• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2007년도 학술발표회 논문집
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• pp.1798-1802
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• 2007

The practice of business estimate flood discharge by rainfall-flow relation that is easy collection of observation data. The important factor is rainfall, coefficient of runoff, and drainage area for analysis of runoff-flow relation.The practice of business usually use probability rainfall that use a weighted average value after each observation post estimate probability of non-same time. It has more error than same time probability rainfall, and it can excess of estimation because it can't consider space distribution of rainfall.The study of result showed similar aspect with existing ARF but width of coefficient become smaller. And the comparison of peak flow did not different what used by ARF and same time probability rainfall(A group). But non-same time probability rainfall is bigger 25% more than another(B group). Between A group and B group of the difference increased with the lapse of time.

• 산업기술연구
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• 제27권A호
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• pp.95-102
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• 2007

The practice of business estimate flood discharge by rainfall-flow relation that is easy collection of observation data. The important factor is rainfall, coefficient of runoff, and drainage area for analysis of runoff-flow relation. The practice of business usually use probability rainfall that use a weighted average value after each observation post estimate probability of non-same time. It has more error than same time probability rainfall, and it can excess of estimation because it can't consider space distribution of rainfall. The study of result showed similar aspect with existing ARF but width of coefficient become smaller. And the comparison of peak flow did not different what used by ARF and same time probability rainfall(A group). But non-same time probability rainfall is bigger 25% more than another(B group). Between A group and B group of the difference increased with the lapse of time.

• Smart Structures and Systems
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• 제2권4호
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• pp.313-320
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• 2006

The reliability analysis of structures subjected to stochastic loading involves evaluation of time and probability of the system's residence in a reference domain. In this paper, we derive an asymptotic estimate of exit time for multi-degrees-of-freedom structural systems. The system's dynamics is governed by the Lagrangian equations with linear dissipation and fast additive noise. The logarithmic asymptotic of exit time is found explicitly as a sum of two terms dependent on kinetic and potential energy of the system, respectively. As an example, we estimate exit time and an associated structural performance for a rocking structure.

• 한국국방경영분석학회지
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• 제28권2호
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• pp.56-69
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• 2002

A technique of finding both probability density and distribution function for interkilling times is considered and demonstrated. An important result is that any arbitrary interfiring time random variables fit to this study, The interfiring renewal density function given a certain interfiring probability density function can be applied to obtain the corresponding interkilling renewal density function which helps us to estimate the expected number of killing events in a time period. The numerical inversion of Laplace transformation makes these possible and the results appear to be excellent. In case of ammunition supply is limited, an alternative way of getting the probability density function of time to the killing is investigated. The convolution technique may give us a means of settling for this new problem.

• 응용통계연구
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• 제7권2호
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• pp.21-34
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• 1994

본 논문에서 대기체계 M/M/1에서 평균 도착시간간격 $\theta$에 대한, 평형상태에서 평균시스템시간 (Steady State Mean System Time) W의 민감도 $dW/d\theta$를 표본통로(Sample Path)를 관찰하므로서 얻을 수 있는 방안을 제시하였으며, 평형상태에서 시스템 내에 고객이 k명 있을 확률, 즉 극한 확률(Limiting Probability) $P_k$의 민감도 $dP_k/d\theta$에 대해서도 유사한 결과를 얻었다. 또한 두 경우 모두 민감도의 추정값이 IPA(Infinitesimal Perturbation Analysis) 추정값과 그 이외의 요인에 의한 값의 합으로 명확히 표시됨을 보임으로서 IPA 추정값이 일반적으로 적용될 수 없음을 확인하였다.

• ETRI Journal
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• 제41권5호
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• pp.658-669
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• 2019

For dual-channel time-frequency (TF) overlapped signals with low sparsity in underdetermined blind source separation (UBSS), this paper proposes an effective method based on interval probability to estimate and expand the types of mixing matrices. First, the detection of TF single-source points (TF-SSP) is used to improve the TF sparsity of each source. For more distinguishability, as the ratios of the coefficients from different columns of the mixing matrix are close, a local peak-detection mechanism based on interval probability (LPIP) is proposed. LPIP utilizes uniform subintervals to optimize and classify the TF coefficient ratios of the detected TF-SSP effectively in the case of a high level of TF overlap among sources and reduces the TF interference points and redundant signal features greatly to enhance the estimation accuracy. The simulation results show that under both noiseless and noisy cases, the proposed method performs better than the selected mainstream traditional methods, has good robustness, and has low algorithm complexity.

• Communications for Statistical Applications and Methods
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• 제16권3호
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• pp.487-493
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• 2009

We consider a multiple defaultable zero coupon bond. Assuming defaults occur according to a marked point process, we explain how to estimate the time-t discounted price of zero coupon bond by simulation. For the special case of a given specific random face value, we show that the real probability measure is the risk neutral probability measure. In this case the time-t discounted conditional price can be obtained by observing a single sample path upto the time t in the real world. Furthermore the time-t discounted price can be estimated by observing real situations or by simulation under the real probability measure.

• 터널과지하공간
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• 제12권3호
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• pp.189-197
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• 2002

최근 들어 확률론적 해석 방법이 암반사면공학에서 많이 사용되고 있으며 이는 불연속면과 암반의 지질학적 및 지반공학적 특성에 불확실성이 포함되며 이러한 불확실성에 의해 해석결과에 영향을 미치고 있기 때문이다. 암반사면의 안정성 해석에서 주로 사용되고 있는 전통적인 결정론적인 해석에서는 이러한 불확실성을 해석에 고려하기 어려운 반면 확률론적 해석에서는 불확실성을 수량화하여 해석에 고려할 수 있다는 장점을 가지고 있다. 이러한 확률론적 해석방법으로는 몬테카를로 방법이 주로 사용되고 있으나 방법은 파괴확률을 획득하기 위하여 많은 반복된 계산이 요구되며 따라서 많은 시간과 노력이 필요하다는 단점을 가지고 이다. 반면 본 연구에서 제안된 점추정법은 확률변수의 통계적 파라미터, 즉, 평균과 표준편차만을 이용하여 단순한 계산을 통해 파괴확률을 구할 수 있는 장점을 가지고 있다. 따라서 본 연구에서는 점추정법을 이용하여 평면파괴의 파괴확률을 산정하였으며 이를 몬테카를로 방법과 비교해 보았다.

• 대한수학회논문집
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• 제23권2호
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• pp.285-294
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• 2008

A new Monte Carlo method is presented to compute the prices of barrier options on stocks. The key idea of the new method is to use an exit probability and uniformly distributed random numbers in order to efficiently estimate the first hitting time of barriers. It is numerically shown that the first hitting time error of the new Monte Carlo method decreases much faster than that of standard Monte Carlo methods.

• Journal of Positioning, Navigation, and Timing
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• 제9권1호
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• pp.23-31
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• 2020

It is essential to estimate the vehicle localization for an autonomous safety driving. In particular, since LIDAR provides precise scan data, many studies carried out to estimate the vehicle localization using LIDAR and pre-generated map. The road marking always exists on the road because of provides driving information. Therefore, it is often used for map information. In this paper, we propose to generate the Gaussian mixture map based on road-marking information and localization method using this map. Generally, the probability distributions map stores the single Gaussian distribution for each grid. However, single resolution probability distributions map cannot express complex shapes when grid resolution is large. In addition, when grid resolution is small, map size is bigger and process time is longer. Therefore, it is difficult to apply the road marking. On the other hand, Gaussian mixture distribution can effectively express the road marking by several probability distributions. In this paper, we generate Gaussian mixture map and perform vehicle localization using Gaussian mixture map. Localization performance is analyzed through the experimental result.