• Nuclear Engineering and Technology
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• 제53권3호
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• pp.860-865
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• 2021

A data-based model, such as an AAKR model is widely used for monitoring the drifts of sensors in nuclear power plants. However, since a training dataset and a test dataset for a data-based model cannot be constructed with the data from all the possible states, the model uncertainty cannot be good enough to represent the uncertainty of estimations. In fact, the errors of estimation grow much bigger if the incoming data come from inexperienced states. To overcome this limitation of the model uncertainty, a new measure of uncertainty for a data-based model is developed and the predicted uncertainty is introduced. The predicted uncertainty is defined in every estimation according to the incoming data. In this paper, the AAKR model is used as a data-based model. The predicted uncertainty is similar in magnitude to the model uncertainty when the estimation is made for the incoming data from the experienced states but it goes bigger otherwise. The characteristics of the predicted model uncertainty are studied and the usefulness is demonstrated with the pressure signals measured in the flow-loop system. It is expected that the predicted uncertainty can quite reduce the false alarm by using the variable threshold instead of the fixed threshold.

• The Journal of Asian Finance, Economics and Business
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• 제9권1호
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• pp.1-11
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• 2022

The study incorporates model uncertainty into the private equity (PE) valuation model (SWY model) (Sorensen et al., 2014) to evaluate how model uncertainty distorts the leverage and valuations of PE funds. This study applies a continuous-time model to PE project valuation, modeling the LPs' goal as multiplier preferences provided by Anderson et al. (2003), and assuming that LPs' aversion to model uncertainty causes endogenous belief distortions with entropy as a measure of model discrepancies. Concerns regarding model uncertainty, according to the theoretical model, have an unclear effect on LPs' risk attitude and GPs' decision, which is based on the value of the PE asset. It also demonstrates that model uncertainty lowers the certainty-equivalent valuation of the LPs. Finally, we compare the outcomes of the Full-spanning risk model with the Non-spanned risk model, and they match the intuitive economic reasoning. The most important implication is that model uncertainty will have negative effects on the LPs' certainty-equivalent valuation but has ambiguous effects on the portfolio allocation choice of liquid wealth. Our works contribute to two literature streams. The first is the literature that models the PE funds. The second is the literature introduces model uncertainty into standard finance models.

• Industrial Engineering and Management Systems
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• 제12권1호
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• pp.46-50
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• 2013

In insurance statistics, the sum of homogeneous insurance is often needed. The sum is called individual risk model which is a fundamental model in risk analysis for insurance. This paper first presents an individual risk model based on the uncertainty theory. Then its uncertainty distribution is provided. Finally, its arithmetic is shown by a numerical example.

• 대한기계학회:학술대회논문집
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• 대한기계학회 2004년도 추계학술대회
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• pp.1721-1726
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• 2004

Heat rate is a representative index to estimate the performance of turbine cycle in nuclear power plant. Accuracy of heat rate calculation is dependent on the accuracy of measurement for plant status variables. Uncertainty of heat rate can be modeled using uncertainty propagation model. We developed practical estimation model of heat rate uncertainty using the propagation and regression model. The uncertainty model is used in the performance analysis system developed for the operating nuclear power plant.

• Computational Structural Engineering : An International Journal
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• 제1권2호
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• pp.81-87
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• 2001

A framework for reliability analysis of structural components and systems under conditions of statistical and model uncertainty is presented. The Bayesian parameter estimation method is used to derive the posterior distribution of model parameters reflecting epistemic uncertainties. Point, predictive and bound estimates of reliability accounting for parameter uncertainties are derived. The bounds estimates explicitly reflect the effect of epistemic uncertainties on the reliability measure. These developments are enhance-ments of second-moment uncertainty analysis methods developed by A. H-S. Ang and others three decades ago.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2022년도 학술발표회
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• pp.137-137
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• 2022

Evaluating interpolated rainfall uncertainty of hydrological models caused by different interpolation methods for basins where can not fully collect rainfall data are necessary. In this study, the adaptive MCMC method under effects of ILFs was used to analyze the interpolated rainfall uncertainty of the SURR model for Gunnam basin, Korea. Three events were used to calibrate and one event was used to validate the posterior distributions of unknown parameters. In this work, the performance of four ILFs on uncertainty of interpolated rainfall was assessed. The indicators of p_factor (percentage of observed streamflow included in the uncertainty interval) and r_factor (the average width of the uncertainty interval) were used to evaluate the uncertainty of the simulated streamflow. The results showed that the uncertainty bounds illustrated the slight differences from various ILFs. The study confirmed the importance of the likelihood function selection in the application the adaptive Bayesian MCMC method to the uncertainty assessment of the SURR model caused by interpolated rainfall.

• 한국대기환경학회지
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• 제18권4호
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• pp.327-334
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• 2002

The work presents sensitivity and uncertainty analysis of 2-compartment model for the evaluation of indoor radon pollution in a house. Effort on the development of such model is directed towards the prediction of the generation and transfer of radon in indoor air released from groundwater. The model is used to estimate a quantitative daily human exposure through inhalation of such radon based on exposure scenarios. However, prediction from the model has uncertainty propagated from uncertainties in model parameters. In order to assess how model predictions are affected by the uncertainties of model inputs, the study performs a quantitative uncertainty analysis in conjunction with the developed model. An importance analysis is performed to rank input parameters with respect to their contribution to model prediction based on the uncertainty analysis. The results obtained from this study would be used to the evaluation of human risk by inhalation associated with the indoor pollution by radon released from groundwater.

• Architectural research
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• 제8권1호
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• pp.37-45
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• 2006

A fungal spore transportation model that accounts for the concentration of airborne indoor spores and the amount of spores deposited on interior surfaces has been developed by extending the current aerosol model. This model is intended to be used for a building with a mechanical ventilation system, and considers HVAC filter efficiency and ventilation rate. The model also includes a surface-cleaning efficiency and frequency that removes a portion of spores deposited on surfaces. The developed model predicts indoor fungal spore concentration and provides an indoor/outdoor ratio that may increase or decrease mold growth risks in real, in-use building cases. To get a more useful outcome from the model simulation, an uncertainty analysis has been conducted in a real building case. By including uncertainties associated with the parameters in the spore transportation model, the simulation results provide probable ranges of indoor concentration and indoor/outdoor ratio. This paper describes the uncertainty quantification of each parameter that is specific to fungal spores, and uncertainty propagation using an appropriate statistical technique. The outcome of the uncertainty analysis showed an agreement with the results from the field measurement with air sampling in a real building.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2021년도 학술발표회
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• pp.127-127
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• 2021

In order to estimate parameter uncertainty of hydrological models, the consideration of the likelihood functions which provide reliable parameters of model is necessary. In this study, the Bayesian Markov Chain Monte Carlo (MCMC) method with informal likelihood functions is used to analyze the uncertainty of parameters of the SURR model for estimating the hourly streamflow of Gunnam station of Imjin basin, Korea. Three events were used to calibrate and one event was used to validate the posterior distributions of parameters. Moreover, the performance of four informal likelihood functions (Nash-Sutcliffe efficiency, Normalized absolute error, Index of agreement, and Chiew-McMahon efficiency) on uncertainty of parameter is assessed. The indicators used to assess the uncertainty of the streamflow simulation were P-factor (percentage of observed streamflow included in the uncertainty interval) and R-factor (the average width of the uncertainty interval). The results showed that the sensitivities of parameters strongly depend on the likelihood functions and vary for different likelihood functions. The uncertainty bounds illustrated the slight differences from various likelihood functions. This study confirms the importance of the likelihood function selection in the application of Bayesian MCMC to the uncertainty assessment of the SURR model.

• 대한간호학회지
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• 제33권8호
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• pp.1127-1134
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• 2003

Background. Although there have been a great number of research studies based on the model of uncertainty in illness, few studies have considered the appraisal portion of model. Purpose. The purpose of this study was to test the mediating effect of appraisal in the model of uncertainty in illness. Additionally, this study aimed to examine the relationships among uncertainty, symptom severity, appraisal, and anxiety in patients newly diagnosed with atrial fibrillation. Methods. This study employed a descriptive correlational and cross-sectional survey design using a face-to-face interview method. Patients diagnosed with atrial fibrillation within the previous 6 months prior to data collection were interviewed by Mishel Uncertainty in Illness Scale-Community Form, appraisal scale, Symptom Checklist-Severity V.3, and State Anxiety Inventory. Results. A total of 81 patients with atrial fibrillation were recruited from two large urban medical centers in Cleveland, Ohio, U.S.A.. Symptom severity was the significant variable in explaining uncertainty ($\beta$=0.34). Individuals with greater symptom severity perceived more uncertainty. Uncertainty was appraised as a danger rather than opportunity, and those with greater uncertainty appraised a greater danger (p<.0l). While the appraisal of opportunity had the negative relationship with anxiety (r=-0.25), the appraisal of danger was positively associated with anxiety (r=0.78). The measure of goodness of fit (Q) of the model was .7863, and the significant test (X$^2$) for the Q was statistically significant (df =3, p<.00l). Accordingly, the overall mediating model of uncertainty in illness was proven not to be fit to the empirical data of patients with atrial fibrillation. Consequently, the mediating effect of appraisal was not supported by the empirical data of this study. Conclusion. The findings of this study were discussed in terms of their relevance compared with those of previous studies or theoretical framework and the plausible explanations on study findings. Lastly, in order to expand the present body of knowledge on uncertainty in illness model, recommendations for the future nursing studies were included.