• 제목/요약/키워드: Model uncertainty

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기업 내부 부서간의 협력이 신제품 개발성과에 미치는 영향: 환경적 불확실성의 조절효과를 중심으로 (The impact of firm's intra-cooperation practice on NPD performance: with focus on the moderating effect of environmental uncertainty)

  • 이창기;정욱
    • 품질경영학회지
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    • 제42권4호
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    • pp.617-632
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    • 2014
  • Purpose: This study aims to explore the relationship between the focal firm's interdepartmental cooperation and new product development (NPD) performance with focus on the moderating effect of environmental uncertainty. The basic hypothesized model is that there are positively associated relationships. Methods: The proposed research model was tested using structural equation modeling with 601 responses from multi-functional and multiple respondents in Korean manufacturing firms. Multi-group SEM analyses were conducted to explore the degree to which the hypothesized model was equivalent for different levels of environmental uncertainty. Results: Interdepartmental cooperation between R&D and production is positively associated with NPD performance under both higher and lower environmental uncertainties, while one between R&D and marketing is positively associated under only higher environmental uncertainty. Conclusion: This paper determined that NPD performance is positively correlated with R&D-production cooperation in a focal firm, and the relationship between R&D-marketing cooperation and NPD performance is positively moderated by level of environmental uncertainty. Consequently, this study suggests that it is always important for firms to put much effort on R&D-production cooperation for a better NPD performance, while R&D-marketing cooperation should be enhanced especially under higher environmental uncertainty than lower.

Developing efficient model updating approaches for different structural complexity - an ensemble learning and uncertainty quantifications

  • Lin, Guangwei;Zhang, Yi;Liao, Qinzhuo
    • Smart Structures and Systems
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    • 제29권2호
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    • pp.321-336
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    • 2022
  • Model uncertainty is a key factor that could influence the accuracy and reliability of numerical model-based analysis. It is necessary to acquire an appropriate updating approach which could search and determine the realistic model parameter values from measurements. In this paper, the Bayesian model updating theory combined with the transitional Markov chain Monte Carlo (TMCMC) method and K-means cluster analysis is utilized in the updating of the structural model parameters. Kriging and polynomial chaos expansion (PCE) are employed to generate surrogate models to reduce the computational burden in TMCMC. The selected updating approaches are applied to three structural examples with different complexity, including a two-storey frame, a ten-storey frame, and the national stadium model. These models stand for the low-dimensional linear model, the high-dimensional linear model, and the nonlinear model, respectively. The performances of updating in these three models are assessed in terms of the prediction uncertainty, numerical efforts, and prior information. This study also investigates the updating scenarios using the analytical approach and surrogate models. The uncertainty quantification in the Bayesian approach is further discussed to verify the validity and accuracy of the surrogate models. Finally, the advantages and limitations of the surrogate model-based updating approaches are discussed for different structural complexity. The possibility of utilizing the boosting algorithm as an ensemble learning method for improving the surrogate models is also presented.

A homogenization approach for uncertainty quantification of deflection in reinforced concrete beams considering microstructural variability

  • Kim, Jung J.;Fan, Tai;Reda Taha, Mahmoud M.
    • Structural Engineering and Mechanics
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    • 제38권4호
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    • pp.503-516
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    • 2011
  • Uncertainty in concrete properties, including concrete modulus of elasticity and modulus of rupture, are predicted by developing a microstructural homogenization model. The homogenization model is developed by analyzing a concrete representative volume element (RVE) using the finite element (FE) method. The concrete RVE considers concrete as a three phase composite material including: cement paste, aggregate and interfacial transition zone (ITZ). The homogenization model allows for considering two sources of variability in concrete, randomly dispersed aggregates in the concrete matrix and uncertain mechanical properties of composite phases of concrete. Using the proposed homogenization technique, the uncertainty in concrete modulus of elasticity and modulus of rupture (described by numerical cumulative probability density function) are determined. Deflection uncertainty of reinforced concrete (RC) beams, propagated from uncertainties in concrete properties, is quantified using Monte Carlo (MC) simulation. Cracked plane frame analysis is used to account for tension stiffening in concrete. Concrete homogenization enables a unique opportunity to bridge the gap between concrete materials and structural modeling, which is necessary for realistic serviceability prediction.

Real Options Analysis of Groundwater Extraction and Management with Water Price Uncertainty

  • Lee, Jaehyung
    • 자원ㆍ환경경제연구
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    • 제27권4호
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    • pp.639-666
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    • 2018
  • This paper analyses the investment options of groundwater development project under water price uncertainty. The optimal investment threshold price which trigger the investment are calibrated base on monopolistic real options model. Stochastic dynamic model is set to reflect the uncertainty of water price which follows the GBM (Geometric Brownian Motion) process. Our finding from non-cooperative investment decision model is that uncertainty of water price could deter the groundwater investment by considering the existence of option values. For policy markers, it is easy to manage 'charges for utilization of groundwater' rather than 'performance guarantee ratio' when managing groundwater investment with pricing policy. And it is necessary to make comprehensive and well-designed policies considering the characteristics of regional groundwater reservoir and groundwater developers.

Prediction Model of Final Project Cost using Multivariate Probabilistic Analysis (MPA) and Bayes' Theorem

  • Yoo, Wi Sung;Hadipriono, FAbian C.
    • 한국건설관리학회논문집
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    • 제8권5호
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    • pp.191-200
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    • 2007
  • This paper introduces a tool for predicting potential cost overrun during project execution and for quantifying the uncertainty on the expected project cost, which is occasionally changed by the unknown effects resulted from project's complications and unforeseen environments. The model proposed in this stuff is useful in diagnosing cost performance as a project progresses and in monitoring the changes of the uncertainty as indicators for a warning signal. This model is intended for the use by project managers who forecast the change of the uncertainty and its magnitude. The paper presents a mathematical approach for modifying the costs of incomplete work packages and project cost, and quantifying reduced uncertainties at a consistent confidence level as actual cost information of an ongoing project is obtained. Furthermore, this approach addresses the effects of actual informed data of completed work packages on the re-estimates of incomplete work packages and describes the impacts on the variation of the uncertainty for the expected project cost incorporating Multivariate Probabilistic Analysis (MPA) and Bayes' Theorem. For the illustration purpose, the Introduced model has employed an example construction project. The results are analyzed to demonstrate the use of the model and illustrate its capabilities.

Development of a Model System of Uncertainty Evaluations for Multiple Measurements by Isotope Dilution Mass Spectrometry: Determination of Folic Acid in Infant Formula

  • Kim, Byung-Joo;Hwang, Eui-Jin;So, Hun-Young;Son, Eun-Kyung;Kim, Yong-Seong
    • Bulletin of the Korean Chemical Society
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    • 제31권11호
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    • pp.3139-3144
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    • 2010
  • A model system has been established for the evaluation of the uncertainty of the value from measurements of multiple subsamples by isotope dilution mass spectrometry (IDMS). In this report, we apply this model system for the evaluation of measurement uncertainty in determination of folic acid in infant formula. Five subsamples were analyzed by IDMS. The mean of the measurement results of the five subsamples was assigned as the final measurement value. The standard deviation (s) of the results from five subsamples was attributable to repeatability of the measurement. The uncertainty components in the IDMS measurement methods were categorized into two groups. Group I includes uncertainty components which give common systematic effects to all subsamples and do not contribute to the variation among multiple measurements (repeatability). Group II includes uncertainty components that give random effects on the measurement results, and are related with the measurement repeatability. These random effects are attributed to s. Therefore, the uncertainty of the final value was calculated by combining the standard deviation of the mean of multiple measurements, $s/{\surd}n$ (where n = 5), and the measurement uncertainty associated with the uncertainty components that give systematic effects.

Uncertainty analysis of BRDF Modeling Using 6S Simulations and Monte-Carlo Method

  • Lee, Kyeong-Sang;Seo, Minji;Choi, Sungwon;Jin, Donghyun;Jung, Daeseong;Sim, Suyoung;Han, Kyung-Soo
    • 대한원격탐사학회지
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    • 제37권1호
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    • pp.161-167
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    • 2021
  • This paper presents the method to quantitatively evaluate the uncertainty of the semi-empirical Bidirectional Reflectance Distribution Function (BRDF) model for Himawari-8/AHI. The uncertainty of BRDF modeling was affected by various issues such as assumption of model and number of observations, thus, it is difficult that evaluating the performance of BRDF modeling using simple uncertainty equations. Therefore, in this paper, Monte-Carlo method, which is most dependable method to analyze dynamic complex systems through iterative simulation, was used. The 1,000 input datasets for analyzing the uncertainty of BRDF modeling were generated using the Second Simulation of a Satellite Signal in the Solar Spectrum (6S) Radiative Transfer Model (RTM) simulation with MODerate Resolution Imaging Spectroradiometer (MODIS) BRDF product. Then, we randomly selected data according to the number of observations from 4 to 35 in the input dataset and performed BRDF modeling using them. Finally, the uncertainty was calculated by comparing reproduced surface reflectance through the BRDF model and simulated surface reflectance using 6S RTM and expressed as bias and root-mean-square-error (RMSE). The bias was negative for all observations and channels, but was very small within 0.01. RMSE showed a tendency to decrease as the number of observations increased, and showed a stable value within 0.05 in all channels. In addition, our results show that when the viewing zenith angle is 40° or more, the RMSE tends to increase slightly. This information can be utilized in the uncertainty analysis of subsequently retrieved geophysical variables.

Bayesian estimation of tension in bridge hangers using modal frequency measurements

  • Papadimitriou, Costas;Giakoumi, Konstantina;Argyris, Costas;Spyrou, Leonidas A.;Panetsos, Panagiotis
    • Structural Monitoring and Maintenance
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    • 제3권4호
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    • pp.349-375
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    • 2016
  • The tension of an arch bridge hanger is estimated using a number of experimentally identified modal frequencies. The hanger is connected through metallic plates to the bridge deck and arch. Two different categories of model classes are considered to simulate the vibrations of the hanger: an analytical model based on the Euler-Bernoulli beam theory, and a high-fidelity finite element (FE) model. A Bayesian parameter estimation and model selection method is used to discriminate between models, select the best model, and estimate the hanger tension and its uncertainty. It is demonstrated that the end plate connections and boundary conditions of the hanger due to the flexibility of the deck/arch significantly affect the estimate of the axial load and its uncertainty. A fixed-end high fidelity FE model of the hanger underestimates the hanger tension by more than 20 compared to a baseline FE model with flexible supports. Simplified beam models can give fairly accurate results, close to the ones obtained from the high fidelity FE model with flexible support conditions, provided that the concept of equivalent length is introduced and/or end rotational springs are included to simulate the flexibility of the hanger ends. The effect of the number of experimentally identified modal frequencies on the estimates of the hanger tension and its uncertainty is investigated.

Calibration and uncertainty analysis of integrated surface-subsurface model using iterative ensemble smoother for regional scale surface water-groundwater interaction modeling

  • Bisrat Ayalew Yifru;Seoro Lee;Woon Ji Park;Kyoung Jae Lim
    • 한국수자원학회:학술대회논문집
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    • 한국수자원학회 2023년도 학술발표회
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    • pp.287-287
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    • 2023
  • Surface water-groundwater interaction (SWGI) is an important hydrological process that influences both the quantity and quality of water resources. However, regional scale SWGI model calibration and uncertainty analysis have been a challenge because integrated models inherently carry a vast number of parameters, modeling assumptions, and inputs, potentially leaving little time and budget to explore questions related to model performance and forecasting. In this study, we have proposed the application of iterative ensemble smoother (IES) for uncertainty analysis and calibration of the widely used integrated surface-subsurface model, SWAT-MODFLOW. SWAT-MODFLOW integrates Soil and Water Assessment Tool (SWAT) and a three-dimensional finite difference model (MODFLOW). The model was calibrated using a parameter estimation tool (PEST). The major advantage of the employed IES is that the number of model runs required for the calibration of an ensemble is independent of the number of adjustable parameters. The pilot point approach was followed to calibrate the aquifer parameters, namely hydraulic conductivity, specific storage, and specific yield. The parameter estimation process for the SWAT model focused primarily on surface-related parameters. The uncertainties both in the streamflow and groundwater level were assessed. The work presented provides valuable insights for future endeavors in coupled surface-subsurface modeling, data collection, model development, and informed decision-making.

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불확실성을 고려한 통합유역모델링 (Integrated Watershed Modeling Under Uncertainty)

  • 함종화;윤춘경;다니엘 라욱스
    • 한국농공학회논문집
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    • 제49권4호
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    • pp.13-22
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    • 2007
  • The uncertainty in water quality model predictions is inevitably high due to natural stochasticity, model uncertainty, and parameter uncertainty. An integrated modeling system under uncertainty was described and demonstrated for use in watershed management and receiving-water quality prediction. A watershed model (HSPF), a receiving water quality model (WASP), and a wetland model (NPS-WET) were incorporated into an integrated modeling system (modified-BASINS) and applied to the Hwaseong Reservoir watershed. Reservoir water quality was predicted using the calibrated integrated modeling system, and the deterministic integrated modeling output was useful for estimating mean water quality given future watershed conditions and assessing the spatial distribution of pollutant loads. A Monte Carlo simulation was used to investigate the effect of various uncertainties on output prediction. Without pollution control measures in the watershed, the concentrations of total nitrogen (T-N) and total phosphorous (T-P) in the Hwaseong Reservoir, considering uncertainty, would be less than about 4.8 and 0.26 mg 4.8 and 0.26 mg $L^{-1}$, respectively, with 95% confidence. The effects of two watershed management practices, a wastewater treatment plant (WWTP) and a constructed wetland (WETLAND), were evaluated. The combined scenario (WWTP + WETLAND) was the most effective at improving reservoir water quality, bringing concentrations of T-N and T-P in the Hwaseong Reservoir to less than 3.54 and 0.15 mg ${L^{-1}$, 26.7 and 42.9% improvements, respectively, with 95% confidence. Overall, the Monte Carlo simulation in the integrated modeling system was practical for estimating uncertainty and reliable in water quality prediction. The approach described here may allow decisions to be made based on probability and level of risk, and its application is recommended.