• 응용통계연구
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• 제16권1호
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• pp.141-150
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• 2003

본 논문은 베이즈인자(Bayes factor)를 이용하여 정상(stationary) AR(1)모형의 자기회귀계수에 대해 다중검정하는 방법을 제시한다. 모수들에 대한 사전분포로는 무정보 사전분포(noninformative prior distribution)를 가정한다. 이러한 경우에 통상적으로 사용되는 베이즈인자를 근사없이 정확히 계산하여 각 모형에 대한 사후확률(posterior probability)을 얻는다. 최종적으로 모의실험 자료 및 실제 자료에 적용하여 이론의 결과가 잘 부합되는지를 검토한다.

• Communications for Statistical Applications and Methods
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• 제9권1호
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• pp.129-139
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• 2002

Default Bayesian method for detecting the changes in sequences of independent exponential random variates and independent Poisson random variates is considered. Noninformative priors are assumed for all the parameters in both of change models. Default Bayes factors, AIBF, MIBF, FBF, to check whether there is any change or not on each sequence and the posterior probability densities of change at each time point are derived. Theoretical results discussed in this paper are applied to some numerical data.

• Structural Engineering and Mechanics
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• 제81권5호
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• pp.565-574
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• 2022

The infrastructures such as offshore, bridges, power plant, oil and gas piping and aircraft operate in a harsh environment during their service life. Structural integrity of engineering components used in these industries is paramount for the reliability and economics of operation. Two regression models based on the concept of Gaussian process regression (GPR) and Minimax probability machine regression (MPMR) were developed to predict stress intensity factor range (𝚫K). Both GPR and MPMR are in the frame work of probability distribution. Models were developed by using the fatigue crack growth data in MATLAB by appropriately modifying the tools. Fatigue crack growth experiments were carried out on Eccentrically-loaded Single Edge notch Tension (ESE(T)) specimens made of API 5L X65 Grade steel in inert and corrosive environments (2.0% and 3.5% NaCl). The experiments were carried out under constant amplitude cyclic loading with a stress ratio of 0.1 and 5.0 Hz frequency (inert environment), 0.5 Hz frequency (corrosive environment). Crack growth rate (da/dN) and stress intensity factor range (𝚫K) values were evaluated at incremental values of loading cycle and crack length. About 70 to 75% of the data has been used for training and the remaining for validation of the models. It is observed that the predicted SIF range is in good agreement with the corresponding experimental observations. Further, the performance of the models was assessed with several statistical parameters, namely, Root Mean Square Error (RMSE), Mean Absolute Error (MAE), Coefficient of Efficiency (E), Root Mean Square Error to Observation's Standard Deviation Ratio (RSR), Normalized Mean Bias Error (NMBE), Performance Index (ρ) and Variance Account Factor (VAF).

• 한국농공학회논문집
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• 제55권3호
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• pp.105-111
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• 2013

Probability distribution of microbes in wastewater is a crucial factor to be determined for microbial risk assessment associated with its reuse. The objective of this study was to investigate probability distribution of an indicator microorganism in wastewater. Daily total coliform counts measured from nationwide wastewater treatment plants in 2010 by the Ministry of Environment were used for statistical analysis. Basic statistics and probability distributions were estimated in the three different spatial scales using the MS Excel software and FARD2006 model. Overall, wastewater from manure and livestock treatment plants demonstrated greater median coliform counts than from sewage and village treatment plants. Generalized logistic (GLO) and 2-parameter Weibull (WBU2) appeared to be the two probability distributions that fitted best for total coliform numbers in wastewater. The study results of microbial statistics and probability distributions would provide useful data for quantitative assessment of microbial risk from agricultural wastewater reuse.

• 한국터널지하공간학회 논문집
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• 제10권4호
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• pp.349-360
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• 2008

본 논문에서는 탄소성 유한요소해석 알고리즘과 연계한 확률장 생성기법과 근접터널 조건에서의 파괴확률을 분석하였다. 유한요소 해석을 위한 이산 확률장의 생성은 빠르고 정확하며 랜덤변수의 해상도를 자유롭게 조절할 수 있는 local average subdivision 기법을 사용하였으며 터널모델링을 위해 유한요소 크기와 형상 변화 등을 적절히 고려하여 지반물성치를 적용하는 방안을 제안하였다. 예제해석 조건에 대해 강도정수의 분산정도 및 공간상관길이에 따른 파괴확률을 파악하였으며 결정론적 안정성 해석결과 및 단일랜덤변수 해석결과와 비교하였다. 강도정수의 분산특성에 따라 강도감소기법에 의한 안전율과 단일랜덤변수 해석에 의한 파괴확률의 관계를 규명하였으며 확률유한요소 해석을 통해 공간상관길이가 파괴확률에 미치는 영향을 분석하였다. 이를 통해 강도감소기법에 의한 안전율과 분산계수로부터 단일랜덤변수에 의한 파괴확률을 도출할 수 있었으며 단일랜덤변수 해석결과가 근접터널의 실제적인 파괴확률을 과소평가 할 수 있음을 파악하였다.

• Wind and Structures
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• 제37권3호
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• pp.211-227
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• 2023

To investigate the non-Gaussian feature of fluctuating wind pressures on rectangular high-rise buildings, wind tunnel tests were conducted on scale models with side ratios ranging from 1/9~9 in an open exposure for various wind directions. The high-order statistical moments, time histories, probability density distributions, and peak factors of pressure fluctuations are analyzed. The mixed normal-Weibull distribution, Gumbel-Weibull distribution, and lognormal-Weibull distribution are adopted to fit the probability density distribution of different non-Gaussian wind pressures. Zones of Gaussian and non-Gaussian are classified for rectangular buildings with various side ratios. The results indicate that on the side wall, the non-Gaussian wind pressures are related to the distance from the leading edge. Apart from the non-Gaussianity in the separated flow regions noted by some literature, wind pressures behind the area where reattachment happens present non-Gaussian nature as well. There is a new probability density distribution type of non-Gaussian wind pressure which has both long positive and negative tail found behind the reattachment regions. The correlation coefficient of wind pressures is proved to reflect the non-Gaussianity and a new method to estimate the mean reattachment length of rectangular high-rise building side wall is proposed by evaluating the correlation coefficient. For rectangular high-rise buildings, the mean reattachment length calculated by the correlation coefficient method along the height changes in a parabolic shape. Distributions of Gaussian and non-Gaussian wind pressures vary with side ratios. It is inappropriate to estimate the extreme loads of wind pressures using a fixed peak factor. The trend of the peak factor with side ratios on different walls is given.

• 대한기계학회논문집A
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• 제38권6호
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• pp.669-676
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• 2014

국내 승용차용 삼원촉매담체의 경우 배기가스 변환 효율이나 압력 강하 등은 엔진 효율 측면에서 만족되고 있지만 열적 내구성은 요구 내구 수명을 만족시키지 못하여 차량정비현장에서 상당한 파손사고가 발견되고 있다. 본 논문에서는 이러한 현상의 원인을 밝히기 위하여 국내 승용차용 삼원촉매담체에서 발생되는 열응력을 온도측정자료와 단순한 열응력 모델을 이용하여 구하였으며 열피로 성능은 확정론적 강도가 아닌 확률과 크기 및 피로 인자를 고려한 확률론적 설계 강도로 평가함으로서 확정론적 설계 강도에 의한 열피로 성능 평가 방법을 극복하였다.

• 한국시뮬레이션학회논문지
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• 제24권4호
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• pp.23-28
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• 2015

탐지 분야는 전장에 영향을 미치는 요인들 중 중요한 부분이다. 기본적으로 레이더는 정해진 방향으로 탐지를 수행하기 위해 전파를 방출한다. 그러나 기존의 레이더들 대부분이 돌아온 전파를 이용해 신호처리 과정에 의해 표적을 확인할 때, 환경 감쇠 요소는 반영되지 않는다. 이러한 전자파를 이용하는 레이더는 환경적 조건에 의한 감쇠요인에 따라 탐지 결과가 달라질 수 있는 가능성을 가지고 있어, 실제 전장에서 작전상 문제가 발생할 수도 있다. 그렇기 때문에, 이 논문에서는 전파가 돌아올때, 기존의 레이더 방정식에 환경 감쇠 요인을 반영하여 더 정확한 표적을 확인하기 위한 시도를 해보고자 한다.

• 한국세라믹학회지
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• 제36권10호
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• pp.1069-1074
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• 1999

• 경영과학
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• 제27권1호
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• pp.75-90
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• 2010

In this paper, we proposed new solution procedure of the air defense missile allocation problem. In order to find the optimal location of missile, we formulated a simple mathematical model maximizing the kill probability of enemy air threat including aircraft and missile. To find the Kill probability, we developed a new procedure using actual experimental data in the mathematical model. Actual experimental data mean real characteristic factor, which was acquired when the missile had been developed through missile fire experiment. The result of this study can offer practical solution for missile allocation and the methodology in this study can be used to the decision making for the optimal military facility allocation.