• The Transactions of The Korean Institute of Electrical Engineers
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• v.61 no.7
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• pp.1007-1013
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• 2012

Modeling of photovoltaic power systems is significant to analytically predict its dynamics in practical applications. This paper presents a novel modeling algorithm of such system by using probability and statistic theories. We first establish a linear model basically composed of Fourier parameter sets for mapping the input/output variable of photovoltaic systems. The proposed model includes solar irradiation and ambient temperature of photovoltaic modules as an input vector and the inverter power output is estimated sequentially. We deal with these measurements as random variables and derive a parameter learning algorithm of the model in terms of statistics. Our learning algorithm requires computation of an expectation and joint expectation against solar irradiation and ambient temperature, which are analytically solved from the integral calculus. For testing the proposed modeling algorithm, we utilize realistic measurement data sets obtained from the Seokwang Solar power plant in Youngcheon, Korea. We demonstrate reliability and superiority of the proposed photovoltaic system model by observing error signals between a practical system output and its estimation.

• Proceedings of the Korean Statistical Society Conference
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• 2003.05a
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• pp.109-114
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• 2003

The concept of dispersion is intrinsic to the theory and practice of statistics. A formulation of the concept of dispersion can be obtained by comparing the probability of intervals centered about a location parameter, which is peakedness ordering introduced first by Birnbaum (1948). We consider statistical inference concerning peakedness ordering between two arbitrary distributions. We propose nonparametric maximum likelihood estimator of two distributions under peakedness ordering and a likelihood ratio test for equality of dispersion in the sense of peakedness ordering.

• Journal of the Korean Statistical Society
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• v.33 no.3
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• pp.303-312
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• 2004

The concept of dispersion is intrinsic to the theory and practice of statistics. A formulation of the concept of dispersion can be obtained by comparing the probability of intervals centered about a location parameter. This is the peakedness ordering introduced first by Birnbaum (1948). We consider statistical inference concerning peakedness ordering between two arbitrary distributions. We propose non parametric maximum likelihood estimators of two distributions under peakedness ordering and a likelihood ratio test for equality of dispersion in the sense of peakedness ordering.

• Advances in concrete construction
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• v.9 no.5
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• pp.469-478
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• 2020

This study aims to establish a new methodological framework for the evaluation of the evolution of the reliability of plain concrete for pavement vs number of cycles under flexural fatigue loading. According to the framework, a new method calculating the reliability was proposed through probability simulation in order to describe a random accumulation of fatigue damage, which combines reliability theory, one-to-one probability density functions transformation technique, cumulative fatigue damage theory and Weibull distribution theory. Then the statistical analysis of flexural fatigue performance of cement concrete tested was carried out utilizing Weibull distribution. Ultimately, the reliability for the tested cement concrete was obtained by the proposed method. Results indicate that the stochastic evolution behavior of concrete materials under fatigue loading can be captured by the established framework. The flexural fatigue life data of concrete at different stress levels is well described utilizing the two-parameter Weibull distribution. The evolution of reliability for concrete materials tested in this study develops by three stages and may corresponds to develop stages of cracking. The proposed method may also be available for the analysis of degradation behaviors under non-fatigue conditions.

• Communications for Statistical Applications and Methods
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• v.30 no.2
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• pp.191-213
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• 2023

Unit distributions are frequently used in probability theory and statistics to depict meaningful variables having values between zero and one. Using convenient transformation, the unit inverse exponentiated weibull (UIEW) distribution, which is equally useful for modelling data on the unit interval, is proposed in this study. Quantile function, moments, incomplete moments, uncertainty measures, stochastic ordering, and stress-strength reliability are among the statistical properties provided for this distribution. To estimate the parameters associated to the recommended distribution, well-known estimation techniques including maximum likelihood, maximum product of spacings, least squares, weighted least squares, Cramer von Mises, Anderson-Darling, and Bayesian are utilised. Using simulated data, we compare how well the various estimators perform. According to the simulated outputs, the maximum product of spacing estimates has lower values of accuracy measures than alternative estimates in majority of situations. For two real datasets, the proposed model outperforms the beta, Kumaraswamy, unit Gompartz, unit Lomax and complementary unit weibull distributions based on various comparative indicators.

• Structural Engineering and Mechanics
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• v.46 no.1
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• pp.19-37
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• 2013

The optimum design of base isolation system considering model parameter uncertainty is usually performed by using the unconditional response of structure obtained by the total probability theory, as the performance index. Though, the probabilistic approach is powerful, it cannot be applied when the maximum possible ranges of variations are known and can be only modelled as uncertain but bounded type. In such cases, the interval analysis method is a viable alternative. The present study focuses on the bounded optimization of base isolation system to mitigate the seismic vibration effect of structures characterized by bounded type system parameters. With this intention in view, the conditional stochastic response quantities are obtained in random vibration framework using the state space formulation. Subsequently, with the aid of matrix perturbation theory using first order Taylor series expansion of dynamic response function and its interval extension, the vibration control problem is transformed to appropriate deterministic optimization problems correspond to a lower bound and upper bound optimum solutions. A lead rubber bearing isolating a multi-storeyed building frame is considered for numerical study to elucidate the proposed bounded optimization procedure and the optimum performance of the isolation system.

• ETRI Journal
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• v.37 no.3
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• pp.450-459
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• 2015

Small cell networks, as an important evolution path for next-generation cellular networks, have drawn much attention. Different from the traditional base stations (BSs) always-on model, we proposed a BSs on-off model, where a new, simple expression for the probabilities of active BSs in a heterogeneous network is derived. This model is more suitable for application in practical networks. Based on this, we develop an analytical framework for the performance evaluation of small cell networks, adopting stochastic geometry theory. We derive the system coverage probability; average energy efficiency (AEE) and average uplink power consumption (AUPC) for different association strategies; maximum biased received power (MaBRP); and minimum association distance (MiAD). It is analytically shown that MaBRP is beneficial for coverage but will have some loss in energy saving. On the contrary, MiAD is not advocated from the point of coverage but is more energy efficient. The simulation results show that the use of range expansion in MaBRP helps to save energy but that this is not so in MiAD. Furthermore, we can achieve an optimal AEE by establishing an appropriate density of small cells.

• Economic and Environmental Geology
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• v.33 no.4
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• pp.295-307
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• 2000

Probabilistic analysis is a powerful method to quantify variability and uncertainty common in engineering geology fields. In rock slope engineering, the uncertainty and variation may be in the form of scatter in orientations and geometries of discontinuities, and also test results. However, in the deterministic analysis, the factor of safety which is used to ensure stability of rock slopes, is based on the fixed representative values for each parameter without a consideration of the scattering in data. For comparison, in the probabilistic analysis, these discontinuity parameters are considered as random variables, and therefore, the reliability and probability theories are utilized to evaluate the possibility of slope failure. Therefore, in the probabilistic analysis, the factor of safety is considered as a random variable and replaced by the probability of failure to measure the level of slope stability. In this study, the stochastic properties of discontinuity parameters are evaluated and the stability of rock slope is analyzed based on the random properties of discontinuity parameters. Then, the results between the deterministic analysis and the probabilistic analysis are compared and the differences between the two analysis methods are explained.

• Journal of Korean Society of Transportation
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• v.20 no.5
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• pp.67-79
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• 2002

In this paper, observed trajectories of a vehicle platoon are viewed as one realization of a finite sequence of random trajectories. In this point of view, we develop novel and mathematically rigorous concept of traffic flow variables such as local traffic density, instantaneous traffic flow, and velocity field and investigate their nature on a general probability space of a sequence of random trajectories which represent vehicle trajectories. We present a simple model of random trajectories as an illustrative example and, derive the values of traffic flow variables based on the new definitions in this model. In particular, we construct the model for the sequence of random vehicle trajectories with a system of stochastic differential equations. Each equation of the system nay represent microscopic random maneuvering behavior of each vehicle with properly designed drift coefficient functions and diffusion coefficient functions. The system of stochastic differential equations nay generate a well-defined probability space of a sequence of random vehicle trajectories. We derive the partial differential equation for the expected cumulative plot with appropriate initial conditions. By solving the equation with numerical methods, we obtain the values of expected cumulative plot, local traffic density, and instantaneous traffic flow. In addition, we derive the partial differential equation for the expected travel time to a certain location with appropriate initial and/or boundary conditions, which is solvable numerically. We apply this model to a case of single vehicle trajectory.

• Communications for Statistical Applications and Methods
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• v.24 no.5
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• pp.481-492
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• 2017

This paper investigates a convergence rate of a test statistics given by two scale sampling method based on $A\ddot{i}t$-Sahalia and Jacod (Annals of Statistics, 37, 184-222, 2009). This statistics tests for longitudinal data having the existence of long memory dependence driven by fractional Brownian motion with Hurst parameter $H{\in}(1/2,\;1)$. We obtain an upper bound in the Kolmogorov distance for normal approximation of this test statistic. As a main tool for our works, the recent results in Nourdin and Peccati (Probability Theory and Related Fields, 145, 75-118, 2009; Annals of Probability, 37, 2231-2261, 2009) will be used. These results are obtained by employing techniques based on the combination between Malliavin calculus and Stein's method for normal approximation.