• Title/Summary/Keyword: counting process

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Semiparametric Inference for a Multistate Stochastic Survival Model

  • Sung Chil Yeo
    • Communications for Statistical Applications and Methods
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    • v.5 no.1
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    • pp.239-263
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    • 1998
  • In this paper, we consider a multistate survival model which incorporates covariates and contains two illness states and two death states. The underlying stochastic process is assumed to follow nonhomogeneous Markov process. The estimates of survival, transition and competing risks probabilities are given via the methods of partial likelihood and nonparametric maximum likelihood. Our discussion is based on the statistical theory of counting process. An illustration is given to the data of patients in a heart transplant program. The goodness of fit procedures are also discussed to check the adequacy of the model.

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Fatigue Life Evaluation of an Actual Structure under the Irregular Loading using an Acceleration Test (가속시험을 통한 불규칙하중을 받는 실구조물의 피로수명평가)

  • 김형익;배봉국;박재실;석창성;모진용
    • Proceedings of the Korean Society of Precision Engineering Conference
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    • 2004.10a
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    • pp.166-169
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    • 2004
  • A fatigue test was used to evaluate the fatigue life of an actual structure. The loaded state and the constraint condition of an actual structure must be same as the specimen in order to apply the test results to an actual structure by the specimen. The loaded state and constraint conditions can't be same as the specimen in the actual structure which is complicated. In order to reduce these differences, an actual structure test with a lot of frequencies is need to get a fatigue life curve. Therefore, ten sets of accelerated test units which attached unbalanced mass were composed in this study. Acceleration history about the vibration of an actual structure was acquired. Rainflow counting was used on acceleration history, and the life curve return formula was assumed. The return formula that damage satisfied `1' was acquired in a feedback process by the Miner's rule, which was the linear cumulative damage theory. A conservative fatigue life curve was determined with a return formula to have been presumed by each set. The fatigue life of regular rpm condition was calculated by these conservative fatigue life curves.

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Studies about New Observation and Counting Method for Analysis of First Feeding Day and Daily Feeding Numbers of Rotifer by Marine Fish Larvae (해산어류 자어의 초기 먹이생물인 로티퍼의 최초 섭이 일령과 포식 수 분석을 위한 새로운 관찰 및 계수 방법)

  • Jung Min-Min;Wi Chong-Hwan;Ji Young-Ju;Min Kwang-Sik
    • Journal of Aquaculture
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    • v.19 no.3
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    • pp.178-182
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    • 2006
  • We studied new observation method about take process of rotifer by marine fish larvae. Till now, we can not accurate observation and count of first rotifer feeding day and/or feeding numbers of rotifer by marine fish larvae. Because take rotifer is ingested and disappeared in the digestive system of fish larvae. However we suggest possible observation method for these problems. The trophi is mastication organ of rotifer, and has only one in each rotifer individual. The trophi is left in the mastication organ because sole indigestible organ of rotifer. Therefore we can accurate observation and count of first rotifer feeding day and/or feeding rotifer numbers of marine fish larvae by trophi observation method (RTCM; Rotifer Trophi Counting Method).

A Design of Single Pixel Photon Counter for Digital X-ray Image Sensor (X-ray 이미지 센서용 싱글 픽셀 포톤 카운터 설계)

  • Baek, Seung-Myun;Kim, Tae-Ho;Kang, Hyung-Geun;Jeon, Sung-Chae;Jin, Seung-Oh;Huh, Young;Ha, Pan-Bong;Park, Mu-Hun;Kim, Young-Hee
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.11 no.2
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    • pp.322-329
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    • 2007
  • A single pixel photon counting type image sensor which is applicable for medical diagnosis with digitally obtained image and industrial purpose has been designed with $0.18{\mu}m$ triple-well CMOS process. The designed single pixel for readout chip is able to be operated by single supply voltage to simplify digital X-ray image sensor module and a preamplifier which is consist of folded cascode CMOS operational amplifier has been designed to enlarge signal voltage(${\Delta}Vs$), the output voltage of preamplifier. And an externally tunable threshold voltage generator circuit which generates threshold voltage in the readout chip has been newly proposed against the conventional external threshold voltage supply. In addition, A dark current compensation circuit for reducing dark current noise from photo diode is proposed and 15bit LFSR(Linear Feedback Shift Resister) Counter which is able to have high counting frequency and small layout area is designed.

Analysis of Leakage Current of a Laser Diode by Equivalent Circuit Model (등가회로 모델에 의한 레이저다이오드의 누설전류 해석)

  • Choi, Young-Kyu;Kim, Ki-Rae
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.11 no.2
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    • pp.330-336
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    • 2007
  • A single pixel photon counting type image sensor which is applicable for medical diagnosis with digitally obtained image and industrial purpose has tern designed with $0.18{\mu}m$ triple-well CMOS process. The designed single pixel for readout chip is able to be operated by single supply voltage to simplify digital X-ray image sensor module and a preamplifier which is consist of folded cascode CMOS operational amplifier has been designed to enlarge signal voltage(${\Delta}Vs$), the output voltage of preamplifier. And an externally tunable threshold voltage generator circuit which generates threshold voltage in the readout chip has been newly proposed against the conventional external threshold voltage supply. In addition, A dark current compensation circuit for reducing dark current noise from photo diode is proposed and 15bit LFSR(Linear Feedback Shift Resister) Counter which is able to have high counting frequency and small layout area is designed.

Study on Applicability of Frequency Domain-Based Fatigue Analysis for Wide Band Gaussian Process I : Rayleigh PDF (광대역 정규 프로세스에 대한 주파수 영역 기반 피로해석법의 적용성에 관한 연구 I : 레일리 PDF)

  • Choung, Joon-Mo;Kim, Kyung-Su;Nam, Ji-Myung;Koo, Jeong-Bon;Kim, Min-Soo;Shim, Yong-Lae;Urm, Hang-Sub
    • Journal of the Society of Naval Architects of Korea
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    • v.49 no.4
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    • pp.350-358
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    • 2012
  • This paper deals with accuracy of accumulated fatigue damage estimation using stochastic fatigue analysis method based on Rayleigh PDF. From full scale measurement data on an 8100TEU container vessel, zero-order spectral moments for wave- and vibration-induced energy spectral densities are determined on the probability level of 99%. 80 simulation cases in total are prepared according to the variation of ratio of zero-order spectral moments and center frequency of vibration ESD. By using inverse Fourier transformation and rainflow cycle counting for the combined ESD of wave and vibration, exact fatigue damages are derived. Fatigue damages in frequency domain based on Rayleigh PDF show large conservativeness compared to exact fatigue damages in times domain. The main cause of the excessive conservativeness is analyzed by two aspects: ratio of zero crossing and peak frequencies and ratio of initial zero order spectral moments and zero order spectral moments from rainflow stress range distributions. Finally, a guideline of applicability of Rayleigh PDF is proposed for wide band processes.

S-N Curve Estimation of a KTX Structure for an Accelerated Life Testing (가속수명시험을 위한 KTX 구조물의 S-N 선도 추정)

  • Jung, Dal-Woo;Choi, Nak-Sam;Park, Su-Han
    • Proceedings of the KSME Conference
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    • 2008.11a
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    • pp.384-389
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    • 2008
  • An accelerated fatigue test is essentially required to maintain the reliability of the actual structure of KTX under operation conditions. However, actual fatigue life cannot be obtained if specimens are not adequate to the conventional fatigue test. Moreover component maker did not provide data of loading stress (S) - cycles at the failure (N). In this study, we suggest a prediction method of the S-N curve for establishing an accelerating test under various load levels. Load history was acquired from the field tests. A Rainflow method was used on the cycle counting of the field load data, and then, an S-N curve was obtained through the iteration process under the condition that the damage index satisfies to 1 in the Miner's rule.

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Bi-modal spectral method for evaluation of along-wind induced fatigue damage

  • Gomathinayagam, S.;Harikrishna, P.;Abraham, A.;Lakshmanan, N.
    • Wind and Structures
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    • v.9 no.4
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    • pp.255-270
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    • 2006
  • Several analytical procedures available in literature, for the evaluation of wind induced fatigue damage of structures, either assume the wide band random stress variations as narrow band random process or use correction factors along with narrow band assumption. This paper compares the correction factors obtained using the Rainflow Cycle (RFC) counting of the measured stress time histories on a lamp mast and a lattice tower, with those evaluated using different frequency domain methods available in literature. A Bi-modal spectral method has been formulated by idealising the single spectral moment method into two modes of background and resonant components, as considered in the gust response factor, for the evaluation of fatigue of slender structures subjected to "along-wind vibrations". A closed form approximation for the effective frequency of the background component has been developed. The simplicity and the accuracy of the new method have been illustrated through a case study by simulating stress time histories at the base of an urban light pole for different mean wind speeds. The correction factors obtained by the Bi-modal spectral method have been compared with those obtained from the simulated stress time histories using RFC counting method. The developed Bi-modal method is observed to be a simple and easy to use alternative to detailed time and frequency domain fatigue analyses without considerable computational and experimental efforts.

SIMPLIFIED APPROACH TO VALUATION OF VULNERABLE EXCHANGE OPTION UNDER A REDUCED-FORM MODEL

  • Huh, Jeonggyu;Jeon, Jaegi;Kim, Geonwoo
    • East Asian mathematical journal
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    • v.37 no.1
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    • pp.79-85
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    • 2021
  • In this paper, we investigate the valuation of vulnerable exchange option that has credit risk of option issuer. The reduced-form model is used to model credit risk. We assume that credit event is determined by the jump of the counting process with stochastic intensity, which follows the mean reverting process. We propose a simple approach to derive the closed-form pricing formula of vulnerable exchange option under the reduced-form model and provide the pricing formula as the standard normal cumulative function.

Origin and destination matrix estimation using Toll Collecting System and AADT data (관측 TCS data 및 AADT 교통량을 이용한 기종점 교통량 보정에 관한 연구)

  • 이승재;장현호;김종형;변상철;이헌주;최도혁
    • Journal of Korean Society of Transportation
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    • v.19 no.5
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    • pp.49-59
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    • 2001
  • In the transportation planning process, origin and destination(O-D) trip matrix is one of the most important elements. There have been developments and applications of the methodology to adjust old matrices using link traffic counts. Commonly, the accuracy of an adjusted O-D matrix depends very much on the reliability of the input data such as the numbers and locations of traffic counting points in the road network. In the real application of the methodology, decisions on the numbers and locations of traffic counting points are one of the difficult problems, because usually as networks become bigger, the numbers of traffic counting points are required more. Therefore, this paper investigates these issues as an experiment using a nationwide network in Korea. We have compared and contrasted the set of link flows assigned by the old and the adjusted O-D matrices with the set of observed link flows. It has been analyzed by increasing the number of the traffic counting points on the experimental road network. As a result of these analyses, we can see an optimal set of the number of counting links through statistical analysis, which are approximately ten percentages of the total link numbers. In addition, the results show that the discrepancies between the old and the adjusted matrices in terms of the trip length frequency distributions and the assigned and the counted link flows are minimized using the optimal set of the counted links.

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