• Title/Summary/Keyword: Log-likelihood function

Search Result 95, Processing Time 0.023 seconds

A study on the uncertainty analysis of LENS-GRM using formal and informal likelihood measure (정형·비정형 우도를 이용한 LENS-GRM 불확실성 해석)

  • Lee, Sang Hyup;Choo, Inn Kyo;Yu, Yeong Uk;Jung, Younghun
    • Proceedings of the Korea Water Resources Association Conference
    • /
    • 2020.06a
    • /
    • pp.317-317
    • /
    • 2020
  • 수재해는 수자원 인프라의 부족 및 관리 미흡 등 많은 요인들이 있지만 강우의 유무와 크기가 가장 원초적인 요인들 중 하나이다. 정확한 강우량 추정 및 강우발생시간 예측은 수재해로 인한 피해를 예방하고 빠르게 대처할 수 있다. 그러나 강우예측에는 많은 불확실성을 내포하고 있기 때문에 이러한 불확실성을 이해하고 줄여 나가는 것이 필요하다. 최근 컴퓨터의 성능의 발전에 비례해 강우 예측 자료들도 점진적으로 발전을 거듭하고 있다. 이를 강우-유출 모형에 적용시 유출량 예측의 정확성 또한 비례하여 한층 더 발전할 수 있을 것이다. 하지만 신뢰성이 낮은 입력자료를 대상으로 하는 유출해석 모형은 많은 불확실성을 내포할 것이다. 따라서 본 연구에서는 위천 유역에 대해 LENS(Limited area ENsemble prediction System) 강우앙상블 예측자료의 적용성을 검토하고 그리드 기반 강우 유출 모델 GRM(Grid based Rainfall-runoff Model) 에 적용하여 유출예측의 불확실성을 평가하고자 하였다. 또한 강우예측 및 유출예측은 수 많은 매개변수를 포함하며 최종적인 예측은 더 큰 불확실한 범위로 산출될 수 있다. 이에 따라 본 연구에서는 Python3 기반 코딩으로 LENS 자료 구축 및 GRM 모형의 매개변수 보정을 각 2000회 씩에 걸쳐 총 2회 실시하여 수문학적, 지형학적 인자에 따른 불확실성 범위를 보정하고자 하였다. 매개변수의 보정은 비정형우도(Informal likelihood) NSE, 정형우도(Formal likelihood) Lognormal(Log-likelihood function)의 우도에 따른 행위모델을 산정하여 보정하였다. 따라서 본 연구에서는 선행연구들을 참고한 정형, 비정형 우도의 임계치를 이용한 불확실성해석에 적용하였으며 이는 사용자의 행위모델선정 임계치 범위 선정으로 인한 불확실성을 줄여나감에 기여할 수 있을것으로 사료된다.

  • PDF

Statistical Voice Activity Detection Using Probabilistic Non-Negative Matrix Factorization (확률적 비음수 행렬 인수분해를 사용한 통계적 음성검출기법)

  • Kim, Dong Kook;Shin, Jong Won;Kwon, Kisoo;Kim, Nam Soo
    • The Journal of Korean Institute of Communications and Information Sciences
    • /
    • v.41 no.8
    • /
    • pp.851-858
    • /
    • 2016
  • This paper presents a new statistical voice activity detection (VAD) based on the probabilistic interpretation of nonnegative matrix factorization (NMF). The objective function of the NMF using Kullback-Leibler divergence coincides with the negative log likelihood function of the data if the distribution of the data given the basis and encoding matrices is modeled as Poisson distributions. Based on this probabilistic NMF, the VAD is constructed using the likelihood ratio test assuming that speech and noise follow Poisson distributions. Experimental results show that the proposed approach outperformed the conventional Gaussian model-based and NMF-based methods at 0-15 dB signal-to-noise ratio simulation conditions.

Simple Detection Based on Soft-Limiting for Binary Transmission in a Mixture of Generalized Normal-Laplace Distributed Noise and Gaussian Noise

  • Kim, Sang-Choon
    • ETRI Journal
    • /
    • v.33 no.6
    • /
    • pp.949-952
    • /
    • 2011
  • In this letter, a simplified suboptimum receiver based on soft-limiting for the detection of binary antipodal signals in non-Gaussian noise modeled as a generalized normal-Laplace (GNL) distribution combined with Gaussian noise is presented. The suboptimum receiver has low computational complexity. Furthermore, when the number of diversity branches is small, its performance is very close to that of the Neyman-Pearson optimum receiver based on the probability density function obtained by the Fourier inversion of the characteristic function of the GNL-plus-Gaussian distribution.

SMOSLG Algorithm for Digital Image Restoration (디지털 영상복원을 위한 SMOSLG 알고리즘)

  • Song, Min-Koo;Yum, Joon-Keun
    • The Transactions of the Korea Information Processing Society
    • /
    • v.6 no.12
    • /
    • pp.3694-3702
    • /
    • 1999
  • OSL algorithm has an advantage that repeated algorithm is easily derived, even though penalty function which has a complicated transcendental function. In order to solve this problem, we suggested MPEMG algorithm. However, though this algorithm extend convergence rate of smoothing constant, it include the problem that is not faster than OSL algorithm in the convergence rate increasing penalized log-likelihood. Accordingly, in this paper, we will suggest SMOSLG digital image restoration algorithm which is fast in the convergence rate as well as extend convergence region of smoothing constant. And also we will study the usefulness of algorithm suggested through digital image simulation.

  • PDF

A Comparison Study of the Test for Right Censored and Grouped Data

  • Park, Hyo-Il
    • Communications for Statistical Applications and Methods
    • /
    • v.22 no.4
    • /
    • pp.313-320
    • /
    • 2015
  • In this research, we compare the efficiency of two test procedures proposed by Prentice and Gloeckler (1978) and Park and Hong (2009) for grouped data with possible right censored observations. Both test statistics were derived using the likelihood ratio principle, but under different semi-parametric models. We review the two statistics with asymptotic normality and consider obtaining empirical powers through a simulation study. The simulation study considers two types of models the location translation model and the scale model. We discuss some interesting features related to the grouped data and obtain null distribution functions with a re-sampling method. Finally we indicate topics for future research.

A Comparative Study on Software Reliability Model for NHPP Intensity Function Following a Decreasing Pattern (강도함수가 감소패턴을 따르는 NHPP 소프트웨어 신뢰모형에 관한 비교 연구)

  • Kim, Hee Cheul;Kim, Jong Buam;Moon, Song Chul
    • Journal of Information Technology Applications and Management
    • /
    • v.23 no.4
    • /
    • pp.117-125
    • /
    • 2016
  • Software reliability in the software development process is an important issue. In infinite failure non-homogeneous Poisson process software reliability models, the failure occurrence rates per fault. can be presented constant, monotonic increasing or monotonic decreasing pattern. In this paper, the reliability software cost model considering decreasing intensity function was studied in the software product testing process. The decreasing intensity function that can be widely used in the field of reliability using power law process, log-linear processes and Musal-Okumoto process were studied and the parameter estimation method was used for maximum likelihood estimation. In this paper, from the software model analysis, we was compared by applying a software failure interval failure data considering the decreasing intensity function The decreasing intensity function model is also efficient in terms of reliability in the arena of the conservative model can be used as an alternating model can be established. From this paper, the software developers have to consider life distribution by preceding information of the software to classify failure modes which can be gifted to support.

Necessity of step-stress accelerated life testing experiment at higher steps

  • Chandra, N.;Khan, Mashroor Ahmad;Pandey, M.
    • International Journal of Reliability and Applications
    • /
    • v.15 no.2
    • /
    • pp.85-98
    • /
    • 2014
  • Accelerated life testing (ALT) is a well famous technique in life testing and reliability studies, this is particularly used to induce so high stress leading to failure of the highly reliable units quickly under stipulated duration of time. The step-stress ALT is one of the systematic experimental strategy of ALT applied to fail the units in steps. In this article we focus on two important issues (i) necessity of life tests at higher steps with relevant causes (ii) to develop a new optimum test plan for 3-step SSALT under the modified cumulative exposure model proposed by Khamis and Higgins (1998). It is assumed that the lifetime of test units follows Rayleigh distribution and its scale parameter at constant stress level is assumed to be a log-linear function of the stress. The maximum likelihood estimates of the parameters involved in the step-stress ALT model are obtained. A simulation study is performed for numerical investigation of the proposed new optimum plan 3-step, step-stress ALT. The necessity of the life test units at 3-step step-stress is also numerically examined in comparison to simple step-stress setup.

  • PDF

Static Wind Fragility Analysis of an Extradosed Bridge (엑스트라도즈드교의 정적 풍하중 취약도 분석)

  • Kim, Doo Kie;Kim, Dong Hyawn;Seo, Hyeong Yeol;Lee, Chang Ju
    • Journal of the Korea institute for structural maintenance and inspection
    • /
    • v.11 no.5
    • /
    • pp.107-113
    • /
    • 2007
  • This study presents fragility curves for the wind fragility analysis of a six-span extradosed bridge. The loads and corresponding load combinations are calculated using domestic design codes. Random variables are utilized to considering the uncertainties of the input variables for wind loads. The fragility curve is represented as a log-normal distribution function, in which two parameters are estimated by the maximum likelihood method. The results show that the extradosed bridge is safe to suffer static wind forces.

A Study of Digital Image Restoration for Modified PEM Gradient Algorithm (변형된 PEM 그래디언트 알고리즘을 이용한 디지털화상처리에 관한 연구)

  • Song, Min-Koo
    • The Transactions of the Korea Information Processing Society
    • /
    • v.7 no.1
    • /
    • pp.313-320
    • /
    • 2000
  • PEM algorithm cannot expend repeated algorithm, if penalty function is transcendental function. However, OSL algorithm has an advantage that repeated algorithm is easily derived, even though penalty function which has a complicated transcendental function. In spite of this advantage, this algorithm is restricted in convergence region of smoothing constant which increase penalized log-likelihood, so we cannot get the optimal image restoration because it cannot provide us with a various smoothing constant value for the digital image restoration. In this paper, in order to resolve the disadvantage of OSL algorithm, we would like to suggest the algorithm with smoothing constant enlarge the tolerance limit range of convergence and to find not only properties of its convergence but also usefulness of suggested algorithm through digital image simulation.

  • PDF

The Comparative Study of Software Optimal Release Time Based on Log-Logistic Distribution (Log-Logistic 분포 모형에 근거한 소프트웨어 최적방출시기에 관한 비교연구)

  • Kim, Hee-Cheul
    • Journal of the Korea Society of Computer and Information
    • /
    • v.13 no.7
    • /
    • pp.1-9
    • /
    • 2008
  • In this paper, make a study decision problem called an optimal release policies after testing a software system in development phase and transfer it to the user. When correcting or modifying the software, because of the possibility of introducing new faults when correcting or modifying the software, infinite failure non-homogeneous Poisson process models presented and propose an optimal release policies of the life distribution applied log-logistic distribution which can capture the increasing! decreasing nature of the failure occurrence rate per fault. In this paper, discuss optimal software release policies which minimize a total average software cost of development and maintenance under the constraint of satisfying a software reliability requirement. In a numerical example, after trend test applied and estimated the parameters using maximum likelihood estimation of inter-failure time data, make out estimating software optimal release time.

  • PDF