• Title/Summary/Keyword: probabilistic distribution models

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Evaluation of the Uncertainties in Rainfall-Runoff Model Using Meta-Gaussian Approach (Meta-Gaussian 방법을 이용한 강우-유출 모형에서의 불확실성 산정)

  • Kim, Byung-Sik;Kim, Bo-Kyung;Kwon, Hyun-Han
    • Journal of Wetlands Research
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    • v.11 no.1
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    • pp.49-64
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    • 2009
  • Rainfall-runoff models are used for efficient management, distribution, planning, and design of water resources in accordance with the process of hydrologic cycle. The models simplify the transition of rainfall to runoff as rainfall through different processes including evaporation, transpiration, interception, and infiltration. As the models simplify complex physical processes, gaps between the models and actual rainfall events exist. For more accurate simulation, appropriate models that suit analysis goals are selected and reliable long-term hydrological data are collected. However, uncertainty is inherent in models. It is therefore necessary to evaluate reliability of simulation results from models. A number of studies have evaluated uncertainty ingrained in rainfall-runoff models. In this paper, Meta-Gaussian method proposed by Montanari and Brath(2004) was used to assess uncertainty of simulation outputs from rainfall-runoff models. The model, which estimates upper and lower bounds of the confidence interval from probabilistic distribution of a model's error, can quantify global uncertainty of hydrological models. In this paper, Meta-Gaussian method was applied to analyze uncertainty of simulated runoff outputs from $Vflo^{TM}$, a physically-based distribution model and HEC-HMS model, a conceptual lumped model.

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Reliability-based Structural Design Optimization Considering Probability Model Uncertainties - Part 1: Design Method (확률모델 불확실성을 고려한 구조물의 신뢰도 기반 최적설계 - 제1편: 설계 방법)

  • Ok, Seung-Yong;Park, Wonsuk
    • Journal of the Korean Society of Safety
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    • v.27 no.5
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    • pp.148-157
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    • 2012
  • Reliability-based design optimization (RBDO) problem is usually formulated as an optimization problem to minimize an objective function subjected to probabilistic constraint functions which may include deterministic design variables as well as random variables. The challenging task is that, because the probability models of the random variables are often assumed based on limited data, there exists a possibility of selecting inappropriate distribution models and/or model parameters for the random variables, which can often lead to disastrous consequences. In order to select the most appropriate distribution model from the limited observation data as well as model parameters, this study takes into account a set of possible candidate models for the random variables. The suitability of each model is then investigated by employing performance and risk functions. In this regard, this study enables structural design optimization and fitness assessment of the distribution models of the random variables at the same time. As the first paper of a two-part series, this paper describes a new design method considering probability model uncertainties. The robust performance of the proposed method is presented in Part 2. To demonstrate the effectiveness of the proposed method, an example of ten-bar truss structure is considered. The numerical results show that the proposed method can provide the optimal design variables while guaranteeing the most desirable distribution models for the random variables even in case the limited data are only available.

A Theoretical Analysis of Probabilistic DDHV Estimation Models (확률적인 중방향 설계시간 교통량 산정 모형에 관한 이론적 해석)

  • Cho, Jun-Han;Kim, Seong-Ho;Rho, Jeong-Hyun
    • Journal of Korean Society of Transportation
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    • v.26 no.3
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    • pp.199-209
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    • 2008
  • This paper is described the concepts and limitations for the traditional directional design hour volume estimation. The main objective of this paper is to establish an estimation method of probabilistic directional design hour volume in order to improve the limitation for the traditional approach method. To express the traffic congestion of specific road segment, this paper proposed the link travel time as the probability that the road capacity can accommodate a certain traffic demand at desired service level. Also, the link travel time threshold was derived from chance-constrained stochastic model. Such successive probabilistic process could determine optimal ranked design hour volume and directional design hour volume. Therefore, the probabilistic directional design hour volume can consider the traffic congestion and economic aspect in road planning and design stage. It is hoped that this study will provide a better understanding of various issues involved in the short term prediction of directional design hourly volume on different types of roads.

Numerical framework for stress cycle assessment of cables under vortex shedding excitations

  • Ruiz, Rafael O.;Loyola, Luis;Beltran, Juan F.
    • Wind and Structures
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    • v.28 no.4
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    • pp.225-238
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    • 2019
  • In this paper a novel and efficient computational framework to estimate the stress range versus number of cycles curves experienced by a cable due to external excitations (e.g., seismic excitations, traffic and wind-induced vibrations, among others) is proposed. This study is limited to the wind-cable interaction governed by the Vortex Shedding mechanism which mainly rules cables vibrations at low amplitudes that may lead to their failure due to bending fatigue damage. The algorithm relies on a stochastic approach to account for the uncertainties in the cable properties, initial conditions, damping, and wind excitation which are the variables that govern the wind-induced vibration phenomena in cables. These uncertainties are propagated adopting Monte Carlo simulations and the concept of importance sampling, which is used to reduce significantly the computational costs when new scenarios with different probabilistic models for the uncertainties are evaluated. A high fidelity cable model is also proposed, capturing the effect of its internal wires distribution and helix angles on the cables stress. Simulation results on a 15 mm diameter high-strength steel strand reveal that not accounting for the initial conditions uncertainties or using a coarse wind speed discretization lead to an underestimation of the stress range experienced by the cable. In addition, parametric studies illustrate the computational efficiency of the algorithm at estimating new scenarios with new probabilistic models, running 3000 times faster than the base case.

A joint probability distribution model of directional extreme wind speeds based on the t-Copula function

  • Quan, Yong;Wang, Jingcheng;Gu, Ming
    • Wind and Structures
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    • v.25 no.3
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    • pp.261-282
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    • 2017
  • The probabilistic information of directional extreme wind speeds is important for precisely estimating the design wind loads on structures. A new joint probability distribution model of directional extreme wind speeds is established based on observed wind-speed data using multivariate extreme value theory with the t-Copula function in the present study. At first, the theoretical deficiencies of the Gaussian-Copula and Gumbel-Copula models proposed by previous researchers for the joint probability distribution of directional extreme wind speeds are analysed. Then, the t-Copula model is adopted to solve this deficiency. Next, these three types of Copula models are discussed and evaluated with Spearman's rho, the parametric bootstrap test and the selection criteria based on the empirical Copula. Finally, the extreme wind speeds for a given return period are predicted by the t-Copula model with observed wind-speed records from several areas and the influence of dependence among directional extreme wind speeds on the predicted results is discussed.

Safety Analysis on the Tritium Release Accidents

  • Yang, Hee joong
    • Journal of Korean Society for Quality Management
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    • v.19 no.2
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    • pp.96-107
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    • 1991
  • At the design stage of a plant, the plausible causes and pathways of release of hazardous materials are not clearly known. Thus there exist large amount of uncertainties on the consequences resulting from the operation of a fusion plant. In order to better handle such uncertain circumstances, we utilize the Probabilistic Risk Assessment(PRA) for the safety analyses on fusion power plant. In this paper, we concentrate on the tritium release accident. We develop a simple model that describes the process and flow of tritium, by which we figure out the locations of tritium inventory and their vulnerability. We construct event tree models that lead to various levels of tritium release from abnormal initiating events. Branch parameters on the event tree are assessed from the fault tree analysis. Based on the event tree models we construct influence diagram models which are more useful for the parameter updating and analysis. We briefly discuss the parameter updating scheme, and finally develop the methodology to obtain the predictive distribution of consequences resulting from the operating a fusion power plant. We also discuss the way to utilize the results of testing on sub-systems to reduce the uncertain ties on over all system.

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Statistical Voice Activity Defector Based on Signal Subspace Model (신호 준공간 모델에 기반한 통계적 음성 검출기)

  • Ryu, Kwang-Chun;Kim, Dong-Kook
    • The Journal of the Acoustical Society of Korea
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    • v.27 no.7
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    • pp.372-378
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    • 2008
  • Voice activity detectors (VAD) are important in wireless communication and speech signal processing, In the conventional VAD methods, an expression for the likelihood ratio test (LRT) based on statistical models is derived in discrete Fourier transform (DFT) domain, Then, speech or noise is decided by comparing the value of the expression with a threshold, This paper presents a new statistical VAD method based on a signal subspace approach, The probabilistic principal component analysis (PPCA) is employed to obtain a signal subspace model that incorporates probabilistic model of noisy signal to the signal subspace method, The proposed approach provides a novel decision rule based on LRT in the signal subspace domain, Experimental results show that the proposed signal subspace model based VAD method outperforms those based on the widely used Gaussian distribution in DFT domain.

A Study of Statistical Analysis of Rock Joint Directional Data (암반 절리 방향성 자료의 통계적 분석 기법에 관한 연구)

  • 류동우;김영민;이희근
    • Tunnel and Underground Space
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    • v.12 no.1
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    • pp.19-30
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    • 2002
  • Rock joint orientation is one of important geometric attributes that have an influence on the stability of rock structures such as rock slopes and tunnels. Especially, statistical models of the geometric attributes of rock joints can provide a probabilistic approach of rock engineering problems. The result from probabilistic modeling relies on the choice of statistical model. Therefore, it is critical to define a representative statistical model for joint orientation data as well as joint size and intensity and build up a series of modeling procedure including analytical validation. In this paper, we have examined a theoretical methodology for the statistical estimate and hypothesis analysis based upon Fisher distribution and bivariate normal distribution. In addition, we have proposed the algorithms of random number generator which is applied to the simulation of rock joint networks and risk analysis.

An Extended Generative Feature Learning Algorithm for Image Recognition

  • Wang, Bin;Li, Chuanjiang;Zhang, Qian;Huang, Jifeng
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.11 no.8
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    • pp.3984-4005
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    • 2017
  • Image recognition has become an increasingly important topic for its wide application. It is highly challenging when facing to large-scale database with large variance. The recognition systems rely on a key component, i.e. the low-level feature or the learned mid-level feature. The recognition performance can be potentially improved if the data distribution information is exploited using a more sophisticated way, which usually a function over hidden variable, model parameter and observed data. These methods are called generative score space. In this paper, we propose a discriminative extension for the existing generative score space methods, which exploits class label when deriving score functions for image recognition task. Specifically, we first extend the regular generative models to class conditional models over both observed variable and class label. Then, we derive the mid-level feature mapping from the extended models. At last, the derived feature mapping is embedded into a discriminative classifier for image recognition. The advantages of our proposed approach are two folds. First, the resulted methods take simple and intuitive forms which are weighted versions of existing methods, benefitting from the Bayesian inference of class label. Second, the probabilistic generative modeling allows us to exploit hidden information and is well adapt to data distribution. To validate the effectiveness of the proposed method, we cooperate our discriminative extension with three generative models for image recognition task. The experimental results validate the effectiveness of our proposed approach.

Force limited vibration testing: an evaluation of the computation of C2 for real load and probabilistic source

  • Wijker, J.J.;de Boer, A.;Ellenbroek, M.H.M.
    • Advances in aircraft and spacecraft science
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    • v.2 no.2
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    • pp.217-232
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    • 2015
  • To prevent over-testing of the test-item during random vibration testing Scharton proposed and discussed the force limited random vibration testing (FLVT) in a number of publications. Besides the random vibration specification, the total mass and the turn-over frequency of the load (test item), $C^2$ is a very important parameter for FLVT. A number of computational methods to estimate $C^2$ are described in the literature, i.e., the simple and the complex two degrees of freedom system, STDFS and CTDFS, respectively. The motivation of this work is to evaluate the method for the computation of a realistic value of $C^2$ to perform a representative random vibration test based on force limitation, when the adjacent structure (source) description is more or less unknown. Marchand discussed the formal description of getting $C^2$, using the maximum PSD of the acceleration and maximum PSD of the force, both at the interface between load and source. Stevens presented the coupled systems modal approach (CSMA), where simplified asparagus patch models (parallel-oscillator representation) of load and source are connected, consisting of modal effective masses and the spring stiffness's associated with the natural frequencies. When the random acceleration vibration specification is given the CSMA method is suitable to compute the value of the parameter $C^2$. When no mathematical model of the source can be made available, estimations of the value $C^2$ can be find in literature. In this paper a probabilistic mathematical representation of the unknown source is proposed, such that the asparagus patch model of the source can be approximated. The chosen probabilistic design parameters have a uniform distribution. The computation of the value $C^2$ can be done in conjunction with the CSMA method, knowing the apparent mass of the load and the random acceleration specification at the interface between load and source, respectively. Data of two cases available from literature have been analyzed and discussed to get more knowledge about the applicability of the probabilistic method.