• Title/Summary/Keyword: Monte-Carlo 기법

Search Result 521, Processing Time 0.023 seconds

A Probabilistic Prediction of Weapon Systems Evaluation Test Execution Ratio and Management Scheme (무기체계 평가시험 수행율의 확률적 예측 및 관리기법)

  • Jang, Young-sik;Han, Sung-hee;Han, Hyun-goo;Mun, Chang-min
    • Journal of the Korea Institute of Information and Communication Engineering
    • /
    • v.21 no.2
    • /
    • pp.468-474
    • /
    • 2017
  • A test service for the weapon systems evaluation is one of the most important processes during the weapon systems acquisition or development life cycle. Before completion of weapon systems development, the appropriate evaluation test can reduce risk and expense which might be expected during weapon systems development procedure. In this paper, it is suggested that a probabilistic prediction method based on Monte Carlo simulation for how much the annual weapon systems evaluation test excution ratio can be reached compared to the yearly initial planned test quantity. And then a weapon systems evaluation test quantitative management scheme is suggested to assist decision making for the test schedule manager who can arrange monthly test schedule based on the prediction result of annual test excution ratio. And the proposed method is applied for the weapon systems evaluation firing test data of the 8th directorate, Agency for Defense Development(ADD). And also the application result is examined.

Adaptive scheduling scheme considering users' interference environment in TDD uplink cellular networks (시분할 이중화 상향 링크 셀룰러 네트워크에서 사용자의 간섭 환경을 고려한 적응적 스케쥴링 기법)

  • Cho, Moon-Je;Lee, Woongsup;Kim, Seong Hwan;Ryu, Jongyeol;Ban, Tae-Won
    • Journal of the Korea Institute of Information and Communication Engineering
    • /
    • v.21 no.8
    • /
    • pp.1480-1485
    • /
    • 2017
  • A conventional max SNR scheme, which allocates uplink resources to the user with the highest gain of desired signal channel with a serving base station (BS), exhibits excellent performance in low interference environments. On the other hand, max SGIR scheme, which allocates resources by considering both the desired signal chanel gain and users' interference generating to neighboring BSs, outperforms the max SNR in high interference environments. The conventional two scheduling schemes exhibit optimal performance in different interference environments. Thus, we propose an adaptive scheduling scheme in order to overcome disadvantages of the conventional schemes. In the proposed scheme, a user is selected by max SNR and then the user's generating interference is compared with a pre-determined threshold value. If the generating interference is larger than a pre-determined threshold, then a user is re-selected by max SGIR policy. Monte-Carlo simulation results reveals that the proposed scheme outperforms the conventional schemes in various interference environments.

Construction of Logic Trees and Hazard Curves for Probabilistic Tsunami Hazard Analysis (확률론적 지진해일 재해도평가를 위한 로직트리 작성 및 재해곡선 산출 방법)

  • Jho, Myeong Hwan;Kim, Gun Hyeong;Yoon, Sung Bum
    • Journal of Korean Society of Coastal and Ocean Engineers
    • /
    • v.31 no.2
    • /
    • pp.62-72
    • /
    • 2019
  • Due to the difficulties in forecasting the intensity and the source location of tsunami the countermeasures prepared based on the deterministic approach fail to work properly. Thus, there is an increasing demand of the tsunami hazard analyses that consider the uncertainties of tsunami behavior in probabilistic approach. In this paper a fundamental study is conducted to perform the probabilistic tsunami hazard analysis (PTHA) for the tsunamis that caused the disaster to the east coast of Korea. A logic tree approach is employed to consider the uncertainties of the initial free surface displacement and the tsunami height distribution along the coast. The branches of the logic tree are constructed by reflecting characteristics of tsunamis that have attacked the east coast of Korea. The computational time is nonlinearly increasing if the number of branches increases in the process of extracting the fractile curves. Thus, an improved method valid even for the case of a huge number of branches is proposed to save the computational time. The performance of the discrete weight distribution method proposed first in this study is compared with those of the conventional sorting method and the Monte Carlo method. The present method is comparable to the conventional methods in its accuracy, and is efficient in the sense of computational time when compared with the conventional sorting method. The Monte Carlo method, however, is more efficient than the other two methods if the number of branches and the number of fault segments increase significantly.

Unlicensed Band Traffic and Fairness Maximization Approach Based on Rate-Splitting Multiple Access (전송률 분할 다중 접속 기술을 활용한 비면허 대역의 트래픽과 공정성 최대화 기법)

  • Jeon Zang Woo;Kim Sung Wook
    • KIPS Transactions on Computer and Communication Systems
    • /
    • v.12 no.10
    • /
    • pp.299-308
    • /
    • 2023
  • As the spectrum shortage problem has accelerated by the emergence of various services, New Radio-Unlicensed (NR-U) has appeared, allowing users who communicated in licensed bands to communicate in unlicensed bands. However, NR-U network users reduce the performance of Wi-Fi network users who communicate in the same unlicensed band. In this paper, we aim to simultaneously maximize the fairness and throughput of the unlicensed band, where the NR-U network users and the WiFi network users coexist. First, we propose an optimal power allocation scheme based on Monte Carlo Policy Gradient of reinforcement learning to maximize the sum of rates of NR-U networks utilizing rate-splitting multiple access in unlicensed bands. Then, we propose a channel occupancy time division algorithm based on sequential Raiffa bargaining solution of game theory that can simultaneously maximize system throughput and fairness for the coexistence of NR-U and WiFi networks in the same unlicensed band. Simulation results show that the rate splitting multiple access shows better performance than the conventional multiple access technology by comparing the sum-rate when the result value is finally converged under the same transmission power. In addition, we compare the data transfer amount and fairness of NR-U network users, WiFi network users, and total system, and prove that the channel occupancy time division algorithm based on sequential Raiffa bargaining solution of this paper satisfies throughput and fairness at the same time than other algorithms.

A Study on the Overall Economic Risks of a Hypothetical Severe Accident in Nuclear Power Plant Using the Delphi Method (델파이 기법을 이용한 원전사고의 종합적인 경제적 리스크 평가)

  • Jang, Han-Ki;Kim, Joo-Yeon;Lee, Jai-Ki
    • Journal of Radiation Protection and Research
    • /
    • v.33 no.4
    • /
    • pp.127-134
    • /
    • 2008
  • Potential economic impact of a hypothetical severe accident at a nuclear power plant(Uljin units 3/4) was estimated by applying the Delphi method, which is based on the expert judgements and opinions, in the process of quantifying uncertain factors. For the purpose of this study, it is assumed that the radioactive plume directs the inland direction. Since the economic risk can be divided into direct costs and indirect effects and more uncertainties are involved in the latter, the direct costs were estimated first and the indirect effects were then estimated by applying a weighting factor to the direct cost. The Delphi method however subjects to risk of distortion or discrimination of variables because of the human behavior pattern. A mathematical approach based on the Bayesian inferences was employed for data processing to improve the Delphi results. For this task, a model for data processing was developed. One-dimensional Monte Carlo Analysis was applied to get a distribution of values of the weighting factor. The mean and median values of the weighting factor for the indirect effects appeared to be 2.59 and 2.08, respectively. These values are higher than the value suggested by OECD/NEA, 1.25. Some factors such as small territory and public attitude sensitive to radiation could affect the judgement of panel. Then the parameters of the model for estimating the direct costs were classified as U- and V-types, and two-dimensional Monte Carlo analysis was applied to quantify the overall economic risk. The resulting median of the overall economic risk was about 3.9% of the gross domestic products(GDP) of Korea in 2006. When the cost of electricity loss, the highest direct cost, was not taken into account, the overall economic risk was reduced to 2.2% of GDP. This assessment can be used as a reference for justifying the radiological emergency planning and preparedness.

WNS/GPS Integrated System Using Tightly Coupled Method (강결합 기법을 이용한 WNS/GPS 결합 시스템)

  • 조성윤;박찬국
    • Journal of Institute of Control, Robotics and Systems
    • /
    • v.8 no.12
    • /
    • pp.1067-1075
    • /
    • 2002
  • The system error model for the compensation of the low-cost personal navigation system is derived and the error compensation method using GPS is also proposed. The walking navigation system (WNS) that calculates navigation information through walking detection has small error than INS, but the error also increases with time. In order to improve reliability of the system regardless of time, WNS is integrated with GPS. Since WNS is usually used in urban area, the blockage of CPS signal is frequently occurred. Therefore tightly coupled Kalman filter is used for the integration of WNS and GPS. In this paper, the system model for the design of tightly coupled Kかm filter is designed and measurement is linearized in consideration of moving distance error. It is shown by Monte Carlo simulation that the error is bounded even through the number of visible satellite is less than 4.

Accelerating Scanline Block Gibbs Sampling Method using GPU (GPU 를 활용한 스캔라인 블록 Gibbs 샘플링 기법의 가속)

  • Zeng, Dongmeng;Kim, Wonsik;Yang, Yong;Park, In Kyu
    • Proceedings of the Korean Society of Broadcast Engineers Conference
    • /
    • 2014.06a
    • /
    • pp.77-78
    • /
    • 2014
  • A new MCMC method for optimization is presented in this paper, which is called the scanline block Gibbs sampler. Due to its slow convergence speed, traditional Markov chain Monte Carlo (MCMC) is not widely used. In contrast to the conventional MCMC method, it is more convenient to parallelize the scanline block Gibbs sampler. Since The main part of the scanline block Gibbs sampler is to calculate message between each edge, in order to accelerate the calculation of messages passing in scanline sampler, it is parallelized in GPU. It is proved that the implementation on GPU is faster than on CPU based on the experiments on the OpenGM2 benchmark.

  • PDF

On a robust analysis of variance based on winsorization (윈저화를 이용한 로버스트 분산분석)

  • 성내경
    • The Korean Journal of Applied Statistics
    • /
    • v.8 no.1
    • /
    • pp.119-131
    • /
    • 1995
  • Based on Monte-Carlo simulation results we propose a robust analysis of variance procedure by utilizing trimmed mean and Winsorized variance. We deal with mainly the one-way classification case. We evaluate the empirical distribution of a pseudo-F statistic based on symmetrically Winsorized sum of squares when the population is normally distributed.

  • PDF

Reliability Analysis of the Non-normal Probability Problem for Limited Area using Convolution Technique (컨볼루션 기법을 이용한 영역이 제한된 비정규 확률문제의 신뢰성 해석)

  • Lee, Hyunman;Kim, Taegon;Choi, Won;Suh, Kyo;Lee, JeongJae
    • Journal of The Korean Society of Agricultural Engineers
    • /
    • v.55 no.5
    • /
    • pp.49-58
    • /
    • 2013
  • Appropriate random variables and probability density functions based on statistical analysis should be defined to execute reliability analysis. Most studies have focused on only normal distributions or assumed that the variables showing non-normal characteristics follow the normal distributions. In this study, the reliability problem with non-normal probability distribution was dealt with using the convolution method in the case that the integration domains of variables are limited to a finite range. The results were compared with the traditional method (linear transformation of normal distribution) and Monte Carlo simulation method to verify that the application was in good agreement with the characteristics of probability density functions with peak shapes. However it was observed that the reproducibility was slightly reduced down in the tail parts of density function.

The Improvement Method of ARS Attitude depeding on Dynamic Conditions (기동특성에 따른 ARS 자세 성능향상 기법)

  • Park, Chan-Ju;Lee, Sang-Jeong
    • Journal of the Korea Institute of Military Science and Technology
    • /
    • v.11 no.6
    • /
    • pp.30-37
    • /
    • 2008
  • The ARS(Attitude Reference System) calculates an attitude of a vehicle using inertial angular rate sensors and acceleration sensors. The attitude error of ARS increases due to the integration of angular rate sensor output. To reduce the attitude error an acceleration of sensor is used similar to leveling method of INS(Inertial Navigation System). When an acceleration of vehicle is increased, it is difficult to calculate the attitude error using acceleration sensor output. In this paper the estimation method of acceleration due to the attitude error only is proposed. Two methods of the attitude calculation depending on vehicle dynamics and the integration method of these two methods are proposed. To verify its performance the monte carlo simulation is performed and shows that it bounds attitude error of ARS to reasonable level.