• East Asian Economic Review
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• 제16권1호
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• pp.25-66
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• 2012

The paper analyzes the effect of expected future demand on the investment decisions of multinational enterprises. In particular, I explore the issue of the timing of switching between exporting and FDI in the host developing country and explicitly incorporate the firm's attitude toward risk in the model. The model demonstrates that the optimal time for switching to FDI depends on the expected future demand and the degree of its uncertainty.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2010년도 학술발표회
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• pp.591-595
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• 2010

Conventional methods of model evaluation usually rely only on model performance based on a comparison of simulated variables to corresponding observations. However, this type of model evaluation has been criticized because of its insufficient consideration of the various uncertainty sources involved in modeling processes. This study aims to propose an extended model evaluation method using multiple assesment indices (MAIs) that consider not only the model performance but also the model structure and parameter uncertainties in rainfall-runoff modeling. A simple reservoir model (SFM) and distributed kinematic wave models (KWMSS1 and KWMSS2 using topography from 250m, 500m, and 1km digital elevation models) were developed and assessed by three MAIs for model performance, model structural stability, and parameter identifiability. All the models provided acceptable performance in terms of a global response, but the simpler SFM and KWMSS1 could not accurately represent the local behaviors of hydrographs. In addition, SFM and KWMSS1 were structurally unstable; their performance was sensitive to the applied objective functions. On the other hand, the most sophisticated model, KWMSS2, performed well, satisfying both global and local behaviors. KMSS2 also showed good structural stability, reproducing hydrographs regardless of the applied objective functions; however, superior parameter identifiability was not guaranteed. Numerous parameter sets could lead to indistinguishable hydrographs. This result supports that while making a model complex increases its performance accuracy and reduces its structural uncertainty, the model is likely to suffer from parameter uncertainty. The proposed model evaluation process can provide an effective guideline for identifying a reliable hydrologic model.

• 자원ㆍ환경경제연구
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• 제14권1호
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• pp.75-100
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• 2005

본 연구는 기존의 양분선택형(dichotomous choice : DC) 질문에서 고려하지 못했던 응답자 개개인 선호의 불확실성을 CV(contingent valuation) 모형에 명시적으로 포함하여, 보다 개선된 가치추정결과를 이끌어내고자 한다. 이를 위해, 설문의 전체 표본을 2개의 표본으로 분할하였다. 첫 번째 표본은 다중선택(polychotomous choice : PC) 질문법을 사용하였고, 두 번째 표본은 사후적 확신도 질문이 첨가된 DC 질문법을 사용하여 설계하였다. 선호의 불확실성을 고려한 다섯 가지 모형과 기존의 DC 모형을 적용하였으며, 각 모형들의 추정결과를 효율성 측면과 모형적합도 측면에서 비교해 보았다. 실증분석 결과, 첫째, WTP(willingness to pay) 추정치의 효율성 측면에서는 전반적으로 DC 모형이 더 우월했고, 모형적합도 측면에서는 PC 모형이 좀더 우월함을 관찰할 수 있었다. 둘째, 기존 DC 모형과 가장 유사한 PC 모형을 비교해 볼 때, 두 모형의 WTP 추정치는 통계적으로 다르지 않으나, DC 모형이 효율성과 의형적합도 측면에서 좀더 개선된 추정치를 가져다주었다. 셋째, DC 모형에서 선호의 불확실성을 고려한 경우의 WTP 추정치는 불확실성을 고려하지 않은 기존 DC 모형의 추정결과와 비교해 볼 때, 효율성과 모형적합도 측면에서 별다른 손실 없이, 최대 84% 정도 더 크게 추정되었다. 이러한 결과들은 WTP 추정에 있어서 PC 모형보다는 DC 모형을 적용하는 것이 더욱 적합하며, 일반적인 DC 추정모형에서 선호의 불확실성을 고려하지 않았을 경우 응답자의 보수적인 응답경향으로 인해 WTP 추정치가 실제 WTP보다 과소 추정될 수 있으므로 선호의 불확실성을 고려해야 할 필요가 있음을 시사한다.

• 한국습지학회지
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• 제12권3호
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• pp.155-163
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• 2010

돌발홍수는 짧은 지속기간, 급격한 경사와 불투수층에 대해 강한 강우로 인하여 피해를 유발하는 홍수를 말한다. 돌발홍수는 강우가 돌발홍수기준(Flash Flood Guidance)을 초과하는 경우에 발생하게 되며, 따라서 돌발홍수기준을 정확히 산정하는 것이 돌발홍수예보의 정확성에 크게 기여한다. 즉, 강우-유출관계가 갖고 있는 불확실성(uncertainty)을 최소화 할수록 돌발홍수기준을 정확하게 산정할 수 있으며, 강우-유출 모형은 각각 고유의 매개변수와 특성을 갖고 있으므로 어떠한 강우-유출 모형을 사용하여 강우-유출관계를 도출하느냐에 따라 불확실성의 정도가 크게 좌우된다. 본 연구에서는 4개의 강우-유출모형(HEC-HMS 모형, 저류함수모형, SSARR 모형, TANK 모형)의 모의값에 Monte Carlo 모의 방법을 적용하여 95%신뢰수준에 대한 신뢰한계를 추정하여 제시하였다.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2009년도 학술발표회 초록집
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• pp.2215-2219
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• 2009

For model calibration in rainfall-runoff modeling, streamflow data at a specific outlet is obviously required but is not sufficient to identify parameters of a model since numerous parameter combinations can result in very similar model performance measures (i.e. objective functions) and indistinguishable simulated hydrographs. This phenomenon has been called 'equifinality' due to inherent parameter uncertainty involved in rainfall-runoff modeling. This study aims to investigate catchment responses in time and space to various uncertain parameter sets in distributed rainfall-runoff modeling. Seven plausible (or behavioral) parameter sets, which guarantee identically-good model performances, were sampled using deterministic and stochastic optimization methods entitled SCE and SCEM, respectively. Then, we applied them to a computational tracer method linked with a distributed rainfall-runoff model in order to trace and visualize potential origins of streamflow at a catchment outlet. The results showed that all hydrograph simulations based on the plausible parameter sets were performed equally well while internal catchment responses to them showed totally different aspects; different parameter values led to different distributions with respect to the streamflow origins in space and time despite identical simulated hydrographs. Additional information provided by the computational tracer method may be utilized as a complementary constraint for filtering out non-physical parameter set(s) (or reducing parameter uncertainty) in distributed rainfall-runoff modeling.

• 한국방재학회:학술대회논문집
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• 한국방재학회 2008년도 정기총회 및 학술발표대회
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• pp.723-726
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• 2008

It is not always easy to estimate the parameters in hydrologic models due to insufficient hydrologic data when hydraulic structures are designed or water resources plan are established, uncertainty analysis, therefore, are inevitably needed to examine reliability for the estimated results. With regard to this point, this study applies a Bayesian Markov Chain Monte Carlo scheme to the NWS-PC rainfall-runoff model that has been widely used, and a case study is performed in Soyang Dam watershed in Korea. The NWS-PC model is calibrated against observed daily runoff, and thirteen parameters in the model are optimized as well as posterior distributions associated with each parameter are derived. The Bayesian Markov Chain Monte Carlo shows a improved result in terms of statistical performance measures and graphical examination. The patterns of runoff can be influenced by various factors and the Bayesian approaches are capable of translating the uncertainties into parameter uncertainties. One could provide against an expected runoff event by utilizing information driven by Bayesian methods. Therefore, the rainfall-runoff analysis coupled with the uncertainty analysis can give us an insight in evaluating flood risk and dam size in a reasonable way.

• Bulletin of the Korean Chemical Society
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• 제22권3호
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• pp.251-252
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• 2001

• Nuclear Engineering and Technology
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• 제37권2호
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• pp.139-150
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• 2005

A robust control design procedure for a nuclear reactor has been developed and experimentally validated on the Penn State TRIGA research reactor. The utilization of the robust controller as a component of an autonomous control system is also demonstrated. Two methods of specifying a low order (fourth-order) nominal-plant model for a robust control design were evaluated: 1) by approximation based on the 'physics' of the process and 2) by an optimal Hankel approximation of a higher order plant model. The uncertainty between the nominal plant models and the higher order plant model is supplied as a specification to the ,u-synthesis robust control design procedure. Two methods of quantifying uncertainty were evaluated: 1) a combination of additive and multiplicative uncertainty and 2) multiplicative uncertainty alone. The conclusions are that the optimal Hankel approximation and a combination of additive and multiplicative uncertainty are the best approach to design robust control for this application. The results from nonlinear simulation testing and the physical experiments are consistent and thus help to confirm the correctness of the robust control design procedures and conclusions.

• Earthquakes and Structures
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• 제17권2호
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• pp.131-141
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• 2019

Structural control systems have uncertainties in their structural parameters and control devices which by using reliability analysis, uncertainty can be modeled. In this paper, reliability of controlled structures equipped with semi-active Magneto-Rheological (MR) dampers is investigated. For this purpose, at first, the effect of the structural parameters and damper parameters on the reliability of the seismic responses are evaluated. Then, the reliability of MR damper force is considered for expected levels of performance. For sensitivity analysis of the parameters exist in Bouc- Wen model for predicting the damper force, the importance vector is utilized. The improved first-order reliability method (FORM), is used to reliability analysis. As a case study, an 11-story shear building equipped with 3 MR dampers is selected and numerically obtained experimental data of a 1000 kN MR damper is assumed to study the reliability of the MR damper performance for expected levels. The results show that the standard deviation of random variables affects structural reliability as an uncertainty factor. Thus, the effect of uncertainty existed in the structural model parameters on the reliability of the structure is more than the uncertainty in the damper parameters. Also, the reliability analysis of the MR damper performance show that to achieve the highest levels of nominal capacity of the damper, the probability of failure is greatly increased. Furthermore, by using sensitivity analysis, the Bouc-Wen model parameters which have great importance in predicting damper force can be identified.

• Nuclear Engineering and Technology
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• 제56권2호
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• pp.762-769
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• 2024

The TMSR-SF0 simulator is an integral effect thermal-hydraulic experimental system for the development of thorium molten salt reactor (TMSR) program in China. The simulator has two heat transport loops with liquid FLiNaK. In literature, the 95% level confidence uncertainties of the thermophysical properties of FLiNaK are recommended, and the uncertainties of density, heat capacity, thermal conductivity and viscosity are ±2%, ±10, ±10% and ±10% respectively. In order to investigate the effects of thermophysical properties uncertainties on the molten salt heat transport system, the uncertainty and sensitivity analysis of the heat transfer characteristics of the simulator system are carried out on a RELAP5 model. The uncertainties of thermophysical properties are incorporated in simulation model and the Monte Carlo sampling method is used to propagate the input uncertainties through the model. The simulation results indicate that the uncertainty propagated to core outlet temperature is about ±10 ℃ with a confidence level of 95% in a steady-state operation condition. The result should be noted in the design, operation and code validation of molten salt reactor. In addition, more experimental data is necessary for quantifying the uncertainty of thermophysical properties of molten salts.