• Journal of Power System Engineering
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• v.13 no.2
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• pp.63-70
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• 2009

This paper discusses the influence on long-tenn predictions of the ship response in ocean by using the Global Wave Statistics data, GWS, and wave information from the remote sensing satellites. GWS's standard scatter diagrams of significant wave height and zero-crossing wave period are suggested to be corrected to a round number of 0.01/1000 fitted with a statistical analytic model of the conditional lognormal distribution for zero-crossing wave period. The GEOSAT satellite data are utilized which presented by I. R. Young and G. J. Holland (1996, named as GEOSAT data). At first, qualities of this data are investigated, and statistical characteristic trends are studied by means of applying known probability distribution functions. The wave height data of GEOSAT are compared to the data observed onboard merchant ships, the data observed by measure instrument installed on the ocean-going container ship and so on. To execute a long-tenn prediction of ship response, joint probability functions between wave height and wave period are introduced, therefore long-term statistical predictions are executed by using the functions.

• Journal of Korea Society of Industrial Information Systems
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• v.13 no.2
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• pp.1-7
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• 2008

This paper presents a method to design a repetitive controller that is robust to variations in the system parameters. The uncertain parameters are specified probabilistically by their probability distribution functions. Instead of working with the distribution functions directly, the repetitive controller is designed from a set of models that are generated from the specified probability functions. With this multiple-model design approach, any number of uncertain parameters that follow any type of distribution functions can be treated. furthermore, the controller is derived by minimizing a frequency-domain based cost function that produces monotonic convergence of the tracking error as a function of repetition number. Numerical illustrations show how the proposed multiple-model design method produces a repetitive controller that is significantly more robust than an optimal repetitive controller designed from a single nominal model of the system.

• Journal of the Korean Society of Hazard Mitigation
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• v.11 no.2
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• pp.31-37
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• 2011

Understanding of the phase distribution in a multi-phase polycrystalline material is important because it can affect material properties and mechanical behaviors significantly. In this research, probability functions (two-point correlation and lineal-path functions) are used to represent the phase distributions of microstructures. The two-phase microstructures with random phase distribution are reconstructed using probability functions and compared with original samples. Mechanical behaviors of the virtual samples for different directions are evaluated using a finite element method. It is confirmed that microstructures with the same statistical characteristics can be generated using the reconstruction method. It is also demonstrated that the characteristics of the probability functions and mechanical reponses between the original and reconstructed microsturctures are statistically identical.

• The Korean Journal of Applied Statistics
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• v.22 no.2
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• pp.237-248
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• 2009

The probability of default on the credit evaluation study is represented as a linear combination of two distributions of default and non-default, and the distribution of the probability of default are generally known in most cases. Except the well-known Kolmogorov-Smirnov statistic for testing the identity of two distribution, Kuiper, Cramer-Von Mises, Anderson-Darling, and Watson test statistics are introduced in this work. Under the assumption that the population distribution is known, modified Cramer-Von Mises, Anderson-Darling, and Watson statistics are proposed. Based on score data generated from various probability density functions of the probability of default, the modified test statistics are discussed and compared.

• Journal of Korean Society of Water and Wastewater
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• v.34 no.4
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• pp.251-258
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• 2020

Sewer deterioration models are needed to forecast the remaining life expectancy of sewer networks by assessing their conditions. In this study, the serious defect (or condition state 3) occurrence probability, at which sewer rehabilitation program should be implemented, was evaluated using four probability distribution functions such as normal, lognormal, exponential, and Weibull distribution. A sample of 252 km of CCTV-inspected sewer pipe data in city Z was collected in the first place. Then the effective data (284 sewer sections of 8.15 km) with reliable information were extracted and classified into 3 groups considering the sub-catchment area, sewer material, and sewer pipe size. Anderson-Darling test was conducted to select the most fitted probability distribution of sewer defect occurrence as Weibull distribution. The shape parameters (β) and scale parameters (η) of Weibull distribution were estimated from the data set of 3 classified groups, including standard errors, 95% confidence intervals, and log-likelihood values. The plot of probability density function and cumulative distribution function were obtained using the estimated parameter values, which could be used to indicate the quantitative level of risk on occurrence of CS3. It was estimated that sewer data group 1, group 2, and group 3 has CS3 occurrence probability exceeding 50% at 13th-year, 11th-year, and 16th-year after the installation, respectively. For every data groups, the time exceeding the CS3 occurrence probability of 90% was also predicted to be 27th- to 30th-year after the installation.

• Korean Management Science Review
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• v.28 no.1
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• pp.159-167
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• 2011

The theory of random utility maximization (RUM) defines the probability of an alternative being chosen as the probability of its utility being perceived as higher than those of all the other competing alternatives in the choice set (Marschak 1960). According to this theory, consumers perceive the utility of an alternative not as a constant but as a probability distribution. Over the last two decades, there have been an increasing number of studies on the effect of utility variance on choice probability. The common result of the previous studies is that as the utility variance increases, the effect of the mean value of the utility (the deterministic component of the utility) on choice probability is reduced. This study provides a theoretical investigation on the effect of utility variance on choice probability without any assumptions on the specific forms of probability distributions. This study suggests that without assumptions of the probability distribution functions, firms cannot apply the marketing strategy of maximizing choice probability (or market share), but can only adopt the strategy of maximizing the minimum or maximum value of the expected choice probability. This study applies the Chebyshef inequality and shows how the changes in utility variances affect the maximum of minimum of choice probabilities and provides managerial implications.

• Journal of Institute of Control, Robotics and Systems
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• v.20 no.8
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• pp.854-867
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• 2014

This paper deals with the performance comparison of a PSO algorithm inspired in the process of simulating the behavior pattern of the organisms. The PSO algorithm finds the optimal solution (fitness value) of the objective function based on a stochastic process. Generally, the stochastic process, a random function, is used with the expression related to the velocity included in the PSO algorithm. In this case, the random function of the normal distribution (Gaussian) or uniform distribution are mainly used as the random function in a PSO algorithm. However, in this paper, because the probability distribution which is various with 2 shape parameters can be expressed, the performance comparison of a PSO algorithm using the beta probability distribution function, that is a random function which has a high degree of freedom, is introduced. For performance comparison, 3 functions (Rastrigin, Rosenbrock, Schwefel) were selected among the benchmark Set. And the convergence property was compared and analyzed using PSO-FIW to find the optimal solution.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.33 no.3
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• pp.130-136
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• 2010

In this study, we propose a new method for generating candidate solutions based on both the Cauchy and the Gaussian probability distributions in order to use the merit of the solutions generated by these distributions. The Cauchy probability distribution has larger probability in the tail region than the Gaussian distribution. Thus, the Cauchy distribution can yield higher probabilities of generating candidate solutions of large-varied variables, which in turn has an advantage of searching wider area of variable space. On the contrary, the Gaussian distribution can yield higher probabilities of generating candidate solutions of small-varied variables, which in turn has an advantage of searching deeply smaller area of variable space. In order to compare and analyze the performance of the proposed method against the conventional method, we carried out experiments using benchmarking problems of real valued functions. From the result of the experiment, we found that the proposed method based on the Cauchy and the Gaussian distributions outperformed the conventional one for most of benchmarking problems, and verified its superiority by the statistical hypothesis test.

• Journal of the Korean Data and Information Science Society
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• v.8 no.2
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• pp.119-125
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• 1997

We handle the stochastic processes of independent and identically distributed random variables. But random variables are usually dependent among themselves in actual life. So in this paper, we find out a new process not satisfying Markov property. We investigate the probability mass functions and study on the probability of the first-passage time. Also we find out the average frequency of continuous successes in from 0 to n time.

• Journal of the Korean Society of Safety
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• v.27 no.5
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• pp.148-157
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• 2012

Reliability-based design optimization (RBDO) problem is usually formulated as an optimization problem to minimize an objective function subjected to probabilistic constraint functions which may include deterministic design variables as well as random variables. The challenging task is that, because the probability models of the random variables are often assumed based on limited data, there exists a possibility of selecting inappropriate distribution models and/or model parameters for the random variables, which can often lead to disastrous consequences. In order to select the most appropriate distribution model from the limited observation data as well as model parameters, this study takes into account a set of possible candidate models for the random variables. The suitability of each model is then investigated by employing performance and risk functions. In this regard, this study enables structural design optimization and fitness assessment of the distribution models of the random variables at the same time. As the first paper of a two-part series, this paper describes a new design method considering probability model uncertainties. The robust performance of the proposed method is presented in Part 2. To demonstrate the effectiveness of the proposed method, an example of ten-bar truss structure is considered. The numerical results show that the proposed method can provide the optimal design variables while guaranteeing the most desirable distribution models for the random variables even in case the limited data are only available.