• Smart Structures and Systems
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• v.29 no.2
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• pp.321-336
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• 2022

Model uncertainty is a key factor that could influence the accuracy and reliability of numerical model-based analysis. It is necessary to acquire an appropriate updating approach which could search and determine the realistic model parameter values from measurements. In this paper, the Bayesian model updating theory combined with the transitional Markov chain Monte Carlo (TMCMC) method and K-means cluster analysis is utilized in the updating of the structural model parameters. Kriging and polynomial chaos expansion (PCE) are employed to generate surrogate models to reduce the computational burden in TMCMC. The selected updating approaches are applied to three structural examples with different complexity, including a two-storey frame, a ten-storey frame, and the national stadium model. These models stand for the low-dimensional linear model, the high-dimensional linear model, and the nonlinear model, respectively. The performances of updating in these three models are assessed in terms of the prediction uncertainty, numerical efforts, and prior information. This study also investigates the updating scenarios using the analytical approach and surrogate models. The uncertainty quantification in the Bayesian approach is further discussed to verify the validity and accuracy of the surrogate models. Finally, the advantages and limitations of the surrogate model-based updating approaches are discussed for different structural complexity. The possibility of utilizing the boosting algorithm as an ensemble learning method for improving the surrogate models is also presented.

• Ocean Systems Engineering
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• v.6 no.2
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• pp.191-201
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• 2016

Stern bearing is a key component of marine propulsion plant. Its environment is diverse, working condition changeable, and condition severe, so that stern bearing load is of strong time variability, which directly affects the safety and reliability of the system and the normal navigation of ships. In this paper, three affecting factors of the stern bearing load such as hull deformation, propeller hydrodynamic vertical force and bearing wear are calculated and characterized by random theory. The uncertainty mathematical model of stern bearing load is established to research the relationships between factors and uncertainty load of stern bearing. The validity of calculation mathematical model and results is verified by examples and experiment yet. Therefore, the research on the uncertainty load of stern bearing has important theoretical significance and engineering practical value.

• Proceedings of the Korean Society of Precision Engineering Conference
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• 1996.11a
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• pp.306-312
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• 1996

The performance of the failure detection algorithm may be greatly influenced by the model uncertainty. It is very important to design a robust failure detection system to the model uncertainty. In this paper, a design procedure to generate failure detection algorithm is proposed. The design procedure suggested is based on the concept of the‘threshold selector［1］’. The H$\infty$ control algorithm is used to derive a threshold selector which is robust to the model uncertainty, The threshold selector derived can be used to develop a failure detection system together with the weighted cumulative sum algorithm［3］. Computer simulation study showed that the failure detection system designed for an ISA(Integrated Servo Actuator) system by using the proposed method is robust to the model uncertainty.

• Journal of Construction Engineering and Project Management
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• v.3 no.2
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• pp.21-34
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• 2013

Various risk factors affect construction projects. Due to the uncertainties created by risk factors, actual activity durations frequently deviate from the estimated durations in either favorable or adverse direction. For this reason, evaluation of schedule uncertainty is required to make decisions accurately when managing construction projects. In this regard, this paper presents a new computer simulation model - the Repetitive Schedule Risk Analysis Model (RSRAM) - to evaluate unit-based repetitive building project schedules under uncertainty when activity durations and risk factors are correlated. The proposed model utilizes Monte Carlo Simulation and a Critical Path Method based repetitive scheduling procedure. This new procedure concurrently provides the utilization of resources without interruption and the maintenance of network logic through successive units. Furthermore, it enables assigning variable production rates to the activities from one unit to another and any kind of relationship type with or without lag time. Details of the model are described and an example application is presented. The findings show that the model produces realistic results regarding the extent of uncertainty inherent in the schedule.

• Architectural research
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• v.8 no.2
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• pp.27-36
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• 2006

Structural uncertainties are generally modeled using probabilistic approaches in order to quantify uncertainties in behaviors of structures. This uncertainty results from the uncertainties of structural parameters. Monte Carlo methods have been usually carried out for analyses of uncertainty problems where no analytical expression is available for the forward relationship between data and model parameters. In such cases any direct mathematical treatment is impossible, however the forward relation materializes itself as an algorithm allowing data to be calculated for any given model. This study addresses a new method which is utilized as a basis for the uncertainty estimates of structural responses. It applies double uniform random numbers (i.e. DURN technique) to conventional Monte Carlo algorithm. In DURN method, the scenarios of uncertainties are sequentially selected and executed in its simulation. Numerical examples demonstrate the beneficial effect that the technique can increase uncertainty degree of structural properties with maintaining structural stability and safety up to the limit point of a breakdown of structural systems.

• Journal of The Korean Society of Agricultural Engineers
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• v.49 no.4
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• pp.13-22
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• 2007

The uncertainty in water quality model predictions is inevitably high due to natural stochasticity, model uncertainty, and parameter uncertainty. An integrated modeling system under uncertainty was described and demonstrated for use in watershed management and receiving-water quality prediction. A watershed model (HSPF), a receiving water quality model (WASP), and a wetland model (NPS-WET) were incorporated into an integrated modeling system (modified-BASINS) and applied to the Hwaseong Reservoir watershed. Reservoir water quality was predicted using the calibrated integrated modeling system, and the deterministic integrated modeling output was useful for estimating mean water quality given future watershed conditions and assessing the spatial distribution of pollutant loads. A Monte Carlo simulation was used to investigate the effect of various uncertainties on output prediction. Without pollution control measures in the watershed, the concentrations of total nitrogen (T-N) and total phosphorous (T-P) in the Hwaseong Reservoir, considering uncertainty, would be less than about 4.8 and 0.26 mg 4.8 and 0.26 mg $L^{-1}$, respectively, with 95% confidence. The effects of two watershed management practices, a wastewater treatment plant (WWTP) and a constructed wetland (WETLAND), were evaluated. The combined scenario (WWTP + WETLAND) was the most effective at improving reservoir water quality, bringing concentrations of T-N and T-P in the Hwaseong Reservoir to less than 3.54 and 0.15 mg ${L^{-1}$, 26.7 and 42.9% improvements, respectively, with 95% confidence. Overall, the Monte Carlo simulation in the integrated modeling system was practical for estimating uncertainty and reliable in water quality prediction. The approach described here may allow decisions to be made based on probability and level of risk, and its application is recommended.

• The Journal of Asian Finance, Economics and Business
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• v.9 no.4
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• pp.39-52
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• 2022

This study examines whether accounting conservatism can support real earnings management by reducing accrual earnings management techniques. The net impact of conservative reporting on earnings management is also analyzed. It is assumed that moderating the role of conservative financial reporting during uncertainty can mitigate earnings management practices. For our analysis, 5354 firm-year observations for the period 2007-2020 of nonfinancial companies listed on the Pakistan Stock Exchange are applied. To measure conservatism in the non-financial sector of Pakistan, Khan and Watts' (2009) model is used to provide evidence that conservatism is a way to restrict earnings management during uncertainty. "Prospector" and "Defender" Business strategy is applied for measuring firm-level uncertainty. To measure accrual earnings management Modified Jones (1995) model and Dechow and Dichev (2002) approach and Kasznik (1999) model are applied, and for real earnings management Roychowdhury model is applied which follows three approaches to measure real earnings management i.e. cash flow manipulation, Overproduction, and discretionary expenses. The estimations support our hypothesis by providing statistically significant proof that conservative financial reporting in a developing economy like Pakistan may be used to overcome the net impact of earnings management during uncertainty. Our results provide critical and practical implications for investors, researchers, and standard setters.

• Proceedings of the Korea Water Resources Association Conference
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• 2023.05a
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• pp.287-287
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• 2023

Surface water-groundwater interaction (SWGI) is an important hydrological process that influences both the quantity and quality of water resources. However, regional scale SWGI model calibration and uncertainty analysis have been a challenge because integrated models inherently carry a vast number of parameters, modeling assumptions, and inputs, potentially leaving little time and budget to explore questions related to model performance and forecasting. In this study, we have proposed the application of iterative ensemble smoother (IES) for uncertainty analysis and calibration of the widely used integrated surface-subsurface model, SWAT-MODFLOW. SWAT-MODFLOW integrates Soil and Water Assessment Tool (SWAT) and a three-dimensional finite difference model (MODFLOW). The model was calibrated using a parameter estimation tool (PEST). The major advantage of the employed IES is that the number of model runs required for the calibration of an ensemble is independent of the number of adjustable parameters. The pilot point approach was followed to calibrate the aquifer parameters, namely hydraulic conductivity, specific storage, and specific yield. The parameter estimation process for the SWAT model focused primarily on surface-related parameters. The uncertainties both in the streamflow and groundwater level were assessed. The work presented provides valuable insights for future endeavors in coupled surface-subsurface modeling, data collection, model development, and informed decision-making.

• Proceedings of the Korea Water Resources Association Conference
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• 2022.05a
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• pp.208-208
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• 2022

Recently, the frequency of abnormal weather due to complex factors such as global warming is increasing frequently. From the past rainfall patterns, it is evident that climate change is causing irregular rainfall patterns. This phenomenon causes difficulty in predicting rainfall and makes it difficult to prevent and cope with natural disasters, casuing human and property damages. Therefore, accurate rainfall estimation and rainfall occurrence time prediction could be one of the ways to prevent and mitigate damage caused by flood and drought disasters. However, rainfall prediction has a lot of uncertainty, so it is necessary to understand and reduce this uncertainty. In addition, when accurate rainfall prediction is applied to the rainfall-runoff model, the accuracy of the runoff prediction can be improved. In this regard, this study aims to increase the reliability of rainfall prediction by analyzing the uncertainty of the Korean rainfall ensemble prediction data and the outflow analysis model using the Limited Area ENsemble (LENS) and the Grid based Rainfall-runoff Model (GRM) models. First, the possibility of improving rainfall prediction ability is reviewed using the QM (Quantile Mapping) technique among the bias correction techniques. Then, the GRM parameter calibration was performed twice, and the likelihood-parameter applicability evaluation and uncertainty analysis were performed using R², NSE, PBIAS, and Log-normal. The rainfall prediction data were applied to the rainfall-runoff model and evaluated before and after calibration. It is expected that more reliable flood prediction will be possible by reducing uncertainty in rainfall ensemble data when applying to the runoff model in selecting behavioral models for user uncertainty analysis. Also, it can be used as a basis of flood prediction research by integrating other parameters such as geological characteristics and rainfall events.

• Journal of Korean Society for Quality Management
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• v.42 no.4
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• pp.617-632
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• 2014

Purpose: This study aims to explore the relationship between the focal firm's interdepartmental cooperation and new product development (NPD) performance with focus on the moderating effect of environmental uncertainty. The basic hypothesized model is that there are positively associated relationships. Methods: The proposed research model was tested using structural equation modeling with 601 responses from multi-functional and multiple respondents in Korean manufacturing firms. Multi-group SEM analyses were conducted to explore the degree to which the hypothesized model was equivalent for different levels of environmental uncertainty. Results: Interdepartmental cooperation between R&D and production is positively associated with NPD performance under both higher and lower environmental uncertainties, while one between R&D and marketing is positively associated under only higher environmental uncertainty. Conclusion: This paper determined that NPD performance is positively correlated with R&D-production cooperation in a focal firm, and the relationship between R&D-marketing cooperation and NPD performance is positively moderated by level of environmental uncertainty. Consequently, this study suggests that it is always important for firms to put much effort on R&D-production cooperation for a better NPD performance, while R&D-marketing cooperation should be enhanced especially under higher environmental uncertainty than lower.