• Title/Summary/Keyword: Parametric Estimation

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Classical and Bayesian inferences of stress-strength reliability model based on record data

  • Sara Moheb;Amal S. Hassan;L.S. Diab
    • Communications for Statistical Applications and Methods
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    • v.31 no.5
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    • pp.497-519
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    • 2024
  • In reliability analysis, the probability P(Y < X) is significant because it denotes availability and dependability in a stress-strength model where Y and X are the stress and strength variables, respectively. In reliability theory, the inverse Lomax distribution is a well-established lifetime model, and the literature is developing inference techniques for its reliability attributes. In this article, we are interested in estimating the stress-strength reliability R = P(Y < X), where X and Y have an unknown common scale parameter and follow the inverse Lomax distribution. Using Bayesian and non-Bayesian approaches, we discuss this issue when both stress and strength are expressed in terms of lower record values. The parametric bootstrapping techniques of R are taken into consideration. The stress-strength reliability estimator is investigated using uniform and gamma priors with several loss functions. Based on the proposed loss functions, the reliability R is estimated using Bayesian analyses with Gibbs and Metropolis-Hasting samplers. Monte Carlo simulation studies and real-data-based examples are also performed to analyze the behavior of the proposed estimators. We analyze electrical insulating fluids, particularly those used in transformers, for data sets using the stress-strength model. In conclusion, as expected, the study's results showed that the mean squared error values decreased as the record number increased. In most cases, Bayesian estimates under the precautionary loss function are more suitable in terms of simulation conclusions than other specified loss functions.

Study on Combined Use of Inclination and Acceleration for Displacement Estimation of a Wind Turbine Structure (경사 및 가속도 계측자료 융합을 통한 풍력 터빈의 변위 추정)

  • Park, Jong-Woong;Sim, Sung-Han;Jung, Byung-Jin;Yi, Jin-Hak
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.35 no.1
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    • pp.1-8
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    • 2015
  • Wind power systems have gained much attention due to the relatively high reliability, good infrastructures and cost competitiveness to the fossil fuels. Advances have been made to increase the power efficiency of wind turbines while less attention has been focused on structural integrity assessment of structural sub-systems such as towers and foundations. Among many parameters for integrity assessment, the most perceptive parameter may be the induced horizontal displacement at the hub height although it is very difficult to measure particularly in large-scale and high-rise wind turbine structures. This study proposes an indirect displacement estimation scheme based on the combined use of inclinometers and accelerometers for more convenient and cost-effective measurements. To this end, (1) the formulation for data fusion of inclination and acceleration responses was presented and (2) the proposed method was numerically validated on an NREL 5 MW wind turbine model. The numerical analysis was carried out to investigate the performance of the propose method according to the number of sensors, the resolution and the available sampling rate of the inclinometers to be used.

Estimation of Shaft Resistance of Drilled Shafts Based on Hoek-Brown Criterion (Hoek-Brown 공식을 이용한 현장타설말뚝의 주면마찰력 산정)

  • 사공명;백규호
    • Journal of the Korean Geotechnical Society
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    • v.19 no.1
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    • pp.209-220
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    • 2003
  • Modification of general Hoek and Brown criterion is carried out to estimate the shaft resistance of drilled shaft socketed into rock mass. Since the general Hoek-Brown criterion can consider the in-situ state of the rock mass, the proposed method, estimating the unit shaft resistance of drilled shafts based on the Hoek-Brown criterion, has increased flexibility compared to other methods exclusively considering uniaxial compressive strength of intact rocks. The proposed method can form the upper and lower bounds, and most culled data (from 21 pile load tests) from the literature can be found between these two bounds. A comparison between the estimated and observed unit shaft resistances shows quite a good correlation even with crude assumptions for the input parameters. The best-fit line drawn from this analysis shows that at the lower strength of intact rocks (up to 10MPa), Horvath and Kenney's equation shows a good correlation with the measured values, and fur strong rocks Rosenberg and Journeaux's equation provides a close estimation with colleted data. The results of parametric studies for GSI and confining stress show that the normalized unit shaft resistance increases with these two factors. In addition, coefficient of the equational form of the estimation can vary with GSI and confining stresses.

Improved Trend Estimation of Non-monotonic Time Series Through Increased Homogeneity in Direction of Time-variation (시변동의 동질성 증가에 의한 비단조적 시계열자료의 경향성 탐지력 향상)

  • Oh, Kyoung-Doo;Park, Soo-Yun;Lee, Soon-Cheol;Jun, Byong-Ho;Ahn, Won-Sik
    • Journal of Korea Water Resources Association
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    • v.38 no.8 s.157
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    • pp.617-629
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    • 2005
  • In this paper, a hypothesis is tested that division of non-monotonic time series into monotonic parts will improve the estimation of trends through increased homogeneity in direction of time-variation using LOWESS smoothing and seasonal Kendall test. From the trend analysis of generated time series and water temperature, discharge, air temperature and solar radiation of Lake Daechung, it is shown that the hypothesis is supported by improved estimation of trends and slopes. Also, characteristics in homogeneity variation of seasonal changes seems to be more clearly manifested as homogeneity in direction of time-variation is increased. And this will help understand the effects of human intervention on natural processes and seems to warrant more in-depth study on this subject. The proposed method can be used for trend analysis to detect monotonic trends and it is expected to improve understanding of long-term changes in natural environment.

Design of Unsupported Rock Pillars in a Room-and-Pillar Underground Structure by the Tributary Area Method and the Pillar Strength Estimation (지류론과 암주 강도의 추정에 의한 주방식 지하구조의 무지보 암주 설계)

  • Chang, Soo-Ho;Lee, Chulho;Choi, Soon-Wook;Hur, Jinsuk;Hwang, Jedon
    • Tunnel and Underground Space
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    • v.24 no.5
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    • pp.335-343
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    • 2014
  • Room-and-pillar mining method is one of the most popular underground mining method in the world. If the room-and-pillar mining method is able to be adopted in civil works, it would be highly probable to reduce underground construction costs and to expand a underground structure in use. Therefore, this study aims to analyze the design procedure of unsupported rock pillars which are indispensable to ensure the stability of a room-and-pillar underground structure. Parametric studies on their key design parameters are also carried out for 125 different kinds of design conditions. From the study, the width of a rock pillar is found to show a linear relationship with its corresponding safety factor. The safety factor of a unsupported rock pillar decreased drastically like a negative exponential function as the ratio of room width to pillar width increases in the same rock strength condition. Based on the parametric studies, a design chart to simply evaluate the geometric design parameters of a unsupported rock pillar satisfying a design safety factor is also proposed in this study.

Selection of bandwidth for local linear composite quantile regression smoothing (국소 선형 복합 분위수 회귀에서의 평활계수 선택)

  • Jhun, Myoungshic;Kang, Jongkyeong;Bang, Sungwan
    • The Korean Journal of Applied Statistics
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    • v.30 no.5
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    • pp.733-745
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    • 2017
  • Local composite quantile regression is a useful non-parametric regression method widely used for its high efficiency. Data smoothing methods using kernel are typically used in the estimation process with performances that rely largely on the smoothing parameter rather than the kernel. However, $L_2$-norm is generally used as criterion to estimate the performance of the regression function. In addition, many studies have been conducted on the selection of smoothing parameters that minimize mean square error (MSE) or mean integrated square error (MISE). In this paper, we explored the optimality of selecting smoothing parameters that determine the performance of non-parametric regression models using local linear composite quantile regression. As evaluation criteria for the choice of smoothing parameter, we used mean absolute error (MAE) and mean integrated absolute error (MIAE), which have not been researched extensively due to mathematical difficulties. We proved the uniqueness of the optimal smoothing parameter based on MAE and MIAE. Furthermore, we compared the optimal smoothing parameter based on the proposed criteria (MAE and MIAE) with existing criteria (MSE and MISE). In this process, the properties of the proposed method were investigated through simulation studies in various situations.

The Study on Application of Regional Frequency Analysis using Kernel Density Function (핵밀도 함수를 이용한 지역빈도해석의 적용에 관한 연구)

  • Oh, Tae-Suk;Kim, Jong-Suk;Moon, Young-Il;Yoo, Seung-Yeon
    • Journal of Korea Water Resources Association
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    • v.39 no.10 s.171
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    • pp.891-904
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    • 2006
  • The estimation of the probability precipitation is essential for the design of hydrologic projects. The techniques to calculate the probability precipitation can be determined by the point frequency analysis and the regional frequency analysis. The regional frequency analysis includes index-flood technique and L-moment technique. In the regional frequency analysis, even if the rainfall data passed homogeneity, suitable distributions can be different at each point. However, the regional frequency analysis can supplement the lacking precipitation data. Therefore, the regional frequency analysis has weaknesses compared to parametric point frequency analysis because of suppositions about probability distributions. Therefore, this paper applies kernel density function to precipitation data so that homogeneity is defined. In this paper, The data from 16 rainfall observatories were collected and managed by the Korea Meteorological Administration to achieve the point frequency analysis and the regional frequency analysis. The point frequency analysis applies parametric technique and nonparametric technique, and the regional frequency analysis applies index-flood techniques and L-moment techniques. Also, the probability precipitation was calculated by the regional frequency analysis using variable kernel density function.

Evaluation of Rotation Capacity of Steel Moment Connections ConsideringInelastic Local Buckling - Model Development (비탄성 국부좌굴을 고려한 철골 모멘트 접합부 회전능력 평가를 위한 모델 개발)

  • Lee, Kyung Koo
    • Journal of Korean Society of Steel Construction
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    • v.20 no.5
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    • pp.617-624
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    • 2008
  • Well-designed steel moment connections will undergo local buckling before they exhaust their available rotation capacity, and inelastic post-buckling deformation plays a major role in defining the connection rotation capacity. An approximate analytical method to model strength degradation and failure of beam plastic hinges due to local buckling and estimation of the seismic rotation capacity of fully restrained beam-column connections in special steel moment-resisting frames under both monotonic and cyclic loading conditions is proposed in this study. This method is based on the plastic mechanism and a yield line plastic hinge (YLPH) model whose geometry is determined using the shapes of the buckled plastic hinges observed in experiments. The proposed YLPH model was developed for the improved WUF-W and RBS connections and validated in comparison with experimental data. The effects of the beam section geometric parameters on the rotation capacity were discussed in the companion paper (parametric studies).

Development of Historical Data Selection Model Using Non-parametric test in Public Sector - focused on Reinforced Concrete Works of Multi-housing Projects - (비모수 검정기반 공공부문 실적단가 선정모델 개발 -공동주택 철근콘크리트 공종을 중심으로-)

  • Lee, Hyun-Ki;Jeon, Jae-Yong;Park, Sung-Chul;Hong, Tae-Hoon;Koo, Kyo-Jin;Hyun, Chang-Taek
    • Korean Journal of Construction Engineering and Management
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    • v.9 no.1
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    • pp.87-95
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    • 2008
  • The government wants to apply the construction cost estimating method based on historical data published in the first six months of 2004. Construction companies, however, require the proposed cost estimation model, to be improved which makes it difficult to predict a reasonable construction costs. This paper presents an improved historical data selection model after analyzing the problem of previous method throughout comparing contracted unit prices of reinforced concrete works selected by the previous model to market prices. The model which can select more feasible data would assist participates such as general contractors and sub-contractors to earn a proper profits.

Evaluation of Vertical Bearing Capacity of Bucket Foundations in Layered Soil by Using Finite Element Analysis (유한요소해석을 통한 다층지반에서의 버킷기초 수직지지력 산정)

  • Park, Jeong-Seon;Park, Duhee;Yoon, Se-Woong;Saeed-ullah, Jan Mandokhai
    • Journal of the Korean Geotechnical Society
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    • v.32 no.7
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    • pp.35-45
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    • 2016
  • Estimation of vertical bearing capacity is critical in the design of bucket foundation used to support offshore structure. Empirical formula and closed form solutions for bucket foundations in uniform sand or clay profiles have been extensively studied. However, the vertical bearing capacity of bucket foundations in alternating layers of sand overlying clay is not well defined. We performed a series of two-dimensional axisymmetric finite element analyses on bucket foundations in sand overlying clay soil, using elasto-plastic soil model. The load transfer mechanism is investigated for various conditions. Performing the parametric study for the friction angles, undrained shear strengths, thickness of sand layer, and aspect ratios of foundation, we present the predictive charts for determining the vertical bearing capacities of bucket foundations in sand overlying clay layer. In addition, after comparing with the finite element analysis results, it is found that linear interpolation between the design charts give acceptable values in these ranges of parameters.