• Title/Summary/Keyword: 위험도 모형(hazard model)

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A Study on Comparative Evaluation of Application of Software Reliability Model Dependent on Various Hazard Functions (다양한 위험함수에 의존한 소프트웨어 신뢰모형의 적용에 대한 비교 평가에 관한 연구)

  • Yang, Tae-Jin
    • The Journal of Korea Institute of Information, Electronics, and Communication Technology
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    • v.11 no.6
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    • pp.800-806
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    • 2018
  • Software efficiency is the probability of failure free use in operating environments, and is the most fundamental factor affecting software system stability. The malfunction of the computer system used in the information technology field may cause a significant loss in the related industry. Therefore, in this study, we analyze the attributes of software reliability models that depend on various hazard functions based on finite fault NHPP model with software failure time data. The hazard function pattern of proposed model is constant for the Goel-Okumoto model, and the Minimax and Rayleigh models follow the incremental pattern, but the hazard function increase value of the Minimax model is smaller than that of the Rayleigh model and the Goel-Okumoto model. Also, the Minimax model was relatively efficient because the true value error of the mean value function m(t) and the mean square error (MSE) of the Minimax model were smaller than those of the Rayleigh and Goel-Okumoto models. The results of this study are expected to be useful for software developers as basic information about the hazard function.

Estimation methods and interpretation of competing risk regression models (경쟁 위험 회귀 모형의 이해와 추정 방법)

  • Kim, Mijeong
    • The Korean Journal of Applied Statistics
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    • v.29 no.7
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    • pp.1231-1246
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    • 2016
  • Cause-specific hazard model (Prentice et al., 1978) and subdistribution hazard model (Fine and Gray, 1999) are mostly used for the right censored survival data with competing risks. Some other models for survival data with competing risks have been subsequently introduced; however, those models have not been popularly used because the models cannot provide reliable statistical estimation methods or those are overly difficult to compute. We introduce simple and reliable competing risk regression models which have been recently proposed as well as compare their methodologies. We show how to use SAS and R for the data with competing risks. In addition, we analyze survival data with two competing risks using five different models.

FLO-2D Simulation of the Flood Inundation Zone in the Case of Failure of the Sandae Reservoir Gyeongju, Gyeongbuk (댐붕괴 모형과 FLO-2D를 연동한 산대저수지 붕괴 침수 모의)

  • Go, Dae-hong;Lee, Khil-Ha;Kim, Jin-Man;Kim, Sung-Wook
    • The Journal of Engineering Geology
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    • v.25 no.4
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    • pp.449-458
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    • 2015
  • The compilation of a flood hazard map is an efficient technique in managing areas at risk of flooding in the case of a dam-break. A scenario-based numerical modeling approach is commonly used to compile a flood hazard map related to dam-break and to determine the model parameters that capture peak discharge, including breach formation and progress, which are important in the modeling method. This approach might be considered less reliable if an existing model is used without local validation. In this study, a dam-break model is linked to a routing model to identify flood-risk areas in the case of failure of the Sandae Reservoir Gyeongju, Gyeongbuk. Model parameters are extracted from a DEM, and maps of land use and soil texture. The simulation results are compared with on-site investigations in terms of inundation and depth. The model reproduces the inundation zone with reasonable accuracy.

Development of Hazard-Level Forecasting Model using Combined Method of Genetic Algorithm and Artificial Neural Network at Signalized Intersections (유전자 알고리즘과 신경망 이론의 결합에 의한 신호교차로 위험도 예측모형 개발에 관한 연구)

  • Kim, Joong-Hyo;Shin, Jae-Man;Park, Je-Jin;Ha, Tae-Jun
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.30 no.4D
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    • pp.351-360
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    • 2010
  • In 2010, the number of registered vehicles reached almost at 17.48 millions in Korea. This dramatic increase of vehicles influenced to increase the number of traffic accidents which is one of the serious social problems and also to soar the personal and economic losses in Korea. Through this research, an enhanced intersection hazard prediction model by combining Genetic Algorithm and Artificial Neural Network will be developed in order to obtain the important data for developing the countermeasures of traffic accidents and eventually to reduce the traffic accidents in Korea. Firstly, this research has investigated the influencing factors of road geometric features on the traffic volume of each approaching for the intersections where traffic accidents and congestions frequently take place and, a linear regression model of traffic accidents and traffic conflicts were developed by examining the relationship between traffic accidents and traffic conflicts through the statistical significance tests. Secondly, this research also developed an intersection hazard prediction model by combining Genetic Algorithm and Artificial Neural Network through applying the intersection traffic volume, the road geometric features and the specific variables of traffic conflicts. Lastly, this research found out that the developed model is better than the existed forecasting models in terms of the reliability and accuracy by comparing the actual number of traffic accidents and the predicted number of accidents from the developed model. In conclusion, it is expect that the cost/effectiveness of any traffic safety improvement projects can be maximized if this developed intersection hazard prediction model by combining Genetic Algorithm and Artificial Neural Network use practically at field in the future.

Discharge Equation Related to a Levee-Break for a Flood Hazard Map (홍수위험지도 작성을 위한 하천 제방 붕괴 유량공식 제안)

  • Lee, Khil-Ha;Kim, Sung-Wook;Choi, Bong-Hyuck
    • The Journal of Engineering Geology
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    • v.25 no.4
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    • pp.623-627
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    • 2015
  • To compile a flood hazard map it is essential to identify the potential risk areas. A scenario-based numerical modeling approach is commonly used to build a flood hazard map in the case of a levee-break. The model parameters that capture peak discharge, including breach formation and progress, are important in the modeling method. In this study an earth-levee-break model is constructed under the assumption that the failure mechanism and hydraulic processes are identical for all levee-break river activities. Estimation of the hydrograph at the outlet as a function of time is highlighted. The constructed hydrograph can then serve as an upper boundary condition in running the flood routing model downstream, although flood routing is not considered in this study.

A comparison study of inverse censoring probability weighting in censored regression (중도절단 회귀모형에서 역절단확률가중 방법 간의 비교연구)

  • Shin, Jungmin;Kim, Hyungwoo;Shin, Seung Jun
    • The Korean Journal of Applied Statistics
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    • v.34 no.6
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    • pp.957-968
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    • 2021
  • Inverse censoring probability weighting (ICPW) is a popular technique in survival data analysis. In applications of the ICPW technique such as the censored regression, it is crucial to accurately estimate the censoring probability. A simulation study is undertaken in this article to see how censoring probability estimate influences model performance in censored regression using the ICPW scheme. We compare three censoring probability estimators, including Kaplan-Meier (KM) estimator, Cox proportional hazard model estimator, and local KM estimator. For the local KM estimator, we propose to reduce the predictor dimension to avoid the curse of dimensionality and consider two popular dimension reduction tools: principal component analysis and sliced inverse regression. Finally, we found that the Cox proportional hazard model estimator shows the best performance as a censoring probability estimator in both mean and median censored regressions.

Performance Comparison of Cumulative Incidence Estimators in the Presence of Competing Risks (경쟁위험 하에서의 누적발생함수 추정량 성능 비교)

  • Kim, Dong-Uk;Ahn, Chi-Kyung
    • The Korean Journal of Applied Statistics
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    • v.20 no.2
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    • pp.357-371
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    • 2007
  • For the time-to-failure data with competing risks, cumulative incidence functions (CIFs) are commonly estimated using nonparametric methods. If the cases of events due to the cause of primary interest are infrequent relative to other cause of failure, nonparametric methods may result in rather imprecise estimates for CIF. In such cases, Bryant et al. (2004) suggested to model the cause-specific hazard of primary interest parametrically, while accounting for the other modes of failure using nonparametric estimator. We represented the semiparametric cumulative incidence estimator and extended to the model of Weibull and log-normal distribution. We also conducted simulations to access the performance of the semiparametric cumulative incidence estimators and to investigate the impact of model misspecification in log-normal cause-specific hazard model.

Estimation of lapse rate of variable annuities by using Cox proportional hazard model (Cox 비례위험모형을 이용한 변액연금 해지율의 추정)

  • Kim, Yumi;Lee, Hangsuck
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.4
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    • pp.723-736
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    • 2013
  • The importance of lapse rate is highly increasing due to the introduction of Cash Flow Pricing system, non-refund-of-reserve insurance policy, and IFRS (International Financial Reporting System) to the Korean insurance market. Researches on lapse rate have mainly focused on simple data analysis and regression analysis, etc. However, lapse rate can be analyzed by survival analysis and can be well explained in terms of several covariates with Cox proportional hazard model. Guaranteed minimum benefits embedded in variable annuities require more elegant statistical analysis of lapse rate. Hence, this paper analyzes data of policyholders with variable annuities by using Cox proportional hazard model. The key variables of policy holder that influences the lapse rate are payment method, premium, lapse insured to term insured, reserve-GMXB ratio, and age.

Assessment of Extreme Wind Risk for Window Systems in Apartment Buildings Based on Probabilistic Model (확률 모형 기반의 아파트 창호 시스템 강풍 위험도 평가)

  • Ham, Hee Jung;Yun, Woo-Seok;Choi, Seung Hun;Lee, Sungsu;Kim, Ho-Jeong
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.28 no.6
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    • pp.625-633
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    • 2015
  • In this study, a coupled probabilistic framework is developed to assess wind risk on apartment buildings by using the convolution of wind hazard and fragility functions. In this framework, typhoon induced extreme wind is estimated by applying the developed Monte Carlo simulation model to the climatological data of typhoons affecting Korean peninsular from 1951 to 2013. The Monte Carlo simulation technique is also used to assess wind fragility function for 4 different damage states by comparing the probability distributions of the window system's resistance performance and wind load. Wind hazard and fragility functions are modeled by the Weibull and lognormal probability distributions based on simulated wind speeds and failure probabilities. The modeled functions are convoluted to obtain the wind risk for the different damage levels. The developed probabilistic framework clearly shows that wind risk are influenced by various important characteristics of terrain and apartment building such as location of building, exposure category, topographic condition, roof angle, height of building, etc. The risk model presented in this paper can be used as tools to predict economic loss estimation and to establish wind risk mitigation plan for the existing building inventory.

Making a Hazard Map of Road Slope Using a GIS and Logistic Regression Model (GIS와 Logistic 회귀모형을 이용한 접도사면 재해위험도 작성)

  • Kang, In-Joon;Kang, Ho-Yun;Jang, Yong-Gu;Kwak, Young-Joo
    • Journal of Korean Society for Geospatial Information Science
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    • v.14 no.1 s.35
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    • pp.85-91
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    • 2006
  • Recently, slope failures are happen to natural disastrous when they occur in mountainous areas adjoining highways in Korea. The accidents associated with slope failures have increased due to rapid urbanization of mountainous areas. Therefore, Regular maintenance is essential for all slope and needs maintenance of road safety as well as road function. In this study, we take priority of making a database of risk factor of the failure of a slope before assesment and analysis. The purpose of this paper is to recommend a standard of Slope Management Information Sheet(SMIS) like as Hazard Map. The next research, we suggest to pre-estimated model of a road slope using Logistic Regression Model.

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