and finite difference technique based on axisymmetric uncoupled linear consolidation theory with separate consideration of magnitude and initial distribution $\Delta{u}_{oct}$induced by changes of octahedral normal stress, and $\Delta{u}_{shear}$ induced by changes of octahedral shear stress. The coefficient of consolidation is also estimated by trial and error procedure until the predicted dissipation curve matches the measured curve at a typical degree of dissipation. The proposed method is applied to the results of miniature piezocone tests at Louisiana State University calibration chamber system. Based on the results of interpretation and the comparison with experimental measurements and those from other solutions, the prediction dissipation curves show a good match with those measured during dissipation tests and the values of coefficient of consolidation estimated by proposed method are more close to the range of laboratory measurements than those of other theories.

Constraints of REE Distribution Patterns in Core Sediments and their Provenance, Northern East China Sea (북동중국해 코아 퇴적물의 희토류원소 분포양상과 기원)

  • Jung Hoi-Soo;Lim Dhong-il;Yang Shou Ye;Yoo Hai-Soo
    • Economic and Environmental Geology
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    • v.39 no.1 s.176
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    • pp.39-51
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    • 2006
  • Rare earth elements(REEs) in transgressive shelf core sediments were analysed to identify constraints of REE distribution patterns and sediment provenances in the northern East China Sea(ECS). Sediments of Chinese and Korean rivers, such as Huanghe and Yangtz rivers, Keum and Yeongsan rivers that supply sediments to the northern ECS, were also analysed to figure out their typical REE distribution patterns. The distribution patterns of Chinese and Korean river sediments, which are normalized with upper continental crust (UCC) REE values, appear to be enriched in middle rare earth elements (MREEs) in Chinese river sediments, whereas in light rare earth elements (LREEs) in Korean river sediments. We assign the MREE-enriched convex-type distribution pattern in Chinese river sediments as 'C-type', and the LREE-enriched linearly decreasing pattern in Korean river sediments as 'D-type'. A major constraint of the REE concentration in northern ECS core sediments is interpreted to be LREE-enriched monazite $((Ce,\;La)PO_4)$ that is ubiquitous in and around the study area. Meanwhile, the distribution pattern of northern ECS sediments appears to be between the C-type and the D-type. We suggest that the nothern ECS sediments are the mixture of China and Korea riverine sediments that have been accumulated in paleo-river mouth, paleo-coast, and present-day shelf environment as well.