• 대한산업공학회지
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• 제16권2호
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• pp.135-147
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• 1990

A nuclear power plant can be viewed as a large complex man-machine system where high system reliability is obtained by ensuring that sub-systems are designed to operate at a very high level of performance. The chance of severe accident involving at least partial core-melt is very low but once it happens the consequence is very catastrophic. The prediction of risk in low probability, high-risk incidents must be examined in the contest of general engineering knowledge and operational experience. Engineering knowledge forms part of the prior information that must be quantified and then updated by statistical evidence gathered from operational experience. Recently, Bayesian procedures have been used to estimate rate of accident and to predict future risks. The Bayesian procedure has advantages in that it efficiently incorporates experts opinions and, if properly applied, it adaptively updates the model parameters such as the rate or probability of accidents. But at the same time it has the disadvantages of computational complexity. The predictive distribution for the time to next incident can not always be expected to end up with a nice closed form even with conjugate priors. Thus we often encounter a numerical integration problem with high dimensions to obtain a predictive distribution, which is practically unsolvable for a model that involves many parameters. In order to circumvent this difficulty, we propose a method of approximation that essentially breaks down a problem involving many integrations into several repetitive steps so that each step involves only a small number of integrations.

• 한국수자원학회논문집
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• 제39권6호
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• pp.521-531
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• 2006

본 논문은 최근 발생한 집중호우와 이상강우를 고려하며 인천지역에서 사용중인 확률강우강도식에 대한 새로운 확률강우강도식을 제안하였으며, 기상청 자료를 이용하여 지속시간 10분$\sim$24시간까지의 임의시간 연최대강우량을 산정하였다. 강우지속기간별 확률강우량을 추정하기 위하여 개의 확률분포형을 적용하였으며 Chi-square 검정방법, Kolmogorov-Smirnov 검정방법, framer Von Mises 검정방법으로 적합도 검정과 함께 최근 강우에 대한 경향을 분석하고 실제 발생한 강우 중에서 최대 발생 강우량을 고려하여 적정분포인 GEV 분포를 확률 분포형으로 선정하였다. 확률강우강도식은 최소자승법을 사용하여 Talbot형, Sherman형, Japanese형, 통합형 I 및 II 형태로 산정하였고, 지역내 하수도 및 하천의 지속시간을 감안하여 확률강우강도식을 결정하였다. 또한 정확성을 고려하여 통합형 I을 선택하였고 지속시간에 따른 강우강도식의 확률강우와 관측치를 감안한 강도식을 인천지역의 강우강도식으로 제안하였다.

• 대한기계학회논문집A
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• 제32권9호
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• pp.740-753
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• 2008

The conventional Split Hopkinson Pressure Bar (C-SHPB) technique with aluminum pressure bars to achieve a closer impedance match between the pressure bars and the specimen materials such as hot temperature degraded POM (Poly Oxy Methylene) and PP (Poly Propylene) to obtain more distinguishable experimental signals is used to obtain a dynamic behavior of material deformation under a high strain rate loading condition. An experimental modification with Pulse shaper is introduced to reduce the nonequilibrium on the dynamic material response during a short test period to increase the rise time of the incident pulse for two polymeric materials. For the dynamic stress strain curve obtained from SHPB experiment under high strain rate, the Johnson-Cook model is applied as a constitutive equation, and we verify the applicability of this constitutive equation to the probabilistic reliability estimation method. The methodology to estimate the reliability using the probabilistic method such as the FORM and the SORM has been proposed, after compose the limit state function using Johnson-Cook model. It is found that the failure probability estimated by using the SORM is more reliable than those of the FORM, and the failure probability increases with the increase of applied stress. Moreover, it is noted that the parameters of Johnson-Cook model such as A and n, and applied stress affect the failure probability more than the other random variables according to the sensitivity analysis.

• Journal of Forest and Environmental Science
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• 제33권4호
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• pp.305-314
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• 2017

This study aimed to predict changes in forest area using a probability density function, in order to promote effective forest management in the area north of the civilian control line (known as the Minbuk area) in Korea. Time series analysis (2010 and 2016) of forest area using land cover maps and accessibility expressed by distance covariates (distance from buildings, roads, and civilian control line) was applied to a probability density function. In order to estimate the probability density function, mean and variance were calculated using three methods: area weight (AW), area rate weight (ARW), and sample area change rate weight (SRW). Forest area increases in regions with lower accessibility (i.e., greater distance) from buildings and roads, but no relationship with accessibility from the civilian control line was found. Estimation of forest area change using different distance covariates shows that SRW using distance from buildings provides the most accurate estimation, with around 0.98-fold difference from actual forest area change, and performs well in a Chi-Square test. Furthermore, estimation of forest area until 2028 using SRW and distance from buildings most closely replicates patterns of actual forest area changes, suggesting that estimation of future change could be possible using this method. The method allows investigation of the current status of land cover in the Minbuk area, as well as predictions of future changes in forest area that could be utilized in forest management planning and policymaking in the northern area.

• 한국구조물진단유지관리공학회 논문집
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• 제12권6호
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• pp.129-139
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• 2008

콘크리트 구조물의 내구성 해석 변수들의 변동성과 불확실성으로 인해 확률론적인 접근법의 사용이 증가되어 왔다. 특히, 몬테칼로시뮬레이션 방법(Level III 방법)은 접근성의 용이함으로 인해 많은 내구신뢰성 해석에 사용되어왔지만, 결과를 얻기위해서는 수 십만번의 반복계산이 필요하다. Level II 수준의 신뢰성 해석법인 일계이차모멘트법(FOSM)은 MCS법과 비교할 수 없을 정도의 짧은 시간에 신뢰도지수나 파괴확률을 계산할 수 있어, 유효성만 검증된다면 편리성과 신속성으로 인해 폭넓은 사용이 가능할 것이다. 본 연구에서는 FOSM법과 MCS법에 의한 부식확률(내구성 파괴확률)을 서로 비교하여 FOSM법의 유효성을 검증하고 각 내구성 해석변수들의 변동성이 부식확률에 미치는 영향을 검토하였다.

• 한국철도학회:학술대회논문집
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• 한국철도학회 2003년도 추계학술대회 논문집(II)
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• pp.265-270
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• 2003

Though the probability of tunnel fire accident is very low, but critical fatalities are expected when it occurred. In this study the effect of critical safety parameters on tunnel fire accident are examined using probabilistic technique. Fire detection time, smoke spread velocity, passenger escape velocity, flash-over time, and emergency service arrival time are considered. In order to estimate the uncertainties of input parameters Monte Carlo simulation are used, and fatalities for each assumed accident scenarios are obtained as results. For the efficiency of iterative calculation PRA(Probabilistic Risk Analysis) code is developed in this study. As a result fire detection have large effect.

• Computers and Concrete
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• 제19권3호
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• pp.305-313
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• 2017

A robust finite element based reinforced concrete bridge deck corrosion initiation model is applied for time-dependent probabilistic sensitivity analysis. The model is focused on uncertainties in the governing parameters that include variation of high performance concrete (HPC) diffusion coefficients, concrete cover depth, surface chloride concentration, holidays in reinforcements, coatings and critical chloride threshold level in several steel reinforcements. The corrosion initiation risk is expressed in the form of probability over intended life span of the bridge deck. Conducted study shows the time-dependent sensitivity analysis to evaluate the significance of governing parameters on chloride ingress rate, various steel reinforcement protection and the corrosion initiation likelihood. Results from this probabilistic analysis provide better insight into the effect of input parameters variation on the estimate of the corrosion initiation risk for the design of concrete structures in harsh chloride environments.

• Journal of Welding and Joining
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• 제20권6호
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• pp.45-45
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• 2002

This study is a middle report on the development of intelligent spot welding monitoring technology applicable to the production line. An intelligent algorithm has been developed to predict the quality of welding in real time. We examined whether it is effective or not through the In-Line and the Off-Line tests. The purpose of the present study is to provide a reliable solution which can prevent welding defects in production site. In this study, the process variables, which were monitored in the primary circuit of the welding, are used to estimate the weld quality by Hidden Markov Model(HMM). The primary dynamic resistance patterns are recognized and the quality is estimated in probability method during the welding. We expect that the algorithm proposed in the present study is feasible to the applied in the production sites for the purpose of in-process real time quality monitoring of spot welding.

• Journal of Welding and Joining
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• 제20권6호
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• pp.769-775
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• 2002

This study is a middle report on the development of intelligent spot welding monitoring technology applicable to the production line. An intelligent algorithm has been developed to predict the quality of welding in real time. We examined whether it is effective or not through the In-Line and the Off-Line tests. The purpose of the present study is to provide a reliable solution which can prevent welding defects in production site. In this study, the process variables, which were monitored in the primary circuit of the welding, are used to estimate the weld quality by Hidden Markov Model(HMM). The primary dynamic resistance patterns are recognized and the quality is estimated in probability method during the welding. We expect that the algorithm proposed in the present study is feasible to the applied in the production sites for the purpose of in-process real time quality monitoring of spot welding.

• 응용통계연구
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• 제24권2호
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• pp.293-305
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• 2011

변동성은 최근 경제가 급변하면서 옵션의 가격 결정과 자산의 위험관리에서 그 중요성이 더 커지고 있다. 이러한 변동성은 분산을 지칭하며, 위험(risk)을 측정하는 수단이 되므로 정확한 추정과 예측이 매우 필요하다. 본 논문에서는 변동성에 대한 모형으로 오차항이 ARMA(p, q)-GARCH(r, s) 모형을 따르는 회귀모형을 설정하고, 이 모형의 모수에 대해 베이지안 추정법을 제시하였다. 또한 평균과 분산(변동성)에 대한 예측값을 구하고 이에 대한 베이지안 구간추정을 하였다. 이를 500개의 모의실험 자료를 통해 최우추정법과 비교하였다. 뿐만 아니라, 베이지안 방법을 이용하여 Frequentist의 관점에서는 구하기 어려운 GARCH 모형에서의 일종의 단위근이 존재할 확률을 구하였다.