• Title/Summary/Keyword: Stochastic Models

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Development of Two-lane Highway Vehicle Model Based on Discrete Time and Space (이산적 시공간 기반 2차로 도로 차량모형 개발)

  • Yoon, Byoung Jo
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.31 no.6D
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    • pp.785-791
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    • 2011
  • Two-lane and two-way traffic flow shows various dynamic relationships according to the behaviors of low-speed vehicle and overtaking. And it is essential to develop a vehicle model which simultaneously explains the behaviors of low-speed vehicle and overtaking using opposite lane in order to microscopically analyze various two-lane and two-way traffic flows by traffic flow simulation. In Korea, some studies for car-following and lane-changing models for freeway or signalized road have been reported, but few researches for the development of vehicle model for two-lane and two-way highway have been done. Hence, a microscopic two-lane and two-way vehicle model was, in this study, developed with the consideration of overtaking process and is based on CA (Cellular Automata) which is one of discrete time-space models. The developed model is parallel combined with an adjusted CA car-following model and an overtaking model. The results of experimental simulation showed that the car-following model explained the various macroscopic relationships of traffic flow and overtaking model reasonably generated the various behaviors of macroscopic traffic flows under the conditions of both opposite traffic flow and stochastic parameter to consider overtaking. The vehicle model presented in this study is expected to be used for the simulation of more various two-lane, two-way traffic flows.

Development of A Dynamic Departure Time Choice Model based on Heterogeneous Transit Passengers (이질적 지하철승객 기반의 동적 출발시간선택모형 개발 (도심을 목적지로 하는 단일 지하철노선을 중심으로))

  • 김현명;임용택;신동호;백승걸
    • Journal of Korean Society of Transportation
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    • v.19 no.5
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    • pp.119-134
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    • 2001
  • This paper proposed a dynamic transit vehicle simulation model and a dynamic transit passengers simulation model, which can simultaneously simulate the transit vehicles and passengers traveling on a transit network, and also developed an algorithm of dynamic departure time choice model based on individual passenger. The proposed model assumes that each passenger's behavior is heterogeneous based on stochastic process by relaxing the assumption of homogeneity among passengers and travelers have imperfect information and bounded rationality to more actually represent and to simulate each passenger's behavior. The proposed model integrated a inference and preference reforming procedure into the learning and decision making process in order to describe and to analyze the departure time choices of transit passengers. To analyze and evaluate the model an example transit line heading for work place was used. Numerical results indicated that in the model based on heterogeneous passengers the travelers' preference influenced more seriously on the departure time choice behavior, while in the model based on homogeneous passengers it does not. The results based on homogeneous passengers seemed to be unrealistic in the view of rational behavior. These results imply that the aggregated travel demand models such as the traditional network assignment models based on user equilibrium, assuming perfect information on the network, homogeneity and rationality, might be different from the real dynamic travel demand patterns occurred on actual network.

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Application of an Automated Time Domain Reflectometry to Solute Transport Study at Field Scale: Transport Concept (시간영역 광전자파 분석기 (Automatic TDR System)를 이용한 오염물질의 거동에 관한 연구: 오염물질 운송개념)

  • Kim, Dong-Ju
    • Economic and Environmental Geology
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    • v.29 no.6
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    • pp.713-724
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    • 1996
  • The time-series resident solute concentrations, monitored at two field plots using the automated 144-channel TDR system by Kim (this issue), are used to investigate the dominant transport mechanism at field scale. Two models, based on contradictory assumptions for describing the solute transport in the vadose zone, are fitted to the measured mean breakthrough curves (BTCs): the deterministic one-dimensional convection-dispersion model (CDE) and the stochastic-convective lognormal transfer function model (CLT). In addition, moment analysis has been performed using the probability density functions (pdfs) of the travel time of resident concentration. Results of moment analysis have shown that the first and second time moments of resident pdf are larger than those of flux pdf. Based on the time moments, expressed in function of model parameters, variance and dispersion of resident solute travel times are derived. The relationship between variance or dispersion of solute travel time and depth has been found to be identical for both the time-series flux and resident concentrations. Based on these relationships, the two models have been tested. However, due to the significant variations of transport properties across depth, the test has led to unreliable results. Consequently, the model performance has been evaluated based on predictability of the time-series resident BTCs at other depths after calibration at the first depth. The evaluation of model predictability has resulted in a clear conclusion that for both experimental sites the CLT model gives more accurate prediction than the CDE model. This suggests that solute transport at natural field soils is more likely governed by a stream tube model concept with correlated flow than a complete mixing model. Poor prediction of CDE model is attributed to the underestimation of solute spreading and thus resulting in an overprediction of peak concentration.

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An Outlook on Cereal Grains Production in South Korea Based on Crop Growth Simulation under the RCP8.5 Climate Change Scenarios (RCP8.5 기후조건의 작물생육모의에 근거한 우리나라 곡물생산 전망)

  • Kim, Dae-Jun;Kim, Soo-Ock;Moon, Kyung-Hwan;Yun, Jin-I.
    • Korean Journal of Agricultural and Forest Meteorology
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    • v.14 no.3
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    • pp.132-141
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    • 2012
  • Climate change impact assessment of cereal crop production in South Korea was performed using land attributes and daily weather data at a farm scale as inputs to crop models. Farmlands in South Korea were grouped into 68 crop-simulation zone units (CZU) based on major mountains and rivers as well as existing land use information. Daily weather data at a 1-km grid spacing under the A1B- and RCP8.5 scenarios were generated stochastically to obtain decadal mean of daily data. These data were registered to the farmland grid cells and spatially averaged to represent climate conditions in each CZU. Monthly climate data for each decade in 2001~2100 were transformed to 30 sets of daily weather data for each CZU by using a stochastic weather generator. Soil data and crop management information for 68 CZU were used as inputs to the CERES-rice, CERE-barley and CROPGRO-soybean models calibrated to represent the genetic features of major domestic cultivars in South Korea. Results from the models suggested that the heading or flowering of rice, winter barley and soybean could be accelerated in the future. The grain-fill period of winter barley could be extended, resulting in much higher yield of winter barley in most CZUs than that of rice. Among the three major cereal grain crops in Korea, rice seems most vulnerable to negative impact of climate change, while little impact of climate change is expected on soybeans. Because a positive effect of climate change is projected for winter barley, policy in agricultural production should pay more attention to facilitate winter barley production as an adaptation strategy for the national food security.

A Time Series Graph based Convolutional Neural Network Model for Effective Input Variable Pattern Learning : Application to the Prediction of Stock Market (효과적인 입력변수 패턴 학습을 위한 시계열 그래프 기반 합성곱 신경망 모형: 주식시장 예측에의 응용)

  • Lee, Mo-Se;Ahn, Hyunchul
    • Journal of Intelligence and Information Systems
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    • v.24 no.1
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    • pp.167-181
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    • 2018
  • Over the past decade, deep learning has been in spotlight among various machine learning algorithms. In particular, CNN(Convolutional Neural Network), which is known as the effective solution for recognizing and classifying images or voices, has been popularly applied to classification and prediction problems. In this study, we investigate the way to apply CNN in business problem solving. Specifically, this study propose to apply CNN to stock market prediction, one of the most challenging tasks in the machine learning research. As mentioned, CNN has strength in interpreting images. Thus, the model proposed in this study adopts CNN as the binary classifier that predicts stock market direction (upward or downward) by using time series graphs as its inputs. That is, our proposal is to build a machine learning algorithm that mimics an experts called 'technical analysts' who examine the graph of past price movement, and predict future financial price movements. Our proposed model named 'CNN-FG(Convolutional Neural Network using Fluctuation Graph)' consists of five steps. In the first step, it divides the dataset into the intervals of 5 days. And then, it creates time series graphs for the divided dataset in step 2. The size of the image in which the graph is drawn is $40(pixels){\times}40(pixels)$, and the graph of each independent variable was drawn using different colors. In step 3, the model converts the images into the matrices. Each image is converted into the combination of three matrices in order to express the value of the color using R(red), G(green), and B(blue) scale. In the next step, it splits the dataset of the graph images into training and validation datasets. We used 80% of the total dataset as the training dataset, and the remaining 20% as the validation dataset. And then, CNN classifiers are trained using the images of training dataset in the final step. Regarding the parameters of CNN-FG, we adopted two convolution filters ($5{\times}5{\times}6$ and $5{\times}5{\times}9$) in the convolution layer. In the pooling layer, $2{\times}2$ max pooling filter was used. The numbers of the nodes in two hidden layers were set to, respectively, 900 and 32, and the number of the nodes in the output layer was set to 2(one is for the prediction of upward trend, and the other one is for downward trend). Activation functions for the convolution layer and the hidden layer were set to ReLU(Rectified Linear Unit), and one for the output layer set to Softmax function. To validate our model - CNN-FG, we applied it to the prediction of KOSPI200 for 2,026 days in eight years (from 2009 to 2016). To match the proportions of the two groups in the independent variable (i.e. tomorrow's stock market movement), we selected 1,950 samples by applying random sampling. Finally, we built the training dataset using 80% of the total dataset (1,560 samples), and the validation dataset using 20% (390 samples). The dependent variables of the experimental dataset included twelve technical indicators popularly been used in the previous studies. They include Stochastic %K, Stochastic %D, Momentum, ROC(rate of change), LW %R(Larry William's %R), A/D oscillator(accumulation/distribution oscillator), OSCP(price oscillator), CCI(commodity channel index), and so on. To confirm the superiority of CNN-FG, we compared its prediction accuracy with the ones of other classification models. Experimental results showed that CNN-FG outperforms LOGIT(logistic regression), ANN(artificial neural network), and SVM(support vector machine) with the statistical significance. These empirical results imply that converting time series business data into graphs and building CNN-based classification models using these graphs can be effective from the perspective of prediction accuracy. Thus, this paper sheds a light on how to apply deep learning techniques to the domain of business problem solving.

Efficient Structral Safety Monitoring of Large Structures Using Substructural Identification (부분구조추정법을 이용한 대형구조물의 효율적인 구조안전도 모니터링)

  • 윤정방;이형진
    • Journal of the Earthquake Engineering Society of Korea
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    • v.1 no.2
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    • pp.1-15
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    • 1997
  • This paper presents substructural identification methods for the assessment of local damages in complex and large structural systems. For this purpose, an auto-regressive and moving average with stochastic input (ARMAX) model is derived for a substructure to process the measurement data impaired by noises. Using the substructural methods, the number of unknown parameters for each identification can be significantly reduced, hence the convergence and accuracy of estimation can be improved. Secondly, the damage index is defined as the ratio of the current stiffness to the baseline value at each element for the damage assessment. The indirect estimation method was performed using the estimated results from the identification of the system matrices from the substructural identification. To demonstrate the proposed techniques, several simulation and experimental example analyses are carried out for structural models of a 2-span truss structure, a 3-span continuous beam model and 3-story building model. The results indicate that the present substructural identification method and damage estimation methods are effective and efficient for local damage estimation of complex structures.

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Development of More Realistic Overtaking Behavior Model in CA-Based Two-Lane Highway Environment (CA 2차로 도로 차량모형의 보다 현실적인 추월행태 개발)

  • Yoon, Byoung Jo
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.33 no.6
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    • pp.2473-2481
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    • 2013
  • The two characteristics of two-lane-and-two-way traffic flow are platoon and overtaking triggered by low-speed vehicle. It is crucial to develop a robust model which simultaneously generates the behaviors of platoon by low-speed vehicle and overtaking using opposite lane. Hence, a microscopic two-lane and two-way vehicle model was introduced (B. Yoon, 2011), which is based on CA (Cellular Automata) which is one of discrete time-space models, in Korea. While the model very reasonably explains the behaviour of overtaking low-speed vehicle in stable traffic flow below critical density, it has shortcomings to the overtaking process in unstable traffic flow above the critical density. Therefore, the objective of this study is to develope a vehicle model to more realistically explain overtaking process in unstable traffic flow state based on the model developed in the previous study. The experimental results revealed that the car-following model robustly generates the various macroscopic relationships of traffic flow generating stop-and-go traffic flow and the overtaking model reasonably explains the behaviors of overtaking under the conditions of both opposite traffic flow and stochastic parameter to consider overtaking in unstable traffic flow state. The vehicle model presented in this study can be expected to be utilized for the analysis of two-lane-and-two-way traffic flows more realistically than before.

Estimation and Weighting of Sub-band Reliability for Multi-band Speech Recognition (다중대역 음성인식을 위한 부대역 신뢰도의 추정 및 가중)

  • 조훈영;지상문;오영환
    • The Journal of the Acoustical Society of Korea
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    • v.21 no.6
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    • pp.552-558
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    • 2002
  • Recently, based on the human speech recognition (HSR) model of Fletcher, the multi-band speech recognition has been intensively studied by many researchers. As a new automatic speech recognition (ASR) technique, the multi-band speech recognition splits the frequency domain into several sub-bands and recognizes each sub-band independently. The likelihood scores of sub-bands are weighted according to reliabilities of sub-bands and re-combined to make a final decision. This approach is known to be robust under noisy environments. When the noise is stationary a sub-band SNR can be estimated using the noise information in non-speech interval. However, if the noise is non-stationary it is not feasible to obtain the sub-band SNR. This paper proposes the inverse sub-band distance (ISD) weighting, where a distance of each sub-band is calculated by a stochastic matching of input feature vectors and hidden Markov models. The inverse distance is used as a sub-band weight. Experiments on 1500∼1800㎐ band-limited white noise and classical guitar sound revealed that the proposed method could represent the sub-band reliability effectively and improve the performance under both stationary and non-stationary band-limited noise environments.

Method of a Multi-mode Low Rate Speech Coder Using a Transient Coding at the Rate of 2.4 kbit/s (전이구간 부호화를 이용한 2.4 kbit/s 다중모드 음성 부호화 방법)

  • Ahn Yeong-uk;Kim Jong-hak;Lee Insung;Kwon Oh-ju;Bae Mun-Kwan
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.42 no.2 s.302
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    • pp.131-142
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    • 2005
  • The low rate speech coders under 4 kbit/s are based on sinusoidal transform coding (STC) or multiband excitation (MBE). Since the harmonic coders are not efficient to reconstruct the transient segments of speech signals such as onsets, offsets, non-periodic signals, etc, the coders do not provide a natural speech quality. This paper proposes method of a efficient transient model :d a multi-mode low rate coder at 2.4 kbit/s that uses harmonic model for the voiced speech, stochastic model for the unvoiced speech and a model using aperiodic pulse location tracking (APPT) for the transient segments, respectively. The APPT utilizes the harmonic model. The proposed method uses different models depending on the characteristics of LPC residual signals. In addition, it can combine synthesized excitation in CELP coding at time domain with that in harmonic coding at frequency domain efficiently. The proposed coder shows a better speech quality than 2.4 kbit/s version of the mixed excitation linear prediction (MELP) coder that is a U.S. Federal Standard for speech coder.

A design of fuzzy pattern matching classifier using genetic algorithms and its applications (유전 알고리즘을 이용한 퍼지 패턴 매칭 분류기의 설계와 응용)

  • Jung, Soon-Won;Park, Gwi-Tae
    • Journal of the Korean Institute of Telematics and Electronics B
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    • v.33B no.1
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    • pp.87-95
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    • 1996
  • A new design scheme for the fuzzy pattern matching classifier (FPMC) is proposed. in conventional design of FPMC, there are no exact information about the membership function of which shape and number critically affect the performance of classifier. So far, a trial and error or heuristic method is used to find membership functions for the input patterns. But each of them have limits in its application to the various types of pattern recognition problem. In this paper, a new method to find the appropriate shape and number of membership functions for the input patterns which minimize classification error is proposed using genetic algorithms(GAs). Genetic algorithms belong to a class of stochastic algorithms based on biological models of evolution. They have been applied to many function optimization problems and shown to find optimal or near optimal solutions. In this paper, GAs are used to find the appropriate shape and number of membership functions based on fitness function which is inversely proportional to classification error. The strings in GAs determine the membership functions and recognition results using these membership functions affect reproduction of next generation in GAs. The proposed design scheme is applied to the several patterns such as tire tread patterns and handwritten alphabetic characters. Experimental results show the usefulness of the proposed scheme.

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