• Title/Summary/Keyword: risk function

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Risk assessment of water inrush in karst tunnels based on a modified grey evaluation model: Sample as Shangjiawan Tunnel

  • Yuan, Yong-cai;Li, Shu-cai;Zhang, Qian-qing;Li, Li-ping;Shi, Shao-shuai;Zhou, Zong-qing
    • Geomechanics and Engineering
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    • v.11 no.4
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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.

Design of a Condition-based Maintenance Policy Using a Surrogate Variable (대용변수를 이용한 상태기반 보전정책의 설계)

  • Kwon, Hyuck Moo;Hong, Sung Hoon;Lee, Min Koo
    • Journal of Korean Society for Quality Management
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    • v.49 no.3
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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.

Establishing Probability-Based Warrants for Right-Turn Lanes at Unsignalized Intersections (확률기반 비신호교차로의 우회전 전용차로 설치 기준 정립)

  • Moon, Jaepil
    • International Journal of Highway Engineering
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    • v.19 no.6
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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.

Transient and Stationary Analyses of the Surplus in a Risk Model

  • Cho, Eon Young;Choi, Seung Kyoung;Lee, Eui Yong
    • Communications for Statistical Applications and Methods
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    • v.20 no.6
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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).

A General Semiparametric Additive Risk Model

  • Park, Cheol-Yong
    • Journal of the Korean Data and Information Science Society
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    • v.19 no.2
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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.

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ASYMPTOTIC DISTRIBUTION OF THE DISCOUNTED PROPER DEFICIT IN THE DISCRETE TIME DELAYED RENEWAL MODEL

  • Bao, Zhen-Hua;Wang, Jing
    • Bulletin of the Korean Mathematical Society
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    • v.48 no.2
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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.

Simple Estimate of the Relative Risk under the Proportional Hazards Model

  • Lee, Sung-Won;Kim, Ju-Sung;Park, Jung-Sub
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.2
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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.

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Adaptive Estimation of Monotone Functions

  • Kang, Yung-Gyung
    • Journal of the Korean Statistical Society
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    • v.27 no.4
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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.

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Effect of Lifestyle Risk Factors on Daily Life and Cognitive Function of the Older Adults in the Community (지역사회 노인의 라이프스타일 위험요인이 일상생활 활동과 인지기능에 미치는 영향)

  • Lim, Young-Myoung;Park, Ji-Hyuk
    • Therapeutic Science for Rehabilitation
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    • v.12 no.4
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    • pp.111-122
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    • 2023
  • Objective : To identify the effect of lifestyle risk factors on the daily activities and cognition of the older adults in the community using the National Health Insurance Corporation 2015 geriatric cohort database. Methods : Lifestyle risk factors were defined as body mass index (BMI), smoking, drinking, vigorous exercise, moderate exercise, and walking, and basic and instrumental activities of daily living (ADL) and cognitive function variables were included in the analysis. ADL and cognitive function according to sex and age were analyzed using a t-test and one-way ANOVA. The correlation between lifestyle risk factors, ADL, and cognitive function was analyzed using Pearson's correlation analysis, and multiple regression analysis was performed to analyze their influence. Results : The factors affecting basic ADL (BADL) were sex and walking exercises, with an explanatory power of 1.7%. Instrumental ADL (IADL) included age, drinking, and walking exercises, with an explanatory power of 2.6%. Cognitive function included sex, age, BMI, vigorous exercise, and walking, with an explanatory power of 5.3%. Conclusion : Lifestyle risk factors partially affected BADLs/IADLs and cognitive function in community-dwelling older adults. This suggests the need to systematically manage lifestyle risk factors to improve and maintain the healthy lives of older adults facing biological aging.