• Communications for Statistical Applications and Methods
• /
• 제14권3호
• /
• pp.583-592
• /
• 2007

Given the moments of a symmetric random variable, its density and distribution functions can be accurately approximated by making use of the algorithm proposed in this paper. This algorithm is specially designed for approximating symmetric distributions and comprises of four phases. This approach is essentially based on the transformation of variable technique and moment-based density approximants expressed in terms of the product of an appropriate initial approximant and a polynomial adjustment. Probabilistic quantities such as percentage points and percentiles can also be accurately determined from approximation of the corresponding distribution functions. This algorithm is not only conceptually simple but also easy to implement. As illustrated by the first two numerical examples, the density functions so obtained are in good agreement with the exact values. Moreover, the proposed approximation algorithm can provide the more accurate quantities than direct approximation as shown in the last example.

• Smart Structures and Systems
• /
• 제15권3호
• /
• pp.735-749
• /
• 2015

The major difficulty of using Bayesian probabilistic inference for system identification is to obtain the posterior probability density of parameters conditioned by the measured response. The posterior density of structural parameters indicates how plausible each model is when considering the uncertainty of prediction errors. The Markov chain Monte Carlo (MCMC) method is a widespread medium for posterior inference but its convergence is often slow. The differential evolution adaptive Metropolis-Hasting (DREAM) algorithm boasts a population-based mechanism, which nms multiple different Markov chains simultaneously, and a global optimum exploration ability. This paper proposes an improved differential evolution adaptive Metropolis-Hasting algorithm (IDREAM) strategy to estimate the posterior density of structural parameters. The main benefit of IDREAM is its efficient MCMC simulation through its use of the adaptive Metropolis (AM) method with a mutation strategy for ensuring quick convergence and robust solutions. Its effectiveness was demonstrated in simulations on identifying the structural parameters with limited output data and noise polluted measurements.

• 정보처리학회논문지D
• /
• 제11D권4호
• /
• pp.983-990
• /
• 2004

누적밀도 히스토그램은 사각형 객체의 네 점에 대응하는 4개의 서브 히스토그램을 유지함으로써 사각형 객체가 여러 버켓에 걸쳐질 경우 발생하는 다중 계산 문제를 해결하고 있다. 이 기법은 빠른 추정시간과 정확한 결과를 제공하고 있지만, 질의 윈도우가 그리드 셀의 경계와 일치해야 한다는 제약사항을 기반으로 수행하므로, 실제 응용에 적용시 많은 에러를 초래하게 된다. 따라서, 이 논문에서는 기존 누적밀도 히스토그램에서 질의 윈도우의 제약사항에 관한 영향을 줄이기 위해, 두가지 확률모델을 기반으로 일반화된 누적밀도 히스토그램을 사용한 선택율 추정 기법을 제안하였다. 제안된 두가지 확률 모델은 \circled1질의 영역 비율을 고려한 확률모델과, \circled2교차 영역 정보를 고려한 확률모델이다. 우리는 실제 데이터 셋을 사용하여 제안된 기법을 실험하였다 실험 결과는 이 논문에서 제안된 기법이 기존의 다른 선택율 추정 기법보다 성능이 뛰어남을 보여주고 있다 더구나, 교차 영역 정보를 기반으로 하는 확률모델의 경우 20% 질의 윈도우에서 5% 미만의 낮은 에러율을 보였다. 이 논문에서 제안된 기법은 사각형 객체의 공간 범위 질의의 선택율을 정확하게 추정하는데 사용될 수 있다.

• 한국전산구조공학회논문집
• /
• 제20권5호
• /
• pp.623-628
• /
• 2007

마찰형 감쇠를 갖는 구조물은 구조물의 고유주기, 하중의 특성, 그리고 외부하중에 대한 마찰력의 상대적인 크기에 따라 강한 비선형성을 나타내므로, 구조물의 최대응답을 예측하기 매우 어렵다. 기존의 연구에서는 비선형 시스템을 등가의 선형 시스템으로 치환하거나, 구조물의 비선형 시간이력해석을 통한 응답스펙트럼 분석에 의한 간단한 확률해석에 의해 수행되었다. 지진 하중은 불확실성과 불규칙성을 갖고 있기 때문에 확률적으로 정의된다면, 지진하중을 받는 마찰형 감쇠를 갖는 구조물의 응답 역시 확률분포를 나타낼 것이다. 본 논문에서는 Kanai-Tajimi 필터를 이용해 생성된 인공지진하중에 대해 마찰형 감쇠를 갖는 구조물의 비선형 시간이력 해석이 수행되었다. 그리고 정규분포 확률밀도 함수에 선형 회귀분석을 통해 얻어진 구조물의 주기와 마찰력의 크기에 의한 변수를 업데이트 시킨 마찰형 감쇠를 갖는 구조물의 변위 응답 확률밀도함수식이 제시된다.

• Smart Structures and Systems
• /
• 제21권5호
• /
• pp.591-600
• /
• 2018

The probabilistic characterization of wind field characteristics is a significant task for fatigue reliability assessment of long-span railway bridges in wind-prone regions. In consideration of the effect of wind direction, the stochastic properties of wind field should be represented by a bivariate statistical model of wind speed and direction. This paper presents the construction of the bivariate model of wind speed and direction at the site of a railway arch bridge by use of the long-term structural health monitoring (SHM) data. The wind characteristics are derived by analyzing the real-time wind monitoring data, such as the mean wind speed and direction, turbulence intensity, turbulence integral scale, and power spectral density. A sequential quadratic programming (SQP) algorithm-based finite mixture modeling method is proposed to formulate the joint distribution model of wind speed and direction. For the probability density function (PDF) of wind speed, a double-parameter Weibull distribution function is utilized, and a von Mises distribution function is applied to represent the PDF of wind direction. The SQP algorithm with multi-start points is used to estimate the parameters in the bivariate model, namely Weibull-von Mises mixture model. One-year wind monitoring data are selected to validate the effectiveness of the proposed modeling method. The optimal model is jointly evaluated by the Bayesian information criterion (BIC) and coefficient of determination, $R^2$. The obtained results indicate that the proposed SQP algorithm-based finite mixture modeling method can effectively establish the bivariate model of wind speed and direction. The established bivariate model of wind speed and direction will facilitate the wind-induced fatigue reliability assessment of long-span bridges.

• 대한조선학회논문집
• /
• 제56권5호
• /
• pp.383-388
• /
• 2019

It is essential to reduce the Infra-red signature for increasing ship's survivability in ship design stage. However the ship's IR signature is quite sensitive to the maritime and atmosphere. Therefore, it is very important to select the marine meteorological data to be applied to the signature analysis. In this study, we selected the three meteorological sample sets from the population of the Korea Meteorological Administration's marine environment data in 2017. These samples were selected through the two-dimensional stratified sampling method, taking into account the geopolitical threats of the Korean peninsula and the effective area of the buoy. These sample sets were applied to three naval ships classified by their tonnage, and then the IR signature analysis was performed to derive the Contrast Radiant Intensity (CRI) values. Based on the CRI values, the validity of each sample set was determined by comparing Cumulative Distribution Function (CDF), and Probability Density Function (PDF). Also, we checked the degree of scattering in each sample set and determined the efficiency of analysis time and cost according to marine meteorological sample sets to confirm the possibility of a probabilistic method. Through this process, we selected the standard for optimization of marine meteorological sample for ship IR signature analysis. Based on this optimization sample, by applying probabilistic method to the management of IR signature for naval ships, the robust design is possible.

• Structural Engineering and Mechanics
• /
• 제67권5호
• /
• pp.439-455
• /
• 2018

Within a probabilistic framework, this paper addresses the determination of the static structural response of beams and frames with partially restrained (semi-rigid) connections. The flexibility of the nodal connections is incorporated via an idealized linear-elastic behavior of the beam constraints through the use of rotational springs, which are here considered uncertain for taking into account the largely scattered results observed in experimental findings. The analysis is conducted via the Probabilistic Transformation Method, by modelling the spring stiffness terms (or equivalently, the fixity factors of the beam) as uniformly distributed random variables. The limit values of the Eurocode 3 fixity factors for steel semi-rigid connections are assumed. The exact probability density function of a few indicators of the structural response is derived and discussed in order to identify to what extent the uncertainty of the beam constraints affects the resulting beam response. Some design considerations arise which point out the paramount importance of probability-based approaches whenever a comprehensive experimental background regarding the stiffness of the beam connection is lacking, for example in steel frames with semi-rigid connections or in precast reinforced concrete framed structures. Indeed, it is demonstrated that resorting to deterministic approaches may lead to misleading (and in some cases non-conservative) outcomes from a design viewpoint.

• 한국전산구조공학회:학술대회논문집
• /
• 한국전산구조공학회 2006년도 정기 학술대회 논문집
• /
• pp.857-864
• /
• 2006

Due to the difficulties in numerical generation of random fields that satisfy not only the probabilistic distribution but the spectral characteristics as well. it is relatively hard to find an exact response variability of a structural response with a specific random field which has its features in the spatial and spectral domains. In this study. focusing on the fact that the random field assumes a constant over the domain under consideration when the correlation distance tends to infinity, a semi-theoretical solution of response variability is proposed for in-plane and plate bending structures. In this procedure, the probability density function is used directly resulting in a semi-exact solution for the random field in the state of random variable. It is particularly noteworthy that the proposed methodology provides response variability for virtually any type of probability density functions.

• 한국환경보건학회지
• /
• 제43권3호
• /
• pp.223-232
• /
• 2017

Objectives: In response to increased interest in the safety of children's products, a risk management system is being prepared through exposure assessment of hazardous chemicals. To estimate exposure levels, risk assessors are using deterministic and probabilistic approaches to statistical methodology and a commercialized Monte Carlo simulation based on tools (MCTool) to efficiently support calculation of the probability density functions. This study was conducted to analyze and discuss the usage patterns and problems associated with the results of these two approaches and MCTools used in the case of probabilistic approaches by reviewing research reports related to exposure assessment for children's products. Methods: We collected six research reports on exposure and risk assessment of children's products and summarized the deterministic results and corresponding underlying distributions for exposure dose and concentration results estimated through deterministic and probabilistic approaches. We focused on mechanisms and differences in the MCTools used for decision making with probabilistic distributions to validate the simulation adequacy in detail. Results: The estimation results of exposure dose and concentration from the deterministic approaches were 0.19-3.98 times higher than the results from the probabilistic approach. For the probabilistic approach, the use of lognormal, Student's T, and Weibull distributions had the highest frequency as underlying distributions of the input parameters. However, we could not examine the reasons for the selection of each distribution because of the absence of test-statistics. In addition, there were some cases estimating the discrete probability distribution model as the underlying distribution for continuous variables, such as weight. To find the cause of abnormal simulations, we applied two MCTools used for all reports and described the improper usage routes of MCTools. Conclusions: For transparent and realistic exposure assessment, it is necessary to 1) establish standardized guidelines for the proper use of the two statistical approaches, including notes by MCTool and 2) consider the development of a new software tool with proper configurations and features specialized for risk assessment. Such guidelines and software will make exposure assessment more user-friendly, consistent, and rapid in the future.

• 대한조선학회논문집
• /
• 제49권2호
• /
• pp.124-131
• /
• 2012

This paper provides prediction of ultimate longitudinal strengths of hull girder of a VLCC considering probabilistic damage extents due to collision and grounding accidents based on IMO Guideline(2003). The probability density functions of damage extents are expressed as a function of nondimensional damage variables. The accumulated probability levels of 10%, 30%, 50%, and 70% are taken into account for the damage extent estimation. The ultimate strengths have been calculated using in-house software UMADS (Ultimate Moment Analysis of Damaged Ships) which is based on the progressive collapse method. Damage indices are provided for all heeling angles due to any possible flooding of compartments from $0^{\circ}$ to $180^{\circ}$ which represent from sagging to hogging conditions, respectively. The analysis results reveal that minimum damage indices show different values according to heeling angles and damage levels.