• Title/Summary/Keyword: probabilistic process

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Estimation of Residual Useful Life and Tracking of Real-time Damage Paths of Rubble-Mound Breakwaters Using Stochastic Wiener Process (추계학적 위너 확률과정을 이용한 경사제의 실시간 피해경로 추적과 잔류수명 추정)

  • Lee, Cheol-Eung
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.32 no.3
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    • pp.147-160
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    • 2020
  • A stochastic probabilistic model for harbor structures such as rubble-mound breakwater has been formulated by using the generalized Wiener process considering the nonlinearity of damage drift and its nonlinear uncertainty, by which the damage path with real-time can be tracked, the residual useful lifetime at some age can also be analyzed properly. The formulated stochastic model can easily calculate the probability of failure with the passage of time through the probability density function of cumulative damage. In particular, the probability density functions of residual useful lifetime of the existing harbor structures can be derived, which can take into account the current age, its present damage state and the future damage process to be occurred. By using the maximum likelihood method and the least square method together, the involved parameters in the stochastic model can be estimated. In the calibration of the stochastic model presented in this paper, the present results are very well similar with the results of MCS about tracking of the damage paths as well as evaluating of the density functions of the cumulative damage and the residual useful lifetime. MTTF and MRL are also evaluated exactly. Meanwhile, the stochastic probabilistic model has been applied to the rubble-mound breakwater. The related parameters can be estimated by using the experimental data of the cumulative damages of armor units measured as a function of time. The theoretical results about the probability density function of cumulative damage and the probability of failure are very well agreed with MCS results such that the density functions of the cumulative damage tend to move to rightward and the amounts of its uncertainty are increased as the elapsed time goes on. Thus, the probabilities of failure with the elapsed time are also increased sharply. Finally, the behaviors of residual useful lifetime have been investigated with the elapsed age. It is concluded for rubble-mound breakwaters that the probability density functions of residual useful lifetime tends to have a longer tail in the right side rather than the left side because of the gradual increases of cumulative damage of armor units. Therefore, its MRLs are sharply decreased after some age. In this paper, the special attentions are paid to the relationship of MTTF and MRL and the elapsed age of the existing structure. In spite of that the sum of the elapsed age and MRL must be equal to MTTF deterministically, the large difference has been shown as the elapsed age is increased which is due to the uncertainty of cumulative damage to be occurred in the future.

Prediction of Expected Residual Useful Life of Rubble-Mound Breakwaters Using Stochastic Gamma Process (추계학적 감마 확률과정을 이용한 경사제의 기대 잔류유효수명 예측)

  • Lee, Cheol-Eung
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.31 no.3
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    • pp.158-169
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    • 2019
  • A probabilistic model that can predict the residual useful lifetime of structure is formulated by using the gamma process which is one of the stochastic processes. The formulated stochastic model can take into account both the sampling uncertainty associated with damages measured up to now and the temporal uncertainty of cumulative damage over time. A method estimating several parameters of stochastic model is additionally proposed by introducing of the least square method and the method of moments, so that the age of a structure, the operational environment, and the evolution of damage with time can be considered. Some features related to the residual useful lifetime are firstly investigated into through the sensitivity analysis on parameters under a simple setting of single damage data measured at the current age. The stochastic model are then applied to the rubble-mound breakwater straightforwardly. The parameters of gamma process can be estimated for several experimental data on the damage processes of armor rocks of rubble-mound breakwater. The expected damage levels over time, which are numerically simulated with the estimated parameters, are in very good agreement with those from the flume testing. It has been found from various numerical calculations that the probabilities exceeding the failure limit are converged to the constraint that the model must be satisfied after lasting for a long time from now. Meanwhile, the expected residual useful lifetimes evaluated from the failure probabilities are seen to be different with respect to the behavior of damage history. As the coefficient of variation of cumulative damage is becoming large, in particular, it has been shown that the expected residual useful lifetimes have significant discrepancies from those of the deterministic regression model. This is mainly due to the effect of sampling and temporal uncertainties associated with damage, by which the first time to failure tends to be widely distributed. Therefore, the stochastic model presented in this paper for predicting the residual useful lifetime of structure can properly implement the probabilistic assessment on current damage state of structure as well as take account of the temporal uncertainty of future cumulative damage.

Detection of Illegal U-turn Vehicles by Optical Flow Analysis (옵티컬 플로우 분석을 통한 불법 유턴 차량 검지)

  • Song, Chang-Ho;Lee, Jaesung
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.39C no.10
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    • pp.948-956
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    • 2014
  • Today, Intelligent Vehicle Detection System seeks to reduce the negative factors, such as accidents over to get the traffic information of existing system. This paper proposes detection algorithm for the illegal U-turn vehicles which can cause critical accident among violations of road traffic laws. We predicted that if calculated optical flow vectors were shown on the illegal U-turn path, they would be cause of the illegal U-turn vehicles. To reduce the high computational complexity, we use the algorithm of pyramid Lucas-Kanade. This algorithm only track the key-points likely corners. Because of the high computational complexity, we detect center lane first through the color information and progressive probabilistic hough transform and apply to the around of center lane. And then we select vectors on illegal U-turn path and calculate reliability to check whether vectors is cause of the illegal U-turn vehicles or not. Finally, In order to evaluate the algorithm, we calculate process time of the type of algorithm and prove that proposed algorithm is efficiently.

Accelerated Loarning of Latent Topic Models by Incremental EM Algorithm (점진적 EM 알고리즘에 의한 잠재토픽모델의 학습 속도 향상)

  • Chang, Jeong-Ho;Lee, Jong-Woo;Eom, Jae-Hong
    • Journal of KIISE:Software and Applications
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    • v.34 no.12
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    • pp.1045-1055
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    • 2007
  • Latent topic models are statistical models which automatically captures salient patterns or correlation among features underlying a data collection in a probabilistic way. They are gaining an increased popularity as an effective tool in the application of automatic semantic feature extraction from text corpus, multimedia data analysis including image data, and bioinformatics. Among the important issues for the effectiveness in the application of latent topic models to the massive data set is the efficient learning of the model. The paper proposes an accelerated learning technique for PLSA model, one of the popular latent topic models, by an incremental EM algorithm instead of conventional EM algorithm. The incremental EM algorithm can be characterized by the employment of a series of partial E-steps that are performed on the corresponding subsets of the entire data collection, unlike in the conventional EM algorithm where one batch E-step is done for the whole data set. By the replacement of a single batch E-M step with a series of partial E-steps and M-steps, the inference result for the previous data subset can be directly reflected to the next inference process, which can enhance the learning speed for the entire data set. The algorithm is advantageous also in that it is guaranteed to converge to a local maximum solution and can be easily implemented just with slight modification of the existing algorithm based on the conventional EM. We present the basic application of the incremental EM algorithm to the learning of PLSA and empirically evaluate the acceleration performance with several possible data partitioning methods for the practical application. The experimental results on a real-world news data set show that the proposed approach can accomplish a meaningful enhancement of the convergence rate in the learning of latent topic model. Additionally, we present an interesting result which supports a possible synergistic effect of the combination of incremental EM algorithm with parallel computing.

Experimental Research on Radar and ESM Measurement Fusion Technique Using Probabilistic Data Association for Cooperative Target Tracking (협동 표적 추적을 위한 확률적 데이터 연관 기반 레이더 및 ESM 센서 측정치 융합 기법의 실험적 연구)

  • Lee, Sae-Woom;Kim, Eun-Chan;Jung, Hyo-Young;Kim, Gi-Sung;Kim, Ki-Seon
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.37 no.5C
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    • pp.355-364
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    • 2012
  • Target processing mechanisms are necessary to collect target information, real-time data fusion, and tactical environment recognition for cooperative engagement ability. Among these mechanisms, the target tracking starts from predicting state of speed, acceleration, and location by using sensors' measurements. However, it can be a problem to give the reliability because the measurements have a certain uncertainty. Thus, a technique which uses multiple sensors is needed to detect the target and increase the reliability. Also, data fusion technique is necessary to process the data which is provided from heterogeneous sensors for target tracking. In this paper, a target tracking algorithm is proposed based on probabilistic data association(PDA) by fusing radar and ESM sensor measurements. The radar sensor's azimuth and range measurements and the ESM sensor's bearing-only measurement are associated by the measurement fusion method. After gating associated measurements, state estimation of the target is performed by PDA filter. The simulation results show that the proposed algorithm provides improved estimation under linear and circular target motions.

Probabilistic Medium- and Long-Term Reservoir Inflow Forecasts (I) Long-Term Runoff Analysis (확률론적 중장기 댐 유입량 예측 (I) 장기유출 해석)

  • Bae, Deg-Hyo;Kim, Jin-Hoon
    • Journal of Korea Water Resources Association
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    • v.39 no.3 s.164
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    • pp.261-274
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    • 2006
  • This study performs a daily long-term runoff analysis for 30 years to forecast medium- and long-term probabilistic reservoir inflows on the Soyang River basin. Snowmelt is computed by Anderson's temperature index snowmelt model and potenetial evaporation is estimated by Penman-combination method to produce input data for a rainfall-runoff model. A semi-distributed TOPMODEL which is composed of hydrologic rainfall-runoff process on the headwater-catchment scale based on the original TOPMODEL and a hydraulic flow routing model to route the catchment outflows using by kinematic wave scheme is used in this study It can be observed that the time variations of the computed snowmelt and potential evaporation are well agreed with indirect observed data such as maximum snow depth and small pan evaporation. Model parameters are calibrated with low-flow(1979), medium-flow(1999), and high-flow(1990) rainfall-runoff events. In the model evaluation, relative volumetric error and correlation coefficient between observed and computed flows are computed to 5.64% and 0.91, respectively. Also, the relative volumetric errors decrease to 17% and 4% during March and April with or without the snowmelt model. It is concluded that the semi-distributed TOPMODEL has well performance and the snowmelt effects for the long-term runoff computation are important on the study area.

The Role of Psychological Distance and Relative Optimism in Information Security Decision Making (정보보호 의사결정에서 정보보호 침해사고 발생가능성의 심리적 거리감과 상대적 낙관성의 역할)

  • Jongki Kim;Jiyun Kim
    • Information Systems Review
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    • v.20 no.3
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    • pp.51-71
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    • 2018
  • Many studies in the field of information security reveal the need to increase awareness. However, although awareness of information security has been raised to a considerable extent, actual security behavior has been shown to fall short of that. Therefore, we wanted to identify the role of psychological factors in making information security decisions by conducting a experimental study. The results show that there are differences in perception of information security risks according to the probabilistic distance and the degree of relative optimism due to social distance. In relation to their relative optimism and intention of information security, they reduced the level of perceived risk compared to those close to them and found that their influence varied according to their probabilistic distance. This study has made valuable attempt in terms of methodology and it is meaningful that the psychological factor is taken into consideration for the information protection behavior, so that the range of relative optimism that actually affects the perception of risk is narrowed. It is expected to contribute to the improvement of information security level of information technology users and protection of information assets by empirically identifying necessity of various approaches to decision making process for information security.

Eye Movements in Understanding Combinatorial Problems (순열 조합 이해 과제에서의 안구 운동 추적 연구)

  • Choi, In Yong;Cho, Han Hyuk
    • Journal of Educational Research in Mathematics
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    • v.26 no.4
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    • pp.635-662
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    • 2016
  • Combinatorics, the basis of probabilistic thinking, is an important area of mathematics and closely linked with other subjects such as informatics and STEAM areas. But combinatorics is one of the most difficult units in school mathematics for leaning and teaching. This study, using the designed combinatorial models and executable expression, aims to analyzes the eye movement of graduate students when they translate the written combinatorial problems to the corresponding executable expression, and examines not only the understanding process of the written combinatorial sentences but also the degree of difficulties depending on the combinatorial semantic structures. The result of the study shows that there are two types of solving process the participants take when they solve the problems : one is to choose the right executable expression by comparing the sentence and the executable expression frequently. The other approach is to find the corresponding executable expression after they derive the suitable mental model by translating the combinatorial sentence. We found the cognitive processing patterns of the participants how they pay attention to words and numbers related to the essential informations hidden in the sentence. Also we found that the student's eyes rest upon the essential combinatorial sentences and executable expressions longer and they perform the complicated cognitive handling process such as comparing the written sentence with executable expressions when they try the problems whose meaning structure is rarely used in the school mathematics. The data of eye movement provide meaningful information for analyzing the cognitive process related to the solving process of the participants.

Fast Bayesian Inversion of Geophysical Data (지구물리 자료의 고속 베이지안 역산)

  • Oh, Seok-Hoon;Kwon, Byung-Doo;Nam, Jae-Cheol;Kee, Duk-Kee
    • Journal of the Korean Geophysical Society
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    • v.3 no.3
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    • pp.161-174
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    • 2000
  • Bayesian inversion is a stable approach to infer the subsurface structure with the limited data from geophysical explorations. In geophysical inverse process, due to the finite and discrete characteristics of field data and modeling process, some uncertainties are inherent and therefore probabilistic approach to the geophysical inversion is required. Bayesian framework provides theoretical base for the confidency and uncertainty analysis for the inference. However, most of the Bayesian inversion require the integration process of high dimension, so massive calculations like a Monte Carlo integration is demanded to solve it. This method, though, seemed suitable to apply to the geophysical problems which have the characteristics of highly non-linearity, we are faced to meet the promptness and convenience in field process. In this study, by the Gaussian approximation for the observed data and a priori information, fast Bayesian inversion scheme is developed and applied to the model problem with electric well logging and dipole-dipole resistivity data. Each covariance matrices are induced by geostatistical method and optimization technique resulted in maximum a posteriori information. Especially a priori information is evaluated by the cross-validation technique. And the uncertainty analysis was performed to interpret the resistivity structure by simulation of a posteriori covariance matrix.

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Site Suitability Analysis for Riverbank Filtration Using Game Theory (게임이론을 활용한 강변여과 개발 적지선정)

  • Lee, Sang-Il;Lee, Sang-Sin
    • Journal of Korea Water Resources Association
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    • v.43 no.1
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    • pp.95-104
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    • 2010
  • The tap water supply in Korea mainly depends on the surface water. However, the advanced water purification process becomes a necessity due to the deterioration of surface water quality and the risk of accidental spill. High cost of water treatment and public concerns make the decision makers turn to riverbank filtration as an alternative to the surface water. Riverbank filtration has been employed for water supply in many developed countries for more than 150 years. In Korea, riverbank filtration has drawn attention since 1990s as a supply source having potential to stably meet the ever-increasing water demand. Some cities located in the Nakdong River Basin are currently supplying water through riverbank filtration. This work studies the site suitability analysis for riverbank filtration using game theory. Theory of games, which is a branch of applied mathematics used in social sciences (most notably economics), biology, engineering and computer science, was applied to candidate locations for the selection of riverbank filtration site. We proposed a policy game model as a new method adopting a probabilistic approach. The model developed turned out to be an effective tool for site selection.