• 전기학회논문지
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• 제61권11호
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• pp.1578-1583
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• 2012

There are 3 systems in incentive-based normal load management in Korea; day or hour-ahead, week-ahead, months-ahead. These are originally similar in their operational implementation, but differ in their pre-notification period. Therefore the incentive of these systems should be different according to prenotification period. This is the key problem in implementing these load managements. Customers participating in these load managements feel their economic differences, depending on the risk by prenotification dates. The shorter prenotification period, the more risk take the customers. This paper proposes the method of incentive variation in prenotification difference, by using the theory of financial yield curve, which is used in analysing short and long duration bond interesting rates and is reflecting risk premium in their period.

• Journal of the Korean Statistical Society
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• 제26권4호
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• pp.429-443
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• 1997

We consider the problem of obtaining several types of simultaneous confidence bands for the survival curve under the additive risk model. The derivation uses the weak convergence of normalized cumulative hazard estimator to a mean zero Gaussian process whose distribution can be easily approxomated through simulation. The bands are illustrated by applying them from two well-known clinicla studies. Finally, simulation studies are carried outo to compare the performance of the proposed bands for the survival function under the additive risk model.

• 한국지형학회지
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• 제27권3호
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• pp.87-103
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• 2020

The purpose of this study is to evaluate the risk of cropland and man-made infrastructures in a landslide-prone area using a GIS-based method. To achieve this goal, a landslide inventory map was prepared based on aerial photograph analysis as well as field observations. A total of 550 landslides have been counted in the entire study area. For model analysis and validation, extracted landslides were randomly selected and divided into two groups. The landslide causative factors such as slope, aspect, curvature, topographic wetness index, elevation, forest type, forest crown density, geology, land-use, soil drainage, and soil texture were used in the analysis. Moreover, to identify the correlation between landslides and causative factors, pixels were divided into several classes and frequency ratio was also extracted. A landslide susceptibility map was constructed using a bayesian predictive model (BPM) based on the entire events. In the cross validation process, the landslide susceptibility map as well as observation data were plotted with a receiver operating characteristic (ROC) curve then the area under the curve (AUC) was calculated and tried to extract a success rate curve. The results showed that, the BPM produced 85.8% accuracy. We believed that the model was acceptable for the landslide susceptibility analysis of the study area. In addition, for risk assessment, monetary value (local) and vulnerability scale were added for each social thematic data layers, which were then converted into US dollar considering landslide occurrence time. Moreover, the total number of the study area pixels and predictive landslide affected pixels were considered for making a probability table. Matching with the affected number, 5,000 landslide pixels were assumed to run for final calculation. Based on the result, cropland showed the estimated total risk as US $ 35.4 million and man-made infrastructure risk amounted to US $ 39.3 million.

• 한국융합학회논문지
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• 제11권12호
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• pp.23-30
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• 2020

본 연구에서는, 천연가스(NG) 데이터와 가스 관련 환경 요소 간의 관계를 기계학습 알고리즘을 사용하여 가스 누출 데이터를 직접 측정하지 않고 가스 누출 위험 수준을 예측하였다. 이번 연구는 서버가 제공하는 오픈 데이터인 IoT 기반 원격 제어 피카로(Picarro) 가스 센서 사양을 기반으로 사용했다. 천연 가스는 공기 중으로 누출이 되며, 대기 오염, 환경, 그리고 건강에 큰 문제가 된다. 본 연구에서 제안하는 방법은 천연 가스의 누출 위험 예측을 위한 랜덤 포레스트(Random Forest) 분류 기반 다변량 특이치 제거 방법이다. 비지도 k-평균 클러스터링 후에 실험 데이터 집합은 불균형 데이터이다. 따라서 우리는 제안된 모델이 중간과 높은 위험 수준을 가장 잘 예측할 수 있다는 점에 초점을 맞춘다. 이 경우 각 분류 모델에 대한 수신자 조작 특성(ROC) 곡선, 정확도, 평균 표준 오차(MSE)를 비교했다. 실험 결과로 정확도, 수신자 조작 특성의 곡선 아래 영역(AUC, Area Under the ROC Curve), MSE가 각각 MOL_RF의 경우 99.71%, 99.57%, 및 0.0016의 결과 값을 얻었다.

• 한국지형학회지
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• 제27권2호
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• pp.65-80
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• 2020

This paper deals with risk assessment of life in a landslide-prone area by a GIS-based modeling method. Landslide susceptibility maps can provide a probability of landslide prone areas to mitigate or proper control this problems and to take any development plan and disaster management. A landslide inventory map of the study area was prepared based on past historical information and aerial photography analysis. A total of 550 landslides have been counted at the whole study area. The extracted landslides were randomly selected and divided into two different groups, 50% of the landslides were used for model calibration and the other were used for validation purpose. Eleven causative factors (continuous and thematic) such as slope, aspect, curvature, topographic wetness index, elevation, forest type, forest crown density, geology, land-use, soil drainage, and soil texture were used in hazard analysis. The correlation between landslides and these factors, pixels were divided into several classes and frequency ratio was also extracted. Eventually, a landslide susceptibility map was constructed using a logistic regression model based on entire events. Moreover, the landslide susceptibility map was plotted with a receiver operating characteristic (ROC) curve and calculated the area under the curve (AUC) and tried to extract a success rate curve. Based on the results, logistic regression produced an 85.18% accuracy, so we believed that the model was reliable and acceptable for the landslide susceptibility analysis on the study area. In addition, for risk assessment, vulnerability scale were added for social thematic data layer. The study area predictive landslide affected pixels 2,000 and 5,000 were also calculated for making a probability table. In final calculation, the 2,000 predictive landslide affected pixels were assumed to run. The total population causalities were estimated as 7.75 person that was relatively close to the actual number published in Korean Annual Disaster Report, 2006.

• 대한간호학회지
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• 제46권1호
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• pp.59-68
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• 2016

Purpose: Increase in suicide rate for senior citizens which has become widespread in our society today. It is not a normal social phenomenon and is beyond the danger level. The contents of this study include Korean senior citizens' suicide related risk factors and warning signs, and the development of a simple Geriatric Suicide Risk Scale. Methods: This study is Methodological Research to verify reliability and validity of the Geriatric Suicide Risk Scale according to the tool development process suggested by Devellis (2012). Results: For predictive validity assessment, high suicide screening accuracy was showed with an Area under the ROC curve (AUC) of .93. For the optimal cutoff point of 11, sensitivity was 93.9%, and specificity, 75.7% which are excellence levels. Cross validity for assessment of generalization possibility showed the Area under the ROC curve (AUC) as .82 and in case of a cutoff point of 11, sensitivity was 73.7%, and specificity, 65.9%. Conclusion: When it comes to practical nursing, it is significant that the Korean Geriatric Suicide Risk Scale has high reliability and validity through adequate tool development and the tool assessment step to select degree of suicide risk of senior citizens. Also, it can be easily applied and does not take a long time to administer. Further, it can be used by health care personnel or the general public.

• Journal of Korean Neurosurgical Society
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• 제64권2호
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• pp.189-197
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• 2021

Objective : This study aims to investigate the relationship between aneurysm wall enhancement and clinical rupture risks based on the magnetic resonance vessel wall imaging (MR-VWI) quantitative methods. Methods : One hundred and eight patients with 127 unruptured aneurysms were prospectively enrolled from Feburary 2016 to October 2017. Aneurysms were divided into high risk (≥10) and intermediate-low risk group (<10) according to the PHASES (Population, Hypertension, Age, Size of aneurysm, Earlier SAH history from another aneurysm, Site of aneurysm) scores. Clinical risk factors, aneurysm morphology, and wall enhancement index (WEI) calculated using 3D MR-VWI were analyzed and compared. Results : In comparison of high-risk and intermediated-low risk groups, univariate analysis showed that neck width (4.5±3.3 mm vs. 3.4±1.7 mm, p=0.002), the presence of wall enhancement (100.0% vs. 62.9%, p<0.001), and WEI (1.6±0.6 vs. 0.8±0.8, p<0.001) were significantly associated with high rupture risk. Multivariate regression analysis revealed that WEI was the most important factor in predicting high rupture risk (odds ratio, 2.6; 95% confidence interval, 1.4-4.9; p=0.002). The receiver operating characteristic (ROC) curve analysis can efficiently differentiate higher risk aneurysms (area under the curve, 0.780; p<0.001) which have a reliable WEI cutoff value (1.04; sensitivity, 0.833; specificity, 0.67) predictive of high rupture risk. Conclusion : Aneurysms with higher rupture risk based on PHASES score demonstrate increased neck width, wall enhancement, and the enhancement intensity. Higher WEI in unruptured aneurysms has a predictive value for increased rupture risk.

• Journal of applied mathematics & informatics
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• 제32권3_4호
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• pp.343-357
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• 2014

In many non-life insurance applications past data are given in a form known as the run-off triangle. Smoothing such data using parametric crisp regression models has long served as the basis of estimating future claim amounts and the reserves set aside to protect the insurer from future losses. In this article a fuzzy counterpart of the Hoerl curve, a well-known claim reserving regression model, is proposed to analyze the past claim data and to determine the reserves. The fuzzy Hoerl curve is more flexible and general than the one considered in the previous fuzzy literature in that it includes a categorical variable with multiple explanatory variables, which requires the development of the fuzzy analysis of covariance, or fuzzy ANCOVA. Using an actual insurance run-off claim data we show that the suggested fuzzy Hoerl curve based on the fuzzy ANCOVA gives reasonable claim reserves without stringent assumptions needed for the traditional regression approach in claim reserving.

• Earthquakes and Structures
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• 제17권1호
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• pp.91-99
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• 2019

Fragility analysis is an effective tool that is frequently used for seismic risk assessment of bridges. There are three different approaches to derive a fragility curve: experimental, empirical and analytical. Both experimental and empirical methods to derive fragility curve are based on past earthquake reports and expert opinions which are not suitable for all bridges. Therefore, analytical fragility analysis becomes important. Nonlinear time history analysis is commonly used which is the most reliable method for determining probabilistic demand models. In this study, to determine the probabilistic demand models of bridges, time history analyses were performed considering both material and geometrical nonlinearities. Serviceability limit states for three different service velocities were considered as a performance goal. Also, support displacements, component yielding and collapse limits were taken into account. Both serviceability and component fragility were derived by using maximum likely hood methods. Finally, the seismic performance and critical members of the bridge were probabilistically determined and clearly presented.

• Geomechanics and Engineering
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• 제21권3호
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• pp.289-300
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• 2020

Estimating the damage induced by an explosion around a blast hole has always been a challenging issue in geotechnical engineering. It is difficult to determine an exact dimension for damage zone since many parameters are involved in the formation of failures, and there are some uncertainties lying in these parameters. Thus, the present study adopted a probabilistic approach towards this problem. First, a reliability model of the problem was established and the failure probability of induced damage was calculated. Then, the corresponding exceedance risk curve was developed indicating the relation between the failure probability and the cracked zone radius. The obtained risk curve indicated that the failure probability drops dramatically by increasing the cracked zone radius so that the probability of exceedance for any crack length greater than 4.5 m is less than 5%. Moreover, the effect of each parameter involved in the probability of failure, including blast hole radius, explosive density, detonation velocity, and tensile strength of the rock, was evaluated by using a sensitivity analysis. Finally, the impact of the decoupling ratio on the reduction of failures was investigated and the location of its maximum influence was demonstrated around the blast point.