• Title/Summary/Keyword: stochastic approach

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Estimation of stochastic factor of changes considering climate internal variability (기후내적변동성을 고려한 추계학적 할증률 산정)

  • jihwan Kwon;Jongho Kim
    • Proceedings of the Korea Water Resources Association Conference
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    • 2023.05a
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    • pp.309-309
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    • 2023
  • 자연재해대책법에 따라 방재성능목표를 달성하기 위해 행안부 및 지자체는 방재성능목표강우량을 설정·운영하고 있다. 현재, 기후변화로 인한 할증률을 산정하여 방재성능목표강우량 산정에 포함하고 있으나, 기후의 내적변동성으로 인한 강수의 변화는 반영하지 못하고 있는 실정이다. 이에 본 연구에서는 기후변화뿐만 아니라, 엘리뇨, 라니뇨, ENSO 등과 같이 지구의 내적인 원인들로 인해 변화하는 기후내적변동성(Climate Internal Variability, CIV)을 추가적으로 고려하여 할증률 개념을 확장하고자 한다. 외부의 Forcing 변화(즉 기후변화)가 없더라도 자연적으로 기후가 변동하는 현상을 모의하기 위해, 크게 3개 동역학적, 통계학적, 추계학적 방법들이 적용되어 기후내적 변동성을 정량화하고 있다. 본 연구에서는 기후에 대한 일기를 추계학적으로 오랜 기간 동안 생성하고 생성된 시계열을 바탕으로 자연적인 변동성을 추출(Stochastic Approach)하는 방법을 사용하여 기후내적변동성을 추정할 것이다. 구체적으로, 생성된 앙상블 시계열에 Detrended 방법과Differenced 방법을 각각 적용하여 기후내적변동성의 크기를 정량화하고 상호 비교할 예정이다. 정량화된 기후내적변동성의 크기는 추계학적 할증률로 변환될 것이며 방재성능목표강우량 산정에 포함시켜 과거 기왕최대강우량을 갱신하는 지역에 대한 위험도를 추가로 제시할 수 있을 것으로 기대된다.

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A Stochastic Combat Simulation Model with Heterogeneous Weapon Systems (확률과정을 따르는 혼합 무기체계 전투시뮬레이션 모델)

  • Chung, Yong-Hun;Hong, Yoon-Gee
    • Journal of the Korea Society for Simulation
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    • v.18 no.1
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    • pp.53-62
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    • 2009
  • The real data obtained from field exercises has a crucial role in modeling and simulation of a combat or a wargame. This becomes an important input especially in analyzing weapon systems realization. Many existing models have been using the mean value of the time between each fire. The firing data can be incorporated into a known probability distribution or used directly as an empirical distribution. Data of field exercises are very useful instead of the real combat outcomes. This study finds a new modeling approach and techniques to compare the data with the previously generated outcomes. This fundamental research work will continue to consider more of the various weapon systems, the sizes, and other tactical aspects.

An Analysis on the Efficiency and Productivity of Korean Rail Transit Authorities Using a Stochastic Cost Frontier Approach (A Comparison with the Estimation Results by DEA) (확률적 비용변경접근법을 이용한 도시철도 운영기관의 효율성과 생산성 분석 (자료포락분석기법을 이용한 추정결과와의 비교를 중심으로))

  • Kim, Min-Jung;Kim, Sung-Soo
    • Journal of Korean Society of Transportation
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    • v.23 no.5 s.83
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    • pp.15-25
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    • 2005
  • Using a stochastic cost frontier approach(SCFA), this paper annually estimates the efficiency and productivity with same data in the papers which analyze the efficiency and productivity using data envelopment analysis(DEA) to compare the results and suggest the political findings of raising the efficiency and productivity for three publicly-owned rail transit properties. the Seoul Subway Corporation (SSC), the Seoul Metropolitan Electrified Railways Sector of Korea National Railroad (SMESRS) and the Busan Urban Transit Authority (BUTA). The results show that the results of SCFA are higher than DEA for efficiency and lower for productivity in that DEA regards the stochastic error and measurement error as the inefficiency contrary to SFCA. But the political findings from these results appears to be similar as follows. First, the productivity of the three properties should be first improved by using existing technologies efficiently and then by introducing new ones. Second, the three properties should improve the technical efficiency through reducing input quantities to raise their efficiency. Finally, all the three components of the productivity such as productive efficiency change, technical change, and scale change should be considered to evaluate their productivity more correctly.

Size Optimization of Space Trusses Based on the Harmony Search Heuristic Algorithm (Harmony Search 알고리즘을 이용한 입체트러스의 단면최적화)

  • Lee Kang-Seok;Kim Jeong-Hee;Choi Chang-Sik;Lee Li-Hyung
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2005.04a
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    • pp.359-366
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    • 2005
  • Most engineering optimization are based on numerical linear and nonlinear programming methods that require substantial gradient information and usually seek to improve the solution in the neighborhood of a starting point. These algorithm, however, reveal a limited approach to complicated real-world optimization problems. If there is more than one local optimum in the problem, the result may depend on the selection of an initial point, and the obtained optimal solution may not necessarily be the global optimum. This paper describes a new harmony search(HS) meta-heuristic algorithm-based approach for structural size optimization problems with continuous design variables. This recently developed HS algorithm is conceptualized using the musical process of searching for a perfect state of harmony. It uses a stochastic random search instead of a gradient search so that derivative information is unnecessary. Two classical space truss optimization problems are presented to demonstrate the effectiveness and robustness of the HS algorithm. The results indicate that the proposed approach is a powerful search and optimization technique that may yield better solutions to structural engineering problems than those obtained using current algorithms.

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Assessment of Uncertainty for Applying Nash's Model Using the Hydrologic Similarity of Basins (유역의 수문학적 상사성을 이용한 Nash 모형의 불확실성 평가)

  • Seong, Kee-Won
    • Journal of Korea Water Resources Association
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    • v.36 no.3 s.134
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    • pp.399-411
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    • 2003
  • An approach determining a confidence interval of Nash's observed mean instantaneous unit hydrograph is developed. In the approach, both two parameters are treated as correlated gaussian random variables based on the theory of Box-Cox transformation and the regional similarity relation, so that linear statistical parameter estimation is possible. A parametric bootstrap method is adopted to give the confidence interval of the mean observed hydrograph. The proposed methodology is also applicable to estimate the parameters of Nash's model for un-gauged basins. An application to a watershed has shown that the proposed approach is adequate to assess the uncertainty of the Nash's hydrograph and to evaluate parameters for un-gauged basins.

A Probabilistic Approach to Small Signal Stability Analysis of Power Systems with Correlated Wind Sources

  • Yue, Hao;Li, Gengyin;Zhou, Ming
    • Journal of Electrical Engineering and Technology
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    • v.8 no.6
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    • pp.1605-1614
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    • 2013
  • This paper presents a probabilistic methodology for small signal stability analysis of power system with correlated wind sources. The approach considers not only the stochastic characteristics of wind speeds which are treated as random variables with Weibull distributions, while also the wind speed spatial correlations which are characterized by a correlation matrix. The approach based on the 2m+1 point estimate method and Cornish Fisher expansion, the orthogonal transformation technique is used to deal with the correlation of wind farms. A case study is carried out on IEEE New England system and the probabilistic indexes for eigenvalue analysis are computed from the statistical processing of the obtained results. The accuracy and efficiency of the proposed method are confirmed by comparing with the results of Monte Carlo simulation. The numerical results indicate that the proposed method can actually capture the probabilistic characteristics of mode properties of the power systems with correlated wind sources and the consideration of spatial correlation has influence on the probability of system small signal stability.

SPSA Approach to Image Reconstruction in Electrical Impedance Tomograhpy (전기 임피던스 단층촬영법에서 SPSA를 이용한 영상복원)

  • 김호찬;부창진;이윤준
    • Journal of the Korean Institute of Illuminating and Electrical Installation Engineers
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    • v.18 no.2
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    • pp.23-28
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    • 2004
  • In EIT, various image reconstruction algorithms have been used in order to compute the internal resistivity distribution of the unknown object with its electric potential data at the boundary. Mathematically the EIT image reconstruction algorithm is a nonlinear ill-posed inverse problem. In this paper, a SPSA approach is proposed for the solution of the EIT image reconstruction. Results of numerical experiments of EIT solved by the SPSA approach are presented and compared to that obtained by the modified Newton-Raphson(mNR) method.

An Empirical Approach Study on Construction Cost Estimation in Public Work Projects (공공사업 예정공사비에 대한 실증적 접근)

  • Yoo, Chang-Kyu;Song, Jeong-Gyu;Lee, Yun-Sun;Kim, Jae-Jun
    • Journal of the Korea Institute of Building Construction
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    • v.9 no.1
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    • pp.65-73
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    • 2009
  • Looking at current construction costs estimations of publicly declared public works, there are many instances where estimation criteria are ambiguous and doesn't imply the reality. Up to date, estimation criteria for calculating construction cost estimations are simply by unit area multiplication and stochastic construction cost estimation. However, possibility of making errors are high due to using uniform data that excludes each public work's specifications and environmental conditions. Further, on the aspect of cost management, there is certain limitation in the efficiency of cost management in order-placing stage and commencing-work stage; while efficient cost management and reduction of expenses are highly possible during initial stages of the project. In this respect, the paper adopts positive approach with regards to construction cost estimations of public works and draws common elements from calculation tables of the construction cost estimations from 3 completed domestic construction works; after which, the paper analyzes whether business exposition, construction guide and publicly-declared estimated construction costs that the orderer issued are calculated economically and properly; deducing problems in the process, the paper seeks to recommend rational calculation method on this.

A maximum likelihood approach to infer demographic models

  • Chung, Yujin
    • Communications for Statistical Applications and Methods
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    • v.27 no.3
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    • pp.385-395
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    • 2020
  • We present a new maximum likelihood approach to estimate demographic history using genomic data sampled from two populations. A demographic model such as an isolation-with-migration (IM) model explains the genetic divergence of two populations split away from their common ancestral population. The standard probability model for an IM model contains a latent variable called genealogy that represents gene-specific evolutionary paths and links the genetic data to the IM model. Under an IM model, a genealogy consists of two kinds of evolutionary paths of genetic data: vertical inheritance paths (coalescent events) through generations and horizontal paths (migration events) between populations. The computational complexity of the IM model inference is one of the major limitations to analyze genomic data. We propose a fast maximum likelihood approach to estimate IM models from genomic data. The first step analyzes genomic data and maximizes the likelihood of a coalescent tree that contains vertical paths of genealogy. The second step analyzes the estimated coalescent trees and finds the parameter values of an IM model, which maximizes the distribution of the coalescent trees after taking account of possible migration events. We evaluate the performance of the new method by analyses of simulated data and genomic data from two subspecies of common chimpanzees in Africa.

Automatic Mobile Screen Translation Using Object Detection Approach Based on Deep Neural Networks (심층신경망 기반의 객체 검출 방식을 활용한 모바일 화면의 자동 프로그래밍에 관한 연구)

  • Yun, Young-Sun;Park, Jisu;Jung, Jinman;Eun, Seongbae;Cha, Shin;So, Sun Sup
    • Journal of Korea Multimedia Society
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    • v.21 no.11
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    • pp.1305-1316
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    • 2018
  • Graphical user interface(GUI) has a very important role to interact with software users. However, designing and coding of GUI are tedious and pain taking processes. In many studies, the researchers are trying to convert GUI elements or widgets to code or describe formally their structures by help of domain knowledge of stochastic methods. In this paper, we propose the GUI elements detection approach based on object detection strategy using deep neural networks(DNN). Object detection with DNN is the approach that integrates localization and classification techniques. From the experimental result, if we selected the appropriate object detection model, the results can be used for automatic code generation from the sketch or capture images. The successful GUI elements detection can describe the objects as hierarchical structures of elements and transform their information to appropriate code by object description translator that will be studied at future.