• Title/Summary/Keyword: Stochastic parameters

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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.

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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Study on Water Stage Prediction Using Hybrid Model of Artificial Neural Network and Genetic Algorithm (인공신경망과 유전자알고리즘의 결합모형을 이용한 수위예측에 관한 연구)

  • Yeo, Woon-Ki;Seo, Young-Min;Lee, Seung-Yoon;Jee, Hong-Kee
    • Journal of Korea Water Resources Association
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    • v.43 no.8
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    • pp.721-731
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    • 2010
  • The rainfall-runoff relationship is very difficult to predict because it is complicate factor affected by many temporal and spatial parameters of the basin. In recent, models which is based on artificial intelligent such as neural network, genetic algorithm fuzzy etc., are frequently used to predict discharge while stochastic or deterministic or empirical models are used in the past. However, the discharge data which are generally used for prediction as training and validation set are often estimated from rating curve which has potential error in its estimation that makes a problem in reliability. Therefore, in this study, water stage is predicted from antecedent rainfall and water stage data for short term using three models of neural network which trained by error back propagation algorithm and optimized by genetic algorithm and training error back propagation after it is optimized by genetic algorithm respectively. As the result, the model optimized by Genetic Algorithm gives the best forecasting ability which is not much decreased as the forecasting time increase. Moreover, the models using stage data only as the input data give better results than the models using precipitation data with stage data.

Evaluation of flood frequency analysis technique using measured actual discharge data (실측유량 자료를 활용한 홍수량 빈도해석 기법 평가)

  • Kim, Tae-Jeong;Kim, Jang-Gyeong;Song, Jae-Hyun;Kim, Jin-Guk;Kwon, Hyun-Han
    • Journal of Korea Water Resources Association
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    • v.55 no.5
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    • pp.333-343
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    • 2022
  • For water resource management, the design flood is calculated using the flood frequency analysis technique and the rainfall runoff model. The method by design flood frequency analysis calculates the stochastic design flood by directly analyzing the actual discharge data and is theoretically evaluated as the most accurate method. Actual discharge data frequency analysis of the measured flow was limited due to data limitations in the existing flood flow analysis. In this study, design flood frequency analysis was performed using the measured flow data stably secured through the water level-discharge relationship curve formula. For the frequency analysis of design flood, the parameters were calculated by applying the bayesian inference, and the uncertainty of flood volume by frequency was quantified. It was confirmed that the result of calculating the design flood was close to that calculated by the rainfall-runoff model by applying long-term rainfall data. It is judged that hydrological analysis can be done from various perspectives by using long-term actual flow data through hydrological survey.

Assessment of Future Climate and Land Use Change on Hydrology and Stream Water Quality of Anseongcheon Watershed Using SWAT Model (II) (SWAT 모형을 이용한 미래 기후변화 및 토지이용 변화에 따른 안성천 유역 수문 - 수질 변화 분석 (II))

  • Lee, Yong Jun;An, So Ra;Kang, Boosik;Kim, Seong Joon
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.28 no.6B
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    • pp.665-673
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    • 2008
  • This study is to assess the future potential climate and land use change impact on streamflow and stream water quality of the study watershed using the established model parameters (I). The CCCma (Canadian Centre for Climate Modelling and Analysis) CGCM2 (Canadian Global Coupled Model) based on IPCC SRES (Special Report Emission Scenarios) A2 and B2 scenarios were adopted for future climate condition, and the data were downscaled by Stochastic Spatio-Temporal Random Cascade Model technique. The future land use condition was predicted by using modified CA-Markov (Cellular Automata-Markov chain) technique with the past time series of Landsat satellite images. The model was applied for the future extreme precipitation cases of around 2030, 2060 and 2090. The predicted results showed that the runoff ratio increased 8% based on the 2005 precipitation (1160.1 mm) and runoff ratio (65%). Accordingly the Sediment, T-N and T-P also increased 120%, 16% and 10% respectively for the case of 50% precipitation increase. This research has the meaning in providing the methodological procedures for the evaluation of future potential climate and land use changes on watershed hydrology and stream water quality. This model result are expected to plan in advance for healthy and sustainable watershed management and countermeasures of climate change.

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.

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.

Radiation Dose of Lens and Thyroid in Linac-based Radiosurgery in Humanoid Phantom (선형가속기형 방사선수술시 인형 팬텀에서 수정체 및 갑상선 선량)

  • Kim, Dae-Yong;Kim, Il-Han
    • Radiation Oncology Journal
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    • v.16 no.4
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    • pp.517-529
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    • 1998
  • Purpose : Although many studies have investigated the dosimetric aspects of stereotactic radiosurgery in terms of target volume, the absorbed doses at extracranial sites: especially the lens or thyroid - which are sensitive to radiation for deterministic or stochastic effect -have infrequently been reported. The aim of this study is to evaluate what effects the parameters of radiosurgery have on the absorbed doses of the lens and thyroid in patients treated by stereotactic radiosurgery, using a systematic plan in a humanoid phantom. Materials and Methods : Six isocenters were selected and radiosurgery was planned using the stereotactic radiosurgery system which the Department of Therapeutic Radiology at Seoul National University College of Medicine developed. The experimental radiosurgery plan consisted of 6 arc planes per one isocenter, 100 degrees for each arc range and an accessory collimator diameter size of 2 cm. After 250 cGy of irradiation from each arc, the doses absorbed at the lens and thyroid were measured by thermoluminescence dosimetry. Results : The lens dose was 0.23$\pm$0.08$\%$ of the maximum dose for each isocenter when the exit beam did not pass through the lens and was 0.76$\pm$0.12$\%$ of the maximum dose for each isocenter when the exit beam passed through the lens. The thyroid dose was 0.18$\pm$0.05$\%$ of the maximum dose for each isocenter when the exit beam did not pass through the thyroid and was 0.41$\pm$0.04$\%$ of the maximum dose for each isocenter when the exit beam Passed through the thyroid. The passing of the exit beam is the most significant factor of organ dose and the absorbed dose by an arc crossing organ decides 80$\%$ of the total dose. The absorbed doses of the lens and thyroid were larger as the isocenter sites and arc planes were closer to each organ. There were no differences in the doses at the surface and 5 mm depth from the surface in the eyelid and thyroid areas. Conclusion : As the isocenter and arc plane were placed closer to the lens and thyroid, the doses increased. Whether the exit beams passed through the lens or thyroid greatly influenced the lens and thyroid dose. The surface dose of the lens and thyroid consistently represent the tissue dose. Even when the exit beam passes through the lens and thyroid, the doses are less than 1$\%$ of the maximum dose and therefore, are too low to evoke late complications, but nevertheless, we should try to minimize the thyroid dose in children, whenever possible.

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