• Title/Summary/Keyword: Cumulative probability distribution

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Reliability-Based Design Optimization Using Kriging Metamodel with Sequential Sampling Technique (순차적 샘플링과 크리깅 메타모델을 이용한 신뢰도 기반 최적설계)

  • Choi, Kyu-Seon;Lee, Gab-Seong;Choi, Dong-Hoon
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.33 no.12
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    • pp.1464-1470
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    • 2009
  • RBDO approach based on a sampling method with the Kriging metamodel and Constraint Boundary Sampling (CBS), which is sequential sampling method to generate metamodels is proposed. The major advantage of the proposed RBDO approach is that it does not require Most Probable failure Point (MPP) which is essential for First-Order Reliability Method (FORM)-based RBDO approach. The Monte Carlo Sampling (MCS), most well-known method of the sampling methods for the reliability analysis is used to assess the reliability of constraints. In addition, a Cumulative Distribution Function (CDF) of the constraints is approximated using Moving Least Square (MLS) method from empirical distribution function. It is possible to acquire a probability of failure and its analytic sensitivities by using an approximate function of the CDF for the constraints. Moreover, a concept of inactive design is adapted to improve a numerical efficiency of the proposed approach. Computational accuracy and efficiency of the proposed RBDO approach are demonstrated by numerical and engineering problems.

A New Sampling Method of Marine Climatic Data for Infrared Signature Analysis (적외선 신호 해석을 위한 해양 기상 표본 추출법)

  • Kim, Yoonsik;Vaitekunas, David A.
    • Journal of the Society of Naval Architects of Korea
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    • v.51 no.3
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    • pp.193-202
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    • 2014
  • This paper presents a new method of sampling the climatic data for infrared signature analysis. Historical hourly data from a stationary marine buoy of KMA(Korean Meteorological Administration) are used to select a small number of sample points (N=100) to adequately cover the range of statistics(PDF, CDF) displayed by the original data set (S=56,670). The method uses a coarse bin to subdivide the variable space ($3^5$=243 bins) to make sample points cover the original data range, and a single-point ranking system to select individual points so that uniform coverage (1/N = 0.01) is obtained for each variable. The principal component analysis is used to calculate a joint probability of the coupled climatic variables. The selected sample data show good agreement to the original data set in statistical distribution and they will be used for statistical analysis of infrared signature and susceptibility of naval ships.

Motivation-based Hierarchical Behavior Planning

  • Song, Wei;Cho, Kyung-Eun;Um, Ky-Hyun
    • Journal of Korea Game Society
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    • v.8 no.1
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    • pp.79-90
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    • 2008
  • This paper describes a motivation-based hierarchical behavior planning framework to allow autonomous agents to select adaptive actions in simulation game environments. The combined behavior planning system is formed by four levels of specification, which are motivation extraction, goal list generation, action list determination and optimization. Our model increases the complexity of virtual human behavior planning by adding motivation with sudden and cumulative attributes. The motivation selection by probability distribution allows NPC to make multiple decisions in certain situations in order to embody realistic virtual humans. Hierarchical goal tree enhances the effective reactivity. Optimizing for potential actions provides NPC with safe and satisfying actions to adapt to the virtual environment. A restaurant simulation game was used to elucidate the mechanism of the framework.

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Condition Assessment for Wind Turbines with Doubly Fed Induction Generators Based on SCADA Data

  • Sun, Peng;Li, Jian;Wang, Caisheng;Yan, Yonglong
    • Journal of Electrical Engineering and Technology
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    • v.12 no.2
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    • pp.689-700
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    • 2017
  • This paper presents an effective approach for wind turbine (WT) condition assessment based on the data collected from wind farm supervisory control and data acquisition (SCADA) system. Three types of assessment indices are determined based on the monitoring parameters obtained from the SCADA system. Neural Networks (NNs) are used to establish prediction models for the assessment indices that are dependent on environmental conditions such as ambient temperature and wind speed. An abnormal level index (ALI) is defined to quantify the abnormal level of the proposed indices. Prediction errors of the prediction models follow a normal distribution. Thus, the ALIs can be calculated based on the probability density function of normal distribution. For other assessment indices, the ALIs are calculated by the nonparametric estimation based cumulative probability density function. A Back-Propagation NN (BPNN) algorithm is used for the overall WT condition assessment. The inputs to the BPNN are the ALIs of the proposed indices. The network structure and the number of nodes in the hidden layer are carefully chosen when the BPNN model is being trained. The condition assessment method has been used for real 1.5 MW WTs with doubly fed induction generators. Results show that the proposed assessment method could effectively predict the change of operating conditions prior to fault occurrences and provide early alarming of the developing faults of WTs.

Scientific rationale and applicability of dose-response models for environmental carcinogens (환경성 발암물질의 용량-반응모델의 이론적 근거와 응용에 관한 연구 - 음용수 중 chloroform을 중심으로)

  • Shin, Dong-Chun;Chung, Yong;Kim, Jong-Man;Lee, Seong-Im;Hwang, Man-Sik
    • Journal of Preventive Medicine and Public Health
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    • v.29 no.1 s.52
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    • pp.27-41
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    • 1996
  • This study described methods to predict human health risk associated with exposure to environmental carcinogens using animal bioassay data. Also, biological assumption for various dose-response models were reviewed. To illustrate the process of risk estimate using relevant dose-response models such as Log-normal, Mantel-Bryan, Weibull and Multistage model, we used four animal carcinogenesis bioassy data of chloroform and chloroform concentrations of tap water measured in large cities of Korea from 1987 to 1995. As a result, in the case of using average concentration in exposure data and 95% upper boud unit risk of Multistge model, excess cancer risk(RISK I) was about $1.9\times10^{-6}$, in the case of using probability distribution of cumulative exposure data and unit risks, those risks(RISK II) which were simulated by Monte-Carlo analysis were about $2.4\times10^{-6}\;and\;7.9\times10^{-5}$ at 50 and 95 percentile, respectively. Therefore risk estimated by Monte-Carlo analysis using probability distribution of input variables may be more conservative.

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Efficient Performance Evaluation Method for Digital Satellite Broadcasting Channels (효율적인 디지틀 위성방송채널 성능평가 기법)

  • 정창봉;김준명;김용섭;황인관
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.25 no.6A
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    • pp.794-801
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    • 2000
  • In this paper, the efficient new performance evaluation method for digital communication channels is suggested and verified its efficiency in terms of simulation run-tim for the digital satellite broadcasting satellite TV channel. In order to solve the difficulties of the existing Importance Sampling(IS) Technics, we adopted the discrete probability mass function(PMF) in the new method for estimating the statistical characteristics of received signals from the measured Nth order central moments. From the discrete probability mass function obtained with less number of the received signal than the one required in the IS technic, continuous cumulative probability function and its inverse function are exactly estimated by using interpolation and extrapolation technic. And the overall channel is simplified with encoding block, inner channel performance degra-dation modeing block which is modeled with the Uniform Random Number Generator (URNG) and concatenated Inverse Cummulative Pr bility Distribution function, and decoding block. With the simplified channel model, the overall performance evaluation can be done within a drastically reduced time. The simulation results applied to the nonlinear digital satellite broadcasting TV channel showed the great efficiency of the alogrithm in the sense of computer run time, and demonstrated that the existing problems of IS for the nonlinear satellite channels with coding and M-dimensional memory can be completely solved.

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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.

Multivariate design estimations under copulas constructions. Stage-1: Parametrical density constructions for defining flood marginals for the Kelantan River basin, Malaysia

  • Latif, Shahid;Mustafa, Firuza
    • Ocean Systems Engineering
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    • v.9 no.3
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    • pp.287-328
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    • 2019
  • Comprehensive understanding of the flood risk assessments via frequency analysis often demands multivariate designs under the different notations of return periods. Flood is a tri-variate random consequence, which often pointing the unreliability of univariate return period and demands for the joint dependency construction by accounting its multiple intercorrelated flood vectors i.e., flood peak, volume & durations. Selecting the most parsimonious probability functions for demonstrating univariate flood marginals distributions is often a mandatory pre-processing desire before the establishment of joint dependency. Especially under copulas methodology, which often allows the practitioner to model univariate marginals separately from their joint constructions. Parametric density approximations often hypothesized that the random samples must follow some specific or predefine probability density functions, which usually defines different estimates especially in the tail of distributions. Concentrations of the upper tail often seem interesting during flood modelling also, no evidence exhibited in favours of any fixed distributions, which often characterized through the trial and error procedure based on goodness-of-fit measures. On another side, model performance evaluations and selections of best-fitted distributions often demand precise investigations via comparing the relative sample reproducing capabilities otherwise, inconsistencies might reveal uncertainty. Also, the strength & weakness of different fitness statistics usually vary and having different extent during demonstrating gaps and dispensary among fitted distributions. In this literature, selections efforts of marginal distributions of flood variables are incorporated by employing an interactive set of parametric functions for event-based (or Block annual maxima) samples over the 50-years continuously-distributed streamflow characteristics for the Kelantan River basin at Gulliemard Bridge, Malaysia. Model fitness criteria are examined based on the degree of agreements between cumulative empirical and theoretical probabilities. Both the analytical as well as graphically visual inspections are undertaken to strengthen much decisive evidence in favour of best-fitted probability density.

Uncertainty Assessment of Emission Factors for Pinus densiflora using Monte Carlo Simulation Technique (몬테 카를로 시뮬레이션을 이용한 소나무 탄소배출계수의 불확도 평가)

  • Pyo, Jung Kee;Son, Yeong Mo;Jang, Gwang Min;Lee, Young Jin
    • Journal of Korean Society of Forest Science
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    • v.102 no.4
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    • pp.477-483
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    • 2013
  • The purpose of this study was to calculate uncertainty of emission factor collected data and to evaluate the applicability of Monte Carlo simulation technique. To estimate the distribution of emission factors (Such as Basic wood density, Biomass expansion factor, and Root-to-shoot ratio), four probability density functions (Normal, Lognormal, Gamma, and Weibull) were used. The two sample Kolmogorov-Smirnov test and cumulative density figure were used to compare the optimal probability density function. It was observed that the basic wood density showed the gamma distribution, the biomass expansion factor results the log-normal distribution, and root-shoot ratio showd the normal distribution for Pinus densiflora in the Gangwon region; the basic wood density was the normal distribution, the biomass expansion factor was the gamma distribution, and root-shoot ratio was the gamma distribution for Pinus densiflora in the central region, respectively. The uncertainty assessment of emission factor were upper 62.1%, lower -52.6% for Pinus densiflora in the Gangwon region and upper 43.9%, lower -34.5% for Pinus densiflora in the central region, respectively.

A Study on Rainfall-Pattern Analysis for determination of Design flow in small watershed (소유역의 설계유량 산정을 위한 강우현상 분석에 관한 연구)

  • 박찬영;서병우
    • Water for future
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    • v.14 no.4
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    • pp.13-18
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    • 1981
  • The rainfall pattern analysis on time distribution characteristics of rainfall rates in important in determination of design flow for hydraulic structures, particularly in urban area drainage network system design. The historical data from about 400 storm samples during 31 years in Seoul have been used to investigate the time distribution of 5-minute rainfall in the warm season. Time distribution relations have been deveolped for heavy stroms over 20mm in total rainfall and represented by relation percentage of total storm rainfall to percentage of total storm time and grouping the data according to the quartile in which rainfall was heaviest. And also time distribution presented in probability terms to provide quantitative information on inter-strom variability. The resulted time distribution relations are applicable to construction of rainfall hyetograph of design storm for determination of design flow hydrograph and identification of rainfall pattern at given watershed area. They can be used in conjuction with informations on spatstorm models for hydrologic applications. It was found that second-quartile storms occurred most frequently and fourth-quartile storms most infrequently. The time distribution characteristics resulted in this study have been presented in graphic forms such as time distribution curves with probability in cumulative percent of storm-time and precipitation, and selected histograms for first, second, third, and fourth quartile stroms.

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