• KSCE Journal of Civil and Environmental Engineering Research
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• v.30 no.3A
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• pp.193-200
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• 2010

Structural design requires simultaneously to ensure safety by considering quantitatively uncertainties in the applied loadings, material properties and fabrication error and to maximize economical efficiency. As a solution, system reliability-based design optimization (SRBDO), which takes into consideration both uncertainties and economical efficiency, has been extensively researched and numerous attempts have been done to apply it to structural design. Contrary to conventional deterministic optimization, SRBDO involves the evaluation of component and system probabilistic constraints. However, because of the complicated algorithm for calculating component reliability indices and system reliability, excessive computational time is required when the large-scale finite element analysis is involved in evaluating the probabilistic constraints. Accordingly, an algorithm for SRBDO exhibiting improved stability and efficiency needs to be developed for the large-scale problems. In this study, a more stable and efficient SRBDO based on the performance measure approach (PMA) is developed. PMA shows good performance when it is applied to reliability-based design optimization (RBDO) which has only component probabilistic constraints. However, PMA could not be applied to SRBDO because PMA only calculates the probabilistic performance measure for limit state functions and does not evaluate the reliability indices. In order to overcome these difficulties, the decoupled algorithm is proposed where RBDO based on PMA is sequentially performed with updated target component reliability indices until the calculated system reliability index approaches the target system reliability index. Through a mathematical problem and ten-bar truss problem, the proposed method shows better convergence and efficiency than other approaches.

• Computational Structural Engineering
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• v.11 no.4
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• pp.187-196
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• 1998

불연속 갤러킨 정식화에 기초를 둔 시간적분법에 대하여 시간을 변수로 한 유한요소적 접근법을 시도하였다. 단일 형상함수와 두 형상함수 정식화에 대해 각각 선형, 이차 형상함수를 적용하여 모두 네 종류의 시간적분법을 유도하였으며, 각 방법에 대하여 시간시텝의 증가에 따른 변위와 속도의 관계를 나타내는 증폭행렬을 계산하였다. 유도된 방법들의 성능을 평가하기 위하여 부하가 갑자기 변화는 진동 문제를 해석하고 변위의 오차를 비교하였다. 네 가지의 방법에 대하여 국부 오차 추정치를 개발하였으며, 오차 추정치의 정확도를 수치예를 이용하여 평가하였다. 단일 형상함수 정식화에서 이차 형상함수를 이용한 오차 추정치가 실제 국부오차를 잘 나타내었으며 유도된 오차 추정치는 시간간격제어 기법에서 시간간격의 크기를 결정하는 척도로 이용 가능하다.

• The Journal of the Convergence on Culture Technology
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• v.8 no.1
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• pp.531-536
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• 2022

This paper compared the performance of the parametric method and the nonparametric method when estimating the distribution for the tail of the distribution with heavy tails. For the parametric method, the generalized extreme value distribution and the generalized Pareto distribution were used, and for the nonparametric method, the kernel density estimation method was applied. For comparison of the two approaches, the results of function estimation by applying the block maximum value model and the threshold excess model using daily fine dust public data for each observatory in Seoul from 2014 to 2018 are shown together. In addition, the area where high concentrations of fine dust will occur was predicted through the return level.

• Proceedings of the Korea Information Processing Society Conference
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• 2024.05a
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• pp.576-579
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• 2024

경제 위기 대비를 위해 인공지능을 활용한 주식시장 변동성 이상을 탐지하는 목적을 가지고 있다. 글로벌 이슈와 경제 위기 대비를 위해 주식시장 변동성 예측의 중요성이 부각되고 있으며, 기존의 주식시장 변동성 지수인 VIX 의 한계로 인해 더 복잡한 모델 및 인공지능을 활용한 연구에 관심이 집중되고 있다. 기존의 주식시장 변동성 예측에 관한 연구들은 통계적인 방법을 사용했으며 인공지능을 이용한 연구 또한 대부분 이상치 구간을 표시하여 예측을 목표로 하고 있으나 이러한 접근법은 라벨이 있는 데이터 수집 어려움, 클래스 불균형 문제가 있다. 본 연구는 인공지능을 활용한 주식시장 변동성 탐지에 기여하고 지도 학습 방식 대신 비지도 학습 기반의 이상탐지모델을 사용하여 주식시장 변동성을 예측하는 새로운 방법론을 제안한다. 본 연구에서 개발한 인공지능 모델은 IsolationForest 모델을 활용하며, 시계열 데이터를 전처리한 후 정상성을 확보하는 등의 과정을 거친다. 실험 결과로 인공지능 모델이 주요 경제이슈를 이상치로 검출하는 성능을 확인하였으며 재현율 약 93.6%, 정밀도 100%로 높은 성능을 달성했다.

• Journal of the Korean Institute of Intelligent Systems
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• v.25 no.4
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• pp.349-354
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• 2015

This paper presents the stability conditions of the Takagi-Sugeno (T-S) fuzzy sampled-data filter. The error system between the T-S fuzzy system and fuzzy filter is presented. In the sense of the Lyapunov stability analysis, the stability conditions are given, which can be represented in terms of linear matrix inequalities (LMIs). The proposed stability conditions utilize the different approach from the conventional methods, and have better performance than that of the conventional ones. The simulation example is given to show the effectiveness of the proposed method.

• Journal of Intelligence and Information Systems
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• v.21 no.2
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• pp.173-190
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• 2015

The purpose of this study is to improve bankruptcy prediction models by using a novel hybrid under-sampling approach. Most prior studies have tried to enhance the accuracy of bankruptcy prediction models by improving the classification methods involved. In contrast, we focus on appropriate data preprocessing as a means of enhancing accuracy. In particular, we aim to develop an effective sampling approach for bankruptcy prediction, since most prediction models suffer from class imbalance problems. The approach proposed in this study is a hybrid under-sampling method that combines the k-Reverse Nearest Neighbor (k-RNN) and one-class support vector machine (OCSVM) approaches. k-RNN can effectively eliminate outliers, while OCSVM contributes to the selection of informative training samples from majority class data. To validate our proposed approach, we have applied it to data from H Bank's non-external auditing companies in Korea, and compared the performances of the classifiers with the proposed under-sampling and random sampling data. The empirical results show that the proposed under-sampling approach generally improves the accuracy of classifiers, such as logistic regression, discriminant analysis, decision tree, and support vector machines. They also show that the proposed under-sampling approach reduces the risk of false negative errors, which lead to higher misclassification costs.

• Journal of the Korean Society of Manufacturing Technology Engineers
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• v.19 no.5
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• pp.637-644
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• 2010

This paper presents a reliability-based shape optimization (RBSO) using the growth-strain method. An actual design involves uncertain conditions such as material property, operational load, Poisson's ratio and dimensional variation. The purpose of the RBSO is to consider the variations of probabilistic constraint and performances caused by uncertainties. In this study, the growth-strain method was applied to shape optimization of reliability analysis. Even though many papers for reliability-based shape optimization in mathematical programming method and ESO (Evolutionary Structural Optimization) were published, the paper for the reliability-based shape optimization using the growth-strain method has not been applied yet. Growth-strain method is applied to performance measure approach (PMA), which has probabilistic constraints that are formulated in terms of the reliability index, is adopted to evaluate the probabilistic constraints in the change of average mises stress. Numerical examples are presented to compare the DO with the RBSO. The results of design example show that the RBSO model is more reliable than deterministic optimization. It was verified that the reliability-based shape optimization using growth-strain method are very effective for general structure. The purpose of this study is to improve structure's safety considering probabilistic variable.

• Proceedings of the Korea Water Resources Association Conference
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• 2021.06a
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• pp.288-288
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• 2021

수문 모델링을 이용하여 미계측 유역의 유출을 예측하고 나아가 수문 현상을 이해하기 위해서는 기존과는 다른 새로운 모형 보정 전략과 평가 방법이 필요하다. 위성 관측자료의 가용성 증가는 미계측 유역에서 수문 모형의 예측 성능을 확보할 기회를 제공한다. 유역 내 증발산 과정은 물 순환 과정을 설명하는 주요한 부분 중 하나이다. 또한 식생에 대한 정보는 증발산 과정과 밀접한 연관을 가지기 때문에 간접적으로 유역의 증발산 과정을 이해할 수 있는 중요한 정보이다. 본 연구는 미계측 유역의 하천유량을 예측하기 위해 위성 관측 기반의 식생 정보만을 이용하여 보정된 생태 수문 모형의 잠재력을 조사한다. 이러한 보정 방법은 관측된 하천유량 자료가 있어야 하지 않기에 미계측 유역의 하천유량 예측에 특히 유용할 것이다. 모델링 실험은 관측 하천유량 자료가 존재하는 5개의 댐 유역(남강댐, 안동댐, 합천댐, 임하댐)에 대해 수행되었다. 본 연구에서는 식생동역학이 결합 된 집체형 수문 모델을 이용하였으며, MODIS 잎면적지수(Leaf Area Index, LAI) 자료를 이용하여 모형을 보정하였다. 보정된 모형으로부터 생산된 일 유량 결과는 관측 유량 자료와 비교된다. 또한, 전통적인 관측 유량 기반의 모형 보정 방법과 비교된다. 그 결과 LAI 시계열을 이용한 모형의 보정으로 획득한 유량의 적합도는 남강댐, 안동댐, 합천댐 유역에서 KGE가 임계치 이상으로 나타나 만족스러운 결과를 보여주지만, 임하댐 유역은 KGE가 임계치 이하로 계산되었다. 그러나 해당 유역에 대해 관측 유량을 기반으로 모형 보정 결과 또한 좋지 않은 적합도를 보여주기에 이는 LAI 자료 기반 접근법의 문제가 아닌 입력정보 또는 모형 자체에 포함된 오차로 인해 해당 유역의 특성을 반영하기에 어려운 것으로 판단된다. 이러한 결과는 증발산 과정에 주요한 식생 정보의 제약만으로도 비교적 만족스럽게 유역의 수문 순환을 재현할 수 있다는 가능성을 보여준다.

• Journal of the Korean Society of Manufacturing Technology Engineers
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• v.20 no.4
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• pp.412-418
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• 2011

Reliability-based Topology optimization(RBTO) is to get an optimal design satisfying uncertainties of design variables. Although RBTO based on homogenization and density distribution method has been done, RBTO based on BESO has not been reported yet. This study presents a reliability-based topology optimization(RBTO) using bi-directional evolutionary structural optimization(BESO). Topology optimization is formulated as volume minimization problem with probabilistic displacement constraint. Young's modulus, external load and thickness are considered as uncertain variables. In order to compute reliability index, four methods, i.e., RIA, PMA, SLSV and ADL(adaptive-loop), are used. Reliability-based topology optimization design process is conducted to obtain optimal topology satisfying allowable displacement and target reliability index with the above four methods, and then each result is compared with respect to numerical stability and computing time. The results of this study show that the RBTO based on BESO using the four methods can effectively be applied for topology optimization. And it was confirmed that DLSV and ADL had better numerical efficiency than SLSV. ADL and SLSV had better time cost than DLSV. Consequently, ADL method showed the best time efficiency and good numerical stability.

• Journal of Internet Computing and Services
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• v.14 no.6
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• pp.1-8
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• 2013

Data mining techniques are used to find important and meaningful information from huge databases, and pattern mining is one of the significant data mining techniques. Pattern mining is a method of discovering useful patterns from the huge databases. Frequent pattern mining which is one of the pattern mining extracts patterns having higher frequencies than a minimum support threshold from databases, and the patterns are called frequent patterns. Traditional frequent pattern mining is based on a single minimum support threshold for the whole database to perform mining frequent patterns. This single support model implicitly supposes that all of the items in the database have the same nature. In real world applications, however, each item in databases can have relative characteristics, and thus an appropriate pattern mining technique which reflects the characteristics is required. In the framework of frequent pattern mining, where the natures of items are not considered, it needs to set the single minimum support threshold to a too low value for mining patterns containing rare items. It leads to too many patterns including meaningless items though. In contrast, we cannot mine any pattern if a too high threshold is used. This dilemma is called the rare item problem. To solve this problem, the initial researches proposed approximate approaches which split data into several groups according to item frequencies or group related rare items. However, these methods cannot find all of the frequent patterns including rare frequent patterns due to being based on approximate techniques. Hence, pattern mining model with multiple minimum supports is proposed in order to solve the rare item problem. In the model, each item has a corresponding minimum support threshold, called MIS (Minimum Item Support), and it is calculated based on item frequencies in databases. The multiple minimum supports model finds all of the rare frequent patterns without generating meaningless patterns and losing significant patterns by applying the MIS. Meanwhile, candidate patterns are extracted during a process of mining frequent patterns, and the only single minimum support is compared with frequencies of the candidate patterns in the single minimum support model. Therefore, the characteristics of items consist of the candidate patterns are not reflected. In addition, the rare item problem occurs in the model. In order to address this issue in the multiple minimum supports model, the minimum MIS value among all of the values of items in a candidate pattern is used as a minimum support threshold with respect to the candidate pattern for considering its characteristics. For efficiently mining frequent patterns including rare frequent patterns by adopting the above concept, tree based algorithms of the multiple minimum supports model sort items in a tree according to MIS descending order in contrast to those of the single minimum support model, where the items are ordered in frequency descending order. In this paper, we study the characteristics of the frequent pattern mining based on multiple minimum supports and conduct performance evaluation with a general frequent pattern mining algorithm in terms of runtime, memory usage, and scalability. Experimental results show that the multiple minimum supports based algorithm outperforms the single minimum support based one and demands more memory usage for MIS information. Moreover, the compared algorithms have a good scalability in the results.