• Communications for Statistical Applications and Methods
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• 제11권1호
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• pp.49-58
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• 2004

In this talk we proposed an asymptotic test for dimensionality in the latent variable model for probabilistic principal component analysis with missing values at random. Proposed algorithm is a sequential likelihood ratio test for an appropriate Normal latent variable model for the principal component analysis. Modified EM-algorithm is used to find MLE for the model parameters. Results from simulations and real data sets give us promising evidences that the proposed method is useful in finding necessary number of components in the principal component analysis with missing values at random.

• Communications for Statistical Applications and Methods
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• 제24권1호
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• pp.67-80
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• 2017

Over the last few decades, ensemble forecasts based on global climate models have become an important part of climate forecast due to the ability to reduce uncertainty in prediction. Moreover in ensemble forecast, assessing the prediction uncertainty is as important as estimating the optimal weights, and this is achieved through a probabilistic forecast which is based on the predictive distribution of future climate. The Bayesian model averaging has received much attention as a tool of probabilistic forecasting due to its simplicity and superior prediction. In this paper, we propose a new Bayesian model averaging method for probabilistic ensemble forecasting. The proposed method combines a deterministic ensemble forecast based on a multivariate regression approach with Bayesian model averaging. We demonstrate that the proposed method is better in prediction than the standard Bayesian model averaging approach by analyzing monthly average precipitations and temperatures for ten cities in Korea.

• 응용통계연구
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• 제34권5호
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• pp.849-861
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• 2021

본 논문은 확률적 자료연계 방법의 기본 개념과 이론적 모형을 소개하고, 실제 통계청 데이터를 사용하여 확률적 자료연계가 진행되는 과정과 원리를 보여준다. 먼저 확률적 자료연계와 결정적 자료연계와의 차이를 간단히 알아보고, 확률적 자료연계 방법론의 토대가 되는 Fellegi-Sunter 모형의 기본 구성과 관련된 모수(m-확률, u-확률), 가중치, 매치여부 판정기준에 대해 기술한다. 그리고 통계청 등록센서스와 인구총조사 자료를 이용하여 그 모형을 적용한 자료연계가 이루어지는 구체적인 과정에 대해 설명하고, 이를 통해 얻어진 연계 결과의 정확성을 살펴본다.

• 지질공학
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• 제32권3호
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• pp.327-338
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• 2022

산사태 발생지역에서 측정된 토층심도 자료를 토대로 경험적 내지 통계적으로 토층심도를 예측하기 위하여 지형고도 기반의 Z-model과 확률론적 통계모델을 활용하여 산사태 발생구간에 대한 토층심도를 산정하고, 이를 토대로 강우사상에 따라 토층 내로 강우의 침투특성을 반영하여 분석할 수 있는 토층에 대한 포화깊이비 개념을 접목하여 산사태위험도 분석을 수행하였다. 그 결과, Z-model로 예측된 토층심도가 확률론적 통계모델로 산정된 결과보다는 본 연구지역에서 측정된 토층심도와 비교적 유사하게 산정된 것으로 나타났다. 이를 토대로 산사태 발생지역에 대해 확률론적 통계모델로 예측된 토층심도를 적용해 분석한 결과가 Z-model로 산정된 결과보다 산사태위험도 1등급 분포 비율이 2.5배 이상 높게 나타났다. 이는 토층심도가 직접적으로 산사태위험도 평가에 영향을 주는 것을 의미하는 것으로 산사태위험도 분석을 위해서는 대상지역의 토층심도 자료의 획득 및 적용이 중요함을 의미한다.

• Steel and Composite Structures
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• 제21권1호
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• pp.93-107
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• 2016

Seismic fragility analysis is a probabilistic decision-making framework which is widely implemented for evaluating vulnerability of a building under earthquake loading. It requires ingredient named probabilistic model and commonly developed using statistics requiring collecting data in large quantities. Preparation of such a data-base is often costly and time-consuming. Therefore, in this paper, by developing generic seismic drift demand model for regular-multi-story steel moment resisting frames is tried to present a novel application of the probabilistic decision-making analysis to practical purposes. To this end, a demand model which is a linear function of intensity measure in logarithmic space is developed to predict overall maximum inter-story drift. Next, the model is coupled with a set of regression-based equations which are capable of directly estimating unknown statistical characteristics of the model parameters.To explicitly address uncertainties arise from randomness and lack of knowledge, the Bayesian regression inference is employed, when these relations are developed. The developed demand model is then employed in a Seismic Fragility Analysis (SFA) for two designed building. The accuracy of the results is also assessed by comparison with the results directly obtained from Incremental Dynamic analysis.

• 한국지반공학회:학술대회논문집
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• 한국지반공학회 2005년도 춘계 학술발표회 논문집
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• pp.185-190
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• 2005

In this study, a probabilistic prediction model for debris flow occurrence was developed using a logistic regression analysis. The model can be applicable to metamorphic rocks and granite area. In order to develop the prediction model, detailed field survey and laboratory soil tests were conducted both in the northern and the southern Gyeonggi province and in Sangju, Gyeongbuk province, Korea. The six landslide triggering factors were selected by a logistic regression analysis as well as several basic statistical analyses. The six factors consist of two topographic factors and four geological and geotechnical factors. The model assigns a weight value to each selected factor. The verification results reveal that the model has 86.5% of prediction accuracy. Therefore, it is possible to predict landslide occurrence in a probabilistic and quantitative manner.

• 한국정밀공학회지
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• 제21권12호
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• pp.109-118
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• 2004

Life cycle assessment (LCA) usually involves some uncertainty. These uncertainties are generally divided in two categories such lack of data and data inaccuracy in life cycle inventory (LCI). This paper explo.es a methodology on dealing with uncertainty due to lack of data in LCI. In order to treat uncertainty of LCI data, a model for data uncertainty is proposed. The model works with probabilistic curves as inputs and with Monte Carlo Simulation techniques to propagate uncertainty. The probabilistic curves were derived from the results of survey in expert network and Monte Carlo Simulation was performed using the derived probabilistic curves. The results of Monte Carlo Simulation were verified by statistical test. The proposed approach should serve as a guide to improve data quality and deal with uncertainty of LCI data in LCA projects.

• Smart Structures and Systems
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• 제20권2호
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• pp.207-217
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• 2017

Because of the inevitable uncertainties such as structural parameters, external excitations and measurement noises, the effects of uncertainties should be taken into consideration in structural damage detection. In this paper, two probabilistic structural damage detection approaches are proposed to account for the underlying uncertainties in structural parameters and external excitation. The first approach adopts the statistical moment-based structural damage detection (SMBDD) algorithm together with the sensitivity analysis of the damage vector to the uncertain parameters. The approach takes the advantage of the strength SMBDD, so it is robust to measurement noise. However, it requests the number of measured responses is not less than that of unknown structural parameters. To reduce the number of measurements requested by the SMBDD algorithm, another probabilistic structural damage detection approach is proposed. It is based on the integration of structural damage detection using temporal moments in each time segment of measured response time history with the sensitivity analysis of the damage vector to the uncertain parameters. In both approaches, probability distribution of damage vector is estimated from those of uncertain parameters based on stochastic finite element model updating and probabilistic propagation. By comparing the two probability distribution characteristics for the undamaged and damaged models, probability of damage existence and damage extent at structural element level can be detected. Some numerical examples are used to demonstrate the performances of the two proposed approaches, respectively.

• Journal of the Korean Statistical Society
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• 제26권4호
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• pp.521-530
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• 1997

The new Laplace autoregressive model of order 2-NLAR92) studied by Dewald and Lewis (1985) is extended to the p-th order model-NLAR(p). A necessary and sufficient condition for the existence of an innovation sequence and a stationary ergodic NLAR(p) model is obtained. It is shown that the distribution of the innovation sequence is given by the probabilistic mixture of independent Laplace distributions and a degenrate distribution.

• Advances in concrete construction
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• 제9권4호
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• pp.337-343
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• 2020

In the present study, by employing fragility analysis, the seismic vulnerability of a concrete girder bridge, one of the most common existing structural bridge systems, has been performed. To this end, drift demand model as a fundamental ingredient of any probabilistic decision-making analyses is initially developed in terms of the two most common intensity measures, i.e., PGA and Sa (T₁). Developing a probabilistic demand model requires a reliable database that is established in this paper by performing incremental dynamic analysis (IDA) under a set of 20 ground motion records. Next, by employing Bayesian statistical inference drift demand models are developed based on pre-collapse data obtained from IDA. Then, the accuracy and reasonability of the developed models are investigated by plotting diagnosis graphs. This graphical analysis demonstrates probabilistic demand model developed in terms of PGA is more reliable. Afterward, fragility curves according to PGA based-demand model are developed.