• Title/Summary/Keyword: probability estimation

Search Result 1,387, Processing Time 0.041 seconds

Reliability Evaluation of Parameter Estimation Methods of Probability Density Function for Estimating Probability Rainfalls (확률강우량 추정을 위한 확률분포함수의 매개변수 추정법에 대한 신뢰성 평가)

  • Han, Jeong-Woo;Kwon, Hyun-Han;Kim, Tae-Woong
    • Journal of the Korean Society of Hazard Mitigation
    • /
    • v.9 no.6
    • /
    • pp.143-151
    • /
    • 2009
  • Extreme hydrologic events cause serious disaster, such as flood and drought. Many researchers have an effort to estimate design rainfalls or discharges. This study evaluated parameter estimation methods to estimate probability rainfalls with low uncertainty which will be used in design rainfalls. This study collected rainfall data from Incheon, Gangnueng, Gwangju, Busan, and Chupungryong gage station, and generated synthetic rainfall data using ARMA model. This study employed the maximum likelihood method and the Bayesian inference method for estimating parameters of the Gumbel and GEV distribution. Using a bootstrap resampling method, this study estimated the confidence intervals of estimated probability rainfalls. Based on the comparison of the confidence intervals, this study recommended a proper parameter estimation method for estimating probability rainfalls which have a low uncertainty.

Model based Fault Detection and Diagnosis of Induction Motors using Probability Density Estimation (확률분포추정기법을 이용한 유도전동기의 모델기반 고장진단 알고리즘 개발)

  • Kim, Kwang-Su;Lee, Young-Jin;Song, Xian-Hui;Lee, Kwon-Soon
    • Proceedings of the KIEE Conference
    • /
    • 2008.04b
    • /
    • pp.171-173
    • /
    • 2008
  • This paper presents stochastic methodology based fault diction and diagnosis algorithm for induction motor systems. First, we construct probability distribution model from healthy motors and then probability distribution for faulty motors is recursively calculated by means of the proposed probability estimation. We measure motor current with hall sensors as system state. The estimated probability is compared to the model to generate a residue signal which is utilized for fault detection and diagnosis, that is, where a fault is occurred. We carry out real-time induction motor experiment to evaluate efficiency and reliability of the proposed approach.

  • PDF

Estimation of Non-Gaussian Probability Density by Dynamic Bayesian Networks

  • Cho, Hyun-C.;Fadali, Sami M.;Lee, Kwon-S.
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 2005.06a
    • /
    • pp.408-413
    • /
    • 2005
  • A new methodology for discrete non-Gaussian probability density estimation is investigated in this paper based on a dynamic Bayesian network (DBN) and kernel functions. The estimator consists of a DBN in which the transition distribution is represented with kernel functions. The estimator parameters are determined through a recursive learning algorithm according to the maximum likelihood (ML) scheme. A discrete-type Poisson distribution is generated in a simulation experiment to evaluate the proposed method. In addition, an unknown probability density generated by nonlinear transformation of a Poisson random variable is simulated. Computer simulations numerically demonstrate that the method successfully estimates the unknown probability distribution function (PDF).

  • PDF

Reliability Estimation of the Buried Pipelines for the Ground Subsidence (지반침하에 대한 매설배관의 건전성 평가)

  • 이억섭;김의상;김동혁
    • Proceedings of the Korean Society of Precision Engineering Conference
    • /
    • 2003.06a
    • /
    • pp.1557-1560
    • /
    • 2003
  • This paper presents the effect of varying boundary conditions such as ground subsidence on failure prediction of buried pipelines. The first order Taylor series expansion of the limit state function is used in order to estimate the probability of failure associated with three cases of ground subsidence. We estimate the distribution of stresses imposed on the buried pipelines by varying boundary conditions and calculate the probability of pipelines with von-Mises failure criterion. The effects of random variables such as pipe diameter, internal pressure, temperature, settlement width, load for unit length of pipelines, material yield stress and thickness of pipeline on the failure probability of the buried pipelines are also systematically studied by using a failure probability model for the pipeline crossing a ground subsidence region.

  • PDF

Enhanced Channel Access Estimation based Adaptive Control of Distributed Cognitive Radio Networks

  • Park, Jong-Hong;Chung, Jong-Moon
    • KSII Transactions on Internet and Information Systems (TIIS)
    • /
    • v.10 no.3
    • /
    • pp.1333-1343
    • /
    • 2016
  • Spectrum sharing in centrally controlled cognitive radio (CR) networks has been widely studied, however, research on channel access for distributively controlled individual cognitive users has not been fully characterized. This paper conducts an analysis of random channel access of cognitive users controlled in a distributed manner in a CR network. Based on the proposed estimation method, each cognitive user can estimate the current channel condition by using its own Markov-chain model and can compute its own blocking probability, collision probability, and forced termination probability. Using the proposed scheme, CR with distributed control (CR-DC), CR devices can make self-controlled decisions based on the status estimations to adaptively control its system parameters to communicate better.

Model based Fault Detection and Diagnosis of Induction Motors using Online Probability Density Estimation (온라인 확률추정기법을 이용한 모델기반 유도전동기의 고장진단 알고리즘 연구)

  • Kim, Kwang-Su;Lee, Young-Jin;Lee, Kwon-Soon
    • Proceedings of the KIEE Conference
    • /
    • 2008.07a
    • /
    • pp.1503-1504
    • /
    • 2008
  • This paper presents stochastic methodology based fault diction and diagnosis algorithm for induction motor systems. First, we construct probability distribution model from healthy motors and then probability distribution for faulty motors is recursively calculated by means of the proposed probability estimation. We measure motor current with hall sensors as system state. The estimated probability is compared to the model to generate a residue signal which is utilized for fault detection and diagnosis, that is, where a fault is occurred. We carry out real-time induction motor experiment to evaluate efficiency and reliability of the proposed approach.

  • PDF

Balanced Accuracy and Confidence Probability of Interval Estimates

  • Liu, Yi-Hsin;Stan Lipovetsky;Betty L. Hickman
    • International Journal of Reliability and Applications
    • /
    • v.3 no.1
    • /
    • pp.37-50
    • /
    • 2002
  • Simultaneous estimation of accuracy and probability corresponding to a prediction interval is considered in this study. Traditional application of confidence interval forecasting consists in evaluation of interval limits for a given significance level. The wider is this interval, the higher is probability and the lower is the forecast precision. In this paper a measure of stochastic forecast accuracy is introduced, and a procedure for balanced estimation of both the predicting accuracy and confidence probability is elaborated. Solution can be obtained in an optimizing approach. Suggested method is applied to constructing confidence intervals for parameters estimated by normal and t distributions

  • PDF

Fault Detection and Diagnosis Systems of Induction Machines using Real-Time Stochastic Modeling Approach (실시간 확률 모델링 기법을 이용한 유도기기의 고장검출 및 진단시스템)

  • Lee, Jin-Woo;Kim, Kwang-Soo;Cho, Hyun-Cheol;Lee, Young-Jin;Lee, Kwon-Soon
    • The Transactions of the Korean Institute of Electrical Engineers P
    • /
    • v.58 no.3
    • /
    • pp.241-248
    • /
    • 2009
  • This paper presents stochastic methodology based fault detection algorithm for induction motor systems. We measure current of healthy induction motors by means of hall sensor systems and then establish its probability distribution. We propose online probability density estimation which is effective in real-time implementation due to its simplicity and low computational burden. In addition, we accomplish theoretical analysis of the proposed estimation to demonstrate its convergence property by using statistical convergence and system stability theories. We apply our fault detection approach to three-phase induction motors and achieve real-time experiment for evaluating its reliability and practicability in industrial fields.

The Control of Character's Behavior by Using FSM-Based Probability Estimation in Games (게임에서 FSM-기반 확률 추정을 이용한 캐릭터의 행동제어)

  • Kim, Hyung-Il;Yoon, Hyun-Nim
    • Journal of Korea Multimedia Society
    • /
    • v.8 no.9
    • /
    • pp.1269-1281
    • /
    • 2005
  • The control of character's behavior in games is determined by game designers. One of the popular method used in the control of character's behaviors is rule-based. The rule-based control of behavior makes the flow of play simple and boring. In this paper, we propose an efficient method of controling character's behaviors which can generate various actions of characters by using probability estimation applied to the character's behaviors.

  • PDF

Estimation of Geometric Mean for k Exponential Parameters Using a Probability Matching Prior

  • Kim, Hea-Jung;Kim, Dae Hwang
    • Communications for Statistical Applications and Methods
    • /
    • v.10 no.1
    • /
    • pp.1-9
    • /
    • 2003
  • In this article, we consider a Bayesian estimation method for the geometric mean of $textsc{k}$ exponential parameters, Using the Tibshirani's orthogonal parameterization, we suggest an invariant prior distribution of the $textsc{k}$ parameters. It is seen that the prior, probability matching prior, is better than the uniform prior in the sense of correct frequentist coverage probability of the posterior quantile. Then a weighted Monte Carlo method is developed to approximate the posterior distribution of the mean. The method is easily implemented and provides posterior mean and HPD(Highest Posterior Density) interval for the geometric mean. A simulation study is given to illustrates the efficiency of the method.