• 제목/요약/키워드: probability theory

검색결과 689건 처리시간 0.032초

밝기분포도를 이용한 영상영역화의 성능분석 (Performance Analysis of the Image Segmentation Using an Intensity Histogram)

  • 김경수;이상욱
    • 대한전자공학회논문지
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    • 제24권3호
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    • pp.504-509
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    • 1987
  • In this paper a characteristics of image which can be segmented based on the thresholding technique using a histogram was investigated employing 3 parameters: the variance of pixel value, the average mean difference between target and background and the target size. The threshold value for the histogram segmentation was determined by applying the hypothesis testing theory. The performance of the selected threshold was evaluated by computing a probability of error. Since a priori probability can be easily obtained from the histogram, it was found that the Bayes decision rule which theoretically guarantees the minimum probability of error works better than the minimax criterion rule.

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A novel story on rock slope reliability, by an initiative model that incorporated the harmony of damage, probability and fuzziness

  • Wang, Yajun
    • Geomechanics and Engineering
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    • 제12권2호
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    • pp.269-294
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    • 2017
  • This study aimed to realize the creation of fuzzy stochastic damage to describe reliability more essentially with the analysis of harmony of damage conception, probability and fuzzy degree of membership in interval [0,1]. Two kinds of fuzzy behaviors of damage development were deduced. Fuzzy stochastic damage models were established based on the fuzzy memberships functional and equivalent normalization theory. Fuzzy stochastic damage finite element method was developed as the approach to reliability simulation. The three-dimensional fuzzy stochastic damage mechanical behaviors of Jianshan mine slope were analyzed and examined based on this approach. The comprehensive results, including the displacement, stress, damage and their stochastic characteristics, indicate consistently that the failure foci of Jianshan mine slope are the slope-cutting areas where, with the maximal failure probability 40%, the hazardous Domino effects will motivate the neighboring rock bodies' sliding activities.

확률 및 통계이론 기반 태양광 발전 시스템의 동적 모델링에 관한 연구 (A Study on Dynamic Modeling of Photovoltaic Power Generator Systems using Probability and Statistics Theories)

  • 조현철
    • 전기학회논문지
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    • 제61권7호
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    • pp.1007-1013
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    • 2012
  • Modeling of photovoltaic power systems is significant to analytically predict its dynamics in practical applications. This paper presents a novel modeling algorithm of such system by using probability and statistic theories. We first establish a linear model basically composed of Fourier parameter sets for mapping the input/output variable of photovoltaic systems. The proposed model includes solar irradiation and ambient temperature of photovoltaic modules as an input vector and the inverter power output is estimated sequentially. We deal with these measurements as random variables and derive a parameter learning algorithm of the model in terms of statistics. Our learning algorithm requires computation of an expectation and joint expectation against solar irradiation and ambient temperature, which are analytically solved from the integral calculus. For testing the proposed modeling algorithm, we utilize realistic measurement data sets obtained from the Seokwang Solar power plant in Youngcheon, Korea. We demonstrate reliability and superiority of the proposed photovoltaic system model by observing error signals between a practical system output and its estimation.

집합을 도입한 체계적 확률의 지도연구

  • 유병우
    • 한국수학교육학회지시리즈A:수학교육
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    • 제4권1호
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    • pp.16-28
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    • 1966
  • According to the modernization of mathematics education, new abstract concepts such as the concept of sets are introduced in many fields of it. The purpose of this thesis is to adopt the concept of sets to 'probability' which is included in the curriculum of high school matematics education. The considerations of the preceding chapter III, and their obvious generalizations to more complicated experiments, justify the conclusion that probability theory consists of the study of sets. An event is a set, its opposite event is the complementary set; mutually exclusive events are disjoint sets, and an event consisting of the simultaneous occurrence of two other events is a sets obtained by intersecting two other sets it is clear how this glossary, translating physical terminology into set theoretic terminology, may be continued. Furthermore, the important theorems of probability; Additional theorem, multiplication theorem, their applications and so on, are proved by the technical operations of sets. Thinking of the mathematics education introduced by the concept of sets is very important in future.

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The Fundamental Understanding Of The Real Options Value Through Several Different Methods

  • Kim Gyutai;Choi Sungho
    • 한국경영과학회:학술대회논문집
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    • 한국경영과학회/대한산업공학회 2003년도 춘계공동학술대회
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    • pp.620-627
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    • 2003
  • The real option pricing theory has emerged as the new investment decision-making techniques superceding the traditional discounted cash flow techniques and thus has greatly received muck attention from academics and practitioners in these days the theory has been widely applied to a variety of corporate strategic projects such as a new drug R&D, an internet start-up. an advanced manufacturing system. and so on A lot of people who are interested in the real option pricing theory complain that it is difficult to understand the true meaning of the real option value. though. One of the most conspicuous reasons for the complaint may be due to the fact that there exit many different ways to calculate the real options value in this paper, we will present a replicating portfolio method. a risk-neutral probability method. a risk-adjusted discount rate method (quasi capital asset pricing method). and an opportunity cost concept-based method under the conditions of a binomial lattice option pricing theory.

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KOSPI200 선물 유지증거금률에 대한 실증연구 (Analysis of the maintenance margin level in the KOSPI200 futures market)

  • 김준;김영식
    • 한국산업융합학회 논문집
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    • 제8권2호
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    • pp.85-95
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    • 2005
  • The margin level in the futures market platys an important role in balancing the default probability with the investor's opportunity cost. In this paper, we investigate whether the movement of KOSPI200 futures daily prices can be modeled with the extreme value theory. Based on this investigation, we examine the validity of the margin level set by the extreme value theory. Moreover, we propose an expected profit-maximization model for securities companies. In this model, the extreme value theory is used for cost estimation, and a regression analysis is used for revenue calculation. Computational results are presented to compare the extreme value distribution with the empirical distribution of margin violation in KOSPI200 and to examine the suitability of the expected profit-maximization model.

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Pre-reservation of Resources and Controlled Loops for Contention Resolution in OBS Networks

  • Comellas, Jaume;Conesa, Josep;Padaro, Salvatore;Junyent, Gabriel
    • ETRI Journal
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    • 제29권5호
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    • pp.682-684
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    • 2007
  • A new scheme to alleviate contention in optical burst switching networks is proposed. It consists of preventively reserving resources in a node, to be used if resources are busy on the next hop node. The burst is sent back to the preceding node and then resent forward. Simulations are carried out to assess the feasibility of the proposed scheme. Its performance is compared with that of contention resolution based on deflection routing.

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Characteristics of Problem on the Area of Probability and Statistics for the Korean College Scholastic Aptitude Test

  • Lee, Kang-Sup;Kim, Jong-Gyu;Hwang, Dong-Jou
    • 한국수학교육학회지시리즈D:수학교육연구
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    • 제11권4호
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    • pp.275-283
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    • 2007
  • In this study, we gave 132 high school students fifteen probabilities and nine statistics problems of the Korean College Scholastic Aptitude Test and then analyzed their answer using the classical test theory and the item response theory. Using the classical test theory (the Testian 1.0) we get the item reliability ($0.730 \sim 0.765$), and using the item response theory (the Bayesian 1.0) we get the item difficulty ( $-2.32\sim0.83$ ) and discrimination ( $0.55\sim 2.71$). From results, we find out what and why students could not understand well.

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특허 정보를 활용한 R&D 과제 유사도 측정 모델 (A Model for Measuring the R&D Project Similarity using Patent Information)

  • 김종배;변정원;선동주;김태균;김융
    • 한국정보통신학회논문지
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    • 제18권5호
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    • pp.1013-1021
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    • 2014
  • 정부의 입장에서 R&D 과제간의 유사도를 분석하는 것은 불필요한 예산의 낭비를 없애고, R&D 투자의 효과를 높이는데 있어서 매우 중요한 문제이다. 그 동안, 문서의 내용을 대표하는 키워드를 중심으로 두 문서간의 유사도를 분석하거나, 문장 단위로 유사도를 분석함으로써, R&D 과제의 중복 여부를 판단하기 위한 연구들이 시도되어 왔으나, 여러 가지 이유로 아직까지 그 정확도는 매우 낮은 실정이다. 이에, 본 연구는 기 수행된 R&D 관련 특허를 조사, 수집하는 정부 R&D 특허기술동향조사사업의 특허분석 DB를 활용하여 R&D 과제간의 유사도를 분석할 수 있는 방안을 제시하고자 한다. 이를 위해, 집합 이론 및 확률 이론을 기반으로 한 유사도 측정 모델을 제시하였다. 또한, 제시한 모델의 검증을 위해 156개 과제, 160,218개의 유효특허를 기반으로 유효특허기반 과제 유사도 측정 실험을 수행하고, 그 사례를 제시하였다.

마루높이 설정(設定) 기준(基準)을 위한 기대월파확률 추정 Scenario (A Scenario for the Standard Basis of Crest Elevation Estimation along Korean Coast based on Expected Overtopping Probability)

  • 권혁민;김건오
    • 대한토목학회논문집
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    • 제29권4B호
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    • pp.365-376
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    • 2009
  • 조위발생빈도분포가 상이한 우리나라 해역에 위치한 해안구조물의 마루높이를 설정하는 문제에 있어서 조위의 합리적인 취급이 중요하다. 권혁민 등(2005, 2006)은 해역별 기대월파확률 계산결과로서 조위발생빈도분포의 편차가 크면 클수록 작아지는 경향이 명백함을 보였다. 이는 년 단위 조위의 발생빈도분포가 년 최대파고 급의 파 발생빈도분포와 년 중 언제든 조우 할 수 있다는 가정을 내포하고 있다. 본 연구에서는 파와 조위의 조우 가능성을 년 최대 파급의 파가 발생할 수 있는 여름철 또는 겨울철을 대상으로 계절별 일 최대 조위발생빈도분포를 불확정요소로 취급하여 계산했다. 계산결과, 우리나라 전해역의 기대월파확률이 1%미만으로 수렴됨이 확인되어 이를 시나리오로 제안하고자 한다. 본 시나리오에 의하면 기대월파확률이 동일하도록 마루높이의 설정이 우리나라 전 해역을 대상으로 가능함을 확인하였다. 본 연구에서 마루높이는 전 해역에 대하여 계절별 일 최대조위의 평균값으로부터 설정이 가능한 것으로 추정된다.