• Title/Summary/Keyword: sequential statistical modeling

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Reliability Analysis Using Parametric and Nonparametric Input Modeling Methods (모수적·비모수적 입력모델링 기법을 이용한 신뢰성 해석)

  • Kang, Young-Jin;Hong, Jimin;Lim, O-Kaung;Noh, Yoojeong
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.30 no.1
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    • pp.87-94
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    • 2017
  • Reliability analysis(RA) and Reliability-based design optimization(RBDO) require statistical modeling of input random variables, which is parametrically or nonparametrically determined based on experimental data. For the parametric method, goodness-of-fit (GOF) test and model selection method are widely used, and a sequential statistical modeling method combining the merits of the two methods has been recently proposed. Kernel density estimation(KDE) is often used as a nonparametric method, and it well describes a distribution function when the number of data is small or a density function has multimodal distribution. Although accurate statistical models are needed to obtain accurate RA and RBDO results, accurate statistical modeling is difficult when the number of data is small. In this study, the accuracy of two statistical modeling methods, SSM and KDE, were compared according to the number of data. Through numerical examples, the RA results using the input models modeled by two methods were compared, and appropriate modeling method was proposed according to the number of data.

Analysis of the effects of the hysteretic property on the performance of sequential associative neural nets (계열연상능력에 미치는 히스테리시스 특성에 대한 해석)

  • Kim, Eung-Soo;Lee, Sang-Wook
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.16 no.3
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    • pp.448-459
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    • 2012
  • It is important to understand how we can deal with elements for the modeling of neural networks when we are investigating the dynamical performance and the information processing capabilities. The information processing capabilities of model neural networks will change for different response, synaptic weights or learning rules. Using the statistical neurodynamics method, we evaluate the capabilities of neural networks in order to understand the basic concept of parallel distributed processing. In this paper, we explain the results of theoretical analysis of the effects of the hysteretic property on the performance of sequential associative neural networks.

SHM-based probabilistic representation of wind properties: statistical analysis and bivariate modeling

  • Ye, X.W.;Yuan, L.;Xi, P.S.;Liu, H.
    • Smart Structures and Systems
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    • v.21 no.5
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    • pp.591-600
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    • 2018
  • The probabilistic characterization of wind field characteristics is a significant task for fatigue reliability assessment of long-span railway bridges in wind-prone regions. In consideration of the effect of wind direction, the stochastic properties of wind field should be represented by a bivariate statistical model of wind speed and direction. This paper presents the construction of the bivariate model of wind speed and direction at the site of a railway arch bridge by use of the long-term structural health monitoring (SHM) data. The wind characteristics are derived by analyzing the real-time wind monitoring data, such as the mean wind speed and direction, turbulence intensity, turbulence integral scale, and power spectral density. A sequential quadratic programming (SQP) algorithm-based finite mixture modeling method is proposed to formulate the joint distribution model of wind speed and direction. For the probability density function (PDF) of wind speed, a double-parameter Weibull distribution function is utilized, and a von Mises distribution function is applied to represent the PDF of wind direction. The SQP algorithm with multi-start points is used to estimate the parameters in the bivariate model, namely Weibull-von Mises mixture model. One-year wind monitoring data are selected to validate the effectiveness of the proposed modeling method. The optimal model is jointly evaluated by the Bayesian information criterion (BIC) and coefficient of determination, $R^2$. The obtained results indicate that the proposed SQP algorithm-based finite mixture modeling method can effectively establish the bivariate model of wind speed and direction. The established bivariate model of wind speed and direction will facilitate the wind-induced fatigue reliability assessment of long-span bridges.

Reactor Coolant Pump Seal Monitoring System Using Statistical Modeling Techniques (통계적모델을 이용한 원자로냉각재펌프 밀봉장치 성능감시)

  • Lee, Song-Kyu;Chung, Chang-Kyu;Bae, Jong-Kil;Ahn, Sang-Ha
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 2007.11a
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    • pp.1386-1390
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    • 2007
  • This paper presents the equipment condition monitoring technology for the process or the equipment using statistical techniques. The equipment condition monitoring system consists of an empirical model to estimate the expected sensor values of process variables and a diagnose model to detect the abnormal condition and to identify the root source of the problem. The empirical model is constructed by the analysis of historic data. The diagnose model uses the sequential probability ratio test (SPRT) technique. The monitoring system was tested with real operating data acquired from the Reactor Coolant Pump Seal in the Nuclear Power Plant. It can detect the system degradation or failure at the early stage since it is able to catch the subtle deviation of process variables from normal condition.

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Statistical Effective Interval Determination and Reliability Assessment of Input Variables Under Aleatory Uncertainties (물리적 불확실성을 내재한 입력변수의 확률 통계 기반 유효 범위 결정 방법 및 신뢰성 평가)

  • Joo, Minho;Doh, Jaehyeok;Choi, Sukyo;Lee, Jongsoo
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.41 no.11
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    • pp.1099-1108
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    • 2017
  • Data points obtained by conducting repetitive experiments under identical environmental conditions are, theoretically, required to correspond. However, experimental data often display variations due to generated errors or noise resulting from various factors and inherent uncertainties. In this study, an algorithm aiming to determine valid bounds of input variables, representing uncertainties, was developed using probabilistic and statistical methods. Furthermore, a reliability assessment was performed to verify and validate applications of this algorithm using bolt-fastening friction coefficient data in a sample application.

A Study on Modeling of Fighter Pilots Using a dPCA-HMM (dPCA-HMM을 이용한 전투기 조종사 모델링 연구)

  • Choi, Yerim;Jeon, Sungwook;Park, Jonghun;Shin, Dongmin
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.43 no.1
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    • pp.23-32
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    • 2015
  • Modeling of fighter pilots, which is a fundamental technology for war games using defense M&S (Modeling & Simulation) becomes one of the prominent research issues as the importance of defense M&S increases. Especially, the recent accumulation of combat logs makes it possible to adopt statistical learning methods to pilot modeling, and an HMM (Hidden Markov Model) which is able to utilize the sequential characteristic of combat logs is suitable for the modeling. However, since an HMM works only by using one type of features, discrete or continuous, to apply an HMM to heterogeneous features, type integration is required. Therefore, we propose a dPCA-HMM method, where dPCA (Discrete Principal Component Analysis) is combined with an HMM for the type integration. From experiments conducted on combat logs acquired from a simulator furnished by agency for defense development, the performance of the proposed model is evaluated and was satisfactory.

Response Surface Approach to Integrated Optimization Modeling for Parameter and Tolerance Design (반응표면분석법을 이용한 모수 및 공차설계 통합모형)

  • Young Jin Kim
    • Journal of Korean Society for Quality Management
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    • v.30 no.4
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    • pp.58-67
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    • 2002
  • Since the inception of off-line quality control, it has drawn a particular attention from research community and it has been implemented in a wide variety of industries mainly due to its extensive applicability to numerous real situations. Emphasizing design issues rather than control issues related to manufacturing processes, off-line quality control has been recognized as a cost-effective approach to quality improvement. It mainly consists of three design stages: system design, parameter design, and tolerance design which are implemented in a sequential manner. Utilizing experimental designs and optimization techniques, off-line quality control is aimed at achieving product performance insensitive to external noises by reducing process variability. In spite of its conceptual soundness and practical significance, however, off-line quality control has also been criticized to a great extent due to its heuristic nature of investigation. In addition, it has also been pointed out that the process optimization procedures are inefficient. To enhance the current practice of off-line quality control, this study proposes an integrated optimization model by utilizing a well-established statistical tool, so called response surface methodology (RSM), and a tolerance - cost relationship.

Change points detection for nonstationary multivariate time series

  • Yeonjoo Park;Hyeongjun Im;Yaeji Lim
    • Communications for Statistical Applications and Methods
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    • v.30 no.4
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    • pp.369-388
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    • 2023
  • In this paper, we develop the two-step procedure that detects and estimates the position of structural changes for multivariate nonstationary time series, either on mean parameters or second-order structures. We first investigate the presence of mean structural change by monitoring data through the aggregated cumulative sum (CUSUM) type statistic, a sequential procedure identifying the likely position of the change point on its trend. If no mean change point is detected, the proposed method proceeds to scan the second-order structural change by modeling the multivariate nonstationary time series with a multivariate locally stationary Wavelet process, allowing the time-localized auto-correlation and cross-dependence. Under this framework, the estimated dynamic spectral matrices derived from the local wavelet periodogram capture the time-evolving scale-specific auto- and cross-dependence features of data. We then monitor the change point from the lower-dimensional approximated space of the spectral matrices over time by applying the dynamic principal component analysis. Different from existing methods requiring prior information on the type of changes between mean and covariance structures as an input for the implementation, the proposed algorithm provides the output indicating the type of change and the estimated location of its occurrence. The performance of the proposed method is demonstrated in simulations and the analysis of two real finance datasets.

Analysis of Statistical Neurodynamics for the Effests of the Hysteretic Property on the Performance of Sequential Associative Neural Nets (히스테리시스 특성이 계열연상에 미치는 영향에 대한 통계 신경역학적 해석)

  • Kim, Eung-Su;O, Chun-Seok
    • The Transactions of the Korea Information Processing Society
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    • v.4 no.4
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    • pp.1035-1045
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    • 1997
  • It is important to understand how we can deal with doements for the modeling of neural networks when we are unbestigating the dynamical performance and the information procoessing capabilitids.The information procewssing capabkities of model neural networks will change for different response, synaptic weights or learning rules. Using the staritical neurodyamics method, we evalute the capabikities of neural networks in order to understand the basic conept ofr parallel distributed processing. In this paper, we explain the reuslts of theoretical anaysis of the effests of the hysteretic property on the performance of wuquential associative neral networks.

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