• Management Science and Financial Engineering
• /
• 제12권1호
• /
• pp.65-77
• /
• 2006

This study proposes a Bayesian dynamic model in a hierarchical way to assess the time-varying effect of risk factors on the likelihood of corporate bankruptcy. For the longitudinal data, we aim to describe dynamically evolving effects of covariates more articulately compared to the Generalized Estimating Equation approach. In the analysis, it is shown that the proposed model outperforms in terms of sensitivity and specificity. Besides, the usefulness of this study can be found from the flexibility in describing the dependence structure among time specific parameters and suitability for assessing the time effect of risk factors.

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

• 한국농공학회:학술대회논문집
• /
• 한국농공학회 2005년도 학술발표논문집
• /
• pp.502-508
• /
• 2005

In order to assess the environmental risk of pesticides, information is usually required on the likelihood of exposure of organisms to the constituents of pesticides, expressed as a predicted environmental concentrations (PECs) and the likely effects of the constituents of pesticides on aquatic and terrestrial organisms, expressed as a predicted no-effect concentrations (PNECs). In this paper, the pesticide fate model, RICEWQ alone and coupled with the pesticide movement model, RIVWQ was used to simulate the potential for predicting the environmental concentrations of pesticides in paddy fields and adjacent surface water systems. The RICEWQ model was successfully calibrated against field data in poinding depth for paddy field. For the assessment of importance for water and pesticide management conditions and field scales, the integrated RICEWQ-RIVWQ model was simulated by the scenario analysis. The results of this study can be used as a basic information for assessing the environmental risk of pesticides.

• 산업경영시스템학회지
• /
• 제21권45호
• /
• pp.319-328
• /
• 1998

In this paper, the design of ALT(Accelerated Life Test) requires a sampling plan based on failure-censored(Type II censored) ALT with lognormal life distribution. Specially the environmental effect of products has been emphasized, so we considered the upper life limit as well as lower life limit in the ALT sampling plan. The optimal plan with a high stress and a low stress is used as test plan, and the total sample size for test and lot acceptability constant which minimize an asymptotic variance of maximum likelihood estimator of assumed model parameters and satisfy the given producer's risk and customer's risk are drawn out. These values can be acquired by means of the computer program that we coded for resolving the difficulty and complexity of calculation.

• Communications for Statistical Applications and Methods
• /
• 제26권3호
• /
• pp.239-259
• /
• 2019

The transmuted generalized extreme value (TGEV) distribution was first introduced by Aryal and Tsokos (Nonlinear Analysis: Theory, Methods & Applications, 71, 401-407, 2009) and applied by Nascimento et al. (Hacettepe Journal of Mathematics and Statistics, 45, 1847-1864, 2016). However, they did not give explicit expressions for all the moments, tail behaviour, quantiles, survival and risk functions and order statistics. The TGEV distribution is a more flexible model than the simple GEV distribution to model extreme or rare events because the right tail of the TGEV is heavier than the GEV. In addition the TGEV distribution can adjusted various forms of asymmetry. In this article, explicit expressions for these measures of the TGEV are obtained. The tail behavior and the survival and risk functions were determined for positive gamma, the moments for nonzero gamma and the moment generating function for zero gamma. The performance of the maximum likelihood estimators (MLEs) of the TGEV parameters were tested through a series of Monte Carlo simulation experiments. In addition, the model was used to fit three real data sets related to financial returns.

• Earthquakes and Structures
• /
• 제26권3호
• /
• pp.191-201
• /
• 2024

A comprehensive probabilistic seismic hazard analysis was carried out in Istanbul to examine the seismotectonic features of the region. The results showed that earthquakes can trigger one another, resulting in the grouping of earthquakes in both time and space. The hazard analysis utilized the Poisson model and a conventional integration technique to generate the hazard curve, which shows the likelihood of ground motion surpassing specific values over a given period. Additionally, the study evaluated the impact of seismic hazard on the structural integrity of an existing masonry tower by simulating its seismic response under different ground motion intensities. The study's results emphasize the importance of considering the seismotectonic characteristics of an area when assessing seismic hazard and the structural performance of buildings in seismic-prone regions.

• 한국식품위생안전성학회지
• /
• 제26권2호
• /
• pp.91-99
• /
• 2011

국내 주요 잠재적 위해식품에 오염된 미생물 조합에 대한 위해순위 결정은 식품안전관리의 우선순위를 정하는데 매우 중요하다. 본 연구에서 사용한 Risk Ranger는 위해식품과 위해미생물 조합에 대해 11가지 정보를 Microsoft Excel Spreadsheet에 입력하여 간단하게 위해순위를 결정하는 도구이다. 본 연구에서는 국내의 23개의 잠재적 위해식품과 위해미생물 조합의 위해순위를 결정하기 위하여 Risk Ranger의 활용성을 조사하였다. 연구결과 E. coli 위해미생물에 대하여 신선편의식품 샐러드가 가장 높은 위해순위 79를 나타내었다. 초밥의 V. parahaemolyticus, 육가공식품의 Salmonella, 햄버거 패티의 E. coli O157:H7 오염에 대한 위해순위는 0으로 본 연구에서 조사된 품목 중 가장 낮은 위해순위를 나타내었다. 이는 발표된 모니터링 연구에서 불검출로 나온 결과에 기인한다. Risk Ranger는 위해성의 순위를 간단하게 평가할 수 있는 장점을 가지지만, 정확한 data가 부족한 경우 결과의 정확성에 한계를 가진다. 또한 문헌조사 결과 국내의 위해식품 섭취빈도 조사, 원재료의 위해미생물 오염도, 위해미생물에 미치는 가공과정 영향에 대한 자료가 매우 부족한 것으로 나타났다. 본 연구는 위해순위 결정 도구로서 Risk Ranger 활용성을 소개하며 위해식품과 위해미생물 조합의 위해순위 결과는 국내 식품안전관리의 중요한 기초 자료로 활용될 수 있을 것이다.

• 보건교육건강증진학회지
• /
• 제26권2호
• /
• pp.1-13
• /
• 2009

Objectives: This study identified how personal characteristics, family environment, governmental policy for the prevention and cessation of smoking might influence on adolescent smoking. Methods: This study used data from the 2006 Korea Youth Risk Behavior Web-based Survey of 71,404 middle school and high school students, giving a response rate of 90.9%. We selected 61,508 adolescents subjects of the final analysis without missing data on independent variables and dependent variables which are used in this study. This study used $\chi^2$ tests and logistic regression models. Variables were added to the regression model in three groups using a hierarchical approach.Results: Adolescents were significantly more likely to become current smokers if they were boys, were in a higher grade, and had lower academic achievement. Adolescents experiencing stress and depression were associated with increased risk of current smoking. Adolescents with single parents or students of non-living with parents comparing with students of living with parents showed the high possibility of smoking. Lower father's education was associated with increased likelihood of current smoking. Adolescents who were exposed to smoking at home were more likely to smoke. Adolescents without contacting with the antismoking media campaign was associated with increased likelihood of current smoking. Conclusion: Promoting antismoking media campaigns targeted at adolescent is required, and the smoking prevention education which are proper for subjects are required. Proper plans which could decrease the exposure of secondhand smoking should be established.

• 한국수자원학회논문집
• /
• 제55권10호
• /
• pp.843-854
• /
• 2022

이안류 안전사고 저감을 목적으로 운영되는 실시간 이안류 경보체계에서 위험지수를 생산하는 방법을 개선하는 연구를 수행하였다. 상기 체계는 실시간 관측정보를 기반으로 신속한 이안류 위험지수를 생산할 필요가 있기 때문에 사전 수치모의 결과(즉, 발생가능 시나리오에 따른 이안류 발생정도)를 이용한다. 본 연구에서는 기존 기법의 곡선적합 경험식을 사용하는 대신에, 다변수 함수인 이안류 발생정도를 2차원 분포(예, 파고-주기, 파고-조위, 파고-파향, 파고-주파수 스펙트럼 광협도, 파고-파향 스펙트럼 광협도)로 저장하여 사용하므로 이안류 위험지수 생산 기법을 개선하였다. 2021년에 운영된 해운대 파랑 관측자료와 부산조위소의 조위정보를 개선된 방법에 적용하였고, CCTV를 통해 확인된 몇 차례의 이안류 발생사건에 대하여 관측정보와 적용한 결과를 비교하여 제시하였다.

• 대한간호학회지
• /
• 제13권1호
• /
• pp.7-21
• /
• 1983

For the flexible and rational distribution of limited existing health resources based on measurements of individual risk, the socalled Risk Approach is being proposed by the World Health Organization as a managerial tool in maternal and child health care program. This approach, in principle, puts us under the necessity of developing a technique by which we will be able to measure the degree of risk or to discriminate the future outcomes of pregnancy on the basis of prior information obtainable at prenatal care delivery settings. Numerous recent studies have focussed on the identification of relevant risk factors as the Prior infer mation and on defining the adverse outcomes of pregnancy to be dicriminated, and also have tried on how to develope scoring system of risk factors for the quantitative assessment of the factors as the determinant of pregnancy outcomes. Once the scoring system is established the technique of classifying the patients into with normal and with adverse outcomes will be easily de veloped. The scoring system should be developed to meet the following four basic requirements. 1) Easy to construct 2) Easy to use 3) To be theoretically sound 4) To be valid In searching for a feasible methodology which will meet these requirements, the author has attempted to apply the“Likelihood Method”, one of the well known principles in statistical analysis, to develop such scoring system according to the process as follows. Step 1. Classify the patients into four groups: Group $A_1$: With adverse outcomes on fetal (neonatal) side only. Group $A_2$: With adverse outcomes on maternal side only. Group $A_3$: With adverse outcome on both maternal and fetal (neonatal) sides. Group B: With normal outcomes. Step 2. Construct the marginal tabulation on the distribution of risk factors for each group. Step 3. For the calculation of risk score, take logarithmic transformation of relative proport-ions of the distribution and round them off to integers. Step 4. Test the validity of the score chart. h total of 2, 282 maternity records registered during the period of January 1, 1982-December 31, 1982 at Ewha Womans University Hospital were used for this study and the“Questionnaire for Maternity Record for Prenatal and Intrapartum High Risk Screening”developed by the Korean Institute for Population and Health was used to rearrange the information on the records into an easy analytic form. The findings of the study are summarized as follows. 1) The risk score chart constructed on the basis of“Likelihood Method”ispresented in Table 4 in the main text. 2) From the analysis of the risk score chart it was observed that a total of 24 risk factors could be identified as having significant predicting power for the discrimination of pregnancy outcomes into four groups as defined above. They are: (1) age (2) marital status (3) age at first pregnancy (4) medical insurance (5) number of pregnancies (6) history of Cesarean sections (7). number of living child (8) history of premature infants (9) history of over weighted new born (10) history of congenital anomalies (11) history of multiple pregnancies (12) history of abnormal presentation (13) history of obstetric abnormalities (14) past illness (15) hemoglobin level (16) blood pressure (17) heart status (18) general appearance (19) edema status (20) result of abdominal examination (21) cervix status (22) pelvis status (23) chief complaints (24) Reasons for examination 3) The validity of the score chart turned out to be as follows: a) Sensitivity: Group $A_1$: 0.75 Group $A_2$: 0.78 Group $A_3$: 0.92 All combined : 0.85 b) Specificity : 0.68 4) The diagnosabilities of the“score chart”for a set of hypothetical prevalence of adverse outcomes were calculated as follows (the sensitivity“for all combined”was used). Hypothetidal Prevalence : 5％ 10％ 20％ 30％ 40％ 50％ 60％ Diagnosability : 12% 23% 40% 53% 64% 75% 80%.