• Title/Summary/Keyword: Poisson과정

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Hybrid Blending for Video Composition (동영상 합성을 위한 혼합 블랜딩)

  • Kim, Jihong;Heo, Gyeongyong
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.24 no.2
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    • pp.231-237
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    • 2020
  • In this paper, we provide an efficient hybrid video blending scheme to improve the naturalness of composite video in Poisson equation-based composite methods. In image blending process, various blending methods are used depending on the purpose of image composition. The hybrid blending method proposed in this paper has the characteristics that there is no seam in the composite video and the color distortion of the object is reduced by properly utilizing the advantages of Poisson blending and alpha blending. First, after blending the source object by the Poisson blending method, the color difference between the blended object and the original object is compared. If the color difference is equal to or greater than the threshold value, the object of source video is alpha blended and is added together with the Poisson blended object. Simulation results show that the proposed method has not only better naturalness than Poisson blending and alpha blending, but also requires a relatively small amount of computation.

An Improvement of the Approximation of the Ruin Probability in a Risk Process (보험 상품 파산 확률 근사 방법의 개선 연구)

  • Lee, Hye-Sun;Choi, Seung-Kyoung;Lee, Eui-Yong
    • The Korean Journal of Applied Statistics
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    • v.22 no.5
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    • pp.937-942
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    • 2009
  • In this paper, a continuous-time risk process in an insurance business is considered, where the premium rate is constant and the claim process forms a compound Poisson process. We say that a ruin occurs if the surplus of the risk process becomes negative. It is practically impossible to calculate analytically the ruin probability because the theoretical formula of the ruin probability contains the recursive convolutions and infinite sum. Hence, many authors have suggested approximation formulas of the ruin probability. We introduce a new approximation formula of the ruin probability which extends the well-known De Vylder's and exponential approximation formulas. We compare our approximation formula with the existing ones and show numerically that our approximation formula gives closer values to the true ruin probability in most cases.

Analysis of Drought Return and Duration Characteristics at Seoul (서울지점 가뭄의 재현 및 지속특성 분석)

  • Yoo, Chul-Sang;Ryoo, So-Ra
    • Journal of Korea Water Resources Association
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    • v.36 no.4
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    • pp.561-573
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    • 2003
  • This study has analyzed the drought return and duration characteristics using the monthly rainfall at Seoul, and compared them with those obtained by applying the Poisson process. The Standardized Precipitation Index (SPI) was used as the drought index along with the 10 month moving average for the rainfall smoothing. The thresholds applied for the analysis of drought were -1.00, -1.50, and -2.00. The drought return and duration characteristics derived from the analysis of observed data show that: (1) The moderate drought occurs every 2 years and lasts about 4 - 5 months. (2) The severe drought occurs every 3 - 5 years and lasts about 2 - 4 months. (3) The extreme drought occurs every 8 - 23 years and lasts about 1 - 4 months. Especially, the severe droughts (thresholds of -1.5 and -2.0) before the long dry period were found to have longer return periods but shorter durations than those after the long dry period. This seems to be because of the high variability of precipitation as well as the fact that no snowfall has been added for the winter precipitation before the long dry period. Finally, the comparison of results derived from the analysis of observed data and those derived by applying the Poisson process shows that the Poisson process well explain the return and duration characteristics of drought.

A Study on Decreasing Behavior of Strength & Elastic Parameters due to Water Infiltration in Rock Cores (III) (침투류에 의한 암석시료의 함수 저감거동 연구 (III))

  • Cho, Hong-Je;Moon, Jong-Kyu;Jeong, Il-Soo
    • Journal of the Korean Geotechnical Society
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    • v.29 no.1
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    • pp.149-159
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    • 2013
  • This paper deals with behaviors of Poisson's ratio with water content through uniaxial compressive strength against 307 individual rock cores, which are classified into sedimentary, igneous and metamorphic rock. Poissons' ratio demonstrates independent behaviors and does not correlate with mechanical and physical parameter of rocks. The water content behavior of Poissson's ratio represents decrease, increase and random style. Rock samples with decreasing behavior demonstrate absolute preponderance above the 70% level. As Poisson' ratio shows independent behaviors, it should be considered based on experimental results of in-situ rock in the process of design, construction, and supervision.

The Comparative Study of Software Optimal Release Time Based on Intensity Function property (강도함수 특성에 근거한 소프트웨어 최적 방출시기에 관한 비교 연구)

  • Kim, Hee-Cheul;Park, Hyoung-Keun
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.11 no.4
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    • pp.1239-1247
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    • 2010
  • In this paper, we were researched decision problem called an optimal release policies after testing a software system in development phase and transferring it to the user. The applied model of release time exploited infinite failure non-homogeneous Poisson process This infinite failure non-homogeneous Poisson process is a model which reflects the possibility of introducing new faults when correcting or modifying the software. The intensity function used Gompertz, Preto and Log-logstic pattern which has the efficient various property. Thus, optimal software release policies which minimize a total average software cost of development and maintenance under the constraint of satisfying a software reliability requirement becomes an optimal release policies. In a numerical example, after trend test applied and estimated the parameters using maximum likelihood estimation of inter-failure time data, estimated software optimal release time.

Extreme Quantile Estimation of Losses in KRW/USD Exchange Rate (원/달러 환율 투자 손실률에 대한 극단분위수 추정)

  • Yun, Seok-Hoon
    • Communications for Statistical Applications and Methods
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    • v.16 no.5
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    • pp.803-812
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    • 2009
  • The application of extreme value theory to financial data is a fairly recent innovation. The classical annual maximum method is to fit the generalized extreme value distribution to the annual maxima of a data series. An alterative modern method, the so-called threshold method, is to fit the generalized Pareto distribution to the excesses over a high threshold from the data series. A more substantial variant is to take the point-process viewpoint of high-level exceedances. That is, the exceedance times and excess values of a high threshold are viewed as a two-dimensional point process whose limiting form is a non-homogeneous Poisson process. In this paper, we apply the two-dimensional non-homogeneous Poisson process model to daily losses, daily negative log-returns, in the data series of KBW/USD exchange rate, collected from January 4th, 1982 until December 31 st, 2008. The main question is how to estimate extreme quantiles of losses such as the 10-year or 50-year return level.

Overdispersion in count data - a review (가산자료(count data)의 과산포 검색: 일반화 과정)

  • 김병수;오경주;박철용
    • The Korean Journal of Applied Statistics
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    • v.8 no.2
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    • pp.147-161
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    • 1995
  • The primary objective of this paper is to review parametric models and test statistics related to overdspersion of count data. Poisson or binomial assumption often fails to explain overdispersion. We reviewed real examples of overdispersion in count data that occurred in toxicological or teratological experiments. We also reviewed several models that were suggested for implementing experiments. We also reviewed several models that were suggested for implementing the extra-binomial variation or hyper-Poisson variability, and we noted how these models were generalized and further developed. The approaches that have been suggested for the overdispersion fall into two broad categories. The one is to develop a parametric model for it, and the other is to assume a particular relationship between the variance and the mean of the response variable and to derive a score test staistics for detecting the overdispersion. Recently, Dean(1992) derived a general score test statistics for detecting overdispersion from the exponential family.

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Decomposition based on Object of Convex Shapes Using Poisson Equation (포아송 방정식을 이용한 컨벡스 모양의 형태 기반 분할)

  • Kim, Seon-Jong;Kim, Joo-Man
    • The Journal of the Institute of Internet, Broadcasting and Communication
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    • v.14 no.5
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    • pp.137-144
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    • 2014
  • This paper proposes a novel procedure that uses a combination of overlapped basic convex shapes to decompose 2D silhouette image. A basic convex shape is used here as a structuring element to give a meaningful interpretation to 2D images. Poisson equation is utilized to obtain the basic shapes for either the whole image or a partial region or segment of an image. The reconstruction procedure is used to combine the basic convex shapes to generate the original shape. The decomposition process involves a merging stage, filtering stage and finalized by compromising stage. The merging procedure is based on solving Poisson's equation for two regions satisfying the same symmetrical conditions which leads to finding equivalencies between basic shapes that need to be merged. We implemented and tested our novel algorithm using 2D silhouette images. The test results showed that the proposed algorithm lead to an efficient shape decomposition procedure that transforms any shape into a simpler basic convex shapes.

Behavior of Orthotropic Composite Plate Due to Random Poisson's Ratio (직교이방성 복합적층구조의 거동: 포아송비의 임의성에 의한 영향)

  • Noh, Hyuk-Chun
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.22 no.6
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    • pp.627-637
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    • 2009
  • Composite materials have been employed in the various engineering applications due to high mechanical performances including high strength-weight ratio and high degree of free formability. Due to complex manufacturing process, however, it can have intrinsic randomness in the material constants which affect the deterministic behavior of the composite structures. In this study, we suggest a formulation for stochastic finite element analysis considering the spatial randomness of Poisson's ratio. Considering the reciprocal relation between elastic moduli and Poisson's ratios in the two mutually orthogonal axes, one of two values of Poisson's ratio can be expressed in terms of the other. Using this, the relation between stress resultants and strains is derived in the ascending order of power of the stochastic field function, which can be directly used in the formulation to obtain the coefficient of variation of responses. The adequacy of the proposed scheme is demonstrated by comparison with the results of Monte Carlo analysis.

Mobile Communications Data traffic using Self-Similarity Characteristic (Self-Similar 특성을 이용한 이동전화 데이터 트래픽 특성)

  • 이동철;양성현;김기문
    • Journal of the Korea Computer Industry Society
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    • v.3 no.7
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    • pp.915-920
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    • 2002
  • The classical queuing analysis has been tremendously useful in doing capacity planning and performance prediction. However, in many real-world cases. it has found that the predicted results form a queuing analysis differ substantially from the actual observed performance. Specially, in recent years, a number of studies have demonstrated that for some environments, the traffic pattern is self-similar rather than Poisson. In this paper, we study these self-similar traffic characteristics and the definition of self-similar stochastic processes. Then, we consider the examples of self-similar data traffic, which is reported from recent measurement studies. Finally, we wish yon that it makes out about the characteristics of actual data traffic more easily.

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