• 제목/요약/키워드: Probability density estimate

검색결과 136건 처리시간 0.025초

프로젝트 네트워크에서 사업완성시간의 적률 추정 (Estimating the Moments of the Project Completion Time in Project Networks)

  • 조재균
    • 한국산업정보학회논문지
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    • 제22권1호
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    • pp.61-67
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    • 2017
  • 프로젝트 네트워크 분석에서 사업완성시간의 분포를 추정하는 것은 매우 기본적이다. 본 논문에서는 활동시간이 상호 독립적이고 정규분포를 따른다는 가정 하에서 사업완성시간의 적률(평균, 분산, 왜도, 첨도)을 추정하기 위한 방법을 제안한다. 제안된 방법은 연속형의 활동시간 분포를 이산형 분포로 근사화하기 위한 이산화 기법과 난수발생을 이용한다. 제안된 방법은 대규모 네트워크에 대해서도 쉽게 적용 가능하며, 그리고 제안된 방법에 의한 결과는 몬테칼로 시뮬레이션에 의해 얻어진 결과와 비교할 때 매우 정확함을 보여준다.

다사건 시계열 자료 분석을 위한 베이지안 기반의 통계적 접근의 응용 (A Bayesian Approach for the Analysis of Times to Multiple Events : An Application on Healthcare Data)

  • 석준희;강영선
    • 한국경영과학회지
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    • 제39권4호
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    • pp.51-69
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    • 2014
  • Times to multiple events (TMEs) are a major data type in large-scale business and medical data. Despite its importance, the analysis of TME data has not been well studied because of the analysis difficulty from censoring of observation. To address this difficulty, we have developed a Bayesian-based multivariate survival analysis method, which can successfully estimate the joint probability density of survival times. In this work, we extended this method for the analysis of precedence, dependency and causality among multiple events. We applied this method to the electronic health records of 2,111 patients in a children's hospital in the US and the proposed analysis successfully shows the relation between times to two types of hospital visits for different medical issues. The overall result implies the usefulness of the multivariate survival analysis method in large-scale big data in a variety of areas including marketing, human resources, and e-commerce. Lastly, we suggest our future research directions based multivariate survival analysis method.

BLUE-Based Channel Estimation Technique for Amplify and Forward Wireless Relay Networks

  • PremKumar, M.;SenthilKumaran, V.N.;Thiruvengadam, S.J.
    • ETRI Journal
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    • 제34권4호
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    • pp.511-517
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    • 2012
  • The best linear unbiased estimator (BLUE) is most suitable for practical application and can be determined with knowledge of only the first and second moments of the probability density function. Although the BLUE is an existing algorithm, it is still largely unexplored and has not yet been applied to channel estimation in amplify and forward (AF)-based wireless relay networks (WRNs). In this paper, a BLUE-based algorithm is proposed to estimate the overall channel impulse response between the source and destination of AF strategy-based WRNs. Theoretical mean square error (MSE) performance for the BLUE is derived to show the accuracy of the proposed channel estimation algorithm. In addition, the Cram$\acute{e}$r-Rao lower bound (CRLB) is derived to validate the MSE performance. The proposed BLUE channel estimation algorithm approaches the CRLB as the length of the training sequence and number of relays increases. Further, the BLUE performs better than the linear minimum MSE estimator due to the minimum variance characteristic exhibited by the BLUE, which happens to be a function of signal-to-noise ratio.

다변수 그램-샬리어 급수 A형을 이용한 고조파 페이서 전압의 확률적 예측 계산 (Stochastic Estimation of Phasor Voltage of Harmonics Using Multivariate Gram-Charlier Type A Series)

  • 김태현;박인규;박종근;강영석
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 1987년도 정기총회 및 창립40주년기념 학술대회 학회본부
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    • pp.469-473
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    • 1987
  • This paper presents a method to estimate p.d.f.(probability density function) of harmonic phasor voltage. Because the quantity of harmonics is not fixed, stochastic analysis of harmonics is needed. Because it is impossible to obtain p.d.f. of voltage from p.d.f. of current directly, the moments of voltage and current are used. Firstly, the moments of current is calculated from p.d.f. of current. Secondly, the moments of voltage are calculated from the moments of current using the linearity of the moments. Finally, p.d.f. of voltage is estimated from the moments of voltage using Gram-Charlier Type A Series. [1] The moments of the p.d.f. obtained by the series and of the true p.d.f. is same up to given finite moments. Because current and voltage of harmonics are represented as not instantaneous values but phasors, the estimated value can be compared with the measured value and harmonic phasor voltage can be analyzed when the p.d.f. of phase is nonuniform as well as uniform.

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송신 상관된 레일리 채널에서 프리코더를 갖는 MIMO MMSE 수신기의 성능 분석 (Performance Analysis of Precoded MIMO MMSE Receivers in Transmit-Correlated Rayleigh Channels)

  • 김원섭
    • 한국통신학회논문지
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    • 제38A권7호
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    • pp.552-559
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    • 2013
  • 이 논문에서는 송신 상관된 레일리 페이딩 채널에서 프리코더를 갖는 다중 입출력 안테나 시스템이 고려된다. 특히 최소평균제곱오차 수신기를 적용한 다중 입출력 안테나 시스템을 대상으로 한다. 임의 행렬 이론에 기초하여, 신호 대 간섭 및 잡음비의 확률 밀도 함수를 유도하기 위한 정확하고 일반화된 식을 유도한다. 그리하여 적은 수의 송신 및 수신 안테나에 대하여 정확한 폐쇄형 신호 대 간섭 및 잡음비의 확률 밀도 함수 식을 제안한다. 또한, 신호 대 간섭 및 잡음비의 확률 밀도 함수 식에 기초하여 폐쇄형 심볼 오류율 근사식을 제안한다. 제안하는 심볼오류율 분석결과는 오류 확률을 정확하게 예측하거나, 시스템 디자인을 위한 유용한 툴로서 사용될 수 있을 것으로 예상된다.

Forcing a Closer Fit in the Lower Tails of a Distribution for Better Estimating Extremely Small Percentiles of Strengths

  • Guess, Frank-M.;Leon, Ramon-V.;Chen, Weiwei;Young, Timothy-M.
    • International Journal of Reliability and Applications
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    • 제5권4호
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    • pp.129-145
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    • 2004
  • We use a novel, forced censoring technique that closer fits the lower tails of strenth distributions to better estimate extremly smaller percentiles for measuring progress in continuous improvement initiatives. These percentiles are of greater interest for companies, government oversight organizations, and consumers concerned with safely and preventing accidents for many products in general, but specifically for medium density fiberboard (MDF). The international industrial standard for MDF for measuring highest quality is internal bond (IB, also called tensile strengh) and its smaller percentiles are crucial, especially the first percentile and lower ones. We induce censoring at a value just above the median to weight lower observations more. Using this approach, we have better fits in the lower tails of the distribution, where these samller percentiles are impacted most. Finally, bootstrap estimates of the small percentiles are used to demonstrate improved intervals by our forced censoring approach and the fitted model. There was evidence from the study to suggest that MDF has potentially different failure modes for early failures. Overall, our approach is parsimonious and is suitable for real time manufacturing settings. The approach works for either strengths distributions or lifetime distributions.

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랜덤 심볼을 사용한 최대 코렌트로피 기준의 블라인드 등화 (Blind Equalization based on Maximum Cross-Correntropy Criterion using a Set of Randomly Generated Symbol)

  • 김남용;강성진;홍대기
    • 한국통신학회논문지
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    • 제35권1C호
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    • pp.33-39
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    • 2010
  • 코렌트로피는 일반화된 상관함수로서 확률밀도함수의 고차 모멘트를 가지는데 이는 기존의 모멘트 확장 방식들보다 더 높은 고차 모멘트이다. 두 다른 랜덤 변수의 상호 코렌트로피를 최대화하는 이 기준 방식은 최소자승오차 기준 방식과 비교할 때, 비선형, 비 가우시안 신호 처리 환경에서 특히 탁월한 성능을 나타낸다. 이 논문에서는, 상호 코렌트로피 기준에 근거한 새로운 블라인드 등화 기법을 제안한다. 이 기법은 등화기 출력의 확률밀도함수와, 송신 심볼의 분포에 맞추어 발생시킨 랜덤심볼의 파전 확률밀도 추정치라는 두 확률변수에 상호 코렌트로피를 적용한다. 상호 코렌트로피에 근거한 제안 방식의 블라인드 등화 성능을 유클리디언 거리 최소화 방식과 비교하였다.

인천내항을 위한 시뮬레이션 모델 개발 + (A Study on the Development of Simulation Model for Inchon Port)

  • 김동희;김봉선;이창호
    • 한국항해항만학회:학술대회논문집
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    • 한국항해항만학회 1999년도 추계학술대회논문집
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    • pp.73-81
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    • 1999
  • Inchon Port is the second largest import-export port of Korea, and has the point ant issue such as the excessive logistics cost because of the limits of handing capacity and the chronic demurrage. There is few research activities on the analysis and improvement of the whole port operation, because Inchon Port not only has the dual dock system and various facilities but also handles a various kind of cargo. The purpose of this paper is to develop the simulation program as a long-term strategic support tool, considering the dual dock system and the TOC(terminal operation company) system executed from March, 1997 in Inchon Port. The basic input parameters such as arrival intervals, cargo tons, service rates are analyzed and the probability density function for this parameters are estimated. The main mechanism of simulation model is the discrete event-driven simulation and the next-event time advancing. The program is executed based on the knowledge base and database, and is constructed using VISUAL BASIC and ACCESS database. From the simulation model, it is possible to estimate the demurrage status through analyzing scenarios such as the variation of cargo ton and cargo handing level, the increase of service rate, and so on, and to establish the long-term port strategic plan.

A Study on the Sensitivity of Self-Powered Neutron Detectors(SPNDs) and a new Proposal

  • Lee, Wanno;Gyuseong Cho
    • 한국원자력학회:학술대회논문집
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    • 한국원자력학회 1997년도 춘계학술발표회논문집(2)
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    • pp.445-450
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    • 1997
  • Self-Powered Neutron Detectors(SPNDs) are currently used to estimate the power generation distribution and fuel burn-up in several nuclear power reactors in Korea. In this paper, Monte Carlo simulation is accomplished to calculate the escape probability of beta particle as a function of their birth position fur the typical geometry of rhodium-based SPNDs. Also, a simple numerical method calculates the initial generation rate of beta particles and the change of generation rate due to rhodium burn-up. Using the simulation and the numerical method, the burn-up profile of rhodium density and the neutron sensitivity are calculated as a function of burn-up time in the reactor. The sensitivity of the SPNDs decreases non-linearly due to the high absorption cross-section and the non-uniform burn-up of rhodium in the emitter rod. In addition, for improvement of some properties of rhodium-based SPNDs which are currently used, this paper presents a new material. The method used here can be applied to the analysis of other types of SPNDs and will be useful in the optimum design of new SPNDs for long term usage.

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RFID Tag 기반 이동 로봇의 위치 인식을 위한 확률적 접근 (A Probabilistic Approach for Mobile Robot Localization under RFID Tag Infrastructures)

  • 원대희;양광웅;최무성;박상덕;이호길
    • 한국정밀공학회:학술대회논문집
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    • 한국정밀공학회 2005년도 춘계학술대회 논문집
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    • pp.1034-1039
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    • 2005
  • SALM(Simultaneous localization and mapping) and AI(Artificial intelligence) have been active research areas in robotics for two decades. In particular, localization is one of the most important tasks in mobile robot research. Until now expensive sensors such as a laser sensor have been used for mobile robot localization. Currently, the proliferation of RFID technology is advancing rapidly, while RFID reader devices, antennas and tags are becoming increasingly smaller and cheaper. So, in this paper, the smart floor using passive RFID tags is proposed and, passive RFID tags are mainly used for identifying location of the mobile robot in the smart floor. We discuss a number of challenges related to this approach, such as tag distribution (density and structure), typing and clustering. In the smart floor using RFID tags, the localization error results from the sensing area of the RFID reader, because the reader just knows whether the tag is in the sensing range of the sensor and, until now, there is no study to estimate the heading of mobile robot using RFID tags. So, in this paper, two algorithms are suggested to. The Markov localization method is used to reduce the location(X,Y) error and the Kalman Filter method is used to estimate the heading($\theta$) of mobile robot. The algorithms which are based on Markov localization require high computing power, so we suggest fast Markov localization algorithm. Finally we applied these algorithms our personal robot CMR-P3. And we show the possibility of our probability approach using the cheap sensors such as odometers and RFID tags for mobile robot localization in the smart floor

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