• Title/Summary/Keyword: 확률변수 간 상관성

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Assessment of Internal Pressure Fragility of Containment Buildings considering the Correlation of Structural Material Variables (구조재료 변수 상관관계를 고려한 격납건물의 내압취약도 평가)

  • Hahm, Dae-Gi;Kim, Jung-Han;Choi, In-Kil;Lee, Hong-Pyo
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2011.04a
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    • pp.396-399
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    • 2011
  • 격납건물의 내압취약도 평가를 위하여 격납건물 구조재료 변수 각각의 재료특성 시험 결과를 분석하여 현재상태 중앙값 및 변동계수 값을 추정하였다. 추정된 값은 최근의 가동중 검사 결과와 큰 차이를 보이지는 않는 것으로 나타났다. 또한 추출된 구조재료 변수들의 재조합을 통해 상관성을 배제시키는 방법을 적용함으로서, 변수 간의 상관성이 격납건물 취약도 평가에 미치는 영향을 기존의 방법과 대비하여 분석하였다. 본 예제의 경우에는 의도치 않은 변수간 상관성에 의해 2%가량 내압성능이 작게 평가되는 결과가 발생하는 것으로 나타났다. 일반적인 문제의 경우 구조재료 변수의 특성과 추출된 변수의 임의성에 의해 영향이 증폭될 수 있기 때문에, 보다 합리적인 내압취약도 평가를 위해서는 상관관계 영향을 고려하는 것이 바람직하다고 할 수 있다.

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The Stochastic Finite Element Analysis and Reliability Analysis of the Cable Stayed Bridge Considered to Correlation of the Random Variable (확률변수의 상관성을 고려한 사장교의 확률유한요소해석 및 신뢰성해석)

  • Han, Sung Ho;Shin, Jae Chul
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.26 no.1A
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    • pp.21-33
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    • 2006
  • The reliability analysis can be conducted more effectively by formulating the stochastic finite element method suitable for the reliability theory about the cable stayed bridge. After conducting the initial equilibrium analysis of the cable stayed bridge, the program which can conduct the linear and nonlinear stochastic finite element analysis using the perturbation method and the reliability analysis considered to the correlation of the random variable is developed. Using the results of this program about the cable stayed bridge, the characteristic of the node displacement, element force and cable tension according to the correlation of the random variable is investigated quantitatively. Also the reliability index and the failure probability are examined by the compounding the correlation of the random variable.

A unified measure of association for complex data obtained from independence tests (혼합자료에서 독립성검정에 의한 연관성 측정)

  • Lee, Seung-Chun;Huh, Moon Yul
    • The Korean Journal of Applied Statistics
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    • v.34 no.4
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    • pp.523-536
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    • 2021
  • Although there exist numerous measures of association, most of them are lacking in generality in that they do not intend to measure the association between heterogeneous type of random variables. On the other hand, many statistical analyzes dealing with complex data sets require a very sophisticate measure of association. In this note, the p-value of independence tests is utilized to obtain a measure of association. The proposed measure of association have some consistency in measuring association between various types of random variables.

A Unified Measure of Association for Complex Data Obtained from Independence Tests (혼합자료에서 독립성 검정에 의한 연관성 측정)

  • 이승천;허문열
    • The Korean Journal of Applied Statistics
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    • v.16 no.1
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    • pp.151-167
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    • 2003
  • Although there exist numerous measures of association, most of them are lacking in generality in that they do not intend to measure the association between heterogeneous type of random variables. On the other hand, many statistical analyzes dealing with complex data sets require a very sophisticate measure of association. In this note, the p-value of independence tests is utilized to obtain a measure of association. The proposed measure of association have some consistency in measuring association between various types of random variables.

Cross Correlations between Probability Weighted Moments at Each Sites Using Monte Carlo Simulation (Monte Carlo 모의를 이용한 지점 간 확률가중모멘트의 교차상관관계)

  • Shin, Hong-Joon;Jung, Young-Hun;Heo, Jun-Haeng
    • Journal of Korea Water Resources Association
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    • v.42 no.3
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    • pp.227-234
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    • 2009
  • In this study, cross correlations among sample data at each site are calculated to obtain the asymptotic cross correlations among probability weighted moments at each site using Monte Carlo simulation. As a result, the relations between the asymptotic cross correlations among probability weighted moments and the inter-site dependence among sample data at each site are nearly a linear relation with slope 1. The smaller ratio of concurrent data size to entire sample size is, the weaker the relationship grows. Simple power function which the correction term in power function accounts for the differences of the sample size between two sites was fitted to each case to estimate the parameter. It is noted that this result can be used in the various researches which include the estimation of the variance of quantile considering cross correlations.

Design and Implementation of Travel Mode Choice Model Using the Bayesian Networks of Data Mining (데이터마이닝의 베이지안 망 기법을 이용한 교통수단선택 모형의 설계 및 구축)

  • Kim, Hyun-Gi;Kim, Kang-Soo;Lee, Sang-Min
    • Journal of Korean Society of Transportation
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    • v.22 no.2 s.73
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    • pp.77-86
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    • 2004
  • In this study, we applied the Bayesian Network for the case of the mode choice models using the Seoul metropolitan area's house trip survey Data. Sex and age were used lot the independent variables for the explanation or the mode choice, and the relationships between the mode choice and the travellers' social characteristics were identified by the Bayesian Network. Furthermore, trip and mode's characteristics such as time and fare were also used for independent variables and the mode choice models were developed. It was found that the Bayesian Network were useful tool to overcome the problems which were in the traditional mode choice models. In particular, the various transport policies could be evaluated in the very short time by the established relation-ships. It is expected that the Bayesian Network will be utilized as the important tools for the transport analysis.

Effects of Multicollinearity in Logit Model (로짓모형에 있어서 다중공선성의 영향에 관한 연구)

  • Ryu, Si-Kyun
    • Journal of Korean Society of Transportation
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    • v.26 no.1
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    • pp.113-126
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    • 2008
  • This research aims to explore the effects of multicollinearity on the reliability and goodness of fit of logit model. To investigate the effects of multicollinearity on the multinominal logit model, numerical experiments are performed. The exploratory variables(attributes of utility functions) which have a certain degree of correlations from (rho=) 0.0 to (rho=) 0.9 are generated and rho-squares and t-statistics which are the indices of goodness of fit and reliability of logit model are traced. From the well designed numerical experiments, following findings are validated : 1) When a new exploratory variable is added, some of rho-squares increase while the others decrease. 2) The higher relations between generic variables lead a logit model worse with respect to goodness of fit. 3) Multicollinearity has a tendency to produce over-evaluated parameters. 4) The reliability of the estimated parameter has a tendency to decrease when the correlations between attributes are high. These results suggest that we have to examine the existence of multicollinearity and perform the proper treatments to diminish multicollinearity when we develop logit model.

Comparative Analysis of Parameter Estimation Methods in Estimation of Spatial Distribution of Probability Rainfall (확률강우량의 공간분포추정에 있어서 매개변수 추정기법의 비교분석)

  • Seo, Young-Min;Yeo, Woon-Ki;Jee, Hong-Kee
    • Proceedings of the Korea Water Resources Association Conference
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    • 2011.05a
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    • pp.413-413
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    • 2011
  • 강우의 공간분포에 대한 신뢰성 있는 추정은 수자원 해석 및 설계에 있어서 필수적인 요소이다. 강우장의 공간변동성에 대한 고해상도 추정은 홍수, 특히 돌발홍수의 원인이 되는 국지성 호우의 확인 및 분석에 있어서 중요하다. 또한 강우의 공간 변동성에 대한 고려는 면적평균강우량 추정의 정확도를 향상시키는데 있어서 중요하며, 강우-유출모델의 모의결과에 대한 신뢰도를 향상시키는데 큰 영향을 미친다. 최근 공간자료에 대한 공간분포예측에 있어서 공간상관성을 고려할 수 있는 공간통계학적 기법의 적용이 증가하고 있으며, 이러한 공간통계학적 기법의 적용에 있어서 신뢰성 있는 모델 매개변수의 추정 및 불확실성 평가는 공간분포 예측결과에 대한 신뢰성을 향상시키는데 중요한 역할을 한다. 외국의 경우 공간분포예측 및 모의, 매개변수의 불확실성 평가 등과 관련하여 활발한 연구가 이루어지고 있는 반면 국내 수자원 분야에서는 아직까지 활발한 연구가 이루어지고 있지 않은 실정이다. 따라서 본 연구에서는 계층구조로 구성된 가우시안 공간선형혼합모델을 적용하여 확률강우량의 공간분포를 추정함에 있어서 모델 매개변수에 대한 추정기법을 비교하였으며, 매개변수 추정기법으로서 경험베리오그램에 대한 곡선적합기법인 보통최소제곱법 및 가중최소제곱법, 우도함수를 기반으로 하는 최우도법 및 REML과 같은 기존의 매개변수 추정기법들과 최근 공간통계학 분야에서 적용이 증가하고 있는 Bayesian 기법을 비교하였다. 이로부터 매개변수 추정기법 간의 매개변수 추정치에 대한 정량적 비교결과를 제시하였으며, Bayesian 기법의 적용을 통해 매개변수에 대한 불확실성 추정결과를 제시하였다. 이러한 결과들은 확률강우량의 공간분포 추정에 있어서 공간예측모델의 매개변수 추정 및 예측에 대한 신뢰성을 향상시킬 수 있는 기초자료로 활용될 수 있을 것이다.

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Modeling the Spatial Distribution of Roe Deer (Capreolus pygargus) in Jeju Island (제주 노루(Capreolus pygargus)의 서식지 선호도 분석)

  • KIM, A-Reum;LEE, Jae-Min;JANG, Gab-Sue
    • Journal of the Korean Association of Geographic Information Studies
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    • v.20 no.4
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    • pp.139-151
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    • 2017
  • The habitat preference of roe deers(Capreolus pygargus) in Jeju island, South Korea was analyzed by using their occurrence probability in MaxEnt model in this study. Totally 490 surveying data were gathered and 15 environmental variables were chosen for the model in which 6 variables out of 15 ones were filtered and finally removed because of there being higher correlation(over 0.7 in correlation coefficient). According to the modeling, roe deers were known to prefer the area ranging from 200 to 700 meter and over 1,500 meter in sea level, where there were not many dominant tree and/or dominant vegetation with low density so that understory vegetation can grow well with plentiful sunlight and can be used as a food of herbivore like roe deers. Otherwise, the region ranging from 700 to 1,500 meter was mostly covered with high density vegetation which cut off sunlight trying to penetrate through the dominant vegetation. It can cause a lower density of vegetation on surface, which can not attract to roe deers.

Risk Assessment for a Steel Arch Bridge System Based upon Response Surface Method Compared with System Reliability (체계신뢰성 평가와 비교한 응답면기법에 의한 강재아치교의 위험성평가)

  • Cho, Tae-Jun
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.20 no.3
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    • pp.273-279
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    • 2007
  • Probabilistic Risk Assessment considering statistically random variables is performed for the preliminary design of an Arch Bridge. Component reliabilities of girders have been evaluated using the response surfaces of the design variables at the selected critical sections based on the maximum shear and negative moment locations. Response Surface Method (RSM) is successfully applied for reliability analyses lot this relatively small probability of failure of the complex structure, which is hard to be calculated by Monte-Carlo Simulations or by First Order Second Moment method that can not easily calculate the derivative terms in implicit limit state functions. For the analysis of system reliability, parallel resistance system composed of girders is modeled as a parallel series connection system. The upper and lower probabilities of failure for the structural system have been evaluated and compared with the suggested prediction method for the combination of failure modes. The suggested prediction method for the combination of failure modes reveals the unexpected combinations of element failures in significantly reduced time and efforts, compared with the previous permutation method or conventional system reliability analysis method.