• 제목/요약/키워드: Model uncertainty

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강우자료의 불확실성을 고려한 강우 유출 모형의 적용 (Application of Rainfall Runoff Model with Rainfall Uncertainty)

  • 이효상;전민우;발린 다니엘라;로드 미하엘
    • 한국수자원학회논문집
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    • 제42권10호
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    • pp.773-783
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    • 2009
  • 강우유출모형의 입력 자료로 사용되는 강우 관측 자료의 불확실성이 유량예측에 미치는 영향을 분석하기 위하여 모형변수 검정의 불확실성 연구에서 사용하는 GLUE (Generalized Likelihood Uncertainty Estimation)방법을 입력 자료 부분으로 확장하여 적용 하였다. 독일의 Weida 유역의 강우 관측 자료를 바탕으로 구조적 및 비구조적인 불확실성 부분을 각각 구조적인 오차 수정 과정과 DUE (Data Uncertainty Engine)을 통하여 강우자료를 구성하였다. 이를 유역의 수문학적 작용을 고려하기 위해 선정한 집중형 강우유출모형, PDM (Probability Distribution Model)에 MC (Monte Carlo)와 GLUE 방법을 활용하여 적용하였다. MC검정변수들의 검정 후 반응 표면(Posterior response surface)을 검토하고 GLUE 의 반응검정 모형변수(Behavioural model parameter set)를 선택, 간략한 GLUE 유량곡선들을 계산하였다. 계산된 GLUE 유량곡선들을 모두 합하여 앙상블 유량을 산정하고, 이 유량의 90 분위를 강우량자료 및 모형변수 검정의 불확실성을 고려한 신뢰구간으로 제시하였다. PDM 모형의 결과는 유량곡선의 전구간에서 안정적인 모의 능력을 보여주고 있으나, 첨두유량 부분이 적게 산정되는 문제점을 보이고 있다. 본 연구에서 상대적으로 적은 수의 강우 시나리오 및 반응검정 모형변수의 적용이라는 한계에도 불구하고, GLUE 방법을 강우관측자료의 불확실성 부분으로 확장하여 강우자료 및 변수 검정의 불확실성을 고려한 모의된 유량예측의 신뢰구간의 적용가능성을 보여주고 있다.

The Explicit Treatment of Model Uncertainties in the Presence of Aleatory and Epistemic Parameter Uncertainties in Risk and Reliability Analysis

  • Ahn, Kwang-ll;Yang, Joon-Eon
    • Nuclear Engineering and Technology
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    • 제35권1호
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    • pp.64-79
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    • 2003
  • In the risk and reliability analysis of complex technological systems, the primary concern of formal uncertainty analysis is to understand why uncertainties arise, and to evaluate how they impact the results of the analysis. In recent times, many of the uncertainty analyses have focused on parameters of the risk and reliability analysis models, whose values are uncertain in an aleatory or an epistemic way. As the field of parametric uncertainty analysis matures, however, more attention is being paid to the explicit treatment of uncertainties that are addressed in the predictive model itself as well as the accuracy of the predictive model. The essential steps for evaluating impacts of these model uncertainties in the presence of parameter uncertainties are to determine rigorously various sources of uncertainties to be addressed in an underlying model itself and in turn model parameters, based on our state-of-knowledge and relevant evidence. Answering clearly the question of how to characterize and treat explicitly the forgoing different sources of uncertainty is particularly important for practical aspects such as risk and reliability optimization of systems as well as more transparent risk information and decision-making under various uncertainties. The main purpose of this paper is to provide practical guidance for quantitatively treating various model uncertainties that would often be encountered in the risk and reliability modeling process of complex technological systems.

몬테카를로 시뮬레이션을 이용한 LCI data 불활실성 처리 방법론 (A Methodology on Treating Uncertainty of LCI Data using Monte Carlo Simulation)

  • 박지형;서광규
    • 한국정밀공학회지
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    • 제21권12호
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    • pp.109-118
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    • 2004
  • Life cycle assessment (LCA) usually involves some uncertainty. These uncertainties are generally divided in two categories such lack of data and data inaccuracy in life cycle inventory (LCI). This paper explo.es a methodology on dealing with uncertainty due to lack of data in LCI. In order to treat uncertainty of LCI data, a model for data uncertainty is proposed. The model works with probabilistic curves as inputs and with Monte Carlo Simulation techniques to propagate uncertainty. The probabilistic curves were derived from the results of survey in expert network and Monte Carlo Simulation was performed using the derived probabilistic curves. The results of Monte Carlo Simulation were verified by statistical test. The proposed approach should serve as a guide to improve data quality and deal with uncertainty of LCI data in LCA projects.

Markov-Chain Monte Carlo 기법을 이용한 준 분포형 수문모형의 매개변수 및 모형 불확실성 분석 (Parameter and Modeling Uncertainty Analysis of Semi-Distributed Hydrological Model using Markov-Chain Monte Carlo Technique)

  • 최정현;장수형;김상단
    • 한국물환경학회지
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    • 제36권5호
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    • pp.373-384
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    • 2020
  • Hydrological models are based on a combination of parameters that describe the hydrological characteristics and processes within a watershed. For this reason, the model performance and accuracy are highly dependent on the parameters. However, model uncertainties caused by parameters with stochastic characteristics need to be considered. As a follow-up to the study conducted by Choi et al (2020), who developed a relatively simple semi-distributed hydrological model, we propose a tool to estimate the posterior distribution of model parameters using the Metropolis-Hastings algorithm, a type of Markov-Chain Monte Carlo technique, and analyze the uncertainty of model parameters and simulated stream flow. In addition, the uncertainty caused by the parameters of each version is investigated using the lumped and semi-distributed versions of the applied model to the Hapcheon Dam watershed. The results suggest that the uncertainty of the semi-distributed model parameters was relatively higher than that of the lumped model parameters because the spatial variability of input data such as geomorphological and hydrometeorological parameters was inherent to the posterior distribution of the semi-distributed model parameters. Meanwhile, no significant difference existed between the two models in terms of uncertainty of the simulation outputs. The statistical goodness of fit of the simulated stream flows against the observed stream flows showed satisfactory reliability in both the semi-distributed and the lumped models, but the seasonality of the stream flow was reproduced relatively better by the distributed model.

Uncertainty assessment caused by GCMs selection on hydrologic studies

  • Ghafouri-Azar, Mona;Bae, Deg-Hyo
    • 한국수자원학회:학술대회논문집
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    • 한국수자원학회 2018년도 학술발표회
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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.

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다중최적화기법을 이용한 강우-유사-유출 예측 불확실성 평가 (Assessment of Rainfall-Sediment Yield-Runoff Prediction Uncertainty Using a Multi-objective Optimization Method)

  • 이기하;유완식;정관수;조복환
    • 한국수자원학회논문집
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    • 제43권12호
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    • pp.1011-1027
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    • 2010
  • 모형의 구조, 모델링에 사용되는 자료, 매개변수 등에 포함된 다양한 불확실성 원인들은 수문모의 및 예측결과에 있어 불확실성을 야기한다. 본 연구에서는 강우-유출 및 강우-유사유출 모의가 가능한 분포형 강우-유사-유출 모형을 용담댐 상류유역인 천천유역에 적용하여 수문곡선 및 유사량곡선의 재현성을 평가하고, 다중최적화기법인 MOSCEM을 이용하여 강우-유출 모듈, 강우-유사유출 모듈의 매개변수를 독립적으로 보정한 경우(Case I과 II), 그리고 두 모듈이 결합된 강우-유사-유출 모형의 매개변수를 동시에 보정한 경우(Case III)에 대하여 Pareto 최적해를 추정하고, 이에 따른 수문 예측결과의 불확실성을 평가한다. 매개변수 불확실성의 전이에 따른 수문곡선의 불확실성 평가 결과(Case I), 모의기간 동안 고유량보다는 저유량 부분에서 불확실성 범위가 두드러졌으며, 이에 반해, 유사량곡선의 경우(Case II) 저농도보다는 고농도 부분에서 불확실성 범위가 넓게 분포하였다. 강우-유사-유출 모형의 매개변수의 불확실성을 동시에 추정한 경우 수문곡선 및 유사량곡선 모두 Case I과 II에 비해 모의기간 전반에 걸쳐 불확실성 범위가 넓게 분포되었으며, 매개 변수의 불확실성으로 인해 대상유역내 격자별 침식 및 퇴적 공간분포 양상이 상이하게 나타났다.

Economic Policy Uncertainty and Korean Economy : Focusing on Distribution Industry Stock Market

  • Jeon, Ji-Hong;Lee, Hyun-Ho;Lee, Chang-Min
    • 유통과학연구
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    • 제15권12호
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    • pp.41-51
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    • 2017
  • Purpose - This study proposes the impact of the US and Korean economic policy uncertainty on macroeconomy, and its effect on Korea. The economic policy uncertainty index of the US and Korea is used to represent the economic policy uncertainty on Korean economy. Research design, data, and methodology - In this paper, we collect the eight variables to find out the interrelationship among the US and Korean economic policy uncertainty index of the US and macroeconomic indicators during 1990 to 2016, and use Vector Error Correction Model. Result - The distribution industry stock index in Korea is influenced by the economic policy uncertainty index of the US rather than of Korea. All variables are related negatively to the economic policy uncertainty index of the US and Korea from Vector Error Correction Model. This study shows that the economic policy uncertainty index of the US and Korea has the dynamic relationships on the Korean economy. Conclusions - A higher economic policy uncertainty shows a greater economy recession of a country. Finally, the economic policy uncertainty of the Korea has an intensive impact on Korea economy. Particularly, the economic policy uncertainty of the US has a strong impact on distribution industry stock market in Korea.

측정결과의 불확도산정을 위한 모델링과 불확도 전파에 관한 연구 (A Study on the Modeling and Propagation to Evaluate Uncertainties in Measurement Results)

  • 김종상;조남호
    • 한국컴퓨터정보학회논문지
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    • 제8권4호
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    • pp.165-175
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    • 2003
  • 국제적으로 측정결과의 신뢰성을 판단할 수 있는 척도로서 불확도(Uncertainty)개념이 도입되고 국제 표준화기구(ISO)가 여러 국제기구와 합동으로 "측정불확도표현지침(GUM)"을 1993년에 발간하게 되었다. 본 논문에서는 시료의 산포가 존재하는 경우 시료산포를 불확도 인자로 적용하여 측정결과에 대한 불확도를 평가할 수 있는 측정모델을 구축하여 제시하고, GUM에서 제시한 불확도 전파법칙의 문제점을 분석하여 이를 보완할 수 있는 새로운 불확도의 평가방법으로 몬테칼로 시뮬레이션을 이용한 컴퓨터프로그램 활용의 필요성을 논하고자 한다. 또한 이러한 이론적 근거를 바탕으로 하여 불확도를 평가할 수 있는 컴퓨터 프로그램 개발사례를 제시하고자 한다. 제시하고자 한다.

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인플레이션 불확실성의 기업 설비투자에 대한 비대칭적 효과 분석 (Asymmetric Effects of Inflation Uncertainty on Facilities Investment)

  • 손민규;장영재
    • 응용통계연구
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    • 제27권1호
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    • pp.123-132
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    • 2014
  • 인플레이션의 불확실성은 기업투자의 기회비용 산정 등에 어려움을 줌으로써 설비투자를 위축시킬 수 있다. 본 연구에서는 우리나라에서도 이러한 가설의 성립여부를 검정하고자 시변모수(Time-Varying) GARCH모형과 품목별 상대가격 변동성을 통해 인플레이션과 관련된 불확실성을 측정하고 동 불확실성이 기업의 설비투자에 미치는 영향을 살펴보았다. 인플레이션 불확실성을 인플레이션율의 불확실성과 품목별 상대가격 변동성으로 각각 산출하여 추이를 살펴보면 우리나라의 인플레이션율이 구조적으로 낮아진 2000년대 이후에도 인플레이션 관련 변동성이 등락을 거듭하는 모습으로 보이고 있다. 또한, 동 지표들을 활용하여 설비투자와의 관계를 점검한 결과 인플레이션 불확실성은 예상한 바와 같이 기업의 설비투자에 유의한 부(-)의 영향을 미치는 것으로 나타났다. 특히 이러한 인플레이션 불확실성의 비대칭적 효과를 살펴보기 위해 마코프 국면전환 회귀모형(Markov-Switching Regression Model)을 추정한 결과, 인플레이션 불확실성의 투자위축 효과가 경기위축기에 더욱 커지는 것으로 나타났다.

Uncertainty Analysis based on LENS-GRM

  • Lee, Sang Hyup;Seong, Yeon Jeong;Park, KiDoo;Jung, Young Hun
    • 한국수자원학회:학술대회논문집
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    • 한국수자원학회 2022년도 학술발표회
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    • pp.208-208
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    • 2022
  • Recently, the frequency of abnormal weather due to complex factors such as global warming is increasing frequently. From the past rainfall patterns, it is evident that climate change is causing irregular rainfall patterns. This phenomenon causes difficulty in predicting rainfall and makes it difficult to prevent and cope with natural disasters, casuing human and property damages. Therefore, accurate rainfall estimation and rainfall occurrence time prediction could be one of the ways to prevent and mitigate damage caused by flood and drought disasters. However, rainfall prediction has a lot of uncertainty, so it is necessary to understand and reduce this uncertainty. In addition, when accurate rainfall prediction is applied to the rainfall-runoff model, the accuracy of the runoff prediction can be improved. In this regard, this study aims to increase the reliability of rainfall prediction by analyzing the uncertainty of the Korean rainfall ensemble prediction data and the outflow analysis model using the Limited Area ENsemble (LENS) and the Grid based Rainfall-runoff Model (GRM) models. First, the possibility of improving rainfall prediction ability is reviewed using the QM (Quantile Mapping) technique among the bias correction techniques. Then, the GRM parameter calibration was performed twice, and the likelihood-parameter applicability evaluation and uncertainty analysis were performed using R2, NSE, PBIAS, and Log-normal. The rainfall prediction data were applied to the rainfall-runoff model and evaluated before and after calibration. It is expected that more reliable flood prediction will be possible by reducing uncertainty in rainfall ensemble data when applying to the runoff model in selecting behavioral models for user uncertainty analysis. Also, it can be used as a basis of flood prediction research by integrating other parameters such as geological characteristics and rainfall events.

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