• 한국안전학회지
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• 제24권6호
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• pp.144-149
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• 2009

The safety assessment for facility industry is now being periodically performed in Korea. For the purpose of scientific safety management, QRA(Quantitative Risk Assessment) is also being performed, and reliability data of the facilities is essential to perform the assessment. The necessary reliability data for QRA have been generally announced the values in other process industries, which results in the drop of risk reliability. The most appropriate method is to perform a direct reliability analysis towards the facilities undergoing safety assessment. In this study, the distinction between homogeneous sample estimation and multi-sample estimation of reliability data clarify using 2-Bayes theory.

• 한국건축시공학회:학술대회논문집
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• 한국건축시공학회 2018년도 추계 학술논문 발표대회
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• pp.124-125
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• 2018

Recently, risk analysis studies regarding the architecture development project have been carried out by applying probabilistic method. However, it had a limit that this studies was conducted in only an apartment. Therefore, the objective of this study is to develop an optimal price estimation model that can be utilized on residential officetel project by applying Monte Carlo simulation. To achieve the objective, first, the variables are selected affecting the feasibility of an officetel based on literature review. Second, causal loop diagram is constructed by arranging the relationship between variables, then the import and expense model is suggested. Third, to carry out optimized parcel price, the range limits are set for each variables then Monte Carlo simulation is performed. In the future, the developed model is expected to help decision-makers as a tool to determine both risk and feasibility of the officetel development project.

• Communications for Statistical Applications and Methods
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• 제26권5호
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• pp.445-461
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• 2019

It is possible that data are not always fitted with sufficient precision by the existing distributions; therefore this article presents a methodology that enables the use of families of asymmetric distributions as alternative probabilistic models for survival analysis, with censorship on the right, different from those usually studied (the Exponential, Gamma, Weibull, and Lognormal distributions). We use a more flexible parametric model in terms of density behavior, assuming that data can be fit by a distribution of stable distribution families considered unconventional in the analyses of survival data that are appropriate when extreme values occur, with small probabilities that should not be ignored. In the methodology, the determination of the analytical expression of the risk function h(t) of the $L{\acute{e}}vy$ distribution is included, as it is not usually reported in the literature. A simulation was conducted to evaluate the performance of the candidate distribution when modeling survival times, including the estimation of parameters via the maximum likelihood method, survival function ${\hat{S}}$(t) and Kaplan-Meier estimator. The obtained estimates did not exhibit significant changes for different sample sizes and censorship fractions in the sample. To illustrate the usefulness of the proposed methodology, an application with real data, regarding the survival times of patients with colon cancer, was considered.

• 반도체디스플레이기술학회지
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• 제21권2호
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• pp.117-122
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• 2022

This paper proposes a method for evaluating the work of manufacturing workers using MediaPipe as a risk factor for musculoskeletal diseases. Recently, musculoskeletal disorders (MSDs) caused by repeated working attitudes in industrial sites have emerged as one of the biggest problems in the industrial health field while increasing public interest. The Korea Occupational Safety and Health Agency presents tools such as NIOSH Lifting Equations (NIOSH), OWAS (Ovako Working-posture Analysis System), Rapid Upper Limb Assessment (RULA), and Rapid Entertainment Assessment (REBA) as ways to quantitatively calculate the risk of musculoskeletal diseases that can occur due to workers' repeated working attitudes. To compensate for these shortcomings, the system proposed in this study obtains the position of the joint by estimating the posture of the worker using the posture estimation learning model of MediaPipe. The position of the joint is calculated using inverse kinetics to obtain an angle and substitute it into the REBA equation to calculate the load level of the working posture. The calculated result was compared to the expert's image-based REBA evaluation result, and if there was a result with a large error, feedback was conducted with the expert again.

• 응용통계연구
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• 제28권5호
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• pp.1013-1024
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• 2015

본 논문에서는 다변량 DCC(dynamic conditional correlation) GARCH 모형에서 동태적 상관계수를 추정하기 위한 대표적 방법인 쌍별 추정법과 다차원 추정법의 효율성을 비교한다. 이를 위하여 금융 시장의 변동성을 반영하는 다변량 시계열을 생성하고 이에 대한 DCC GARCH 모형을 수립 및 추정하는 시뮬레이션을 실시하였다. 또한 KOSPI 200 섹터지수를 이용하여 포트폴리오를 구성하고 이의 변동성 추정 및 VaR 계산을 통하여 동태적 상관계수 추정에 대한 정확성을 평가하였다. 그 결과로서, 전반적으로 다차원 추정법이 쌍별 추정법보다 우수함을 발견하였다. 특히, 다차원 추정법에서 상대적으로 상관관계가 낮은 시계열을 추가할수록 쌍별 시계열에 대한 동태적 상관계수 추정의 정확성을 높여줌을 발견하였다.

• 한국폐기물자원순환학회지
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• 제35권8호
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• pp.777-784
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• 2018

Since climate change increases the risk of extreme rainfall events, concerns on flood management have also increased. In order to rapidly recover from flood damages and prevent secondary damages, fast collection and treatment of flood debris are necessary. Therefore, a quick and precise estimation of flood debris generation is a crucial procedure in disaster management. Despite the importance of debris estimation, methodologies have not been well established. Given the intrinsic heterogeneity of flood debris from local conditions, a regional-scale model can increase the accuracy of the estimation. The objectives of this study are 1) to identify significant damage variables to predict the flood debris generation, 2) to ascertain the difference in the coefficients, and 3) to evaluate the accuracy of the debris estimation model. The scope of this work is flood events in Ulsan city region during 2008-2016. According to the correlation test and multicollinearity test, the number of damaged buildings, area of damaged cropland, and length of damaged roads were derived as significant parameters. Key parameters seems to be strongly dependent on regional conditions and not only selected parameters but also coefficients in this study were different from those in previous studies. The debris estimation in this study has better accuracy than previous models in nationwide scale. It can be said that the development of a regional-scale flood debris estimation model will enhance the accuracy of the prediction.

• 한국농림기상학회지
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• 제19권3호
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• pp.130-139
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• 2017

기상청 동네예보 풍속으로부터 농작물의 강풍피해를 예측하기 위해, 방재기상관측지점 19곳의 2012년 풍속자료를 이용하여 기상청 동네예보의 3시간 간격과 동일한 0000, 0300 ${\cdots}$ 2100 시간대의 풍속과 직전 3시간 동안의 최대풍속 간의 관계를 직선회귀식으로 표현하였다. 매 3시간 마다 추정된 최대풍속 중 가장 큰 값을 일 최대풍속으로 간주하고, 이 때의 추정오차를 정규분포와 Weibull 분포 확률밀도함수로 표현하였다. 또한 일 최대풍속과 작물 피해 임계풍속 간의 편차를 추정오차 기반 확률 분포에 적용하여 확률누적값으로 풍해 '주의보'와 '경보' 단계를 설정하였다. 19지점별 최대풍속 추정 회귀계수(a, b)와 추정오차의 표준편차 및 Weibull 분포의 모수(${\alpha}$, ${\beta}$)는 공간내삽하여 분포도로 작성하고 종관기상관측지점 4곳(순천, 남원, 임실, 장수)의 격자값을 추출하였다. 이를 이용해 2012년의 일 최대풍속을 추정하고, 배 만삼길 품종의 낙과 발생 사례에서 제시된 풍속 10m/s를 낙과 임계풍속으로 간주, 풍해 주의보와 경보를 판정하였다. 그 결과, 최대풍속 추정오차를 Weibull 분포로 표현하여 풍해 위험 정도를 판정하는 것이 정규분포만을 이용하는 것보다 더 현장에 정확한 주의보를 발령할 수 있었다.

• 재무관리연구
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• 제20권2호
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• pp.73-94
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• 2003

일반적으로 이자율예측모형은 특정한 이자율 분포모형을 가정하여 모수적 방법에 의해 추정되었다. 그러나 특정한 분포모형을 가정한다는 것은 예측능력을 저하시킬 수 있다는 단점이 있다. 따라서 이자율변화에 특정한 분포모형을 가정하지 않는 비모수적 추정이 이자율 예측의 우월한 방법으로 제시되었다. 본 논문에서는 통화안정증권을 대상으로 이자율 예측 모형을 모수적 방법과 비모수적 방법으로 추정한다. 다음 이자율의 시장위험과 채권가격을 결정하여 두 방법 사이에 유의한 차이가 있는가를 분석한다. 1999년 8월 9일부터 2003년 2월 7일까지 통화안정증권의 일별, 주별 자료를 사용하여 분석한다. 액면이자 효과를 제거하기 위해 복리채만을 분석대상으로 한다. 모수적 방법을 이용할 때 이자율 변화의 추세항은 선형으로 나타나지만 변동성항은 이자율변화에 비해 급격히 변하는 비선형을 나타낸다. 비모수적 분석방법을 이용할 때 추세항과 변동성항 모두 이자율 변화에 비해 급격히 변하는 비선형을 나타낸다. 모수적 방법과 비교하여 추세항은 다른 결과를, 그리고 변동성항은 같은 결과를 보인다. 추세항과 변동성항의 예측을 감안하여 이자율의 시장위험 및 채권가격을 산출한 결과 모수적 방법과 비모수적 방법은 유의적인 차이를 보인다. 이는 이자율 및 이자율의 시장위험가격 예측은 비모수적 방법을 사용하는 것이 적합하다는 것을 뜻한다.

• STI Policy Review
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• 제4권2호
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• pp.41-54
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• 2013

R&D is inherently an uncertain endeavor, yet now more than ever those performing R&D with public funding are called upon to clarify the utility of their research. Calls for public accountability are mounting with the increase in constraints on government budgets due to the recent worldwide economic recession, in response to which both policymakers and researchers pay much more attention to rigorously assessing publicly funded R&D. A key issue complicating R&D evaluation in these circumstances is how to adequately account for the nature and degree of risk involved in a given R&D program or project. This study deliberates on certain issues involving the measurement of ex-ante risk in public R&D evaluation: (i) information asymmetry between R&D sponsors and performers, (ii) ambiguity in the measurement of returns in both prospective and retrospective evaluation, and (iii) the dilemma between measurement error and omitted variable bias for empirical estimation of R&D performance. The study then presents an analysis of hypothetical evaluation results that apply risk-relevant weights to the annual evaluation outcomes of South Korea's national R&D programs funded during 2006~2012. In this counterfactual re-evaluation of public R&D program performance, high-risk R&D programs turn out to receive higher evaluation than non-high-risk programs. The current study suggests that R&D evaluation ignoring ex-ante risk is not only conceptually invalid since R&D activities are intrinsically uncertain endeavors, but unfair as R&D performers are asked to be accountable for the results that were in fact out of their reach.

• 산업경영시스템학회지
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• 제39권1호
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• pp.9-16
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• 2016

The project schedule risk in the engineering and facility construction industry is increasingly considered as important management factor because the risks in terms of schedule or deadline may significantly affect the project cost. Especially, the project-based operating companies attempt to find the best estimate of the project completion time for use at their proposals, and therefore, usually have much interest in accurate estimation of the duration of the projects. In general, the management of projects schedule risk is achieved by modeling project schedule with PERT/CPM techniques, and then performing risk assessment with simulation such as Monte-Carlo simulation method. However, since these approaches require the accumulated executional data, which are not usually available in project-based operating company, and, further, they cannot reflect various schedule constraints, which usually are met during the project execution, the project managers have difficulty in preparing for the project risks in advance of their occurrence in the project execution. As these constraints may affect time and cost which role as the crucial evaluation factors to the quality of the project result, they must be identified and described in advance of their occurrence in the project management. This paper proposes a Bayesian Net based methodology for estimating project schedule risk by identifying and enforcing the project risks and its response plan which may occur in storage tank engineering and construction project environment. First, we translated the schedule network with the project risks and its response plan into Bayesian Net. Second, we analyzed the integrated Bayesian Net and suggested an estimate of project schedule risk with simulation approach. Finally, we applied our approach to a storage tank construction project to validate its feasibility.