• 제목/요약/키워드: mixture distributions

검색결과 271건 처리시간 0.02초

디리슈레 혼합모형을 이용한 함정 전투체계 부품의 고장시간 분포 추정 (An Application of Dirichlet Mixture Model for Failure Time Density Estimation to Components of Naval Combat System)

  • 이진환;김정훈;정봉주;김경택
    • 산업경영시스템학회지
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    • 제42권4호
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    • pp.194-202
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    • 2019
  • Reliability analysis of the components frequently starts with the data that manufacturer provides. If enough failure data are collected from the field operations, the reliability should be recomputed and updated on the basis of the field failure data. However, when the failure time record for a component contains only a few observations, all statistical methodologies are limited. In this case, where the failure records for multiple number of identical components are available, a valid alternative is combining all the data from each component into one data set with enough sample size and utilizing the useful information in the censored data. The ROK Navy has been operating multiple Patrol Killer Guided missiles (PKGs) for several years. The Korea Multi-Function Control Console (KMFCC) is one of key components in PKG combat system. The maintenance record for the KMFCC contains less than ten failure observations and a censored datum. This paper proposes a Bayesian approach with a Dirichlet mixture model to estimate failure time density for KMFCC. Trends test for each component record indicated that null hypothesis, that failure occurrence is renewal process, is not rejected. Since the KMFCCs have been functioning under different operating environment, the failure time distribution may be a composition of a number of unknown distributions, i.e. a mixture distribution, rather than a single distribution. The Dirichlet mixture model was coded as probabilistic programming in Python using PyMC3. Then Markov Chain Monte Carlo (MCMC) sampling technique employed in PyMC3 probabilistically estimated the parameters' posterior distribution through the Dirichlet mixture model. The simulation results revealed that the mixture models provide superior fits to the combined data set over single models.

혼합분포 기반 비정상성 강우 빈도해석 기법 개발 (A development of nonstationary rainfall frequency analysis model based on mixture distribution)

  • 최홍근;권현한;박문형
    • 한국수자원학회논문집
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    • 제52권11호
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    • pp.895-904
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    • 2019
  • 극치 강우 자료는 정상성 빈도모델에서 효과적으로 구현되지 않는 비정상성 거동을 종종 보인다. 또한, 극치 사상의 확률밀도함수는 여름 장마와 태풍 등의 서로 다른 강우 패턴에 의해 2개 이상의 첨두를 가지는 혼합분포형태이다. 이러한 강우 패턴의 변화에 대해 Bayesian 이론을 활용한 비정상성 혼합분포(mixture distribution based nonstationary frequency, MDNF)모델을 제안하였다. 2개의 Gumbel 분포형이 혼합된 MDNF 모델은 Gumbel 분포형 매개변수 중 하나인 위치매개변수의 시변성을 효과적으로 설명한다. 제안한 모델의 성능평가를 위해 정상성 혼합분포모델과의 다양한 통계치 결과를 비교하였다. 정상성 혼합분포모델보다 전반적으로 향상된 성능을 보여주는 MDNF 모델을 통해 극치 강우 패턴이 비정상성을 보인다는 가정을 확인할 수 있다.

고온촉매연소의 가스터빈 적용에 관한 수치적 연구 (Numerical Study on the Application of High Temperature Catalytic Combustion to a Gas Turbine)

  • 김형만;전호식;장석용
    • 대한기계학회:학술대회논문집
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    • 대한기계학회 2001년도 춘계학술대회논문집D
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    • pp.989-994
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    • 2001
  • Numerical simulations of high temperature catalytic combustion have been performed for the application to a gas turbine combustor. Dependences of inlet temperature and pressure on the distributions of temperature and species concentrations were investigated using plug flow model with detailed homogeneous and heterogeneous chemistries of methane-air mixtures. Honeycomb typecombustor deposited with Pt catalyst of 100mm in length and 26mm in diameter is used. The results show that rapid increase of temperature profile occurs earlier with the increase of inlet temperature and the decrease of inlet pressure. The condition which catalytic combustion is stabilized exists at certain range of inlet temperature and pressure. The state of catalytic combustion is also confirmed by the distributions of species concentration.

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IMAGE SEGMENTATION BASED ON THE STATISTICAL VARIATIONAL FORMULATION USING THE LOCAL REGION INFORMATION

  • Park, Sung Ha;Lee, Chang-Ock;Hahn, Jooyoung
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • 제18권2호
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    • pp.129-142
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    • 2014
  • We propose a variational segmentation model based on statistical information of intensities in an image. The model consists of both a local region-based energy and a global region-based energy in order to handle misclassification which happens in a typical statistical variational model with an assumption that an image is a mixture of two Gaussian distributions. We find local ambiguous regions where misclassification might happen due to a small difference between two Gaussian distributions. Based on statistical information restricted to the local ambiguous regions, we design a local region-based energy in order to reduce the misclassification. We suggest an algorithm to avoid the difficulty of the Euler-Lagrange equations of the proposed variational model.

격자유체이론을 이용한 초임계유체내에서의 상평형 (Lattice-Fluid Description of Phase Equilibria in Supercritical Fluids)

  • 김기창
    • 산업기술연구
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    • 제11권
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    • pp.3-16
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    • 1991
  • The lattice-fluid theory are adopted for modeling the phese equilibria in supercritical fluids, In order to investigate effects of the nonrandom distribution of holes in mixtures on the phase equilibria, the equation of state and the chemical potential of the binary miture are formulated with taking into account nonrandomness of holes distributions in the fluid mixture. The relations of phase equilibria formulated in this work are tested through predictions of solubility of heavy solids in supercritical fluids and predictions of high pressure phase equilibria of binary mixtures. Results obtained exhibit that the lattice fluid model with assumptions of nonrandomness of hole distributions is successful in quantatively mideling the phase equilibria of mixtures of molecules of dissimilar sizes, specifically solids-supercritical fluid mixtures.

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화자인증 시스템에서 선정 방법에 관한 연구 (A Study on Background Speaker Selection Method in Speaker Verification System)

  • 최홍섭
    • 음성과학
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    • 제9권2호
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    • pp.135-146
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    • 2002
  • Generally a speaker verification system improves its system recognition ratio by regularizing log likelihood ratio, using a speaker model and its background speaker model that are required to be verified. The speaker-based cohort method is one of the methods that are widely used for selecting background speaker model. Recently, Gaussian-based cohort model has been suggested as a virtually synthesized cohort model, and unlike a speaker-based model, this is the method that chooses only the probability distributions close to basic speaker's probability distribution among the several neighboring speakers' probability distributions and thereby synthesizes a new virtual speaker model. It shows more excellent results than the existing speaker-based method. This study compared the existing speaker-based background speaker models and virtual speaker models and then constructed new virtual background speaker model groups which combined them in a certain ratio. For this, this study constructed a speaker verification system that uses GMM (Gaussin Mixture Model), and found that the suggested method of selecting virtual background speaker model shows more improved performance.

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Effects on Regression Estimates under Misspecified Generalized Linear Mixed Models for Counts Data

  • Jeong, Kwang Mo
    • 응용통계연구
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    • 제25권6호
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    • pp.1037-1047
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    • 2012
  • The generalized linear mixed model(GLMM) is widely used in fitting categorical responses of clustered data. In the numerical approximation of likelihood function the normality is assumed for the random effects distribution; subsequently, the commercial statistical packages also routinely fit GLMM under this normality assumption. We may also encounter departures from the distributional assumption on the response variable. It would be interesting to investigate the impact on the estimates of parameters under misspecification of distributions; however, there has been limited researche on these topics. We study the sensitivity or robustness of the maximum likelihood estimators(MLEs) of GLMM for counts data when the true underlying distribution is normal, gamma, exponential, and a mixture of two normal distributions. We also consider the effects on the MLEs when we fit Poisson-normal GLMM whereas the outcomes are generated from the negative binomial distribution with overdispersion. Through a small scale Monte Carlo study we check the empirical coverage probabilities of parameters and biases of MLEs of GLMM.

Wave propagation analysis of carbon nanotubes reinforced composite plates

  • Mohammad Hosseini;Parisa Chahargonbadizade;Mohammadreza Mofidi
    • Structural Engineering and Mechanics
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    • 제88권4호
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    • pp.335-354
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    • 2023
  • In this study, analysis of wave propagation characteristics for functionally graded carbon nanotube-reinforced composite (FG-CNTRC) nanoplates is performed using first-order shear deformation theory (FSDT) and nonlocal strain gradient theory. Uniform distribution (UD) and three types of functionally graded distributions of carbon nanotubes (CNTs) are assumed. The effective mechanical properties of the FG-CNTRC nanoplate are assumed to vary continuously in the thickness direction and are approximated based on the rule of mixture. Also, the governing equations of motion are derived via the extended Hamilton's principle. In numerical examples, the effects of nonlocal parameter, wavenumber, angle of wave propagation, volume fractions, and carbon nanotube distributions on the wave propagation characteristics of the FG-CNTRC nanoplate are studied. As represented in the results, it is clear that the internal length-scale parameter has a remarkable effect on the wave propagation characteristics resulting in significant changes in phase velocity and natural frequency. Furthermore, it is observed that the strain gradient theory yields a higher phase velocity and frequency compared to those obtained by the nonlocal strain gradient theory and classic theory.

Tilted beta regression and beta-binomial regression models: Mean and variance modeling

  • Edilberto Cepeda-Cuervo
    • Communications for Statistical Applications and Methods
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    • 제31권3호
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    • pp.263-277
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    • 2024
  • This paper proposes new parameterizations of the tilted beta binomial distribution, obtained from the combination of the binomial distribution and the tilted beta distribution, where the beta component of the mixture is parameterized as a function of their mean and variance. These new parameterized distributions include as particular cases the beta rectangular binomial and the beta binomial distributions. After that, we propose new linear regression models to deal with overdispersed binomial datasets. These new models are defined from the proposed new parameterization of the tilted beta binomial distribution, and assume regression structures for the mean and variance parameters. These new linear regression models are fitted by applying Bayesian methods and using the OpenBUGS software. The proposed regression models are fitted to a school absenteeism dataset and to the seeds germination rate according to the type seed and root.

AROC 곡선과 최적분류점 (AROC Curve and Optimal Threshold)

  • 홍종선;이희정
    • 응용통계연구
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    • 제24권1호
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    • pp.185-191
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    • 2011
  • 혼합분포를 가정한 신용평가 연구에서 ROC 곡선은 부도와 정상 차주의 판별력을 탐색하는데 유용한 그림이다. ROC 곡선을 개선하여 스코어를 파악할 수 있는 AROC 곡선을 수리적으로 분석하고, 정규분포를 적용하여 다양한 곡선의 형태를 파악한다. 최적분류점을 발견하는 다양한 분류정확도 통계량과 AROC 곡선의 관계를 발견하고, 두 분포의 분산이 동일한 경우에 AROC 곡선의 극소점으로 최적의 분류점을 추정할 수 있음을 발견한다.