• Journal of the Korean Geotechnical Society
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• v.33 no.7
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• pp.29-41
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• 2017

There are uncertainties about the seismic load caused by seismic waves, which cannot be predicted due to the characteristics of the earthquake occurrence. Therefore, it is necessary to consider these uncertainties by probabilistic analysis. In this paper, procedures to develop a fragility curve that is a representative method to evaluate the safety of a structure by stochastic analysis were proposed for cut slopes. Fragility curve that considers uncertainties of soil shear strength parameters was prepared by Monte Carlo Simulation using pseudo static analysis. The fragility curve considering the uncertainty of the input ground motion was developed by performing time-history seismic analysis using selected 30 real ground input motions and the Newmark type displacement evaluation analysis. Fragility curves are represented as the cumulative probability distribution function with lognormal distribution by using the maximum likelihood estimation method.

• Journal of the Korean Geophysical Society
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• v.3 no.3
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• pp.161-174
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• 2000

Bayesian inversion is a stable approach to infer the subsurface structure with the limited data from geophysical explorations. In geophysical inverse process, due to the finite and discrete characteristics of field data and modeling process, some uncertainties are inherent and therefore probabilistic approach to the geophysical inversion is required. Bayesian framework provides theoretical base for the confidency and uncertainty analysis for the inference. However, most of the Bayesian inversion require the integration process of high dimension, so massive calculations like a Monte Carlo integration is demanded to solve it. This method, though, seemed suitable to apply to the geophysical problems which have the characteristics of highly non-linearity, we are faced to meet the promptness and convenience in field process. In this study, by the Gaussian approximation for the observed data and a priori information, fast Bayesian inversion scheme is developed and applied to the model problem with electric well logging and dipole-dipole resistivity data. Each covariance matrices are induced by geostatistical method and optimization technique resulted in maximum a posteriori information. Especially a priori information is evaluated by the cross-validation technique. And the uncertainty analysis was performed to interpret the resistivity structure by simulation of a posteriori covariance matrix.

• The Korean Journal of Applied Statistics
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• v.34 no.2
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• pp.239-254
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• 2021

This paper studies time series analysis with estimation and forecasting for Korean COVID-19 confirmed cases, based on the approach of a heterogeneous autoregressive (HAR) model with two-piece t (TP-T) distributed errors. We consider HAR-TP-T time series models and suggest a step-by-step method to estimate HAR coefficients as well as TP-T distribution parameters. In our proposed step-by-step estimation, the ordinary least squares method is utilized to estimate the HAR coefficients while the maximum likelihood estimation (MLE) method is adopted to estimate the TP-T error parameters. A simulation study on the step-by-step method is conducted and it shows a good performance. For the empirical analysis on the Korean COVID-19 confirmed cases, estimates in the HAR-TP-T models of order p = 2, 3, 4 are computed along with a couple of selected lags, which include the optimal lags chosen by minimizing the mean squares errors of the models. The estimation results by our proposed method and the solely MLE are compared with some criteria rules. Our proposed step-by-step method outperforms the MLE in two aspects: mean squares error of the HAR model and mean squares difference between the TP-T residuals and their densities. Moreover, forecasting for the Korean COVID-19 confirmed cases is discussed with the optimally selected HAR-TP-T model. Mean absolute percentage error of one-step ahead out-of-sample forecasts is evaluated as 0.0953% in the proposed model. We conclude that our proposed HAR-TP-T time series model with optimally selected lags and its step-by-step estimation provide an accurate forecasting performance for the Korean COVID-19 confirmed cases.

• Journal of the Korean Geotechnical Society
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• v.35 no.11
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• pp.111-119
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• 2019

The high-speed railway system is mainly composed of tunnel, bridge, and viaduct to meet the straightness needed for keeping the high speed up to 400 km/s. Seismic fragility for the high-speed railway infrastructure can be assessed as two ways: one way is studying each element of infrastructure analytically or numerically, but it requires lots of research efforts due to wide range of railway system. On the other hand, empirical method can be used to access the fragility of an entire system efficiently, which requires case history data. In this study, we collect the 2004 M_W 6.6 Niigata earthquake case history data to develop empirical seismic fragility function for a railway system. Five types of intensity measures (IMs) and damage levels are assigned to all segments of target system for which the unit length is 200 m. From statistical analysis, probability of exceedance for a certain damage level (DL) is calculated as a function of IM. For those probability data points, log-normal CDF is fitted using MLE method, which forms fragility function for each damage level of exceedance. Evaluating fragility functions calculated, we observe that T=3.0 spectral acceleration (SA_T3.0) is superior to other IMs, which has lower standard deviation of log-normal CDF and low error of the fit. This indicates that long-period ground motion has more impacts on railway infrastructure system such as tunnel and bridge. It is observed that when SA_T3.0 = 0.1 g, P(DL>1) = 2%, and SA_T3.0 = 0.2 g, P(DL>1) = 23.9%.

• Journal of Animal Science and Technology
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• v.53 no.4
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• pp.325-332
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• 2011

This research was conducted to analyze the effects of raising farm on the heritability and breeding values of Hanwoo cows for their carcass traits, including cold carcass weight (CWT), back-fat thickness (BFT), eye-muscle area (EMA) and marbling score (MAR). The carcass data and pedigree data were collected from steers raised on Hanwoo farms in Pyeongchang-gun, Gangwon-do, South Korea. Three analytical models were applied for the estimation of heritabilities and breeding values. The first model (model 1) included slaughter house-year-month combination as fixed effects and age at slaughter was fitted as linear and quadratic covariates. The second model (model 2) was similar to model 1, but raising farm was additionally included as random effect. The third model (model 3) was similar to model 1 but farm effects were additionally included as fixed effect. The comparisons between the model 1 and the models including farm effect (model 2 and model 3) revealed that heritability estimates from model 2 or model 3 were smaller to those from model 1 for all carcass traits. Especially, obvious decrease of heritability was observed in CWT where heritability was 0.23 from model 1, 0.15 from model 2 and 0.18 from model 3. The maximum log likelihood of the model 2 and 3 were higher than those of model 1 for all traits. In model 2 that raising farm was included as a random effect, the ratio of farm variance to the total phenotypic variance were ranged from 4% (EMA) to 18% (CWT). Top 10% and bottom 10% of female cows were selected based on the breeding values from model 1, and the Spearman's rank correlation coefficients among models were estimated for each trait within selected group. The correlation coefficients were ranged from 0.57 to 0.95 in top 10% group and from 0.68 to 0.95 in bottom 10% group. These results show that the discrepancies in the rankings of breeding values can be based on the models applied. In conclusion, the results obtained in this study suggest that the herd effect or farm effect should be included in the analytical model when breeding values are estimated with the purpose of improvement of carcass traits of Hanwoo breeding cows.