• 제목/요약/키워드: Probability distribution function

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Seismic Fragility Analysis of RC Bridge Piers in Terms of Seismic Ductility (철근콘크리트 교각의 연성 능력에 따른 지진취약도)

  • Chung, Young-Soo;Park, Chang-Young;Park, Ji-Ho
    • Journal of the Korea Concrete Institute
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    • 제19권1호
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    • pp.91-102
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    • 2007
  • Through lessons in recent earthquakes, the bridge engineering community recognizes the need for new seismic design methodologies based on the inelastic structural performance of RC bridge structures. This study represents results of performance-based fragility analysis of reinforced concrete (RC) bridge. Monte carlo simulation is performed to study nonlinear dynamic responses of RC bridge. Two-parameter log-normal distribution function is used to represent the fragility curves. These two-parameters, referred to as fragility parameters, are estimated by the traditional maximum likelihood procedure, which is treated each event of RC bridge pier damage as a realization of Bernoulli experiment. In order to formulate the fragility curves, five different damage states are described by two practical factors: the displacement and curvature ductility, which are mostly influencing on the seismic behavior of RC bridge piers. Five damage states are quantitatively assessed in terms of these seismic ductilities on the basis of numerous experimental results of RC bridge piers. Thereby, the performance-based fragility curves of RC bridge pier are provided in this paper. This approach can be used in constructing the fragility curves of various bridge structures and be applied to construct the seismic hazard map.

Development of Improved Clustering Harmony Search and its Application to Various Optimization Problems (개선 클러스터링 화음탐색법 개발 및 다양한 최적화문제에 적용)

  • Choi, Jiho;Jung, Donghwi;Kim, Joong Hoon
    • Journal of the Korea Academia-Industrial cooperation Society
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    • 제19권3호
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    • pp.630-637
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    • 2018
  • Harmony search (HS) is a recently developed metaheuristic optimization algorithm. HS is inspired by the process of musical improvisation and repeatedly searches for the optimal solution using three operations: random selection, memory recall (or harmony memory consideration), and pitch adjustment. HS has been applied by many researchers in various fields. The increasing complexity of real-world optimization problems has created enormous challenges for the current technique, and improved techniques of optimization algorithms and HS are required. We propose an improved clustering harmony search (ICHS) that uses a clustering technique to group solutions in harmony memory based on their objective function values. The proposed ICHS performs modified harmony memory consideration in which decision variables of solutions in a high-ranked cluster have higher probability of being selected than those in a low-ranked cluster. The ICHS is demonstrated in various optimization problems, including mathematical benchmark functions and water distribution system pipe design problems. The results show that the proposed ICHS outperforms other improved versions of HS.

Performance Evaluation and Forecasting Model for Retail Institutions (유통업체의 부실예측모형 개선에 관한 연구)

  • Kim, Jung-Uk
    • Journal of Distribution Science
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    • 제12권11호
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    • pp.77-83
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    • 2014
  • Purpose - The National Agricultural Cooperative Federation of Korea and National Fisheries Cooperative Federation of Korea have prosecuted both financial and retail businesses. As cooperatives are public institutions and receive government support, their sound management is required by the Financial Supervisory Service in Korea. This is mainly managed by CAEL, which is changed by CAMEL. However, NFFC's business section, managing the finance and retail businesses, is unified and evaluated; the CAEL model has an insufficient classification to evaluate the retail industry. First, there is discrimination power as regards CAEL. Although the retail business sector union can receive a higher rating on a CAEL model, defaults have often been reported. Therefore, a default prediction model is needed to support a CAEL model. As we have the default prediction model using a subdivision of indexes and statistical methods, it can be useful to have a prevention function through the estimation of the retail sector's default probability. Second, separating the difference between the finance and retail business sectors is necessary. Their businesses have different characteristics. Based on various management indexes that have been systematically managed by the National Fisheries Cooperative Federation of Korea, our model predicts retail default, and is better than the CAEL model in its failure prediction because it has various discriminative financial ratios reflecting the retail industry situation. Research design, data, and methodology - The model to predict retail default was presented using logistic analysis. To develop the predictive model, we use the retail financial statements of the NFCF. We consider 93 unions each year from 2006 to 2012 to select confident management indexes. We also adapted the statistical power analysis that is a t-test, logit analysis, AR (accuracy ratio), and AUROC (Area Under Receiver Operating Characteristic) analysis. Finally, through the multivariate logistic model, we show that it is excellent in its discrimination power and higher in its hit ratio for default prediction. We also evaluate its usefulness. Results - The statistical power analysis using the AR (AUROC) method on the short term model shows that the logistic model has excellent discrimination power, with 84.6%. Further, it is higher in its hit ratio for failure (prediction) of total model, at 94%, indicating that it is temporally stable and useful for evaluating the management status of retail institutions. Conclusions - This model is useful for evaluating the management status of retail union institutions. First, subdividing CAEL evaluation is required. The existing CAEL evaluation is underdeveloped, and discrimination power falls. Second, efforts to develop a varied and rational management index are continuously required. An index reflecting retail industry characteristics needs to be developed. However, extending this study will need the following. First, it will require a complementary default model reflecting size differences. Second, in the case of small and medium retail, it will need non-financial information. Therefore, it will be a hybrid default model reflecting financial and non-financial information.

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.

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.

Spatial dispersion of aggregate in concrete a computer simulation study

  • Hu, Jing;Chen, Huisu;Stroeven, Piet
    • Computers and Concrete
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    • 제3권5호
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    • pp.301-312
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    • 2006
  • Experimental research revealed that the spatial dispersion of aggregate grains exerts pronounced influences on the mechanical and durability properties of concrete. Therefore, insight into this phenomenon is of paramount importance. Experimental approaches do not provide direct access to three-dimensional spacing information in concrete, however. Contrarily, simulation approaches are mostly deficient in generating packing systems of aggregate grains with sufficient density. This paper therefore employs a dynamic simulation system (with the acronym SPACE), allowing the generation of dense random packing of grains, representative for concrete aggregates. This paper studies by means of SPACE packing structures of aggregates with a Fuller type of size distribution, generally accepted as a suitable approximation for actual aggregate systems. Mean free spacing $\bar{\lambda}$, mean nearest neighbour distance (NND) between grain centres $\bar{\Delta}_3$, and the probability density function of ${\Delta}_3$ are used to characterize the spatial dispersion of aggregate grains in model concretes. Influences on these spacing parameters are studied of volume fraction and the size range of aggregate grains. The values of these descriptors are estimated by means of stereological tools, whereupon the calculation results are compared with measurements. The simulation results indicate that the size range of aggregate grains has a more pronounced influence on the spacing parameters than exerted by the volume fraction of aggregate. At relatively high volume density of aggregates, as met in the present cases, theoretical and experimental values are found quite similar. The mean free spacing is known to be independent of the actual dispersion characteristics (Underwood 1968); it is a structural parameter governed by material composition. Moreover, scatter of the mean free spacing among the serial sections of the model concrete in the simulation study is relatively small, demonstrating the sample size to be representative for composition homogeneity of aggregate grains. The distribution of ${\Delta}_3$ observed in this study is markedly skew, indicating a concentration of relatively small values of ${\Delta}_3$. The estimate of the size of the representative volume element (RVE) for configuration homogeneity based on NND exceeds by one order of magnitude the estimate for structure-insensitive properties. This is in accordance with predictions of Brown (1965) for composition and configuration homogeneity (corresponding to structure-insensitive and structure-sensitive properties) of conglomerates.

Study on Three-Dimensional Analysis of Agricultural Plants and Drone-Spray Pesticide (농작물을 위한 드론 분무 농약 살포의 3차원 분석에 관한 연구)

  • Moon, In Sik;Kown, Hyun Jin;Kim, Mi Hyeon;Chang, Se Myong;Ra, In Ho;Kim, Heung Tae
    • Smart Media Journal
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    • 제9권4호
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    • pp.176-186
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    • 2020
  • The size and shape of crops are diverse, and the growing environment is also different. Therefore, when one uses a drone to spray pesticides, the characteristics of each crop must be considered, and flight conditions such as the flight height and forwarding velocity of the drone should be changed. The droplet flow of pesticides is affected by various flight conditions, and a large change occurs in the sprayed area. As a result, an uneven distribution of liquid may be formed at the wake, and the transport efficiency will be decreased as well as there would be a risk of toxic scatter. Therefore, this paper analyzes the degree of distribution of pesticides to the crops through numerical analysis when pesticide is sprayed onto the selected three crops with different characteristics by using agricultural drones with different flight conditions. On the purpose of establishing a guideline for spraying pesticides using a drone in accordance with the characteristics of crops, this paper compares the amount of pesticides distributed in the crops at the wake of nozzle flow using the figure of merit, and the sum of transported liquid rate divided by the root mean square of the probability density function.

An attitude survey on the safety of the household utilities with the urban gas (설문에 의한 도시가스 사용가구의 안전의식도 조사)

  • Ko Jae-Sun;Kim Hyo;Lee SuKyoung
    • 한국가스학회:학술대회논문집
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    • 한국가스학회 2005년도 추계학술발표회 논문집
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    • pp.37-43
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    • 2005
  • The questionnaires about the safety of the urban gas have been carried out for the end users. about 8 of 10 persons said that the urban gas Is safe to use, whereas $35\%$ of them said there exists a hazard of an accident in thier residences. There cannot be found the clear evidences that the understandings on the safety of the urban gas have no relations to their ages, sex, and monthly incomes, while the safety is less confidential to the highly educated, the accident-experienced, or the mans who are poor at the safety inspections. Most of the questioned man know the inspection knacks for the gas utilities, but only $60\%$ of them carry out it. They said that they do not feel the necessity of the inspection because they are inspected routinely by the suppliers or the inspection companies. This says that the end user does not concern the safety inspections, and in order to improve the dependency of the user for the self-inspections, the inspection staff should educate the user for the necessity and the knack of inspections to encourage the self-inspection of the gas utilities.

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Optimal Seismic Rehabilitation of Structures Using Probabilistic Seismic Demand Model (확률적 지진요구모델을 이용한 구조물의 최적 내진보강)

  • Park, Joo-Nam;Choi, Eun-Soo
    • Journal of the Earthquake Engineering Society of Korea
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    • 제12권3호
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    • pp.1-10
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    • 2008
  • The seismic performance of a structure designed without consideration of seismic loading can be effectively enhanced through seismic rehabilitation. The appropriate level of rehabilitation should be determined based on the decision criteria that minimize the anticipated earthquake-related losses. To estimate the anticipated losses, seismic risk analysis should be performed considering the probabilistic characteristics of the hazard and the structural damage. This study presents the decision procedure in which the probabilistic seismic demand model is utilized for the effective estimation and minimization of the total seismic losses through seismic rehabilitation. The probability density function and the cumulative distribution function of the structural damage for a specified time period are established in a closed form, and are combined with the loss functions to derive the expected seismic loss. The procedure presented in this study could be effectively used for making decisions on the seismic rehabilitation of structural systems.

Comparison of Clinical Features between Idiopathic Pulmonary Arterial Hypertension and Chronic Thromboembolic Pulmonary Hypertension (특발성 폐동맥고혈압과 만성혈전색전성 폐고혈압의 임상상 비교)

  • Kim, Hyun Kuk;Na, Joo Ock;Ahn, Jong Joon;Park, Yong Bum;Lim, Jae Min;Hong, Sang-Bum;Oh, Yeon-Mok;Shim, Tae Sun;Lim, Chae-Man;Koh, Younsuck;Kim, Woo Sung;Kim, Dong Soon;Kim, Won Dong;Lee, Sang-Do
    • Tuberculosis and Respiratory Diseases
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    • 제59권2호
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    • pp.170-178
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    • 2005
  • Background : Idiopathic pulmonary arterial hypertension (IPAH) and chronic thromboembolic pulmonary hypertension (CTEPH) are rare but significantly imperative in inducing chronic pulmonary hypertension. Clinically, it is difficult to distinguish between IPAH and CTEPH. However, the treatment of pulmonary hypertension is different depending on the disease. The present study was performed to analyze the similarities and differences in clinical features between IPAH and CTEPH. Methods : During a nine-year period, thirty-three patients with IPAH and twenty-two patients with CTEPH were enrolled. Symptoms, physical findings, chest radiograph, electrocardiograph, pulmonary function test, echocardiograph, perfusion lung scan, right heart catheterization results were analyzed between both the groups. Results : The median age of IPAH group was 33 (6~70) years that was lower than that (52(27~80) years) of CTEPH group. Amongst the IPAH patients, there was female predominance (76 %) and there was no sex difference between the patients with CTEPH. Both the groups exhibited similarity in the results of chest radiograph, electrocardiograph, pulmonary function test, and echocardiograph. In the perfusion lung scan, all IPAH patients exhibited findings with normal (28%) or low probability (72%) of pulmonary embolism and all CTEPH patients exhibited findings with high probability of pulmonary embolism. Conclusion : Although IPAH and CTEPH bear similarities in terms of symptoms, physical signs and general investigation results, there were differences in age distribution, sex predominance and results of perfusion lung scan.