• 제목/요약/키워드: Gaussian uncertainty

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

  • 김병식;김보경;권현한
    • 한국습지학회지
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    • 제11권1호
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    • pp.49-64
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    • 2009
  • 홍수나 가뭄 등 극한 사상을 예측하여 재해에 대비하거나 또는 수자원을 효율적으로 관리, 배분하기 위하여 강우-유출 모형이 이용되고 있다. 그러나 많은 수문학자들은 강우-유출 모형이 가질 수밖에 없는 불확실성에 대하여 언급하였다. 실제 유역에 내린 강우는 증발과 증산, 차단, 침투 등 여러 과정을 거쳐 유출로 이어지는데, 모형에서는 이러한 복잡한 물리적 과정을 단순화하여 표현하였으므로 불확실성이 반드시 존재할 수밖에 없는 것이다. 따라서 모형으로부터의 모의 결과를 신뢰할 수 있는지를 정량적으로 판단하는 과정이 이루어져야 한다. 본 논문에서는 현재까지 강우-유출 모형의 불확실성을 평가한 선행 연구 중 Montanari와 Brath(2004)가 제시한 Meta-Gaussian 기법을 이용하여 강우-유출 모형 모의 결과에 대한 불확실성을 검토하였다. 이 기법은 모형 오차의 확률 분포형으로부터 신뢰구간의 상한계와 하한계를 추정하는 방법으로 수문모형의 전역적 불확실성(Global Uncertainty)을 정량화할 수 있다. 본 논문에서는 동일한 강우사상에 대한 물리적 기반의 분포형 모형인 $Vflo^{TM}$ 모형과 개념적 준 분포형 모형인 HEC-HMS 모형으로부터 모의된 유출량을 Meta-Gaussian 기법을 적용하여 불확실성을 분석하였다.

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GEOSTATISTICAL UNCERTAINTY ANALYSIS IN SEDIMENT GRAIN SIZE MAPPING WITH HIGH-RESOLUTION REMOTE SENSING IMAGERY

  • Park, No-Wook;Chi, Kwang-Hoon
    • 대한원격탐사학회:학술대회논문집
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    • 대한원격탐사학회 2007년도 Proceedings of ISRS 2007
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    • pp.225-228
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    • 2007
  • This paper presents a geostatistical methodology to model local uncertainty in spatial estimation of sediment grain size with high-resolution remote sensing imagery. Within a multi-Gaussian framework, the IKONOS imagery is used as local means both to estimate the grain size values and to model local uncertainty at unsample locations. A conditional cumulative distribution function (ccdf) at any locations is defined by mean and variance values which can be estimated by multi-Gaussian kriging with local means. Two ccdf statistics including condition variance and interquartile range are used here as measures of local uncertainty and are compared through a cross validation analysis. In addition to local uncertainty measures, the probabilities of not exceeding or exceeding any grain size value at any locations are retrieved and mapped from the local ccdf models. A case study of Baramarae beach, Korea is carried out to illustrate the potential of geostatistical uncertainty modeling.

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Stochastic analysis of elastic wave and second sound propagation in media with Gaussian uncertainty in mechanical properties using a stochastic hybrid mesh-free method

  • Hosseini, Seyed Mahmoud;Shahabian, Farzad
    • Structural Engineering and Mechanics
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    • 제49권1호
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    • pp.41-64
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    • 2014
  • The main objective of this article is the exploitation of a stochastic hybrid mesh-free method based on stochastic generalized finite difference (SGFD), Newmark finite difference (NFD) methods and Monte Carlo simulation for thermoelastic wave propagation and coupled thermoelasticity analysis based on GN theory (without energy dissipation). A thick hollow cylinder with Gaussian uncertainty in mechanical properties is considered as an analyzed domain for the problem. The effects of uncertainty in mechanical properties with various coefficients of variations on thermo-elastic wave propagation are studied in details. Also, the time histories and distribution on thickness of cylinder of maximum, mean and variance values of temperature and radial displacement are studied for various coefficients of variations (COVs).

Monte Carlo 방법을 이용한 대기오염 배출률 예측의 불확실성 평가 (Uncertainty Evaluation of the Estimated Release Rate for the Atmospheric Pollutant Using Monte Carlo Method)

  • 정효준;김은한;서경석;황원태;한문희
    • 한국환경과학회지
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    • 제15권4호
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    • pp.319-324
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    • 2006
  • Release rate is one of the important items for the environmental impact assessment caused by radioactive materials in case of an accidental release from the nuclear facilities. In this study, the uncertainty of the estimated release rate is evaluated using Monte Carlo method. Gaussian plume model and linear programming are used for estimating the release rate of a source material. Tracer experiment is performed at the Yeoung-Kwang nuclear site to understand the dispersion characteristics. The optimized release rate was 1.56 times rather than the released source as a result of the linear programming to minimize the sum of square errors between the observed concentrations of the experiment and the calculated ones using Gaussian plume model. In the mean time, 95% confidence interval of the estimated release rate was from 1.41 to 2.53 times compared with the released rate as a result of the Monte Carlo simulation considering input variations of the Gaussian plume model. We confirm that this kind of the uncertainty evaluation for the source rate can support decision making appropriately in case of the radiological emergencies.

IMPLEMENTATION OF DATA ASSIMILATION METHODOLOGY FOR PHYSICAL MODEL UNCERTAINTY EVALUATION USING POST-CHF EXPERIMENTAL DATA

  • Heo, Jaeseok;Lee, Seung-Wook;Kim, Kyung Doo
    • Nuclear Engineering and Technology
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    • 제46권5호
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    • pp.619-632
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    • 2014
  • The Best Estimate Plus Uncertainty (BEPU) method has been widely used to evaluate the uncertainty of a best-estimate thermal hydraulic system code against a figure of merit. This uncertainty is typically evaluated based on the physical model's uncertainties determined by expert judgment. This paper introduces the application of data assimilation methodology to determine the uncertainty bands of the physical models, e.g., the mean value and standard deviation of the parameters, based upon the statistical approach rather than expert judgment. Data assimilation suggests a mathematical methodology for the best estimate bias and the uncertainties of the physical models which optimize the system response following the calibration of model parameters and responses. The mathematical approaches include deterministic and probabilistic methods of data assimilation to solve both linear and nonlinear problems with the a posteriori distribution of parameters derived based on Bayes' theorem. The inverse problem was solved analytically to obtain the mean value and standard deviation of the parameters assuming Gaussian distributions for the parameters and responses, and a sampling method was utilized to illustrate the non-Gaussian a posteriori distributions of parameters. SPACE is used to demonstrate the data assimilation method by determining the bias and the uncertainty bands of the physical models employing Bennett's heated tube test data and Becker's post critical heat flux experimental data. Based on the results of the data assimilation process, the major sources of the modeling uncertainties were identified for further model development.

Efficient Monte Carlo simulation procedures in structural uncertainty and reliability analysis - recent advances

  • Schueller, G.I.
    • Structural Engineering and Mechanics
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    • 제32권1호
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    • pp.1-20
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    • 2009
  • The present contribution addresses uncertainty quantification and uncertainty propagation in structural mechanics using stochastic analysis. Presently available procedures to describe uncertainties in load and resistance within a suitable mathematical framework are shortly addressed. Monte Carlo methods are proposed for studying the variability in the structural properties and for their propagation to the response. The general applicability and versatility of Monte Carlo Simulation is demonstrated in the context with computational models that have been developed for deterministic structural analysis. After discussing Direct Monte Carlo Simulation for the assessment of the response variability, some recently developed advanced Monte Carlo methods applied for reliability assessment are described, such as Importance Sampling for linear uncertain structures subjected to Gaussian loading, Line Sampling in linear dynamics and Subset simulation. The numerical example demonstrates the applicability of Line Sampling to general linear uncertain FE systems under Gaussian distributed excitation.

Implicit Treatment of Technical Specification and Thermal Hydraulic Parameter Uncertainties in Gaussian Process Model to Estimate Safety Margin

  • Fynan, Douglas A.;Ahn, Kwang-Il
    • Nuclear Engineering and Technology
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    • 제48권3호
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    • pp.684-701
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    • 2016
  • The Gaussian process model (GPM) is a flexible surrogate model that can be used for nonparametric regression for multivariate problems. A unique feature of the GPM is that a prediction variance is automatically provided with the regression function. In this paper, we estimate the safety margin of a nuclear power plant by performing regression on the output of best-estimate simulations of a large-break loss-of-coolant accident with sampling of safety system configuration, sequence timing, technical specifications, and thermal hydraulic parameter uncertainties. The key aspect of our approach is that the GPM regression is only performed on the dominant input variables, the safety injection flow rate and the delay time for AC powered pumps to start representing sequence timing uncertainty, providing a predictive model for the peak clad temperature during a reflood phase. Other uncertainties are interpreted as contributors to the measurement noise of the code output and are implicitly treated in the GPM in the noise variance term, providing local uncertainty bounds for the peak clad temperature. We discuss the applicability of the foregoing method to reduce the use of conservative assumptions in best estimate plus uncertainty (BEPU) and Level 1 probabilistic safety assessment (PSA) success criteria definitions while dealing with a large number of uncertainties.

Minimum Variance Unbiased Estimation for the Maximum Entropy of the Transformed Inverse Gaussian Random Variable by Y=X-1/2

  • Choi, Byung-Jin
    • Communications for Statistical Applications and Methods
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    • 제13권3호
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    • pp.657-667
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    • 2006
  • The concept of entropy, introduced in communication theory by Shannon (1948) as a measure of uncertainty, is of prime interest in information-theoretic statistics. This paper considers the minimum variance unbiased estimation for the maximum entropy of the transformed inverse Gaussian random variable by $Y=X^{-1/2}$. The properties of the derived UMVU estimator is investigated.

Frequency Domain DTV Pilot Detection Based on the Bussgang Theorem for Cognitive Radio

  • Hwang, Sung Sue;Park, Dong Chan;Kim, Suk Chan
    • ETRI Journal
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    • 제35권4호
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    • pp.644-654
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    • 2013
  • In this paper, a signal detection scheme for cognitive radio (CR) based on the Bussgang theorem is proposed. The proposed scheme calculates the statistical difference between Gaussian noise and the primary user signal by applying the Bussgang theorem to the received signal. Therefore, the proposed scheme overcomes the noise uncertainty and gives scalable complexity according to the zero-memory nonlinear function for a mobile device. We also present the theoretical analysis on the detection threshold and the detection performance in the additive white Gaussian noise channel. The proposed detection scheme is evaluated by computer simulations based on the IEEE 802.22 standard for the wireless regional area network. Our results show that the proposed scheme is robust to the noise uncertainty and works well in a very low signal-to-noise ratio.

Cloud Removal Using Gaussian Process Regression for Optical Image Reconstruction

  • Park, Soyeon;Park, No-Wook
    • 대한원격탐사학회지
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    • 제38권4호
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    • pp.327-341
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    • 2022
  • Cloud removal is often required to construct time-series sets of optical images for environmental monitoring. In regression-based cloud removal, the selection of an appropriate regression model and the impact analysis of the input images significantly affect the prediction performance. This study evaluates the potential of Gaussian process (GP) regression for cloud removal and also analyzes the effects of cloud-free optical images and spectral bands on prediction performance. Unlike other machine learning-based regression models, GP regression provides uncertainty information and automatically optimizes hyperparameters. An experiment using Sentinel-2 multi-spectral images was conducted for cloud removal in the two agricultural regions. The prediction performance of GP regression was compared with that of random forest (RF) regression. Various combinations of input images and multi-spectral bands were considered for quantitative evaluations. The experimental results showed that using multi-temporal images with multi-spectral bands as inputs achieved the best prediction accuracy. Highly correlated adjacent multi-spectral bands and temporally correlated multi-temporal images resulted in an improved prediction accuracy. The prediction performance of GP regression was significantly improved in predicting the near-infrared band compared to that of RF regression. Estimating the distribution function of input data in GP regression could reflect the variations in the considered spectral band with a broader range. In particular, GP regression was superior to RF regression for reproducing structural patterns at both sites in terms of structural similarity. In addition, uncertainty information provided by GP regression showed a reasonable similarity to prediction errors for some sub-areas, indicating that uncertainty estimates may be used to measure the prediction result quality. These findings suggest that GP regression could be beneficial for cloud removal and optical image reconstruction. In addition, the impact analysis results of the input images provide guidelines for selecting optimal images for regression-based cloud removal.