• Title/Summary/Keyword: Poisson process.

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A Selection of the Point Rainfall Process Model Considered on Temporal Clustering Characteristics (시간적 군집특성을 고려한 강우모의모형의 선정)

  • Kim, Kee-Wook;Yoo, Chul-Sang
    • Journal of Korea Water Resources Association
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    • v.41 no.7
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    • pp.747-759
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    • 2008
  • This study, a point rainfall process model, which could represent appropriately observed rainfall data, was to select. The point process models-rectangular pulses Poisson process model(RPPM), Neyman-Scott rectangular pulses Poisson process model(NS-RPPM), and modified Neyman-Scott rectangular pulses Poisson process model(modified NS-RPPM)-all based on Poisson process were considered as possible rainfall models, whose statistical analyses were performed with their simulation rainfall data. As results, simulated rainfall data using the NS-RPPM and the modified NS-RPPM represent appropriately statistics of observed data for several aggregation levels. Also, simulated rainfall data using the modified NS-RPPM shows similar characteristics of rainfall occurrence to the observed rainfall data. Especially, the modified NS-RPPM reproduces high-intensity rainfall events that contribute largely to occurrence of natural harzard such as flood and landslides most similarly. Also, the modified NS-RPPM shows the best results with respect to the total rainfall amount, duration, and inter-event time. In conclusions, the modified NS-RPPM was found to be the most appropriate model for the long-term simulation of rainfall.

Analysis of Drought Spatial Distribution Using Poisson Process (포아송과정을 이용한 가뭄의 공간분포 분석)

  • Yoo, Chul-Sang;Ahn, Jae-Hyun;Ryoo, So-Ra
    • Journal of Korea Water Resources Association
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    • v.37 no.10
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    • pp.813-822
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    • 2004
  • This study quantifies and compares the drought return and duration characteristics by applying the Poisson process as well as based on by analyzing the observed data directly. The drought spatial distributions derived for the Gyunggi province are also compared. The monthly rainfall data are used to construct the SPI as a drought index. Especially, this study focuses on the evaluation of the Poisson process model when applying it to various data lengths such as in the spatial analysis 'of drought. Summarizing the results are as follows. (1) The Poisson process is found to be effective for the quantification of drought, especially when the data length is short. When applying the Poisson process, two neighboring sites are found insensitive to the data length to show similar drought characteristics, so the overall drought pattern becomes smoother than that derived directly from the observed data. (2) When the data length is very different site by site, the spatial analysis of drought based on a model application seems better than that based on the direct data analysis. This study also found more obvious spatial pattern of drought occurrence and duration when applying the Poisson process.

ON THE MODERATE DEVIATION TYPE FOR RANDOM AMOUNT OF SOME RANDOM MEASURES

  • Hwang, Dae Sik
    • Journal of the Chungcheong Mathematical Society
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    • v.13 no.2
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    • pp.19-27
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    • 2001
  • In this paper we study another kind of the large deviation property, i.e. moderate deviation type for random amount of random measures on $R^d$ about a Poisson point process and a Poisson center cluster random measure.

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A Dynamic Discount Approach to the Poisson Process

  • Shim, Joo-Yong
    • Journal of the Korean Data and Information Science Society
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    • v.8 no.2
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    • pp.271-276
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    • 1997
  • A dynamic discount approach is proposed for the estimation of the Poisson parameter and the forecasting of the Poisson random variable, where the parameter of the Poisson distribution varies over time intervals. The recursive estimation procedure of the Poisson parameter is provided. Also the forecasted distribution of the Poisson random variable in the next time interval based on the information gathered until the current time interval is provided.

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Tests for the Change-Point in the Zero-Inflated Poisson Distribution

  • Kim, Kyung-Moo
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.2
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    • pp.387-394
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    • 2004
  • Zero-Inflated Poisson distribution is Poisson distribution with excess zeros. Recently defects of product hardley happen in the manufacturing process. In this case it is desirable to apply to the Zero-Inflated Poisson distribution rather than Poisson. Our target of this paper is to study the tests for changes of rate of defects after the unknown change-point. We are going to compare the powers of the two proposed tests with likelihood tests by the simulations.

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Poisson GLR Control Charts (Poisson GLR 관리도)

  • Lee, Jaeheon;Park, Jongtae
    • The Korean Journal of Applied Statistics
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    • v.27 no.5
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    • pp.787-796
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    • 2014
  • Situations where sample size is not constant are common when monitoring a process with Poisson count data. In this paper, we propose a generalized likelihood ratio(GLR) control chart to detect shifts in the Poisson rate when the sample size varies. The performance of the proposed GLR chart is compared with the performance of several cumulative sum(CUSUM) type charts. It is shown that the overall performance of the GLR chart is comparable with CUSUM type charts and is significantly better in cases where the actual value of the shift is different from the pre-specified value in CUSUM type charts.

충격모형 하에서의 시스템의 평균수명

  • Yu, Yeong-Gwan;Park, No-Guk
    • Proceedings of the Safety Management and Science Conference
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    • 2008.11a
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    • pp.457-463
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    • 2008
  • In this study, the mean time to failures of a system under shock models are derived. The system receives shocks according to a stochastic process. The expected system lifetime under homogeneous Poisson shock process, nonhomogeneous Poisson shock process, and a general renewal shock process are derived. Some numerical examples are presented.

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Reliability Analysis Procedures for Repairable Systems and Related Case Studies (수리 가능 시스템의 신뢰성 분석 절차 및 사례 연구)

  • Lee, Sung-Hwan;Yum, Bong-Jin
    • Journal of the Korea Institute of Military Science and Technology
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    • v.9 no.2 s.25
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    • pp.51-59
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    • 2006
  • The purpose of this paper is to present reliability analysis procedures for repairable systems and apply the procedures for assessing the reliabilities of two subsystems of a specific group of military equipment based on field failure data. The mean cumulative function, M(t), the average repair rate, ARR(t), and analytic test methods are used to determine whether a failure process follows a renewal or non-renewal process. For subsystem A, the failure process turns out to follow a homogeneous Poisson process, and subsequently, its mean time between failures, availability, and the necessary number of spares are estimated. For subsystem B, the corresponding M(t) plot shows an increasing trend, indicating that its failure process follows a non-renewal process. Therefore, its M(t) is modeled as a power function of t, and a preventive maintenance policy is proposed based on the annual mean repair cost.

The Counting Processes that the Number of Events in [0,t] has Generalized Poisson Distribution

  • Park, Jeong-Hyun
    • Journal of the Korean Data and Information Science Society
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    • v.7 no.2
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    • pp.273-281
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    • 1996
  • It is derived that conditions of counting process ($\{N(t){\mid}t\;{\geq}\;0\}$) in which the number of events in time interval [0, t] has a (n, n+1)-generalized Poisson distribution with parameters (${\theta}t,\;{\lambda}$) and a generalized inflated Poisson distribution with parameters (${\{\lambda}t,\;{\omega}\}$.

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Optimal Control of a Dam with a Compound Poisson Input

  • Lee, Ji-Yeon;Lee, Eui-Yong
    • Journal of the Korean Statistical Society
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    • v.26 no.1
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    • pp.147-154
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    • 1997
  • An infinite dam with a compound Poisson input having exponential jumps is considered. As an output policy, we adopt the $P_{\lambda}$$^{M}$ Policy. After assigning costs to the dam we obtain the long-rum average cost per unit time of operating the dam and find the optimal values of .lambda. and M which minimize the long-run average cost.t.

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