• Journal of KIISE:Software and Applications
• /
• v.37 no.8
• /
• pp.591-598
• /
• 2010

In this study, we propose a new method for generating candidate solutions based on the Cauchy probability distribution in order to complement the shortcoming of the solutions generated by the normal distribution. The Cauchy probability distribution has infinite mean and variance, and it has rather large probability in the tail region relative to the normal distribution. Thus, the Cauchy distribution can yield higher probabilities of generating candidate solutions of large-varied variables, which in turn has an advantage of searching wider area of variable space. In order to compare and analyze the performance of the proposed method against the conventional method, we carried out an experiment using benchmarking problems of real valued function. From the result of the experiment, we found that the proposed method based on the Cauchy distribution outperformed the conventional one for all benchmarking problems, and verified its superiority by the statistical hypothesis test.

• Proceedings of the Korea Water Resources Association Conference
• /
• 2017.05a
• /
• pp.399-400
• /
• 2017

홍수나 가뭄 등 극치 현상의 통계분석 및 빈도해석에 있어 극치분포형이 널리 사용되고 있으며, 이러한 극치분포형의 특성을 이해하기 위해서는 분포형의 오른쪽 꼬리(right tail) 부분 특성을 자세히 분석할 필요가 있다. 이에 따라 본 연구에서는 Monte Carlo 모의를 통하여 다양한 극치분포형의 오른쪽 꼬리 부분의 통계적 특성 및 그 예측 능력을 연구하였다. 극치분포형으로는 우리나라 확률수문량 산정에 널리 활용되고 있는 generalized extreme value (GEV), Gumbel, generalized logistic 분포를 사용하였으며, 매개변수 산정 방법으로는 확률가중모멘트법을 사용하였다. 모의실험의 모분포로는 수문빈도해석에서 많이 사용되는 GEV 분포를 사용하였고, 30년 이상 자료를 보유한 기상청 지점 자료의 왜곡도를 조사하여 모의실험에 사용되는 모집단의 왜곡도로 가정하여 표본 자료를 발생시켰다. 예측 능력의 평가는 재현기간 10~1000년의 확률수문량을 왜곡도계수를 고려한 GEV 도시위치공식을 이용하여 GEV 확률지에 도시하고, 평균제곱근오차(root mean square error), 편의(bias), 평균상대오차(mean relative difference), 평균절대상대오차(mean absolute relative difference)를 이용하여 최적 분포형을 선정함으로써 이루어진다. 또한 예측 능력 평가결과의 타당성 확인을 위해 극치분포형의 적합정도를 잘 나타낸다고 알려진 modified Anderson-Darling 방법의 검정결과와 비교하여 적절성을 확인하였다.

• Journal of the Korea Society for Simulation
• /
• v.28 no.2
• /
• pp.119-129
• /
• 2019

Although line production systems with finite buffers have been studied over several decades, except for some special cases there are no explicit expressions for system performances such as waiting times(or response time) and blocking probability. Recently, a max-plus algebraic approach for buffer-sharing systems with constant processing times was introduced and it can lead to analytic expressions for (higher) moment and tail probability of stationary waiting. Theoretically this approach can be applied to general processing times, but it cannot give a proper way for computing performance measures. To this end, in this study we developed simulation models using @RISK software and the expressions derived from max-plus algebra, and computed and compared blocking probability, waiting time (or response time) with respect to two blocking policies: communication(BBS: Blocking Before Service) and production(BAS: Blocking After Service). Moreover, an optimization problem which determines the minimum shared-buffer capacity satisfying a predetermined QoS(quality of service) is also considered.

• Wind and Structures
• /
• v.37 no.3
• /
• pp.211-227
• /
• 2023

To investigate the non-Gaussian feature of fluctuating wind pressures on rectangular high-rise buildings, wind tunnel tests were conducted on scale models with side ratios ranging from 1/9~9 in an open exposure for various wind directions. The high-order statistical moments, time histories, probability density distributions, and peak factors of pressure fluctuations are analyzed. The mixed normal-Weibull distribution, Gumbel-Weibull distribution, and lognormal-Weibull distribution are adopted to fit the probability density distribution of different non-Gaussian wind pressures. Zones of Gaussian and non-Gaussian are classified for rectangular buildings with various side ratios. The results indicate that on the side wall, the non-Gaussian wind pressures are related to the distance from the leading edge. Apart from the non-Gaussianity in the separated flow regions noted by some literature, wind pressures behind the area where reattachment happens present non-Gaussian nature as well. There is a new probability density distribution type of non-Gaussian wind pressure which has both long positive and negative tail found behind the reattachment regions. The correlation coefficient of wind pressures is proved to reflect the non-Gaussianity and a new method to estimate the mean reattachment length of rectangular high-rise building side wall is proposed by evaluating the correlation coefficient. For rectangular high-rise buildings, the mean reattachment length calculated by the correlation coefficient method along the height changes in a parabolic shape. Distributions of Gaussian and non-Gaussian wind pressures vary with side ratios. It is inappropriate to estimate the extreme loads of wind pressures using a fixed peak factor. The trend of the peak factor with side ratios on different walls is given.

• KSCE Journal of Civil and Environmental Engineering Research
• /
• v.36 no.1
• /
• pp.181-190
• /
• 2016

Improvements in disaster management has become a global necessity because the magnitude of disasters is intensifying in parallel with the increased disaster damage. The disaster risk in Korea is also increasing due to the emergence of new types of disaster; such as the Middle East respiratory syndrome coronavirus, the increase of complex disasters, and the heightened probability of a catastrophic event due to climate change. This paper aimed to identify the disaster loss-frequency relationship from 1948 to 2014 in Korea by using four types of variables. In addition, this paper found major disasters that resulted in the reformation of disaster response organizations, and inputted the deaths and economic loss attributed to those disasters into the disaster loss-frequency graph. The research result substantiated that the disaster loss-frequency relationship in Korea follows the Power Law and found the coefficients of each Power Function. Additionally, this paper found that most of the reformations of disaster response organizations happened after major disasters that concentrated societies attention and anger due to the high human and economic impact; such events are labelled as "focusing events." These focusing events, with the characteristics of a low probability and high impact, are located in the long tail of the Power Law Distribution. This paper suggests that the effective public policy for disaster response needs to be developed by paying attention to 'low probability and high impact' focusing events that are located in the long tail of the Power Law Distribution.

• Journal of the Society of Naval Architects of Korea
• /
• v.42 no.4 s.142
• /
• pp.299-306
• /
• 2005

To determine a guidance law which is suitable for Target Tracking System(TTS) of an underwater vehicle, the performance (hitting probability) of TTS were calculated with four different guidance schemes, considering underwater vehicle's manoeuvrability and characteristics of seeking equipment such as sonar To evaluate the performance of TTS with each guidance law, numerous target-tracking simulations of underwater vehicle were performed under the condition of target's various motion scenario. Furthermore, the effect of sonar characteristics to the performance of guidance law in TTS was studied by changing parameters of sonar such as frequency of ping and detecting error of target. The pursuit-tail guidance law showed the best performance among four different guidance laws. Complex motion of target from straight line to turning circle and zigzag movement, low frequency of sonar ping and large detecting error of target decreased the hitting probability.

• Proceedings of the KIEE Conference
• /
• 2008.04a
• /
• pp.89-90
• /
• 2008

AWGN(Addictive white gaussian noise)에 의해 영상은 자주 훼손되곤 한다. 최근 이를 복원하기위해 웨이블릿(Wavelet) 영역에서의 베이시안(Bayesian) 추정법이 연구되고 있다. 웨이블릿 변환된 영상 신호의 밀도 함수(pdf)는 표족한 첨두와 긴 꼬리(long-tail)를 갖는 경망이 있다. 이러한 사전 밀도 함수(a priori probability density function)를 상황에 적합하게 추정한다면 좋은 성능의 복원 결과를 얻을 수 있다. 빈번이 제안되는 릴도 함수로 가우시안(Gaussian) 분포 참수와 라플라스(Laplace) 분포 함수가 있다. 이들 각각의 모델은 훌륭히 변환 계수들을 모델링하며 나름대로의 장점을 나타낸다. 본 연구에서는 가우시안 분포와 라플라스(Laplace) 분포의 혼합 분포 모델을 밀도 함수로 제안하여, 이 들의 장점을 종합하였다. 이를 MAP(Maximum a Posteriori) 추정 방법에 적용하여 잡음을 제거 하였다. 그 결과 기존의 알고리즘에 비해 시각적인 면(Visual aspect), 수치적인 면(PSNR), 그리고 연산량(Complexity) 측면에서 망상된 결과를 얻었다.

• The Korean Journal of Applied Statistics
• /
• v.14 no.2
• /
• pp.333-344
• /
• 2001

통계적 추론에 사용되는 많은 통계량들은 평균벡터의 평활함수의 형태로 표현이 가능하다. 본 연구에서는 이들 통계량들의 분포함수에 대한 안부점근사법을 제시하였다. 이 방법은 Na(1998)에서 제시된 일반적 통계량의 분포함수에 대한 안부점근사법이 평균벡터의 평활함수모형에 특히 유용하게 사용될 수 있음을 보인 것이다. 이 근사법은 정규근사에 비해 근사의 정도가 뛰어나며, 특히 통계량의 꼬리부분의 확률에 대해서도 정확도가 그대로 유지되는 장점이 있어 정밀한 추론이 요구되는 많은 문제에 효과적으로 사용될 수 있다. 모의 실험에 사용할 평균벡터의 평활함수 모형으로는 스튜던트화 분산을 고려하였다.

• Journal of the Korean Operations Research and Management Science Society
• /
• v.29 no.4
• /
• pp.1-10
• /
• 2004

In this paper we study bounds for characteristics of stationary waiting times in (max, +)-linear systems with a Poisson arrival process. which are prevalent in manufacturing systems, kanban systems, cyclic and acyclic fork-and-join type systems, finite or infinite capacity tandem queues with various kinds of blocking, transportation systems, and telecommunication networks, and so on. Recently, some results on series expansion for characteristics, such as higher moments, Laplace transform, and tail probability, of transient and stationary waiting times in a class of (max, +)-linear systems via Taylor series expansions have been studied. In order to overcome the computational complexity in those results, we consider bounds for characteristics of stationary waiting times using valuable stochastic ordering results. Some numerical examples are also provided.

• Proceedings of the Computational Structural Engineering Institute Conference
• /
• 1992.04a
• /
• pp.134-139
• /
• 1992

This study introduces simple derivation of optimum load factors based on both cornell's MFOSM (Mean First Order End Moment) methods and Lind - Hasofers AFOSM (Advanced First Order 2nd Moment) methods and demonstrates the relationship between the optimum reliability, the load factors, the probability distributions selected to model the load, and a measure of relative failure cost. Although some of the cost parameters cannot be evaluated accurately and the upper tail characteristics of the distributions of the random loads remain uncertainty, this optimum reliability formulation provides insight on which Parameters are most significant in selecting appropriate load criteria for structure design.