• Title/Summary/Keyword: Poisson process.

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Evaluation of extreme rainfall estimation obtained from NSRP model based on the objective function with statistical third moment (통계적 3차 모멘트 기반의 목적함수를 이용한 NSRP 모형의 극치강우 재현능력 평가)

  • Cho, Hemie;Kim, Yong-Tak;Yu, Jae-Ung;Kwon, Hyun-Han
    • Journal of Korea Water Resources Association
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    • v.55 no.7
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    • pp.545-556
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    • 2022
  • It is recommended to use long-term hydrometeorological data for more than the service life of the hydraulic structures and water resource planning. For the purpose of expanding rainfall data, stochastic simulation models, such as Modified Bartlett-Lewis Rectangular Pulse (BLRP) and Neyman-Scott Rectangular Pulse (NSRP) models, have been widely used. The optimal parameters of the model can be estimated by repeatedly comparing the statistical moments defined through a combination of parameters of the probability distribution in the optimization context. However, parameter estimation using relatively small observed rainfall statistics corresponds to an ill-posed problem, leading to an increase in uncertainty in the parameter estimation process. In addition, as shown in previous studies, extreme values are underestimated because objective functions are typically defined by the first and second statistical moments (i.e., mean and variance). In this regard, this study estimated the parameters of the NSRP model using the objective function with the third moment and compared it with the existing approach based on the first and second moments in terms of estimation of extreme rainfall. It was found that the first and second moments did not show a significant difference depending on whether or not the skewness was considered in the objective function. However, the proposed model showed significantly improved performance in terms of estimation of design rainfalls.

Reliability Analysis Using Field-Data of 5.56 mm Rifle (야전운용제원을 이용한 5.56 mm 소총 신뢰도 분석)

  • Shin, Tae-Sung;Seo, Hyun-Soo;Lee, Ho-Jun;Choi, Si-Young;Gil, Hyeon-Jun
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.21 no.6
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    • pp.584-591
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    • 2020
  • Reliability is an important factor in weapons systems. Low reliability causes the weapons system to fail to function properly, which directly leads to the weakening of combat capability. This paper classifies the structure of the 5.56 mm rifle, which is currently used by the Korean army, into a total of seven assemblies and describes the eight functions necessary for the rifle to operate normally. In addition, the concept of reliability was defined as the MRBF, and the Poisson process model and TTT plot were explained as a reliability analysis theory for the repair function system. Next, the field-data obtained by defining failure as the replacement of parts other than periodic exchange of parts were refined, and the reliability was analyzed by entering the refined field operation specifications into the Minitab program. As a result, the reliability of the rifle was determined to be 251.73. The assembly parts that required improvement was identified as the barrel, lower body, and butt stock assembly, and 10 detailed parts needed to be improved. Finally, the limits of the reliability analysis using the field-data currently available for small caliber firearms were considered.

Guaranteed Minimum Accumulated Benefit in Variable Annuities and Jump Risk (변액연금보험의 최저연금적립금보증과 점프리스크)

  • Kwon, Yongjae;Kim, So-Yeun
    • The Journal of the Korea Contents Association
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    • v.20 no.11
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    • pp.281-291
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    • 2020
  • This study used Gauss-Poisson jump diffusion process on standard assets to estimate the statutory reserves of Variable Annuity (VA) guarantees specified in Korean bylaw of insurance supervision and calculated guarantee fees and risks based on the model to see the effect of considering the jumps. Financial assets, except KOSPI 200, have fat-tailed return distributions, which is an indirect evidence of discontinuous jumps. In the case of a domestic stock index and foreign stock indexes(Korean Won), guarantee fees and risks decrease when jumps are considered in models of underlying assets. This is explained by decreases in standard deviations after the jump diffusion is considered. On the other hand, in the case of domestic bond indexes and a foreign bond index(Korean Won), guarantee fees and risks tend to increase when jumps are considered. Results from a foreign stock index(US Dollar) and a foreign bond index(US Dollar) were opposite to those from the same kinds of Korean Won indexes. We conclude that VA guarantee fees and risks may be under or over estimated when jumps are not considered in models of underlying assets.

A Modified Standardized Precipitation Index (MSPI) and Its Application (수정 표준강수지수의 제안 및 적용)

  • Ryoo, So-Ra;Yoo, Chul-Sang
    • Journal of Korea Water Resources Association
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    • v.37 no.7
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    • pp.553-567
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    • 2004
  • This study proposes a modified standardized precipitation index (MSPI) which was developed to make up for the weakness of the SPI. Both MSPI and SPI are applied to the monthly rainfall at the Seoul station for the drought analysis. The MSPI proposed is nothing but the SPI for the normalized monthly rainfall, that is, an extra step for normalizing the monthly rainfall is included before driving the SPI. Thus, the MSPI has a structure to transfer the relative amount of rainfall to the next months, but the SPI the absolute amount of rainfall. The monthly rainfall data at the Seoul station used in this study are those collected from 1777 to 1996. The rainfall data collected before and after the long dry period around 1900 were also analyzed separately for the comparison. The results derived are as follows. (1) The MSPI was found to be more practical compared to the SPI. This was assured by comparing the analysis results of the data including and excluding the long dry period around 1900. (2) The MSPI is found to be less sensitive than the SPI to the extreme rainfall events. For the MSPI, the occurrence probabilities of moderate drought before and after the long dry period are similar, but those for the extreme drought becomes slightly decreased after the long dry period (from about 18 years of return period before the long dry period to the 16 years after the long dry period). However, the duration becomes longer after the long dry period (the duration for the extreme drought has been increased from 2 to 2.5 months after the long dry period). This results can also be compared with a rather unreasonable result derived by applying the SPI (for the extreme drought the return period has been decreased to be from 25 to 10 years after the long dry period, on the other hand the duration has been increased from 1.5 months to 3.5 months). So, we man conclude that the MSPI is more practical for the drought analysis that the SPI.

Development of Evaluation Model for Black Spot Improvement Priorities by using Emperical Bayes Method (EB기법을 이용한 사고잦은 곳 개선사업 우선순위 판정기법 개발)

  • Jeong, Seong-Bong;Hwang, Bo-Hui;Seong, Nak-Mun;Lee, Seon-Ha
    • Journal of Korean Society of Transportation
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    • v.27 no.3
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    • pp.81-90
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    • 2009
  • The safety management of a road network comprises four basic inter-related components:identification of sites(black spot) requiring safety investigation, diagnosis of safety problems, selection of feasible treatments for potential treatment candidates, and prioritization of treatments given limited budgets(Persaud, 2001). Identification process of selecting black spot is very important for efficient investigation of sites. In this study, the accident prediction model for EB method was developed by using accident data and geometric conditions of black spots selected from four-leg signalized intersections in In-cheon City for three years (2004-2006). In addition, by comparing the rank nomination technique using EB method to that by using accident counts, we managed to show the problems which the existing method have and the necessity for developing rational prediction model. As a result, in terms of total number of accidents, both the counts predicted by existing non-linear regression model and that by EB method have high good of fitness, but EB method, considering both the accident counts by sites and total number of accident, has better good of fitness than non-linear poison model. According to the result of the comparison of ranks nominated for treatment between two methods, the rank for treatment of almost sites does not change but SeoHae intersection and a few other intersections have significant changes in their rank. This shows that, with the technique proposed in the study, the RTM problem caused by using real accident counts can be overcome.

Spatial Distribution Pattern of Ascotis selenaria (Lepidoptera: Geometridae) larvae in a Small-Scale of Citrus Orchard (소규모 감귤원에서 네눈쑥가지나방 유충의 공간분포 특성에 대한 이해)

  • Choi, Kyung San;Kim, Dong-Soon
    • Korean journal of applied entomology
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    • v.52 no.3
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    • pp.243-248
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    • 2013
  • This study was conducted to understand the settlement process of Ascotis selenaria larvae into citrus orchards with respect to oviposition site and analysis of the spatial distribution pattern of the larvae. A. selenaria eggs were not found on citrus trees in field and green house, but not on citrus trees in the field. A. selenaria larvae showed a significant clump distribution in the greenhouse. In the open citrus field, the index of dispersion was around 1.0 in most cases, with a weak clumping degree. However, the d-statistic was between -1.96 and 1.96, indicating a statistically significant random distribution. In addition, the Green's index (a clumping index) was very low in all cases, even though the clump distribution was accepted. for most samples, the probability distribution of larval frequency in the field satisfied the probability distribution functions of Poisson (random pattern) and the negative binomial (clump pattern) distribution. In addition, the temporal distribution of the larvae in the open field showed a pattern which was formed by colonizers from outside oviposition sites. Further, the difference in larval spatial distribution between field and greenhouse orchards was discussed.

Development of Traffic Accident Prediction Models Considering Variations of the Future Volume in Urban Areas (신설 도시부 도로의 장래 교통량 변화를 반영한 교통사고 예측모형 개발)

  • Lee, Soo-Beom;Hong, Da-Hee
    • Journal of Korean Society of Transportation
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    • v.23 no.3 s.81
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    • pp.125-136
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    • 2005
  • The current traffic accident reduction procedure in economic feasibility study does not consider the characteristics of road and V/C ratio. For solving this problem, this paper suggests methods to be able to evaluate safety of each road in construction and improvement through developing accident Prediction model in reflecting V/C ratio Per road types and traffic characters. In this paper as primary process, model is made by tke object of urban roads. Most of all, factor effecting on accident relying on road types is selected. At this point, selecting criteria chooses data obtained from road planning procedure, traffic volume, existence or non-existence of median barrier, and the number of crossing point, of connecting road. and of traffic signals. As a result of analyzing between each factor and accident. all appear to have relatives at a significant level of statistics. In this research, models are classified as 4-categorized classes according to roads and V/C ratio and each of models draws accident predicting model through Poisson regression along with verifying real situation data. The results of verifying models come out relatively satisfactory estimation against real traffic data. In this paper, traffic accident prediction is possible caused by road's physical characters by developing accident predicting model per road types resulted in V/C ratio and this result is inferred to be used on predicting accident cost when road construction and improvement are performed. Because data using this paper are limited in only province of Jeollabuk-Do, this paper has a limitation of revealing standards of all regions (nation).

Modeling Three-dimensional Free Surface Flow around Thin Wall Incorporation Hydrodynamic Pressure on δ-coordinate (δ-좌표계에서 동수압 계산 수중벽체 인근흐름 수치모형실험)

  • Kim, Hyo-Seob;Yoo, Ho-Jun;Jin, Jae-Yul;Jang, Chang-Hwan;Lee, Jung-Su;Baek, Seung-Won
    • Journal of Wetlands Research
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    • v.16 no.3
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    • pp.327-336
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    • 2014
  • Submerged thin walls are extreme case of submerged rectangular blocks, and could be used for many purposes in rivers or coastal zones, e.g. to tsunami. To understand flow characteristics including flow and pressure fields around a specific submerged thin wall a numerical model was applied which includes computation of hydrodynamic pressure on ${\sigma}$-coordinate. ${\sigma}$-coordinate has strong merits for simulation of subcritical flow over mild-sloped beds. On the other hand ${\sigma}$-coordinate is quite poor to treat sharp structures on the bed. There have been a few trials to incorporate dynamic pressure in ${\sigma}$-coordinate by some researchers. One of the previous approaches includes process of sloving the Poisson equation. However, the above method includes many high-order terms, and requires long cpu for simulation. Another method SOLA was developed by Hirt et al. for computation of dynamic pressure, but it was valid for straight grid system only. Previous SOLA was modified for ${\sigma}$-coordinate for the present purpose and was adopted in a model system, CST3D. Computed flow field shows reasonable behaviour including vorticity is much stronger than the upstream and downstream of the structure. The model was verified to laboratory experiments at a 2DV flume. Time-average flow vectors were measured by using one-dimensional electro-magnetic velocimeter. Computed flow field agrees well with the measured flow field within 10 % error from the speed point of view at 5 profiles. It is thought that the modified SOLA scheme is useful for ${\sigma}$-coordinate system.

Analysis of an M/G/1/K Queueing System with Queue-Length Dependent Service and Arrival Rates (시스템 내 고객 수에 따라 서비스율과 도착율을 조절하는 M/G/1/K 대기행렬의 분석)

  • Choi, Doo-Il;Lim, Dae-Eun
    • Journal of the Korea Society for Simulation
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    • v.24 no.3
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    • pp.27-35
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    • 2015
  • We analyze an M/G/1/K queueing system with queue-length dependent service and arrival rates. There are a single server and a buffer with finite capacity K including a customer in service. The customers are served by a first-come-first-service basis. We put two thresholds $L_1$ and $L_2$($${\geq_-}L_1$$ ) on the buffer. If the queue length at the service initiation epoch is less than the threshold $L_1$, the service time of customers follows $S_1$ with a mean of ${\mu}_1$ and the arrival of customers follows a Poisson process with a rate of ${\lambda}_1$. When the queue length at the service initiation epoch is equal to or greater than $L_1$ and less than $L_2$, the service time is changed to $S_2$ with a mean of $${\mu}_2{\geq_-}{\mu}_1$$. The arrival rate is still ${\lambda}_1$. Finally, if the queue length at the service initiation epoch is greater than $L_2$, the arrival rate of customers are also changed to a value of $${\lambda}_2({\leq_-}{\lambda}_1)$$ and the mean of the service times is ${\mu}_2$. By using the embedded Markov chain method, we derive queue length distribution at departure epochs. We also obtain the queue length distribution at an arbitrary time by the supplementary variable method. Finally, performance measures such as loss probability and mean waiting time are presented.

Analysis of Hydraulic Fracture Geometry by Considering Stress Shadow Effect during Multi-stage Hydraulic Fracturing in Shale Formation (셰일저류층의 다단계 수압파쇄에서 응력그림자 효과를 고려한 균열형태 분석)

  • Yoo, Jeong-min;Park, Hyemin;Wang, Jihoon;Sung, Wonmo
    • Journal of the Korean Institute of Gas
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    • v.25 no.1
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    • pp.20-29
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    • 2021
  • During multi-stage fracturing in a low permeable shale formation, stress interference occurs between the stages which is called the "stress shadow effect(SSE)". The effect may alter the fracture propagation direction and induce ununiform geometry. In this study, the stress shadow effect on the hydraulic fracture geometry and the well productivity were investigated by the commercial full-3D fracture model, GOHFER. In a homogeneous reservoir model, a multi-stage fracturing process was performed with or without the SSE. In addition, the fracturing was performed on two shale reservoirs with different geomechanical properties(Young's modulus and Poisson's ratio) to analyze the stress shadow effect. In the simulation results, the stress change caused by the fracture created in the previous stage switched the maximum/minimum horizontal stress and the lower productivity L-direction fracture was more dominating over the T-direction fracture. Since the Marcellus shale is more brittle than more dominating over the T-direction fracture. Since the Marcellus shale is more brittle than the relatively ductile Eagle Ford shale, the fracture width in the former was developed thicker, resulting in the larger fracture volume. And the Marcellus shale's Young's modulus is low, the stress effect is less significant than the Eagle Ford shale in the stage 2. The stress shadow effect strongly depends on not only the spacing between fractures but also the geomechanical properties. Therefore, the stress shadow effect needs to be taken into account for more accurate analysis of the fracture geometry and for more reliable prediction of the well productivity.