• 제목/요약/키워드: Probability Density function

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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
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    • 제47권10호
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    • pp.853-865
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    • 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.

Analytical Determination of Optimal Transit Stop Spacing (최적 정류장 간격의 해석적 연구)

  • Park, Jun-Sik;Go, Seung-Yeong;Lee, Cheong-Won;Kim, Jeom-San
    • Journal of Korean Society of Transportation
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    • 제25권3호
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    • pp.145-154
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    • 2007
  • Determining stop spacing is a very important process in transit system planning. This study is involved in an analytical approach to decide the transit stop spacing. Transit stop spacing should be longer as 1) user access speed, 2) user travel time, and 3) dwell time increase, and shorter as 1) passengers (boardings and alightings) and 2) headway increase. In this study, a methodology is proposed to determine transit stop spacing to minimize total cost (user cost plus operator cost) with irregular passenger distribution (boardings and alightings) Without considering in-vehicle passengers, the transit stop spacing should be shorter in the concentrated sections of the passenger distribution than in others to minimize total cost. Through the conceptual analysis, it is verified that the transit stop spacing could be longer as the in-vehicle passengers increase in certain sections. This study proposes a simple practical method to determine transit stop spacing and locations instead of a dynamic programming method which generally includes a complex and difficult calculation. If the space axis is changed to a time axis. the methodology of this study could be expanded to analyze a solution for the transit service (or headway) schedule problem.

Determining Transit Vehicle Dispatching Time (최적 배차시각 설정에 관한 해석적 연구)

  • Park, Jun-Sik;Go, Seung-Yeong;Kim, Jeom-San;Gwon, Yong-Seok
    • Journal of Korean Society of Transportation
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    • 제25권3호
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    • pp.137-144
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    • 2007
  • This study involves an analytical approach to determine transit dispatching schedules (headways) Determining a time schedule is an important process in transit system planning. In general, the transit headway should be shorter during the peak hour than at non-peak hours for demand-responsive service. It allows passengers to minimize their waiting time under inelastic, fixed demand conditions. The transit headway should be longer as operating costs increase, and shorter as demand and waiting time increase. Optimal headway depends on the amount of ridership. and each individual vehicle dispatching time depends on the distribution of the ridership. This study provides a theoretical foundation for the dispatching scheme consistent with common sense. Previous research suggested a dispatching scheme with even headway. However, according to this research, that is valid for a specific case when the demand pattern is uniform. This study is a general analysis expanding that previous research. This study suggests an easy method to set a time table without a complex and difficult calculation. Further. if the time axis is changed to the space axis instead, this study could be expanded to address the spacing problems of some facilities such as roads. stations, routes and others.

A Short-Term Traffic Information Prediction Model Using Bayesian Network (베이지안 네트워크를 이용한 단기 교통정보 예측모델)

  • Yu, Young-Jung;Cho, Mi-Gyung
    • Journal of the Korea Institute of Information and Communication Engineering
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    • 제13권4호
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    • pp.765-773
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    • 2009
  • Currently Telematics traffic information services have been various because we can collect real-time traffic information through Intelligent Transport System. In this paper, we proposed and implemented a short-term traffic information prediction model for giving to guarantee the traffic information with high quality in the near future. A Short-term prediction model is for forecasting traffic flows of each segment in the near future. Our prediction model gives an average speed on the each segment from 5 minutes later to 60 minutes later. We designed a Bayesian network for each segment with some casual nodes which makes an impact to the road situation in the future and found out its joint probability density function on the supposition of GMM(Gaussian Mixture Model) using EM(Expectation Maximization) algorithm with training real-time traffic data. To validate the precision of our prediction model we had conducted various experiments with real-time traffic data and computed RMSE(Root Mean Square Error) between a real speed and its prediction speed. As the result, our model gave 4.5, 4.8, 5.2 as an average value of RMSE about 10, 30, 60 minutes later, respectively.

Accuracy Assessment of Unsupervised Change Detection Using Automated Threshold Selection Algorithms and KOMPSAT-3A (자동 임계값 추출 알고리즘과 KOMPSAT-3A를 활용한 무감독 변화탐지의 정확도 평가)

  • Lee, Seung-Min;Jeong, Jong-Chul
    • Korean Journal of Remote Sensing
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    • 제36권5_2호
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    • pp.975-988
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    • 2020
  • Change detection is the process of identifying changes by observing the multi-temporal images at different times, and it is an important technique in remote sensing using satellite images. Among the change detection methods, the unsupervised change detection technique has the advantage of extracting rapidly the change area as a binary image. However, it is difficult to understand the changing pattern of land cover in binary images. This study used grid points generated from seamless digital map to evaluate the satellite image change detection results. The land cover change results were extracted using multi-temporal KOMPSAT-3A (K3A) data taken by Gimje Free Trade Zone and change detection algorithm used Spectral Angle Mapper (SAM). Change detection results were presented as binary images using the methods Otsu, Kittler, Kapur, and Tsai among the automated threshold selection algorithms. To consider the seasonal change of vegetation in the change detection process, we used the threshold of Differenced Normalized Difference Vegetation Index (dNDVI) through the probability density function. The experimental results showed the accuracy of the Otsu and Kapur was the highest at 58.16%, and the accuracy improved to 85.47% when the seasonal effects were removed through dNDVI. The algorithm generated based on this research is considered to be an effective method for accuracy assessment and identifying changes pattern when applied to unsupervised change detection.

Numerical studies on approximate option prices (근사적 옵션 가격의 수치적 비교)

  • Yoon, Jeongyoen;Seung, Jisu;Song, Seongjoo
    • The Korean Journal of Applied Statistics
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    • 제30권2호
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    • pp.243-257
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    • 2017
  • In this paper, we compare several methods to approximate option prices: Edgeworth expansion, A-type and C-type Gram-Charlier expansions, a method using normal inverse gaussian (NIG) distribution, and an asymptotic method using nonlinear regression. We used two different types of approximation. The first (called the RNM method) approximates the risk neutral probability density function of the log return of the underlying asset and computes the option price. The second (called the OPTIM method) finds the approximate option pricing formula and then estimates parameters to compute the option price. For simulation experiments, we generated underlying asset data from the Heston model and NIG model, a well-known stochastic volatility model and a well-known Levy model, respectively. We also applied the above approximating methods to the KOSPI200 call option price as a real data application. We then found that the OPTIM method shows better performance on average than the RNM method. Among the OPTIM, A-type Gram-Charlier expansion and the asymptotic method that uses nonlinear regression showed relatively better performance; in addition, among RNM, the method of using NIG distribution was relatively better than others.

Non-stationary Rainfall Frequency Analysis Based on Residual Analysis (잔차시계열 분석을 통한 비정상성 강우빈도해석)

  • Jang, Sun-Woo;Seo, Lynn;Kim, Tae-Woong;Ahn, Jae-Hyun
    • KSCE Journal of Civil and Environmental Engineering Research
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    • 제31권5B호
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    • pp.449-457
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    • 2011
  • Recently, increasing heavy rainfalls due to climate change and/or variability result in hydro-climatic disasters being accelerated. To cope with the extreme rainfall events in the future, hydrologic frequency analysis is usually used to estimate design rainfalls in a design target year. The rainfall data series applied to the hydrologic frequency analysis is assumed to be stationary. However, recent observations indicate that the data series might not preserve the statistical properties of rainfall in the future. This study incorporated the residual analysis and the hydrologic frequency analysis to estimate design rainfalls in a design target year considering the non-stationarity of rainfall. The residual time series were generated using a linear regression line constructed from the observations. After finding the proper probability density function for the residuals, considering the increasing or decreasing trend, rainfalls quantiles were estimated corresponding to specific design return periods in a design target year. The results from applying the method to 14 gauging stations indicate that the proposed method provides appropriate design rainfalls and reduces the prediction errors compared with the conventional rainfall frequency analysis which assumes that the rainfall data are stationary.

Studies on the Structural Design of Biological Production Facility I. Frequency Analysis of Weather Data for Design Load Estimation (생물생산시설의 구조설계에 관한 연구 I. 설계하중 산정을 위한 기상자료 빈도분석)

  • 김문기;손정익;남상운;이동근;이석재
    • Journal of Bio-Environment Control
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    • 제1권1호
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    • pp.1-13
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    • 1992
  • This study was attemped to provide some fundamental data for the safety structural design of biological production facility. Wind speed and snow depth according to recurrence intervals for design load estimation were calculated by frequency analysis using the weather data of 60 stations in Korea. The following results were obtained : 1. Type-I extremal distribution was selected for the probability density function of yearly maximum wind speed and snow depth and result of Chi-square goodness of fit showed highly significance at most regions. 2. Design frequency factors for given number of samples and recurrence intervals were calculated, and also design wind speed and snow depth as shown in Table 5-Table 6 and Fig.3-Fig.4 were derived. 3. About 46.4% of the winds having maximum wind speed at every station was analyzed to be same direction, and the consideration of this fact may improve the structural safety. 4. Considering wind speed and snow depth, protected cultivation is very difficult in Ullungdo and the Youngdong districts, and strong structural design is needed in the Chungnam and Junbuk west seaside against snow depth and the west-south seaside against wind speed in Korea.

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Fiber Distribution Characteristics and Flexural Performance of Extruded ECC Panel (압출성형 ECC 패널의 섬유분포 특성과 휨 성능)

  • Lee, Bang-Yeon;Han, Byung-Chan;Cho, Chang-Geun;Kwon, Young-Jin;Kim, Yun-Yong
    • Journal of the Korea Concrete Institute
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    • 제21권5호
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    • pp.573-580
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    • 2009
  • This paper presents the mix composition, production method, and curing condition applied to the extruded ECC(Engineered Cementitious Composite) panel which are able to exhibit multiple cracking and potential pseudo strain-hardening behavior. In addition to the production technique of extruded ECC panel, the effect of fiber distribution characteristics, which are uniquely created by applying extrusion process, on the flexural behavior of the panel is also focussed. In order to demonstrate fiber distribution, a series of experiments and analyses, including image processing/analysis and micro-mechanical analysis, was performed. The optimum mix composition of extruded ECC panel was determined in terms of water matrix ratio, the amount of cement, ECC powder, and silica powder. It was found that flexural behavior of extruded ECC panel was highly affected by the slight difference in mix composition of ECC panel. This is mainly because the difference in mix composition results in the change of micro-mechanical properties as well as fiber distribution characteristics, represented by fiber dispersion and orientation. In terms of the average fiber orientation, the fiber distribution was found to be similar to the assumption of two dimensional random distribution, irrespective of mix composition. In contrast, the probability density function for fiber orientation was measured to be quite different depending on the mix composition.

An Adaptive Signal Transmission/Reception Scheme for Spectral Efficiency Improvement of Multiple Antenna Systems in Cellular Environments (셀룰러 환경에서 다중 안테나 시스템의 전송 효율 증대를 위한 적응적 송수신 방안)

  • Jin, Gwy-Un;Kim, Seong-Min;Chang, Jae-Won;Sung, Won-Jin
    • The Journal of Korean Institute of Communications and Information Sciences
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    • 제33권6C호
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    • pp.429-437
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    • 2008
  • Multiple-input multiple-output (MIMO) techniques can be used for the spectral efficiency enhancement of the cellular systems, which can be categorized into spatial multiplexing (SM) and spatial diversity schemes. MIMO systems suffer a severe performance degradation due to the intercell interference from the adjacent cells as the mobile terminal moves toward the cell boundary. Therefore for the spectral efficiency enhancement, an appropriate transmission scheme for the given channel environment and reception scheme which can mitigate the intercell interference are required. In this paper, we propose an adaptive signal transmission/reception scheme for the spectral efficiency improvement of $M_R{\times}M_T$ MIMO systems, present the decision criteria for the adaptive operation of the proposed scheme, and demonstrate the performance gain. The proposed scheme performs adaptive transmission using spatial multiplexing and spatial diversity, and adaptive reception using maximal ratio combining (MRC) and intercell spatial demultiplexing (ISD) when the spatial diversity transmission is used at the transmitter. Spatial multiplexing/demultiplexing is performed at the high signal-to-interference ratio (SIR) range, and the transmit diversity in conjunction with the adaptive reception uses either conventional MRC or ISD which can mitigate the $M_R-1$ interference signals, based on the mobile location. For the performance evaluation of the proposed adaptive scheme, the probability density function (pdf) of the effective SIR for the transmission/reception methods in consideration are derived for $M_R{\times}M_T$ MIMO systems. Using the results, the average effective SIR and spectral efficiency are presented and compared with simulation results.