• Title/Summary/Keyword: Empirical Probability

Search Result 332, Processing Time 0.026 seconds

Extraction of optimal time-varying mean of non-stationary wind speeds based on empirical mode decomposition

  • Cai, Kang;Li, Xiao;Zhi, Lun-hai;Han, Xu-liang
    • Structural Engineering and Mechanics
    • /
    • v.77 no.3
    • /
    • pp.355-368
    • /
    • 2021
  • The time-varying mean (TVM) component of non-stationary wind speeds is commonly extracted utilizing empirical mode decomposition (EMD) in practice, whereas the accuracy of the extracted TVM is difficult to be quantified. To deal with this problem, this paper proposes an approach to identify and extract the optimal TVM from several TVM results obtained by the EMD. It is suggested that the optimal TVM of a 10-min time history of wind speeds should meet both the following conditions: (1) the probability density function (PDF) of fluctuating wind component agrees well with the modified Gaussian function (MGF). At this stage, a coefficient p is newly defined as an evaluation index to quantify the correlation between PDF and MGF. The smaller the p is, the better the derived TVM is; (2) the number of local maxima of obtained optimal TVM within a 10-min time interval is less than 6. The proposed approach is validated by a numerical example, and it is also adopted to extract the optimal TVM from the field measurement records of wind speeds collected during a sandstorm event.

The Constructive Interpretation of Probability (구성주의 확률해석)

  • Yang, Kyoung-Eun
    • Korean Journal of Logic
    • /
    • v.17 no.3
    • /
    • pp.461-484
    • /
    • 2014
  • This essay suggests a constructive interpretation of probabilities by diagnosing problems of the objective and the epistemic interpretations of probability. According to this interpretation, attributions of the mathematical structure of probability to a given system can be understood as positing constructive theoretical hypotheses showing the relationship among empirical data. The constructive interpretation is applied to comprehend probability claims in the explanation of temporal asymmetrical behaviour of our universe. A new approach interpreting probabilities as constructive theoretical terms enables us to circumvent shortcomings of both objective and subjective interpretation of probability, and appreciate why these interpretations nevertheless appear to be convincing in our case.

  • PDF

On the development of an empirical proton event forecast model based on the information of flares and CMEs

  • Moon, Yong-Jae;Park, Jin-Hye
    • Bulletin of the Korean Space Science Society
    • /
    • 2010.04a
    • /
    • pp.38.2-38.2
    • /
    • 2010
  • We have examined the occurrence probability of solar proton events (SPEs) and their peak fluxes depending three flare parameters (X-ray peak flux, longitude, and impulsive time). For this we used NOAA SPEs from 1976 to 2006, and their associated X-ray flare data. As a result, we selected 166 proton events that were associated with major flares; 85 events associated with X-class flares and 81 events associated with M-class flares. Especially the occurrence probability strongly depends on these three parameters. In addition, the relationship between X-ray flare peak flux and proton peak flux as well as its correlation coefficient are strongly dependent on longitude and impulsive time. Among NOAA SPEs from 1997 to 2006, most of the events are related to both flares and CMEs but a few fraction of events (5/93) are only related with CMEs. We carefully identified the sources of these events using LASCO CME catalog and SOHO MDI data. Specifically, we examined the directions of CMEs related with the events and the history of active regions. As a result, we were able to determine active regions which are likely to produce SPEs without ambiguity as well as their longitudes at the time of SPEs by considering solar rotation rate. From this study, we found that the longitudes of five active regions are all between $90^{\circ}W$ and $120^{\circ}W$. When the flare peak time is assume to be the CME event time, we confirmed that the dependence of their rise times (proton peak time - flare peak time) on longitude are consistent with the previous empirical formula. These results imply that five events should be also associated with flares which were not observed because they occurred from back-side. Now we are examining the occurrence probability of SPEs depending on CME parameters. Finally, we will discuss the future prospects on the development of an empirical SPE forecast model based on the information of flares and CMEs.

  • PDF

NONPARAMETRIC ONE-SIDED TESTS FOR MULTIVARIATE AND RIGHT CENSORED DATA

  • Park, Hyo-Il;Na, Jong-Hwa
    • Journal of the Korean Statistical Society
    • /
    • v.32 no.4
    • /
    • pp.373-384
    • /
    • 2003
  • In this paper, we formulate multivariate one-sided alternatives and propose a class of nonparametric tests for possibly right censored data. We obtain the asymptotic tail probability (or p-value) by showing that our proposed test statistics have asymptotically multivariate normal distributions. Also, we illustrate our procedure with an example and compare it with other procedures in terms of empirical powers for the bivariate case. Finally, we discuss some properties of our test.

OPTIMAL APPROXIMATION BY ONE GAUSSIAN FUNCTION TO PROBABILITY DENSITY FUNCTIONS

  • Gwang Il Kim;Seung Yeon Cho;Doobae Jun
    • East Asian mathematical journal
    • /
    • v.39 no.5
    • /
    • pp.537-547
    • /
    • 2023
  • In this paper, we introduce the optimal approximation by a Gaussian function for a probability density function. We show that the approximation can be obtained by solving a non-linear system of parameters of Gaussian function. Then, to understand the non-normality of the empirical distributions observed in financial markets, we consider the nearly Gaussian function that consists of an optimally approximated Gaussian function and a small periodically oscillating density function. We show that, depending on the parameters of the oscillation, the nearly Gaussian functions can have fairly thick heavy tails.

An empirical clt for stationary martingale differences

  • Bae, Jong-Sig
    • Journal of the Korean Mathematical Society
    • /
    • v.32 no.3
    • /
    • pp.427-446
    • /
    • 1995
  • Let S be a set and B be a $\sigma$-field on S. We consider $(\Omega = S^Z, T = B^z, P)$ as the basic probability space. We denote by T the left shift on $\Omega$. We assume that P is invariant under T, i.e., $PT^{-1} = P$, and that T is ergodic. We denote by $X = \cdots, X_-1, X_0, X_1, \cdots$ the coordinate maps on $\Omega$. From our assumptions it follows that ${X_i}_{i \in Z}$ is a stationary and ergodic process.

  • PDF

Analysis of binary data by empirical logit transformation and the type of Freeman-Tukey inverse sine transformation (경험로지트변환과 Freeman-Tukey형 역정현 변환에 의한 계수치 자료의 해석)

  • 김홍준;채규용;이상용
    • Journal of Korean Society of Industrial and Systems Engineering
    • /
    • v.20 no.42
    • /
    • pp.1-8
    • /
    • 1997
  • In case of analysis of discrete data, it shows by way of example orthogonal array experiment for o, 1 data. This paper introduced expirical logit transformation and the type of Freeman-Tukey inverse sine transformation. As the result of analysis of variance, empirical logit transformation turned out a mistake in application but it is possible for graphical analysis by normal probability paper.

  • PDF

A STUDY ON RELATIVE EFFICIENCY OF KERNEL TYPE ESTIMATORS OF SMOOTH DISTRIBUTION FUNCTIONS

  • Jee, Eun-Sook
    • The Pure and Applied Mathematics
    • /
    • v.1 no.1
    • /
    • pp.19-24
    • /
    • 1994
  • Let P be a probability measure on the real line with Lebesque-density f. The usual estimator of the distribution function (≡df) of P for the sample $\chi$$_1$,…, $\chi$$\_$n/ is the empirical df: F$\_$n/(t)=(equation omitted). But this estimator does not take into account the smoothness of F, that is, the existence of a density f. Therefore, one should expect that an estimator which is better adapted to this situation beats the empirical df with respect to a reasonable measure of performance.(omitted)

  • PDF

Biological Distribution by Water Temperature and Refocus on the Theory of Critical Environmental Variation Quantum (수온환경변화에 따른 생물분포와 어업피해결정을 위한 임계환경변화량이론의 재조명)

  • Kang, Young-Joo;Kim, Ki-Soo
    • The Journal of Fisheries Business Administration
    • /
    • v.45 no.1
    • /
    • pp.1-16
    • /
    • 2014
  • The study attempts to show that the theory of critical environmental variation quantum(CEVQ) has a sound logical basis and empirical support. It is well known that the theory of critical environmental variation quantum is derived from the theory of biological probability distibution function and the central limit theorem(CLT) in statistics. The study uses the case study of fisheries damages compensation caused br the public marine construction undertaken in the area do Anjeong Bay in the city of Tongyeong for empirical test of theory of CEVQ. The results shows that the CEVQ theory perfoms a good job in measuring quantatively fjsheries damages caused by outflow of cold water due to the operation of LNG company since 2002. Therefore the study proves that the CEVQ theory is a good theory having internal consistency and empirical applicability.

Study on slamming pressure calculation formula of plunging breaking wave on sloping sea dike

  • Yang, Xing
    • International Journal of Naval Architecture and Ocean Engineering
    • /
    • v.9 no.4
    • /
    • pp.439-445
    • /
    • 2017
  • Plunging breaker slamming pressures on vertical or sloping sea dikes are one of the most severe and dangerous loads that sea dike structures can suffer. Many studies have investigated the impact forces caused by breaking waves for maritime structures including sea dikes and most predictions of the breaker forces are based on empirical or semi-empirical formulae calibrated from laboratory experiments. However, the wave breaking mechanism is complex and more research efforts are still needed to improve the accuracy in predicting breaker forces. This study proposes a semi-empirical formula, which is based on impulse-momentum relation, to calculate the slamming pressure due to plunging wave breaking on a sloping sea dike. Compared with some measured slamming pressure data in two literature, the calculation results by the new formula show reasonable agreements. Also, by analysing probability distribution function of wave heights, the proposed formula can be converted into a probabilistic expression form for convenience only.