• Title/Summary/Keyword: Uncertainty/Sensitivity Analysis

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A Bayesian uncertainty analysis for nonignorable nonresponse in two-way contingency table

  • Woo, Namkyo;Kim, Dal Ho
    • Journal of the Korean Data and Information Science Society
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    • v.26 no.6
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    • pp.1547-1555
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    • 2015
  • We study the problem of nonignorable nonresponse in a two-way contingency table and there may be one or two missing categories. We describe a nonignorable nonresponse model for the analysis of two-way categorical table. One approach to analyze these data is to construct several tables (one complete and the others incomplete). There are nonidentifiable parameters in incomplete tables. We describe a hierarchical Bayesian model to analyze two-way categorical data. We use a nonignorable nonresponse model with Bayesian uncertainty analysis by placing priors in nonidentifiable parameters instead of a sensitivity analysis for nonidentifiable parameters. To reduce the effects of nonidentifiable parameters, we project the parameters to a lower dimensional space and we allow the reduced set of parameters to share a common distribution. We use the griddy Gibbs sampler to fit our models and compute DIC and BPP for model diagnostics. We illustrate our method using data from NHANES III data to obtain the finite population proportions.

Uncertainty Analysis on the Simulations of Runoff and Sediment Using SWAT-CUP (SWAT-CUP을 이용한 유출 및 유사모의 불확실성 분석)

  • Kim, Minho;Heo, Tae-Young;Chung, Sewoong
    • Journal of Korean Society on Water Environment
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    • v.29 no.5
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    • pp.681-690
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    • 2013
  • Watershed models have been increasingly used to support an integrated management of land and water, non-point source pollutants, and implement total daily maximum load policy. However, these models demand a great amount of input data, process parameters, a proper calibration, and sometimes result in significant uncertainty in the simulation results. For this reason, uncertainty analysis is necessary to minimize the risk in the use of the models for an important decision making. The objectives of this study were to evaluate three different uncertainty analysis algorithms (SUFI-2: Sequential Uncertainty Fitting-Ver.2, GLUE: Generalized Likelihood Uncertainty Estimation, ParaSol: Parameter Solution) that used to analyze the sensitivity of the SWAT(Soil and Water Assessment Tool) parameters and auto-calibration in a watershed, evaluate the uncertainties on the simulations of runoff and sediment load, and suggest alternatives to reduce the uncertainty. The results confirmed that the parameters which are most sensitive to runoff and sediment simulations were consistent in three algorithms although the order of importance is slightly different. In addition, there was no significant difference in the performance of auto-calibration results for runoff simulations. On the other hand, sediment calibration results showed less modeling efficiency compared to runoff simulations, which is probably due to the lack of measurement data. It is obvious that the parameter uncertainty in the sediment simulation is much grater than that in the runoff simulation. To decrease the uncertainty of SWAT simulations, it is recommended to estimate feasible ranges of model parameters, and obtain sufficient and reliable measurement data for the study site.

UNCERTAINTY PROPAGATION ANALYSIS FOR YONGGWANG NUCLEAR UNIT 4 BY MCCARD/MASTER CORE ANALYSIS SYSTEM

  • Park, Ho Jin;Lee, Dong Hyuk;Shim, Hyung Jin;Kim, Chang Hyo
    • Nuclear Engineering and Technology
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    • v.46 no.3
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    • pp.291-298
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    • 2014
  • This paper concerns estimating uncertainties of the core neutronics design parameters of power reactors by direct sampling method (DSM) calculations based on the two-step McCARD/MASTER design system in which McCARD is used to generate the fuel assembly (FA) homogenized few group constants (FGCs) while MASTER is used to conduct the core neutronics design computation. It presents an extended application of the uncertainty propagation analysis method originally designed for uncertainty quantification of the FA FGCs as a way to produce the covariances between the FGCs of any pair of FAs comprising the core, or the covariance matrix of the FA FGCs required for random sampling of the FA FGCs input sets into direct sampling core calculations by MASTER. For illustrative purposes, the uncertainties of core design parameters such as the effective multiplication factor ($k_{eff}$), normalized FA power densities, power peaking factors, etc. for the beginning of life (BOL) core of Yonggwang nuclear unit 4 (YGN4) at the hot zero power and all rods out are estimated by the McCARD/MASTER-based DSM computations. The results are compared with those from the uncertainty propagation analysis method based on the McCARD-predicted sensitivity coefficients of nuclear design parameters and the cross section covariance data.

Probabilistic Design under Uncertainty using Response Surface Methodology and Pearson System (반응표면방법론과 피어슨 시스템을 이용한 불확실성하의 확률적 설계)

  • Baek Seok-Heum;Cho Soek-Swoo;Joo Won-Sik
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2006.04a
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    • pp.275-282
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    • 2006
  • System algorithms estimated by deterministic input may occur the error between predicted and actual output. Especially, actual system can't predict the exact outputs due to uncertainty and tolernce of input parameters. A single output to a set of inputs has a limited value without the variation. Hence, we should consider various scatters caused by the load assessment, material characteristics, stress analysis and manufacturing methods in order to perform the robust design or etimate the reliability of structure. The system design with uncertainty should perform the probabilistic structural optimization with the statistical response and the reliability. This method calculated the probability distributions of the characteristics such as stress by combining stress analysis, response surface methodology and Monte Carlo simulation and got the probabilistic sensitivity. The sensitivity of structural response with respect to in constant design variables was estimated by fracture probability. Therefore, this paper proposed the probabilistic reliability design method for fracture of uncorved freight end beam and the design criteria by fracture probability.

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Reliability Design using Asymptotic Variance of Inverse Cumulative Distribution Function (분위수의 점근적 분산을 이용한 신뢰성 설계)

  • Cho H.J.;Baek S.H.;Hong S.H.;Cho S.S.;Joo W.S.
    • Proceedings of the Korean Society of Precision Engineering Conference
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    • 2005.06a
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    • pp.1682-1685
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    • 2005
  • System algorithms estimated by deterministic input may occur the error between predicted and actual output. Especially, actual system can't predict the exact outputs due to uncertainty and tolerance of input parameters. A single output to a set of inputs has a limited value without the variation. Hence, we should consider various scatters caused by the load assessment, material characteristics, stress analysis and manufacturing methods in order to perform the robust design or estimate the reliability of structure. The system design with uncertainty should perform the probabilistic structural optimization with the statistical response and the reliability. This method calculated the probability distributions of the characteristics such as stress by combining stress analysis, response surface methodology and Monte-Carlo Method and got the probabilistic sensitivity. The sensitivity of structural response with respect to inconstant design variables was estimated by fracture probability. Therefore, this paper proposed the probabilistic reliability design method for fracture of uncorved freight end beam and the design criteria by fracture probability.

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Extension of the NEAMS workbench to parallel sensitivity and uncertainty analysis of thermal hydraulic parameters using Dakota and Nek5000

  • Delchini, Marc-Olivier G.;Swiler, Laura P.;Lefebvre, Robert A.
    • Nuclear Engineering and Technology
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    • v.53 no.10
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    • pp.3449-3459
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    • 2021
  • With the increasing availability of high-performance computing (HPC) platforms, uncertainty quantification (UQ) and sensitivity analyses (SA) can be efficiently leveraged to optimize design parameters of complex engineering problems using modeling and simulation tools. The workflow involved in such studies heavily relies on HPC resources and hence requires pre-processing and post-processing capabilities of large amounts of data along with remote submission capabilities. The NEAMS Workbench addresses all aspects of the workflows involved in these studies by relying on a user-friendly graphical user interface and a python application program interface. This paper highlights the NEAMS Workbench capabilities by presenting a semiautomated coupling scheme between Dakota and any given package integrated with the NEAMS Workbench, yielding a simplified workflow for users. This new capability is demonstrated by running a SA of a turbulent flow in a pipe using the open-source Nek5000 CFD code. A total of 54 jobs were run on a HPC platform using the remote capabilities of the NEAMS Workbench. The results demonstrate that the semiautomated coupling scheme involving Dakota can be efficiently used for UQ and SA while keeping scripting tasks to a minimum for users. All input and output files used in this work are available in https://code.ornl.gov/neams-workbench/dakota-nek5000-study.

Sensitivity Analysis in the Prediction of Coastal Erosion due to Storm Events: case study-Ilsan beach (태풍 기인 연안침식 예측의 불확실성 분석: 사례연구-일산해변)

  • Son, Donghwi;Yoo, Jeseon;Shin, Hyunhwa
    • Journal of Coastal Disaster Prevention
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    • v.6 no.3
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    • pp.111-120
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    • 2019
  • In coastal morphological modelling, there are a number of input factors: wave height, water depth, sand particle size, bed friction coefficients, coastal structures and so forth. Measurements or estimates of these input data may include uncertainties due to errors by the measurement or hind-casting methods. Therefore, it is necessary to consider the uncertainty of each input data and the range of the uncertainty during the evaluation of numerical results. In this study, three uncertainty factors are considered with regard to the prediction of coastal erosion in Ilsan beach located in Ilsan-dong, Ulsan metropolitan city. Those are wave diffraction effect of XBeach model, wave input scenario and the specification of the coastal structure. For this purpose, the values of mean wave direction, significant wave height and the height of the submerged breakwater were adjusted respectively and the followed numerical results of morphological changes are analyzed. There were erosion dominant patterns as the wave direction is perpendicular to Ilsan beach, the higher significant wave height, and the lower height of the submerged breakwater. Furthermore, the rate of uncertainty impacts among mean wave direction, significant wave height and the height of the submerged breakwater are compared. In the study area, the uncertainty influence by the wave input scenario was the largest, followed by the height of the submerged breakwater and the mean wave direction.

Uncertainty Analysis of Parameters of Spatial Statistical Model Using Bayesian Method for Estimating Spatial Distribution of Probability Rainfall (확률강우량의 공간분포추정에 있어서 Bayesian 기법을 이용한 공간통계모델의 매개변수 불확실성 해석)

  • Seo, Young-Min;Park, Ki-Bum;Kim, Sung-Won
    • Journal of Environmental Science International
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    • v.20 no.12
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    • pp.1541-1551
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    • 2011
  • This study applied the Bayesian method for the quantification of the parameter uncertainty of spatial linear mixed model in the estimation of the spatial distribution of probability rainfall. In the application of Bayesian method, the prior sensitivity analysis was implemented by using the priors normally selected in the existing studies which applied the Bayesian method for the puppose of assessing the influence which the selection of the priors of model parameters had on posteriors. As a result, the posteriors of parameters were differently estimated which priors were selected, and then in the case of the prior combination, F-S-E, the sizes of uncertainty intervals were minimum and the modes, means and medians of the posteriors were similar to the estimates using the existing classical methods. From the comparitive analysis between Bayesian and plug-in spatial predictions, we could find that the uncertainty of plug-in prediction could be slightly underestimated than that of Bayesian prediction.