• Title/Summary/Keyword: Stochastic modeling

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Time-series Mapping and Uncertainty Modeling of Environmental Variables: A Case Study of PM10 Concentration Mapping (시계열 환경변수 분포도 작성 및 불확실성 모델링: 미세먼지(PM10) 농도 분포도 작성 사례연구)

  • Park, No-Wook
    • Journal of the Korean earth science society
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    • v.32 no.3
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    • pp.249-264
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    • 2011
  • A multi-Gaussian kriging approach extended to space-time domain is presented for uncertainty modeling as well as time-series mapping of environmental variables. Within a multi-Gaussian framework, normal score transformed environmental variables are first decomposed into deterministic trend and stochastic residual components. After local temporal trend models are constructed, the parameters of the models are estimated and interpolated in space. Space-time correlation structures of stationary residual components are quantified using a product-sum space-time variogram model. The ccdf is modeled at all grid locations using this space-time variogram model and space-time kriging. Finally, e-type estimates and conditional variances are computed from the ccdf models for spatial mapping and uncertainty analysis, respectively. The proposed approach is illustrated through a case of time-series Particulate Matter 10 ($PM_{10}$) concentration mapping in Incheon Metropolitan city using monthly $PM_{10}$ concentrations at 13 stations for 3 years. It is shown that the proposed approach would generate reliable time-series $PM_{10}$ concentration maps with less mean bias and better prediction capability, compared to conventional spatial-only ordinary kriging. It is also demonstrated that the conditional variances and the probability exceeding a certain thresholding value would be useful information sources for interpretation.

Stochastic numerical study on the propagation characteristics of P-Wave in heterogeneous ground (지반의 비균질성이 탄성파 전파 특성에 미치는 영향에 대한 추계론적 수치해석 연구)

  • Song, Ki-Il
    • Journal of Korean Tunnelling and Underground Space Association
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    • v.15 no.1
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    • pp.13-24
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    • 2013
  • Various elastic wave-based site investigation methods have been used to characterize subsurface ground because the dynamic properties can be correlated with various geotechnical parameters. Although the inherent spatial variability of the geotechnical parameters affects the P-wave propagation characteristics, ground heterogeneity has not been considered as an influential factor. Thus, the effect of heterogeneous ground on the travel-time shift and wavefront characteristics of elastic waves through stochastic numerical analyses is investigated in this study. The effects of the relative correlation lengths and relative propagation distances on the travel-time shift of P-waves considering various intensities of ground heterogeneity were investigated. Heterogeneous ground fields of stiffness (e.g., the coefficient of variation = 10 ~ 40%) were repeatedly realized in numerical finite difference grids using the turning band method. Monte Carlo simulations were undertaken to simulate P-wave propagation in heterogeneous ground using a finite difference method-based numerical approach. The results show that the disturbance of the wavefront becomes more significant with stronger heterogeneity and induces travel-time delays. The relative correlation lengths and propagation distances are systematically related to the travel-time shift.

TGC-based Fish Growth Estimation Model using Gaussian Process Regression Approach (가우시안 프로세스 회귀를 통한 열 성장 계수 기반의 어류 성장 예측 모델)

  • Juhyoung Sung;Sungyoon Cho;Da-Eun Jung;Jongwon Kim;Jeonghwan Park;Kiwon Kwon;Young Myoung Ko
    • Journal of Internet Computing and Services
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    • v.24 no.1
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    • pp.61-69
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    • 2023
  • Recently, as the fishery resources are depleted, expectations for productivity improvement by 'rearing fishery' in land farms are greatly rising. In the case of land farms, unlike ocean environments, it is easy to control and manage environmental and breeding factors, and has the advantage of being able to adjust production according to the production plan. On the other hand, unlike in the natural environment, there is a disadvantage in that operation costs may significantly increase due to the artificial management for fish growth. Therefore, profit maximization can be pursued by efficiently operating the farm in accordance with the planned target shipment. In order to operate such an efficient farm and nurture fish, an accurate growth prediction model according to the target fish species is absolutely required. Most of the growth prediction models are mainly numerical results based on statistical analysis using farm data. In this paper, we present a growth prediction model from a stochastic point of view to overcome the difficulties in securing data and the difficulty in providing quantitative expected values for inaccuracies that existing growth prediction models from a statistical point of view may have. For a stochastic approach, modeling is performed by introducing a Gaussian process regression method based on water temperature, which is the most important factor in positive growth. From the corresponding results, it is expected that it will be able to provide reference values for more efficient farm operation by simultaneously providing the average value of the predicted growth value at a specific point in time and the confidence interval for that value.

Stochastic Self-similarity Analysis and Visualization of Earthquakes on the Korean Peninsula (한반도에서 발생한 지진의 통계적 자기 유사성 분석 및 시각화)

  • JaeMin Hwang;Jiyoung Lim;Hae-Duck J. Jeong
    • KIPS Transactions on Software and Data Engineering
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    • v.12 no.11
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    • pp.493-504
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    • 2023
  • The Republic of Korea is located far from the boundary of the earthquake plate, and the intra-plate earthquake occurring in these areas is generally small in size and less frequent than the interplate earthquake. Nevertheless, as a result of investigating and analyzing earthquakes that occurred on the Korean Peninsula between the past two years and 1904 and earthquakes that occurred after observing recent earthquakes on the Korean Peninsula, it was found that of a magnitude of 9. In this paper, the Korean Peninsula Historical Earthquake Record (2 years to 1904) published by the National Meteorological Research Institute is used to analyze the relationship between earthquakes on the Korean Peninsula and statistical self-similarity. In addition, the problem solved through this paper was the first to investigate the relationship between earthquake data occurring on the Korean Peninsula and statistical self-similarity. As a result of measuring the degree of self-similarity of earthquakes on the Korean Peninsula using three quantitative estimation methods, the self-similarity parameter H value (0.5 < H < 1) was found to be above 0.8 on average, indicating a high degree of self-similarity. And through graph visualization, it can be easily figured out in which region earthquakes occur most often, and it is expected that it can be used in the development of a prediction system that can predict damage in the event of an earthquake in the future and minimize damage to property and people, as well as in earthquake data analysis and modeling research. Based on the findings of this study, the self-similar process is expected to help understand the patterns and statistical characteristics of seismic activities, group and classify similar seismic events, and be used for prediction of seismic activities, seismic risk assessments, and seismic engineering.

A simple approach to simulate the size distribution of suspended sediment (부유사 입경분포 모의를 위한 간편법)

  • Kwon, Minhyuck;Byun, Jisun;Son, Minwoo
    • Journal of Korea Water Resources Association
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    • v.57 no.5
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    • pp.347-357
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    • 2024
  • Numerous prior studies have delineated the size distribution of noncohesive sediment in suspension, focusing on mean size and standard deviation. However, suspensions comprise a heterogeneous mixture of sediment particles of varying sizes. The transport dynamics of suspended sediment in turbulent flow are intimately tied to settling velocities calculated based on size and density. Consequently, understanding the grain size distribution becomes paramount in comprehending sediment transport phenomena for noncohesive sediment. This study aims to introduce a straightforward modeling approach for simulating the grain size distribution of suspended sediment amidst turbulence. Leveraging insights into the contrast between cohesive and noncohesive sediment, we have meticulously revised a stochastic flocculation model originally designed for cohesive sediment to aptly simulate the grain size distribution of noncohesive sediment in suspension. The efficacy of our approach is corroborated through a meticulous comparison between experimental data and the grain size distribution simulated by our newly proposed model. Through numerical simulations, we unveil that the modulation of grain size distribution of suspended sediment is contingent upon the sediment transport capacity of the carrier fluid. Hence, we deduce that our simplified approach to simulating the grain size distribution of suspended sediment, integrated with a sediment transport model, serves as a robust framework for elucidating the pivotal bulk properties of sediment transport.

Call Admission Control Techniques of Mobile Communication System using SRN Models (SRN 모델을 이용한 이동통신 시스템의 호 수락 제어 기법)

  • 로철우
    • Journal of the Institute of Electronics Engineers of Korea TC
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    • v.39 no.12
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    • pp.529-538
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    • 2002
  • Conventional method to reduce the handoff call blocking probability(PBH) in mobile communication system is to reserve a predetermined number of channels only for handoff calls. To determine the number of reserved channels, an optimization problem, which is generally computationally heavily involved, must be solved. In this Paper, we propose a call admission control (CAC) scheme that can be used to reduce the PBH without reserving channels in advance. For this, we define a new measure, gain, which depends on the state of the system upon the arrival of a new call. The proposed CAC decision rule relies on the gain computed when a new call arrives. SRN, an extended stochastic Petri nets, provides compact modeling facilities for system analysis can be calculated performance index by appropriate reward to the model. In this Paper, we develop SRN models which can perform the CAC with gain. The SRN models are 2 level hierarchical models. The upper layer models are the structure state model representing the CAC and channel allocation methods considering QoS with multimedia traffic The lower layer model Is to compute the gain under the state of the upper layer models.

Development of salinity simulation using a hierarchical bayesian ARX model (계층적 베이지안 ARX 모형을 활용한 염분모의기법 개발)

  • Kim, Hojun;Shin, Choong Hun;Kim, Tae-Woong;Kwon, Hyun-Han
    • Journal of Korea Water Resources Association
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    • v.53 no.7
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    • pp.481-491
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    • 2020
  • The development of agricultural land at Saemangeum has required a significant increase in agricultural water use. It has been well acknowledged that salinity plays a critical role in the farming system. Therefore, a systematic study in salinity is necessary to better manage agricultural water. This study aims to develop a stochastic salinity simulation model that simultaneously simulates salinities obtained from different layers. More specifically, this study proposed a two-stage Autoregressive Exgeneous (ARX) model within a hierarchical Bayesian modeling framework. We derived posterior distributions of model parameters and further used them to obtain the predictive posterior distribution for salinities at three different layers. Here, the BIC values are used and compared to determine the optimal model from a set of candidate models. A detailed discussion of the model is provided.

Analysis of Measurement Errors Using Short-Baseline GPS Positioning Model (단기선 GPS측위 모델을 이용한 관측오차 분석)

  • Hong, Chang-Ki;Han, Soohee
    • Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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    • v.35 no.6
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    • pp.573-580
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    • 2017
  • Precise stochastic modeling for GPS measurements is one of key factors in adjustment computations for GPS positioning. To analyze the GPS measurement errors, Minimum Norm Quadratic Unbiased Estimators(MINQUE) approach is used in this study to estimate the variance components for measurement types with short-baseline GPS positioning model. The results showed the magnitudes of measurement errors for C1, P2, L1, L2 are 22.3cm, 27.6cm, 2.5mm, 2.2mm, respectively. To reduce the memory usage and computational burden, variance components are also estimated on epoch-by-epoch basis. The results showed that there exists slight differences between the solutions. However, epoch-by-epoch analysis may also be used for most of GPS applications considering the magnitudes of the differences.

Computational Analysis of Tumor Angiogenesis Patterns Using a Growing Brain Tumor Model

  • Shim, Eun-Bo;Kwon, Young-Keun;Ko, Hyung-Jong
    • International Journal of Vascular Biomedical Engineering
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    • v.2 no.1
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    • pp.17-24
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    • 2004
  • Tumor angiogenesis was simulated using a two-dimensional computational model. The equation that governed angiogenesis comprised a tumor angiogenesis factor (TAF) conservation equation in time and space, which was solved numerically using the Galerkin finite element method. The time derivative in the equation was approximated by a forward Euler scheme. A stochastic process model was used to simulate vessel formation and vessel elongation towards a paracrine site, i.e., tumor-secreted basic fibroblast growth factor (bFGF). In this study, we assumed a two-dimensional model that represented a thin (1.0 mm) slice of the tumor. The growth of the tumor over time was modeled according to the dynamic value of bFGF secreted within the tumor. The data used for the model were based on a previously reported model of a brain tumor in which four distinct stages (namely multicellular spherical, first detectable lesion, diagnosis, and death of the virtual patient) were modeled. In our study, computation was not continued beyond the 'diagnosis' time point to avoid the computational complexity of analyzing numerous vascular branches. The numerical solutions revealed that no bFGF remained within the region in which vessels developed, owing to the uptake of bFGF by endothelial cells. Consequently, a sharp, declining gradient of bFGF existed near the surface of the tumor. The vascular architecture developed numerous branches close to the tumor surface (the brush-border effect). Asymmetrical tumor growth was associated with a greater degree of branching at the tumor surface.

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Optimal Sizing Method of Distributed Energy Resources for a Stand-alone Microgrid by using Reliability-based Genetic Algorithm (신뢰도 기반의 유전자알고리즘을 활용한 독립형 마이크로그리드 내 분산형전원 최적용량 산정 방법)

  • Baek, Ja-Hyun;Han, Soo-Kyung;Kim, Dae-Sik;Han, Dong-Hwa;Lee, Hansang;Cho, Soo-Hwan
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.66 no.5
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    • pp.757-764
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    • 2017
  • As the reduction of greenhouse gases(GHGs) emission has become a global issue, the microgrid markets are growing rapidly. With the sudden changes in the market, Korean government suggested a new business model called 'Self-Sufficient Energy Islands'. Its main concern is a stand-alone microgrid composed of Distributed Energy Resources(DERs) such as Renewable Energy Sources(RESs), Energy Storage System(ESS) and Fuel Cell, in order to minimize the emission of GHGs. According to these trend, this paper is written to propose an optimal sizing method of DERs in a stand-alone microgrid by using Genetic Algorithm(GA), one of the representative stochastic methods. It is to minimize the net present cost with the variables, size of RESs and ESS. In the process for optimization, the sunless days are considered as additional constraints. Through the case study analysis, the size of DERs installed in a microgrid system has been computed using the proposed method in MATLAB. And the result of MATLAB is compared with that of HOMER(Hybrid Optimization of Multiple Energy Resources), a well-known energy modeling software.