• Journal of Korea Port Economic Association
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• v.26 no.4
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• pp.88-100
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• 2010

This paper investigates the influence of industrial activity volatility and exchange rate volatility on import container volume of the Korea during the 1999:1- 2010:9. Conditional variance from the GARCH(1, 1) model is applied as the volatility. The Johansen multivariate cointegration method and the error correction (general-to-specific) method are applied to study the relationship between import volume and its determinants. The empirical results show that volatility has statistically significant negative effect on import volume.

• Journal of Advanced Navigation Technology
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• v.25 no.6
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• pp.551-556
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• 2021

In this paper, we deal with the stability condition of linear interval discrete systems with time-varying delays and unstructured uncertainty. For the interval discrete system which has interval matrix as its system matrices, time-varying delay time within some interval value and unstructured uncertainty which can include non-linearity and be expressed by only its magnitude, the stability condition is proposed. Compared with the previous result derived by using a upper bound solution of the Lyapunov equation, the new results are derived by the form of simple inequality based on Lyapunov stability condition and have the advantage of being more effective in stability application. Furthermore, the proposed stable conditions are very comprehensive and powerful, including the previously published stable conditions of various linear discrete systems. The superiority of the new condition is proven in the derivation process, and the utility and superiority of the proposed condition are examined through numerical example.

• Korea Trade Review
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• v.42 no.4
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• pp.1-20
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• 2017

This study is to investigate the dynamic relationship between international capital flows and won exchange rate to the major currency in Korea. As the results of Granger causality test, international capital flows Granger-cause currency rate volatility in the short term. However, over time, won exchange rate volatility Granger-cause international capital flows in Korea. According to the results by period divided based on 2008 financial crisis, international capital flows have the significant effects on won-dollar exchange rate volatility before 2008 crisis although currency rate volatility Granger-cause international capital flows after the crisis. As the results of impulse-response function of the basis of VAR, foreign exchange rate volatility has no connection with international capital flows before the crisis while it doesn't after. After the crisis, currency rate volatility has promoted international capital flows, while its influence diminishes as time passes. As these results, the uncertainty of foreign exchange market tend to influence the international capital flows rather than vice versa in Korea. Thus, it would be a more effective policy to control the uncertainty of market than the direct restrictions international capital flows.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.28 no.4
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• pp.351-359
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• 2015

In order to exactly evaluate the seismic collapse capacity of a structure, probabilistic approach is required by considering uncertainties related to its structural properties and ground motion. Regardless of the types of uncertainties, they influence on the seismic response of a structures and their effects are required to be estimated. An incremental dynamic analysis(IDA) is useful to investigate uncertainty-propagation due to ground motion. In this study, a 3-story steel moment-resisting frame is selected for a prototype frame and analyzed using the IDA. The uncertainty-propagation is assessed with categorized parameters representing epistemic uncertainties, such as the seismic weight, the inherent damping, the yield strength, and the elastic modulus. To do this, the influence of the uncertainty-propagation to the seismic collapse capacity of the prototype frame is probabilistically evaluated using the incremental dynamic analyses based on the Monte-Carlo simulation sampling with the Latin hypercube method. Of various parameters related to epistemic uncertainty-propagation, the inherent damping is investigated to be the most influential parameter on the seismic collapse capacity of the prototype frame.

• Journal of the Korean Geotechnical Society
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• v.22 no.11
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• pp.101-111
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• 2006

Slope stability analysis is a geotechnical engineering problem characterized by many sources of uncertainty. Some of them are connected to the variability of soil properties involved in the analysis. In this paper, a numerical procedure of probabilistic analysis of slope stability is presented based on Spencer's method of slices. The deterministic analysis is extended to a probabilistic approach that accounts fur the uncertainties and spatial variation of the soil parameters. The procedure is based on the first-order reliability method to compute the Hasofer-Lind reliability index and Monte-Carlo Simulation. A probabilistic stability assessment was performed to obtain the variation of failure probability with the variation of soil parameters in homogeneous and layered slopes as an example. The examples give insight into the application of uncertainty treatment to the slope stability and show the impact of the spatial variability of soil properties on the outcome of a probabilistic assessment.

• Proceedings of the Korea Water Resources Association Conference
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• 2012.05a
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• pp.49-53
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• 2012

본 연구는 불확실성을 고려하여 홍수 취약성 평가를 정량화하기 위한 새로운 방법을 제시하였다. 현실 세계로부터 얻는 많은 정보들은 불확실성을 가지고 있으므로 본 연구는 우리나라의 공간적 홍수 취약성을 산정하기 위해 Fuzzy TOPSIS기법을 사용하였다. 또한 Fuzzy TOPSIS의 결과를 TOPSIS 및 가중합계법을 적용한 결과와 비교하였다. 그 결과 일부 지역의 취약성 순위가 큰 폭으로 역전되는 현상을 보였다. Spearman 순위 상관분석을 실시한 결과 TOPSIS와 가중합계법의 순위는 높은 일치성을 보였으나 Fuzzy TOPSIS의 순위와는 상당히 일치하지 않은 결과를 나타냈다. 즉, Fuzzy 개념을 반영하여 지역별 취약성을 산정할 경우 우선순위의 변동이 크게 발생할 수 있으므로 본 연구에서 제시한 모형도 하나의 취약성 평가의 방법이 될 수 있다.

• Proceedings of the Korea Water Resources Association Conference
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• 2021.06a
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• pp.355-355
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• 2021

극한 폭염사상은 지난 20세기 이후 점점 더 빈번하게 발생하고 있으며, 더 광범위한 지역에서 발생하고 있다. 이러한 폭염사상은 다가오는 지구 온난화 시대에서 그 강도가 더 강해지고 지속기간이 길어질 것으로 예상되고 있다. 본 연구에서는 극한강우에 대한 강우강도-지속기간-빈도(intensity-duration-frequency, IDF)곡선의 개념을 폭염사상에 적용하여 미래의 극심한 폭염사상에 대한 발생확률, 강도 및 지속날짜(heat wave intensity-persistence day-frequency, HPF) 간의 관계를 확인해보고자 한다. 또한 해당 모델의 불확실성은 베이지안 기법을 이용하여 분석하였다. 우리나라 6개 주요 지역(대관령, 서울, 대전, 대구, 광주, 부산)에 대해 16개의 미래 일 최대 기온 앙상블 자료를 이용하여 비정상성 HPF곡선을 적용하였다. 미래 극한 폭염 앙상블 결과를 분석한 결과, 2050년을 기준으로 지속기간 2일에 대해 극한 폭염의 강도가 RCP 4.5 이하 시나리오 기준 1.23 ~ 1.69 ℃ 범위에서 상승할 가능성이 높은 것으로 나타났으며, RCP 8.5 이하 시나리오 기준의 경우 1.15 ~ 1.96 ℃ 범위로 나타났다. 또한 HPF 모델의 매개변수 추정으로 인한 불확실성의 경우, 다양한 기후 모델의 변동성으로 인한 불확실성보다 크게 나타났다. 모델의 매개변수 추정에 따른 불확실성을 반영한 결과, 2010~2050년에 해당하는 폭염의 강도에 대한 delta change의 95% 신뢰구간은 RCP 4.5 이하에서 0.53 ~ 4.94 ℃, RCP 8.5 이하에서 0.89 ~ 5.57 ℃로 나타났다.

• Journal of Nuclear Fuel Cycle and Waste Technology(JNFCWT)
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• v.6 no.2
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• pp.141-145
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• 2008

Due to the uncertainties resulting from cost projection, evaluation over long term period, and adequacy of applied discount rate, the economic assessment for back-end fuel cycle is different from each organizations or individuals. In this paper, the features and limitations of some noticeable economic evaluations were investigated and analysed to contribute for the public participation and back-end fuel cycle policy related researches. As a result of analysis, we found that the reprocess and recycling is more economical than direct disposal option, but the result includes high uncertainty that depends on the input parameters.

• Journal of the Korean Geotechnical Society
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• v.25 no.6
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• pp.73-88
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• 2009

Geotechnical variability is a complex feature that results from many independent sources of uncertainties, and is mainly affected by inherent variability and measurement errors. This study evaluates the coefficient of variation (COV) of soil properties and soil layers at Song-do region in Korea. Since soil variability is sensitive to soil layers and soil types, the Cays by soil layers (reclaimed layer and marine layer) and the COVs by soil types (clay and silt) were separately evaluated. It is observed that geotechnical variability of marine layer and clay is relatively smaller than that of reclamation layer and silt. And, the highly weathered rock and soil show the higher cays in the interpretation of the strength parameters of the fresh and weathered rock. And the proposed COV of Songdo area can be used for the reliability-based design procedure.

• Korea journal of population studies
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• v.33 no.1
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• pp.161-189
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• 2010

Dealing with uncertainty has been a critical issue in demographic and population forecasting since 1980. This study reviews methodological developments in demographic and population forecasting over the last several decades. First, this study reviews the important issue of the uncertainty surrounding demographic forecasts. Several limitations of the traditional scenario approach to dealing with uncertainty are also discussed. Second, in forecasting demographic processes such as mortality, fertility, and migration, three approaches of stochastic forecasting are identified and discussed: expert judgment, statistical modeling, and analysis of historical forecast errors. Finally, this study discusses the current issues and directions for future research in stochastic demographic forecasting.