• 제목/요약/키워드: Probability density functions

검색결과 242건 처리시간 0.03초

Analysis of three-dimensional thermal gradients for arch bridge girders using long-term monitoring data

  • Zhou, Guang-Dong;Yi, Ting-Hua;Chen, Bin;Zhang, Huan
    • Smart Structures and Systems
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    • 제15권2호
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    • pp.469-488
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    • 2015
  • Thermal loads, especially thermal gradients, have a considerable effect on the behaviors of large-scale bridges throughout their lifecycles. Bridge design specifications provide minimal guidance regarding thermal gradients for simple bridge girders and do not consider transversal thermal gradients in wide girder cross-sections. This paper investigates the three-dimensional thermal gradients of arch bridge girders by integrating long-term field monitoring data recorded by a structural health monitoring system, with emphasis on the vertical and transversal thermal gradients of wide concrete-steel composite girders. Based on field monitoring data for one year, the time-dependent characteristics of temperature and three-dimensional thermal gradients in girder cross-sections are explored. A statistical analysis of thermal gradients is conducted, and the probability density functions of transversal and vertical thermal gradients are estimated. The extreme thermal gradients are predicted with a specific return period by employing an extreme value analysis, and the profiles of the vertical thermal gradient are established for bridge design. The transversal and vertical thermal gradients are developed to help engineers understand the thermal behaviors of concrete-steel composite girders during their service periods.

Fragility assessment of buckling-restrained braced frames under near-field earthquakes

  • Ghowsi, Ahmad F.;Sahoo, Dipti R.
    • Steel and Composite Structures
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    • 제19권1호
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    • pp.173-190
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    • 2015
  • This study presents an analytical investigation on the seismic response of a medium-rise buckling-restrained braced frame (BRBF) under the near-fault ground motions. A seven-story BRBF is designed as per the current code provisions for five different combinations of brace configurations and beam-column connections. Two types of brace configurations (i.e., Chevron and Double-X) are considered along with a combination of the moment-resisting and the non-moment-resisting beam-to-column connections for the study frame. Nonlinear dynamic analyses are carried out for all study frames for an ensemble of forty SAC near-fault ground motions. The main parameters evaluated are the interstory and residual drift response, brace displacement ductility, and plastic hinge mechanisms. Fragility curves are developed using log-normal probability density functions for all study frames considering the interstory drift ratio and residual drift ratio as the damage parameters. The average interstory drift response of BRBFs with Double-X brace configurations significantly exceeded the allowable drift limit of 2%. The maximum displacement ductility characteristics of BRBs is efficiently utilized under the seismic loading if these braces are arranged in the Double-X configurations instead of Chevron configurations in BRBFs located in the near-fault regions. However, BRBFs with the Double-X brace configurations exhibit the higher interstory drift and residual drift response under near-fault ground motions due to the formation of plastic hinges in the columns and beams at the intermediate story levels.

무선인지시스템을 위한 Kullback-Leiber Divergence 기반의 스펙트럼 센싱 기법 (A Kullback-Leiber Divergence-based Spectrum Sensing for Cognitive Radio Systems)

  • 큐 수안 축;구인수
    • 인터넷정보학회논문지
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    • 제13권1호
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    • pp.1-6
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    • 2012
  • 본 논문에서는 무선인지시스템에서 효율적으로 스펙트럼 센싱을 수행하기 위해, 확률 분포 사이의 대수 차를 측정하는 Kullback-Leiber divergence기반의 새로운 스펙트럼 센싱 기술을 제안한다. 제안된 센싱 기법은 특정 센싱 구간에서의 국부 센싱 측정값들이 잡음 분포에서 발생하였는지, 기사용자 신호에서 발생하였는지를 Kullback-Leiber divergenc를 이용하여 판단한다. 시뮬레이션 을 통해, 제안된 Kullback-Leiber divergence기반의 스펙트럼 센싱 기법이 동일 조건에서 에너지 검출 기반의 스펙트럼 센싱 기법보다 더 좋은 성능을 제공할 수 있음을 보였다. 특히, 페이딩 환경 및 기사용자 신호의 SNR값이 낮은 경우에 에너지 검출 기반의 스펙트럼센싱 기법과 비교할 때 제안된 기법의 성능이 크게 향상됨을 보였다.

발달하는 원형제트의 간헐적 유동에 관한 실험적 연구 (An Experimental Study About The Intermittent Flow Field in The Transition Region of a Turbulent Round Jet)

  • 김숭기;조지룡;정명균
    • 대한기계학회논문집
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    • 제14권1호
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    • pp.230-240
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    • 1990
  • 본 연구에서는 원형제트의 천이영역에서 속도신호를 측정하고 이로부터 간헐 도와 간헐주파수를 구하며 이를 사용한 지역평균법으로 난류특성량들을 구하여 천이영 역에서의 난류구조를 해석하고 난류 모델링을 위해 필요한 기초자료를 제공하고자 한 다. 난류강도, 레이놀즈응력, 속도성분의 3차상관 관계등의 레이놀즈평균과 지역평 균들을 제시하였고, 편평도, 비대칭도등의 통계학적인 해석과 확산항에 대한 검토도 행하였다.

Decision-Directed 모드와 유클리드 거리 알고리듬을 사용한 복소채널의 블라인드 등화 (Complex-Channel Blind Equalization using Euclidean-Distance Algorithms with Decision-Directed Modes)

  • 김남용
    • 한국정보전자통신기술학회논문지
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    • 제3권3호
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    • pp.73-80
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    • 2010
  • 상수 모듈러스 오차와 두확률 밀도 함수의 유클리드 거리에 기본을 둔 블라인드 알고리듬은 정보 이론적 학습 방법의 장점에도 불구하고 복소 채널의 위상 회전을 극복하지 못해 열악한 성능을 보인다. 이 논문에서는, 출력 전력이 다중 모듈러스 값의 근방에 있을 때 decision-directed 모드로 동작하는 기법을 정보 이론적 학습에 추가하므로서 복소 채널의 위상 회전 문제를 해결할 수 있음를 보였다. 복소 채널 모델과 16 QAM 방식에 대한 시뮬레이션 결과에서 복소 채널의 위상 회전 문제가 해결되어 현격한 성능 향상을 보였다.

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역정규 손실함수를 이용한 공정능력지수에 관한 연구 (A Study on Process Capability Index using Reflected Normal Loss Function)

  • 정영배;문혜진
    • 품질경영학회지
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    • 제30권3호
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    • pp.66-78
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    • 2002
  • Process capability indices are being used as indicators for measurements of process capability for SPC of quality assurance system in industries. In view of the enhancement of customer satisfaction, process capability indices in which loss functions are used to deal with the economic loss In the processes deviated from the target, are in an adequate representation of the customer's perception of quality In this connection, the loss function has become increasingly important in quality assurance. Taguchi uses a modified form of the quadratic loss function to demonstrate the need to consider the proximity to the target while assessing its quality. But this traditional quadratic loss function is inadequate to assessing the quality and quality improvement since different processes have different sets of economic consequences on the manufacturing, Thereby, a flexible approach to the development of the loss function needs to be desired. In this paper, we introduce an easily understood loss function, based on reflection of probability density function of the normal distribution. That is, the Reflected Normal Loss function can be adapted to an asymmetric loss as well as to a symmetric loss around the target. We propose that, instead of the process variation, a new capability index, CpI using the Reflected Normal Loss Function that can accurately reflect the losses associated with the process and a new capability index CpI Is compared with the classical indices as $C_{p}$ , $C_{pk}$, $C_{pm}$ and $C_{pm}$ $^{+}$.>.+/./.

보염기에 의해 안정되는 난류확산화염의 연소특성에 관한 연구 (A Study on the Combustion Characteristics of Turbulent Diffusion Flame Stabilized by Bluff Body)

  • 안진근;송규근
    • 한국연소학회지
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    • 제3권1호
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    • pp.71-78
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    • 1998
  • The flame stabilization and the combustion characteristics of diffusion flame formed in the wake of a cylindrical bluff body with fuel injection are studied. With the turbulence generator, the flame stability limits and ion currents were measured and analyzed. The results from this experimental study are summarized as follows. The region with highest average value of ion currents in the middle of flame is moved to the upstream side by the turbulent components of main stream. The flame mass with partially active reaction is moved fast for uniform flow and turbulence generator G3, but the flame mass with relatively slow reaction is moved slowly for turbulence generator G1. If the turbulence generator with strong turbulent component is installed, the turbulent time scale is increased with movement from main stream side to recirculation zone as well as the flame stability limits is deteriorated. Though the special dominant frequency is not appeared in the eddy which exists in flame, high frequency characteristics are appeared in uniform flow and turbulence generator G3, and low frequency characteristics are appeared in uniform flow, turbulence generator G3 and G1.

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다층퍼셉트론의 잡음 강건성 분석 및 향상 방법 (An Analysis of Noise Robustness for Multilayer Perceptrons and Its Improvements)

  • 오상훈
    • 한국콘텐츠학회논문지
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    • 제9권1호
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    • pp.159-166
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    • 2009
  • 이 논문에서는 다층퍼셉트론(MLP:Multilayer Perceptron)에서 입력에 잡음이 섞인 경우 출력노드의 확률밀도 함수를 유도하고, 이의 적분으로 잡음에 의하여 패턴이 오인식될 확률을 유도하였다. 그리고, 이를 향상시키는 선형적 방법을 제안하였다. 즉, 독립성분분석(ICA: independent component analysis)과 주성분분석(PCA: principle component analysis)를 적용하여, 이들이 지닌 잡음 처리 효과를 SNR(Signal-to-Noise Ratio) 관점에서 분석하였다. 그리고 이들이 잡음을 처리한 후 MLP에 입력 시 나타나는 잡음 강건성을 필기체 숫자 인식의 시뮬레이션으로 확인하였다.

The Information Content of Option Prices: Evidence from S&P 500 Index Options

  • Ren, Chenghan;Choi, Byungwook
    • Management Science and Financial Engineering
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    • 제21권2호
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    • pp.13-23
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    • 2015
  • This study addresses the question as to whether the option prices have useful predictive information on the direction of stock markets by investigating a forecasting power of volatility curvatures and skewness premiums implicit in S&P 500 index option prices traded in Chicago Board Options Exchange. We begin by estimating implied volatility functions and risk neutral price densities every minute based on non-parametric method and then calculate volatility curvature and skewness premium using them. The rationale is that high volatility curvature or high skewness premium often leads to strong bullish sentiment among market participants. We found that the rate of return on the signal following trading strategy was significantly higher than that on the intraday buy-and-hold strategy, which indicates that the S&P500 index option prices have a strong forecasting power on the direction of stock index market. Another major finding is that the information contents of S&P 500 index option prices disappear within one minute, and so one minute-delayed signal following trading strategy would not lead to any excess return compared to a simple buy-and-hold strategy.

Predictive maintenance architecture development for nuclear infrastructure using machine learning

  • Gohel, Hardik A.;Upadhyay, Himanshu;Lagos, Leonel;Cooper, Kevin;Sanzetenea, Andrew
    • Nuclear Engineering and Technology
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    • 제52권7호
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    • pp.1436-1442
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    • 2020
  • Nuclear infrastructure systems play an important role in national security. The functions and missions of nuclear infrastructure systems are vital to government, businesses, society and citizen's lives. It is crucial to design nuclear infrastructure for scalability, reliability and robustness. To do this, we can use machine learning, which is a state of the art technology used in various fields ranging from voice recognition, Internet of Things (IoT) device management and autonomous vehicles. In this paper, we propose to design and develop a machine learning algorithm to perform predictive maintenance of nuclear infrastructure. Support vector machine and logistic regression algorithms will be used to perform the prediction. These machine learning techniques have been used to explore and compare rare events that could occur in nuclear infrastructure. As per our literature review, support vector machines provide better performance metrics. In this paper, we have performed parameter optimization for both algorithms mentioned. Existing research has been done in conditions with a great volume of data, but this paper presents a novel approach to correlate nuclear infrastructure data samples where the density of probability is very low. This paper also identifies the respective motivations and distinguishes between benefits and drawbacks of the selected machine learning algorithms.