• 제목/요약/키워드: Linear Probability Model

검색결과 225건 처리시간 0.032초

전국 확률강수량 산정을 위한 비정상성 빈도해석 기법의 적용 (Application of a Non-stationary Frequency Analysis Method for Estimating Probable Precipitation in Korea)

  • 김광섭;이기춘
    • 한국농공학회논문집
    • /
    • 제54권5호
    • /
    • pp.141-153
    • /
    • 2012
  • In this study, we estimated probable precipitation amounts at the target year (2020, 2030, 2040) of 55 weather stations in Korea using the 24 hour annual maximum precipitation data from 1973 through 2009 which should be useful for management of agricultural reservoirs. Not only trend tests but also non-stationary tests were performed and non-stationary frequency analysis were conducted to all of 55 sites. Gumbel distribution was chosen and probability weighted moment method was used to estimate model parameters. The behavior of the mean of extreme precipitation data, scale parameter, and location parameter were analyzed. The probable precipitation amount at the target year was estimated by a non-stationary frequency analysis using the linear regression analysis for the mean of extreme precipitation data, scale parameter, and location parameter. Overall results demonstrated that the probable precipitation amounts using the non-stationary frequency analysis were overestimated. There were large increase of the probable precipitation amounts of middle part of Korea and decrease at several sites in Southern part. The non-stationary frequency analysis using a linear model should be applicable to relatively short projection periods.

IMPROVING THE ESP ACCURACY WITH COMBINATION OF PROBABILISTIC FORECASTS

  • Yu, Seung-Oh;Kim, Young-Oh
    • Water Engineering Research
    • /
    • 제5권2호
    • /
    • pp.101-109
    • /
    • 2004
  • Aggregating information by combining forecasts from two or more forecasting methods is an alternative to using forecasts from just a single method to improve forecast accuracy. This paper describes the development and use of a monthly inflow forecast model based on an optimal linear combination (OLC) of forecasts derived from naive, persistence, and Ensemble Streamflow Prediction (ESP) forecasts. Using the cross-validation technique, the OLC model made 1-month ahead probabilistic forecasts for the Chungju multi-purpose dam inflows for 15 years. For most of the verification months, the skill associated with the OLC forecast was superior to those drawn from the individual forecast techniques. Therefore this study demonstrates that OLC can improve the accuracy of the ESP forecast, especially during the dry season. This study also examined the value of the OLC forecasts in reservoir operations. Stochastic Dynamic Programming (SDP) derived the optimal operating policy for the Chungju multi-purpose dam operation and the derived policy was simulated using the 15-year observed inflows. The simulation results showed the SDP model that updated its probability from the new OLC forecast provided more efficient operation decisions than the conventional SDP model.

  • PDF

Performance Analysis of the Robust Least Squares Target Localization Scheme using RDOA Measurements

  • Choi, Ka-Hyung;Ra, Won-Sang;Park, Jin-Bae;Yoon, Tae-Sung
    • Journal of Electrical Engineering and Technology
    • /
    • 제7권4호
    • /
    • pp.606-614
    • /
    • 2012
  • A practical recursive linear robust estimation scheme is proposed for target localization in the sensor network which provides range difference of arrival (RDOA) measurements. In order to radically solve the known practical difficulties such as sensitivity for initial guess and heavy computational burden caused by intrinsic nonlinearity of the RDOA based target localization problem, an uncertain linear measurement model is newly derived. In the suggested problem setting, the target localization performance of the conventional linear estimation schemes might be severely degraded under the low SNR condition and be affected by the target position in the sensor network. This motivates us to devise a new sensor network localization algorithm within the framework of the recently developed robust least squares estimation theory. Provided that the statistical information regarding RDOA measurements are available, the estimate of the proposition method shows the convergence in probability to the true target position. Through the computer simulations, the omnidirectional target localization performance and consistency of the proposed algorithm are compared to those of the existing ones. It is shown that the proposed method is more reliable than the total least squares method and the linear correction least squares method.

New Dispersion Function in the Rank Regression

  • Choi, Young-Hun
    • Communications for Statistical Applications and Methods
    • /
    • 제9권1호
    • /
    • pp.101-113
    • /
    • 2002
  • In this paper we introduce a new score generating (unction for the rank regression in the linear regression model. The score function compares the $\gamma$'th and s\`th power of the tail probabilities of the underlying probability distribution. We show that the rank estimate asymptotically converges to a multivariate normal. further we derive the asymptotic Pitman relative efficiencies and the most efficient values of $\gamma$ and s under the symmetric distribution such as uniform, normal, cauchy and double exponential distributions and the asymmetric distribution such as exponential and lognormal distributions respectively.

Seismic fragility evaluation of piping system installed in critical structures

  • Ju, Bu Seog;Jung, Woo Young;Ryu, Yong Hee
    • Structural Engineering and Mechanics
    • /
    • 제46권3호
    • /
    • pp.337-352
    • /
    • 2013
  • Seismic performance of critical facilities has been focused on the structural components over the past decade. However, most earthquake damages were observed to the nonstructural components during and after the earthquakes. The primary objective of this research was to develop the seismic fragility of the piping system incorporating the nonlinear Tee-joint finite element model in the full scale piping configuration installed in critical facilities. The procedure for evaluating fragility curves corresponding to the first damage state was considered the effects of the top floor acceleration sensitivities for 5, 10, 15, and 20 story linear RC and steel building systems subjected to 22 selected ground motions as a function of ground motion uncertainties. The result of this study revealed that the conditional probability of failure of the piping system on the top floor in critical facilities did not increase with increased level of story height and in fact, story level in buildings can tune the fragilities between the building and the piping system.

Phenomenological monte carlo simulation model for predicting B, $BF_2$, As, P and Si implant profiles in silicon-based semiconductor device

  • Kwon, Oh-Kuen;Son, Myung-Sik;Hwang, Ho-Jung
    • Journal of Korean Vacuum Science & Technology
    • /
    • 제3권1호
    • /
    • pp.1-9
    • /
    • 1999
  • This paper presents a newly enhanced damage model in Monte Carlo (MC) simulation for the accurate prediction of 3-Dimensional (3D) as-implanted impurity and point defect profiles induced by ion implantation in (100) crystal silicon. An empirical electronic energy loss model for B, BF2, As, P and Si self implant over the wide energy range has been proposed for the ULSI device technology and development. Our model shows very good agreement with the SIMS data over the wide energy range. In the damage accumulation, we considered the self-annealing effects by introducing our proposed non-linear recomvination probability function of each point defect for the computational efficiency. For the damage profiles, we compared the published RBS/channeling data with our results of phosphorus implants. Our damage model shows very reasonable agreement with the experiments for phosphorus implants.

  • PDF

확률론적 선형 동적계의 구조신뢰성 해석 (Structural Reliability Analysis of Linear Dynamic Systems with Random Properties)

  • 김인학;양영순
    • 대한조선학회논문집
    • /
    • 제34권4호
    • /
    • pp.91-98
    • /
    • 1997
  • 대부분의 동적계에는 기진력과 계 특성치들에 다양한 불확실성이 존재한다. 본 논문에서는, 기진력과 계 특성치에 불확실성이 존재하는 선형 동적계에 대한 응답 및 신뢰성을 해석하는 하나의 과정을 제안하였다. 계 특성치와 응답은 섭동법에 의하여 모델링되고, 확률 이론과 진동 이론에 의하여 응답 해석이 정식화된다. 또한 응답의 평균을 구하기 위하여 확률유한요소법이 사용되었다. 파괴확률을 구하는 방법으로는 적분방정식법에 의한 최초통과확률 해석이 사용되었다. 적분방정식법은 통과율과 최초통과 확률밀도의 항들에 의해 최초통과확률로 귀결된다. 본 연구에서는 기진력, 계 특성치 그리고 응답은 모두 Gaussian 확률 특성을 가정하였다. 적용예로써, 정상 백색잡음 기진력을 받고 확률 특성을 갖는 질량 및 스프링 상수들로 이루어진 1자유도계에 대하여 과도응답 상태에서의 파괴확률을 계산하였으며, 그 결과를 수치 시뮬레이션 결과와 비교하였다.

  • PDF

New Control Scheme for the Wind-Driven Doubly Fed Induction Generator under Normal and Abnormal Grid Voltage Conditions

  • Ebrahim, Osama S.;Jain, Praveen K.;Nishith, Goel
    • Journal of Power Electronics
    • /
    • 제8권1호
    • /
    • pp.10-22
    • /
    • 2008
  • The wind-driven doubly fed induction generator (DFIG) is currently under pressure to be more grid-compatible. The main concern is the fault ride-through (FRT) requirement to keep the generator connected to the grid during faults. In response to this, the paper introduces a novel model and new control scheme for the DFIG. The model provides a means of direct stator power control and considers the stator transients. On the basis of the derived model, a robust linear quadratic (LQ) controller is synthesized. The control law has proportional and integral actions and takes account of one sample delay in the input owing to the microprocessor's execution time. Further, the influence of the grid voltage imperfection is mitigated using frequency shaped cost functional method. Compensation of the rotor current pulsations is proposed to improve the FRT capability as well as the generator performance under grid voltage unbalance. As a consequence, the control system can achieve i) fast direct power control without instability risk, ii) alleviation of the problems associated with the DFIG operation under unbalanced grid voltage, and iii) high probability of successful grid FRT. The effectiveness of the proposed solution is confirmed through simulation studies on 2MW DFIG.

The Grammatical Structure of Protein Sequences

  • Bystroff, Chris
    • 한국생물정보학회:학술대회논문집
    • /
    • 한국생물정보시스템생물학회 2000년도 International Symposium on Bioinformatics
    • /
    • pp.28-31
    • /
    • 2000
  • We describe a hidden Markov model, HMMTIR, for general protein sequence based on the I-sites library of sequence-structure motifs. Unlike the linear HMMs used to model individual protein families, HMMSTR has a highly branched topology and captures recurrent local features of protein sequences and structures that transcend protein family boundaries. The model extends the I-sites library by describing the adjacencies of different sequence-structure motifs as observed in the database, and achieves a great reduction in parameters by representing overlapping motifs in a much more compact form. The HMM attributes a considerably higher probability to coding sequence than does an equivalent dipeptide model, predicts secondary structure with an accuracy of 74.6% and backbone torsion angles better than any previously reported method, and predicts the structural context of beta strands and turns with an accuracy that should be useful for tertiary structure prediction. HMMSTR has been incorporated into a public, fully-automated protein structure prediction server.

  • PDF

Heckman의 표본선택모형을 이용한 대졸자의 임금결정요인 분석 (The wage determinants of college graduates using Heckman's sample selection model)

  • 조장식
    • Journal of the Korean Data and Information Science Society
    • /
    • 제28권5호
    • /
    • pp.1099-1107
    • /
    • 2017
  • 본 연구에서는 한국고용정보원에서 실시한 "2014년 대졸자 직업이동 경로조사" 자료를 활용하여 대졸자의 임금결정요인을 분석하였다. 일반적으로 임금은 개인의 취업여부와 임금의 크기에 대한 두 가지의 복합적인 정보를 담고 있으나, 많은 선행연구에서는 임금의 크기에 대한 정보만을 활용하여 선형 회귀분석을 수행함으로써 표본선택에 위한 편의 (sample selection bias) 문제가 발생하게 된다. 이런 문제점을 극복하기 위해 본 연구에서는 Heckman의 표본선택 모형을 분석에 활용하였다. 주요 분석 결과를 요약하면 다음과 같다. 먼저 Heckman의 표본선택 모형에 대한 타당성은 통계적으로 유의함을 알 수 있었다. 남자는 여자에 비해서 취업확률과 임금의 크기 모두 통계적으로 유의하게 높게 나타났으며, 연령이 증가하고 부모의 소득이 증가 할수록 취업확률과 임금의 크기 모두 높게 나타났다. 또한 대학만족도가 높아질수록, 그리고 취득한 자격증 수가 증가할수록 취업확률과 임금 모두 증가하는 경향이 있는 것으로 나타났다.