• Title/Summary/Keyword: Space mixture

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Importance sampling with splitting for portfolio credit risk

  • Kim, Jinyoung;Kim, Sunggon
    • Communications for Statistical Applications and Methods
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    • v.27 no.3
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    • pp.327-347
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    • 2020
  • We consider a credit portfolio with highly skewed exposures. In the portfolio, small number of obligors have very high exposures compared to the others. For the Bernoulli mixture model with highly skewed exposures, we propose a new importance sampling scheme to estimate the tail loss probability over a threshold and the corresponding expected shortfall. We stratify the sample space of the default events into two subsets. One consists of the events that the obligors with heavy exposures default simultaneously. We expect that typical tail loss events belong to the set. In our proposed scheme, the tail loss probability and the expected shortfall corresponding to this type of events are estimated by a conditional Monte Carlo, which results in variance reduction. We analyze the properties of the proposed scheme mathematically. In numerical study, the performance of the proposed scheme is compared with an existing importance sampling method.

Influence of changes in cement fineness on lean mixture mortar quality (시멘트 분말도 변화가 빈배합 모르타르의 품질에 미치는 영향)

  • Lee, Jae-Jin;Moon, Byeong-Ryong;Kim, Yeong-Tae;Jang, Deok-Bae;Yang, Seong-Hwan;Han, Cheon-Goo
    • Proceedings of the Korean Institute of Building Construction Conference
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    • 2016.10a
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    • pp.100-101
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    • 2016
  • The fineness degree of Ordinary Portland Cement (OPC henceforth) usually used in Korea's construction sites, is designated as over 2,800㎠/g. But the higher the fineness, the surface area of hydration reaction on water increases as well, resulting in large early age strength and high-intensity; so the trend is to prefer a high degree of fineness. But from a pore-space filling perspective, fine-particled cement is not always beneficial to intensity. Therefore in this study artificial modifications were given to cement fineness to analyze the effect of various fineness changes on the liquidity, air quantity and intensity of lean mixture cement mortar. As a result, the greater the degree of fineness, the better the cement was, with fine particle+OPC having the most satisfactory results due to consecutive particle distribution.

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Properties of Cement-Asphalt Mortar Grout (시멘트-아스팔트 모르터 충전재의 물성)

  • Jang, Seung-Yup;Jyong, Yong
    • Proceedings of the KSR Conference
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    • 2005.11a
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    • pp.406-411
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    • 2005
  • The Cement-Asphalt Mortar is a mixture of cement and asphalt emulsion, and is utilized as a grouting material for the railway track which is used to fill under-slab space so as to provide a stabilized track support and a tool for adjustment of track level. In addition, the cement-asphalt mortar is unique in that it can provide more resiliency to the track so that one can expect the impact mitigation. To develop the cement-asphalt mortar suitable for the requirements for track grouting material, this study have selected several mixture proportions which can satisfy those requirements and minimize the material segregation, and the properties of those mixtures, such as flowability(flow time), strength and the resistance to freezing-thawing have been tested. According to the test results, the cement-asphalt mortar well satisfies the requirements and it is found that the properties of the cement-asphalt mortar is suitable for the application to the railway track.

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A Study on the spatial factors in $M\'{e}diath\'{e}ques$ -focused on the interaction in $M\'{e}diath\'{e}ques$ in France- (미디어테크의 공간구성요소에 관한 연구 -인터랙션 관점에서 프랑스 미디어테크를 중심으로-)

  • Lim, Ho-Kyun;Lim, Che-Zinn
    • Korean Institute of Interior Design Journal
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    • v.16 no.4
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    • pp.89-98
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    • 2007
  • This paper studied the spatial factors activating the personal interaction based on case studies of $M\'{e}diath\'{e}ques$ in France. The spatial factors are analyzed into material factors and dematerial factors. The material factors have physical features in space and directly or indirectly activate the personal interaction. They consist of 8 elements including pocket space, balcony, atrium, stairs, elevators, windows, conference rooms and furnitures. The dematerial factors consist of 6 elements including polycentrism, continuance, mixture, interpenetration, dematerialization, transparency. They are compounded of material factors and explain them conceptually. But dematerial factors are abstract concepts. To provide reliability I confirm the relationship with dematerial factors by using a connections, topology, a phased depth of the Depthmap as the framework of the visual recognition of the space syntax covering the characteristic of dematerial factors. The result of the quantitative analysis human-behavior in $V\'{e}nissieux$ $M\'{e}diath\'{e}que$ and the result of applying the spatial factors of $M\'{e}diath\'{e}ques$ as the community center to the $V\'{e}nissieux$ $M\'{e}diath\'{e}que$ proved that the spatial factors are significant factors of the $M\'{e}diath\'{e}ques$ as the community center.

A Realization of Injurious moving picture filtering system with Gaussian Mixture Model and Frame-level Likelihood Estimation (Gaussian Mixture Model과 프레임 단위 유사도 추정을 이용한 유해동영상 필터링 시스템 구현)

  • Kim, Min-Joung;Jeong, Jong-Hyeog
    • Journal of the Korean Institute of Intelligent Systems
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    • v.23 no.2
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    • pp.184-189
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    • 2013
  • In this paper, we propose the injurious moving picture filtering system using certain sounds contained in the injurious moving picture to filter injurious moving picture which is distributed without limitation in internet and internet storage space. For this purpose, the Gaussian Mixture Model which can well represent the characteristics of the sound, is used and frame level likelihood estimation is used to calculate the likelihood between filtering target data and the sound models. Also, the pruning method which can real-time proceed by reducing the comparing number of data, is applied for real-time processing, and MWMR method which showed good performance from existing speaker identification, is applied for the distinguish performance of high precision. In the identification experiment result, in case of the frame rate which is the proportion of total frame to high likelihood frame, is set to 50%, identification error rate is 6.06%, and in case of frame rate is set to 60%, error rate is 3.03%. As the result, the proposed system can distinguish between general and injurious moving picture effectively.

Experimental evaluation of the performance of self-compacting concrete contains nano clay and nano egg shell

  • Hilal, Nahla N.;Hadzima-Nyarko, Marijana
    • Advances in concrete construction
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    • v.13 no.5
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    • pp.349-360
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    • 2022
  • The rising prices of landfills and the lack of cement production are motivating researchers to be more interested in using wastes to produce concrete mixtures materials. The use of waste materials such as eggshell and matakoline waste not only reduces landfill costs and space, but also reduces the cost of cement production for the concrete mixture. However, recycling waste materials has become critical in order to effectively manage environmental sustainability. The purpose of this paper is to investigate the appropriate properties of self-compacting concrete (SCC) by incorporating waste materials such as crushed ceramics as coarse aggregate and nano egg shell (NES) and nanoclay (NC) as cement replacements. Fresh properties of SCC, such as segregation, flow time and diameter, V-funnel, H2/H1 ratio, and fresh unit weight of concrete mixtures, as well as hardened properties, such as 7, 14, and 28 days compressive strength and 28 and 90 days flexural strength, were measured for this purpose. The presence of NC in the SCC mixture enhanced the compressive strength of the concrete when 5% of NES was added or in the case without the addition of NES compared to the control mixture. The flexural strength enhanced with the incorporation of NC in the SCC increased the flexural strength of the concrete compared to the control mixture, but the incorporation of 5% of NES decreased the flexural strength compared to the mixtures with NC. These results prove the possibility of using crushed ceramics as the coarse aggregate, and NES and NC as substitutes for 5, 7, and 10% of the cement in SCC, because the properties of such SCC in hardened and fresh states are satisfactory.

Qualitative and Quantitative Analysis of Space Minerals using Laser-Induced Breakdown Spectroscopy and Raman Spectroscopy (레이저 유도 분해 분광법과 라만 분광법을 이용한 우주 광물의 정성 및 정량 분석 기법)

  • Kim, Dongyoung;Yoh, Jack J.
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.46 no.6
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    • pp.519-526
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    • 2018
  • In order to analyze space resources, it had to be brought to earth. However, using laser-induced breakdown spectroscopy(LIBS) and Raman spectroscopy, it is possible to analyze qualitative and quantitative analysis of space minerals in real time. LIBS is a spectroscopic method in which a high energy laser is concentrated on a material surface to generate a plasma, and the emitted light is acquired through a spectroscope to analyze the atomic composition. Raman spectroscopy is a spectroscopic method that analyzes the molecular structure by measuring scattered light. These two spectroscopic methods are complementary spectroscopic methods for analyzing the atoms and molecules of unknown minerals and have an advantage as space payloads. In this study, data were analyzed qualitatively by using principal component analysis(PCA). In addition, a mixture of two minerals was prepared and a quantitative analysis was performed to predict the concentration of the material.

Interactions of Wave and Poro-elastic Seabed under Uniform Current (일정 흐름장에서의 파랑과 다공질 탄성 해저지반의 상호작용)

  • Kim Beom-yeong;Lee Gil-Seong;Park U-Seon
    • Proceedings of the Korean Society of Coastal and Ocean Engineers Conference
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    • 1997.10a
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    • pp.45-52
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    • 1997
  • Ocean seabed is usually covered with various types of marine soils. A marine soil is a mixture of two phases: soil particles that forms an interlocking skeletal frame, pore fluids that occupy a major portion of pore space. When gravity water waves propagate over a porous movable seabed, a hydrodynamic pressure on the fluid-seabed interface and fluid flow in the porous medium are induced. (omitted)

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Removal of VOCs Using Nylon 6 fiber media Immobilized with Microorganisms (Nylon 6 fiber media를 이용한 Biofilter의 VOCS의 제거)

  • Kim, Jang-ho;Park, Dong-won;Kim, Hyoung-ho
    • Clean Technology
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    • v.9 no.1
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    • pp.37-42
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    • 2003
  • Biofiltration was successfully applied to treat a mixture of volatile organic compounds(benzene, xylene) from contaminated air stream. Immobilized Ps. oleovorans biofilter was evaluated for its value in simultaneous removal of benzene and xylene from waste air stream. The variety of operating conditions were tested to evaluate important factors such as space velocity, pH, water content, etc.

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Binary classification on compositional data

  • Joo, Jae Yun;Lee, Seokho
    • Communications for Statistical Applications and Methods
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    • v.28 no.1
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    • pp.89-97
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    • 2021
  • Due to boundedness and sum constraint, compositional data are often transformed by logratio transformation and their transformed data are put into traditional binary classification or discriminant analysis. However, it may be problematic to directly apply traditional multivariate approaches to the transformed data because class distributions are not Gaussian and Bayes decision boundary are not polynomial on the transformed space. In this study, we propose to use flexible classification approaches to transformed data for compositional data classification. Empirical studies using synthetic and real examples demonstrate that flexible approaches outperform traditional multivariate classification or discriminant analysis.