• Water for future
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• v.26 no.2
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• pp.89-97
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• 1993

For the system benefit optimization by considering risk or reliability from a multiple reservoir system using the Monte Carlo technique, many stochastically generated inflow series have to be used for the system analysis. In this study, the stochastically generated inflow series for the multiple reservoir system operation are preprocessed according to the considered system objectives and operating time periods. Through this procedure, several representative inflow series which have discrete probability levels and operation horizons are selected among the thousands of generated inflows. Then a deterministic optimization technique is applied to the power energy estimation from the Han River Reservoirs System which considers five reservoirs in the study. It took much lower computational requirements then using the original Monte Carlo Technique, even though estimated result was almost similar.

• Journal of Korea Water Resources Association
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• v.36 no.4
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• pp.661-671
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• 2003

The reliability model is developed for analyzing parameter uncertainty and estimating of flood inundation characteristics in a protected lowland. The approach is based on the concept of levee safety factor and the statistical analysis of model parameters affecting the variability of flood levels. Monte Carlo simulation is incorporated into the varied flow and unsteady flow analysis to quantify the impact of parameter uncertainty on the variability of flood levels. The model is applied to a main stem of the Nakdong River from Hyunpoong to Juckpogyo station. Simulation results show that the characteristics of channel overflow and return now are well simulated and the mass conservation was satisfied. The inundation depth and area are estimated by taking into consideration of the uncertainty of width and duration time of levee failure.

• Journal of Korea Water Resources Association
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• v.40 no.2 s.175
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• pp.171-182
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• 2007

In this study, as a method for decreasing the confidence interval of the estimates of Clark hydrograph's concentration time and storage coefficient, regression equations of these parameters with respect to those of rainfall, meteorology, and basin characteristics are derived and analyzed using the Monte Carlo simulation technique. The results are also reviewed by comparing them with those derived by applying the Bootstrap technique and empirical equations. Results derived from this research are summarized as follows. (1) Even in case of limited rainfall events are available, it is possible to estimate the mean runoff characteristics by considering the affecting factors to runoff characteristics. (2) It is also possible to use the Monte Carlo simulation technique for estimating and evaluating the confidence intervals for concentration time and storage coefficient. The confidence intervals estimated in this study were found much narrower than those of Yoo et al. (2006). (3) A supporting result could also be derived using the Bootstrap technique. However, at least 20 independent rainfall events are necessary to get a rather significant result for concentration time and storage coefficient. (4) No empirical equations are found to be properly applicable for the study basin. However, empirical equations like the Kraven(I) and Kraven(II) are found valid for the estimation of concentration time, on the other hand the Linsley is found valid for the storage coefficient In this study basin. But users of these empirical formula should be careful as these also provide a wide range of possible values.

• Journal of Korea Water Resources Association
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• v.42 no.11
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• pp.963-972
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• 2009

The objective of this study is to evaluate an application of stochastic continuous storage function model with ensemble Kalman filter technique. The case study is performed at the upstream basin of Jibo streamflow gauge including Andong and Imha dam. Test period is for the rainy season during 2006 and 2007. Long term runoff analysis is feasible in the case of using deterministic model. Ensemble members for input data and parameters are generated using Monte Carlo simulation for the purpose of applying ensemble Kalman filter technique. The cumulative absolute errors of stochastic model to the deterministic one are improved for the amount of 17.5 %, 18.3 % and more than 40.0 % for Andong dam, Imha dam and Jibo station, respectively. The results indicate that the stochastic model improves the accuracy of the simulated discharge considerably.

• The Korean Journal of Applied Statistics
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• v.13 no.2
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• pp.541-562
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• 2000

The generalized linear mixed model framework is for handling count-type categorical data as well as for clustered or overdispersed non-Gaussian data, or for non-linear model data. In this study, we review its general formulation and estimation methods, based on quasi-likelihood and Monte-Carlo techniques. The current research areas and topics for further development are also mentioned.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.20 no.3
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• pp.247-254
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• 2008

The double-peak normal distribution function (DPDF) suggested by Cho et al.(2004) has the problems that the extremely high and low tidal elevations are frequently generated in the Monte-Carlo simulation processes because the upper and lower limits of the DPDF are unbounded in spite of the excellent goodness-offit results. In this study, the modified DPDF is suggested by introducing the upper and lower value parameters and re-scale parameters in order to remove these problems. These new parameters of the DPDF are optimally estimated by the non-linear optimization problem solver using the Levenberg-Marquardt scheme. This modified DPDF can remove completely the unrealistically generated tidal levations and give a slightly better fit than the existing DRDF. Based on the DPDF's characteristic power, the over- and under estimation problems of the design factors are also automatically intercepted, too.

• Proceedings of the Korea Water Resources Association Conference
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• 2006.05a
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• pp.1845-1849
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• 2006

본 연구에서는 관측자료에 나타난 Clark 단위도의 매개변수를 검토하고 그 변동성을 평가하였다. 강우-유출과정에 영향을 미치는 유역 및 기상 특성인자들을 확률밀도함수로 정량화하였고, 유역의 집중시간 및 저류상수를 호우사상의 특성 및 유역의 조건을 고려하여 다변량 회귀분석을 실시하였다. 이를 Monte Carlo 모의기법에 적용하여 유역평균 저류상수 및 집중시간에 대한 신뢰구간을 추정하였다. 또한 신뢰구간을 좁히기 위한 방안으로 관측된 집중시간 및 저류상수를 Bootstrap 기법으로 처리하였다. 그 결과 유역을 대표하는 유출특성의 결정에는 관측 강우-유출사상의 수가 어느 정도 확보된다고 하더라도 여전히 높은 불확실성을 피하기 힘들다는 것이다. 집중시간의 경우는 그 분포가 상당히 왜곡된 형태여서 단순한 산술평균은 상당히 왜곡된 추정치를 제시할 가능성이 높다. 단순히 관측치를 이용한 경우보다 Monte Carlo 모의기법에 의한 경우 신뢰구간이 2-3배정도 좁게 나타났다. 어느 정도 신뢰도 있는 집중시간 및 저류상수의 추정을 위해서는 최소 10여개 대략 20개 정도 이상의 호우사상이 필요할 것으로 판단된다. 본 연구의 목적은 주어진 유역을 대표할 수 있는 집중시간 및 저류상수를 결정하고자 하는 것이다. 따라서 본 연구에서의 방법론을 적용하여 관측자료가 존재하는 다양한 유역에서의 집중시간 및 저류상수를 결정하고, 이를 지형인자 유역특성을 고려하여 회귀분석하는 경우 보다 정도 있는 경험식의 개발도 가능할 것이다.

• Journal of Satellite, Information and Communications
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• v.9 no.4
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• pp.104-110
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• 2014

This paper considers two reconstruction schemes of structured-sparse signals, turbo inference and Markov chain Monte Carlo (MCMC) inference, in compressed sensing(CS) technique that is recently getting an important issue for an efficient video wireless transmission system using multi-copter as an unmanned aerial vehicle. Proposed reconstruction algorithms are setting importance on reduction of image data sizes, fast reconstruction speed and errorless reconstruction. As a result of experimentation with twenty kinds of images, we can find turbo reconstruction algorithm based on loopy belief propagation(BP) has more excellent performances than MCMC algorithm based on Gibbs sampling as aspects of average reconstruction computation time, normalized mean squared error(NMSE) values.

• The Journal of Engineering Geology
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• v.5 no.2
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• pp.155-165
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• 1995

Fluid flow studies of fractured rocks require three-dimensional modeling of the fracture system. The stochastic discrete fracture models constructed by Monte Carlo simulation technique were applied to the analysis of groundwater flow and mass transport in fractured rock for the assessment of tightness criteria of underground LPG storage cavern. The parameters that most affect the conceptual discrete fracture modeling proved either fracture orientation or size and on the fract'lre flow interpretation proved conductive fracture intensity. The fracture transmissivity played important role in solute transport in fractured rock simulated by particle tracking approach. It was partly recognized that the calibrated stochastic discrete fracture model can be used for the tightness criteria of underground LPG storage cavern.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.35 no.5C
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• pp.415-422
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• 2010

In this paper, we derive exact closed-form formulas, in terms of Meijer's G-function, for the ergodic capacity of space-time block codes (STBCs) from generalized linear complex orthogonal designs (GLCODs) and generalized coordinate interleaved orthogonal designs (GCIODs) in quasi-static frequency-nonselective i.i.d. Nakagami-m fading channels. The derived analytical results show an excellent agreement with Monte-Carlo simulation results. Thus, a useful means for analyzing and predicting the ergodic capacity performance of STBCs from GLCODs or GCIODs can be provided in various antenna configurations and different channel conditions without extensive Monte-Carlo simulations. We present some numerical results to verify the accuracy of the derived formulas.