• Title/Summary/Keyword: stochastic approach

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Analysis on the Variability of Rainfall at the Seoul Station during Summer Season Using the Variability of Parameters of a Stochastic Rainfall Generation Model (추계학적 강우모형의 매개변수 변동을 통한 서울지역 여름철 강우 변동특성 분석)

  • Cho, Hyungon;Kim, Gwangseob;Yi, Jaeeung
    • Journal of Korea Water Resources Association
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    • v.47 no.8
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    • pp.693-701
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    • 2014
  • In this study a stochastic rainfall generation model is used to analyze the structural variability of rainfall events since it has limitations in the traditional approach of measuring rainfall variability according to different durations. The NSRPM(Neyman-Scott Rectangular Pulse Model) is a stochastic rainfall generation model using a point process with 5 model parameters which is widely used in hydrologic fields. The five model parameters have physical meaning associated with rainfall events. The model parameters were estimated using hourly rainfall data from 1973 to 2011 at Seoul stations. The variability of model parameter estimates was analyzed and compared with results of traditional analysis.

Job Mismatch in Korean Regional labor Market: Matching Efficiency Analysis using Stochastic Production Frontier Approach (한국 지역노동시장에서의 일자리 미스매치에 관한 연구 - 확률변경생산함수를 이용한 결합 효율성 분석 -)

  • Yang, Jun Seok;Jeon, Yongil
    • Journal of the Economic Geographical Society of Korea
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    • v.15 no.4
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    • pp.752-765
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    • 2012
  • We analyze the relation empirically between regional labor market characteristics and job matching efficiency with the adaption of stochastic frontier production function. Our empirical results suggest that, as both the ratio of 50 years-old-job seekers and the level of spatial density increase, job matching efficiencies also rise. In contrast, an increase in the ratio of firms which offer permanent contracts lowers job matching efficiencies. And the job matching efficiency is relatively higher in metropolitan areas. Finally, We find a negative relation between total industrial production and job matching efficiency, which implies that job seekers tend to accept uncongenial jobs in the recessions.

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Evaluation of Air Permeability of Virtual Cement Paste Specimen with Linear Void Ratio Gradient Constructed using Stochastic Optimization (확률적 최적화를 활용한 연속적인 공극비 기울기를 갖는 시멘트 풀 가상 시편 제작 및 투기율 분석)

  • Kim, Se-Yun;Han, Tong-Seok
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.29 no.5
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    • pp.463-469
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    • 2016
  • In this study, a virtual specimen with a linear continuous gradient of void ratio (FGM: Functional Graded Material) is constructed using low-order probability functions of two real cement paste specimens. Two real specimens with difference void ratios are taken from X-ray CT to construct the virtual specimen. A virtual specimen with a gradient void distribution, whose average void ratio is between void ratios of two homogeneous real specimens, is constructed using a stochastic optimization approach. The void ratio distribution is assumed to be linear, and continuously varies in the vertical direction. In this study, a gradient term of void ratio is incorporated into the objective function as well as low-order probability functions from the previous research. To confirm the effect of gradient void distribution on the material response, air permeability is evaluated using finite element analysis. The analysis results are compared with experimental results, and confirm the effect of gradient void distribution on permeability.

A new approach on Traffic Flow model using Random Trajectory Theory (확률경로 기반의 교통류 분석 방법론)

  • PARK, Young Wook
    • Journal of Korean Society of Transportation
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    • v.20 no.5
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    • pp.67-79
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    • 2002
  • In this paper, observed trajectories of a vehicle platoon are viewed as one realization of a finite sequence of random trajectories. In this point of view, we develop novel and mathematically rigorous concept of traffic flow variables such as local traffic density, instantaneous traffic flow, and velocity field and investigate their nature on a general probability space of a sequence of random trajectories which represent vehicle trajectories. We present a simple model of random trajectories as an illustrative example and, derive the values of traffic flow variables based on the new definitions in this model. In particular, we construct the model for the sequence of random vehicle trajectories with a system of stochastic differential equations. Each equation of the system nay represent microscopic random maneuvering behavior of each vehicle with properly designed drift coefficient functions and diffusion coefficient functions. The system of stochastic differential equations nay generate a well-defined probability space of a sequence of random vehicle trajectories. We derive the partial differential equation for the expected cumulative plot with appropriate initial conditions. By solving the equation with numerical methods, we obtain the values of expected cumulative plot, local traffic density, and instantaneous traffic flow. In addition, we derive the partial differential equation for the expected travel time to a certain location with appropriate initial and/or boundary conditions, which is solvable numerically. We apply this model to a case of single vehicle trajectory.

Speaker Adaptation for Voice Dialing (음성 다이얼링을 위한 화자적응)

  • ;Chin-Hui Lee
    • The Journal of the Acoustical Society of Korea
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    • v.21 no.5
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    • pp.455-461
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    • 2002
  • This paper presents a method that improves the performance of the personal voice dialling system in which speaker independent phoneme HMM's are used. Since the speaker independent phoneme HMM based voice dialing system uses only the phone transcription of the input sentence, the storage space could be reduced greatly. However, the performance of the system is worse than that of the system which uses the speaker dependent models due to the phone recognition errors generated when the speaker independent models are used. In order to solve this problem, a new method that jointly estimates transformation vectors for the speaker adaptation and transcriptions from training utterances is presented. The biases and transcriptions are estimated iteratively from the training data of each user with maximum likelihood approach to the stochastic matching using speaker-independent phone models. Experimental result shows that the proposed method is superior to the conventional method which used transcriptions only.

Economic Efficiency of the Korean Container Terminals: A Stochastic Cost Frontier Approach

  • Seokwoo Jake Choi;Gi-Su Kim;BoKyung Kim
    • Journal of Korea Trade
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    • v.26 no.3
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    • pp.23-44
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    • 2022
  • Purpose - Recent issues such as vessel enlargement, strengthening of environmental regulations, and port smartization are expected to increase costs and intensify competition in the port industry. In the new normal era, when external growth has reached its limit, the efficient operation of ports is becoming indispensable for achieving sustainable growth. This study aims to identify the determinants of inefficiency by examining the cost structure and efficiency of container terminals in Korea and furthermore propose the political implications to derive the maximization of efficiency. Design/methodology - This study estimates the cost function of container terminal operators and identifies the efficiency of container terminals using stochastic cost frontier (SCF) in the first stage. In the second step, the SCF results are compared with the data envelopment analysis (DEA). Last, this paper proposes efficiency determinants on container terminal operation to establish appropriate strategies. Out of the 29 container terminal operators in South Korea, 13 operators participated in the survey. The translog cost function was estimated utilizing a total of 116 observations collected over the 2007-2017 period. Findings - Empirical analysis shows that economies of scale exist in Korea's container ports, which provides a rationale for the government's policy to establish the global terminal operator by integrating small terminal operators to enhance competitiveness. In addition, as a result of the determinants analysis, container throughput, weight of direct employment costs, and labour cost share have positive effects on improving cost efficiency, while inefficiency increases as the length of quay increases. More specifically, cost efficiency improves as the proportion of direct employment costs to outsourcing service costs increases. Originality/value - This study contributes to analyzing the inefficiency factors of container terminals through efficiency analysis with respect to a cost function. In addition, this study proposes the practical and political implications, such as establishing a long-term manpower pool, the application of the hybrid liner terminal system, and the construction of a statistical data system, to improve the cost inefficiency of terminal operators.

Estimation of Motion-Blur Parameters Based on a Stochastic Peak Trace Algorithm (통계적 극점 자취 알고리즘에 기초한 움직임 열화 영상의 파라메터 추출)

  • 최병철;홍훈섭;강문기
    • Journal of Broadcast Engineering
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    • v.5 no.2
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    • pp.281-289
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    • 2000
  • While acquiring images, the relative motion between the imaging device and the object scene seriously damages the image quality. This phenomenon is called motion blur. The peak-trace approach, which is our recent previous work, identifies important parameters to characterize the point spread function (PSF) of the blur, given only the blurred image itself. With the peak-trace approach the direction of the motion blur can be extracted regardless of the noise corruption and does not need much Processing time. In this paper stochastic peak-trace approaches are introduced. The erroneous data can be selected through the ML classification, and can be made small through weighting. Therefore the distortion of the direction in the low frequency region can be prevented. Using the linear prediction method, the irregular data are prohibited from being selected as the peak point. The detection of the second peak using the proposed moving average least mean (MALM) method is used in the Identification of the motion extent. The MALM method itself includes a noise removal process, so it is possible to extract the parameters even an environment of heavy noise. In the experiment, we could efficiently restore the degraded image using the information obtained by the proposed algorithm.

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Generation of RMS Hazard-Compatible Artificial Earthquake Ground Motions (RMS 가속도에 의한 인공 지진파 생성기법)

  • Kim, Jin-Man
    • Journal of the Earthquake Engineering Society of Korea
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    • v.7 no.1
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    • pp.31-40
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    • 2003
  • Due to the random nature of earthquake, the definition of the input excitation is one of the major uncertainties in the seismic response analysis. Furthermore, ground motions that correspond to a limited number of design parameters are not unique. Consequently, a brood range of response values can be obtained even with a set of motions, which match the same target parameters. The paper presents a practical probabilistic approach that can be used to systematically model the stochastic nature of seismic loading. The new approach is based on energy-based RMS hazard and takes account for the uncertainties of key ground motion parameters. The simulations indicate that the new RMS procedure is particularly useful for the rigorous probabilistic seismic response analysis, since the procedure is suitable for generation of large number of hazard-compatible motions, unlike the conventional procedure that aim to generate a small number of motions.

Stochastic Simple Hydrologic Partitioning Model Associated with Markov Chain Monte Carlo and Ensemble Kalman Filter (마코프 체인 몬테카를로 및 앙상블 칼만필터와 연계된 추계학적 단순 수문분할모형)

  • Choi, Jeonghyeon;Lee, Okjeong;Won, Jeongeun;Kim, Sangdan
    • Journal of Korean Society on Water Environment
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    • v.36 no.5
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    • pp.353-363
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    • 2020
  • Hydrologic models can be classified into two types: those for understanding physical processes and those for predicting hydrologic quantities. This study deals with how to use the model to predict today's stream flow based on the system's knowledge of yesterday's state and the model parameters. In this regard, for the model to generate accurate predictions, the uncertainty of the parameters and appropriate estimates of the state variables are required. In this study, a relatively simple hydrologic partitioning model is proposed that can explicitly implement the hydrologic partitioning process, and the posterior distribution of the parameters of the proposed model is estimated using the Markov chain Monte Carlo approach. Further, the application method of the ensemble Kalman filter is proposed for updating the normalized soil moisture, which is the state variable of the model, by linking the information on the posterior distribution of the parameters and by assimilating the observed steam flow data. The stochastically and recursively estimated stream flows using the data assimilation technique revealed better representation of the observed data than the stream flows predicted using the deterministic model. Therefore, the ensemble Kalman filter in conjunction with the Markov chain Monte Carlo approach could be a reliable and effective method for forecasting daily stream flow, and it could also be a suitable method for routinely updating and monitoring the watershed-averaged soil moisture.

Technical Reviews on Ecosystem Modeling Approach and its Applicability in Ecosystem-Based Coastal Management in Saemangeum Offshore and Geum River Estuary (생태계기반 연안관리를 위한 생태모델 개발방향에 대한 기술적 검토 - 새만금 외해역 및 금강 하구역 사례)

  • Kim, Hae-Cheol;Kim, Yong Hoon;Chang, Won-Keun;Ryu, Jongseong
    • Journal of the Korean Society for Marine Environment & Energy
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    • v.18 no.3
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    • pp.233-244
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    • 2015
  • Marine ecosystem modelling has become a more widely used decision-making tool in coastal ecosystem-based management. However, it is not trivial to develop a well calibrated/validated model with potential applicability and practicality because understanding ecological processes with complexities is a pre-requisite for developing robust ecosystem models and this accompanies a great deal of well coordinated efforts among field-going ecologists, laboratory scientists, modelers, stake-holders and managers. This report aims to provide a brief introduction on two different approaches in marine ecological models: deterministic (mechanistic) and stochastic (statistical) approach. We also included definitions, historical overview of past researches, case studies, and contextual suggestions for coastal management in Korea. A long list of references this report included in this study might be used as an introductory material for those who wish to enter ecosystem modelling field.