• Title/Summary/Keyword: 불확실성/민감도 분석 방법론

Search Result 30, Processing Time 0.024 seconds

Predicting Construction Project Cost using Sensitivity Analysis in Stochastic Project Scheduling Simulation (SPSS) (확률 통계적 일정 시뮬레이선 - 민감도 분석을 이용한 최종 공사비 예측)

  • Lee Dong-Eun;Park Chan-Sik
    • Korean Journal of Construction Engineering and Management
    • /
    • v.6 no.4 s.26
    • /
    • pp.80-90
    • /
    • 2005
  • Activity durations retain probabilistic and stochastic natures due to diverse factors causing the delay or acceleration of activity completion. These natures make the final project duration to be a random variable. These factors are the major source of financial risk. Extending the Stochastic Project Scheduling Simulation system (SPSS) developed in previous research; this research presents a method to estimate how the final project duration behaves when activity durations change randomly. The final project cost is estimated by considering the fluctuation of indirect cost, which occurs due to the delay or acceleration of activity completion, along with direct cost assigned to an activity. The final project cost is estimated by considering how indirect cost behaves when activity duration change. The method quantifies the amount of contingency to cover the expected delay of project delivery. It is based on the quantitative analysis to obtain the descriptive statistics from the simulation outputs (final project durations). Existing deterministic scheduling method apply an arbitrary figures to the amount of delay contingency with uncertainty. However, the stochastic method developed in this research allows computing the amount of delay contingency with certainty and certain degree of confidence. An example project is used to illustrate the quantitative analysis method using simulation. When the statistical location and shape of probability distribution functions defining activity durations change, how the final project duration and cost behave are ascertained using automated sensitivity analysis method

The Use of Reliability-based Approach to Design Anchored Sheet Pile Walls (신뢰성에 근거한 앵커 널말뚝의 설계방안 연구)

  • Kim, Hyung-Bae;Lee, Seoung-Ho
    • Journal of the Korean Geotechnical Society
    • /
    • v.18 no.3
    • /
    • pp.95-104
    • /
    • 2002
  • In this study, a reliability-based design (RBD) procedure for determining design values fur anchored sheet pile wall is proposed considering overturning about the anchor point as the major failure mode. In this design procedure, the depth of embedment of the sheet pile wall is logically chosen in accordance with degrees of uncertainties of design input parameters using approximate probabilistic computation methods. These methods have been successfully used in the geotechnical engineering requiring neither understandings of complex probabilistic theories nor efforts to prepare more data. It was investigated that the design results by the proposed method were compatible with those by commonly used deterministic design methods. Additionally, in an effort to investigate the effects of changes in the degree of uncertainties of major design variables on the design results of the sheet pile wall, a sensitivity analysis was peformed.

Surrogate Model-Based Global Sensitivity Analysis of an I-Shape Curved Steel Girder Bridge under Seismic Loads (지진하중을 받는 I형 곡선거더 단경간 교량의 대리모델 기반 전역 민감도 분석)

  • Jun-Tai, Jeon;Hoyoung Son;Bu-Seog, Ju
    • Journal of the Society of Disaster Information
    • /
    • v.19 no.4
    • /
    • pp.976-983
    • /
    • 2023
  • Purpose: The dynamic behavior of a bridge structure under seismic loading depends on many uncertainties, such as the nature of the seismic waves and the material and geometric properties. However, not all uncertainties have a significant impact on the dynamic behavior of a bridge structure. Since probabilistic seismic performance evaluation considering even low-impact uncertainties is computationally expensive, the uncertainties should be identified by considering their impact on the dynamic behavior of the bridge. Therefore, in this study, a global sensitivity analysis was performed to identify the main parameters affecting the dynamic behavior of bridges with I-curved girders. Method: Considering the uncertainty of the earthquake and the material and geometric uncertainty of the curved bridge, a finite element analysis was performed, and a surrogate model was developed based on the analysis results. The surrogate model was evaluated using performance metrics such as coefficient of determination, and finally, a global sensitivity analysis based on the surrogate model was performed. Result: The uncertainty factors that have the greatest influence on the stress response of the I-curved girder under seismic loading are the peak ground acceleration (PGA), the height of the bridge (h), and the yield stress of the steel (fy). The main effect sensitivity indices of PGA, h, and fy were found to be 0.7096, 0.0839, and 0.0352, respectively, and the total sensitivity indices were found to be 0.9459, 0.1297, and 0.0678, respectively. Conclusion: The stress response of the I-shaped curved girder is dominated by the uncertainty of the input motions and is strongly influenced by the interaction effect between each uncertainty factor. Therefore, additional sensitivity analysis of the uncertainty of the input motions, such as the number of input motions and the intensity measure(IM), and a global sensitivity analysis considering the structural uncertainty, such as the number and curvature of the curved girders, are required.

Exploratory Sensitivity Analysis of Environmental Equity to Spatial to Measures (공간척도 유형에 따른 환경적 형평성의 민감도 분석)

  • Jun, Byong-Woon
    • Journal of the Korean association of regional geographers
    • /
    • v.12 no.4
    • /
    • pp.508-521
    • /
    • 2006
  • The results of environmental equity analysis vary dramatically depending on different methods used. The information and data available to the researcher are also often uncertain and imprecise in empirical studies. A sensitivity analysis approach was used too handle uncertainties and methodological inconsistencies in environmental equity analysis. This paper explores the sensitivity of environmental equity analysis to two spatial measures such as proximity and scale. Two experiments were implemented to evaluate the effects of two spatial measures on the environmental equity analysis using a combination of control and experimental factors. Fulton County, Georgia was selected as a case study area for these experiments. Two major data sets including demographic characteristics and toxic release inventory (TRI) database for the study area in 1990 were integrated into a GIS environment. Two statistical analyses such as independent samples t-test and coefficient of variation were performed to determine the environmental equity in the study area and to compare the relative variability in the socioeconomic characteristics of populations over different spatial measures. The findings from two experiments indicate that the outcomes of environmental equity analysis are slightly sensitive to the buffer distance used to determine the impact zones of TRI facilities, but not to the geographic scale used in the analysis. The findings also suggest that the consequences of these choices can alter spatially and statistically the results in environmental equity analysis.

  • PDF

Quantification of Reactor Safety Margins for Large Break LOCA with Application of Realistic Evaluation Methodology (최적평가 방법론의 적용에 의한 대형냉각재 상실사고시의 원자로 안전여유도의 정량화)

  • B.D. Chung;Lee, Y.J.;T.S. Hwang;Lee, W.J.;Lee, S.Y.
    • Nuclear Engineering and Technology
    • /
    • v.26 no.3
    • /
    • pp.355-366
    • /
    • 1994
  • The USNRC issued a revised ECCS rule that allows the use of best estimate computer codes for safety analysis. The rule also requires an estimation of uncertainty in calculated system response when applying the best estimate computer codes. A practical realistic evaluation methodology to evaluate the ECCS performance that satisfies the requirements of the ECCS rule has been developed and this paper describes the application of new realistic evaluation methodology to large break LOCA for, the demonstration of the new methodology. The computer code RELAP5/MOD3/KAERI, which was improved from RELAP5/MOD3.1, was used as the best estimate code in the application. The uncertainty of the code was evaluated by assessing several separate and integral effect tests, and for the application to actual plant Kori 3 & 4 was selected as the reference plant. Response surfaces for blowdown and reflood PCTs were generated from the results of the sensitivity analyses and probability distribution functions were established by random sampling or Monte-Carlo method for each response surface. Final uncertainties were quantified at 95% probability level and safety margins for large break LOCA were discussed.

  • PDF

The Sensitivity Analysis and Safety Evaluations of Cable Stayed Bridges Based on Probabilistic Finite Element Method (확률유한요소해석에 의한 사장교의 민감도 분석 및 안전성 평가)

  • Han, Sung-Ho;Cho, Tae-Jun;Bang, Myung-Seok
    • Journal of the Korea institute for structural maintenance and inspection
    • /
    • v.11 no.1
    • /
    • pp.141-152
    • /
    • 2007
  • Considering uncertainties of random input data, it is more reasonable to use probabilistic method than the conventional deterministic method for the design of structures or for the assessment of the responses of structures, which are designed as safe even under extreme loads. Therefore, to assess the quantitative effects of the constructed cable stayed bridge by the input random variables, a sensitivity analysis is studied. Using perturbation method, an analysis program is developed for the iterative probabilistic finite element analyses and sensitivity analyses of the cable stayed bridge, except the initial shape analysis. Monte-Carlo Simulations were used for the verification of the developed program. The results of sensitivity analysis shows the governing effects of external loads. Because the results also provide the sensitive effects of the stiffness of members and the magnitudes of prestressing force of cables, the developed

Effects of Structural Parameter Variations on Dynamic Responses (해석(解析)모델의 구조변수(構造變數) 변동(變動)이 동적응답에 미치는 영향(影響))

  • Park, Hyung Ghee;Lim, Boo Young
    • KSCE Journal of Civil and Environmental Engineering Research
    • /
    • v.13 no.3
    • /
    • pp.59-67
    • /
    • 1993
  • The variations of the natural frequencies and the peak response acceleration at the top of prestressed concrete reactor building due to random variability and/or model uncertainty of structural parameters are studied. The results may be used as essential input parameters in seismic probabilistic risk assessment or seismic margin assessment of the reactor building. The sensitivity test of each structural parameter is first performed to determine the most influential parameter upon the natural frequency of structure model. Then Monte Carlo simulation technique is applied to evaluate the effect of parameter variation on the natural frequencies and the peak response acceleration. The acceleration time history is obtained by direct integration scheme. As the study results, it is found that the fundamental natural frequency and the peak response acceleration at the top of the building are most strongly affected by Young's modulus among the structural parameters, in which the value of mean plus one standard deviation obtained by probabilistic approach deviates up to about (+)12% from the result of deterministic method. Considering the uncertainty of flexural rigidity, the structural responses vary in range of (-)4%~(+)14%.

  • PDF

Radiological Risk Assessment for $^{99m}Tc$ Generator using Uncertainty Analysis (불확실성 분석을 이용한 $^{99m}Tc$ 발생기 사용의 방사선위험도 평가)

  • Jang, H.K.;Kim, J.Y.;Lee, J.K.
    • Journal of Radiation Protection and Research
    • /
    • v.29 no.2
    • /
    • pp.129-139
    • /
    • 2004
  • Recently, much attentions are paid to the risk associated with increased uses of medium size radiation sources in medical and industrial fields. In this study, radiation risks to the worker and to the general public due to $^{99m}Tc$ generator were assessed for both normal and accident conditions. Based on the event tree technique, exposure scenarios for various situations were derived. Uncertainty analysis based on the Monte-Carlo technique was applied to the risk assessment for workers and members of the public in the vicinity of the work place. In addition, sensitivity analysis was performed on each of the five independent input parameters to identify importance of the parameters with respect to the resulting risk. Because the frequencies of normal tasks are fat higher than those of accidents, the total risk associated with normal tasks were higher than the accident risk. The annual dose due to normal tasks were $0.6mSv\;y^{-1}$ for workers and $0.014mSv\;y^{-1}$ for public, while in accident conditions $3.96mSv\;y^{-1}\;and\;0.0016mSv\;y^{-1}$, respectively. Uncertainty range of accident risk was higher by 10 times than that of normal risk. Sensitivity analysis revealed that source strength, working distance and working time were crucial factors affecting risk. This risk analysis methodology and its results will contribute to establishment of risk-informed regulation for medium and large radioactive sources.

Application of Real Option based Life Cycle Cost Analysis for Reflecting Operational Flexibility in Solar Heating Systems (실물옵션 기반의 LCC분석을 통한 태양열난방시스템의 운영유연성 반영 방안)

  • Choi, Ju-Yeong;Kim, Hyeong-Bin;Son, Myung-Jin;Hyun, Chang-Taek
    • Korean Journal of Construction Engineering and Management
    • /
    • v.16 no.4
    • /
    • pp.70-79
    • /
    • 2015
  • With the rise of the interest in a renewable system, the importance of the Life Cycle Cost Analysis(LCCA), an economic evaluation tool, has been increasing. However, there is an inevitable gap between a real cost and an estimation from LCCA because of the uncertainty of the external environment in real world. As the input variables in an analysis, such as a real discount rate and an energy cost, ares subject to change as time goes by, strategic decision on the current operating system is made depending on the real cost. Current economic evaluation approaches have treated only the fluctuation of input variables without consideration of the flexibility in operation, which has consequently led to the impairment on the reliability of LCCA. Therefore, new approach needs to be proposed to consider both the uncertainty of input variables and operational flexibility. To address this issue, the application of the Real Option to LCCA is presented in this study. Through a case analysis of LCCA of a solar heating system, the limits and current status of LCCA are identified. As a result, quantitative presentation of strategic decisions has been added in the new approach to implement the traditional approach.

Theoretical and Empirical Issues in Conducting an Economic Analysis of Damage in Price-Fixing Litigation: Application to a Transportation Fuel Market (담합관련 손해배상 소송의 경제분석에서 고려해야 할 이론 및 실증적 쟁점: 수송용 연료시장에의 적용)

  • Moon, Choon-Geol
    • Environmental and Resource Economics Review
    • /
    • v.23 no.2
    • /
    • pp.187-224
    • /
    • 2014
  • We present key issues to consider in estimating damages from price-fixing cases and then apply the procedure addressing those issues to a transportation fuel market. Among the five methods of overcharge calculation, the regression analysis incorporating the yardstick method is the best. If the price equation relates the domestic price to the foreign price and the exchange rate as in the transportation fuel market, the functional form satisfying both logical consistency and modeling flexibility is the log-log functional form. If the data under analysis is of time series in nature, then the ARDL model should be the base model for each market and the regression analysis incorporating the yardstick method combines these ARDL equations to account for inter-market correlation and arrange constant terms and collusion-period dummies across component equations appropriately so as to identify the overcharge parameter. We propose a two-step test for the benchmarked market: (a) conduct market-by-market Spearman or Kendall test for randomness of the individual market price series first and (b) then conduct across-market Friedman test for homogeneity of the market price series. Statistical significance is the minimal requirement to establish the alleged proposition in the world of uncertainty. Between the sensitivity analysis and the model selection process for the best fitting model, the latter is far more important in the economic analysis of damage in price-fixing litigation. We applied our framework to a transportation fuel market and could not reject the null hypothesis of no overcharge.