• Title/Summary/Keyword: 확률 밀도함수

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Estimation of ecological flow rate for Zacco platypus based on habitat suitability index considering probability density function (확률밀도함수를 고려한 서식처 적합도 지수에 의한 피라미 생태유량 산정)

  • Jang, Kyeung Ho;Park, Young Ki;Kang, Jae Il;Kim, Min Hwan
    • Journal of Korea Water Resources Association
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    • v.51 no.3
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    • pp.207-219
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    • 2018
  • In this study, the ecological flow rate of the Zacco playtypus habitat was simulated based on the Instream Flow Incremental Methodology (IFIM) in reachs of urban and natural stream using the habitat suitability index (HSI) of the probability density function (PDF). To apply this method, PHABSIM model was used in this study. However, in this study, the HSI of the probability density function was developed by adjusting the parameters of the PDF based on Kang (2010) HSI. As a result, the normal distribution is closest to the ecological flow rate of the Kang (2010) in the urban stream. However, the two-parameter log-pearson distribution tended to be the closest in the natural stream. The ecological flow rate was simulated by the HSI and the reach of stream with the PDF. Based on the comparison of simulation results, we propose an ecological flow rate estimation method using probabilistic method.

Seismic Behaviors of a Bridge System in the Stochastic Perspectives (추계론적 이론을 이용한 교량내진거동분석)

  • Mha, Ho-Seong
    • Journal of the Earthquake Engineering Society of Korea
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    • v.9 no.6 s.46
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    • pp.53-58
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    • 2005
  • Semi-analytical methodology to examine the dynamic responses of a bridge is developed via the joint probability density function. The evolution of joint probability density function is evaluated by the semi-analytical procedure developed. The joint probability function of the bridge responses can be obtained by solving the path-integral solution of the Fokker-Planet equation corresponding to the stochastic differential equations of the system. The response characteristics are observed from the joint probability density function and the boundary of the envelope of the probability density function can provide the maxima ol the bridge responses.

Failure Probability Calculation Method Using Kriging Metamodel-based Importance Sampling Method (크리깅 근사모델 기반의 중요도 추출법을 이용한 고장확률 계산 방안)

  • Lee, Seunggyu;Kim, Jae Hoon
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.41 no.5
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    • pp.381-389
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    • 2017
  • The kernel density was determined based on sampling points obtained in a Markov chain simulation and was assumed to be an important sampling function. A Kriging metamodel was constructed in more detail in the vicinity of a limit state. The failure probability was calculated based on importance sampling, which was performed for the Kriging metamodel. A pre-existing method was modified to obtain more sampling points for a kernel density in the vicinity of a limit state. A stable numerical method was proposed to find a parameter of the kernel density. To assess the completeness of the Kriging metamodel, the possibility of changes in the calculated failure probability due to the uncertainty of the Kriging metamodel was calculated.

Distribution of Irregular Wave Height in Finite Water Depth (유한수심에서의 불규칙파의 파고 분포)

  • 안경모;마이클오찌
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.6 no.1
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    • pp.88-93
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    • 1994
  • This study is concerned with an analytic derivation of the probability density function applicable for wave heights in finite water depth using two different methods. As the first method of the study, a probability density function is developed by applying a series of polynomials which is orthogonal with respect to Rayleigh probability density function. The newly derived probability density function is compared with the histogram constructed from wave data obtained in finite water depth which indicate strong non-Gaussian characteristics. Although the probability density represents the histogram very well. it has negative density at large values. Although the magnitude of the negative density is small. it negates the use of the distribution function fer estimating extreme values. As the second method of the study, a probability density function of wave height is developed by applying the maximum entropy method. The probability density function thusly derived agrees very well with the wave height distribution in shallow water, and appears to be useful in estimating extreme values and statistical properties of wave heights in finite water depth. However, a functional relationship between the probability distribution and the non-Gaussian characteristics of the data cannot be obtained by applying the maximum entropy method.

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An Algorithm of Score Function Generation using Convolution-FFT in Independent Component Analysis (독립성분분석에서 Convolution-FFT을 이용한 효율적인 점수함수의 생성 알고리즘)

  • Kim Woong-Myung;Lee Hyon-Soo
    • The KIPS Transactions:PartB
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    • v.13B no.1 s.104
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    • pp.27-34
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    • 2006
  • In this study, we propose this new algorithm that generates score function in ICA(Independent Component Analysis) using entropy theory. To generate score function, estimation of probability density function about original signals are certainly necessary and density function should be differentiated. Therefore, we used kernel density estimation method in order to derive differential equation of score function by original signal. After changing formula to convolution form to increase speed of density estimation, we used FFT algorithm that can calculate convolution faster. Proposed score function generation method reduces the errors, it is density difference of recovered signals and originals signals. In the result of computer simulation, we estimate density function more similar to original signals compared with Extended Infomax and Fixed Point ICA in blind source separation problem and get improved performance at the SNR(Signal to Noise Ratio) between recovered signals and original signal.

Probability Density Function of the Tidal Residuals in the Korean Coast (한반도 연안 조위편차의 확률밀도함수)

  • Cho, Hong-Yeon;Kang, Ju-Whan
    • 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.

연속 숫자음의 음절 수 검출

  • 김득수
    • Proceedings of the Korea Society for Industrial Systems Conference
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    • 1998.10a
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    • pp.785-790
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    • 1998
  • 본 논문은 한국어 숫자를 연속적으로 발음한 음성의 음절 개수 검출에 관한 내용이며 음절의 최소구간 및 스펙트럼 에너지에 대한 확률밀도함수를 이용하여 연속 음성에서 음절갯수검출 알고리듬을 제안, 실험을 통하여 그 유효성을 확인하고자한다. 이를 위하여 음성자료로서는 국어 공학센터(KLE)에서 채록한 4연속 숫자음을 사용하며 음향학적 특징을 분석하기 위하여 확률밀도함수 및 음절의 최소구간 및 단위시간의 확률밀도 함수의 값을 이용하였다. 그 결과 KLE 데이터에서 스펙트럼에너지만 이용한 경우 고립음절을 3.7%이며 본 논문의 알고리듬을 적용한 경우 4음절은 약 60%의 결과가 되며 제안한 방법의 유효성을 확인하였다.

Efficient Performance Evaluation Method for IS-95 forward link traffic channels in Rayleigh Fading Environment (페이딩 환경에서 IS-95 순방향 트래픽 채널의 효율적인 성능평가 기법)

  • 이상규;김홍열;황인관
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.26 no.5A
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    • pp.855-862
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    • 2001
  • 본 논문에서는 백색잡음과 페이딩 환경하의 통신시스템의 성능평가시 백색잡음에 대해서만 모멘트 기법을 이용조건부 오류확률을 구하고 페이딩에 대해서는 해석적 접근방식을 취함으로써 전체적인 컴퓨터 수행시간을 획기적으로 개선시킬 수 있는 기법을 제안하고, 제안된 기법의 효율성을 컴퓨터 시뮬레이션 수행시간 비교를 통해 입증하였다. 현재 널리 사용되는 Monte Carlo 시뮬레이션 기법은 IS-95 순방향 채널과 같이 많은 샘플수를 필요로 하는 시스템에서 상당한 시뮬레이션 수행시간을 요구하게 된다. 이러한 문제점을 해결하기 위하여, 제안된 방식에서는 백색잡음하의 수신신호의 N차 모멘트를 측정하여 이산확률밀도함수를 구함으로써 수신신호의 확률적 특성을 모사하고, 이로부터 내삽법과 외삽법을 적용하여 조건부 누적확률분포함수를 산출함으로써 채널오류율을 구하게 된다. 그리고 페이딩 성능평가시 조건부 채널오류율을 이용하여 산출된 조건부 누적확률분포함수를 환경조건에 맞춘 후에 페이딩의 확률밀도함수와 수치 해석적으로 간단히 적분하여 성능평가를 함으로써 수행시간의 줄임과 동시에 정확한 채널오류율을 구하게 된다.

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Nonlinear Approximations Using Modified Mixture Density Networks (변형된 혼합 밀도 네트워크를 이용한 비선형 근사)

  • 조원희;박주영
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 2004.10a
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    • pp.543-546
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    • 2004
  • Bishop과 Nabney에 의해 소개된 기존의 혼합 밀도 네트워크(Mixture Density Network)에서는 조건부 확률밀도 함수의 매개변수들(parameters)이 하나의 MLP(multi-layer perceptron)의 출력 벡터로 주어진다. 최근에는 변형된 혼합 밀도 네트워크(Modified Mixture Density Network)라고 하는 이름으로 조건부 확률밀도 함수의 선분포(priors), 조건부 평균(conditional means), 그리고 공분산(covariances) 등이 각각 독립적인 MLP의 출력벡터로 주어지는 경우를 다룬 연구가 보고된 바 있다. 본 논문에서는 조건부 평균이 입력에 관해 선형인 경우를 위한 버전에 대한 이론과 매트랩 프로그램 개발 및 적용을 다룬다. 본 논문에서는 우선 일반적인 혼합 밀도 네트워크에 대해 간단히 설명하고, 혼합 밀도 네트워크의 출력인 다층 퍼셉트론의 매개변수를 각각 다른 다층 퍼셉트론에서 학습시키는 변형된 혼합 밀도 네트워크를 설명한 후, 각각 다른 다층 퍼셉트론을 통해 매개변수를 얻는 것은 동일하나 평균값은 선형함수를 통해 얻는 혼합 밀도 네트워크 버전을 소개한다. 그리고, 모의실험을 통하여 이러한 혼합 밀도 네트워크를의 적용가능성에 대해 알아본다.

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Selecting the Number and Location of Knots for Presenting Densities

  • An, Jeong-Yong;Mun, Gil-Seong;Han, Gyeong-Su
    • Proceedings of the Korean Statistical Society Conference
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    • 2003.10a
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    • pp.31-34
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    • 2003
  • 본 연구에서는 연속형 확률밀도함수의 그래프를 표현하기 위한 하나의 방법으로 보간점을 이용하는 문제에 대해 살펴보고자 한다. 이를 위해 최적화 기법을 이용하여 보간점의 수와 위치를 선택하는 알고리즘을 제안하고, 제안한 방법을 이용하여 확률밀도함수의 그래프를 구현한다.

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