• Geomechanics and Engineering
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• 제11권4호
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• pp.493-513
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• 2016

A modified grey clustering method is presented to systematically evaluate the risk of water inrush in karst tunnels. Based on the center triangle whitenization weight function and upper and lower limit measure whitenization weight function, the modified grey evaluation model doesn't have the crossing properties of grey cluster and meets the standard well. By adsorbing and integrating the previous research results, seven influence factors are selected as evaluation indexes. A couple of evaluation indexes are modified and quantitatively graded according to four risk grades through expert evaluation method. The weights of evaluation indexes are rationally distributed by the comprehensive assignment method. It is integrated by the subjective factors and the objective factors. Subjective weight is given based on analytical hierarchy process, and objective weight obtained from simple dependent function. The modified grey evaluation model is validated by Jigongling Tunnel. Finally, the water inrush risk of Shangjiawan Tunnel is evaluated by using the established model, and the evaluation result obtained from the proposed method is agrees well with practical situation. This risk assessment methodology provides a powerful tool with which planners and engineers can systematically assess the risk of water inrush in karst tunnels.

• 품질경영학회지
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• 제49권3호
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• pp.299-312
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• 2021

Purpose: We provide a condition-based maintenance policy where a surrogate variable is used for monitoring system performance. We constructed a risk function by taking into account the risk and losses accompanied with erroneous decisions. Methods: Assuming a unique degradation process for the performance variable and its specific relationship with the surrogate variable, the maintenance policy is determined. A risk function is developed on the basis of producer's and consumer's risks accompanied with each decision. With a strategic safety factor considered, the optimal threshold value for the surrogate variable is determined based on the risk function. Results: The condition-based maintenance is analyzed from the point of risk. With an assumed safety consideration, the optimal threshold value of the surrogate variable is provided for taking a maintenance action. The optimal solution cannot be obtained in a closed form. An illustrative numerical example and solution is provided with a source code of R program. Conclusion: The study can be applied to situation where a sensor signal is issued if the system performance begins to degrade gradually and reaches eventually its functional failure. The study can be extended to the case where two or more performance variables are connected to a same surrogate variable. Also estimation of the distribution parameters and risk coefficients should be further studied.

• 한국도로학회논문집
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• 제19권6호
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• pp.183-190
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• 2017

PURPOSES : The objective of this study is to establish the traffic volume-based warrants of right-turn lanes at unsignalized intersections and to introduce a risk probability methodology based on the warrants. METHODS : In this study, a risk probability of a potential rear-end collision is applied between a right-turn vehicle and the immediately following through vehicle. Using the shifted negative exponential model and the compound probability theorem, the risk probability can be expressed as the function of directional volumes and the percentage of right-turns for a two-lane and four-lane highway, respectively. RESULTS : Based on the risk probablity, guidelines for installing right-turn lanes on two-lane and four-lane highways were developed. The risk probability also showed rationality by comparing with right-turn same-direction conflicts observed in-situ. CONCLUSIONS : The results of our study define the total approaching volumes to encourage a right-turn lane as a function of operating speed, percentage of right-turn, and number of lanes.

• Communications for Statistical Applications and Methods
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• 제20권6호
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• pp.475-480
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• 2013

The surplus process in a risk model is stochastically analyzed. We obtain the characteristic function of the level of the surplus at a finite time, by establishing and solving an integro-differential equation for the distribution function of the surplus. The characteristic function of the stationary distribution of the surplus is also obtained by assuming that an investment of the surplus is made to other business when the surplus reaches a sufficient level. As a consequence, we obtain the first and second moments of the surplus both at a finite time and in an infinite horizon (in the long-run).

• Journal of the Korean Statistical Society
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• 제27권4호
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• pp.485-494
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• 1998

In the white noise model we construct an adaptive estimate for f(0) for a decreasing function f. We also show that the maximum mean square error of this estimate attains the same rate as the minimax risk simultaneously over a range of Lipschitz classes of order less than or equal to one.

• 해양환경안전학회:학술대회논문집
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• 해양환경안전학회 2017년도 추계학술발표회
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• pp.113-113
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• 2017

• Journal of the Korean Data and Information Science Society
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• 제19권2호
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• pp.421-429
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• 2008

We consider a general semiparametric additive risk model that consists of three components. They are parametric, purely and smoothly nonparametric components. In parametric component, time dependent term is known up to proportional constant. In purely nonparametric component, time dependent term is an unknown function, and time dependent term in smoothly nonparametric component is an unknown but smoothly function. As an estimation method of this model, we use the weighted least square estimation by Huffer and McKeague (1991). We provide an illustrative example as well as a simulation study that compares the performance of our method with the ordinary least square method.

• 대한수학회보
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• 제48권2호
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• pp.325-334
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• 2011

In this paper we consider the discrete time delayed renewal risk model. We investigate what will happen when the distribution function of the discounted proper deficit is asymptotic in the initial surplus. In doing this we establish several lemmas regarding some related ruin quantities in the discrete time delayed renewal risk model, which are of significance on their own right.

• Journal of the Korean Data and Information Science Society
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• 제15권2호
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• pp.347-353
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• 2004

We propose a simple nonparametric estimator of relative risk in the two sample case of the proportional hazards model for complete data. The asymptotic distribution of this estimator is derived using a functional equation. We obtain the asymptotic normality of the proposed estimator and compare with Begun's estimator by confidence interval through simulations.

• 재활치료과학
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• 제12권4호
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• pp.111-122
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• 2023

목적 : 연구는 국민건강보험공단의 2015년 노인코호트 database를 이용하여 지역사회 노인의 라이프스타일 위험요인이 일상생활 활동과 인지기능에 미치는 영향을 알아보고자 하였다. 연구방법 : 독립변수로 설정한 라이프스타일의 위험요인은 체질량지수, 흡연, 음주, 격렬한 운동, 중간정도 운동, 걷기 운동에 대한 변수를 분류하여 분석에 사용하였으며, 종속변수는 기본적/수단적 일상생활 활동 그리고 인지기능으로 설정하여 분석하였다. 성별과 연령에 따른 일상생활과 인지기능은 t-test와 일원배치 분산분석을 실시하였다. 라이프스타일 위험요인과 일상생활 활동, 인지기능 간의 상관관계와 영향력을 분석하기 위해 피어슨 상관 분석(Pearson correlation)과 다중회귀분석을 실시하였다. 결과 : 지역사회 노인의 라이프스타일 위험요인이 기본적/일상생활 활동과 인지기능에 통계적으로 유의한 설명력을 보였다. 기본적 일상생활 활동에 영향을 미치는 요인은 성별과 걷기 운동이었으며, 설명력은 1.7%로 나타났다. 수단적 일상생활 활동은 연령과 음주, 걷기 운동이었으며, 설명력은 2.6%를 보였다. 그리고 인지기능은 성별과 연령, 체질량지수, 격렬한 운동과 걷기 운동이었으며, 설명력은 5.3%로 나타났다. 결론 : 지역사회 노인들에서 라이프스타일 위험요인이 기본적/수단적 일상생활 활동과 인지기능에 부분적으로 영향을 미치고 있음을 확인하였다. 이는 생물학적 노화에 직면한 노년기 노인들의 건강한 삶을 개선 및 유지하기 위해 라이프스타일 위험요인을 체계적으로 관리할 필요성을 시사한다.