• Journal of the Korean Data and Information Science Society
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• v.26 no.6
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• pp.1547-1555
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• 2015

We study the problem of nonignorable nonresponse in a two-way contingency table and there may be one or two missing categories. We describe a nonignorable nonresponse model for the analysis of two-way categorical table. One approach to analyze these data is to construct several tables (one complete and the others incomplete). There are nonidentifiable parameters in incomplete tables. We describe a hierarchical Bayesian model to analyze two-way categorical data. We use a nonignorable nonresponse model with Bayesian uncertainty analysis by placing priors in nonidentifiable parameters instead of a sensitivity analysis for nonidentifiable parameters. To reduce the effects of nonidentifiable parameters, we project the parameters to a lower dimensional space and we allow the reduced set of parameters to share a common distribution. We use the griddy Gibbs sampler to fit our models and compute DIC and BPP for model diagnostics. We illustrate our method using data from NHANES III data to obtain the finite population proportions.

• Journal of Korea Water Resources Association
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• v.56 no.8
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• pp.509-520
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• 2023

Various drought indices are widely used for assessing drought conditions which are affected by many factors such as precipitation, soil moisture, and runoff. The values of drought indices varies depending on hydro-meteorological data and calculation formulas, and the judgment of the drought condition may also vary. This study selected four calculation components such as precipitation data length, accumulation period, probability distribution function, and parameter estimation method as the sources of uncertainty in the calculation of standardized precipitation index (SPI), and evaluated their contributions to the uncertainty using root mean square error (RMSE) and linear mixed model (LMM). The RMSE estimated the overall errors in the SPI calculation, and the LMM was used to quantify the uncertainty contribution of each factor. The results showed that as the accumulation period increased and the data period extended, the RMSEs decreased. The comparison of relative uncertainty using LMM indicated that the sample size had the greatest impact on the SPI calculation. In addition, as sample size increased, the relative uncertainty related to the sample size used for SPI calculation decreased and the relative uncertainty associated with accumulation period and parameter estimation increased. In conclusion, to reduce the uncertainty in the SPI calculation, it is essential to collect long-term data first, followed by the appropriate selection of probability distribution models and parameter estimation methods that represent well the data characteristics.

• Nuclear Engineering and Technology
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• v.52 no.2
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• pp.287-295
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• 2020

Group method of data handling (GMDH) is considered one of the earliest deep learning methods. Deep learning gained additional interest in today's applications due to its capability to handle complex and high dimensional problems. In this study, multi-layer GMDH networks are used to perform uncertainty quantification (UQ) and sensitivity analysis (SA) of nuclear reactor simulations. GMDH is utilized as a surrogate/metamodel to replace high fidelity computer models with cheap-to-evaluate surrogate models, which facilitate UQ and SA tasks (e.g. variance decomposition, uncertainty propagation, etc.). GMDH performance is validated through two UQ applications in reactor simulations: (1) low dimensional input space (two-phase flow in a reactor channel), and (2) high dimensional space (8-group homogenized cross-sections). In both applications, GMDH networks show very good performance with small mean absolute and squared errors as well as high accuracy in capturing the target variance. GMDH is utilized afterward to perform UQ tasks such as variance decomposition through Sobol indices, and GMDH-based uncertainty propagation with large number of samples. GMDH performance is also compared to other surrogates including Gaussian processes and polynomial chaos expansions. The comparison shows that GMDH has competitive performance with the other methods for the low dimensional problem, and reliable performance for the high dimensional problem.

• Proceedings of the Korea Water Resources Association Conference
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• 2018.05a
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• pp.151-151
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• 2018

The present study is aimed to quantifying the uncertainty in the general circulation model (GCM) selection and its impacts on hydrology studies in the basins. For this reason, 13 GCMs was selected among the 26 GCM models of the Fifth Assessment Report (AR5) scenarios. Then, the climate data and hydrologic data with two Representative Concentration Pathways (RCPs) of the best model (INMCM4) and worst model (HadGEM2-AO) were compared to understand the uncertainty associated with GCM models. In order to project the runoff, the Precipitation-Runoff Modelling System (PRMS) was driven to simulate daily river discharge by using daily precipitation, maximum and minimum temperature as inputs of this model. For simulating the discharge, the model has been calibrated and validated for daily data. Root mean square error (RMSE) and Nash-Sutcliffe Efficiency (NSE) were applied as evaluation criteria. Then parameters of the model were applied for the periods 2011-2040, and 2070-2099 to project the future discharge the five large basins of South Korea. Then, uncertainty caused by projected temperature, precipitation and runoff changes were compared in seasonal and annual time scale for two future periods and RCPs compared to the reference period (1976-2005). The findings of this study indicated that more caution will be needed for selecting the GCMs and using the results of the climate change analysis.

• Journal of the Korean Society for Precision Engineering
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• v.27 no.4
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• pp.40-45
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• 2010

Evaluation of uncertainty is an ongoing process that can consume time and resources. It can also require the service of someone who is familiar with data analysis techniques. Therefore, it is important for laboratory personnel who are approaching uncertainty analysis for the first time to be aware of the resources required. International inclination of measurement filed to guarantee the traceability and confidence of measurement results discards the error concept and instead analyzes the measurement uncertainty. In this paper, we analyzed the elements of measurement uncertainty on surface roughness test which are the important things in mechanical parts test. Repeat the test by 3 men, the measurement uncertainty could be calculated.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 1993.04a
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• pp.329-338
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• 1993

The main objective of this paper is analyzing the effects of task uncertainty on EUC characteristics and end user satisfaction. Task uncertainty were identified as an important determinant of EUC characteristics. And the moderating effect of task uncertainty on the relationship between EUC characteristics and end user satisfaction was suggested. A field study was undertaken to test the hypothesized relationships among task uncertainty, EUC characteristics, and end user satisfaction Data were collected from 138 end-user of 19 Korean business organizations. The empirical results indicated that task uncertainty was significantly related to EUC characteristics and that task uncertainty had significant effect on the relationship between EUC characteristics and end user satisfaction. Implications and future research directions are drawn for the management of EUC and for further research on EUC.

• KIPS Transactions on Software and Data Engineering
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• v.4 no.1
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• pp.31-36
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• 2015

There are many uncertainty items when we're working on a software. Especially, if we don't have experience in similar field, ambiguity items have a strong influence on the system entirely. Management of ambiguity items such like uncertainty things is important the factor for reliability of software. Therefore, this research is processing the evaluation criteria for remove of uncertainty items by identify of ambiguity items. Also, this research provides criteria of uncertainty identify and processing of uncertainty items, quantitative evaluation criteria to the remove of ambiguity on software development.

• Journal of Korean Society for Quality Management
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• v.45 no.3
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• pp.533-547
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• 2017

Purpose: This study proposes the main sources of uncertainty and uncertainty analysis of a measurement system of insensitive munitions tests. Methods: We established the mathematical model for calculating measurement uncertainty of insensitive munitions tests, conducted experiments for calculating uncertainties of dynamic sensitivity and overshoot value, and estimated the distributions of uncertainty factors. Results: The measurement uncertainty calculation methods are presented, which include experimental data processing methods for calculating uncertainties of dynamic sensitivity and overshoot value. Conclusion: The measurement of explosion pressure in insensitive munitions tests is an important issue to the reporting test results and classifying reaction types. The more efforts to ensure the reliability of the insensitive munitions tests results are required.

• Journal of Information Technology Applications and Management
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• v.24 no.4
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• pp.13-24
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• 2017

This study aims to analyze which subsidiary configuration strategy is more effective under uncertainty especially technology base multinational corporations (henceforth MNCs). In previous studies real option theory scholars argue that high breadth subsidiary configuration is most effective strategy because that provides flexibility to MNCs global network. In this study I want unveil more various types of uncertainty such as technology and learning uncertainty which are more important for technology base firm and further more examine the effect of MNCs subsidiary configuration on firm R&D performance each uncertainty case. Empirical study is performed by negative binominal model based on Japanese 108 multinational corporations. The result shows that under technology uncertainty, high breadth subsidiary configuration is better for firm R&D performance but under learning uncertainty high depth subsidiary configuration is better. Thus, the effects of MNCs subsidiary configuration on firm value can differ by types of uncertainty.

• East Asian Economic Review
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• v.28 no.1
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• pp.95-140
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• 2024

This study empirically investigates the international transmission of China's uncertainty shocks. It estimates a time-varying parameter Bayesian global structural vector autoregressive model (TVP-BGVAR) using time series data for 33 countries to evaluate heterogeneous international linkage across countries and time. Uncertainty shocks are identified via sign restrictions. The empirical results reveal that an increase in uncertainty in China negatively affects the global economy, but those effects significantly vary over time. The effects of China's uncertainty shocks on the global economy have been significantly altered by China's WTO accession, the global financial crisis, and the recent US-China trade conflict. Furthermore, the effects of China's uncertainty shocks, typically on inflation, differ significantly across countries. Moreover, Trade openness appears crucial in explaining heterogeneous GDP responses across countries, whereas the international dimension of monetary policy appears to be important in explaining heterogeneous inflation responses across countries.