• Title/Summary/Keyword: 위험성 추정.결정

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A Comparative Study on the Infinite NHPP Software Reliability Model Following Chi-Square Distribution with Lifetime Distribution Dependent on Degrees of Freedom (수명분포가 자유도에 의존한 카이제곱분포를 따르는 무한고장 NHPP 소프트웨어 신뢰성 모형에 관한 비교연구)

  • Kim, Hee-Cheul;Kim, Jae-Wook
    • The Journal of Korea Institute of Information, Electronics, and Communication Technology
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    • v.10 no.5
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    • pp.372-379
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    • 2017
  • Software reliability factor during the software development process is elementary. Case of the infinite failure NHPP for identifying software failure, the occurrence rates per fault (hazard function) have the characteristic point that is constant, increases and decreases. In this paper, we propose a reliability model using the chi - square distribution which depends on the degree of freedom that represents the application efficiency of software reliability. Algorithm to estimate the parameters used to the maximum likelihood estimator and bisection method, a model selection based on the mean square error (MSE) and coefficient of determination($R^2$), for the sake of the efficient model, were employed. For the reliability model using the proposed degree of freedom of the chi - square distribution, the failure analysis using the actual failure interval data was applied. Fault data analysis is compared with the intensity function using the degree of freedom of the chi - square distribution. For the insurance about the reliability of a data, the Laplace trend test was employed. In this study, the chi-square distribution model depends on the degree of freedom, is also efficient about reliability because have the coefficient of determination is 90% or more, in the ground of the basic model, can used as a applied model. From this paper, the software development designer must be applied life distribution by the applied basic knowledge of the software to confirm failure modes which may be applied.

Elicitation of drought alternatives based on Water Policy Council and the role of Shared Vision Model (협의체 기반 가뭄 대응 대안 도출과 비전공유모형의 역할)

  • Kim, Gi Joo;Seo, Seung Beom;Kim, Young-Oh
    • Journal of Korea Water Resources Association
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    • v.52 no.6
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    • pp.429-440
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    • 2019
  • The numbers of multi-year droughts due to climate change are increasing worldwide. Boryeong Dam, located in Chungcheongnam-do, South Korea, was also affected by a 4-year drought from 2014 to 2017. Since traditional unilateral decision making processes to alleviate drought damage have, until now, resulted in conflicts between many of the involved groups, the need for active participation from both stakeholders and policymakers is greater than before. This study introduced Shared Vision Planning, a collaborative decision making process that involves participation from various groups of stakeholders, by organizing Water Policy Council for Climate Change Adaptation in Chungcheongnam-do. A Shared Vision Planning Model was then developed with a system dynamics software by working together with relevant stakeholders to actively reflect their requests through three council meetings. Multiple simulations that included various future climate change scenarios were conducted, and future drought vulnerability analysis results of Boryeong Dam and districts, in terms of frequency, length, and magnitude, were arrived at. It was concluded that Boryeong Dam was more vulnerable to future droughts than the eight districts. While the total water deficit in the eight districts was not so significant, their water deficit in terms of spatial discordance was proved to be more problematic. In the future, possible alternatives to the model will be implemented so that stakeholders can use it to agree on a policy for possible conflict resolutions.

The Assessing Comparative Study for Statistical Process Control of Software Reliability Model Based on Logarithmic Learning Effects (대수형 학습효과에 근거한 소프트웨어 신뢰모형에 관한 통계적 공정관리 비교 연구)

  • Kim, Kyung-Soo;Kim, Hee-Cheul
    • Journal of Digital Convergence
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    • v.11 no.12
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    • pp.319-326
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    • 2013
  • There are many software reliability models that are based on the times of occurrences of errors in the debugging of software. Software error detection techniques known in advance, but influencing factors for considering the errors found automatically and learning factors, by prior experience, to find precisely the error factor setting up the testing manager are presented comparing the problem. It is shown that it is possible to do asymptotic likelihood inference for software reliability models based on infinite failure model and non-homogeneous Poisson Processes (NHPP). Statistical process control (SPC) can monitor the forecasting of software failure and thereby contribute significantly to the improvement of software reliability. Control charts are widely used for software process control in the software industry. In this paper, we proposed a control mechanism based on NHPP using mean value function of logarithmic hazard learning effects property.

Development of Priority Assessment Model for Recovery from Urban Flooding considering Lifelines with Resilience (도심지 라이프라인을 고려한 도시침수피해 복구우선순위 산정모델 개발)

  • Hyung Jun Park;Chan Jin Jung;Dong Hyun Kim;Seung Oh Lee
    • Proceedings of the Korea Water Resources Association Conference
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    • 2023.05a
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    • pp.21-21
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    • 2023
  • 현재 구축되어있는 방재시설의 능력은 기후위기로 인해 수용가능한 극한강우량의 범위를 넘어서고 있어 대형화된 홍수로 인한 피해가 꾸준히 발생하고 있다. 이로 인해 잠재적 홍수로 인한 도시회복도 관리와 홍수로 수반되는 피해에 대한 복구의 중요도가 높아지고 있다. 회복도는 도시의 재해 취약성, 저항, 적응, 복구, 완화에 대한 능력을 포괄하는 개념으로써 최근 주목받고 있는 개념이지만 대부분의 연구는 주로 시설에 대한 회복도 평가가 이루어지고 있다 (Sen et al.,2021). 또한 재해 후 도시복구에 관한 연구는 다수 존재하지만 복구에 따른 지역의 회복도 변화와 라이프라인과 같은 주요 시설의 복구에 따른 회복도 차이를 고려한 연구는 미비한 실정이다. 따라서 본 연구에서는 도시침수 발생 후 라이프라인을 고려한 도시복구 우선순위 산정모델을 개발하고 재해관리의 효율성 향상측면에서 도시의 기능적 회복도를 평가하였다. 이를 위해 라이프라인 중 도로 복구결과의 평가를 위하여 리스크 매트릭스 기법을 이용한 도로위험도평가를 수행하였으며 도시의 회복도를 측정하였다. 회복도를 크게 홍수로부터 도시가 받은 영향과 재해복구역량으로 구성하였으며 정량적인 평가를 위해 각각 손상함수와 재해재난목적예비비를 활용하여 산정하였다. 이후 복구우선순위를 산정하였으며 복구와 도시회복도와의 관계를 분석하기 위하여 재해연보 자료를 기초로 회귀분석을 통해 복구비용을 추정하였다 (유순영 등.,2014). 시범지역에 적용한 결과 시설 및 도로 복구에 따른 도시영향의 변화보다 복구비사용으로 인한 재해복구역량의 변화가 더욱 크다는 것을 확인하였다. 이는 재해재난목적예비비의 중요성이 크다는 것을 의미하며 향후 추가적인 인문학적, 법제적 요소가 회복도에 미치는 영향을 연구한다면 도시회복도 향상 및 도시복구에 관한 정책적 의사결정에 큰 도움이 될 것이다.

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Applications of Fuzzy Theory on The Location Decision of Logistics Facilities (퍼지이론을 이용한 물류단지 입지 및 규모결정에 관한 연구)

  • 이승재;정창무;이헌주
    • Journal of Korean Society of Transportation
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    • v.18 no.1
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    • pp.75-85
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    • 2000
  • In existing models in optimization, the crisp data improve has been used in the objective or constraints to derive the optimal solution, Besides, the subjective environments are eliminated because the complex and uncertain circumstances were regarded as Probable ambiguity, In other words those optimal solutions in the existing models could be the complete satisfactory solutions to the objective functions in the Process of application for industrial engineering methods to minimize risks of decision-making. As a result of those, decision-makers in location Problems couldn't face appropriately with the variation of demand as well as other variables and couldn't Provide the chance of wide selection because of the insufficient information. So under the circumstance. it has been to develop the model for the location and size decision problems of logistics facility in the use of the fuzzy theory in the intention of making the most reasonable decision in the Point of subjective view under ambiguous circumstances, in the foundation of the existing decision-making problems which must satisfy the constraints to optimize the objective function in strictly given conditions in this study. Introducing the Process used in this study after the establishment of a general mixed integer Programming(MIP) model based upon the result of existing studies to decide the location and size simultaneously, a fuzzy mixed integer Programming(FMIP) model has been developed in the use of fuzzy theory. And the general linear Programming software, LINDO 6.01 has been used to simulate, to evaluate the developed model with the examples and to judge of the appropriateness and adaptability of the model(FMIP) in the real world.

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A Study on Risk Parity Asset Allocation Model with XGBoos (XGBoost를 활용한 리스크패리티 자산배분 모형에 관한 연구)

  • Kim, Younghoon;Choi, HeungSik;Kim, SunWoong
    • Journal of Intelligence and Information Systems
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    • v.26 no.1
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    • pp.135-149
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    • 2020
  • Artificial intelligences are changing world. Financial market is also not an exception. Robo-Advisor is actively being developed, making up the weakness of traditional asset allocation methods and replacing the parts that are difficult for the traditional methods. It makes automated investment decisions with artificial intelligence algorithms and is used with various asset allocation models such as mean-variance model, Black-Litterman model and risk parity model. Risk parity model is a typical risk-based asset allocation model which is focused on the volatility of assets. It avoids investment risk structurally. So it has stability in the management of large size fund and it has been widely used in financial field. XGBoost model is a parallel tree-boosting method. It is an optimized gradient boosting model designed to be highly efficient and flexible. It not only makes billions of examples in limited memory environments but is also very fast to learn compared to traditional boosting methods. It is frequently used in various fields of data analysis and has a lot of advantages. So in this study, we propose a new asset allocation model that combines risk parity model and XGBoost machine learning model. This model uses XGBoost to predict the risk of assets and applies the predictive risk to the process of covariance estimation. There are estimated errors between the estimation period and the actual investment period because the optimized asset allocation model estimates the proportion of investments based on historical data. these estimated errors adversely affect the optimized portfolio performance. This study aims to improve the stability and portfolio performance of the model by predicting the volatility of the next investment period and reducing estimated errors of optimized asset allocation model. As a result, it narrows the gap between theory and practice and proposes a more advanced asset allocation model. In this study, we used the Korean stock market price data for a total of 17 years from 2003 to 2019 for the empirical test of the suggested model. The data sets are specifically composed of energy, finance, IT, industrial, material, telecommunication, utility, consumer, health care and staple sectors. We accumulated the value of prediction using moving-window method by 1,000 in-sample and 20 out-of-sample, so we produced a total of 154 rebalancing back-testing results. We analyzed portfolio performance in terms of cumulative rate of return and got a lot of sample data because of long period results. Comparing with traditional risk parity model, this experiment recorded improvements in both cumulative yield and reduction of estimated errors. The total cumulative return is 45.748%, about 5% higher than that of risk parity model and also the estimated errors are reduced in 9 out of 10 industry sectors. The reduction of estimated errors increases stability of the model and makes it easy to apply in practical investment. The results of the experiment showed improvement of portfolio performance by reducing the estimated errors of the optimized asset allocation model. Many financial models and asset allocation models are limited in practical investment because of the most fundamental question of whether the past characteristics of assets will continue into the future in the changing financial market. However, this study not only takes advantage of traditional asset allocation models, but also supplements the limitations of traditional methods and increases stability by predicting the risks of assets with the latest algorithm. There are various studies on parametric estimation methods to reduce the estimated errors in the portfolio optimization. We also suggested a new method to reduce estimated errors in optimized asset allocation model using machine learning. So this study is meaningful in that it proposes an advanced artificial intelligence asset allocation model for the fast-developing financial markets.

Application of Spatial Data Integration Based on the Likelihood Ratio Function nad Bayesian Rule for Landslide Hazard Mapping (우도비 함수와 베이지안 결합을 이용한 공간통합의 산사태 취약성 분석에의 적용)

  • Chi, Kwang-Hoon;Chung, Chang-Jo F.;Kwon, Byung-Doo;Park, No-Wook
    • Journal of the Korean earth science society
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    • v.24 no.5
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    • pp.428-439
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    • 2003
  • Landslides, as a geological hazard, have caused extensive damage to property and sometimes result in loss of life. Thus, it is necessary to assess vulnerable areas for future possible landslides in order to mitigate the damage they cause. For this purpose, spatial data integration has been developed and applied to landslide hazard mapping. Among various models, this paper investigates and discusses the effectiveness of the Bayesian spatial data integration approach to landslide hazard mapping. In this study, several data sets related to landslide occurrences in Jangheung, Korea were constructed using GIS and then digitally represented using the likelihood ratio function. By computing the likelihood ratio, we obtained quantitative relationships between input data and landslide occurrences. The likelihood ratio functions were combined using the Bayesian combination rule. In order for predicted results to provide meaningful interpretations with respect to future landslides, we carried out validation based on the spatial partitioning of the landslide distribution. As a result, the Bayesian approach based on a likelihood ratio function can effectively integrate various spatial data for landslide hazard mapping, and it is expected that some suggestions in this study will be helpful to further applications including integration and interpretation stages in order to obtain a decision-support layer.

Assessment of water supply reliability under climate stress scenarios (기후 스트레스 시나리오에 따른 국내 다목적댐 이수안전도 평가)

  • Jo, Jihyeon;Woo, Dong Kook
    • Journal of Korea Water Resources Association
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    • v.57 no.6
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    • pp.409-419
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    • 2024
  • Climate change is already impacting sustainable water resource management. The influence of climate change on water supply from reservoirs has been generally assessed using climate change scenarios generated based on global climate models. However, inherent uncertainties exist due to the limitations of estimating climate change by assuming IPCC carbon emission scenarios. The decision scaling approach was applied to mitigate these issues in this study focusing on four reservoir watersheds: Chungju, Yongdam, Hapcheon, and Seomjingang reservoirs. The reservoir water supply reliablity was analyzed by combining the rainfall-runoff model (IHACRES) and the reservoir operation model based on HEC-ResSim. Water supply reliability analysis was aimed at ensuring the stable operation of dams, and its results ccould be utilized to develop either structural or non-structural water supply plans. Therefore, in this study, we aimed to assess potential risks that might arise during the operation of reserviors under various climate conditions. Using observed precipitation and temperature from 1995 to 2014, 49 climate stress scenarios were developed (7 precipitation scenarios based on quantiles and 7 temperature scenarios ranging from 0℃ to 6℃ at 1℃ intervals). Our study demonstrated that despite an increase in flood season precipitation leading to an increase in reservoir discharge, it had a greater impact on sustainable water management compared to the increase in non-flood season precipitation. Furthermore, in scenarios combining rainfall and temperature, the reliability of reservoir water supply showed greater variations than the sum of individual reliability changes in rainfall and temperature scenarios. This difference was attributed to the opposing effects of decreased and increased precipitation, each causing limitations in water and energy-limited evapotranspiration. These results were expected to enhance the efficiency of reservoir operation.

Autogeneous Shrinkage Characteristics of Ultra High Performance Concrete (초고성능 콘크리트의 자기수축 특성)

  • Kim, Sung-Wook;Choi, Sung;Lee, Kwang-Myong;Park, Jung-Jun
    • Journal of the Korea Concrete Institute
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    • v.23 no.3
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    • pp.295-301
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    • 2011
  • Recently, the use of UHPC made of superplasticizers, silica fume, and steel fibers has been increasing worldwide. Although UHPC has a very high strength as well as an excellent durability performance due to its dense microstructures, earlyage cracks may occur due to the high heat of hydration and autogenous shrinkage caused by low W/B and high unit cement content. The early-age shrinkage cracking of UHPC can be controlled by using the shrinkage reducers and expansive admixtures having autogenous shrinkage compensation effect. In this paper, ultrasonic pulse velocity of UHPC containing shrinkage reducers and expansive agents was measured to predict its stiffness change. Also, the effect of shrinkage reducers and expansive agents on the autogenous shinkage of UHPC was investigated through the shrinkage test of UHPC specimens. Furthermore, the material coefficients of autogenous shrinkage prediction model were determined using the autogenous shrinkage values of UHPC with age. Consequently, the test results showed that, by adding shrinkage reducers and expansive agents, the stiffness of UHPC was rapidly developed at early-ages and the autogenous shrinkage was considerably reduced.

Development of Traffic Prediction and Optimal Traffic Control System for Highway based on Cell Transmission Model in Cloud Environment (Cell Transmission Model 시뮬레이션을 기반으로 한 클라우드 환경 아래에서의 고속도로 교통 예측 및 최적 제어 시스템 개발)

  • Tak, Se-hyun;Yeo, Hwasoo
    • The Journal of The Korea Institute of Intelligent Transport Systems
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    • v.15 no.4
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    • pp.68-80
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    • 2016
  • This study proposes the traffic prediction and optimal traffic control system based on cell transmission model and genetic algorithm in cloud environment. The proposed prediction and control system consists of four parts. 1) Data preprocessing module detects and imputes the corrupted data and missing data points. 2) Data-driven traffic prediction module predicts the future traffic state using Multi-level K-Nearest Neighbor (MK-NN) Algorithm with stored historical data in SQL database. 3) Online traffic simulation module simulates the future traffic state in various situations including accident, road work, and extreme weather condition with predicted traffic data by MK-NN. 4) Optimal road control module produces the control strategy for large road network with cell transmission model and genetic algorithm. The results show that proposed system can effectively reduce the Vehicle Hours Traveled upto 60%.