• 제목/요약/키워드: Probabilistic Density

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Comparison Study of Kernel Density Estimation according to Various Bandwidth Selectors (다양한 대역폭 선택법에 따른 커널밀도추정의 비교 연구)

  • Kang, Young-Jin;Noh, Yoojeong
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.32 no.3
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    • pp.173-181
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    • 2019
  • To estimate probabilistic distribution function from experimental data, kernel density estimation(KDE) is mostly used in cases when data is insufficient. The estimated distribution using KDE depends on bandwidth selectors that smoothen or overfit a kernel estimator to experimental data. In this study, various bandwidth selectors such as the Silverman's rule of thumb, rule using adaptive estimates, and oversmoothing rule, were compared for accuracy and conservativeness. For this, statistical simulations were carried out using assumed true models including unimodal and multimodal distributions, and, accuracies and conservativeness of estimating distribution functions were compared according to various data. In addition, it was verified how the estimated distributions using KDE with different bandwidth selectors affect reliability analysis results through simple reliability examples.

Random Variable State and Response Variability (확률변수상태와 응답변화도)

  • Noh, Hyuk-Chun;Lee, Phill-Seung
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.26 no.6A
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    • pp.1001-1011
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    • 2006
  • It is a general agreement that exact statistical solutions can be found by a Monte Carlo technique. Due to difficulties, however, in the numerical generation of random fields, which satisfy not only the probabilistic distribution but the spectral characteristics as well, it is recognized as relatively difficult to find an exact response variability of a structural response. In this study, recognizing 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 general structures. In this procedure, the probability density function is directly used. It is particularly noteworthy that the proposed methodology provides response variability for virtually any type of probability density function, and has capability of considering correlations between multiple random variables.

Estimation of Residual Useful Life and Tracking of Real-time Damage Paths of Rubble-Mound Breakwaters Using Stochastic Wiener Process (추계학적 위너 확률과정을 이용한 경사제의 실시간 피해경로 추적과 잔류수명 추정)

  • Lee, Cheol-Eung
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.32 no.3
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    • pp.147-160
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    • 2020
  • A stochastic probabilistic model for harbor structures such as rubble-mound breakwater has been formulated by using the generalized Wiener process considering the nonlinearity of damage drift and its nonlinear uncertainty, by which the damage path with real-time can be tracked, the residual useful lifetime at some age can also be analyzed properly. The formulated stochastic model can easily calculate the probability of failure with the passage of time through the probability density function of cumulative damage. In particular, the probability density functions of residual useful lifetime of the existing harbor structures can be derived, which can take into account the current age, its present damage state and the future damage process to be occurred. By using the maximum likelihood method and the least square method together, the involved parameters in the stochastic model can be estimated. In the calibration of the stochastic model presented in this paper, the present results are very well similar with the results of MCS about tracking of the damage paths as well as evaluating of the density functions of the cumulative damage and the residual useful lifetime. MTTF and MRL are also evaluated exactly. Meanwhile, the stochastic probabilistic model has been applied to the rubble-mound breakwater. The related parameters can be estimated by using the experimental data of the cumulative damages of armor units measured as a function of time. The theoretical results about the probability density function of cumulative damage and the probability of failure are very well agreed with MCS results such that the density functions of the cumulative damage tend to move to rightward and the amounts of its uncertainty are increased as the elapsed time goes on. Thus, the probabilities of failure with the elapsed time are also increased sharply. Finally, the behaviors of residual useful lifetime have been investigated with the elapsed age. It is concluded for rubble-mound breakwaters that the probability density functions of residual useful lifetime tends to have a longer tail in the right side rather than the left side because of the gradual increases of cumulative damage of armor units. Therefore, its MRLs are sharply decreased after some age. In this paper, the special attentions are paid to the relationship of MTTF and MRL and the elapsed age of the existing structure. In spite of that the sum of the elapsed age and MRL must be equal to MTTF deterministically, the large difference has been shown as the elapsed age is increased which is due to the uncertainty of cumulative damage to be occurred in the future.

Probabilistic Analysis for Rock Slope Stability Due to Weathering Process (풍화작용에 따른 암반사면 안정성의 확률론적 해석)

  • Park, Hyuck-Jin;Woo, Ik;Um, Jeong-Gi
    • Economic and Environmental Geology
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    • v.42 no.4
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    • pp.357-366
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    • 2009
  • Since weathering weakens the rock fabric and exaggerates any structural weakness, it affects mechanical properties as well as physical and chemical properties of rock. Weathering leads to a decrease in density, strength, friction angle and cohesion, and subsequently it affects negatively on the stability of rock slope. The purpose of the study is to investigate the changes of the rock slope stability caused by discontinuities which have different weathering grades. For that, the discontinuity samples which are divided into two different weathering grades are obtained from the field and tested their mechanical properties such as JCS, JRC and residual friction angle. In order to evaluate the effects on the stability of slope due to weathering, the deterministic analysis is carried out. That is, the factors of safety for planar failure are calculated for rock masses which have two different weathering grades, such as fresh and weathered rock mass. However, since the JRC and friction angle values are widely scattered and the deterministic analysis cannot consider the variation, the factors of safety cannot represent properly the stability of the rock slope. Therefore, the probabilistic analysis has been used to consider the scattered values. In the deterministic analysis, the factors of safety for the fresh discontinuity and weathered discontinuity are 1.25 and 1.0, respectively. The results indicate the fresh discontinuities are stable for planar failure and the weathered discontinuities are marginally stable. However, the probabilities of failure for the fresh discontinuity and weathered discontinuity are 25.6% and 45.9%, respectively. This shows that both discontinuities are analyzed as unstable in the probabilistic analysis.

Assessment of Regional Seismic Vulnerability in South Korea based on Spatial Analysis of Seismic Hazard Information (공간 분석 기반 지진 위험도 정보를 활용한 우리나라 지진 취약 지역 평가)

  • Lee, Seonyoung;Oh, Seokhoon
    • Economic and Environmental Geology
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    • v.52 no.6
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    • pp.573-586
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    • 2019
  • A seismic hazard map based on spatial analysis of various sources of geologic seismic information was developed and assessed for regional seismic vulnerability in South Korea. The indicators for assessment were selected in consideration of the geological characteristics affecting the seismic damage. Probabilistic seismic hazard and fault information were used to be associated with the seismic activity hazard and bedrock depth related with the seismic damage hazard was also included. Each indicator was constructed of spatial information using GIS and geostatistical techniques such as ordinary kriging, line density mapping and simple kriging with local varying means. Three spatial information constructed were integrated by assigning weights according to the research purpose, data resolution and accuracy. In the case of probabilistic seismic hazard and fault line density, since the data uncertainty was relatively high, only the trend was intended to be reflected firstly. Finally, the seismic activity hazard was calculated and then integrated with the bedrock depth distribution as seismic damage hazard indicator. As a result, a seismic hazard map was proposed based on the analysis of three spatial data and the southeast and northwest regions of South Korea were assessed as having high seismic hazard. The results of this study are expected to be used as basic data for constructing seismic risk management systems to minimize earthquake disasters.

Reliability Analysis of Stability of Armor Units on Rubble-Mound Breakwaters (경사제 피복재의 안정성에 대한 신뢰성 해석)

  • 이철응
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.11 no.3
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    • pp.165-172
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    • 1999
  • A probability density function of reliability function is derived in this paper, by which the stability of armor units on the rubble-mound breakwater can be studied on the probabilistic approach. To obtain the distribution, each random variable of the reliability function is assumed to follow Gaussian distribution. The distribution function of reliability function is in agreement with the histogram simulated by the Monte-Carlo method. In addition, the failure probability of armor units on the rubble-mound breakwater evaluated by the derived probability density function is shown to have the same order of magnitude as those calculated by FMA and AFDA of moment method. In particular, it is important to note that random variables of the reliability function may be considered to be statistically independent in the reliability analysis of armor units on the rubble-mound breakwater. Therefore, the present approach may be straightforwardly applicable to all of the cases that any random variables in the reliability function are controlled by other distribution functions as well as normal distribution.

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Development of Application Method of Influent Wastewater Generation and Activated Sludge Process Design Based on Probability Density Function (확률밀도함수 기반 유입하수 재현 및 활성슬러지공정 설계기법 개발)

  • You, Kwangtae;Kim, Jongrack;Yun, Zuhwan;Pak, Gijung
    • Journal of Korean Society on Water Environment
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    • v.33 no.2
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    • pp.140-148
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    • 2017
  • An important factor in determining the design and treatment efficiency of wastewater treatment plants (WWTPs) is the quantity and quality of influent. These detailed and accurate information is essential for process control, diagnosis and operation, as well as the basis in designing the plant, selecting the process and determining the optimal capacity of each bioreactor. Probabilistic models are used to predict the wastewater quantity and quality of WWTPs, which are widely used to improve the design and operation of WWTPs. In this study, the optimal probability distribution of time series influent data was derived for predicting water quantity and quality, and wastewater influent data were generated using the Monte Carlo simulation analysis. In addition, we estimated various alternatives for the improvement of bioreactor operations based on present operation condition using the generated influent data and activated sludge model, and suggested the alternative that can operate the most effectively. Thus, the influent quantity and quality are highly correlated with the actual operation data, so that the actual WWTPs influent characteristics were well reproduced. Using this will improve the operating conditions of WWTPs, and a proposed improvement plan for the current TMS (Tele Monitoring System) effluent quality standards can be made.

Multi-focus Image Fusion Technique Based on Parzen-windows Estimates (Parzen 윈도우 추정에 기반한 다중 초점 이미지 융합 기법)

  • Atole, Ronnel R.;Park, Daechul
    • The Journal of the Institute of Internet, Broadcasting and Communication
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    • v.8 no.4
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    • pp.75-88
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    • 2008
  • This paper presents a spatial-level nonparametric multi-focus image fusion technique based on kernel estimates of input image blocks' underlying class-conditional probability density functions. Image fusion is approached as a classification task whose posterior class probabilities, P($wi{\mid}Bikl$), are calculated with likelihood density functions that are estimated from the training patterns. For each of the C input images Ii, the proposed method defines i classes wi and forms the fused image Z(k,l) from a decision map represented by a set of $P{\times}Q$ blocks Bikl whose features maximize the discriminant function based on the Bayesian decision principle. Performance of the proposed technique is evaluated in terms of RMSE and Mutual Information (MI) as the output quality measures. The width of the kernel functions, ${\sigma}$, were made to vary, and different kernels and block sizes were applied in performance evaluation. The proposed scheme is tested with C=2 and C=3 input images and results exhibited good performance.

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An Efficient FTN Decoding Method using Separation of LDPC Decoding Symbol in Next Generation Satellite Broadcasting System (차세대 위성 방송 시스템에서 LDPC 복호 신호 분리를 통한 효율적인 FTN 복호 방법)

  • Sung, Hahyun;Jung, Jiwon
    • The Journal of the Institute of Internet, Broadcasting and Communication
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    • v.16 no.2
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    • pp.63-70
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    • 2016
  • To increase throughput efficiency and improve performance, FTN(Faster Than Nyquist) method and LDPC(Low Density Parity Code) codes are employed in DVB-S3 system. In this paper, we proposed efficient turbo equalization model to minimize inter symbol interference induced by FTN transmission. This paper introduces two conventional scheme employing SIC(Successive Interference Cancellation) and BCJR equalizer. Then, we proposed new scheme to resolve problems in this two conventional scheme. To make performance improved in turbo equalization model, the outputs of LDPC and BCJR equalizer are iteratively exchange probabilistic information. In fed LDPC outputs as extrinsic informa tion of BCJR equalizer. we split LDPC output to separate bit probabilities. We compare performance of proposed scheme to that of conventional methods through using simulation in AWGN(Additive White Gaussian Noise) channel. We confirmed that performance was improved compared to conventional methods as increasing throughput parameters of FTN.

Obstacle Modeling for Environment Recognition of Mobile Robots Using Growing Neural Gas Network

  • Kim, Min-Young;Hyungsuck Cho;Kim, Jae-Hoon
    • International Journal of Control, Automation, and Systems
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    • v.1 no.1
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    • pp.134-141
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    • 2003
  • A major research issue associated with service robots is the creation of an environment recognition system for mobile robot navigation that is robust and efficient on various environment situations. In recent years, intelligent autonomous mobile robots have received much attention as the types of service robots for serving people and industrial robots for replacing human. To help people, robots must be able to sense and recognize three dimensional space where they live or work. In this paper, we propose a three dimensional environmental modeling method based on an edge enhancement technique using a planar fitting method and a neural network technique called "Growing Neural Gas Network." Input data pre-processing provides probabilistic density to the input data of the neural network, and the neural network generates a graphical structure that reflects the topology of the input space. Using these methods, robot's surroundings are autonomously clustered into isolated objects and modeled as polygon patches with the user-selected resolution. Through a series of simulations and experiments, the proposed method is tested to recognize the environments surrounding the robot. From the experimental results, the usefulness and robustness of the proposed method are investigated and discussed in detail.in detail.