• Proceedings of the Korea Water Resources Association Conference
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• 2012.05a
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• pp.456-456
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• 2012

한강유역에 위치한 247개의 강우계에서 관측된 강우 자료를 분석하여 Modified Bartlett-Lewis Retangular Pulse Model (MBLRPM)의 매개변수들을 산정하고, 이들의 지도를 작성한 후, 이들의 정확도 및 매개변수들의 시/공간적 변화 유형을 분석하였다. 이를 위한 첫번째 과정으로, 각 강우 게이지에 대해 MBLRPM의 매개변수에 사용되는 통계치 (각 달에 대한 1, 3, 12, 24시간 누적 수준에서의 평균, 분산, 자기 상관계수, 무강우 확률)들을 계산한다. 이 후, 격자화된 한강유역의 각 셀에 대하여 앞서 계산된 강우 통계치를 Ordinary Kriging 공간 보간법을 통하여 할당한다. 이 후, 각 셀에 할당된 강우 통계치를 사용하여 MBLRPM의 매개변수들을 산정하여 각 매개변수들의 지도를 각 달에 대하여 얻는다. 매개변수 지도를 사용하여 MBLRPM에 의해 생성된 강우 데이터들은 관측치의 통계치를 정확성있게 재현하였으며, 시/공간적 경향성을 분석한 결과, 강우세포의 지속기간과 관련된 매개 변수를 제외한 나머지 5개의 매개변수들은 확연한 공간적 경향성을 보인 한 편, 시간적 경향성은 잘 나타나지 않았다. 본 연구 결과는 매개변수 산정이 힘든 MBLRPM의 특성을 극복하게 해주어 가상 강우 생성을 용이하게 함으로써 강우에 영향을 받는 여러 종류의 연구 주제에 대해 불확실성 분석을 할 수 있게 한다는 점에서 의미를 가질 수 있다.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.38 no.11
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• pp.1245-1256
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• 2014

The physical nature of fatigue shows the considerable amount of scatter from intrinsic and extrinsic factors. In this study, some degradation models, such as the gamma process model, were reviewed in terms of uncertainties associated with the continuous, gradual, and monotonic nature of fatigue crack growth. Statistically varying fatigue crack growth data obtained from Lu and Meeker were used as an example to demonstrate the use of the gamma process model. This model can describe the condition and lifetime as statistical distribution curves whose shapes vary with cycles. From the skewness of the statistical distribution curves, it was confirmed that the median is suitable for being considered as the expected life. The use of the gamma process model enables the optimum replacement period and percentile life to be employed as criteria for preventive maintenance policy.

• Proceedings of the Korea Concrete Institute Conference
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• 2009.05a
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• pp.301-302
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• 2009

Uncertainties in carbonation process of concrete structures are treated by probability-based durability analysis for carbonation using Monte Carlo simulation technique. The results requires the minimum cover thickness of 53mm for 10% of corrosion probability under 4mm/$year^{0.5}$ of carbonation coefficient. The more researches on statistical properties of design variables may give reliable durability analysis/design methods for carbonation of concrete structures.

• Proceedings of the Technology Innovation Conference
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• 2004.02a
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• pp.246-263
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• 2004

신뢰성 있는 프로젝트 가치평가를 위해서는 프로젝트 투자에 의해 발생하는 효과들을 정확하게 파악하고, 이를 계량적이고 객관적으로 측정할 수 있는 평가방법론을 개발하는 것이 매우 중요하다. 전통적으로 제조시스템에서의 프로젝트 가치평가는 재무적 방식에 의한 평가에 기초해 왔다. 그러나 제조시스템에서의 프로젝트 가치평가는 재무적 방식에 의한 평가에 기초해 왔다. 그러나 제조시스템에서 품질, 재고, 리드타임 등 비재무적 성과지표를 화폐가치로 정량화하는 것은 매우 어렵다. 따라서 최근에는 재무적 성과지표와 비재무적 성과지표를 모두 고려하는 성과지표 중심의 프로젝트 평가방법의 개발이 보편화되고 있으며, 전통적인 프로젝트 평가에서는 고려하지 않았던 불확실성을 확률분포로 고려하는 평가방법의 개발이 요구되고 있다. 그러나 현재까지 성과지표 간의 상호관계를 고려하여 프로젝트 투자에 의한 개별 성과지표의 개선을 정량적으로 평가하는 방법론에 관한 기존연구는 거의 없다. 본 논문은 제조시스템에서의 성과지표를 중심으로 공리적 설계에서의 정보공리의 정보량 개념을 이용한 프로젝트 평가방법론에 대해 제안한다. 본 논문에서는 개별 성과지표의 정보량 계산을 위한 수학적 모델링에 대해 고찰하고, 해석적 분석의 어려움을 해결하기 위해 몬테카를로 시뮬레이션의 적용에 대해 서술한다.

• Journal of Wetlands Research
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• v.20 no.2
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• pp.105-115
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• 2018

The frequency analysis of hydrometeorological data is one of the most important factors in response to natural disaster damage, and design standards for a disaster prevention facilities. In case of frequency analysis of hydrometeorological data, it assumes that observation data have statistical stationarity, and a parametric method considering the parameter of probability distribution is applied. For a parametric method, it is necessary to sufficiently collect reliable data; however, snowfall observations are needed to compensate for insufficient data in Korea, because of reducing the number of days for snowfall observations and mean maximum daily snowfall depth due to climate change. In this study, we conducted the frequency analysis for snowfall using the Bootstrap method and SIR algorithm which are the resampling methods that can overcome the problems of insufficient data. For the 58 meteorological stations distributed evenly in Korea, the probability of snowfall depth was estimated by non-parametric frequency analysis using the maximum daily snowfall depth data. The results of frequency based snowfall depth show that most stations representing the rate of change were found to be consistent in both parametric and non-parametric frequency analysis. According to the results, observed data and Bootstrap method showed a difference of -19.2% to 3.9%, and the Bootstrap method and SIR(Sampling Importance Resampling) algorithm showed a difference of -7.7 to 137.8%. This study shows that the resampling methods can do the frequency analysis of the snowfall depth that has insufficient observed samples, which can be applied to interpretation of other natural disasters such as summer typhoons with seasonal characteristics.

• KIPS Transactions on Software and Data Engineering
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• v.11 no.8
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• pp.331-338
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• 2022

Successor representation (SR) is a model of human reinforcement learning (RL) mimicking the underlying mechanism of hippocampal cells constructing cognitive maps. SR utilizes these learned features to adaptively respond to the frequent reward changes. In this paper, we evaluated the performance of SR under the context where changes in latent variables of environments trigger the reward structure changes. For a benchmark test, we adopted SR-Dyna, an integration of SR into goal-driven Dyna RL algorithm in the 2-stage Markov Decision Task (MDT) in which we can intentionally manipulate the latent variables - state transition uncertainty and goal-condition. To precisely investigate the characteristics of SR, we conducted the experiments while controlling each latent variable that affects the changes in reward structure. Evaluation results showed that SR-Dyna could learn to respond to the reward changes in relation to the changes in latent variables, but could not learn rapidly in that situation. This brings about the necessity to build more robust RL models that can rapidly learn to respond to the frequent changes in the environment in which latent variables and reward structure change at the same time.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.30 no.6
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• pp.523-530
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• 2017

In this study, a method of probabilistic evaluation of the performance point of the structure obtained by capacity spectrum method (CSM) is presented. The performance point of the 4-story and 1-bay steel structure was determined by using CSM according to ATC-40. In order to analyze whether the demand spectrums exceed the performance limit of the structure, the limit displacements are derived for the performance limit of the structure defined from the plastic deformation angle of the structural member. In addition, by selecting a total of 30 artificial seismic wave having the response spectrum similar to the design response spectrum, the fragility curves were derived by examining whether the response spectrum obtained from the artificial seismic wave were exceeded each performance limit according to the spectral acceleration. The maximum likelihood method was used to derive the fragility curve using observed excess probabilities. It has been confirmed that there exists a probability that the response acceleration value of the design response spectrum corresponding to each performance limit exceeds the performance limit. This method has a merit that the stochastic evaluation can be performed considering the uncertainty of the seismic waves with respect to the performance point of the structure, and the analysis time can be shortened because the incremental dynamic analysis (IDA) is not necessary.

• The Korean Journal of Financial Management
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• v.25 no.1
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• pp.85-108
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• 2008

In this paper, the fBm interest rate theory is investigated by using Wick integral. The well-known Affine, Quadratic and HJM are derived from fBm framework, respectively. We obtain new theoretical results, and zero coupon bond pricing formula from newly obtained probability measure.

• Proceedings of the Korean Information Science Society Conference
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• 2006.06a
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• pp.1-3
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• 2006

대사증후군은 당뇨병, 고혈압, 복부 비만, 고지혈증 등의 질병이 한 개인에게 동시에 발현하는 것을 말하며, 최근 경제여건의 향상 및 식생활 습관의 변화와 함께 우리나라에서도 심각한 문제가 되고 있다. 한편 불확실성의 처리를 위해 많이 사용되는 베이지안 네트워크는 사람이 분석 가능한 확률 기반의 모델로 최근 의학분야에서 질병의 진단이나 예측모델을 구성하기 위한 방법으로 유용하게 사용되고 있다. 베이지안 네트워크의 구조를 학습하는 대표적인 알고리즘인 K2 알고리즘은 속성이 입력되는 순서의 영향을 받으며, 따라서 이 또한 하나의 주제로써 연구되어 왔다. 본 논문에서는 유전자 알고리즘을 이용하여 베이지안 네트워크에 입력되는 속성 순서를 최적화하며 이 과정에서 의학지식을 적용해 효율적인 최적화가 가능하도록 하였다. 제안하는 모델을 통해 1993년의 데이터를 가지고 1995년의 상태를 예측하는 분류 실험을 수행한 결과 속성 순서 최적화 후에 이전보다 향상된 예측율을 보였으며 또한 다층 신경망, k-최근접 이웃 등을 이용한 다른 모델보다 더 높은 예측율을 보였다.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.18 no.4
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• pp.718-725
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• 2017

A liquid storage tank is one of the most important structures in industrial complexes dealing with chemicals, and its structural damage due to an earthquake may cause a disastrous event such as the leakage of hazardous materials, fire, and explosion. It is thus essential to assess the seismic fragility of liquid storage tanks and prepare for seismic events in advance. When a liquid storage tank is oscillated by a seismic load, the hydrodynamic pressure caused by the liquid-structure interaction increases the stress and causes structural damage to the tank. Meanwhile, the seismic fragility of the structure can be estimated by considering the various sources of uncertainty and calculating the failure probabilities in a given limiting state. To accurately evaluate the seismic fragility of liquid storage tanks, a sophisticated finite element analysis is required during their reliability analysis. Therefore, in this study, FERUM-ABAQUS, a recently-developed computational platform integrated with commercial finite element and reliability analysis software packages, is introduced to perform the finite element reliability analysis and calculate the failure probability of a liquid storage tank subjected to a seismic load. FERUM-ABAUS allows for automatic data exchange between these two software packages and for the efficient seismic fragility assessment of a structure. Using this computational platform, the seismic fragility curve of a liquid storage tank is successfully obtained.