• Title/Summary/Keyword: Probabilistic Density

Search Result 194, Processing Time 0.028 seconds

Conditional Density based Statistical Prediction

  • J Rama Devi;K. Koteswara Rao;M Venkateswara Rao
    • International Journal of Computer Science & Network Security
    • /
    • v.23 no.6
    • /
    • pp.127-139
    • /
    • 2023
  • Numerous genuine issues, for example, financial exchange expectation, climate determining and so forth has inalienable arbitrariness related with them. Receiving a probabilistic system for forecast can oblige this dubious connection among past and future. Commonly the interest is in the contingent likelihood thickness of the arbitrary variable included. One methodology for expectation is with time arrangement and auto relapse models. In this work, liner expectation technique and approach for computation of forecast coefficient are given and likelihood of blunder for various assessors is determined. The current methods all need in some regard assessing a boundary of some accepted arrangement. In this way, an elective methodology is proposed. The elective methodology is to gauge the restrictive thickness of the irregular variable included. The methodology proposed in this theory includes assessing the (discretized) restrictive thickness utilizing a Markovian definition when two arbitrary factors are genuinely needy, knowing the estimation of one of them allows us to improve gauge of the estimation of the other one. The restrictive thickness is assessed as the proportion of the two dimensional joint thickness to the one-dimensional thickness of irregular variable at whatever point the later is positive. Markov models are utilized in the issues of settling on an arrangement of choices and issue that have an innate transience that comprises of an interaction that unfurls on schedule on schedule. In the nonstop time Markov chain models the time stretches between two successive changes may likewise be a ceaseless irregular variable. The Markovian methodology is especially basic and quick for practically all classes of classes of issues requiring the assessment of contingent densities.

Revisiting Horton Index Using a Conceptual Soil Water Balance Model (개념적인 토양수분수지 모형을 이용한 Horton 지수의 재논의)

  • Choi, Daegyu;Kim, Sangdan
    • KSCE Journal of Civil and Environmental Engineering Research
    • /
    • v.30 no.5B
    • /
    • pp.471-477
    • /
    • 2010
  • In this study, the variability of the Horton index which is ratio of vaporization and wetting water is investigated using a conceptual soil water balance model. From the proposed model, the steady-state soil water probabilistic density function is derived through meteorological and watershed characteristics and then the sensitivity of Horton index to the precipitation occurrence rate and the mean of wet day precipitation is examined. As a result, the inter-annual variability of the Horton index is lower than that of precipitation and they showed the strong negative correlation. It is also shown that although precipitation is not varied, the Horton index can be varied due to the fluctuation of the precipitation occurrence rate and the mean of wet day precipitation. In addition, it is presented that there is a non-linear relationship which has a critical point switching proportional or inverse relationship between the Horton index and two main characteristics of precipitation process.

Safety Evaluation of Subway Tunnel Structures According to Adjacent Excavation (인접굴착공사에 따른 지하철 터널 구조물 안전성 평가)

  • Jung-Youl Choi;Dae-Hui Ahn;Jee-Seung Chung
    • The Journal of the Convergence on Culture Technology
    • /
    • v.10 no.1
    • /
    • pp.559-563
    • /
    • 2024
  • Currently, in Korea, large-scale, deep excavations are being carried out adjacent to structures due to overcrowding in urban areas. for adjacent excavations in urban areas, it is very important to ensure the safety of earth retaining structures and underground structures. accordingly, an automated measurement system is being introduced to manage the safety of subway tunnel structures. however, the utilization of automated measurement system results is very low. existing evaluation techniques rely only on the maximum value of measured data, which can overestimate abnormal behavior. accordingly, in this study, a vast amount of automated measurement data was analyzed using the Gaussian probability density function, a technique that can quantitatively evaluate. highly reliable results were derived by applying probabilistic statistical analysis methods to a vast amount of data. therefore, in this study, the safety evaluation of subway tunnel structures due to adjacent excavation work was performed using a technique that can process a large amount of data.

A Case Study on Quantifying Uncertainties of Geotechnical Random Variables (지반 확률변수의 불확실성 정량화에 관한 사례연구)

  • Han, Sang-Hyun;Yea, Geu-Guwen;Kim, Hong-Yeon
    • The Journal of Engineering Geology
    • /
    • v.22 no.1
    • /
    • pp.15-25
    • /
    • 2012
  • Probabilistic design methods have been used as a design standard in Korea and abroad for achieving reasonable design by considering the statistical uncertainties of soil properties. In this study, the following techniques for reflecting geotechnical uncertainty are analyzed: quantification of the uncertainties of geotechnical random variables, and consideration of economic feasibility in design by minimizing the uncertainties related to the number of samples. To quantify the uncertainties, the techniques were applied to soil properties obtained from samples collected and tested in the field. The results showed an underestimation of the standard deviation by the 3-sigma approach in comparison with calculations using data from the samples. This finding indicates that economical design is possible in terms of probability. However, when compared with the Bayesian approach, which does not consider the number of samples, variability in the 3-sigma approach is underestimated for some variables. This finding also indicates a safety issue, whereas the number of samples based on the Bayesian approach showed the lowest variance. The variance of the probability density function showed a marked decrease with increasing number of samples, to converge at a certain level when the number exceeds 25. Of note, the estimation of values is more reliable for random variables having low variability, such as soil unit weight, and can be obtained with a small number of samples.

Analysis of the Mean and Standard Deviation due to the Change of the Probability Density Function on Tidal Elevation Data (조위의 확률밀도함수 변화에 따른 평균 및 표준편차 분석)

  • Cho, Hong-Yeon;Jeong, Shin-Taek;Lee, Khil-Ha;Kim, Tae-Heon
    • Journal of Korean Society of Coastal and Ocean Engineers
    • /
    • v.22 no.4
    • /
    • pp.279-285
    • /
    • 2010
  • In the process of the probabilistic-based design on the coastal structures, the probability density function (pdf) of tidal elevation data is assumed as the normal distribution function. The pdf shape of tidal elevation data, however, is better-fitted to the double-peak normal distribution function and the equivalent mean and standard deviation (SD) estimation process based on the equivalent normal distribution is required. The equivalent mean and SD (equivalent parameters) are different with the mean and SD (normal parameters) estimated in the condition that the pdf of tidal elevation is normal distribution. In this study, the difference, i.e., estimation error, between equivalent parameters and normal parameters is compared and analysed. The difference is increased as the tidal elevation and its range are increased. The mean and SD differences in the condition of the tidal elevation is ${\pm}400cm$ are above 100 cm and about 80~100 cm, respectively, in Incheon station. Whereas, the mean and SD differences in the condition of the tidal elevation is ${\pm}60cm$ are very small values in the range of 2~4 cm, in Pohang station.

Variation of probability of sonar detection by internal waves in the South Western Sea of Jeju Island (제주 서남부해역에서 내부파에 의한 소나 탐지확률 변화)

  • An, Sangkyum;Park, Jungyong;Choo, Youngmin;Seong, Woojae
    • The Journal of the Acoustical Society of Korea
    • /
    • v.37 no.1
    • /
    • pp.31-38
    • /
    • 2018
  • Based on the measured data in the south western sea of Jeju Island during the SAVEX15(Shallow Water Acoustic Variability EXperiment 2015), the effect of internal waves on the PPD (Predictive Probability of Detection) of a sonar system was analyzed. The southern west sea of Jeju Island has complex flows due to internal waves and USC (Underwater Sound Channel). In this paper, sonar performance is predicted by probabilistic approach. The LFM (Linear Frequency Modulation) and MLS (Maximum Length Sequence) signals of 11 kHz - 31 kHz band of SAVEX15 data were processed to calculate the TL (Transmission Loss) and NL (Noise Level) at a distance of approximately 2.8 km from the source and the receiver. The PDF (Probability Density Function) of TL and NL is convoluted to obtain the PDF of the SE (Signal Excess) and the PPD according to the depth of the source and receiver is calculated. Analysis of the changes in the PPD over time when there are internal waves such as soliton packet and internal tide has confirmed that the PPD value is affected by different aspects.

Clustering of Web Objects with Similar Popularity Trends (유사한 인기도 추세를 갖는 웹 객체들의 클러스터링)

  • Loh, Woong-Kee
    • The KIPS Transactions:PartD
    • /
    • v.15D no.4
    • /
    • pp.485-494
    • /
    • 2008
  • Huge amounts of various web items such as keywords, images, and web pages are being made widely available on the Web. The popularities of such web items continuously change over time, and mining temporal patterns in popularities of web items is an important problem that is useful for several web applications. For example, the temporal patterns in popularities of search keywords help web search enterprises predict future popular keywords, enabling them to make price decisions when marketing search keywords to advertisers. However, presence of millions of web items makes it difficult to scale up previous techniques for this problem. This paper proposes an efficient method for mining temporal patterns in popularities of web items. We treat the popularities of web items as time-series, and propose gapmeasure to quantify the similarity between the popularities of two web items. To reduce the computation overhead for this measure, an efficient method using the Fast Fourier Transform (FFT) is presented. We assume that the popularities of web items are not necessarily following any probabilistic distribution or periodic. For finding clusters of web items with similar popularity trends, we propose to use a density-based clustering algorithm based on the gap measure. Our experiments using the popularity trends of search keywords obtained from the Google Trends web site illustrate the scalability and usefulness of the proposed approach in real-world applications.

Study on Probabilistic Analysis for Fire·Explosion Accidents of LPG Vaporizer with Jet Fire (Jet Fire를 수반한 국내외 LPG 기화기의 화재·폭발사고에 관한 확률론적 분석에 관한 연구)

  • Ko, Jae-Sun
    • Fire Science and Engineering
    • /
    • v.26 no.4
    • /
    • pp.31-41
    • /
    • 2012
  • This study collected 5,100 cases of gas accident occurred in Korea for 14 years from 1995 to 2008, established Database and based on it, analyzed them by detailed forms and reasons. As the result of analyzing the whole city gas accidents with Poisson analysis, the item of "Careless work-Explosion-Pipeline' showed the highest rate of accidents for the next 5 years. And, "Joint Losening and corrosion-Release-Pipeline" showed the lowest rate of accident. In addition, for the result of analyzing only accidents related to LPG vaporizer, "LPG-Vaporizer-Fire" showed the highest rate of accident and "LPG-Vaporizer-Products Faults" showed the lowest rate of accident. Also, as the result of comparing and analyzing foreign LPG accident accompanied by Jet fire, facility's defect which is liquid outflow cut-off device and heat exchanger's defect were analyzed as the main reason causing jet fire, like the case of Korea, but the number of accidents for the next 5 years was the highest in "LPG-Mechanical-Jet fire" and "LPG-Mechanical-Vapor Cloud" showed the highest rate of accidents. By grafting Poisson distribution theory onto gas accident expecting program of the future, it's expected to suggest consistent standard and be used as the scale which can be used in actual field.

Improvement in facies discrimination using multiple seismic attributes for permeability modelling of the Athabasca Oil Sands, Canada (캐나다 Athabasca 오일샌드의 투수도 모델링을 위한 다양한 탄성파 속성들을 이용한 상 구분 향상)

  • Kashihara, Koji;Tsuji, Takashi
    • Geophysics and Geophysical Exploration
    • /
    • v.13 no.1
    • /
    • pp.80-87
    • /
    • 2010
  • This study was conducted to develop a reservoir modelling workflow to reproduce the heterogeneous distribution of effective permeability that impacts on the performance of SAGD (Steam Assisted Gravity Drainage), the in-situ bitumen recovery technique in the Athabasca Oil Sands. Lithologic facies distribution is the main cause of the heterogeneity in bitumen reservoirs in the study area. The target formation consists of sand with mudstone facies in a fluvial-to-estuary channel system, where the mudstone interrupts fluid flow and reduces effective permeability. In this study, the lithologic facies is classified into three classes having different characteristics of effective permeability, depending on the shapes of mudstones. The reservoir modelling workflow of this study consists of two main modules; facies modelling and permeability modelling. The facies modelling provides an identification of the three lithologic facies, using a stochastic approach, which mainly control the effective permeability. The permeability modelling populates mudstone volume fraction first, then transforms it into effective permeability. A series of flow simulations applied to mini-models of the lithologic facies obtains the transformation functions of the mudstone volume fraction into the effective permeability. Seismic data contribute to the facies modelling via providing prior probability of facies, which is incorporated in the facies models by geostatistical techniques. In particular, this study employs a probabilistic neural network utilising multiple seismic attributes in facies prediction that improves the prior probability of facies. The result of using the improved prior probability in facies modelling is compared to the conventional method using a single seismic attribute to demonstrate the improvement in the facies discrimination. Using P-wave velocity in combination with density in the multiple seismic attributes is the essence of the improved facies discrimination. This paper also discusses sand matrix porosity that makes P-wave velocity differ between the different facies in the study area, where the sand matrix porosity is uniquely evaluated using log-derived porosity, P-wave velocity and photographically-predicted mudstone volume.

Improvement of Hydrologic Dam Risk Analysis Model Considering Uncertainty of Hydrologic Analysis Process (수문해석과정의 불확실성을 고려한 수문학적 댐 위험도 해석 기법 개선)

  • Na, Bong-Kil;Kim, Jin-Young;Kwon, Hyun-Han;Lim, Jeong-Yeul
    • Journal of Korea Water Resources Association
    • /
    • v.47 no.10
    • /
    • pp.853-865
    • /
    • 2014
  • Hydrologic dam risk analysis depends on complex hydrologic analyses in that probabilistic relationship need to be established to quantify various uncertainties associated modeling process and inputs. However, the systematic approaches to uncertainty analysis for hydrologic risk analysis have not been addressed yet. In this paper, two major innovations are introduced to address this situation. The first is the use of a Hierarchical Bayesian model based regional frequency analysis to better convey uncertainties associated with the parameters of probability density function to the dam risk analysis. The second is the use of Bayesian model coupled HEC-1 rainfall-runoff model to estimate posterior distributions of the model parameters. A reservoir routing analysis with the existing operation rule was performed to convert the inflow scenarios into water surface level scenarios. Performance functions for dam risk model was finally employed to estimate hydrologic dam risk analysis. An application to the Dam in South Korea illustrates how the proposed approach can lead to potentially reliable estimates of dam safety, and an assessment of their sensitivity to the initial water surface level.