• Title/Summary/Keyword: 확률적 신뢰구간

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Probabilistic Prediction and Field Measurement of Column Shortening for Tall Building with Bearing Wall System (초고층 내력벽식 구조물의 기둥축소량에 대한 확률론적 예측 및 현장계측)

  • Song, Hwa-Cheol;Yoon, Kwang-Sup
    • Journal of the Korea Concrete Institute
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    • v.18 no.1 s.91
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    • pp.101-108
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    • 2006
  • Accurate prediction of time-dependent column shortening is essential for tall buildings in both strength and serviceability aspects. The uncertainty associated with assumed values for concrete properties such as strength, creep, and shrinkage coefficients should be considered for the prediction of time-dependent column shortening of tall concrete buildings. In this study, the column shortenings of 41-story tall concrete building are predicted using monte carlo simulation technique based on the probabilistic analysis. The probabilistic column shortenings considering confidence intervals are compared with the actual column shortenings by field measurement. The time-dependent strains measured at tall bearing wall building were generally lower than the predicted strains and the measured values fell within a range ${\mu}-1.64$, confidence level 90%.

Probabilistic Analysis for Stability Evaluation of Landslides Using Geo-spatial Information (지형공간 정보를 활용한 산사태 안정평가의 확률론적 해석)

  • Park, Byung-Soo
    • Journal of Korean Society for Geospatial Information Science
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    • v.14 no.3 s.37
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    • pp.55-62
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    • 2006
  • The purpose of the current research is to evaluate the possibility of landslides by using geo-spatial information system. Geological information has been summarized and stability analysis for infinite slopes has been conducted based on the force equilibrium. In addition, the analysis of landslides was performed based on probabilistic approach by using probabilistic variables which can include uncertainty of input parameters. For the purpose of testifing the applicability of the analysis method actual geological data from a construction site was obtained, thereby performing both a preliminary analysis for a large area and detailed analysis for a better result. As a result of the current analysis several issues such as the possibility of development of landslides, detailed analysis of where landslides are most likely to be developed were analysed by using two concepts of safety and index of failure probability.

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Statistical Effective Interval Determination and Reliability Assessment of Input Variables Under Aleatory Uncertainties (물리적 불확실성을 내재한 입력변수의 확률 통계 기반 유효 범위 결정 방법 및 신뢰성 평가)

  • Joo, Minho;Doh, Jaehyeok;Choi, Sukyo;Lee, Jongsoo
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.41 no.11
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    • pp.1099-1108
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    • 2017
  • Data points obtained by conducting repetitive experiments under identical environmental conditions are, theoretically, required to correspond. However, experimental data often display variations due to generated errors or noise resulting from various factors and inherent uncertainties. In this study, an algorithm aiming to determine valid bounds of input variables, representing uncertainties, was developed using probabilistic and statistical methods. Furthermore, a reliability assessment was performed to verify and validate applications of this algorithm using bolt-fastening friction coefficient data in a sample application.

Analyzing the Uncertainty of Traffic Link Flow, and Estimation of the Interval Link Flow using Korea Transport Data Base (기종점 통행량 변화에 따른 링크 교통량 추정의 불확실성에 관한 연구 (국가교통DB를 이용한 구간 링크 교통량 추정을 중심으로))

  • Kim, Gang-Su;Kim, Jin-Seok;Jo, Hye-Jin
    • Journal of Korean Society of Transportation
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    • v.27 no.1
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    • pp.117-127
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    • 2009
  • This study analyzed the uncertainty of the forecasted link traffic flow, and estimated of the interval link flow using Korea Transport Data Base (KTDB) to consider those risks into the feasibility study. In the paper, the uncertainty was analyzed according to the stochastic variation of the KTDB origin-destination traffic. It was found that the uncertainty of the entire network traffic forecasts was 15.4% in average,. when the stochastic variation of the KTDB was considered. The results showed that the more congested the roads were, the bigger the uncertainty of forecasted link traffic flow were found. In particular, we estimated the variance of the forecasted traffic flow, and suggested interval estimates of the forecasted traffic flow instead of point estimates which were presented in the common feasibility studies. These results are expected to contribute the quantitative evaluation of uncertain road investment projects and to provide valuable information to the decision makers for the transport investment.

Development of MKDE-ebd for Estimation of Multivariate Probabilistic Distribution Functions (다변량 확률분포함수의 추정을 위한 MKDE-ebd 개발)

  • Kang, Young-Jin;Noh, Yoojeong;Lim, O-Kaung
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.32 no.1
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    • pp.55-63
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    • 2019
  • In engineering problems, many random variables have correlation, and the correlation of input random variables has a great influence on reliability analysis results of the mechanical systems. However, correlated variables are often treated as independent variables or modeled by specific parametric joint distributions due to difficulty in modeling joint distributions. Especially, when there are insufficient correlated data, it becomes more difficult to correctly model the joint distribution. In this study, multivariate kernel density estimation with bounded data is proposed to estimate various types of joint distributions with highly nonlinearity. Since it combines given data with bounded data, which are generated from confidence intervals of uniform distribution parameters for given data, it is less sensitive to data quality and number of data. Thus, it yields conservative statistical modeling and reliability analysis results, and its performance is verified through statistical simulation and engineering examples.

Statistical Properties of Business Survey Index (기업경기실사지수의 통계적 성질 고찰)

  • Kim, Kyu-Seong
    • The Korean Journal of Applied Statistics
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    • v.23 no.2
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    • pp.263-274
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    • 2010
  • Business survey index(BSI) is an economic forecasting index made on the basis of the past achievement of the company and enterpriser's plan and decision for the future. Even the index is very popular in economic situations, only a little research result is known to the public. In the paper we investigate statistical properties of BSI. We define population BSI in the finite population and estimate it unbiasedly. Also we derive the variance of the estimated BSI and its unbiased estimator. In addition, confidence interval of the estimated BSI is proposed. We asserte that confidence interval of the estimated BSI is more reasonable than the relative standard error.

A Statistical Methodology to Estimate the Economical Replacement Time of Water Pipes (상수관로의 경제적 교체시기를 산정하기 위한 통계적 방법론)

  • Park, Su-Wan
    • Journal of Korea Water Resources Association
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    • v.42 no.6
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    • pp.457-464
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    • 2009
  • This paper proposes methodologies for analyzing the accuracy of the proportional hazards model in predicting consecutive break times of water mains and estimating the time interval for economical water main replacement. By using the survival functions that are based on the proportional hazards models a criterion for the prediction of the consecutive pipe breaks is determined so that the prediction errors are minimized. The criterion to predict pipe break times are determined as the survival probability of 0.70 and only the models for the third through the seventh break are analyzed to be reliable for predicting break times for the case study pipes. Subsequently, the criterion and the estimated lower and upper bound survival functions of consecutive breaks are used in predicting the lower and upper bounds of the 95% confidence interval of future break times of an example water main. Two General Pipe Break Prediction Models(GPBMs) are estimated for an example pipe using the two series of recorded and predicted lower and upper bound break times. The threshold break rate is coupled with the two GPBMs and solved for time to obtain the economical replacement time interval.

Evaluation of the Uncertainties in Rainfall-Runoff Model Using Meta-Gaussian Approach (Meta-Gaussian 방법을 이용한 강우-유출 모형에서의 불확실성 산정)

  • Kim, Byung-Sik;Kim, Bo-Kyung;Kwon, Hyun-Han
    • Journal of Wetlands Research
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    • v.11 no.1
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    • pp.49-64
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    • 2009
  • Rainfall-runoff models are used for efficient management, distribution, planning, and design of water resources in accordance with the process of hydrologic cycle. The models simplify the transition of rainfall to runoff as rainfall through different processes including evaporation, transpiration, interception, and infiltration. As the models simplify complex physical processes, gaps between the models and actual rainfall events exist. For more accurate simulation, appropriate models that suit analysis goals are selected and reliable long-term hydrological data are collected. However, uncertainty is inherent in models. It is therefore necessary to evaluate reliability of simulation results from models. A number of studies have evaluated uncertainty ingrained in rainfall-runoff models. In this paper, Meta-Gaussian method proposed by Montanari and Brath(2004) was used to assess uncertainty of simulation outputs from rainfall-runoff models. The model, which estimates upper and lower bounds of the confidence interval from probabilistic distribution of a model's error, can quantify global uncertainty of hydrological models. In this paper, Meta-Gaussian method was applied to analyze uncertainty of simulated runoff outputs from $Vflo^{TM}$, a physically-based distribution model and HEC-HMS model, a conceptual lumped model.

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A Sampling Stochastic Linear Programming Model for Coordinated Multi-Reservoir Operation (저수지군 연계운영을 위한 표본 추계학적 선형 계획 모형)

  • Lee, Yong-Dae;Kim, Sheung-Kown;Kim, Jae-Hee
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2004.05a
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    • pp.685-688
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    • 2004
  • 본 연구에서는 저수지군 연계운영을 위한 표본 추계학적 선형 계획(SSLP, Sampling Stochastic Linear Programming) 모형을 제안한다. 일반적 추계학적 모형은 과거 자료로부터 확률변수의 확률분포를 추정하고 이를 몇 개 구간으로 나누어 이산 확률 값을 산정하여 기댓값이 최대가 되는 운영방안을 도출하지만 저수지 유입량 예측시 고려되어야할 지속성 효과(Persistemcy Effect)와 유역간 또는 시점별 공분산 효과(The joint spatial and temporal correlations)를 반영하는데 많은 한계가 있다. 이를 극복하기 위하여 과거자료 자체를 유입량 시나리오로 적용하여 시${\cdot}$공간적 상관관계를 유지하는 표본 추계학적(Sampling Stochastic)기법을 바탕으로 Simple Recourse Model로 구성한 추계학적 선형 계획 모형을 제시한다. 이 모형은 미국 기상청(NWS)에서 발생 가능한 유입량의 시나리오를 예측하는 방법인 앙상블 유량 예측(ESP, Ensemble Streamflow Prediction)을 통한 시나리오를 적용함으로써 좀더 신뢰성 있는 저수지군 연계운영 계획을 도출 할 수 있을 것으로 기대된다.

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A Study on Probability of Failure of Shallow Foundations (얕은 기초의 파괴확률에 관한 연구)

  • Lee, Song;Lim, Byung-Jo;Paik, Young-Shik;Kim, Young-Soo
    • Geotechnical Engineering
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    • v.1 no.1
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    • pp.47-58
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    • 1985
  • A new approach is develped to analyze the reliability of the shallow foundation. The measure of the safety of the structhure is expressed In terms of the probability of failure, instead of the conventional factor of safety. Many uncertainties involved in the deterministic stability anaitsis can be reasouably treated by using the probabilistic approach. Both the soil properties and loads are assumed to be random variables. Accordingly, the capacity and demand are considered to be normal, log-normal, and beta variated. Use is made of Error Propagation Method to investigate the probability of failure. And the relationship is investigated between the probability of failure and the central factor of safety. The results are computer programed and several case studies are performed using developed program.

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