• The Journal of Engineering Geology
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• v.14 no.2
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• pp.211-222
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• 2004

In this study, a probabilistic prediction model for debris flow occurrence was developed using a logistic regression analysis. The model can be applicable to metamorphic rocks and granite area. order to develop the prediction model, detailed field survey and laboratory soil tests were conducted both in the northern and the southern Gyeonggi province and in Sangju, Gyeongbuk province, Korea. The seven landslide triggering factors were selected by a logistic regression analysis as well as several basic statistical analyses. The seven factors consist of two topographic factors and five geological and geotechnical factors. The model assigns a weight value to each selected factor. The verification results reveal that the model has 90.74% of prediction accuracy. Therefore, it is possible to predict landslide occurrence in a probabilistic and quantitative manner.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.32 no.2
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• pp.93-101
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• 2019

The objective of this study is to develop a model which can predict the seismic performance of the slope relatively accurately and efficiently by using artificial neural network(ANN) technique. The quantification of such the seismic performance of the slope is not easy task due to the randomness and the uncertainty of the earthquake input and slope model. Under these circumstances, probabilistic seismic fragility analyses of slope have been carried out by several researchers, and a closed-form equation for slope seismic performance was proposed through a multiple linear regression analysis. However, a traditional statistical linear regression analysis has shown a limit that cannot accurately represent the nonlinearistic relationship between the slope of various conditions and seismic performance. In order to overcome these problems, in this study, we attempted to apply the ANN to generate prediction models of the seismic performance of the slope. The validity of the derived model was verified by comparing this with the conventional multi-linear and multi-nonlinear regression models. As a result, the models obtained through the ANN basically showed excellent performance in predicting the seismic performance of the slope, compared to the models obtained by the statistical regression analyses of the previous study.

• Proceedings of the Korean Reliability Society Conference
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• 2000.11a
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• pp.257-267
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• 2000

Mostly, the economic analyses for replacement of major components of nuclear power Plants(NPPs) have been performed in deterministic ways. However, the analysis results are more or less affected by the uncertainties associated with input variables. Therefore, it is desirable to use a probabilistic economic analysis method to properly consider uncertainty of real problem. In this paper, the probabilistic economic analysis method and decision analysis technique are briefly described. The probabilistic economy analysis method using decision analysis will provide efficient and accurate way of economic analysis for the repair and/or replace mai or components of NPPs.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.13 no.1
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• pp.147-158
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• 2000

For the large scale reinforced concrete cooling tower shells, the shape imperfection can be introduced due not only to mistakes in the process of construction but also to the long term behavior of concrete. The shape imperfection evokes the additional responses such as displacements and stresses in addition to the design values. In this study, the statistical behavior of the RC cooling tower shell due to the shape imperfection is investigated using the Monte Carlo simulation. The radius of cooling tower and the shell thickness are adopted as the parameters which cause the shape imperfection. The shape imperfection is modeled as a stochastic field rather than the local one of axisymmetric or bulge type of imperfection. The randomness in the radius is shown to be more affecting the structural responses than the randomness in the shell thickness. In addition to the geometrical randomness, the effect of randomness in the modulus of elasticity on the structural response is also investigated and compared with that of the geometrical ones.

• The Korean Journal of Applied Statistics
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• v.34 no.3
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• pp.461-475
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• 2021

Hidden Markov model (HMM) is a statistical model in which the system consists of two elements, hidden states and observable results. HMM has been actively used in various fields, especially for time series data in the financial sector, since it has a variety of mathematical structures. Based on the HMM theory, this research is intended to apply the domestic KOSPI200 stock index as well as the prediction of global stock indexes such as NIKKEI225, HSI, S&P500 and FTSE100. In addition, we would like to compare and examine the differences in results between the HMM and support vector regression (SVR), which is frequently used to predict the stock price, due to recent developments in the artificial intelligence sector.

• Journal of Korean Society for Geospatial Information Science
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• v.18 no.4
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• pp.61-69
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• 2010

The collapse of a slope or cut embankment brings much damage to life and property. Accordingly, it is very important to analyze the spatial distribution by calculating the landslide susceptibility in the estimation of the risk of landslide occurrence. The heuristic, statistic, deterministic, and probabilistic methods have been introduced to make landslide susceptibility maps. In many cases, however, the reliability is low due to insufficient field data, and the qualitative experience and knowledge of experts could not be combined with the quantitative mechanical?analysis model in the existing methods. In this paper, new modeling method for a probabilistic landslide susceptibility analysis combined Bayesian Network with ontology model about experts' knowledge and spatial data was proposed. The ontology model, which was made using the reasoning engine, was automatically converted into the Bayesian Network structure. Through conditional probabilistic reasoning using the created Bayesian Network, landslide susceptibility with uncertainty was analyzed, and the results were described in maps, using GIS. The developed Bayesian Network was then applied to the test-site to verify its effect, and the result corresponded to the landslide traces boundary at 86.5% accuracy. We expect that general users will be able to make a landslide susceptibility analysis over a wide area without experts' help.

• Proceedings of the Korea Water Resources Association Conference
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• 2022.05a
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• pp.200-200
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• 2022

본 연구에서는 총 강우량과 강우강도을 고려한 이변수 분석으로 연최대 호우사상을 선별하고, 두 변수를 Copula 함수로 결합하여 최적의 모델조합을 찾는 확률호우사상 산정 방법론을 제시하였다. 국내 69개 관측소의 2020년까지의 관측 자료를 대상으로 1mm 이하의 강우는 제거한 뒤, IETD(Inter-Event Time Definition) 12시간을 기준으로 강우자료를 독립적인 호우사상으로 분리하였다. 호우사상의 여러 특성 중 양의 상관관계를 갖는 총 강우량과 강우강도를 변수로 선택해 이변수 지수분포에 대입하였고, 각 지점의 연최대 호우사상 시계열을 생성하였다. 2변수 지수분포의 매개변수는 전체 기간과 연도별로 나누어 추정해 본 결과 연도별 변동성이 큰 것을 확인해 연도별 추정 방식을 선택하였다. 연최대 강우사상 시계열의 총 강우량과 강우강도는 극한 강우에 적용하는 확률분포형 중 Lognarmal, Gamma, Gumbel, GEV(Generalized Extreme Value), GPD(Generalized Pareto Distribution) 5가지를 사용하여 각각 CDF(Cumulative distribution Function) 값을 추정하였다. 계산된 CDF 값은 3가지 Copula 모형으로 결합해 joint CDF 값을 산출하였다. 총 75개의 모델조합 중 최적 모델을 찾기 위해 CVM(Cramer-von-Mises) 적합도 검정을 시행하였다. CVM의 통계량 Sn 값이 가장 작은 모델조합을 해당 지점의 최적 모델조합으로 선정하였다.

• Journal of the Korean earth science society
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• v.35 no.1
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• pp.69-87
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• 2014

This paper suggests a conditional simulation framework based on multiple data transformations for geostatistical simulation of compositional data. First, log-ratio transformation is applied to original compositional data in order to apply conventional statistical methodologies. As for the next transformations that follow, minimum/maximum autocorrelation factors (MAF) and indicator transformations are sequentially applied. MAF transformation is applied to generate independent new variables and as a result, an independent simulation of individual variables can be applied. Indicator transformation is also applied to non-parametric conditional cumulative distribution function modeling of variables that do not follow multi-Gaussian random function models. Finally, inverse transformations are applied in the reverse order of those transformations that are applied. A case study with surface sediment compositions in tidal flats is carried out to illustrate the applicability of the presented simulation framework. All simulation results satisfied the constraints of compositional data and reproduced well the statistical characteristics of the sample data. Through surface sediment classification based on multiple simulation results of compositions, the probabilistic evaluation of classification results was possible, an evaluation unavailable in a conventional kriging approach. Therefore, it is expected that the presented simulation framework can be effectively applied to geostatistical simulation of various compositional data.

• The Korean Journal of Applied Statistics
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• v.24 no.1
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• pp.83-92
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• 2011

This paper examines empirically Durham's (2008) asset pricing models to the KOSPI200 index. This model Incorporates the VKOSPI index as a proxy for 1 month integrated volatility. This approach uses option prices to back out implied volatility states with an explicitly speci ed risk-neutral measure and risk premia estimated from the data. The application uses daily observations of the KOSPI200 and VKOSPI indices from January 2, 2003 to September 24, 2010. The empirical results show that non-affine model perform better than affine model.

• Economic and Environmental Geology
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• v.40 no.1 s.182
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• pp.115-128
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• 2007

This study proposed a modified logistic regression model for a probabilistic prediction of debris flow on natural terrain at the granitic rock area. The modified model dose not contain any categorical factors that were used in the previous model and secured higher reliability of prediction than that of the previous one. The modified model is composed of lithology, two factors of geomorphology, and three factors of soil property. Verification result shows that the prediction reliability is more than 86%. Using the modified regression model, the landslide prediction maps were established. In case of Sacheon area, the prediction map showed that the landslide occurrence was not well corresponded with the model since, even though the forest-fred area was distributed on the center of the model, no factors were considered for the landslide predictions. On the other hand, the prediction model was well corresponded with landslide occurrence at Jumunjin-Yeongok area. The prediction model developed in this study has very high availability to employ in other granitic areas.