• 제목/요약/키워드: conditional probability model

검색결과 126건 처리시간 0.025초

난류 Pilot 비예혼합 화염장의 상세구조 해석 (Numerical Investigations of Turbulent Piloted Non-Premixed Flames)

  • 이정원;전상태;김용모
    • 한국연소학회:학술대회논문집
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    • 한국연소학회 2014년도 제49회 KOSCO SYMPOSIUM 초록집
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    • pp.185-186
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    • 2014
  • The multi-environment probability density function model has been applied to simulate the turbulent stratified premixed flames. The direct quadrature method of moments (DQMOM) has been adopted to solve the transport PDF equation due to its computational efficiency and robustness. The IEM mixing model is employed to represent the mixing process and the chemical mechanism is based on Gri 3.0 mechanism. Numerical results obtained in this study are precisely compared with experimental data in terms of unconditional and conditional means for scalar fields and velocity fields.

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Partially Observed Data in Spatial Autologistic Models with Applications to Area Prediction in the Plane

  • Kim, Young-Won;Park, Eun-Ha;Sun Y. Hwang
    • Journal of the Korean Statistical Society
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    • 제28권4호
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    • pp.457-468
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    • 1999
  • Autologistic lattice process is used to model binary spatial data. A conditional probability is derived for the incomplete data where the lattice consists of partially yet systematically observed sites. This result, which is interesting in its own right, is in turn applied to area prediction in the plane.

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Level-Set 방법이 적용된 Flame Hole Dynamics 모델을 통한 난류 혼합층 확산화염 모사 (Simulation of a Diffusion Flame in Turbulent Mixing Layer by the Flame Hole Dynamics Model with Level-Set Method)

  • 김준홍;정석호;안국영;김종수
    • 한국연소학회:학술대회논문집
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    • 한국연소학회 2004년도 제28회 KOSCO SYMPOSIUM 논문집
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    • pp.102-111
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    • 2004
  • Partial quenching structure of turbulent diffusion flames in a turbulent mixing layer is investigated by the method of flame hole dynamics to develope a prediction model for the turbulent lift off. The present study is specifically aimed to remedy the problem of the stiff transition of the conditioned partial burning probability across the crossover condition by adopting level-set method which describes propagating or retreating flame front with specified propagation speed. In light of the level-set simulations with two model problems for the propagation speed, the stabilizing conditions for a turbulent lifted flame are suggested. The flame hole dynamics combined with level-set method yields a temporally evolving turbulent extinction process and its partial quenching characteristics is compared with the results of the previous model employing the flame-hole random walk mapping. The probability to encounter reacting' state, conditioned with scalar dissipation rate, demonstrated that the conditional probability has a rather gradual transition across the crossover scalar dissipation rate in contrast to the stiff transition of resulted from the flame-hole random walk mapping and could be attributed to the finite response of the flame edge propagation.

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출발지 공간 연관성을 고려한 지역별 수단선택확률 추정 연구 (Estimating Probability of Mode Choice at Regional Level by Considering Spatial Association of Departure Place)

  • 엄진기;박만식;허태영
    • 한국철도학회논문집
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    • 제12권5호
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    • pp.656-662
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    • 2009
  • 일반적으로 교통수단선택 모형은 이용자의 인구 및 개인통행특성 등을 반영한 수단별 선호도를 효용함수로 구축하여 분석하고 있다. 본 연구에서는 이용자의 출발지에 대한 공간적 연관성을 수단선택모형에 고려한 방법을 제시하였다. 이를 위하여 공간적 연관성을 포함하는 공간로지스틱 회귀모형을 고려하였다. 신뢰성있는 추정값을 얻기 위해 베이지안 기법을 적용하였으며 이 연구에서 제시한 방법론은 수단선호도 조사가 이루어지지 않은 지역에 대해서도 수단분담률을 추정할 수 있을 것으로 기대된다.

화재모델 CFAST를 이용한 원전 화재구역의 CCDP평가(II) (CCDP Evaluation of the Eire Areas in NPP Applying CEAST Model (II))

  • 이윤환;양준언;김종훈;김운형
    • 한국화재소방학회논문지
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    • 제19권3호
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    • pp.20-27
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    • 2005
  • 본 논문에서는 화재 모델 CFAST를 사용하여 원자력발전소에 있는 8개 펌프실의 화재 안전 수준을 평가해 보고, 그 결과를 조건부 노심손상확률에 반영하여 분석해 보았다. 분석 대상 구역은 원자력발전소 일차보조건물에 위치한 고압안전주입 펌프실 A/B,저압안전주입 펌프실 A/B, 격납건물 살수 펌프실 A/B 및 모터구동 보조급수 펌프실 A/B 총 8곳이었다. 각 화재구역의 상부층 가스 온도를 분석하였으며, 분석 결과를 바탕으로 상부층에 위치한 케이블의 손상 유무를 파악하였다. 분석 결과에 의하면 총 8개 화재구역의 상부층 케이블은 건전성을 유지하는 것으로 확인되었다. 케이블의 건전성 평가 결과를 바탕으로 각 화재구역의 조건부 노심손상확률을 평가한 결과, 기존의 보수적인 가정 하에 수행된 화재위험도분석 결과보다 약 2배정도 감소하는 보다 현실적이고 불확실성이 감소한 결과를 도출할 수 있었다.

Importance sampling with splitting for portfolio credit risk

  • Kim, Jinyoung;Kim, Sunggon
    • Communications for Statistical Applications and Methods
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    • 제27권3호
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    • pp.327-347
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    • 2020
  • We consider a credit portfolio with highly skewed exposures. In the portfolio, small number of obligors have very high exposures compared to the others. For the Bernoulli mixture model with highly skewed exposures, we propose a new importance sampling scheme to estimate the tail loss probability over a threshold and the corresponding expected shortfall. We stratify the sample space of the default events into two subsets. One consists of the events that the obligors with heavy exposures default simultaneously. We expect that typical tail loss events belong to the set. In our proposed scheme, the tail loss probability and the expected shortfall corresponding to this type of events are estimated by a conditional Monte Carlo, which results in variance reduction. We analyze the properties of the proposed scheme mathematically. In numerical study, the performance of the proposed scheme is compared with an existing importance sampling method.

Level-Set 방법이 적용된 Flame Hole Dynamics 모델을 통한 난류 혼합층 확산화염의 모사 (Simulation of a Diffusion Flame in Turbulent Mixing Layer by the Flame Hole Dynamics Model with Level-Set Method)

  • 김준홍;정석호;안국영;김종수
    • 한국연소학회지
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    • 제9권2호
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    • pp.18-29
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    • 2004
  • Partial quenching structure of diffusion flames in a turbulent mixing layer has been investigated by the method of flame hole dynamics in oder to develope a prediction model for the phenomenon of turbulent flame lift off. The present study is specifically aimed to remedy the shortcoming of the stiff transition of the conditioned partial burning probability across the crossover condition by employing the level-set method which enables us to include the effect of finite flame edge propagation speed. In light of the level-set simulation results with two models for the edge propagation speed, the stabilizing conditions for turbulent lifted flame are suggested. The flame hole dynamics combined with the level-set method yields a temporally evolving turbulent extinction process and its partial quenching characteristics is compared with the results of the previous model employing the flame-hole random walk mapping based on three critical scalar dissipation rates. The probability to encounter reacting state, conditioned with scalar dissipation rate, demonstrated that the conditional probability has a rather gradual transition across the crossover scalar dissipation rate. Such a smooth transition is attributed to the finite response of the flame edge propagation.

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베이즈 규칙을 활용한 배전선로 위험도 평가모델 -가공배전분야- (A Risk Evaluation Model of Power Distribution Line Using Bayesian Rule -Overhead Distribution System-)

  • 정종만;박용우
    • 전기학회논문지
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    • 제62권6호
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    • pp.870-875
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    • 2013
  • After introducing diagnosis equipment power failure prevention activities for distribution system have become more active. To do facility diagnosis and maintenance work more efficiently we need to evaluate reliability for the system and should determine the priority line with appropriate criteria. Thus, to calculate risk factor for the power distribution line that are composed of many component facilities its historical failure events for the last 5 years are collected and analysed. The failure statics show that more than 60% of various failures are related to environment factors randomly and about 20% of the failures are refer to the aging. As a strategic evaluation system reflecting these environmental influence is needed, a system on the basis of the probabilistic approach related statical variables in terms of failure rate and failure probability of electrical components is proposed. The figures for the evaluation are derived from the field failure DB. With adopting Bayesian rule we can calculate easily about conditional probability query. The proposed evaluation system is demonstrated with model system and the calculated indices representing the properties of the model line are discussed.

동적 윈도우를 갖는 조건부확률 모델을 이용한 한국어 문맥의존 철자오류 교정 규칙의 재현율 향상 (Improving Recall for Context-Sensitive Spelling Correction Rules using Conditional Probability Model with Dynamic Window Sizes)

  • 최현수;권혁철;윤애선
    • 정보과학회 논문지
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    • 제42권5호
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    • pp.629-636
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    • 2015
  • 한국어 맞춤법 검사기가 교정하는 오류어의 유형은 크게 단순 철자오류와 문맥의존 철자오류로 구분할 수 있다. 이 중 문맥의존 철자오류는 어절(word)단위로 봤을 때는 올바르지만, 문맥을 고려하였을 때 오류가 되는 유형으로, 교정 난도가 매우 높다. 문맥의존 철자오류는 글을 쓰는 사람들도 자주 저지르는 오류이므로, 이를 잘 검색하여 정확하게 교정하는 것이 맞춤법 검사기의 사용자가 갖는 신뢰도에 큰 영향을 미친다. 높은 정확도가 매우 중요하므로, 문맥의존 철자오류의 교정 방법은 대부분 규칙에 기반한다. 반대 급부로 재현율이 매우 낮다는 단점을 갖는다. 문맥의존 철자오류의 교정에서 재현율을 높이기 위한 방법은 크게 언어지식을 이용하여 규칙을 일반화하는 방법과 통계 정보에 기반을 하여 공기 어휘의 제약 조건을 확장하는 방법으로 나뉠 수 있다. 기존 연구는 언어지식을 이용하여 규칙을 일반화하는 다양한 방식을 연구했으나, 최고 성능이 평균 정확도 95.19%, 평균 재현율 37.56%을 보였다. 본 논문에서는 통계정보에 기반한 규칙의 확장 방식을 제안한다. 동적 윈도우를 갖는 조건부확률 모델을 이용한 방법이며, 최고 성능은 평균 정확도 97.23%, 평균 재현율 50.50%을 보여주었다.

Development of an Item Selection Method for Test-Construction by using a Relationship Structure among Abilities

  • Kim, Sung-Ho;Jeong, Mi-Sook;Kim, Jung-Ran
    • Communications for Statistical Applications and Methods
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    • 제8권1호
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    • pp.193-207
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    • 2001
  • When designing a test set, we need to consider constraints on items that are deemed important by item developers or test specialists. The constraints are essentially on the components of the test domain or abilities relevant to a given test set. And so if the test domain could be represented in a more refined form, test construction would be made in a more efficient way. We assume that relationships among task abilities are representable by a causal model and that the item response theory (IRT) is not fully available for them. In such a case we can not apply traditional item selection methods that are based on the IRT. In this paper, we use entropy as an uncertainty measure for making inferences on task abilities and developed an optimal item selection algorithm which reduces most the entropy of task abilities when items are selected from an item pool.

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