• Title/Summary/Keyword: Monte Carlo 방법

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Development of Evaluation Model for ITS Project using the Probabilistic Risk Analysis (확률적 위험도분석을 이용한 ITS사업의 경제성평가모형)

  • Lee, Yong-Taeck;Nam, Doo-Hee;Lim, Kang-Won
    • Journal of Korean Society of Transportation
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    • v.23 no.3 s.81
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    • pp.95-108
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    • 2005
  • The purpose of this study is to develop the ITS evaluation model using the Probabilistic Risk Analysis (PRA) methodology and to demonstrate the goodness-of-fit of the large ITS projects through the comparative analysis between DEA and PRA model. The results of this study are summarized below. First, the evaluation mode] using PRA with Monte-Carlo Simulation(MCS) and Latin-Hypercube Sampling(LHS) is developed and applied to one of ITS projects initiated by local government. The risk factors are categorized with cost, benefit and social-economic factors. Then, PDF(Probability Density Function) parameters of these factors are estimated. The log-normal distribution, beta distribution and triangular distribution are well fitted with the market and delivered price. The triangular and uniform distributions are valid in benefit data from the simulation analysis based on the several deployment scenarios. Second, the decision making rules for the risk analysis of projects for cost and economic feasibility study are suggested. The developed PRA model is applied for the Daejeon metropolitan ITS model deployment project to validate the model. The results of cost analysis shows that Deterministic Project Cost(DPC), Deterministic Total Project Cost(DTPC) is the biased percentile values of CDF produced by PRA model and this project need Contingency Budget(CB) because these values are turned out to be less than Target Value(TV;85% value), Also, this project has high risk of DTPC and DPC because the coefficient of variation(C.V) of DTPC and DPC are 4 and 15 which are less than that of DTPC(19-28) and DPC(22-107) in construction and transportation projects. The results of economic analysis shows that total system and subsystem of this project is in type II, which means the project is economically feasible with high risk. Third, the goodness-of-fit of PRA model is verified by comparing the differences of the results between PRA and DEA model. The difference of evaluation indices is up to 68% in maximum. Because of this, the deployment priority of ITS subsystems are changed in each mode1. In results. ITS evaluation model using PRA considering the project risk with the probability distribution is superior to DEA. It makes proper decision making and the risk factors estimated by PRA model can be controlled by risk management program suggested in this paper. Further research not only to build the database of deployment data but also to develop the methodologies estimating the ITS effects with PRA model is needed to broaden the usage of PRA model for the evaluation of ITS projects.

Financial Feasibility Study by Considering Risk Factors for High-Rise Development Project (초고층 개발사업의 리스크 요인을 고려한 재무적 타당성 분석)

  • Chun, Young-Jun;Cho, Joo-Hyun
    • Korean Journal of Construction Engineering and Management
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    • v.18 no.4
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    • pp.3-16
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    • 2017
  • Forecasting cash flow is very important but is difficult and complicated to analysis in high-rise development projects. And An expected value which was forecasted on the early stage is likely to fluctuate due to uncertainties around such complicated huge project to consider the probable uncertainty. There are not objectified method which are able to cope with uncertainty of project, and feasibility study based on selected financial analysis does not include liquidity of cash flow. Through such a stochastic method, developer can cope with cash flow fluctuation and set up a financial plan. Also this study is meaningful for laying the foundation for high-rise development project and feasibility study as well as the suitability and accuracy of feasibility study. Analysis showed that NPV and IRR include residential apartments shows surplus revenue as return of apartments offset deficit of hotel and office. Factors influencing the project feasibility for high-rise development project are sales account of $1^{st}$ year and annual vacancy rate of office.

A Theoretical Calculation of Photon Dose Equivalent Conversion Factor For Extremity Dosimeter (말단선량계의 광자선량당량환산인자에 대한 이론적 계산)

  • Kim, Kwang-Pyo;Lee, Won-Keun;Kim, Jong-Su;Yoon, Yeo-Chang;Yoon, Suk-Chul
    • Journal of Radiation Protection and Research
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    • v.21 no.1
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    • pp.41-50
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    • 1996
  • In this study, the theoretical calculation of the air kerma-to-dose equivalent conversion factors was performed with a Monte Carlo N-Particle transport code for the two types of extremity phantom of the ANSI and the KAERI, respectively. Considering the distribution of absorbed dose due to the interaction of homogeneous Parallel broad beam of monoenergetic primary photons in the range between 15keV and 1.5MeV, the air kerma-to-dose equivalent conversion factors based on the kerma approximation were calculated. It is showed that all the theoretical conversion factors of the two types of the extremity phantom for the ANSI and the KAERI agree well with the experimental values of the ANSI N13.32 draft(1995) for each energy within 5.7%, maximum difference ratio, except for 13.6%, difference ratio in the case for the energy of less than 40keV. It is due to uncertainties of experiment occurred in the low X-ray energy range and geometry considered in the MCNP code.

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Comparison on Probability Plot Correlation Coefficient Test Considering Skewness of Sample for the GEV Distribution (표본자료의 왜곡도 영향을 고려한 GEV 분포의 확률도시 상관계수 검정방법 비교 검토)

  • Ahn, Hyunjun;Shin, Hongjoon;Kim, Sooyoung;Heo, Jun-Haeng
    • Journal of Korea Water Resources Association
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    • v.47 no.2
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    • pp.161-170
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    • 2014
  • It is important to estimate an appropriate quantile for design of hydraulic structure. For this purpose, it is necessary to find the appropriate probability distribution which can represent the sample data well. Probability plot correlation coefficient test as one of goodness-of-fit test, is recently developed and has been known as a simple and powerful method. In this study, probability plot correlation coefficient test statistics using the plotting position considering the coefficients of skewness for the GEV distribution is derived, and represented by the regression equation. Monte-Carlo method is also performed to compare the rejection power between each method. As the results, the probability plot correlation coefficient test which is derived in this study is better than the others. In particular, when sample size is small and distribution has the shape parameter, rejection power of probability plot correlation coefficient test considering the coefficients of skewness is bigger than the others.

Development for Improvement Methodology of Radiation Shielding Evaluation Efficiency about PWR SNF Interim Storage Facility (PWR 사용후핵연료 중간저장시설의 몬테칼로 차폐해석 방법에 대한 계산효율성 개선방안 연구)

  • Kim, Taeman;Seo, Myungwhan;Cho, Chunhyung;Cha, Gilyong;Kim, Soonyoung
    • Journal of Radiation Protection and Research
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    • v.40 no.2
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    • pp.92-100
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    • 2015
  • For the purpose of improving the efficiency of the radiation impact assessment of dry interim storage facilities for the spent nuclear fuel of pressurized water reactors (PWRs), radiation impact assessment was performed after the application of sensitivity assessment according to the radiation source term designation method, development of a 2-step calculation technique, and cooling time credit. The present study successively designated radiation source terms in accordance with the cask arrangement order in the shielding building, assessed sensitivity, which affects direct dose, and confirmed that the radiation dosage of the external walls of the shielding building was dominantly affected by the two columns closest to the internal walls. In addition, in the case in which shielding buildings were introduced into storage facilities, the present study established and assessed the 2-step calculation technique, which can reduce the immense computational analysis time. Consequently, results similar to those from existing calculations were derived in approximately half the analysis time. Finally, when radiation source terms were established by adding the storage period of the storage casks successively stored in the storage facilities and the cooling period of the spent nuclear fuel, the radiation dose of the external walls of the buildings was confirmed to be approximately 40% lower than the calculated values; the cooling period was established as being identical. The present study was conducted to improve the efficiency of the Monte Carlo shielding analysis method for radiation impact assessment of interim storage facilities. If reliability is improved through the assessment of more diverse cases, the results of the present study can be used for the design of storage facilities and the establishment of site boundary standards.

Statistical Inference for Process Capability Indices and 6 Sigma Qualify Levels (공정능력지수들과 6 시그마 품질수준에 대한 통계적 추론)

  • Cho, Joong-Jae;Sim, Kyu-Young;Park, Byoung-Sun
    • Communications for Statistical Applications and Methods
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    • v.15 no.3
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    • pp.451-464
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    • 2008
  • Six sigma is the rating that signifies "best in clas", with only 3.4 defects per million units or operations. Higher sigma quality level is generally perceived by customers as improved performance by assigning a correspondingly higher satisfaction score. The process capability indices and the sigma level $Z_{st}$ have been widely used in six sigma industries to assess process performance. Most evaluations on process capability indices focus on point estimates, which may result in unreliable assessments of process performance. In this paper, we consider statistical inference for process capability indices $C_p$, $C_{pk}$ and $C_{pm}$. Also, we study better testing procedure on assessing sigma level $Z_{st}$ and capability index $C_{pm}$, for practitioners to use in determining whether a given process is capable. The proposed method is easy to use and the decision making is more reliable. Whether a process is clearly normal or nonnormal, our bootstrap testing procedure could be applied effectively without the complexity of calculation. A numerical result based on our proposed method is illustrated.

Test of Hypothesis in Assessing Process Capability Index Cpmk (공정능력지수 Cpmk를 평가함에서의 바람직한 가설검정)

  • Cho, Joong-Jae;Yu, Hye-Kyung;Hana, Jung-Su
    • Communications for Statistical Applications and Methods
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    • v.17 no.3
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    • pp.459-471
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    • 2010
  • Higher quality level is generally perceived by customers as improved performance by assigning a correspondingly higher satisfaction score. Usually, the quality level is measured by process capability indices. The index is used to determine whether a production process is capable of producing items within a specified tolerance. The third generation index $C_{pmk}$ is more powerful than two useful indices $C_p$ and $C_{pk}$. which have been widely used in six sigma industries to assess process performance. Most evaluations on process capability indices focus on point estimates, which may result in unreliable assessments of process performance. In this paper, we consider better testing procedure on assessing process capability index $C_{pmk}$ for practitioners to use in determining whether a given process is capable. It is easy to use the proposed method for assessing process capability index $C_{pmk}$. Whether a process is clearly normal or nonnormal, our bootstrap testing procedure could be applied effectively without the complexity of calculation. A numerical result based on our proposed method is illustrated.

Estimation of Life Expectancy and Budget Demands based on Maintenance Strategy (도로포장 유지보수 전략에 따른 기대수명과 보수비용산정)

  • Han, Dae-Seok;Do, Myung-Sik
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.32 no.4D
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    • pp.345-356
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    • 2012
  • Road pavement requires repetitive maintenance works to maintain satisfactory service level to the public. However, the repetitive maintenance works upon deteriorated pavement structure make negative effects to deterioration speed. It often leads to inefficient use of limited budget. For that reason, the pavements require reconstruction work to recover their original performance. Recently, construction demands in the Korean national highway have already been reached to maximum level, and the aged pavements start to demand much more reconstruction works. However, in the real world, road agencies have often been confused when they determine maintenance design for such aged road sections due to budget constraint. It is because there is no reliable long-term maintenance strategy that supports their decision making. To support their decision making, this paper aimed to suggest the best maintenance strategy considering changing process of pavement performance by repetitive maintenance works. As an analysis method, probability distribution and hazard function to estimate the life expectancy were adopted, and then the results were used for long-term life cycle cost analysis with deterministic or Monte-Carlo method under various scenarios. As an empirical study, the Korean national highway data that has long-maintenance history data since 1986 has been applied. Last, this paper considered quality assurance of maintenance work to improve maintenance quality. These could be important information as a part of long-term maintenance strategy of pavement.

A Study on Variation of Earth Pressure (토압의 변동에 관한 연구)

  • Bae, Sang Kun
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.14 no.1
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    • pp.179-193
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    • 1994
  • In the development of engineering designs, decisions are required irrespective of the state of completeness and quality of information, and are formulated under conditions of uncertainty. Furthermore, under conditions of uncertainty the design invokes risks. Thus, in the design of the structures, the currently used deterministic design method does not provide a realistic assessment of the actual safety or the reliability of the structures. It is desirable that decisions required in The process of the design invariably must be made based on the reliability analysis. Properties of soil material are subject to more uncertainty than those of other structural material. In the field of soil mechanics and foundation engineering, it needed to develop reliability-based design methods. In order to simplify the reliability analysis or the reliability-based design process of the structures associated with the active earth pressure, it is necessary to find the variation and the distribution type of the active earth pressure calculated from the basic properties of soils. Monte Carlo simulation is performed to obtain the relationship between the variation of the active earth pressure for cohessionless soils calculated by using Rankine formula and the basic soil properties and the distribution type of the earth pressure. A series of regression equations obtained by utilizing the multi-linear regression analysis is suggested in this paper and the sensitivity of the basic soil properties to the variation of The earth pressure is investigated. The type of distribution of the active earth pressure was found to be the beta distribution in most cases or to be very similar to the beta distribution, if the basic soil variables are normally distributed.

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Variability of Mid-plane Symmetric Functionally Graded Material Beams in Free Vibration (중립면 대칭 기능경사재료 보의 자유진동 변화도)

  • Nguyen, Van Thuan;Noh, Hyuk-Chun
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.31 no.3
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    • pp.127-132
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    • 2018
  • In this paper, a scheme for the evaluation of variability in the eigen-modes of functionally graded material(FGM) beams is proposed within the framework of perturbation-based stochastic analysis. As a random parameter, the spatially varying elastic modulus of FGM along the axial direction at the mid-surface of the beam is chosen, and the thru-thickness variation of the elastic modulus is assumed to follow the original form of exponential variation. In deriving the formulation, the first order Taylor expansion on the eigen-modes is employed. As an example, a simply supported FGM beam having symmetric elastic modulus with respect to the mid-surface is chosen. Monte Carlo analysis is also performed to check if the proposed scheme gives reasonable outcomes. From the analyses it is found that the two schemes give almost identical results of the mean and standard deviation of eigen-modes. With the propose scheme, the standard deviation shape of respective eigen-modes can be evaluated easily. The deviated mode shape is found to have one more zero-slope points than the mother modes shapes, irrespective of order of modes. The amount of deviation from the mean is found to have larger values for the higher modes than the lower modes.