• Title/Summary/Keyword: 확률적 신뢰구간

Search Result 93, Processing Time 0.022 seconds

Assessing the accuracy of electric energy monitoring system (전기 에너지 모니터링 시스템의 신뢰성 평가 방안)

  • You, Young Hag;Leem, Choon Seong;Choi, Dae Soon
    • Journal of the Korea Convergence Society
    • /
    • v.9 no.9
    • /
    • pp.53-60
    • /
    • 2018
  • In order to manage energy efficiency by analyzing the amount of energy, it would determine the nature of the factors involved in the energy utilization. Therefore, accurate measurement of the energy consumption data is an important factor in the energy management. In this study, we are aware of the importance of the data measurement, and proposes the accuracy assessment of electric energy monitoring system. According to conventional statistical methods it is proceeded as follows; i)the measurement error value would be determined by a random variable, ii) setting the confidence interval to consider the distribution of the statistic and determines the confidence level of the measurement accuracy. And using the t-distribution CDF is used to facilitate even small sample data.

Development of drought frequency analysis program (가뭄빈도해석 프로그램 개발)

  • Lee, Jeong Ju;Kang, Shin Uk;Chun, Gun Il;Kim, Hyeon Sik
    • Proceedings of the Korea Water Resources Association Conference
    • /
    • 2020.06a
    • /
    • pp.14-14
    • /
    • 2020
  • 일반적으로 수문빈도해석은 치수계획 수립에 이용되는 설계강수량, 계획홍수량 등을 산정하기 위해 연최대치계열 또는 연초과치계열 자료를 이용한 극치빈도해석을 수행하고, 확률분포의 우측꼬리(right tail) 부분을 이용하여 확장된 재현기간에 해당하는 확률수문량을 추정한다. 하지만 가뭄 관련 분석에서는 확률분포의 좌측꼬리(left tail) 부분은 이용해 확장된 재현기간별 확률수문량을 추정해야할 경우가 발생한다. 또한 물관리 실무에서 장 단기 운영계획 수립을 위해 이용하는 갈수빈도 유입량 산정 등에서도 평년보다 작은 수문량에 대한 빈도해석이 필요한 경우가 있다. 국가 가뭄정보분석센터에서는 기존에 K-water연구원에서 개발한 빈도해석 프로그램인 K-FAT의 분석모듈을 이용해 극소치계열 또는 갈수빈도 유입량 분석에 특화된 가뭄빈도해석 프로그램을 개발하였다. 본 프로그램은 GEV, Gumbel, Weibull 등 14개의 확률분포형을 포함하며, 모멘트법, 최우도법 및 L-모멘트법을 사용하여 매개변수를 추정한다. 적합도 검정의 경우 χ2, K-S, CVM, PPCC 및 수정 Anderson-Darling test를 이용하여 다각적인 검정을 할 수 있도록 하였다. 분석을 위한 입력 자료의 경우 사용자가 전처리를 통해 준비한 연최소치계열 등 연도별 시계열자료를 이용할 수 있으며, 일단위 및 월단위의 강수량 또는 댐 유입량 자료를 이용해 사용자가 원하는 기간의 누적강수량, 평균 유입량으로 변환할 수 있는 자료변환 기능을 추가하여 실무 활용성을 높였다. 또한 최적 확률분포 선정을 위해 참고할 수 있도록 AIC(Akaike information criteria)와 BIC(Bayesian information criteria) 분석이 포함되어 있으며, Bootstrap 기법 등을 이용한 불확실성 산정을 통해 추정 값의 신뢰구간을 표시하도록 하였다. 개발된 프로그램은 베타버전 시험배포를 거쳐 가뭄정보포털을 통해 배포할 예정이다.

  • PDF

Derivation of error sum of squares of two stage nested designs and its application (이단계 지분계획법의 오차제곱합 유도와 그 활용)

  • Kim, Daehak
    • Journal of the Korean Data and Information Science Society
    • /
    • v.24 no.6
    • /
    • pp.1439-1448
    • /
    • 2013
  • The analysis of variance for randomized block design or two way classification data is well known. In this paper, particularly, we considered two stage nested design in which the levels of one factor is not identical for different levels of another factor. We investigate the structural properties of two stage nested design and the properties of error sum of squares for random effect model. For the application of two way nested design, we consider two-period crossover design which is used commonly for the equivalence test to bio-similar product. The confidence interval estimation of the difference of two population means in the crossover design is discussed based on statistical package SPSS.

Social Networks and hypertension in Some rural residents Aged 60-64 (일부 60~64세 농촌 인구에서 사회조직망과 고혈압)

  • Lee, Choong-Won;Cho, Hee-Young;Lee, Mi-Young;Kim, Gui-Yeon;Park, Jong-Won;Kang, Mi-Jung;Suh, Suk-Kwon
    • Journal of agricultural medicine and community health
    • /
    • v.23 no.2
    • /
    • pp.229-242
    • /
    • 1998
  • Face-to-face interviews were carried out to investigate the relationship between social networks and hypertension in 958 rural residents(males=440, females=518) aged 60-64 of a community-dwelling sample of Dalsung County from April to September in 1996. Eight elements of social network were measured : marital status, regular religious attendance, membership in groups, number of friends, relatives, siblings, children, grandchildren. Hypertensives were defined as meeting at least one of following criteria : hypertension history, systolic blood pressure more than 160 mmHg, diastolic blood pressure more than 95 mmHg. In univariate logistic regression for males, having 1-4 friends vs. none showed odds ratio 0.43 (95% Confidence interval CI 0.19-0.96) and having 2-3, 4 and more than 5 children had reduced prevalence of hypertension with odds ratios 0.21 (95% CI 0.06-0.72), 0.14 (95% CI 0.04-0.49), 0.24 (95% CI 0.07-0.82), respectively when compared with persons without children. In females, there was no elements of social network statistically significant. Having 5-9 grandchildren vs. none showed a marginally significant odds ratio 0.42. In multivariate logistic regression models for males with adjustment for age, education, body mass index, smoking and drinking, number of friends and children showed increased odds ratios and number of close relatives gained a statistically significant odds ratios (0.44-0.50). In females, the adjustment yielded little changes of odds ratios except number of grandchildren which gained a statistically significance. These results suggest that only a certain elements of social network may be associated with reduced risk of hypertension and they may be different between genders in rural resident aged 60-64.

  • PDF

Robust Speech Recognition Using Missing Data Theory (손실 데이터 이론을 이용한 강인한 음성 인식)

  • 김락용;조훈영;오영환
    • The Journal of the Acoustical Society of Korea
    • /
    • v.20 no.3
    • /
    • pp.56-62
    • /
    • 2001
  • In this paper, we adopt a missing data theory to speech recognition. It can be used in order to maintain high performance of speech recognizer when the missing data occurs. In general, hidden Markov model (HMM) is used as a stochastic classifier for speech recognition task. Acoustic events are represented by continuous probability density function in continuous density HMM(CDHMM). The missing data theory has an advantage that can be easily applicable to this CDHMM. A marginalization method is used for processing missing data because it has small complexity and is easy to apply to automatic speech recognition (ASR). Also, a spectral subtraction is used for detecting missing data. If the difference between the energy of speech and that of background noise is below given threshold value, we determine that missing has occurred. We propose a new method that examines the reliability of detected missing data using voicing probability. The voicing probability is used to find voiced frames. It is used to process the missing data in voiced region that has more redundant information than consonants. The experimental results showed that our method improves performance than baseline system that uses spectral subtraction method only. In 452 words isolated word recognition experiment, the proposed method using the voicing probability reduced the average word error rate by 12% in a typical noise situation.

  • PDF

Software Reliability Growth Modeling in the Testing Phase with an Outlier Stage (하나의 이상구간을 가지는 테스팅 단계에서의 소프트웨어 신뢰도 성장 모형화)

  • Park, Man-Gon;Jung, Eun-Yi
    • The Transactions of the Korea Information Processing Society
    • /
    • v.5 no.10
    • /
    • pp.2575-2583
    • /
    • 1998
  • The productionof the highly relible softwae systems and theirs performance evaluation hae become important interests in the software industry. The software evaluation has been mainly carried out in ternns of both reliability and performance of software system. Software reliability is the probability that no software error occurs for a fixed time interval during software testing phase. These theoretical software reliability models are sometimes unsuitable for the practical testing phase in which a software error at a certain testing stage occurs by causes of the imperfect debugging, abnornal software correction, and so on. Such a certatin software testing stage needs to be considered as an outlying stage. And we can assume that the software reliability does not improve by means of muisance factor in this outlying testing stage. In this paper, we discuss Bavesian software reliability growth modeling and estimation procedure in the presence of an imidentitied outlying software testing stage by the modification of Jehnski Moranda. Also we derive the Bayes estimaters of the software reliability panmeters by the assumption of prior information under the squared error los function. In addition, we evaluate the proposed software reliability growth model with an unidentified outlying stage in an exchangeable model according to the values of nuisance paramether using the accuracy, bias, trend, noise metries as the quantilative evaluation criteria through the compater simulation.

  • PDF

Drought Risk Analysis Using Stochastic Rainfall Generation Model and Copula Functions (추계학적 강우발생모형과 Copula 함수를 이용한 가뭄위험분석)

  • Yoo, Ji Young;Shin, Ji Yae;Kim, Dongkyun;Kim, Tae-Woong
    • Journal of Korea Water Resources Association
    • /
    • v.46 no.4
    • /
    • pp.425-437
    • /
    • 2013
  • This study performed the bivariate drought frequency analysis for duration and severity of drought, using copula functions which allow considering the correlation structure of joint features of drought. We suggested the confidence intervals of duration-severity-frequency (DSF) curves for the given drought duration using stochastic scheme of monthly rainfall generation for 57 sites in Korea. This study also investigated drought risk via illustrating the largest drought events on record over 50 and 100 consecutive years. It appears that drought risks are much higher in some parts of the Nakdong River basin, southern and east coastal areas. However, such analyses are not always reliable, especially when the frequency analysis is performed based on the data observed over relatively short period of time. To quantify the uncertainty of drought frequency curves, the droughts were filtered by different durations. The 5%, 25%, 50%, 75%, and 95% confidence intervals of the drought severity for a given duration were estimated based on the simulated rainfall time series. Finally, it is shown that the growing uncertainties is revealed in the estimation of the joint probability using the two marginal distributions since the correlation coefficient of two variables is relatively low.

Applications of Bootstrap Methods for Canonical Correspondence Analysis (정준대응분석에서 붓스트랩 방법 활용)

  • Ko, Hyeon-Seok;Jhun, Myoungshic;Jeong, Hyeong Chul
    • The Korean Journal of Applied Statistics
    • /
    • v.28 no.3
    • /
    • pp.485-494
    • /
    • 2015
  • Canonical correspondence analysis is an ordination method used to visualize the relationships among sites, species and environmental variables. However, projection results are fluctuations if the samples slightly change and consistent interpretation on ecological similarity among species tends to be difficult. We use the bootstrap methods for canonical correspondence analysis to solve this problem. The bootstrap method results show that the variations of coordinate points are inversely proportional to the number of observations and coverage rates with bootstrap confidence interval approximates to nominal probabilities.

A Study on regionalization of PDM model parameters (확률분포모형(PDM)의 매개변수 지역화에 관한 연구)

  • Chang, Hyung Joon;Lee, Hyo Sang;Kim, Seong Goo;Park, Ki Soon
    • Proceedings of the Korea Water Resources Association Conference
    • /
    • 2017.05a
    • /
    • pp.224-224
    • /
    • 2017
  • 지구온난화로 인한 기후변화 등으로 안전한 하천구조물을 설계하기 위해서는 신뢰할 수 있는 홍수량 산정이 필요하다. 신뢰할 수 있는 홍수량 산정을 위해서는 정도 높은 과거 수문자료가 필요하나 국내의 많은 중소 규모유역이 미계측 유역 또는 과거 수문자료 부족으로 신뢰 할 수 있는 홍수량 산정이 어려운 실정이다. 본 연구에서는 미계측 유역의 홍수량 산정을 위하여 확률분포모형(PDM)의 매개변수 지역화를 수행하였다. 매개변수 지역화 연구를 수행하기 위하여, 금강 25개 유역을 대상으로 유역별 9~18개의 단기홍수수문사상을 선정하였다. 선정된 단기홍수수문사상을 확률분포모형에 적용하기위하여, MCAT (Monte Carlo Analysis Toolbox)을 활용하여 검정 및 검증을 수행하였으며, 목적함수는 수문곡선 모든 구간을 반영하는 NSE (Nash Sutcliffe Efficiency)와 고유량 부분을 반영하는 RMSE (Root Mean Squared Error) - FH를 적용하였다. 각각의 목적함수에 대하여 검정 모형 매개변수와 유역 특성인자의 다중 선형회귀식을 강우유출모형 매개변수 지역화 모형으로 제시하였다. 매개변수 지역화 결과의 평가를 위하여 청주 유역을 미계측 유역으로 가정하였다. 청주 유역에 대하여 지역화 매개변수를 적용한 결과, 17개의 사상 중 11개의 사상에서 NSE 목적함수 값이 0.5이상으로 전체적인 수문곡선의 경향성을 보였으며, 첨두 홍수량은 17개 사상 중 11개 사상에서 관측 첨두 홍수량 값의 20%이내를 제시하여 적합한 결과를 제시하였다. 또한 금강 25개 유역에 Jackknife 방법으로 검정 결과 관측 첨두 홍수량 값 20%이내의 성능을 보이는 사상이 56%를 포함하고 있어 의미있는 지역화 모형을 제시하였다고 판단된다. 본 연구에서 제시한 매개변수 지역화 방법은 미계측 유역의 유출모의에 활용될 수 있음을 확인하였다.

  • PDF

Comparison among Methods of Modeling Epistemic Uncertainty in Reliability Estimation (신뢰성 해석을 위한 인식론적 불확실성 모델링 방법 비교)

  • Yoo, Min Young;Kim, Nam Ho;Choi, Joo Ho
    • Journal of the Computational Structural Engineering Institute of Korea
    • /
    • v.27 no.6
    • /
    • pp.605-613
    • /
    • 2014
  • Epistemic uncertainty, the lack of knowledge, is often more important than aleatory uncertainty, variability, in estimating reliability of a system. While the probability theory is widely used for modeling aleatory uncertainty, there is no dominant approach to model epistemic uncertainty. Different approaches have been developed to handle epistemic uncertainties using various theories, such as probability theory, fuzzy sets, evidence theory and possibility theory. However, since these methods are developed from different statistics theories, it is difficult to interpret the result from one method to the other. The goal of this paper is to compare different methods in handling epistemic uncertainty in the view point of calculating the probability of failure. In particular, four different methods are compared; the probability method, the combined distribution method, interval analysis method, and the evidence theory. Characteristics of individual methods are compared in the view point of reliability analysis.