• KSCE Journal of Civil and Environmental Engineering Research
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• v.33 no.4
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• pp.1651-1664
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• 2013

Precise analysis on deterioration processes of road pavements is not so simple matter due to severe uncertainty originated from a lot of explanatory variables engaged in. For those reasons, most analytical models for pavement deterioration prediction have often preferred to probabilistic approaches than deterministic models. However, the general probabilistic approaches that treat overall characteristics of population or entire sample would not be suitable for providing detail or localized information on their changing process. Considering the aspects, this paper aimed to suggest a stochastic disaggregation method to analyze the localized deterioration speeds and its variances changed by time and condition states. In addition, life expectancies and their uncertainty were estimated by probabilistic algorithm using the disaggregated stochastic process. For an empirical study, pavement inspection data (crack) accumulated from 2003 to 2010 from Korean national highway network was applied. This study can contribute to securing reliability of life cycle cost analysis, which is one of the primary analyses in road asset management, with much advanced deterioration forecasting functions. In addition, it would be meaningful trials as fundamental research for preventive maintenance strategy that demands essential understanding on changing process of the deterioration speed of pavement.

• Proceedings of the Earthquake Engineering Society of Korea Conference
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• 1997.04a
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• pp.62-66
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• 1997

확률론적 방법을 적용하여 국내의 4개 원전 부지의 설계지진을 분석하였다. 본 연구에서 사용된 방법은, 지금까지 원전 부지의 안전성 분야에서 적용되어 왔던 기존의 확률론적 재해도분석과는 다른 새로운 방법으로서, 기준확률의 분석과 제어지진의 결정을 위한 지진재해도 분해의 두 과정으로 구성된다. 분석에 사용된 지진원과 지진활동 특성값은 기존의 확률론적 지진재해도 분석에 사용되었던 입력자료이다. 이로부터 계산된 기준확률은 스펙트럼 가속도 감쇄식에 크게 좌우되는 것으로 나타났다. 기준확률1.0$\times$10-5에 대하여, 4개 원전 부지의 제어지진은 평균거리가 13~26kg, 평균 규모가 5.7~6.1 사이에 분포하는 것으로 나타났다. 이 값은 단지 현재의 입력자료에 근거하였을 때의 결과로서, 값 자체의 수치적인 의미보다는 전체적인 분석 과정을 검토하고 또한 현재의 입력자료와 새로운 방법이 조합되었을 때 산출되는 결과의 대략적인 수준을 파악하는데 더 큰 의미가 있다.

• Proceedings of the Computational Structural Engineering Institute Conference
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• 2009.04a
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• pp.101-104
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• 2009

최적설계는 설계자가 요구하는 제한조건을 만족시키는 범위에서 목적함수가 최소가 되는 설계점을 찾는 방법이다. 그러나 기존의 최적설계는 불확실성의 영향을 고려하지 않아 최적해가 제한조건의 경계에 위치하고 이것은 모델링과정이나 가공 등으로 인한 오차에 대한 영향을 고려하지 않는 문제점이 있다. 신뢰성 기반 최적설계는 불확실성을 정량화하면서 신뢰도를 계산하는 신뢰도 해석과정과 최적설계과정을 포함한다. 일반적으로 신뢰성 해석은 크게 추출법, 급속 확률 적분법, 모멘트 기반 신뢰성해석이 있다. 가장 널리 사용되는 급속 확률 적분법 중 최대 손상 가능점(MPP) 방법은 많은 MPP점이 존재하는 경우 수치적 비용이 증가하는 문제점과 표준 정규분포 공간으로 변환하는 과정에서 제한조건의 비선형성을 증가시켜 큰 오차를 발생시키는 문제점이 있다. 본 논문에서는 RBDO를 수행하기에 앞서 선행되어야 할 신뢰성해석 방법으로 곱분해기법을 사용하였고 이로부터 민감도 정보를 유도하여 기울기 기반 최적화 알고리즘을 적용하였다.

• International Area Studies Review
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• v.21 no.4
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• pp.159-172
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• 2017

In a typical trend-cycle decomposition of GDP, the trend component is usually assumed to follow a random walk process. This paper considers an ARIMA trend and assesses the validity of the ARIMA trend model. I construct univariate and bivariate unobserved-components(UC) models, allowing the ARIMA trend. Estimation results using U.S. data are favorable to the ARIMA trend models. I, also, compare the forecasting performance of the UC models. Dynamic pseudo-out-of-sample forecasting exercises are implemented with recursive estimations. I find that the bivariate model outperforms the univariate model, the smoothed estimates of trend and cycle components deliver smaller forecasting errors compared to the filtered estimates, and, most importantly, allowing for the ARIMA trend can lead to statistically significant gains in forecast accuracy, providing support for the ARIMA trend model. It is worthy of notice that trend shocks play the main source of the output fluctuation if the ARIMA trend is allowed in the UC model.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.22 no.4
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• pp.299-306
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• 2009

Design optimization is a method to find optimum point which minimizes the objective function while satisfying design constraints. The conventional optimization does not consider the uncertainty originated from modeling or manufacturing process, so optimum point often locates on the boundaries of constraints. Reliability based design optimization includes optimization technique and reliability analysis that calculates the reliability of the system. Reliability analysis can be classified into simulation method, fast probability integration method, and moment-based reliability method. In most generally used MPP based reliability analysis, which is one of fast probability integration method, if many MPP points exist, cost and numerical error can increase in the process of transforming constraints into standard normal distribution space. In this paper, multiplicative decomposition method is used as a reliability analysis for RBDO, and sensitivity analysis is performed to apply gradient based optimization algorithm. To illustrate whole process of RBDO mathematical and engineering examples are illustrated.

• Journal of the Korean Data and Information Science Society
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• v.26 no.2
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• pp.323-334
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• 2015

he current VaR model based on the J.P. Morgan's RiskMetrics structurally can not reflect the future economic situation. In this study, we propose a One-factor model resulting from the Wiener stochastic process decomposed into a systematic risk factor and an idiosyncratic risk factor. Therefore, we are able to perform a preemptive risk management by means of reflecting the predicted common risk factors in the model. Stocks in the portfolio are satisfied with the independence to each other because the common factors are fixed by the predicted value. Therefore, we can easily determine the investment in each stock to minimize the variance of the portfolio. In addition, the portfolio VaR is decomposed into the sum of the individual VaR. So we can effectively implement the constitution of the portfolio to meet the target maximum losses.

• Korean Chemical Engineering Research
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• v.52 no.6
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• pp.750-754
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• 2014

Quantitative risk analysis has been performed for a pervaporation process for production of high test peroxide. Potential main accidents are explosion and fire caused by a decomposition reaction. As the target process has a laboratory scale, the consequence is considered to belong to Category 3. An event tree has been developed as a model for occurrence of a decomposition reaction in the target process. The probability functions of the accident causes have been established based on the frequency data of similar events. Using the constructed model, the failure rate has been calculated. The result indicates that additional safety devices are required in order to achieve an acceptable risk level, i.e. an accident frequency less than $10^{-4}/yr$. Therefore, a layer of protection analysis has been applied. As a result, it is suggested to introduce inherently safer design to avoid catalytic reaction, a safety instrumented function to prevent overheating, and a relief system that prevents explosion even if a decomposition reaction occurs. The proposed method is expected to contribute to developing safety management systems for various chemical processes including concentration of hydrogen peroxide.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.34 no.3A
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• pp.272-280
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• 2009

Measurement of the background radio noise is very important process being used in survey of radio noise environment, calculating the threshold level for the frequency occupancy measurement and so forth. First step of background radio noise measurement is to select the sample sub-band which is mostly dominated by the background white Gaussian noise (WGN) within the target band. The second step is to carry out the main measurement of radio noise on this selected sample sub-band for the representative value of the noise power. In this paper, a method for selection of sample sub-band for the effective background radio noise measurement using SVD is proposed under the assumption that background radio noise is WGN. The performance of the proposed method is compared with that of the APD method which is widely used for the same purpose. Simulation results are shown to demonstrate the high performance of the proposed method in comparison with the existing APD method.

• Journal of Labour Economics
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• v.24 no.1
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• pp.67-96
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• 2001

The recent economic crisis started at the end of 1997 has brought about changes in labor market practices. One of them is rapid increase in the ratio of workers with alternative employment arrangement, so-called contingent workers. This type of arrangement, unlike traditional employment arrangement, makes employers properly adjust employment to business cycles and it also makes it possible for employees to solve time and spatial constraints related to labor supply. However, recent experience has revealed its negative characteristics such as lower wage rate, deficient fringe benefits, insufficient job security. Using the data from the first and the second wave of the Korea Labor and Income Panel Survey, this study focuses on change in the tendency of being contingent workers and decomposition of the wage differentials among regular and contingent workers by estimating the switching regression model. Results show that the recent crisis significantly contributed to probabilities of being contingent workers, especially for women, the young, the older, and the lowly educated. Decomposition shows that one quarter or one third of 35% of wage differentials are due to the price effect that the same productive characteristics are differently paid by the types of employment arrangements.

• Korea journal of population studies
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• v.34 no.1
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• pp.129-157
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• 2011

This study attempts to analyze the effect of level of education on the attitudes toward immigrants or foreign workers. More specifically, we examine whether there is significant difference in the effects of the level of education and global mind on the attitude among three East Asian countries (South Korea, Japan, and Taiwan), controlling other socio-demographic factors in relation to increase in immigrants and foreign workers. Using EASS data, we employs sequential logit model to the general attitudes toward immigrant workers into the weighted sum of transition probability within each educational level. One major finding is that there is clear and significant difference in the relationship between the level of education and the attitudes toward foreign workers among three countries. In general, while Japanese and Taiwanese tend to have more open-minded attitudes toward foreign workers as they have higher level of education, Koreans are opposite case that they are little bit more hostile toward to foreign workers with higher level of education. Especially, there is strong positive effect of education on the attitude in Taiwanese case. Another finding is that while there is strong resistance against increase in migrant population in Korea and Taiwan, Japanese respondents want current level of foreign population to remain in the similar level. Our findings imply that there is no one converging pattern of relationship between the level of education and the positive attitudes toward foreign workers which can be applied to any country. Therefore, this paper suggests that unique political, social, and cultural characteristics of each country should be considered to better understand the effect of education on the attitude toward immigrants and foreign workers. Also, we conclude that systematic comparative-demographic analyses should be utilized to provide more comprehensive picture of how difference in educational level affects the attitude toward immigrants and foreign workers.