• Title/Summary/Keyword: probability prediction

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Design wind speed prediction suitable for different parent sample distributions

  • Zhao, Lin;Hu, Xiaonong;Ge, Yaojun
    • Wind and Structures
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    • v.33 no.6
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    • pp.423-435
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    • 2021
  • Although existing algorithms can predict wind speed using historical observation data, for engineering feasibility, most use moment methods and probability density functions to estimate fitted parameters. However, extreme wind speed prediction accuracy for long-term return periods is not always dependent on how the optimized frequency distribution curves are obtained; long-term return periods emphasize general distribution effects rather than marginal distributions, which are closely related to potential extreme values. Moreover, there are different wind speed parent sample types; how to theoretically select the proper extreme value distribution is uncertain. The influence of different sampling time intervals has not been evaluated in the fitting process. To overcome these shortcomings, updated steps are introduced, involving parameter sensitivity analysis for different sampling time intervals. The extreme value prediction accuracy of unknown parent samples is also discussed. Probability analysis of mean wind is combined with estimation of the probability plot correlation coefficient and the maximum likelihood method; an iterative estimation algorithm is proposed. With the updated steps and comparison using a Monte Carlo simulation, a fitting policy suitable for different parent distributions is proposed; its feasibility is demonstrated in extreme wind speed evaluations at Longhua and Chuansha meteorological stations in Shanghai, China.

Stress Test on a Shipping Company's Financial Stability (스트레스 테스트를 활용한 해운기업 안정성 연구)

  • Park, Sunghwa;Kwon, Janghan
    • Journal of Korea Port Economic Association
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    • v.39 no.2
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    • pp.97-110
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    • 2023
  • This study examines the effect of macroeconomic shocks on the financial stability of the Korean shipping industry. Using Firth logistic regression model, this study estimates the default probability of a shipping company. The results from a default prediction model suggest that total assets are negatively correlated with default probability, while total debt is positively correlated with default probability. Based on the results from a default prediction model, this study investigates the effect of macroeconomic shocks, namely total assets, sales, and total debt shocks, on a shipping company's default probability. The stress test results indicate that a decrease in sales and total assets significantly deteriorates the financial stability of a shipping company.

Effect of Boundary Conditions on Failure Probability of Corrosion Pipeline (부식 배관의 경계조건이 파손확률에 미치는 영향)

  • 이억섭;편장식
    • Proceedings of the Korean Society of Precision Engineering Conference
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    • 2002.05a
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    • pp.873-876
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    • 2002
  • This paper presents the effect of internal corrosion, external corrosion, material properties, operation condition, earthquake, traffic load and design thickness in pipeline on the failure prediction using a failure probability model. A nonlinear corrosion is used to represent the loss of pipe wall thickness with time. The effects of environmental, operational, and design random variables such as a pipe diameter, earthquake, fluid pressure, a corrosion rate, a material yield stress and a pipe thickness on the failure probability are systematically investigated using a failure probability model for the corrosion pipeline.

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Effect of Boundary Conditions on failure Probability of Corrosion Pipeline (부식 배관의 경계조건이 파손확률에 미치는 영향)

  • 이억섭;편장식
    • Proceedings of the Korean Reliability Society Conference
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    • 2002.06a
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    • pp.403-410
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    • 2002
  • This paper presents the effect of internal corrosion, external corrosion, material properties, operation condition, earthquake, traffic load and design thickness in pipeline on the failure prediction using a failure probability model. A nonlinear corrosion is used to represent the loss of pipe wall thickness with time. The effects of environmental, operational, and design random variables such as a pipe diameter, earthquake, fluid pressure, a corrosion rate, a material yield stress and a pipe thickness on the failure probability are systematically investigated using a failure probability model for the corrosion pipeline.

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Channel Allocation Using Mobile Mobility and Neural Net Spectrum Hole Prediction in Cellular-Based Wireless Cognitive Radio Networks (셀룰러 기반 무선 인지망에서 모바일 이동성과 신경망 스펙트럼 홀 예측에 의한 채널할당)

  • Lee, Jin-yi
    • Journal of Advanced Navigation Technology
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    • v.21 no.4
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    • pp.347-352
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    • 2017
  • In this paper, we propose a method that reduces mobile user's handover call dropping probability by using cognitive radio technology(CR) in cellular - based wireless cognitive radio networks. The proposed method predicts a cell to visit by Ziv-Lempel algorithm, and then supports mobile user with prediction of spectrum holes based on CR technology when allocated channels are short in the cell. We make neural network predict spectrum hole resources, and make handover calls use the resources before initial calls. Simulation results show CR technology has the capability to reduce mobile user handover call dropping probability in cellular mobile communication networks.

Adaptive Call Admission Control Based on Resource Prediction by Neural Network in Mobile Wireless Environments (모바일 무선환경에서 신경망 자원예측에 의한 적응 호 수락제어)

  • Lee, Jin-Yi
    • Journal of Advanced Navigation Technology
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    • v.13 no.2
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    • pp.208-213
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    • 2009
  • This paper presents an adaptive call admission control(CAC) algorithm based on a target handoff call dropping probability in mobile wireless environments. This method uses a neural network for predicting and reserving the bandwidth demands for handoff calls and new calls. The amount of bandwidth to be reserved is adaptively adjusted by a target value of handoff call dropping probability(CDP). That is, if the handoff CDP exceeds the a target CDP value, the bandwidth to be reserved should be increased to reduce the handoff dropping probability below a target value. The proposed method is intended to prevent from increasing handoff call dropping probability when bandwidth to be reserved is not enough for handoff calls due to an uncertain prediction. Our simulations compare the handoff CDP in proposed CAC with that of an existing CAC. Results show that the proposed method sustains handoff call dropping probability below our target value.

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A Study on Generation Methodology of Crime Prediction Probability Map by using the Markov Chains and Object Interpretation Keys (마코프 체인과 객체 판독키를 적용한 범죄 예측 확률지도 생성 기법 연구)

  • Noe, Chan-Sook;Kim, Dong-Hyun
    • Journal of the Korea Society of Computer and Information
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    • v.17 no.11
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    • pp.107-116
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    • 2012
  • In this paper we propose a method that can generate the risk probability map in the form of raster shape by using Markov Chain methodology applied to the object interpretation keys and quantified risk indexes. These object interpretation keys, which are primarily characteristics that can be identified by the naked eye, are set based on the objects that comprise the spatial information of a certain urban area. Each key is divided into a cell, and then is weighted by its own risk index. These keys in turn are used to generate the unified risk probability map using various levels of crime prediction probability maps. The risk probability map may vary over time and means of applying different sets of object interpretation keys. Therefore, this method can be used to prevent crimes by providing the ways of setting up the best possible police patrol beat as well as the optimal arrangement of surveillance equipments.

Effects of Resolution, Cumulus Parameterization Scheme, and Probability Forecasting on Precipitation Forecasts in a High-Resolution Limited-Area Ensemble Prediction System

  • On, Nuri;Kim, Hyun Mee;Kim, SeHyun
    • Asia-Pacific Journal of Atmospheric Sciences
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    • v.54 no.4
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    • pp.623-637
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    • 2018
  • This study investigates the effects of horizontal resolution, cumulus parameterization scheme (CPS), and probability forecasting on precipitation forecasts over the Korean Peninsula from 00 UTC 15 August to 12 UTC 14 September 2013, using the limited-area ensemble prediction system (LEPS) of the Korea Meteorological Administration. To investigate the effect of resolution, the control members of the LEPS with 1.5- and 3-km resolution were compared. Two 3-km experiments with and without the CPS were conducted for the control member, because a 3-km resolution lies within the gray zone. For probability forecasting, 12 ensemble members with 3-km resolution were run using the LEPS. The forecast performance was evaluated for both the whole study period and precipitation cases categorized by synoptic forcing. The performance of precipitation forecasts using the 1.5-km resolution was better than that using the 3-km resolution for both the total period and individual cases. The result of the 3-km resolution experiment with the CPS did not differ significantly from that without it. The 3-km ensemble mean and probability matching (PM) performed better than the 3-km control member, regardless of the use of the CPS. The PM complemented the defect of the ensemble mean, which better predicts precipitation regions but underestimates precipitation amount by averaging ensembles, compared to the control member. Further, both the 3-km ensemble mean and PM outperformed the 1.5-km control member, which implies that the lower performance of the 3-km control member compared to the 1.5-km control member was complemented by probability forecasting.

Multiple Behavior s Learning and Prediction in Unknown Environment

  • Song, Wei;Cho, Kyung-Eun;Um, Ky-Hyun
    • Journal of Korea Multimedia Society
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    • v.13 no.12
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    • pp.1820-1831
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    • 2010
  • When interacting with unknown environments, an autonomous agent needs to decide which action or action order can result in a good state and determine the transition probability based on the current state and the action taken. The traditional multiple sequential learning model requires predefined probability of the states' transition. This paper proposes a multiple sequential learning and prediction system with definition of autonomous states to enhance the automatic performance of existing AI algorithms. In sequence learning process, the sensed states are classified into several group by a set of proposed motivation filters to reduce the learning computation. In prediction process, the learning agent makes a decision based on the estimation of each state's cost to get a high payoff from the given environment. The proposed learning and prediction algorithms heightens the automatic planning of the autonomous agent for interacting with the dynamic unknown environment. This model was tested in a virtual library.

Application of Neyman-Pearson Theorem and Bayes' Rule to Bankruptcy Prediction (네이만-피어슨 정리와 베이즈 규칙을 이용한 기업도산의 가능성 예측)

  • Chang, Kyung;Kwon, Youngsig
    • Journal of Korean Society for Quality Management
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    • v.22 no.3
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    • pp.179-190
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    • 1994
  • Financial variables have been used in bankruptcy prediction. Despite of possible errors in prediction, most existing approaches do not consider the causal time sequence of prediction activity and bankruptcy phenomena. This paper proposes a prediction method using Neyman-Pearson Theorem and Bayes' rule. The proposed method uses posterior probability concept and determines a prediction policy with appropriate error rate.

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