• Title/Summary/Keyword: Random Model

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System Reliability Estimation in Bivariate Pareto Model Affected by Common Stress : Bivariate Random Censored Data Case

  • Cho, Jang-Sik
    • Journal of the Korean Data and Information Science Society
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    • v.16 no.4
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    • pp.791-799
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    • 2005
  • We consider two components parallel system in which the lifetimes have the bivariate Pareto model with bivariate random censored data. We assume that bivariate Pareto model is affected by common stress which is independent of the lifetimes of the components. We obtain estimators for the system reliability based on likelihood function and relative frequency. Also we construct approximated confidence intervals for the reliability based on maximum likelihood estimator and relative frequency estimator, respectively. Finally we present a numerical study.

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Semi-Supervised Learning Using Kernel Estimation

  • Seok, Kyung-Ha
    • Journal of the Korean Data and Information Science Society
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    • v.18 no.3
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    • pp.629-636
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    • 2007
  • A kernel type semi-supervised estimate is proposed. The proposed estimate is based on the penalized least squares loss and the principle of Gaussian Random Fields Model. As a result, we can estimate the label of new unlabeled data without re-computation of the algorithm that is different from the existing transductive semi-supervised learning. Also our estimate is viewed as a general form of Gaussian Random Fields Model. We give experimental evidence suggesting that our estimate is able to use unlabeled data effectively and yields good classification.

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Application of Random Regret Minimization Model in the Context of Intercity Travel Mode Choice (지역간 수단선택에 있어서 확률적 후회 최소화 모형의 적용 연구)

  • Jin, Woo-Jeong;Lee, Jang-Ho
    • Journal of the Korean Society for Railway
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    • v.19 no.1
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    • pp.87-96
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    • 2016
  • The multinomial logit model, based on random utility maximization (RUM) theory, has been the predominant model used in travel mode choice contexts. In this paper, the travel mode choice model based on random regret minimization (RRM) theory is proposed as an alternative to the RUM model, and the applicability of the RRM model is examined. The presented model is applied to the case of inter-city travel mode choice in Korea. The empirical results show that the RUM model and RRM model have parameters that are consistent with the intuition. The goodness of fit statistics in the RRM model improved compared with the results of the RUM model. Consequently, these results show the possibility of using the RRM model in the context of travel mode choice.

An eCK-secure Authenticated Key Exchange Protocol without Random Oracles

  • Moriyama, Daisuke;Okamoto, Tatsuaki
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.5 no.3
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    • pp.607-625
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    • 2011
  • Two-party key exchange protocol is a mechanism in which two parties communicate with each other over an insecure channel and output the same session key. A key exchange protocol that is secure against an active adversary who can control and modify the exchanged messages is called authenticated key exchange (AKE) protocol. LaMacchia, Lauter and Mityagin presented a strong security definition for public key infrastructure (PKI) based two-pass protocol, which we call the extended Canetti-Krawczyk (eCK) security model, and some researchers have provided eCK-secure AKE protocols in recent years. However, almost all protocols are provably secure in the random oracle model or rely on a special implementation technique so-called the NAXOS trick. In this paper, we present a PKI-based two-pass AKE protocol that is secure in the eCK security model. The security of the proposed protocol is proven without random oracles (under three assumptions), and does not rely on implementation techniques such as the NAXOS trick.

Weak Random Signal Detection:In Signal-Dependent Noise (약한 확률적 신호 검파 : 신호의 존성 잡음이 있는 경우)

  • 송익호
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.13 no.4
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    • pp.332-339
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    • 1988
  • Using a generalized observation model, in which one can express the effects of non-additive noise such as signal-dependent noise and multiplicative noise in addition to purely-additive noise, the problem of weak random-signal detection is investigated. It is shown that the test statistics of locally optimum detectors for detection of weak random signals in signal-dependent noise model are interesting extensions of those in purely-additive noise model. This result is a complement to the result for weak random-signal detction in multiplicative noise model.

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A Study on Developing Crash Prediction Model for Urban Intersections Considering Random Effects (임의효과를 고려한 도심지 교차로 교통사고모형 개발에 관한 연구)

  • Lee, Sang Hyuk;Park, Min Ho;Woo, Yong Han
    • The Journal of The Korea Institute of Intelligent Transport Systems
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    • v.14 no.1
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    • pp.85-93
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    • 2015
  • Previous studies have estimated crash prediction models with the fixed effect model which assumes the fixed value of coefficients without considering characteristics of each intersections. However the fixed effect model would estimate under estimation of the standard error resulted in over estimation of t-value. In order to overcome these shortcomings, the random effect model can be used with considering heterogeneity of AADT, geometric information and unobserved factors. In this study, data collections from 89 intersections in Daejeon and estimates of crash prediction models were conducted using the random and fixed effect negative binomial regression model for comparison and analysis of two models. As a result of model estimates, AADT, speed limits, number of lanes, exclusive right turn pockets and front traffic signal were found to be significant. For comparing statistical significance of two models, the random effect model could be better statistical significance with -1537.802 of log-likelihood at convergence comparing with -1691.327 for the fixed effect model. Also likelihood ration value was computed as 0.279 for the random effect model and 0.207 for the fixed effect model. This mean that the random effect model can be improved for statistical significance of models comparing with the fixed effect model.

Continuous Conditional Random Field Model for Predicting the Electrical Load of a Combined Cycle Power Plant

  • Ahn, Gilseung;Hur, Sun
    • Industrial Engineering and Management Systems
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    • v.15 no.2
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    • pp.148-155
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    • 2016
  • Existing power plants may consume significant amounts of fuel and require high operating costs, partly because of poor electrical power output estimates. This paper suggests a continuous conditional random field (C-CRF) model to predict more precisely the full-load electrical power output of a base load operated combined cycle power plant. We introduce three feature functions to model association potential and one feature function to model interaction potential. Together, these functions compose the C-CRF model, and the model is transformed into a multivariate Gaussian distribution with which the operation parameters can be modeled more efficiently. The performance of our model in estimating power output was evaluated by means of a real dataset and our model outperformed existing methods. Moreover, our model can be used to estimate confidence intervals of the predicted output and calculate several probabilities.

Hierarchical Coloured Petri Net based Random Direction Mobility Model for Wireless Communications

  • Khan, Naeem Akhtar;Ahmad, Farooq;Hussain, Syed Asad;Naseer, Mudasser
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.10 no.8
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    • pp.3656-3671
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    • 2016
  • Most of the research in the area of wireless communications exclusively relies on simulations. Further, it is essential that the mobility management strategies and routing protocols should be validated under realistic conditions. Most appropriate mobility models play a pivotal role to determine, whether there is any subtle error or flaw in a proposed model. Simulators are the standard tool to evaluate the performance of mobility models however sometimes they suffer from numerous documented problems. To accomplish the widely acknowledged lack of formalization in this domain, a Coloured Petri nets (CPNs) based random direction mobility model for specification, analysis and validation is presented in this paper for wireless communications. The proposed model does not suffer from any border effect or speed decay issues. It is important to mention that capturing the mobility patterns through CPN is challenging task in this type of the research. Further, an appropriate formalism of CPNs supported to analyze the future system dynamic status. Finally the formal model is evaluated with the state space analysis to show how predefined behavioral properties can be applied. In addition, proposed model is evaluated based on generated simulations to track origins of errors during debugging.

Suspended Solid Dispersion Analysis for Coastal Areas Using Hybrid Concept of Particle and Concentration of Eulerian-Lagrangian Model (Eulerian-Lagrangian 농도 및 입자 결합모형에 의한 연안의 부유사 확산해석)

  • 서승원
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.8 no.2
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    • pp.185-192
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    • 1996
  • In order to simulate the coastal dispersion effectively, hybrid concept of operator split Eulerian-lagrangian concentration model and random-walk particle tracking model are developed. Especially the random-walk model is adequate for region with steep slope of concentration. According to model tests, it agrees perfectly with analytical solution on around the source point for therefore. ▽C $\geq$ 0.005, meanwhile it shows poor results for ▽C$\leq$0.002. trial modeling for real situation therefore, random-walk model is applied for near field henceforth Eulerian-Lagrangian concentration model is adoped for whole domain so that overall performance and accuracy can be achieved by using developed hybrid model.

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Quantitative Analysis of Random Errors of the WRF-FLEXPART Model for Backward-in-time Simulation over the Seoul Metropolitan Area (수도권 영역의 시간 후방 모드 WRF-FLEXPART 모의를 위한 입자 수에 따른 무작위 오차의 정량 분석)

  • Woo, Ju-Wan;Lee, Jae-Hyeong;Lee, Sang-Hyun
    • Atmosphere
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    • v.29 no.5
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    • pp.551-566
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    • 2019
  • Quantitative understanding of a random error that is associated with Lagrangian particle dispersion modeling is a prerequisite for backward-in-time mode simulations. This study aims to quantify the random error of the WRF-FLEXPART model and suggest an optimum number of the Lagrangian particles for backward-in-time simulations over the Seoul metropolitan area. A series of backward-in-time simulations of the WRF-FLEXPART model has conducted at two receptor points by changing the number of Lagrangian particles and the relative error, as a quantitative indicator of random error, is analyzed to determine the optimum number of the release particles. The results show that in the Seoul metropolitan area a 1-day Lagrangian transport contributes 80~90% in residence time and ~100% in atmospheric enhancement of carbon monoxide. The relative errors in both the residence time and the atmospheric concentration enhancement are larger when the particles release in the daytime than in the nighttime, and in the inland area than in the coastal area. The sensitivity simulations reveal that the relative errors decrease with increasing the number of Lagrangian particles. The use of small number of Lagrangian particles caused significant random errors, which is attributed to the random number sampling process. For the particle number of 6000, the relative error in the atmospheric concentration enhancement is estimated as -6% ± 10% with reduction of computational time to 21% ± 7% on average. This study emphasizes the importance of quantitative analyses of the random errors in interpreting backward-in-time simulations of the WRF-FLEXPART model and in determining the number of Lagrangian particles as well.