• Title/Summary/Keyword: Monte Carlo 방법

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Modelling Heterogeneity in Fertility for Analysis of Variety Trials (밭의 비옥도를 고려한 품종실험 분석)

  • 윤성철;강위창;이영조;임용빈
    • The Korean Journal of Applied Statistics
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    • v.11 no.2
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    • pp.423-433
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    • 1998
  • In agricultural field experiments, the completely randomized block design is often used for the analysis of variety trials. An important assumption is that every experimental unit in each block has the some fertility. But, in most agricultural field experiments there often exists a systematic heterogeneity in fertility among the experimental units. To account for the heterogeneity, we propose to use the hierarchical generalized linear models. We compare our analysis of the data from Scottish Agricultural colleges list with that using Markov chain Monte Carlo method.

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A Simplified Method for Predicting Failure Probability of Pipelines with Corrosion Defects (부식결함을 가진 배관의 파손확률 예측을 위한 단순화된 방법)

  • Lee, Jin-Han;Kim, Young-Seob;Kim, Lae-Hyun
    • Journal of the Korean Institute of Gas
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    • v.14 no.4
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    • pp.31-36
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    • 2010
  • An alternative method is presented for predicting failure probability of pipelines with corrosion defects in this paper. The failure of corroded pipeline occurs when the operating pressure is grater than the remaining strength of the pipeline, and a limit state function can be defined as the differences between the remaining strength and the operating pressure. Then, based on structural reliability theory, we can estimate the failure probability of corroded pipeline, which is dependent on elapsed time of the pipeline with active corrosion defects. In this study, a root finding (RF) method has been adopted to solve the limit state function instead of Monte-Carlo simulation (MCS) method which traditionally has been employed to solve those kinds of problems. The calculation results shows that there are only small differences between the RF and the MCS method but the RF has higher efficiency in calculation than the MCS.

Design and Performance Analysis of Nonbinary LDPC Codes With Low Error-Floors (오류 마루 현상이 완화된 비이진 LDPC 부호의 설계 및 성능 분석 연구)

  • Ahn, Seok-Ki;Lim, Seung-Chan;Yang, Youngoh;Yang, Kyeongcheol
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.38C no.10
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    • pp.852-857
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    • 2013
  • In this paper we propose a design algorithm for nonbinary LDPC (low-density parity-check) codes with low error-floors. The proposed algorithm determines the nonbinary values of the nonzero entries in the parity-check matrix in order to maximize the binary minimum distance of the designed nonbinary LDPC codes. We verify the performance of the designed nonbinary LDPC codes in the error-floor region by Monte Carlo simulation and importance sampling over BPSK (binary phase-shift keying) modulation.

Probabilistic finite Element Analysis of Eigenvalue Problem- Buckling Reliability Analysis of Frame Structure- (고유치 문제의 확률 유한요소 해석)

  • 양영순;김지호
    • Computational Structural Engineering
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    • v.4 no.2
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    • pp.111-117
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    • 1991
  • The analysis method calculating the mean and standard deviation for the eigenvalue of complicated structures in which the limit state equation is implicitly expressed is formulated and applied to the buckling analysis by combining probabilistic finite element method with direct differential method which is a kind of sensitivity analysis technique. Also, the probability of buckling failure is calculated by combining classical reliability techniques such a MVFOSM and AFOSM. As random variables external load, elastic modulus, sectional moment of inertia and member length are chosen and Parkinson's iteration algorithm in AFOSM is used. The accuracy of the results by this study is verified by comparing the results with the crude Monte Carlo simulation and Importance Sampling Method. Through the case study of some structures the important aspects of buckling reliability analysis are discussed.

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Statistical Uncertainty Analysis of Thermal Mass Method for Residual Propellant Estimation (잔여추진제 추정을 위한 열질량법의 통계적 불확실성 분석)

  • Park, Eungsik;Park, BongKyu;Huh, Hwanil
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.43 no.12
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    • pp.1116-1123
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    • 2015
  • The lifetime of a geostationary satellite depends on the residual propellant amount and therefore the precise residual propellant gauging is very important for the mitigation of economic loss arised from premature removal of satellite from its orbit, satellites replacement planning, slot management and so on. In this paper, the thermal mass method and its uncertainty are described. The residual propellant analysis of a geostationary satellite is simulated based on the KOREASAT data and the uncertainty of thermal mass method is calculated by using the Monte Carlo method. The results of this study show the importance parameter of estimation residual propellant using the thermal mass method.

MIMO Channel Analysis Method using Ray-Tracing Propagation Model (전파예측모델을 이용한 MIMO 채널 분석 방법)

  • 오상훈;명로훈
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.15 no.8
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    • pp.759-764
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    • 2004
  • This paper proposes a method that estimates MIMO channel characteristics analytically using a 3D ray tracing propagation model. We calculate the discrete spatial correlation between sub-channels by considering phase differences of paths, and using this, estimate the mean capacity upper bound of MIMO channel by Jensen's inequality. This analysis model is a deterministic model that do not approach stochastically through measurement nor approach statistically through Monte-Carlo simulations, so this model has high efficiency for time and cost. And based on the electromagnetic theory, this model may analyze quantitatively the parameters which can affect the channel capacity - antenna pattern, polarization mutual coupling, antenna structure and etc. This model may be used for the development of an optimal antenna structure for MIMO systems.

Imputation method for missing data based on measure of property (특성도를 이용한 결측치 대체방법)

  • Kim, Hyungju;Kim, Dongjae
    • The Korean Journal of Applied Statistics
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    • v.30 no.3
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    • pp.463-473
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    • 2017
  • How to handle missing data is a main issue in clinical trials. We impute missing data based on missing data that follows a mechanism according to the intention-to-treat rule. However, using the right imputation method for missing data is very important because this supposition is unclear. We suggest a new imputation method for missing data using agreement and maintenance introduced by Kang and Kim (1997). We give an example and adapt a Monte Carlo simulation to compare the performance between the established method and the suggested method.

Simulation of Interlinkage of Grain Boundary Gas Bubbles to Free Surfaces by the Monte Carlo Technique (몬테 카를로 기법을 이용한 결정립계 기포의 자유 공간으로의 연결 모사)

  • Koo, Yang-Hyun;Park, Heui-Joo;Sohn, Dong-Seong;Yoon, Young-Ku
    • Nuclear Engineering and Technology
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    • v.26 no.3
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    • pp.374-380
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    • 1994
  • A method to simulate the extent of interlinkage of grain boundary gas bubbles to the free surfaces of fuel pellet was developed. With the shape of UO$_2$gain treated as tetrakaidecahedron (TKD)), the interlinked fraction of fission gas bubbles to free surfaces at grain comers was calculated as a function of the radius of grain corner bubbles by the Monte Carlo technique. In spite of two dimensional analysis, the present method shooed reasonable agreement between predicted and measured fuel swelling at the moment that complete bubble interlinkage was achieved. However, for more realistic simulation of interlinkage, grain comer bubbles should be treated three dimensionally.

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Analysis of 3D integral imaging systems under fixed resource constraints (제안된 리소스에서 3D 집적 영상 시스템의 분석 기법)

  • Shin, Donghak;Hong, Seok-Min;Lee, Byung-Gook
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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    • 2012.10a
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    • pp.1012-1014
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    • 2012
  • Integral imaging is considered as a next-generation 3D display which can display 3d imaging in space using lens array. The performance of integral imaging systems depends on several factors including display panel, lens array, imaging devices and so on. In this paper, we develop a unifying framework to evaluate the resolution of integral imaging systems under fixed resource constraints. The proposed framework enables one to optimize the system performance. To show the feasibility of the proposed method, we carry out Monte Carlo simulations based on this framework and present the results.

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Recursive Probabilistic Approach to Collision Risk Assessment for Pedestrians' Safety (재귀적 확률 갱신 방법을 이용한 보행자 충돌 위험 판단 방법)

  • Park, Seong-Keun;Kim, Beom-Seong;Kim, Eun-Tai;Lee, Hee-Jin;Kang, Hyung-Jin
    • Journal of the Korean Institute of Intelligent Systems
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    • v.21 no.4
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    • pp.475-480
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    • 2011
  • In this paper, we propose a collision risk assesment system. First, using Kalman Filter, we estimate the information of pedestrian, and second, we compute the collision probability using Monte Carlo Simulations(MCS) and neural network(NN). And we update the collision risk using time history which is called belief. Belief update consider not only output of Kalman Filter of only current time step but also output of Kalman Filter up to the first time step to current time step. The computer simulations will be shown the validity of our proposed method.