• Title/Summary/Keyword: optimal probability density

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OPTIMAL APPROXIMATION BY ONE GAUSSIAN FUNCTION TO PROBABILITY DENSITY FUNCTIONS

  • Gwang Il Kim;Seung Yeon Cho;Doobae Jun
    • East Asian mathematical journal
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    • v.39 no.5
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    • pp.537-547
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    • 2023
  • In this paper, we introduce the optimal approximation by a Gaussian function for a probability density function. We show that the approximation can be obtained by solving a non-linear system of parameters of Gaussian function. Then, to understand the non-normality of the empirical distributions observed in financial markets, we consider the nearly Gaussian function that consists of an optimally approximated Gaussian function and a small periodically oscillating density function. We show that, depending on the parameters of the oscillation, the nearly Gaussian functions can have fairly thick heavy tails.

Optimal Volume Estimation for Non-point Source Control Retention Considering Spatio-Temporal Variation of Land Surface (지표면의 시공간적 변화를 고려한 비점오염원 저감 저류지 최적용량산정)

  • Choi, Daegyu;Kim, Jin Kwan;Lee, Jae Kwan;Kim, Sangdan
    • Journal of Korean Society on Water Environment
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    • v.27 no.1
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    • pp.9-18
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    • 2011
  • In this study the optimal volume for non-point source control retention is estimated considering spatio-temporal variation of land surface. The 3-parameter mixed exponential probability density function is used to represent the statistical properties of rainfall events, and NRCS-CN method is applied as rainfall-runoff transformation. The catchment drainage area is divided into individual $30m{\times}30m$ cells, and runoff curve number is estimated at each cell. Using the derived probability density function theory, the stormwater probability density function at each cell is derived from the rainfall probability density function and NRCS-CN rainfall-runoff transformation. Considering the antecedent soil moisture condition at each cell and the spatial variation of CN value at the whole catchment drainage area, the ensemble stormwater capture curve is established to estimate the optimal volume for an non-point source control retention. The comparison between spatio-temporally varied land surface and constant land surface is presented as a case study for a urban drainage area.

A Study on Developing the Optimal Sizing System for Ready-to-wear - Based on Elementary School Girls - (기성복의 최적 사이즈 시스템 개발을 위한 연구 - 학령기 여아를 중심으로 -)

  • Kim Ran-do;Lee Sang-youl;Kim Seon-young;Nam Yun-ja
    • Journal of the Korean Society of Clothing and Textiles
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    • v.29 no.8 s.145
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    • pp.1102-1113
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    • 2005
  • The propose of this study is to develop the optimal sizing system of ready-to-wear f3r elementary school girls using a newly invented statistical technique. The body measurements was classified by the method that equalizes the distribution of the subjects using the probability density function, to theoretically systemize a method to determine a size range of ready-to-wear for elementary school girls between 6 to 12 years old. The statistical method were 1) The total of 11 height groups, which size interval from one another is 6 cm that is an average height gap between each age. 2) In order to determine an approximate figure (m ${\times}$ n) to establish the appropriate sizes far each height group that fit to the combinations of bust and hip girth, which based on their means and standard deviations on the probability density curve to produce the standard normal distribution. 3) m and n were aligned by 4cm -the grading increments used for patterns making- and determined the size ranges by confirming the approximate figures of m and n. 4) The representative values were determined by an area ratio calculated by dividing the area determined from the range of bust and hip girth with the representative value. Considering the characteristics of subjects' distribution, the area ratios was used. 5) Weight was calculated by seeking a growth exponent for each age and multiplying it by the number of girls that fit to each size range. As sections that show the highest weight are more likely sought by the consumers, these sections were determined as the optimal size standards. 6) This optimal sizing system consists of sizes determined by the optimal size standards and its sizes are marked with height, bust and hip girth.

Reliability-based stochastic finite element using the explicit probability density function

  • Rezan Chobdarian;Azad Yazdani;Hooshang Dabbagh;Mohammad-Rashid Salimi
    • Structural Engineering and Mechanics
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    • v.86 no.3
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    • pp.349-359
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    • 2023
  • This paper presents a technique for determining the optimal number of elements in stochastic finite element analysis based on reliability analysis. Using the change-of-variable perturbation stochastic finite element approach, the probability density function of the dynamic responses of stochastic structures is explicitly determined. This method combines the perturbation stochastic finite element method with the change-of-variable technique into a united model. To further examine the relationships between the random fields, discretization of the random field parameters, such as the variance function and the scale of fluctuation, is also performed. Accordingly, the reliability index is calculated based on the explicit probability density function of responses with Gaussian or non-Gaussian random fields in any number of elements corresponding to the random field discretization. The numerical examples illustrate the effectiveness of the proposed method for a one-dimensional cantilever reinforced concrete column and a two-dimensional steel plate shear wall. The benefit of this method is that the probability density function of responses can be obtained explicitly without the use simulation techniques. Any type of random variable with any statistical distribution can be incorporated into the calculations, regardless of the restrictions imposed by the type of statistical distribution of random variables. Consequently, this method can be utilized as a suitable guideline for the efficient implementation of stochastic finite element analysis of structures, regardless of the statistical distribution of random variables.

Extraction of optimal time-varying mean of non-stationary wind speeds based on empirical mode decomposition

  • Cai, Kang;Li, Xiao;Zhi, Lun-hai;Han, Xu-liang
    • Structural Engineering and Mechanics
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    • v.77 no.3
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    • pp.355-368
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    • 2021
  • The time-varying mean (TVM) component of non-stationary wind speeds is commonly extracted utilizing empirical mode decomposition (EMD) in practice, whereas the accuracy of the extracted TVM is difficult to be quantified. To deal with this problem, this paper proposes an approach to identify and extract the optimal TVM from several TVM results obtained by the EMD. It is suggested that the optimal TVM of a 10-min time history of wind speeds should meet both the following conditions: (1) the probability density function (PDF) of fluctuating wind component agrees well with the modified Gaussian function (MGF). At this stage, a coefficient p is newly defined as an evaluation index to quantify the correlation between PDF and MGF. The smaller the p is, the better the derived TVM is; (2) the number of local maxima of obtained optimal TVM within a 10-min time interval is less than 6. The proposed approach is validated by a numerical example, and it is also adopted to extract the optimal TVM from the field measurement records of wind speeds collected during a sandstorm event.

Analysis of Energy-Efficiency in Ultra-Dense Networks: Determining FAP-to-UE Ratio via Stochastic Geometry

  • Zhang, HongTao;Yang, ZiHua;Ye, Yunfan
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.10 no.11
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    • pp.5400-5418
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    • 2016
  • Femtocells are envisioned as a key solution to embrace the ever-increasing high data rate and thus are extensively deployed. However, the dense and random deployments of femtocell access points (FAPs) induce severe intercell inference that in turn may degrade the performance of spectral efficiency. Hence, unrestrained proliferation of FAPs may not acquire a net throughput gain. Besides, given that numerous FAPs deployed in ultra-dense networks (UDNs) lead to significant energy consumption, the amount of FAPs deployed is worthy of more considerations. Nevertheless, little existing works present an analytical result regarding the optimal FAP density for a given User Equipment (UE) density. This paper explores the realistic scenario of randomly distributed FAPs in UDN and derives the coverage probability via Stochastic Geometry. From the analytical results, coverage probability is strictly increasing as the FAP-to-UE ratio increases, yet the growing rate of coverage probability decreases as the ratio grows. Therefore, we can consider a specific FAP-to-UE ratio as the point where further increasing the ratio is not cost-effective with regards to the requirements of communication systems. To reach the optimal FAP density, we can deploy FAPs in line with peak traffic and randomly switch off FAPs to keep the optimal ratio during off-peak hours. Furthermore, considering the unbalanced nature of traffic demands in the temporal and spatial domain, dynamically and carefully choosing the locations of active FAPs would provide advantages over randomization. Besides, with a huge FAP density in UDN, we have more potential choices for the locations of active FAPs and this adds to the demand for a strategic sleeping policy.

Joint Optimization Algorithm Based on DCA for Three-tier Caching in Heterogeneous Cellular Networks

  • Zhang, Jun;Zhu, Qi
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.15 no.7
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    • pp.2650-2667
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    • 2021
  • In this paper, we derive the expression of the cache hitting probability with random caching policy and propose the joint optimization algorithm based on difference of convex algorithm (DCA) in the three-tier caching heterogeneous cellular network assisted by macro base stations, helpers and users. Under the constraint of the caching capacity of caching devices, we establish the optimization problem to maximize the cache hitting probability of the network. In order to solve this problem, a convex function is introduced to convert the nonconvex problem to a difference of convex (DC) problem and then we utilize DCA to obtain the optimal caching probability of macro base stations, helpers and users for each content respectively. Simulation results show that when the density of caching devices is relatively low, popular contents should be cached to achieve a good performance. However, when the density of caching devices is relatively high, each content ought to be cached evenly. The algorithm proposed in this paper can achieve the higher cache hitting probability with the same density.

Dynamic Reliability Model for Stability Analysis of Armor Units on Rubble-Mound Breakwater (경사제 피복재의 안정성 해석을 위한 동력학적 신뢰성 모형)

  • Lee, Cheol-Eung
    • Journal of Industrial Technology
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    • v.21 no.B
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    • pp.163-174
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    • 2001
  • A dynamic reliability model for analyzing the stability of armor units on rubble-mound breakwater is mathematically developed by using Hudson's formula and definition of single-failure mode. The probability density functions of resistance and loading functions are defined properly, the related parameters to those probability density functions are also estimated straightforwardly by the first-order analysis. It is found that probabilities of failure for the stability of armor units on rubble-mound breakwater are continuously increased as the service periods are elapsed, because of the occurrence of repeated loading of random magnitude by which the resistance may be deteriorated. In particular, the factor of safety is incorporated into the dynamic reliability model in order to evaluate the probability of failure as a function of factor of safety. It may thus be possible to take some informations for optimal design as well as managements and repairs of armor units on rubble-mound breakwater from the dynamic reliability analyses.

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Mining Highly Reliable Dense Subgraphs from Uncertain Graphs

  • LU, Yihong;HUANG, Ruizhi;HUANG, Decai
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.13 no.6
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    • pp.2986-2999
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    • 2019
  • The uncertainties of the uncertain graph make the traditional definition and algorithms on mining dense graph for certain graph not applicable. The subgraph obtained by maximizing expected density from an uncertain graph always has many low edge-probability data, which makes it low reliable and low expected edge density. Based on the concept of ${\beta}$-subgraph, to overcome the low reliability of the densest subgraph, the concept of optimal ${\beta}$-subgraph is proposed. An efficient greedy algorithm is also developed to find the optimal ${\beta}$-subgraph. Simulation experiments of multiple sets of datasets show that the average edge-possibility of optimal ${\beta}$-subgraph is improved by nearly 40%, and the expected edge density reaches 0.9 on average. The parameter ${\beta}$ is scalable and applicable to multiple scenarios.

Human Exposure to BTEX and Its Risk Assessment Using the CalTOX Model According to the Probability Density Function in Meteorological Input Data (기상변수들의 확률밀도함수(PDF)에 따른 CalTOX모델을 이용한 BTEX 인체노출량 및 인체위해성 평가 연구)

  • Kim, Ok;Song, Youngho;Choi, Jinha;Park, Sanghyun;Park, Changyoung;Lee, Minwoo;Lee, Jinheon
    • Journal of Environmental Health Sciences
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    • v.45 no.5
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    • pp.497-510
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    • 2019
  • Objectives: The aim of this study was to secure the reliability of using the CalTOX model when evaluating LADD (or ADD) and Risk (or HQ) among local residents for the emission of BTEX (Benzene, Toluene, Ethylbenzene, Xylene) and by closely examining the difference in the confidence interval of the assessment outcomes according to the difference in the probability density function of input variables. Methods: The assessment was made by dividing it according to the method ($I^{\dagger}$) of inputting the probability density function in meteorological variables of the model with log-normal distribution and the method of inputting ($II^{\ddagger}$) after grasping the optimal probability density function using @Risk. A T-test was carried out in order to analyze the difference in confidence interval of the two assessment results. Results: It was evaluated to be 1.46E-03 mg/kg-d in LADD of Benzene, 1.96E-04 mg/kg-d in ADD of Toluene, 8.15E-05 mg/kg-d in ADD of Ethylbenzene, and 2.30E-04 mg/kg-d in ADD of Xylene. As for the predicted confidence interval in LADD and ADD, there was a significant difference between the $I^{\dagger}$ and $II^{\ddagger}$ methods in $LADD_{Inhalation}$ for Benzene, and in $ADD_{Inhalation}$ and ADD for Toluene and Xylene. It appeared to be 3.58E-05 for risk in Benzene, 3.78E-03 for HQ in Toluene, 1.48E-03 for HQ in Ethylbenzene, and 3.77E-03 for HQ in Xylene. As a result of the HQ in Toluene and Xylene, the difference in confidence interval between the $I^{\dagger}$ and $II^{\ddagger}$ methods was shown to be significant. Conclusions: The human risk assessment for BTEX was made by dividing it into the method ($I^{\dagger}$) of inputting the probability density function of meteorological variables for the CalTOX model with log-normal distribution, and the method of inputting ($II^{\ddagger}$) after grasping the optimal probability density function using @Risk. As a result, it was identified that Risk (or HQ) is the same, but that there is a significant difference in the confidence interval of Risk (or HQ) between the $I^{\dagger}$ and $II^{\ddagger}$ methods.