• Title/Summary/Keyword: 확률이론

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Evaluation of the Probability of Failure in Rock Slope Using Fuzzy Reliability Analysis (퍼지신뢰도(fuzzy reliability) 해석기법을 이용한 암반사면의 파괴확률 산정)

  • Park, Hyuck-Jin
    • Economic and Environmental Geology
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    • v.41 no.6
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    • pp.763-771
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    • 2008
  • Uncertainties are pervasive in engineering geological problems. Therefore, the presence of uncertainties and their significance in analysis and design of slopes have been recognized. Since the uncertainties cannot be taken into account by the conventional deterministic approaches in slope stability analysis, the probabilistic analysis has been considered as the primary tool for representing uncertainties in mathematical models. However, some uncertainties are caused by incomplete information due to lack of information, and those uncertainties cannot be handled appropriately by the probabilistic approach. For those uncertainties, the theory of fuzzy sets is more appropriate. Therefore, in this study, fuzzy reliability analysis has been proposed in order to deal with the uncertainties which cannot be quantified in the probabilistic analysis due to the limited information. For the practical example, a slope is selected in this study and both the probabilistic analysis and the fuzzy reliability analysis have been carried out for planar failure. In the fuzzy reliability analysis, the dip angle and internal friction angle of discontinuity are considered as triangular fuzzy numbers since the random properties of the variables cannot be obtained completely under the conditions of limited information. In the study, the fuzzy reliability index and the probabilities of failure are evaluated from fuzzy arithmetic and compared to those from the probabilistic approach using Monte Carlo simulation and point estimate method. The analysis results show that the fuzzy reliability analysis is more appropriate for the condition that the uncertainties arise due to incomplete information.

베이지안 기법에 근거한 선박사고 발생 확률 계산에 관한 연구

  • Im, Jeong-Bin
    • Proceedings of the Korean Institute of Navigation and Port Research Conference
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    • 2007.12a
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    • pp.65-67
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    • 2007
  • 기존 선박사고 자료를 이용하여 향후 발생 가능한 선박사고의 확률을 계산하기 위한 이론과 프로그램 및 실험결과를 나타낸다. 기본적으로 베이지안 기법을 적용하여 다양한 사고의 원인과 결과 사이에 발생하는 인과관계를 통계적 기법으로 다양한 사고들이 발생할 수 있는 사고 확률을 계산하였다. 계산을 위하여 프로그램을 개발하고, 이 프로그램을 이용하여 제안한 방법의 유용성을 검증하였다.

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A Study of Drought and Climate Change Effect Based on Copula (코풀라 기반의 가뭄분석 및 기후변화 영향)

  • Kwak, Jae-Won;Kim, Duck-Gil;Noh, Hee-Seong;Kim, Hung-Soo
    • Proceedings of the Korea Water Resources Association Conference
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    • 2012.05a
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    • pp.392-392
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    • 2012
  • 기후변화로 인해 가뭄 재해는 수자원 관리 및 계획에 큰 부담으로 작용하므로 이에 대한 연구와 대책 마련이 필요하나, 아직까지 가뭄 특성의 정량적인 거동 분석이나 기후변화가 가뭄에 미치는 영향 연구는 아직 미흡하다. 이에 본 논문에서는 가뭄변수 분석을 통해 결합확률을 이용한 가뭄분석이 타당함을 보이고, 코풀라 이론에 의해 결합확률을 이용한 가뭄빈도분석을 수행하고자 하였다. 또한 기후변화가 유역단위의 수문학적인 가뭄에 미치는 영향을 정량적으로 평가하고 예측하고자 하였다. 이를 위하여 가뭄 사상에 대하여 전통적인 방법으로의 빈도분석을 수행하였다. 이를 Clayton 코풀라 함수를 적용하여 가뭄의 결합확률을 고려한 빈도분석을 수행해 기존의 단변량 기반의 빈도분석 방법과 비교 분석 하였다. 또한, 결합확률을 이용하여 가뭄의 재현빈도를 분석하고 이를 이용하여 가뭄의 심도-지속기간-빈도 곡선을 유도하였다. 그리고 기후변화가 가뭄에 미치는 영향을 분석하기 위하여 IPCC의 SRES A1B 시나리오와 KMA RCM 기후모형을 이용하여 미래 가뭄 시계열을 산정하고, 미래 가뭄에 대한 결합확률 빈도해석과 미래 가뭄분석을 수행하였다. 본 연구의 결과에 따르면 가까운 미래에 짧은 지속기간을 가진 심한 가뭄이 다발할 것으로 전망되었다.

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The Constructive Interpretation of Probability (구성주의 확률해석)

  • Yang, Kyoung-Eun
    • Korean Journal of Logic
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    • v.17 no.3
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    • pp.461-484
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    • 2014
  • This essay suggests a constructive interpretation of probabilities by diagnosing problems of the objective and the epistemic interpretations of probability. According to this interpretation, attributions of the mathematical structure of probability to a given system can be understood as positing constructive theoretical hypotheses showing the relationship among empirical data. The constructive interpretation is applied to comprehend probability claims in the explanation of temporal asymmetrical behaviour of our universe. A new approach interpreting probabilities as constructive theoretical terms enables us to circumvent shortcomings of both objective and subjective interpretation of probability, and appreciate why these interpretations nevertheless appear to be convincing in our case.

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An Experimental Study on the Prospect Theory (전망이론에 관한 실험연구)

  • Guahk, Seyoung
    • Journal of Digital Convergence
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    • v.15 no.11
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    • pp.107-112
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    • 2017
  • This paper performed an experimental study to test the validity of the prospect theory proposed by Tversky and Kahneman as an alternative to the expected utility theory. 115 college students attended the hypothetical games to choose one of two lotteries, one is safe option while the other one is risky. The risky options were set up to have low, medium or high probability of payoffs or losses. The amount of payoffs and losses of the lotteries was either large or small. Maximum likelihood estimation of the hypothetical games have shown that in case of high probability of positive payoffs the respondents were risk averse and when the probability of positive payoffs were small the respondents were risk loving. when the possibility of loss is high they were risk loving, while the probability is of loss is low the respondents were found to be risk averse. When the probability of risky options were medium the results were significant statistically in case of only losses. The amount of positive payoff or losses does not affect the results. Overall the results of this experiments support the prospect theory more than those of Laury & Holts (2008).

확률의 상관 빈도이론과 포퍼

  • Song, Ha-Seok
    • Korean Journal of Logic
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    • v.8 no.1
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    • pp.23-46
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    • 2005
  • The purpose of the paper Is to discuss and estimate early Popper's theory of probability, which is presented in his book, The Logic of of Scientific Discovery. For this, Von Mises' frequency theory shall be discussed in detail, which is regarded as the most systematic and sophisticated frequency theory among others. Von Mises developed his theory to response to various critical questions such as how finite and empirical collectives can be represented in terms of infinite and mathematical collectives, and how the axiom of randomness can be mathematically formulated. But his theory still has another difficulty, which is concerned with the inconsistency between the axiom of convergence and the axiom of randomness. Defending the objective theory of probability, Popper tries to present his own frequency theory, solving the difficulty. He suggests that the axiom of convergence be given up and that the axiom of randomness be modified to solve Von Mises' problem. That is, Popper introduces the notion of ordinal selection and neighborhood selection to modify the axiom of randomness. He then shows that Bernoulli's theorem is derived from the modified axiom. Consequently, it can be said that Popper solves the problem of inconsistency which is regarded as crucial to Von Mises' theory. However, Popper's suggestion has not drawn much attention. I think it is because his theory seems anti-intuitive in the sense that it gives up the axiom of convergence which is the basis of the frequency theory So for more persuasive frequency theory, it is necessary to formulate the axiom of randomness to be consistent with the axiom of convergence.

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Comparison among Methods of Modeling Epistemic Uncertainty in Reliability Estimation (신뢰성 해석을 위한 인식론적 불확실성 모델링 방법 비교)

  • Yoo, Min Young;Kim, Nam Ho;Choi, Joo Ho
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.27 no.6
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    • pp.605-613
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    • 2014
  • Epistemic uncertainty, the lack of knowledge, is often more important than aleatory uncertainty, variability, in estimating reliability of a system. While the probability theory is widely used for modeling aleatory uncertainty, there is no dominant approach to model epistemic uncertainty. Different approaches have been developed to handle epistemic uncertainties using various theories, such as probability theory, fuzzy sets, evidence theory and possibility theory. However, since these methods are developed from different statistics theories, it is difficult to interpret the result from one method to the other. The goal of this paper is to compare different methods in handling epistemic uncertainty in the view point of calculating the probability of failure. In particular, four different methods are compared; the probability method, the combined distribution method, interval analysis method, and the evidence theory. Characteristics of individual methods are compared in the view point of reliability analysis.

Application of probabilistic VE/LCC Analysis Models for Quay Wall Structures (안벽구조물의 확률론적 VE/LCC 분석모델 적용방안)

  • Ahn, Jong-Pil;Lee, Cheung-Bin;Park, Ju-Won;Yu, Deog-Chan
    • Korean Journal of Construction Engineering and Management
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    • v.8 no.5
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    • pp.71-79
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    • 2007
  • It is common that the analysis of VE/LCC is performed in design phase of quay wall structures. The analysis is mainly executed based on experience and engineering sense of expert considering the selection of construction method, construction and maintenance cost. Recently there are increasing demands on the analysis that includes uncertainty and vulnerability of input parameters, for this purpose, fuzzy reliability based probabilistic VE/LCC analysis model for quay wall structures is suggested. In VE/LCC analysis for quay wall structures, the application of probabilistic analysis method give very similar results compare with those of deterministic analysis method. It is anticipated that the methodology proposed in this paper can also be utilized in the design and maintenance phase of other facilities where decision making is made for the probabilistic life cycle cost and value analysis.

Assessment of spalling occurrence using fuzzy probability theory and damage index in underground openings (퍼지확률이론과 손상지수를 이용한 지하암반공동에서의 스폴링 발생 평가)

  • Bang, Joon-Ho;Lee, Kang-Hyun;Lee, In-Mo
    • Journal of Korean Tunnelling and Underground Space Association
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    • v.12 no.1
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    • pp.15-29
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    • 2010
  • Spalling is a kind of instability phenomenon of surrounding rock around underground openings subjected to high in-situ stress according to the development of extension fractures. Three kinds of spalling criteria have been presented so far; however, all spalling criteria have the range of values so that the fuzziness and vagueness of spalling criterion cannot be avoided. In this study, a new fuzzy probability model is proposed to predict the probability of spalling in a systematic way by using fuzzy probability theory. Many of the underground opening projects worldwide are evaluated with the proposed method. Prediction results expressed as the spalling probability agree well with the in-situ observations. In particular, a new fuzzy probability model considering all three evaluation indices of spalling by adopting weighting factors based on relative reliability among three evaluation indices is able to resolve erroneous prediction of spalling by choosing only one prediction method. Moreover, the more reasonable value of spalling probability could have been obtained by adopting the modified damage index to the newly proposed fuzzy probability model.

Active Control for Seismic Response Reduction Using Probabilistic Neural Network (지진하중을 받는 구조물의 능동제어를 위한 확률신경망 이론)

  • Kim, Doo-Kie;Lee, Jong-Jae;Chang, Seong-Kyu;Choi, In-Jung
    • Journal of the Korea institute for structural maintenance and inspection
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    • v.11 no.1
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    • pp.103-112
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    • 2007
  • Recently structures become longer and higher because of the developments of new materials and construction techniques. However, such modern structures are susceptible to excessive structural vibrations, which may induce problems of serviceability and structural damages. In this paper we attempt to control structural vibration using the probabilistic neural network(PNN) and the artificial neural network(ANN) based on the training pattern that consist of only the structural state vector and the control force. The state vectors of the structure and control forces made by linear quadratic regulator(LQR) algorithm are used for training pattern of PNN and ANN. The proposed algorithm is applied for the vibration control of the three story shear building under Northridge earthquake. Control results by the proposed PNN and ANN are compared with each other.