• Title/Summary/Keyword: Stochastic Models

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Chaotic Disaggregation of Daily Rainfall Time Series (카오스를 이용한 일 강우자료의 시간적 분해)

  • Kyoung, Min-Soo;Sivakumar, Bellie;Kim, Hung-Soo;Kim, Byung-Sik
    • Journal of Korea Water Resources Association
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    • v.41 no.9
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    • pp.959-967
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    • 2008
  • Disaggregation techniques are widely used to transform observed daily rainfall values into hourly ones, which serve as important inputs for flood forecasting purposes. However, an important limitation with most of the existing disaggregation techniques is that they treat the rainfall process as a realization of a stochastic process, thus raising questions on the lack of connection between the structure of the models on one hand and the underlying physics of the rainfall process on the other. The present study introduces a nonlinear deterministic (and specifically chaotic) framework to study the dynamic characteristics of rainfall distributions across different temporal scales (i.e. weights between scales), and thus the possibility of rainfall disaggregation. Rainfall data from the Seoul station (recorded by the Korea Meteorological Administration) are considered for the present investigation, and weights between only successively doubled resolutions (i.e., 24-hr to 12-hr, 12-hr to 6-hr, 6-hr to 3-hr) are analyzed. The correlation dimension method is employed to investigate the presence of chaotic behavior in the time series of weights, and a local approximation technique is employed for rainfall disaggregation. The results indicate the presence of chaotic behavior in the dynamics of weights between the successively doubled scales studied. The modeled (disaggregated) rainfall values are found to be in good agreement with the observed ones in their overall matching (e.g. correlation coefficient and low mean square error). While the general trend (rainfall amount and time of occurrence) is clearly captured, an underestimation of the maximum values are found.

Exclusive correlation analysis for algae and environmental factors in weirs of four major rivers in South Korea (4대강 주요지점에서의 조류 발생인자의 배타적 상관성분석에 대한 연구)

  • Lee, Eun Hyung;Kim, Yeonhwa;Kim, Kyunghyun;Kim, Sanghyun
    • Journal of Korea Water Resources Association
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    • v.49 no.2
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    • pp.155-164
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    • 2016
  • Algal blooms not only destroy fish habitats but also diminish biological diversity of ecosystem which results into water quality deterioration of 4 major rivers in South Korea. The relationship between algal bloom and environmental factors had been analyzed through the cross-correlation function between concentration of chlorophyll a and other environmental factors. However, time series of cross-correlations can be affected by the stochastic structure such auto-correlated feature of other controllers. In order to remove external effect in the correlation analysis, the pre-whitening procedure was implemented into the cross correlation analysis. The modeling process is consisted of a series of procedure (e.g., model identification, parameter estimation, and diagnostic checking of selected models). This study provides the exclusive correlation relationship between algae concentration and other environmental factors. The difference between the conventional correlation using raw data and that of pre-whitened series was discussed. The process implemented in this paper is useful not only to identify exclusive environmental variables to model Chl-a concentration but also in further extensive application to configure causality in the environment.

A Simulation Model for the Study on the Forest Fire Pattern (산불확산패턴 연구를 위한 시뮬레이션 모델)

  • Song, Hark-Soo;Jeon, Wonju;Lee, Sang-Hee
    • Journal of the Korea Society for Simulation
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    • v.22 no.2
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    • pp.101-107
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    • 2013
  • Because forest fires are predicted to increase in severity and frequency under global climate change with important environmental implications, an understanding of fire dynamics is critical for mitigation of these negative effects. For the reason, researchers with different background, such as ecologists, physicists, and mathematical biologists, have developed the simulation models to mimic the forest fire spread patterns. In this study, we suggested a novel model considering the wind effect. Our theoretical forest was comprised of two different tree species with varying probabilities of transferring fire that were randomly distributed in space at densities ranging from 0.0 (low) to 1.0 (high). We then studied the distributional patterns of burnt trees using a two-dimensional stochastic cellular automata model with minimized local rules. We investigated the time, T, that the number of burnt trees reaches 25% of the whole trees for different values of the initial tree density, fire transition probability, and the degree of wind strength. Simulation results showed that the values of T decreased with the increase of tree density, and the wind effect decreased in the case of too high or low tree density. We believe that our model can be a useful tool to explore forest fire spreading patterns.

Univariate Analysis of Soil Moisture Time Series for a Hillslope Located in the KoFlux Gwangneung Supersite (광릉수목원 내 산지사면에서의 토양수분 시계열 자료의 단변량 분석)

  • Son, Mi-Na;Kim, Sang-Hyun;Kim, Do-Hoon;Lee, Dong-Ho;Kim, Joon
    • Korean Journal of Agricultural and Forest Meteorology
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    • v.9 no.2
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    • pp.88-99
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    • 2007
  • Soil moisture is one of the essential components in determining surface hydrological processes such as infiltration, surface runoff as well as meteorological, ecological and water quality responses at watershed scale. This paper discusses soil moisture transfer processes measured at hillslope scale in the Gwangneung forest catchment to understand and provide the basis of stochastic structures of soil moisture variation. Measured soil moisture series were modelled based upon the developed univariate model platform. The modeling consists of a series of procedures: pre-treatment of data, model structure investigation, selection of candidate models, parameter estimation and diagnostic checking. The spatial distribution of model is associated with topographic characteristics of the hillslope. The upslope area computed by the multiple flow direction algorithm and the local slope are found to be effective parameters to explain the distribution of the model structure. This study enables us to identify the key factors affecting the soil moisture distribution and to ultimately construct a realistic soil moisture map in a complex landscape such as the Gwangneung Supersite.

An Analysis of Determinants of Medical Cost Inflation using both Deterministic and Stochastic Models (의료비 상승 요인 분석)

  • Kim, Han-Joong;Chun, Ki-Hong
    • Journal of Preventive Medicine and Public Health
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    • v.22 no.4 s.28
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    • pp.542-554
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    • 1989
  • The skyrocketing inflation of medical costs has become a major health problem among most developed countries. Korea, which recently covered the entire population with National Health Insurance, is facing the same problem. The proportion of health expenditure to GNP has increased from 3% to 4.8% during the last decade. This was remarkable, if we consider the rapid economic growth during that time. A few policy analysts began to raise cost containment as an agenda, after recognizing the importance of medical cost inflation. In order to Prepare an appropriate alternative for the agenda, it is necessary to find out reasons for the cost inflation. Then, we should focus on the reasons which are controllable, and those whose control are socially desirable. This study is designed to articulate the theory of medical cost inflation through literature reviews, to find out reasons for cost inflation, by analyzing aggregated data with a deterministic model. Finally to identify determinants of changes in both medical demand and service intensity which are major reasons for cost inflation. The reasons for cost inflation are classified into cost push inflation and demand pull inflation, The former consists of increases in price and intensity of services, while the latter is made of consumer derived demand and supplier induced demand. We used a time series (1983-1987), and cross sectional (over regions) data of health insurance. The deterministic model reveals, that an increase in service intensity is a major cause of inflation in the case of inpatient care, while, more utilization, is a primary attribute in the case of physician visits. Multiple regression analysis shows that an increase in hospital beds is a leading explanatory variable for the increase in hospital care. It also reveals, that an introduction of a deductible clause, an increase in hospital beds and degree of urbanization, are statistically significant variables explaining physician visits. The results are consistent with the existing theory, The magnitude of service intensity is influenced by the level of co-payment, the proportion of old age and an increase in co-payment. In short, an increase in co-payment reduced the utilization, but it induced more intensities or services. We can conclude that the strict fee regulation or increase in the level of co-payment can not be an effective measure for cost containment under the fee for service system. Because the provider can react against the regulation by inducing more services.

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Characterization of Ecological Networks on Wetland Complexes by Dispersal Models (분산 모형에 따른 습지경관의 생태 네트워크 특성 분석)

  • Kim, Bin;Park, Jeryang
    • Journal of Wetlands Research
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    • v.21 no.1
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    • pp.16-26
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    • 2019
  • Wetlands that provide diverse ecosystem services, such as habitat provision and hydrological control of flora and fauna, constitute ecosystems through interaction between wetlands existing in a wetlandscape. Therefore, to evaluate the wetland functions such as resilience, it is necessary to analyze the ecological connectivity that is formed between wetlands which also show hydrologically dynamic behaviors. In this study, by defining wetlands as ecological nodes, we generated ecological networks through the connection of wetlands according to the dispersal model of wetland species. The characteristics of these networks were then analyzed using various network metrics. In the case of the dispersal based on a threshold distance, while a high local clustering is observed compared to the exponential dispersal kernel and heavy-tailed dispersal model, it showed a low efficiency in the movement between wetlands. On the other hand, in the case of the stochastic dispersion model, a low local clustering with high efficiency in the movement was observed. Our results confirmed that the ecological network characteristics are completely different depending on which dispersal model is chosen, and one should be careful on selecting the appropriate model for identifying network properties which highly affect the interpretation of network structure and function.

Roll Angle Estimation of Slowly Rolling Guided Munition With Time-delayed Measurement and Its Verification Through Flight Experiment (지연된 측정치를 가진 저속 회전 유도형 탄약의 롤각 추정 및 비행 실험을 통한 검증)

  • Park, Junwoo;Ahn, Hyungjoo;Jung, Sungmin;Noh, Junyoung;Hong, Kyungwoo;Jang, Kwangwoo;Kim, Sungjoong;Bang, Hyochoong;Kim, Jin-Won;Heo, Junhoe;Pak, Chang-Ho;Seo, Songwon
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.49 no.5
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    • pp.373-381
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    • 2021
  • This paper details the result of flight experiment that examines performance of roll angle estimation algorithm of slowly rolling munition taking time delay of measurement into account when measurement comes in delayed fashion. As the measurement is passed through low pass filter for numerical stabilization and de-noising purpose which induces time delay, we design augmented state Kalman filter that incorporates distribution models of stochastic delay over time. Flight experiment was conducted to verify the algorithm at around 250m high AGL(Above Ground Level) conveying velocity of 28m/s from fixed-wing mother plane to the munition. Munition was made spun with respect to its roll axis using internal reaction wheel afterward. Numerical comparison of proposing method's roll estimation performance with that of commercial aerospace graded GPS/INS shows that proposed filter design can effectively compensate time delay of measurement.

Improvement in facies discrimination using multiple seismic attributes for permeability modelling of the Athabasca Oil Sands, Canada (캐나다 Athabasca 오일샌드의 투수도 모델링을 위한 다양한 탄성파 속성들을 이용한 상 구분 향상)

  • Kashihara, Koji;Tsuji, Takashi
    • Geophysics and Geophysical Exploration
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    • v.13 no.1
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    • pp.80-87
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    • 2010
  • This study was conducted to develop a reservoir modelling workflow to reproduce the heterogeneous distribution of effective permeability that impacts on the performance of SAGD (Steam Assisted Gravity Drainage), the in-situ bitumen recovery technique in the Athabasca Oil Sands. Lithologic facies distribution is the main cause of the heterogeneity in bitumen reservoirs in the study area. The target formation consists of sand with mudstone facies in a fluvial-to-estuary channel system, where the mudstone interrupts fluid flow and reduces effective permeability. In this study, the lithologic facies is classified into three classes having different characteristics of effective permeability, depending on the shapes of mudstones. The reservoir modelling workflow of this study consists of two main modules; facies modelling and permeability modelling. The facies modelling provides an identification of the three lithologic facies, using a stochastic approach, which mainly control the effective permeability. The permeability modelling populates mudstone volume fraction first, then transforms it into effective permeability. A series of flow simulations applied to mini-models of the lithologic facies obtains the transformation functions of the mudstone volume fraction into the effective permeability. Seismic data contribute to the facies modelling via providing prior probability of facies, which is incorporated in the facies models by geostatistical techniques. In particular, this study employs a probabilistic neural network utilising multiple seismic attributes in facies prediction that improves the prior probability of facies. The result of using the improved prior probability in facies modelling is compared to the conventional method using a single seismic attribute to demonstrate the improvement in the facies discrimination. Using P-wave velocity in combination with density in the multiple seismic attributes is the essence of the improved facies discrimination. This paper also discusses sand matrix porosity that makes P-wave velocity differ between the different facies in the study area, where the sand matrix porosity is uniquely evaluated using log-derived porosity, P-wave velocity and photographically-predicted mudstone volume.

Impacts of R&D and Smallness of Scale on the Total Factor Productivity by Industry (R&D와 규모의 영세성이 산업별 총요소생산성에 미치는 영향)

  • Kim, Jung-Hwan;Lee, Dong-Ki;Lee, Bu-Hyung;Joo, Won
    • Asia-Pacific Journal of Business Venturing and Entrepreneurship
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    • v.2 no.4
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    • pp.71-102
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    • 2007
  • There were many comprehensive analyses conducted within the existing research activities wherein factors affecting technology progress including investment in R&D vis-${\Box}$-vis their influences act as the determinants of TFP. Note, however, that there were few comprehensive analysis in the industrial research performed regarding the impact of the economy of scale as it affects TFP; most of these research studies dealt with the analysis of the non -parametric Malmquist productivity index or used the stochastic frontier production function models. No comprehensive analysis on the impacts of individual independent variables affecting TFP was performed. Therefore, this study obtained the TFP increase rate of each industry by analyzing the factors of the existing growth accounting equation and comprehensively analyzed the TFP determinants by constructing a comprehensive analysis model considering the investment in R&D and economy of scale (smallness by industry) as the influencers of TFP by industry. First, for the TFP increase rate of the 15 industries as a whole, the annual average increase rate for 1993${\sim}$ 1997 was approximately 3.8% only; during 1999${\sim}$ 2000 following the foreign exchange crisis, however, the annual increase rate rose to approximately 7.8%. By industry, the annual average increase rate of TFP between 1993 and 2000 stood at 11.6%, the highest in the electrical and electronic equipment manufacturing business and IT manufacturing sector. In contrast, a -0.4% increase rate was recorded in the furniture and other product manufacturing sectors. In the case of the service industry, the TFP increase rate was 7.3% in the transportation, warehousing, and communication sectors. This is much higher than the 2.9% posted in the electricity, water, and gas sectors and -3.7% recorded in the wholesale, food, and hotel businesses. The results of the comprehensive analysis conducted on the determinants of TFP showed that the correlations between R&D and TFP in general were positive (+) correlations whose significance has yet to be validated; in the model where the self-employed and unpaid family workers were used as proxy variables indicating the smallness of industry out of the total number of workers, however, significant negative (-) correlations were noted. On the other hand, the estimation factors of variables surrogating the smallness of scale in each industry showed that a consistently high "smallness of scale" in an industry means a decrease in the increase rate of TFP in the same industry.

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The Phenomenological Comparison between Results from Single-hole and Cross-hole Hydraulic Test (균열암반 매질 내 단공 및 공간 간섭 시험에 대한 현상적 비교)

  • Kim, Tae-Hee;Kim, Kue-Young;Oh, Jun-Ho;Hwang, Se-Ho
    • Journal of Soil and Groundwater Environment
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    • v.12 no.5
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    • pp.39-53
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    • 2007
  • Generally, fractured medium can be described with some key parameters, such as hydraulic conductivities or random field of hydraulic conductivities (continuum model), spatial and statistical distribution of permeable fractures (discrete fracture network model). Investigating the practical applicability of the well-known conceptual models for the description of groundwater flow in fractured media, various types of hydraulic tests were applied to studies on the highly fractured media in Geumsan, Korea. Results from single-hole packer test show that the horizontal hydraulic conductivities in the permeable media are between $7.67{\times}10^{-10}{\sim}3.16{\times}10^{-6}$ m/sec, with $7.70{\times}10^{-7}$ m/sec arithmetic mean and $2.16{\times}10^{-7}$ m/sec geometric mean. Total number of test interval is 110 at 8 holes. The number of completely impermeable interval is 9, and the low permeable interval - below $1.0{\times}10^{-8}$ m/sec is 14. In other words, most of test intervals are permeable. The vertical distribution of hydraulic conductivities shows apparently the good correlation with the results of flowmeter test. But the results from the cross-hole test show some different features. The results from the cross-hole test are highly related to the connectivity and/or the binary properties of fractured media; permeable and impermeable. From the viewpoint of the connection, the application of the general stochastic approach with a single continuum model may not be appropriate even in the moderately or highly permeable fractured medium. Then, further studies on the investigation method and the analysis procedures should be required for the reasonable and practical design of the conceptual model, with which the binary properties, including permeable/impermeable features, can be described.