• Proceedings of the KIEE Conference
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• 2005.07c
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• pp.2082-2084
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• 2005

I-V 특성 곡선의 2차 미분을 통해서 얻어지는 전자 에너지 분포 함수를 정확하게 구하기 위해서는 스무딩 과정이 반드시 필요하다. 대표적인 스무딩 방법으로 가우시안 확률 밀도 함수를 instrument함수로 이용하는 가우시안 스무딩이 있다. 본 연구에서는 시스템에 따라서 instrument함수가 다르다는 점에 착안하여, 여러 가지 다른 종류의 확률 밀도 함수를 instrument함수로 사용 스무딩에 적용하여 확률 밀도 함수에 따른 노이즈 제거 및 전자 에너지 분포 함수의 정확도를 비교하였고. 동시에 대표적인 범용 스무딩 방법인 사비츠키-골래이 스무딩, Polynomial fitting과도 그 결과를 비교 분석하였다.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.26 no.6A
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• pp.1001-1011
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• 2006

It is a general agreement that exact statistical solutions can be found by a Monte Carlo technique. Due to difficulties, however, in the numerical generation of random fields, which satisfy not only the probabilistic distribution but the spectral characteristics as well, it is recognized as relatively difficult to find an exact response variability of a structural response. In this study, recognizing that the random field assumes a constant over the domain under consideration when the correlation distance tends to infinity, a semi-theoretical solution of response variability is proposed for general structures. In this procedure, the probability density function is directly used. It is particularly noteworthy that the proposed methodology provides response variability for virtually any type of probability density function, and has capability of considering correlations between multiple random variables.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.24 no.1
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• pp.1-9
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• 2012

Tidal residual is being an important factor by the influence of the climate change in terms of the coastal safety and defense. It is one of the most important factor for the determination of the reference sea level in order to check the safety and performance of the coastal structures in company with the typhoon intensity variation. The probability density function (pdf) of tidal residuals in the Korean coasts have a non-ignorable skewness and high kurtosis. It is highly restricted to the application of the normal pdf assumption as an approximated pdf of tidal residuals. In this study, the pdf of tidal residuals estimated using the Kernel function is suggested as a more reliable and accurate pdf of tidal residuals than the normal function. This suggested pdf shows a good agreement with the empirical cumulative distribution function and histogram. It also gives the more accurate estimation result on the extreme values in comparison with the results based on the normal pdf assumption.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.16 no.3
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• pp.152-161
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• 2004

Double-peak normal distribution function was suggested as the probability density function of the tidal elevation data in Korean coastal zone. Frequency distribution analysis was carried out using hourly tidal elevation data of the ten tidal gauging stations, i.e., Incheon, Kunsan, Mokpo, Cheju, Yeosu, Masan, Gadeokdo, Pusan, Pohang, and Sokcho which were served through the Internet Homepage by the National Ocean Research Institute. Based on the RMS error and $R^2$ value comparison analysis, it was found that this suggested function as the probability density function of the tidal elevation data was found to be more appropriate than the normal distribution function. The parameters of the double-peak function were estimated optimally using Levenberg-Marquardt method which was modified from the Newton method. The estimated parameters were highly correlated with the non-tidal constants of the tidal gauging stations.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.34 no.4C
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• pp.476-483
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• 2009

Tracking and detecting targets by the microwave seeker is affected by the clutter reflecting from the earth's surface. In order to detect retreating targets in look-down scenario, which appear in the sidelobe clutter (SLC) region, in the microwave seeker of high pulse repetition frequency (HPRF) mode, it is necessary to understand statistical characteristics of the surface SLC. Statistical analysis of SLC has been conducted for several kinds of the surface using data obtained by the captive flight test of the microwave seeker in the HPRF mode. The probability density function (PDF) fitting is conducted for several kinds and conditions of the surface. PDFs and PDF parameters, which best describe statistical distribution of the SLC power, are estimated. By using the estimated PDFs and PDF parameters, analyses for setting the target-detection thresholds, which give a desired level of target-detection false alarm probability, are made. These analysis materials for statistical characteristics of SLC power and the target-detection threshold can be used in various fields, such as development of a target-detection method, the constant false alarm rate processing.

• Journal of Wetlands Research
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• v.17 no.3
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• pp.251-263
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• 2015

This study suggested a novel approach of estimating the optimal probability density function (OPDF) of the annual maximum rainfall time series (AMRT) combining the L-moment ratio diagram and the geographical information system. This study also reported several interesting geographical characteristics of the AMRT in Korea. To achieve this purpose, this study determined the OPDF of the AMRT with the duration of 1-, 3-, 6-, 12-, and 24-hours using the method of L-moment ratio diagram for each of the 67 rain gages in Korea. Then, a map with the Thiessen polygons of the 67 rain gages colored differently according the different type of the OPDF, was produced to analyze the spatial trend of the OPDF. In addition, this study produced the color maps which show the fitness of a given probability density function to represent the AMRT. The study found that (1) both L-skewness and L-kurtosis of the AMRT have clear geographical trends, which means that the extreme rainfall events are highly influenced by geography; (2) the impact of the altitude on these two rainfall statistics is greater for the mountaneous region than for the non-mountaneous region. In the mountaneous region, the areas with higher altitude are more likely to experience the less-frequent and strong rainfall events than the areas with lower altitude; (3) The most representative OPDFs of Korea except for the Southern edge are Generalized Extreme Value distribution and the Generalized Logistic distribution. The AMRT of southern edge of Korea was best represented by the Generalized Pareto distribution.

• Proceedings of the Korea Water Resources Association Conference
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• 2016.05a
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• pp.98-98
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• 2016

본 연구에서는 유입량의 불확실성을 고려하여 미래 저수량을 확률론적으로 예측하였다. 월별 유입량을 표본으로 한 확률밀도함수를 핵밀도함수(kernel function)를 이용하여 추정하고, 추정된 확률분포로 월별 유입량을 모의 발생하였다. 모의 발생된 유입량을 통해 연속적인 조건부 확률을 산정하였고, 이의 누적확률분포(F(x))는 해당 저수량에 도달하지 못할 확률, 즉 실패확률을 의미하므로 1-F(x)로 해당 저수량 이상을 확보할 수 있는 확률을 산정하였다. 보령댐을 대상으로 분석한 결과 2016년 2월 말 저수량 27.8 백만$m^3$ 기준으로 3월부터 6월까지 정상용수공급환원 기준 저수량을 만족할 확률이 각각 2.3%, 12.5%, 24.2%, 33.5%로 나타났다. 지역적 가뭄에 대응하기 위해 하천유지용수 감량, 용수 대체공급, 자율 급수조정 및 금강-보령댐 도수로를 이용한 용수공급으로 20.6만$m^3/day$의 용수가 비축될 경우, 정상용수공급환원 기준 저수량을 만족할 확률이 10.2%, 40.3%, 73.8%, 78.7%로 용수비축의 효과가 크게 나타나는 것을 확인하였다. 저수량의 확률론적 예측을 통해 미래 저수량의 확률적 발생가능성을 추정할 수 있으며, 가뭄이 발생할 경우, 가뭄 대응효과를 정량적으로 나타낼 수 있어 가뭄 위험 상황 전달 및 용수공급조정 의사결정 시 활용할 수 있을 것으로 판단된다.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.20 no.3
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• pp.247-254
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• 2008

The double-peak normal distribution function (DPDF) suggested by Cho et al.(2004) has the problems that the extremely high and low tidal elevations are frequently generated in the Monte-Carlo simulation processes because the upper and lower limits of the DPDF are unbounded in spite of the excellent goodness-offit results. In this study, the modified DPDF is suggested by introducing the upper and lower value parameters and re-scale parameters in order to remove these problems. These new parameters of the DPDF are optimally estimated by the non-linear optimization problem solver using the Levenberg-Marquardt scheme. This modified DPDF can remove completely the unrealistically generated tidal levations and give a slightly better fit than the existing DRDF. Based on the DPDF's characteristic power, the over- and under estimation problems of the design factors are also automatically intercepted, too.

• The Korean Journal of Financial Management
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• v.21 no.2
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• pp.211-233
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• 2004

This purpose of paper is to propose a European option pricing formula when the rate of return follows the leptokurtic distribution instead of normal. This distribution explains well the volatility smile and furthermore the option prices calculated under the leptokurtic distribution are shown to be closer to the market prices than those of Black-Scholes model. We make an estimation of the implied volatility and kurtosis to verify the fitness of the pricing formula that we propose here.

• Proceedings of the Korean Society of Propulsion Engineers Conference
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• 2011.11a
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• pp.523-526
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• 2011

This is concerned with the structural reliability analysis(RA) considering uncertainties in material properties. This method is performed by the stochastic process using Kriging with calculating the distribution of probability and equation of limit state for saving calculated and analyzed time. The proposed methodology is applied to the rocket motor case and compared with monte-calro simulation in efficiency and accuracy of this process.