• 제목/요약/키워드: probabilistic models

검색결과 464건 처리시간 0.032초

A hidden Markov model for long term drought forecasting in South Korea

  • Chen, Si;Shin, Ji-Yae;Kim, Tae-Woong
    • 한국수자원학회:학술대회논문집
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    • 한국수자원학회 2015년도 학술발표회
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    • pp.225-225
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    • 2015
  • Drought events usually evolve slowly in time and their impacts generally span a long period of time. This indicates that the sequence of drought is not completely random. The Hidden Markov Model (HMM) is a probabilistic model used to represent dependences between invisible hidden states which finally result in observations. Drought characteristics are dependent on the underlying generating mechanism, which can be well modelled by the HMM. This study employed a HMM with Gaussian emissions to fit the Standardized Precipitation Index (SPI) series and make multi-step prediction to check the drought characteristics in the future. To estimate the parameters of the HMM, we employed a Bayesian model computed via Markov Chain Monte Carlo (MCMC). Since the true number of hidden states is unknown, we fit the model with varying number of hidden states and used reversible jump to allow for transdimensional moves between models with different numbers of states. We applied the HMM to several stations SPI data in South Korea. The monthly SPI data from January 1973 to December 2012 was divided into two parts, the first 30-year SPI data (January 1973 to December 2002) was used for model calibration and the last 10-year SPI data (January 2003 to December 2012) for model validation. All the SPI data was preprocessed through the wavelet denoising and applied as the visible output in the HMM. Different lead time (T= 1, 3, 6, 12 months) forecasting performances were compared with conventional forecasting techniques (e.g., ANN and ARMA). Based on statistical evaluation performance, the HMM exhibited significant preferable results compared to conventional models with much larger forecasting skill score (about 0.3-0.6) and lower Root Mean Square Error (RMSE) values (about 0.5-0.9).

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Performance-based reliability assessment of RC shear walls using stochastic FE analysis

  • Nosoudi, Arina;Dabbagh, Hooshang;Yazdani, Azad
    • Structural Engineering and Mechanics
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    • 제80권6호
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    • pp.645-655
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    • 2021
  • Performance-based reliability analysis is a practical approach to investigate the seismic performance and stochastic nonlinear response of structures considering a random process. This is significant due to the uncertainties involved in every aspect of the analysis. Therefore, the present study aims to evaluate the performance-based reliability within a stochastic finite element (FE) framework for reinforced concrete (RC) shear walls that are considered as one of the most essential elements of structures. To accomplish this purpose, deterministic FE analyses are conducted for both squat and slender shear walls to validate numerical models through experimental results. The presented numerical analysis is performed by using the ABAQUS FE program. Afterwards, a random-effects investigation is carried out to consider the influence of different random variables on the lateral load-top displacement behavior of RC members. Using these results and through utilizing the Monte-Carlo simulation method, stochastic nonlinear analyses are also performed to generate random FE models based on input parameters and their probabilistic distributions. In order to evaluate the reliability of RC walls, failure probabilities and corresponding reliability indices are calculated at life safety and collapse prevention levels of performance as suggested by FEMA 356. Moreover, based on reliability indices, capacity reduction factors are determined subjected to shear for all specimens that are designed according to the ACI 318 Building Code. Obtained results show that the lateral load and the compressive strength of concrete have the highest effects on load-displacement responses compared to those of other random variables. It is also found that the probability of shear failure for the squat wall is slightly lower than that for slender walls. This implies that 𝛽 values are higher in a non-ductile mode of failure. Besides, the reliability of both squat and slender shear walls does not change significantly in the case of varying capacity reduction factors.

Time Domain Response of Random Electromagnetic Signals for Electromagnetic Topology Analysis Technique

  • Han, Jung-hoon
    • 한국컴퓨터정보학회논문지
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    • 제27권2호
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    • pp.135-144
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    • 2022
  • 전자기 토폴로지 기법은 복합적인 전파 환경의 모델링을 효과적으로 수행하기 위하여, 구성되는 전파 환경 단위를 각각 해석하고 네트워크의 형태로 결합하여 재해석하는 방법이다. 일반적인 상용 통신 채널 모델에서는 전파 환경이 복합적이고 예측이 어렵기 때문에 정확도는 낮지만 평균적인 해를 활용하는 확률 모델을 활용한다. 하지만, 상대적으로 높은 정확도의 전자파 전파 특성을 요구하는 전자기 펄스 등 위협 전자파의 전파 및 결합 분석, 전자전, 5G 및 6G 이상의 로컬 통신 채널 모델 등에 사용되는 전파 모델 응용에서는 전자기 토폴로지 기법을 활용한 전파 모델링 기법 등이 활용된다. 본 논문은 주파수 영역에서 해석되는 전자기 토폴로지(EMT) 기법의 효과적인 수행 방안과 알고리즘, 그리고 프로그램 구현에 대하여 설명한다. 또한 주파수 영역의 EMT 해석 결과에 대하여 임의의 인가 신호원에 대한 시간 영역에서의 응답을 도출하는 방안에 대하여 논의한다.

SiRENE: A new generation of engineering simulator for real-time simulators at EDF

  • David Pialla;Stephanie Sala;Yann Morvan;Lucie Dreano;Denis Berne;Eleonore Bavoil
    • Nuclear Engineering and Technology
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    • 제56권3호
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    • pp.880-885
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    • 2024
  • For Safety Assisted Engineering works, real-time simulators have emerged as a mandatory tool among all the key actors involved in the nuclear industry (utilities, designers and safety authorities). EDF, Electricité de France, as the leading worldwide nuclear power plant operator, has a crucial need for efficient and updated simulation tools for training, operating and safety analysis support. This paper will present the work performed at EDF/DT to develop a new generation of engineering simulator to fulfil these tasks. The project is called SiRENE, which is the acronym of Re-hosted Engineering Simulator in French. The project has been economically challenging. Therefore, to benefit from existing tools and experience, the SiRENE project combines: - A part of the process issued from the operating fleet training full-scope simulator. - An improvement of the simulator prediction reliability with the integration of High-Fidelity models, used in Safety Analysis. These High-Fidelity models address Nuclear Steam Supply System code, with CATHARE thermal-hydraulics system code and neutronics, with COCCINELLE code. - And taking advantage of the last generation and improvements of instructor station. The intensive and challenging uses of the new SiRENE engineering simulator are also discussed. The SiRENE simulator has to address different topics such as verification and validation of operating procedures, identification of safety paths, tests of I&C developments or modifications, tests on hydraulics system components (pump, valve etc.), support studies for Probabilistic Safety Analysis (PSA). etc. It also emerges that SiRENE simulator is a valuable tool for self-training of the newcomers in EDF nuclear engineering centers. As a modifiable tool and thanks to a skillful team managing the SiRENE project, specific and adapted modifications can be taken into account very quickly, in order to provide the best answers for our users' specific issues. Finally, the SiRENE simulator, and the associated configurations, has been distributed among the different engineering centers at EDF (DT in Lyon, DIPDE in Marseille and CNEPE in Tours). This distribution highlights a strong synergy and complementarity of the different engineering institutes at EDF, working together for a safer and a more profitable operating fleet.

비디오 셧의 감정 관련 특징에 대한 통계적 모델링 (Statistical Model for Emotional Video Shot Characterization)

  • 박현재;강행봉
    • 한국통신학회논문지
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    • 제28권12C호
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    • pp.1200-1208
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    • 2003
  • 비디오 데이터에 존재하는 감정을 처리하는 것은 지능적인 인간과 컴퓨터와의 상호작용을 위해서 매우 중요한 일이다. 이러한 감정을 추출하기 위해서는 비디오로부터 감정에 관련된 특징들을 검출하기 위한 컴퓨팅 모델을 구축하는 것이 바람직하다. 본 논문에서는 비디오 셧에 존재하는 저급 특징들의 확률적인 분포를 이용하여 감정 이벤트 발생에 관련된 통계학적인 모델을 제안한다. 즉, 비디오 셧의 기본적인 특징을 추출하고 그 특징을 통계적으로 모델화 하여 감정을 유발하는 셧을 찾아낸다. 비디오 셧의 특징으로는 칼라, 카메라 모션 및 셧 길이의 변화를 이용한다. 이러한 특징들을 EM(Expectation Maximization) 알고리즘을 이용하여 GMM(Gaussian Mixture Model) 으로 모델링하고, 감정과 시간과의 관계를 MLE(Maximum Likelihood Estimation)를 이용하여 시간에 따른 확률분포 모델로 구성한다. 이런 두 개의 통계적인 모델들을 융합하여 베이시안 분류법을 적용하여 비디오 데이터로부터 감정에 관련된 셧을 찾아낸다.

Quasi real-time post-earthquake damage assessment of lifeline systems based on available intensity measure maps

  • Torbol, Marco
    • Smart Structures and Systems
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    • 제16권5호
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    • pp.873-889
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    • 2015
  • In civil engineering, probabilistic seismic risk assessment is used to predict the economic damage to a lifeline system of possible future earthquakes. The results are used to plan mitigation measures and to strengthen the structures where necessary. Instead, after an earthquake public authorities need mathematical models that compute: the damage caused by the earthquake to the individual vulnerable components and links, and the global behavior of the lifeline system. In this study, a framework that was developed and used for prediction purpose is modified to assess the consequences of an earthquake in quasi real-time after such earthquake happened. This is possible because nowadays entire seismic regions are instrumented with tight networks of strong motion stations, which provide and broadcast accurate intensity measure maps of the event to the public within minutes. The framework uses the broadcasted map and calculates the damage to the lifeline system and its component in quasi real-time. The results give the authorities the most likely status of the system. This helps emergency personnel to deal with the damage and to prioritize visual inspections and repairs. A highway transportation network is used as a test bed but any lifeline system can be analyzed.

정확성을 보장하는 결정적 Private Matching (Deterministic Private Matching with Perfect Correctness)

  • 홍정대;김진일;천정희;박근수
    • 한국정보과학회논문지:시스템및이론
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    • 제34권10호
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    • pp.502-510
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    • 2007
  • Private Matching은 각기 다른 두 참여자가 가진 데이타의 교집합을 구하는 문제이다. Private matching은 보험사기 방지시스템, 항공기 탑승 금지자 목록 검색, 의료 정보 검색 등에 이용될 수 있으며 다자간의 계산으로 확장하면 전자투표, 온라인 게임 등에도 이용될 수 있다. 2004년 Freedman 등 [1]은 이 문제를 확률적으로 해결하는 프로토콜을 제안하고 악의적인 공격자 모델과 다자간 계산으로 확장하였다. 이 논문에서는 기존의 프로토콜을 결정적(deterministic) 방법으로 개선하여 Semi-Honest 모델에서 결과의 정확성을 보장하는 한편, 이를 악의적인 공격자 모델에 확장하여 신뢰도와 연산속도를 향상 시키는 새로운 프로토콜을 제안한다.

Probabilistic Safety Assessment for High Level Nuclear Waste Repository System

  • Kim, Taw-Woon;Woo, Kab-Koo;Lee, Kun-Jai
    • Journal of Radiation Protection and Research
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    • 제16권1호
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    • pp.53-72
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    • 1991
  • An integrated model is developed in this paper for the performance assessment of high level radioactive waste repository. This integrated model consists of two simple mathematical models. One is a multiple-barrier failure model of the repository system based on constant failure rates which provides source terms to biosphere. The other is a biosphere model which has multiple pathways for radionuclides to reach to human. For the parametric uncertainty and sensitivity analysis for the risk assessment of high level radioactive waste repository, Latin hypercube sampling and rank correlation techniques are applied to this model. The former is cost-effective for large computer programs because it gives smaller error in estimating output distribution even with smaller number of runs compared to crude Monte Carlo technique. The latter is good for generating dependence structure among samples of input parameters. It is also used to find out the most sensitive, or important, parameter groups among given input parameters. The methodology of the mathematical modelling with statistical analysis will provide useful insights to the decision-making of radioactive waste repository selection and future researches related to uncertain and sensitive input parameters.

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구속조건이 있는 문제의 적응 전역최적화 효율 향상에 대한 연구 (Efficient Adaptive Global Optimization for Constrained Problems)

  • 안중기;이호일;이성만
    • 한국항공우주학회지
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    • 제38권6호
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    • pp.557-563
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    • 2010
  • 본 논문은 Kringing 근사모델이 제공하는 확률정보를 이용하여 순차적으로 전역 최적해를 찾는 내용을 담고 있다. 적응 전역 최적화란 소수의 실험 점으로 구성한 근사모델의 예측 값과 불확실성을 고려하여 다음 실험 점을 찾고, 이를 이용하여 근사모델을 개선함으로써 순차적으로 해를 찾는 방식이다. 본 연구에서는 근사모델에서 도출한 기대값을 이용하여 개선시킬 필요가 없는 구속함수나 목적함수를 식별함으로써 계산효율을 증대시키는 기법을 제안한다. 다음 단계의 후보 실험점이 유용영역의 비활성일 가능성이 있을 경우 또는 목적함수를 개선시킬 가능성이 희박할 경우, 이 점은 근사함수를 개선하는 데 사용하지 않았다. 본 기법을 비선형성이 강한 시험문제에 적용한 결과, 제안하는 기법이 정밀도는 보장하면서 계산 효율을 증대시키는 것을 확인할 수 있었다.

Utopian Approach를 이용한 상수관망 개별관로 개량우선순위 산정에 관한 연구 (Study of Rehabilitation Priority Order of Pipes for Water Distribution Systems using Utopian Approach)

  • 유도근;전환돈;김중훈
    • 상하수도학회지
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    • 제24권2호
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    • pp.183-193
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    • 2010
  • Well planned rehabilitation order of pipes is essential for efficient maintenance and management of Water Distribution Systems. In this study, not only deterioration rate of pipes but also structural and nonstructural failure which causes abnormal condition of WDS is considered to determine rehabilitation order. Probabilistic Neural Network is used for calculating deterioration rate at present and the importance of pipes is computed under structural and nonstructural failure by using Pipe by Pipe Failure Analysis and Effect Index. Utopian Approach, one of the Multi-Criteria Decision Making methods, is used for assessment of final rehabilitation order based on distance measure between utopian point and alternative one. Developed model in this study shows that it gives more reliable results than existing methods considering hydraulic relative importance does in application to real networks. In this point, the newly developed model, which gives advantages over existing models, can make a credible decision and simple application.