• 한국데이터정보과학회:학술대회논문집
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• 2003.10a
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• pp.155-162
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• 2003

A tandem network in which all nodes have the same load is considered. We derive bounds on the probability that the total population of the tandem network exceeds a large value by using its relation to the stationary distribution. These bounds imply a stronger asymptotic limit than that in the large deviation theory.

• Journal of the Korean Data and Information Science Society
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• v.14 no.3
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• pp.715-723
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• 2003

A tandem network in which all nodes have the same load is considered. We derive bounds on the probability that the total population of the tandem network exceeds a large value by using its relation to the stationary distribution. These bounds imply a stronger asymptotic limit than that in the large deviation theory.

• Journal of Korean Tunnelling and Underground Space Association
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• v.12 no.1
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• pp.15-29
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• 2010

Spalling is a kind of instability phenomenon of surrounding rock around underground openings subjected to high in-situ stress according to the development of extension fractures. Three kinds of spalling criteria have been presented so far; however, all spalling criteria have the range of values so that the fuzziness and vagueness of spalling criterion cannot be avoided. In this study, a new fuzzy probability model is proposed to predict the probability of spalling in a systematic way by using fuzzy probability theory. Many of the underground opening projects worldwide are evaluated with the proposed method. Prediction results expressed as the spalling probability agree well with the in-situ observations. In particular, a new fuzzy probability model considering all three evaluation indices of spalling by adopting weighting factors based on relative reliability among three evaluation indices is able to resolve erroneous prediction of spalling by choosing only one prediction method. Moreover, the more reasonable value of spalling probability could have been obtained by adopting the modified damage index to the newly proposed fuzzy probability model.

• Journal of Korean Society of Transportation
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• v.29 no.3
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• pp.83-91
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• 2011

This paper discusses models for estimating dynamic travel times based on probability theory. The dynamic travel time models proposed in the paper are formulated assuming that the travel time of a vehicle depends on the distribution of the traffic stream condition with respect to the location along a road when the subject vehicle enters the starting point of a travel distance or with respect to the time at the starting point of a travel distance. The models also assume that the dynamic traffic flow can be represented as an exponential distribution function among other types of probability density functions.

• Journal of the Korean Statistical Society
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• v.26 no.3
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• pp.407-416
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• 1997

Suppose that { $X_{i}$ } is a stationary AR(1) process and { $Y_{j}$ } is an ARX process with { $X_{i}$ } as exogeneous variables. Let $Y_{j}$ $^{*}$ be the stochastic process which is the sum of $Y_{j}$ and a nonstochastic trend. In this paper we consider the problem of estimating the conditional probability that $Y_{{n+1}}$$^{*}$ is bigger than $X_{{n+1}}$, given $X_{1}$, $Y_{1}$$^{*}$,..., $X_{n}$ , $Y_{n}$ $^{*}$. As an estimator for the tolerance probability, an Mann-Whitney statistic based on least squares residuars is suggested. It is shown that the deviations between the estimator and true probability are stochatically bounded with $n^{{-1}$2}/ order. The result may be applied to the stress-strength reliability theory when the stress and strength variables violate the classical iid assumption.umption.n.

• The Transactions of the Korean Institute of Electrical Engineers A
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• v.48 no.9
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• pp.1055-1063
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• 1999

This paper present a conceptual possibilistic approach using fuzzy set theory to manage the uncertainties in the given reliability input date of the practical power system. In this paper, an algorithm is introduced to calculate the possibilstic reliability indices according to the degree of uncertainty in the given data. The probability distribution function can be transformed into an appropriate possibilstic representation using the probability-Possibility Consistency principle(PPCP) algorithm. In this the algorithm, the transformation is performation by making a compromise between the transformation consistency and the human updating experience. Fuzzy classifcation theory is applied to reduced the number of load data. The fuzzy classification method determines the closeness of load data points by assigning them to various clusters and then determening the distance between the clusters. The IEEE-RTS with 32-generating units is used to demonstrate the capability of the proposed algorithm.

• Communications of the Korean Mathematical Society
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• v.25 no.1
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• pp.119-128
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• 2010

Let ${X_n,\;n\geq1}$ be a sequence of independent identically distributed (i.i.d.) random variables (r.vs.), defined on a probability space ($\Omega$,A,P), and let ${N_n,\;n\geq1}$ be a sequence of positive integer-valued r.vs., defined on the same probability space ($\Omega$,A,P). Furthermore, we assume that the r.vs. $N_n$, $n\geq1$ are independent of all r.vs. $X_n$, $n\geq1$. In present paper we are interested in asymptotic behaviors of the random sum $S_{N_n}=X_1+X_2+\cdots+X_{N_n}$, $S_0=0$, where the r.vs. $N_n$, $n\geq1$ obey some defined probability laws. Since the appearance of the Robbins's results in 1948 ([8]), the random sums $S_{N_n}$ have been investigated in the theory probability and stochastic processes for quite some time (see [1], [4], [2], [3], [5]). Recently, the random sum approach is used in some applied problems of stochastic processes, stochastic modeling, random walk, queue theory, theory of network or theory of estimation (see [10], [12]). The main aim of this paper is to establish some results related to the asymptotic behaviors of the random sum $S_{N_n}$, in cases when the $N_n$, $n\geq1$ are assumed to follow concrete probability laws as Poisson, Bernoulli, binomial or geometry.

• The Journal of the Acoustical Society of Korea
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• v.20 no.3
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• pp.56-62
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• 2001

In this paper, we adopt a missing data theory to speech recognition. It can be used in order to maintain high performance of speech recognizer when the missing data occurs. In general, hidden Markov model (HMM) is used as a stochastic classifier for speech recognition task. Acoustic events are represented by continuous probability density function in continuous density HMM(CDHMM). The missing data theory has an advantage that can be easily applicable to this CDHMM. A marginalization method is used for processing missing data because it has small complexity and is easy to apply to automatic speech recognition (ASR). Also, a spectral subtraction is used for detecting missing data. If the difference between the energy of speech and that of background noise is below given threshold value, we determine that missing has occurred. We propose a new method that examines the reliability of detected missing data using voicing probability. The voicing probability is used to find voiced frames. It is used to process the missing data in voiced region that has more redundant information than consonants. The experimental results showed that our method improves performance than baseline system that uses spectral subtraction method only. In 452 words isolated word recognition experiment, the proposed method using the voicing probability reduced the average word error rate by 12％ in a typical noise situation.

• Korean Journal of Logic
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• v.5 no.2
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• pp.115-131
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• 2002

The problem of disjunctive causal factors is generalized as follows. Suppose that there are no factors of the kind considered so far that need to be held fixed in background contexts. Nevertheless, it is still possible that within the background contexts, each disjunct of a disjunctive causal factor X v W confers a different probability on an effect factor in Question. So a problem arises of how we identify a single causally significant probability of the effect factor in the presence of the disjunctive causal factor, assuming that each disjunct of the disjunctive causal factor confers a different probability on the effect factor. In this paper, I first introduce an experiment in which disjunctive causal factors seem to pose a problem for the theory of probabilistic causation. Second, I show how Eells' solution to the problem of disjunctive causal factors meets the problem that arises in the experiment. Third, I examine Hitchcock's arguments against Eells' solution, arguing that Hitchcock misconstrues Eells' solution, and disregards the feature of the theory of probabilistic causation such that a factor is a causal factor for another factor relative to a population P of a population type Q.

• Structural Engineering and Mechanics
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• v.66 no.1
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• pp.75-84
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• 2018

This study presents the reliability-based analysis of nonlinear structures using the analytical fragility curves excited by random earthquake loads. The stochastic method of ground motion simulation is combined with the random vibration theory to compute structural failure probability. The formulation of structural failure probability using random vibration theory, based on only the frequency information of the excitation, provides an important basis for structural analysis in places where there is a lack of sufficient recorded ground motions. The importance of frequency content of ground motions on probability of structural failure is studied for different levels of the nonlinear behavior of structures. The set of simulated ground motion for this study is based on the results of probabilistic seismic hazard analysis. It is demonstrated that the scenario events identified by the seismic risk differ from those obtained by the disaggregation of seismic hazard. The validity of the presented procedure is evaluated by Monte-Carlo simulation.