• 제목/요약/키워드: Empirical Probability

검색결과 332건 처리시간 0.022초

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
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    • 제77권3호
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    • pp.355-368
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    • 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.

구성주의 확률해석 (The Constructive Interpretation of Probability)

  • 양경은
    • 논리연구
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    • 제17권3호
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    • pp.461-484
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    • 2014
  • 본 논문은 확률의 객관적 해석과 주관적 해석이 가지는 문제점을 진단함으로써 이들을 극복할 수 있는 구성주의 확률해석을 제안한다. 이 확률해석에 의하면 확률의 수학적 구조는 경험적 자료들 사이에 연관성을 부여하는 구성적 이론적 가설을 제공하는 것으로 이해할 수 있다. 구성주의 확률해석을 위한 사례로 우주의 시간적 비대칭성에서의 확률구조를 분석했다. 본 사례의 확률을 구성적으로 해석할 경우 객관적 그리고 주관적으로 확률을 해석하는 문제들을 제거할 수 있다. 또한 구성적 확률해석은 고전적 확률해석이 그 문제점에도 불구하고 왜 표면적으로 신빙성 있는지에 대한 설명도 제공한다.

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

  • Moon, Yong-Jae;Park, Jin-Hye
    • 한국우주과학회:학술대회논문집(한국우주과학회보)
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    • 한국우주과학회 2010년도 한국우주과학회보 제19권1호
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    • pp.38.2-38.2
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    • 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.

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NONPARAMETRIC ONE-SIDED TESTS FOR MULTIVARIATE AND RIGHT CENSORED DATA

  • Park, Hyo-Il;Na, Jong-Hwa
    • Journal of the Korean Statistical Society
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    • 제32권4호
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    • pp.373-384
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    • 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
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    • 제39권5호
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    • pp.537-547
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    • 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
    • 대한수학회지
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    • 제32권3호
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    • pp.427-446
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    • 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.

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

  • 김홍준;채규용;이상용
    • 산업경영시스템학회지
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    • 제20권42호
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    • pp.1-8
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    • 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.

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

  • Jee, Eun-Sook
    • 한국수학교육학회지시리즈B:순수및응용수학
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    • 제1권1호
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    • pp.19-24
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    • 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)

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

  • 강용주;김기수
    • 수산경영론집
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    • 제45권1호
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    • pp.1-16
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    • 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
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    • 제9권4호
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    • pp.439-445
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    • 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.