• 응용통계연구
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• 제22권3호
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• pp.531-539
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• 2009

로지스틱회귀분석은 고객관계관리를 위한 데이터마이닝 분야에서 많이 사용되는 기법인데, 이 분야의 모형설정 과정에서는 연관성이 매우 높은 설명변수들이 모형에 함께 포함되어 다중공선성의 문제를 유발하며, 더욱이 회귀자료에 이상점들이 포함되면 최우추정량은 심각한 결함을 갖게 된다. 두 가지 문제점을 동시에 해결하기 위하여 로버스트주성분로지스틱회귀를 적용할 수 있는데, 본 논문에서는 주성분의 선정기준을 결정하는 모형을 개발하고, 주성분모형에서의 추정치에 미치는 이상점의 영향을 축소하기 위한 로버스트추정법을 제안하였다. 제안된 추정법은 다중공선성과 이상점이 유발하는 문제들을 적절히 해결해 준다는 사실이 모의실험을 통하여 확인되었다.

• 한국수자원학회논문집
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• 제33권3호
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• pp.279-288
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• 2000

흐름분산 알고리즘에서 경사도에 따른 흐름분산 정도의 가중치를 고려하기 위해 구배멱급수의 분포적 적용을 시도하였다. 경사도의 변화에 따른 구배멱급수의 적용기준을 선형, 지수형, 멱수형으로 설정하여 지형지수를 산정하였다. 대상유역은 위천 대표 시험유역의 동곡 소유역으로 설정하였고, 격자간격 20m, 30, 40m, 50m에 대한 수치고도모형(DEM)을 구축하여 분석에 활용하였다. 지형지수 산정방법과 격자크기가 계산 결과에 미치는 영향을 통계적, 공간 분석적인 관점에서 검토하였다. 구배멱급수의 분포적 적용은 단일값 적용의 경우에 비해 흐름의 분산과 수렴효과를 지형에 따라 가변적으로 표현할수 있는 것으로 나타났다. 또한, 지형인자 추출과 관련된 유출모의의 영향을 전체적으로 검토하기 위해 난수발생기법을 통한 유출모의를 실시하였다.

• Journal of Astronomy and Space Sciences
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• 제26권1호
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• pp.31-46
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• 2009

An Unscented Kalman Filter (UKF) for estimation of the attitude and rate of a spacecraft using only magnetometer vector measurement is developed. The attitude dynamics used in the estimation is the nonlinear Euler's rotational equation which is augmented with the quaternion kinematics to construct a process model. The filter is designed for small satellite in low Earth orbit, so the disturbance torques include gravity-gradient torque, magnetic disturbance torque, and aerodynamic drag torque. The magnetometer measurements are simulated based on time-varying position of the spacecraft. The filter has been tested not only in the standby mode but also in the detumbling mode. Two types of actuators have been modeled and applied in the simulation. The PD controller is used for the two types of actuators (reaction wheels and thrusters) to detumble the spacecraft. The estimation error converged to within 5 deg for attitude and 0.1 deg/s for rate respectively when the two types of actuators were used. A joint state parameter estimation has been tested and the effect of the process noise covariance on the parameter estimation has been indicated. Also, Monte-Carlo simulations have been performed to test the capability of the filter to converge with the initial conditions sampled from a uniform distribution. Finally, the UKF performance has been compared to that of the EKF and it demonstrates that UKF slightly outperforms EKF. The developed algorithm can be applied to any type of small satellites that are actuated by magnetic torquers, reaction wheels or thrusters with a capability of magnetometer vector measurements for attitude and rate estimation.

• 한국시뮬레이션학회논문지
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• 제24권2호
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• pp.1-9
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• 2015

다양한 변수들이 존재하는 현대의 전투전장에서는 운용전술에 따라 전투의 양상이 결정되기 때문에 최적화된 운용전술을 도출하는 연구가 필요하다. 기존의 M&S(Modeling & Simulation) 연구에서는 몬테 칼로 실험을 통해 변수들을 분석하는 것이 일반적이다. 그러나 이 방법은 상호 복합적으로 작용하는 다수의 변수들의 모든 조합에 대해 시뮬레이션을 수행하기 때문에, 많은 수행시간이 소요되고 최적의 운용전술 도출을 위한 별도의 분석이 필요하다. 본 논문에서는 최적화 요소를 찾는 전산탐색 기법 중 하나인 DPSO(Discrete binary version of PSO) 알고리즘을 기반으로 하는 최적화 시뮬레이션 프레임워크를 제안하였다. 최적화 시뮬레이션 프레임워크는 짧은 시간 내에 최적화된 운용전술을 도출하기 위하여 설계되었다. 본 연구에서는 아군 수상함이 적 어뢰로부터 회피하는 사례를 적용하여 최적화 시뮬레이션 프레임워크의 탐색 성능을 확인하였다. 이를 통해 최적화 시뮬레이션 프레임워크의 효율성을 제시하였다.

• 한국음향학회지
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• 제36권3호
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• pp.218-227
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• 2017

본 논문에서는 배열센서에서 DOA(Direction Of Arrival)를 수행하는 경우 크래머 라오 하한을 이용하여 표적신호가 수신되는 방위오차의 최소분산을 계산하고, 탐지 방위오차 및 위치추정 거리오차를 추정하는 방안을 제시한다. 신호 대 잡음비는 DOA의 정확도 즉, 표적의 탐지 방위오차 및 위치추정 거리오차를 결정한다. 일반적으로 신호대 잡음비는 음원준위, 소음준위, 전달손실, 배열센서의 형상, 빔 조향 방위에 따라 달라진다. 표적의 공간상 상대적 위치와 소음준위가 달라지는 경우, 신호 대 잡음비의 변화에 따른 탐지 방위오차 및 위치추정 거리오차를 확률적으로 추정하는 몬테카를로 시뮬레이션을 수행함으로써, 제안된 방법을 검증하였다.

• 한국신뢰성학회지:신뢰성응용연구
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• 제17권3호
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• pp.213-223
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• 2017

Purpose: The purpose of this study is to arrange the life data analysis literatures based on the Bayesian method quantitatively and provide it as tables. Methods: The Bayesian method produces a more accurate estimates of other traditional methods in a small sample size, and it requires specific algorithm and prior information. Based on these three characteristics of the Bayesian method, the criteria for classifying the literature were taken into account. Results: In many studies, there are comparisons of estimation methods for the Bayesian method and maximum likelihood estimation (MLE), and sample size was greater than 10 and not more than 25. In probability distributions, a variety of distributions were found in addition to the distributions of Weibull commonly used in life data analysis, and MCMC and Lindley's Approximation were used evenly. Finally, Gamma, Uniform, Jeffrey and extension of Jeffrey distributions were evenly used as prior information. Conclusion: To verify the characteristics of the Bayesian method which are more superior to other methods in a smaller sample size, studies in less than 10 samples should be carried out. Also, comparative study is required by various distributions, thereby providing guidelines necessary.

• 응용통계연구
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• 제26권2호
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• pp.291-305
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• 2013

네트워크상에서 분산 서비스 거부(DDoS) 공격 탐지를 위해 수집되는 트래픽 자료(BPS, PPS 등)는 시간 순서대로 발생하는 대용량 자료이다. 대용량 자료에서 공격 탐지를 위한 변화점 탐지 알고리즘은 정확성 뿐 아니라 시간과 공간적인 계산 수행의 효율성이 확보되어야 한다. 본 연구에서는 대용량자료에서 변화점 탐지에 대한 Ross 등(2011)이 연구한 순차적인 Sliding Window and Discretization(SWD) 방법을 확장하였다. 그리고 경험적 분포함수와 순위를 이용한 다섯 종류의 검정방법을 사용하면서 자료의 분포에 대한 가정없이 DDoS 공격을 탐지할 수 있도록 새로운 비모수 모형을 제안한다. 다양한 확률밀도 함수와 이에 대응하는 모평균과 분산을 변화시키면서 모의실험하여 본 연구에서 제안한 비모수적 검정방법을 SWD 방법에 적용하여 모형의 효율성을 탐색하고 토론한다. 그리고 실증 분석을 통해 공격 탐지율 및 공격 탐지의 정확성을 기준으로 성능을 측정하고 비교하였다.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2018년도 학술발표회
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• pp.155-155
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• 2018

Uncertainty in flood forecasting using a coupled meteorological and hydrological model is arisen from various sources, especially the uncertainty comes from the inaccuracy of Quantitative Precipitation Forecasts (QPFs). In order to improve the capability of flood forecast, the uncertainty estimation and mitigation are required to perform. This study is conducted to investigate and reduce such uncertainty. First, ensemble QPFs are generated by using Monte - Carlo simulation, then each ensemble member is forced as input for a hydrological model to obtain ensemble streamflow prediction. Likelihood measures are evaluated to identify feasible member. These members are retained to define upper and lower limits of the uncertainty interval and assess the uncertainty. To mitigate the uncertainty for very short lead time, a blending method, which merges the ensemble QPFs with radar-based rainfall prediction considering both qualitative and quantitative skills, is proposed. Finally, blending bias ratios, which are estimated from previous time step, are used to update the members over total lead time. The proposed method is verified for the two flood events in 2013 and 2016 in the Yeonguol and Soyang watersheds that are located in the Han River basin, South Korea. The uncertainty in flood forecasting using a coupled Local Data Assimilation and Prediction System (LDAPS) and Sejong University Rainfall - Runoff (SURR) model is investigated and then mitigated by blending the generated ensemble LDAPS members with radar-based rainfall prediction that uses McGill algorithm for precipitation nowcasting by Lagrangian extrapolation (MAPLE). The results show that the uncertainty of flood forecasting using the coupled model increases when the lead time is longer. The mitigation method indicates its effectiveness for mitigating the uncertainty with the increases of the percentage of feasible member (POFM) and the ratio of the number of observations that fall into the uncertainty interval (p-factor).

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2016년도 학술발표회
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• pp.197-197
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• 2016

Forecasting future drought events in a region plays a major role in water management and risk assessment of drought occurrences. The creeping characteristics of drought make it possible to mitigate drought's effects with accurate forecasting models. Drought forecasts are inevitably plagued by uncertainties, making it necessary to derive forecasts in a probabilistic framework. In this study, a new probabilistic scheme is proposed to forecast droughts, in which a discrete-time finite state-space hidden Markov model (HMM) is used aggregated with the Representative Concentration Pathway 8.5 (RCP) precipitation projection (HMM-RCP). The 3-month standardized precipitation index (SPI) is employed to assess the drought severity over the selected five stations in South Kore. A reversible jump Markov chain Monte Carlo algorithm is used for inference on the model parameters which includes several hidden states and the state specific parameters. We perform an RCP precipitation projection transformed SPI (RCP-SPI) weight-corrected post-processing for the HMM-based drought forecasting to derive a probabilistic forecast that considers uncertainties. Results showed that the HMM-RCP forecast mean values, as measured by forecasting skill scores, are much more accurate than those from conventional models and a climatology reference model at various lead times over the study sites. In addition, the probabilistic forecast verification technique, which includes the ranked probability skill score and the relative operating characteristic, is performed on the proposed model to check the performance. It is found that the HMM-RCP provides a probabilistic forecast with satisfactory evaluation for different drought severity categories, even with a long lead time. The overall results indicate that the proposed HMM-RCP shows a powerful skill for probabilistic drought forecasting.

• Wind and Structures
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• 제19권4호
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• pp.421-441
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• 2014

With the assistance of typhoon field data at aerial elevation level observed by meteorological satellites and wind velocity and direction records nearby the ground gathered in Guangzhou Weather Station between 1985 and 2001, some key wind field parameters under typhoon climate in Guangzhou region were calibrated based on Monte-Carlo stochastic algorithm and Meng's typhoon numerical model. By using Peak Over Threshold method (POT) and Generalized Pareto Distribution (GPD), Wind field characteristics during typhoons for various return periods in several typical engineering fields were predicted, showing that some distribution rules in relation to gradient height of atmosphere boundary layer, power-law component of wind profile, gust factor and extreme wind velocity at 1-3s time interval are obviously different from corresponding items in Chinese wind load Codes. In order to evaluate the influence of typhoon field parameters on long-span flexible bridges, 1:100 reduced-scale wind field of type B terrain was reillustrated under typhoon and normal conditions utilizing passive turbulence generators in TJ-3 wind tunnel, and wind-induced performance tests of aero-elastic model of long-span Guangzhou Xinguang arch bridge were carried out as well. Furthermore, aerodynamic admittance function about lattice cross section in mid-span arch lib under the condition of higher turbulence intensity of typhoon field was identified via using high-frequency force-measured balance. Based on identified aerodynamic admittance expressions, Wind-induced stochastic vibration of Xinguang arch bridge under typhoon and normal climates was calculated and compared, considering structural geometrical non-linearity, stochastic wind attack angle effects, etc. Thus, the aerodynamic response characteristics under typhoon and normal conditions can be illustrated and checked, which are of satisfactory response results for different oncoming wind velocities with resemblance to those wind tunnel testing data under the two types of climate modes.