• 제목/요약/키워드: monte carlo simulation

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몬테칼로 시뮬레이션을 이용한 비선형회귀추정량들의 비교 분석 (The Comparison Analysis of an Estimators of Nonlinear Regression Model using Monte Carlo Simulation)

  • 김태수;이영해
    • 한국시뮬레이션학회논문지
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    • 제9권3호
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    • pp.43-51
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    • 2000
  • In regression model, we estimate the unknown parameters by using various methods. There are the least squares method which is the most general, the least absolute deviation method, the regression quantile method and the asymmetric least squares method. In this paper, we will compare each others with two cases: firstly the theoretical comparison in the asymptotic sense and then the practical comparison using Monte Carlo simulation for a small sample size.

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비선형 회귀모형 추정량들의 몬데칼로 시뮬레이션에 의한 비교 (Monte Carlo simulation of the estimators for nonlinear regression model)

  • 김태수;이영해
    • 한국시뮬레이션학회:학술대회논문집
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    • 한국시뮬레이션학회 2000년도 추계학술대회 논문집
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    • pp.6-10
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    • 2000
  • In regression model we estimate the unknown parameters using various methods. There are the least squares method which is the most general, the least absolute deviation, the regression quantile and the asymmetric least squares method. In this paper, we will compare each others with two case: to begin with the theoretical comparison in the asymptotic sense, and then the practical comparison using Monte Carlo simulation for a small sample size.

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Monte Carlo Simulation기법을 이용한 송전계통의 신뢰도 평가 (Reliability Evaluation of Transmission System using Monte Carlo Simulation Method)

  • 문승필;김홍식;최재석;차준민
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2001년도 춘계학술대회 논문집 전력기술부문
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    • pp.169-171
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    • 2001
  • This paper presents a method fer evaluation nodal probabilistic congestion and reliability indices of transmission systems using Monte Carlo simulation methods. Quantitative evaluation of transmission system reliability is very important because successful operation of an electric power system. In the deregulated electricity market depends on transmission system reliability management Monte Carlo methods are often preferable, when complex operating conditions are involved and/or the number of sever events is relatively large. To evaluate the reliability of a real power system, Monte Carlo Methods will be more useful. The characteristics and effectiveness of this methodology are illustrated by the case study using a small test system.

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목재 유물 김젖개의 몬테카를로 방법을 이용한 감마선 조사 (Optimal Gamma Irradiation Using Monte Carlo Simulations on Wooden Cultural Properties, Gimjeotgae)

  • 윤민철;최종일;이윤종;임길성;이주운
    • 방사선산업학회지
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    • 제6권1호
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    • pp.95-100
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    • 2012
  • In this study, there has been investigated the simulation of irradiation dose using Monte Carlo methodology for the biological control of wooden cultural property. In the evaluation of fungal contamination on wooden cultural properties, Cladosporium tenuissimum, Aspergillus versicolor, Penicillium sp. were mainly identified from the Gimjeotgae. But these microorganisms were completely inactivated by 20 kGy gamma-rays. For dosimetry simulation of wooden cultural properties, Monte Carlo methodology with MCNP was used. The radiation absorbed dose distribution was predicted at 8.2~18.9 kGy. These results show that irradiation is effective for biologic control of wooden cultural properties and Monte Carlo methodology is useful for non-destructive conservation and preservation of wooden cultural properties.

Experimental Measurement and Monte Carlo Simulation the Correction Factor for the Medium-Energy X-ray Free-air Ionization Chamber

  • Yu, Jili;Wu, Jinjie;Liao, Zhenyu;Zhou, Zhenjie
    • Journal of the Korean Physical Society
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    • 제73권10호
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    • pp.1466-1472
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    • 2018
  • A key comparison has been made between the air-kerma standards of the National Institute of Metrology (NIM), China, and other Asia Pacific Metrology Programme (APMP) members in the medium-energy X-ray. This paper reviews the primary standard Free-air ionization chamber correction factor experimental method and Monte Carlo simulation method in the NIM. The experimental method and the Monte Carlo simulation method are adopted to obtain the correction factor for the medium-energy X-ray primary standard free-air ionization chamber at 100 kV, 135 kV, 180 kV, 250 kV four CCRI reference qualities. The correction factor has already been submitted to the APMP as key comparison data and the results are in good agreement with those obtained in previous studies. This study shows that the experimental method and the EGSnrc simulation method are usually used in the measurement of the correction factor. In particular, the application of the simulation methods is more common.

무수축 콘크리트 혼화제를 활용한 New Austria Tunnel Method 수지에서 Monte Carlo 시뮬레이션에 관한 연구 (A Study on Monte Carlo Simulation in Resin of New Austria Tunnel Method by admixture for Shrinkage Compensating Concrete)

  • 김기준;성완모;김주한;정형학
    • 한국응용과학기술학회지
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    • 제34권1호
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    • pp.125-131
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    • 2017
  • 콘크리트 혼화제의 무수축 그라우트에서 산란체와 흡수체의 영향은 빛산란에 의해 파장에 대한 산란세기로 설명된다. New Austria Tunnel Method의 수지에 대한 산란의 분자특성들은 연구하기 위해 Monte Carlo Simulation하였다. 이는 산란매질에서 광학적 파라미터들(${\mu}_s$, ${\mu}_a$, ${\mu}_t$)에 의해 조사되어 그들의 영향을 알 수 있었다. 산란매질에서 광자에 대한 빛 분포에 의한 결과는 광원에서 검출기까지 거리가 가까우면 무수축혼화제의 산란이 증가하여 산란세기가 크게 나타나는데 혼화제가 첨가함에 따라 무수축 성질이 크게 나타났다. 이는 강구조물의 내구성을 위한 코팅과 부식에서 좋은 모델을 디자인하는데 도움이 될 것이다.

산업재해 안전을 위한 New Austria Tunnel Method 수지에서 빔산란에 관한 Monte Carlo 시뮬레이션에 관한 연구 (A Study on Monte Carlo Simulation by Beam Scattering in Resin of New Austria Tunnel Method for Safety of Industrial Disaster)

  • 김기준;이주엽
    • 한국응용과학기술학회지
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    • 제29권3호
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    • pp.473-479
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    • 2012
  • 혼탁매질에서 산란체와 흡수체의 영향은 빛산란에 의해 파장에 대한 산란세기로 설명된다. New Austria Tunnel Method의 수지에 대한 산란의 분자특성들은 연구하기 위해 Monte Carlo Simulation하였다. 이는 산란매질에서 광학적 파라미터들(${\mu}_s$, ${\mu}_a$, ${\mu}_t$)에 의해 조사되어 그들의 영향을 알 수 있었다. 산란매질에서 광자에 대한 빛분포에 의한 결과는 광원에서 검출기까지 거리가 가까우면 산란이 증가하여 산란세기가 크게 나타났다. 이는 강구조물의 내구성을 위한 코팅과 부식에서 좋은 모델을 디자인하는데 도움이 될 것이다.

Monte-Carlo 기반의 간섭분석에 관한 연구 (Interference Analysis based on the Monte-Carlo Method)

  • 김성권
    • 한국전자통신학회논문지
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    • 제3권2호
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    • pp.58-64
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    • 2008
  • 본 논문에서는 industrial, scientific, medical (ISM) 대역의 효율적인 운용을 위해 간섭시나리오와 monte-carlo method 기반의 간섭분석 methodology를 제안하였다. 간섭시나리오는 거리와 밀도에 따른 시나리오로 구분되며, 희생원을 victim receiver (Vr), 간섭원을 interfering transmitter (It)로 정의한다. 간섭분석 시뮬레이션은 Vr의 간섭허용치를 만족하는 It의 간섭유효구간을 통해 얻어지는 유효간섭영역 내에서 It의 분포밀도에 따른 간섭 확률을 도출하게 된다. 제안된 간섭시나리오를 적용하여 2.4GHz ISM 대역에서 사용되는 대표적 무선설비인 WLAN (Vr)과 bluetooth (It)의 시뮬레이션 결과 간섭유효구간은 60~400m 이며, WLAN은 유효간섭영역에 존재하는 6개의 bluetooth와 간섭허용치를 만족하는 범위 내에서 운용될 수 있음을 확인하였다. 또한, 같은 조건에서 frequency hopping (FH) 통신방식을 사용하는 bluetooth에 cognitive radio(CR) 기술 기반의 listen before talk (LBT) 방식을 적용시 간섭 확률은 크게 감소하였다. 컴퓨터 시뮬레이션은 european radiocommunications office (ERO)에서 monte-carlo method를 기반으로 개발한 spectrum engineering advanced monte carlo analysis tool (SEAMCAT)을 사용하였다.

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Bayesian Estimation of State-Space Model Using the Hybrid Monte Carlo within Gibbs Sampler

  • Park, Ilsu
    • Communications for Statistical Applications and Methods
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    • 제10권1호
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    • pp.203-210
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    • 2003
  • In a standard Metropolis-type Monte Carlo simulation, the proposal distribution cannot be easily adapted to "local dynamics" of the target distribution. To overcome some of these difficulties, Duane et al. (1987) introduced the method of hybrid Monte Carlo(HMC) which combines the basic idea of molecular dynamics and the Metropolis acceptance-rejection rule to produce Monte Carlo samples from a given target distribution. In this paper, using the HMC within Gibbs sampler, an asymptotical estimate of the smoothing mean and a general solution to state space modeling in Bayesian framework is obtaineds obtained.

MONTE CARLO DEPLETION UNDER LEAKAGE-CORRECTED CRITICAL SPECTRUM VIA ALBEDO SEARCH

  • Yun, Sung-Hwan;Cho, Nam-Zin
    • Nuclear Engineering and Technology
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    • 제42권3호
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    • pp.271-278
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    • 2010
  • While the deterministic lattice physics/depletion codes use leakage-corrected critical spectrum (although approximate due to the B1 buckling search employed), Monte Carlo depletion codes currently in use do not have such a feature in spite of their heterogeneity and continuous-energy modeling capability. This paper describes an approach to Monte Carlo depletion with leakage-corrected critical spectrum derived from first principles. This is based on the concept of albedo eigenvalue treated as weight of the reflected neutron in Monte Carlo simulation.