• Nuclear Engineering and Technology
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• 제42권2호
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• pp.163-174
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• 2010

As pointed out in the OECD BEMUSE Program, when a high computation time is taken to obtain the relevant output values of a complex physical model (or code), the number of statistical samples that must be evaluated through it is a critical factor for the sampling-based uncertainty analysis. Two alternative methods have been utilized to avoid the problem associated with the size of these statistical samples: one is based on Wilks' formula, which is based on simple random sampling, and the other is based on the conventional nonlinear regression approach. While both approaches provide a useful means for drawing conclusions on the resultant uncertainty with a limited number of code runs, there are also some unique corresponding limitations. For example, a conclusion based on the Wilks' formula can be highly affected by the sampled values themselves, while the conventional regression approach requires an a priori estimate on the functional forms of a regression model. The main objective of this paper is to assess the feasibility of the ACE-RSM approach as a complementary method to the Wilks' formula and the conventional regression-based uncertainty analysis. This feasibility was assessed through a practical application of the ACE-RSM approach to the LOFT L2-5 LBLOCA PCT uncertainty analysis, which was implemented as a part of the OECD BEMUSE Phase III program.

• 제어로봇시스템학회논문지
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• 제5권8호
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• pp.923-931
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• 1999

In this paper, a modeling and a robust time-delay control for the reclaimer are investigated. Supplying the same amount of a raw material throughout the reclamation process from the raw yard to a sinter plant is important to keep the quality of the molten steel uniform in blast furnaces. As the actual parameter values of the reclaimer are not available, the boom rotational dynamics are modeled as a second order differential equation with unknown coefficients. The unknown parameters in the nominal model are estimated using a recursive estimation method. Another important factor in the control design of the reclaimer is the large time-delay in output measurement. Assuming a multiplicative uncertainty, that accounts for both the unstructured uncertainty neglected in the modeling and the structured uncertainty contained in the parameter estimation, a robust Smith predictor is designed. A robust stability criterion for the multiplicative uncertainty is also derived. Following the work of Goodwin et al. [4], a quantifying procedure of the multiplicative uncertainty bound, through experiments , is described. Experimental and simulation results are provided.

• 한국환경과학회지
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• 제20권3호
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• pp.329-340
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• 2011

The probability concepts mainly used for rainfall or flood frequency analysis in water resources planning are the frequentist viewpoint that defines the probability as the limit of relative frequency, and the unknown parameters in probability model are considered as fixed constant numbers. Thus the probability is objective and the parameters have fixed values so that it is very difficult to specify probabilistically the uncertianty of these parameters. This study constructs the uncertainty evaluation model using Bayesian MCMC and Metropolis -Hastings algorithm for the uncertainty quantification of parameters of probability distribution in rainfall frequency analysis, and then from the application of Bayesian MCMC and Metropolis- Hastings algorithm, the statistical properties and uncertainty intervals of parameters of probability distribution can be quantified in the estimation of probability rainfall so that the basis for the framework configuration can be provided that can specify the uncertainty and risk in flood risk assessment and decision-making process.

• 경제분석
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• 제25권3호
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• pp.70-99
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• 2019

본 연구는 주가지수, 원달러 환율, 국채수익률 및 신용스프레드로 구성된 Stochastic volatility-in-mean VAR 모형을 이용하여 금융시장 불확실성이 금융시장에 미치는 효과를 분석하였다. 첫째, 불확실성 증가충격의 효과는 경기후퇴적(recessionary)이며, 특히 주가 하락효과와 원달러 환율 상승효과가 강력한 것으로 나타났다. 둘째, 금융시장 스트레스에 따른 국면전환(regime shift) 효과에 대한 분석에서는 금융시장 위기 기간 중 불확실성의 효과가 평상시에 비해 더욱 강력해진다는 결과를 얻었다. 마지막으로 금융시장 불확실성 증가는 금융부문을 넘어 실물부문까지 영향을 미치는 실질효과 가능성에 대한 증거가 제시되었다.

• 대한조선학회논문집
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• 제51권5호
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• pp.396-408
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• 2014

In this study, uncertainty analysis based on ITTC(International Towing Tank Conference) Recommended Procedures is carried out in the towing-tank experiment for motion responses and added resistance. The experiment was conducted for KVLCC2 model in head sea condition. The heave, pitch and added resistance were measured in different wave conditions, and the measurement was repeated up to maximum 15 times in each wave condition in order to observe the uncertainty of measured data. The uncertainty analysis was carried out by adopting the ISO-GUM(International Organization for Standardization, Guide to the Expression of Uncertainty in Measurements) method recommended by ITTC. This paper describes the details about the analysis method, uncertainty and the measured uncertainty for each source. The uncertainty analysis results are summarized as a tabular form. To validate the accuracy of the present measurement, the experimental results are compared with the results of numerical computation and other experiment. From the present uncertainty analysis, the main sources of uncertainty are identified, which can be very useful to improve the accuracy for added resistance experiment.

• 아태비즈니스연구
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• 제14권4호
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• pp.319-330
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• 2023

Purpose - The purpose of this paper is to examine the connectedness between categorical economic policy uncertainty (monetary, fiscal, trade and foreign exchange policy uncertainty) indexes and option-implied volatility index in Korea, Japan and the US. Design/methodology/approach - This paper employs the Diebold-Ylmaz (2012) model based on a VAR and generalized forecast error variance decomposition. This paper also conducts regression analyses to investigate whether the volatility indexes are explained by categorical policy uncertainty indexes. Findings - First, we find the total connectedness is stronger in Korea and Japan relative to the US. Second, monetary, fiscal, and foreign exchange policy uncertainty indexes are connected to each other but trade policy uncertainty index is not. Third, the volatility index in Japan and the US is mainly associated with monetary policy uncertainty while the volatility index in Korea is explained by fiscal policy uncertainty index. Research implications or Originality - To our knowledge, this is the first study to investigate the connectedness among categorical policy uncertainty indexes and the volatility index in Korea, Japan, and the US. The empirical results on the connectedness suggest that transparent policy and communication with the market in one type of policy would reduce the uncertainty in other policies.

• International Journal of Aeronautical and Space Sciences
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• 제13권2호
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• pp.127-153
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• 2012

This paper presents an advanced computational method for the prediction of the responses in the frequency domain of general linear dissipative structural-acoustic and fluid-structure systems, in the low-and medium-frequency domains and this includes uncertainty quantification. The system under consideration is constituted of a deformable dissipative structure that is coupled with an internal dissipative acoustic fluid. This includes wall acoustic impedances and it is surrounded by an infinite acoustic fluid. The system is submitted to given internal and external acoustic sources and to the prescribed mechanical forces. An efficient reduced-order computational model is constructed by using a finite element discretization for the structure and an internal acoustic fluid. The external acoustic fluid is treated by using an appropriate boundary element method in the frequency domain. All the required modeling aspects for the analysis of the medium-frequency domain have been introduced namely, a viscoelastic behavior for the structure, an appropriate dissipative model for the internal acoustic fluid that includes wall acoustic impedance and a model of uncertainty in particular for the modeling errors. This advanced computational formulation, corresponding to new extensions and complements with respect to the state-of-the-art are well adapted for the development of a new generation of software, in particular for parallel computers.

• 한국항해항만학회지
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• 제43권6호
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• pp.462-468
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• 2019

해양석유 생산은 예기치 못한 유가 하락과 글로벌 석유물류의 변화로 인한 여러 가지 어려움에 직면하고 있다. 이 연구는 불확실성하의 해양석유생산 최적화를 위한 추계적 모형을 제시한다. 제시된 추계적 모형은 강인한 최적화 모형과 리코스 제한 최적화 모형을 사용하고 리코스 이익 변동의 척도로 하위부분평균을 사용한다. 제안된 모형을 바탕으로 불확실성 하의 원유의 가격과 수요에 관한 시나리오 기반의 자료를 사용하여 수행한 계산실험 및 결과를 검토하여 보고하였다. 이 연구는 불학실성 하에서 위험을 고려한 해양석유생산 문제에 대한 의사결정에 유의하게 적용될 수 있을 것이다.

• 한국항공우주학회지
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• 제39권12호
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• pp.1107-1114
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• 2011

본 논문에서는 레이저 피닝(Laser peening) 구조물에 대한 피로 수명을 예측하였다. 레이저 피닝에 의해 생성된 압축잔류응력(Compressive residual stress)을 계산하기 위해서 유한 요소 시뮬레이션(Finite element simulation)을 수행하였고, 피로 수명 예측 시에 압축잔류응력 효과를 고려하기 위해서 수정된 Goodman 식을 사용하였다. 또한, S-N 선도 모델 불확실성(Model uncertainty)을 고려한 피로 수명 예측을 위해 부가 적응 인자 접근법(Additive adjustment factor approach)을 적용하여 예측된 피로 수명의 신뢰 구간(Reliable bounds)을 결정하였다.

• 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.