• 제목/요약/키워드: Lognormal distribution model

검색결과 100건 처리시간 0.028초

Adaptive Iterative Depeckling of SAR Imagery

  • Lee, Sang-Hoon
    • 대한원격탐사학회지
    • /
    • 제23권5호
    • /
    • pp.455-464
    • /
    • 2007
  • Lee(2007) suggested the Point-Jacobian iteration MAP estimation(PJIMAP) for noise removal of the images that are corrupted by multiplicative speckle noise. It is to find a MAP estimation of noisy-free imagery based on a Bayesian model using the lognormal distribution for image intensity and an MRF for image texture. When the image intensity is logarithmically transformed, the speckle noise is approximately Gaussian additive noise, and it tends to a normal probability much faster than the intensity distribution. The MRF is incorporated into digital image analysis by viewing pixel types as states of molecules in a lattice-like physical system. In this study, the MAP estimation is computed by the Point-Jacobian iteration using adaptive parameters. At each iteration, the parameters related to the Bayesian model are adaptively estimated using the updated information. The results of the proposed scheme were compared to them of PJIMAP with SAR simulation data generated by the Monte Carlo method. The experiments demonstrated an improvement in relaxing speckle noise and estimating noise-free intensity by using the adaptive parameters for the Ponit-Jacobian iteration.

신용카드 부가서비스 요율 분석 방법론에 대한 연구 (A Study on Cost Rate Analysis Methodology of Credit Card Value Proposition)

  • 이찬경;노형봉
    • 품질경영학회지
    • /
    • 제46권4호
    • /
    • pp.797-820
    • /
    • 2018
  • Purpose: It is to seek for an appropriate cost rate analysis methodology of credit card value propositions in Korea. For this issue, it is claimed that methodologies based on probability distribution is more suitable than methodologies based on data-mining. The analysis model constructed for the cost rate estimation is called VCPM model. Methods: The model includes two major variables denoted as S and P. S is monthly credit card usage amount. P stands for the proportion of usage amount at special merchants over the whole monthly usage amount. The distributions assumed for P are positively skewed distributions such as exponential, gamma and lognormal. The major inputs to the model are also derived from S and P, which are E(S) and the aggregate proportion of usage amount at special merchants over the total monthly usage amount. Results: When the credit card's value proposition is general discount, the VCPM model fits well and generates reasonable cost rate(denoted as R). However, it seems that the model does not work well for other types of credit cards. Conclusion: The VCPM model is reliable for calculating cost rate for credit cards with positively skewed distribution of P, which are general discount card. However, another model should be built for cards with other types of distributions of P.

와이블 분포함수를 이용한 저서성 대형무척추동물의 종수-조사면적 관계 해석 (Analysis on the Relationship between Number of Species and Survey Area of Benthic Macroinvertebrates Using Weibull Distribution Function)

  • 공동수;김아름
    • 한국물환경학회지
    • /
    • 제31권2호
    • /
    • pp.142-150
    • /
    • 2015
  • The relationship between the number of benthic macroinvertebrate species and the accumulated survey area were investigated in a clean stream and an impaired stream of Korea. Five models to characterize species-area functions were compared, and the Weibull model fitted species-area data well. The other models (Arrhenius, Romell-Gleason, Kylin, Lognormal model) had small or notable bias. The maximum number of species and half-saturation area derived from the Weibull model may be used as the indicators of the carrying capacity and the habitat complexity respectively.

극소불량 공정보증을 위한 모형연구 (Model for Process Quality Assurance When the Fraction Nonconforming is Very Small)

  • Jong-Gurl Kim
    • 대한안전경영과학회:학술대회논문집
    • /
    • 대한안전경영과학회 1999년도 추계학술대회
    • /
    • pp.247-257
    • /
    • 1999
  • There are several models for process quality assurance by quality system(ISO 9000), process capability analysis, acceptance control chart and so on. When a high level process capability has been achieved, it takes a long time to monitor the process shift, so it is sometimes necessary to develop a quicker monitoring system. To achieve a quicker quality assurance model for high-reliability process, this paper presents a model for process quality assurance when the fraction nonconforming is very small. We design an acceptance control chart based on variable quality characteristic and time-censored accelerated testing. The distribution of the characteristics is assumed to be normal of lognormal with a location parameter of the distribution that is a linear function of a stress. The design parameters are sample size, control limits and sample proportions allocated to low stress. These parameters are obtained under minimization of the relative variance of the MLE of location parameter subject to APL and RPL constraints.

  • PDF

Statistical Analysis of Electrical Tree Inception Voltage, Breakdown Voltage and Tree Breakdown Time Data of Unsaturated Polyester Resin

  • Ahmad, Mohd Hafizi;Bashir, Nouruddeen;Ahmad, Hussein;Piah, Mohamed Afendi Mohamed;Abdul-Malek, Zulkurnain;Yusof, Fadhilah
    • Journal of Electrical Engineering and Technology
    • /
    • 제8권4호
    • /
    • pp.840-849
    • /
    • 2013
  • This paper presents a statistical approach to analyze electrical tree inception voltage, electrical tree breakdown voltage and tree breakdown time of unsaturated polyester resin subjected to AC voltage. The aim of this work was to show that Weibull and lognormal distribution may not be the most suitable distributions for analysis of electrical treeing data. In this paper, an investigation of statistical distributions of electrical tree inception voltage, electrical tree breakdown voltage and breakdown time data was performed on 108 leaf-like specimen samples. Revelations from the test results showed that Johnson SB distribution is the best fit for electrical tree inception voltage and tree breakdown time data while electrical tree breakdown voltage data is best suited with Wakeby distribution. The fitting step was performed by means of Anderson-Darling (AD) Goodness-of-fit test (GOF). Based on the fitting results of tree inception voltage, tree breakdown time and tree breakdown voltage data, Johnson SB and Wakeby exhibit the lowest error value respectively compared to Weibull and lognormal.

3차원 단열망모델링을 위한 단열수리인자 도출 (Determination of the Fracture Hydraulic Parameters for Three Dimensional Discrete Fracture Network Modeling)

  • 김경수;김천수;배대석;김원영;최영섭;김중렬
    • 대한지하수환경학회지
    • /
    • 제5권2호
    • /
    • pp.80-87
    • /
    • 1998
  • 지하수의 유동로가 시설의 성능에 미치는 영향이 큰 방사성폐기물처분시설에서는 암반블럭규모의 흐름은 단열망개념으로 해석하고 있다. 본 연구는 연구지역의 지하수유동 해석을 위하여 3차원 투수성단열망모델을 구축하기 위한 것으로서, 단열의 기하학적 인자 및 수리인자에 대한 확률분포함수를 도출하고, 3차원 단열망모델링과 수리시험 결과를 이용한 모델 교정까지의 과정을 포함한다. 구간별 정압주입시험의 결과를 Cubic law로서 해석한 결과 단열투수량계수는 lognormal분포일 때 6.12$\times$$10^{-7}$ $m^2$/sec이다. 부정류해석에 의한 유동차원은 주로 방사상 내지 구상유동 특성을 보인다. FracMan 코드를 이용해서 추정된 투수성단열밀도는 1.73이고, 이때 암반블럭규모(l00 m$\times$100 m$\times$100 m)로 모사된 투수성단열의 수는 3,080개이다.다.

  • PDF

월유출량의 모의발생에 관한 비교 연구 (Comparative Studies on the Simulation for the Monthly Runoff)

  • 박명근;서승덕;이순혁;맹승진
    • 한국농공학회지
    • /
    • 제38권4호
    • /
    • pp.110-124
    • /
    • 1996
  • This study was conducted to simulate long seres of synthetic monthly flows by multi-season first order Markov model with selection of best fitting frequency distribution, harmonic synthetic and harmonic regression models and to make a comparison of statistical parameters between observes and synthetic flows of five watersheds in Geum river system. The results obtained through this study can be summarized as follow. 1. Both gamma and two parameter lognormal distributions were found to be suitable ones for monthly flows in all watersheds by Kolmogorov-Smirnov test. 2. It was found that arithmetic mean values of synthetic monthly flows simulated by multi-season first order Markov model with gamma distribution are much closer to the results of the observed data in comparison with those of the other models in the applied watersheds. 3. The coefficients of variation, index of fluctuation for monthly flows simulated by multi-season first order Markov model with gamma distribution are appeared closer to those of the observed data in comparison with those of the other models in Geum river system. 4. Synthetic monthly flows were simulated over 100 years by multi-season first order Markov model with gamma distribution which is acknowledged as a suitable simulation modal in this study.

  • PDF

A rice-lognormal channel model for nongeostationary land mobile satellite system

  • 황승훈;한규진;안재영;서종수;황금찬
    • 한국통신학회논문지
    • /
    • 제23권4호
    • /
    • pp.1113-1120
    • /
    • 1998
  • This paper introduces a channel model that is a combination of Rice and log-normal statistics, with independent shadowing affectingeach direct and diffuse component, repectively. This model extends the channel model of a combined Rice and Log-normal, proposed by Corazza, to include the independent shadowing. The validity of model is confirmed by comparisons with the data collectedin the literature, the analytical model, and the computer model in terms of probability distribution of the evvelope of each model. The model turns out to be one of many well-known narrowband models in limiting cases, e.g. Rayleigh, Rice, log-normal, Suzuki, Loo, and Corazza. Finally, the examples of bit error probability evaluations for several values of the elevation angle in the channel are provided.

  • PDF

강우공간상관구조의 변동 특성 (On the Variations of Spatial Correlation Structure of Rainfall)

  • 김경준;유철상
    • 한국수자원학회논문집
    • /
    • 제40권12호
    • /
    • pp.943-956
    • /
    • 2007
  • 강우장의 특성을 정량화하는 여러 통계적 특성치 중에 자주 사용되는 공간상관함수(또는 공간상관도)는 강우의 평가나 설계 그리고 강우장을 모형화하는데 중요하게 사용된다. 그러나 강우의 공간상관 구조는 여러 요인에 의해 많은 변동성을 가지고 있다. 이와 같은 강우의 공간상관구조에 대한 변동특성은 유역을 대표하는 공간상관구조를 결정하는데 문제점으로 작용한다. 따라서 본 연구에서는 이변량 혼합분포를 이용하여 강우를 모형화한 후 정규분포와 대수정규분포를 고려하여 월별, 자료의 시간간격별로 공간상관도를 유도하고 그 변동특성을 파악하였다. 대상유역인 금강유역의 28개 강우관측소의 자료를 이용한 결과 다음과 같은 결론을 얻을 수 있었다. (1) 무강우자료에 대한 영향을 고려한 결과, 세 가지의 경우(Case A, B, C) 중에서 Case A(+,+)의 경우가 #0#에 대한 공간상관함수의 왜곡이 최소가 되기 때문에 가장 적절한 경우이다. (2) 일반적으로 사용되는 정규분포보다는 이론적 그리고 실증적으로 더 적절한 대수정규분포를 사용해야 함이 바람직하다. (3) 월별 공간상관함수 중 지수함수적인 감소경향이 가장 뚜렷한 7월의 경우가 유역을 대표하는 공간상관함수로 적절하다. (4) 자료의 시간해상도별 공간상관도는 다르게 유도되기 때문에 각각에 대한 경우를 고려해야 한다.

Performance Analysis of Economic VaR Estimation using Risk Neutral Probability Distributions

  • Heo, Se-Jeong;Yeo, Sung-Chil;Kang, Tae-Hun
    • 응용통계연구
    • /
    • 제25권5호
    • /
    • pp.757-773
    • /
    • 2012
  • Traditional value at risk(S-VaR) has a difficulity in predicting the future risk of financial asset prices since S-VaR is a backward looking measure based on the historical data of the underlying asset prices. In order to resolve the deficiency of S-VaR, an economic value at risk(E-VaR) using the risk neutral probability distributions is suggested since E-VaR is a forward looking measure based on the option price data. In this study E-VaR is estimated by assuming the generalized gamma distribution(GGD) as risk neutral density function which is implied in the option. The estimated E-VaR with GGD was compared with E-VaR estimates under the Black-Scholes model, two-lognormal mixture distribution, generalized extreme value distribution and S-VaR estimates under the normal distribution and GARCH(1, 1) model, respectively. The option market data of the KOSPI 200 index are used in order to compare the performances of the above VaR estimates. The results of the empirical analysis show that GGD seems to have a tendency to estimate VaR conservatively; however, GGD is superior to other models in the overall sense.