• Title/Summary/Keyword: Approximate Reliability

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A study on the accuracy of a numerical iteration for Markov processes by using reliability models (신뢰도 모형을 이용한 마코프 과정의 수치적 반복법의 정확성에 대한 연구)

  • Hyeonah Park;Seongryong Na
    • The Korean Journal of Applied Statistics
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    • v.37 no.4
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    • pp.445-453
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    • 2024
  • For Markov processes whose stationary probabilities are difficult to obtain in the analytical form, approximate solutions can be considered using numerical methods such as a matrix operation method or an iterative calculation method. In this paper we perform the study to verify the accuracy of a numerical iteration formula which calculate the stationary probabilities of Markov chains or processes. Especially, the convergence and accuracy of the numerical method are investigated by using Markov models for system availability. We compare the values of the system availability based on the numerical calculation and those based on the complicated but analytical solutions. We also calculate the iteration numbers necessary for the convergence of the numerical solutions. The accuracy and usefulness of the numerical iterative calculation method can be ascertained through this study.

Reliability of Nonlinear Direct Spectrum Method with Mixed Building Structures (복합구조물에 대한 비선형 직접스펙트럼법의 신뢰성)

  • 강병두;김재웅
    • Journal of the Earthquake Engineering Society of Korea
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    • v.7 no.2
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    • pp.75-84
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    • 2003
  • Most structures are expected to deform beyond the limit of linearly elastic behavior when subjected to strong ground motion. Seismic evaluation of structure requires an estimation of the structural performance in terms of displacement demand imposed by earthquakes on the structure. The nonlinear response history analysis(NRHA) among various nonlinear analysis methods is the most accurate to compute seismic performance of structures, but it is time-consuming and necessitate more efforts. The nonlinear approximate methods, which is more practical and reliable tools for predicting seismic behavior of structures, are extensively studied. Among them, the capacity spectrum method(CSM) is conceptually simple, but the iterative procedure is time-consuming and may sometimes lead to no solution or multiple solutions. This paper considers a nonlinear direct spectrum method(NDSM) to evaluate seismic performance of mixed building structures without iterative computations, given dynamic property T from stiffness skeleton curve and nonlinear pseudo acceleration $A_{y}$/g and/or ductility ratio $\mu$ from response spectrum. The nonlinear response history analysis has been performed and analyzed with various earthquakes for estimation of reliability and practicality of NDSM with mixed building structures.

Development of an Approximate Cost Estimating Model for Bridge Construction Project using CBR Method (사례기반추론 기법을 이용한 교량 공사비 추론 모형 구축)

  • Kim, Min-Ji;Moon, Hyoun-Seok;Kang, Leen-Seok
    • Korean Journal of Construction Engineering and Management
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    • v.14 no.3
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    • pp.42-52
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    • 2013
  • The aim of this study is to present a prediction model of construction cost for a bridge that has a high reliability using historical data from the planning phase based on a CBR (Case-Based Reasoning) method in order to overcome limitations of existing construction cost prediction methods, which is linearly estimated. To do this, a reasoning model of bridge construction cost by a spreadsheet template was suggested using complexly both CBR and GA (Genetic Algorithm). Besides, this study performed a case study to verify the suggested cost reasoning model for bridge construction projects. Measuring efficiency for a result of the case study was 8.69% on average. Since accuracy of the suggested prediction cost is relatively high compared to the other analysis methods for a prediction of construction cost, reliability of the suggested model was secured. In the case that information for detailed specifications of each bridge type in an initial design phase is difficult to be collected, the suggested model is able to predict the bridge construction cost within the minimized measuring efficiency with only the representative specifications for bridges as an improved correction method. Therefore, it is expected that the model will be used to estimate a reasonable construction cost for a bridge project.

Automated Finite Element Analyses for Structural Integrated Systems (통합 구조 시스템의 유한요소해석 자동화)

  • Chongyul Yoon
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.37 no.1
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    • pp.49-56
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    • 2024
  • An automated dynamic structural analysis module stands as a crucial element within a structural integrated mitigation system. This module must deliver prompt real-time responses to enable timely actions, such as evacuation or warnings, in response to the severity posed by the structural system. The finite element method, a widely adopted approximate structural analysis approach globally, owes its popularity in part to its user-friendly nature. However, the computational efficiency and accuracy of results depend on the user-provided finite element mesh, with the number of elements and their quality playing pivotal roles. This paper introduces a computationally efficient adaptive mesh generation scheme that optimally combines the h-method of node movement and the r-method of element division for mesh refinement. Adaptive mesh generation schemes automatically create finite element meshes, and in this case, representative strain values for a given mesh are employed for error estimates. When applied to dynamic problems analyzed in the time domain, meshes need to be modified at each time step, considering a few hundred or thousand steps. The algorithm's specifics are demonstrated through a standard cantilever beam example subjected to a concentrated load at the free end. Additionally, a portal frame example showcases the generation of various robust meshes. These examples illustrate the adaptive algorithm's capability to produce robust meshes, ensuring reasonable accuracy and efficient computing time. Moreover, the study highlights the potential for the scheme's effective application in complex structural dynamic problems, such as those subjected to seismic or erratic wind loads. It also emphasizes its suitability for general nonlinear analysis problems, establishing the versatility and reliability of the proposed adaptive mesh generation scheme.

Development of Optimum Traffic Safety Evaluation Model Using the Back-Propagation Algorithm (역전파 알고리즘을 이용한 최적의 교통안전 평가 모형개발)

  • Kim, Joong-Hyo;Kwon, Sung-Dae;Hong, Jeong-Pyo;Ha, Tae-Jun
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.35 no.3
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    • pp.679-690
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    • 2015
  • The need to remove the cause of traffic accidents by improving the engineering system for a vehicle and the road in order to minimize the accident hazard. This is likely to cause traffic accident continue to take a large and significant social cost and time to improve the reliability and efficiency of this generally poor road, thereby generating a lot of damage to the national traffic accident caused by improper environmental factors. In order to minimize damage from traffic accidents, the cause of accidents must be eliminated through technological improvements of vehicles and road systems. Generally, it is highly probable that traffic accident occurs more often on roads that lack safety measures, and can only be improved with tremendous time and costs. In particular, traffic accidents at intersections are on the rise due to inappropriate environmental factors, and are causing great losses for the nation as a whole. This study aims to present safety countermeasures against the cause of accidents by developing an intersection Traffic safety evaluation model. It will also diagnose vulnerable traffic points through BPA (Back -propagation algorithm) among artificial neural networks recently investigated in the area of artificial intelligence. Furthermore, it aims to pursue a more efficient traffic safety improvement project in terms of operating signalized intersections and establishing traffic safety policies. As a result of conducting this study, the mean square error approximate between the predicted values and actual measured values of traffic accidents derived from the BPA is estimated to be 3.89. It appeared that the BPA appeared to have excellent traffic safety evaluating abilities compared to the multiple regression model. In other words, The BPA can be effectively utilized in diagnosing and practical establishing transportation policy in the safety of actual signalized intersections.

Statics corrections for shallow seismic refraction data (천부 굴절법 탄성파 탐사 자료의 정보정)

  • Palmer Derecke;Nikrouz Ramin;Spyrou Andreur
    • Geophysics and Geophysical Exploration
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    • v.8 no.1
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    • pp.7-17
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    • 2005
  • The determination of seismic velocities in refractors for near-surface seismic refraction investigations is an ill-posed problem. Small variations in the computed time parameters can result in quite large lateral variations in the derived velocities, which are often artefacts of the inversion algorithms. Such artefacts are usually not recognized or corrected with forward modelling. Therefore, if detailed refractor models are sought with model based inversion, then detailed starting models are required. The usual source of artefacts in seismic velocities is irregular refractors. Under most circumstances, the variable migration of the generalized reciprocal method (GRM) is able to accommodate irregular interfaces and generate detailed starting models of the refractor. However, where the very-near-surface environment of the Earth is also irregular, the efficacy of the GRM is reduced, and weathering corrections can be necessary. Standard methods for correcting for surface irregularities are usually not practical where the very-near-surface irregularities are of limited lateral extent. In such circumstances, the GRM smoothing statics method (SSM) is a simple and robust approach, which can facilitate more-accurate estimates of refractor velocities. The GRM SSM generates a smoothing 'statics' correction by subtracting an average of the time-depths computed with a range of XY values from the time-depths computed with a zero XY value (where the XY value is the separation between the receivers used to compute the time-depth). The time-depths to the deeper target refractors do not vary greatly with varying XY values, and therefore an average is much the same as the optimum value. However, the time-depths for the very-near-surface irregularities migrate laterally with increasing XY values and they are substantially reduced with the averaging process. As a result, the time-depth profile averaged over a range of XY values is effectively corrected for the near-surface irregularities. In addition, the time-depths computed with a Bero XY value are the sum of both the near-surface effects and the time-depths to the target refractor. Therefore, their subtraction generates an approximate 'statics' correction, which in turn, is subtracted from the traveltimes The GRM SSM is essentially a smoothing procedure, rather than a deterministic weathering correction approach, and it is most effective with near-surface irregularities of quite limited lateral extent. Model and case studies demonstrate that the GRM SSM substantially improves the reliability in determining detailed seismic velocities in irregular refractors.

A Study on the Application of Outlier Analysis for Fraud Detection: Focused on Transactions of Auction Exception Agricultural Products (부정 탐지를 위한 이상치 분석 활용방안 연구 : 농수산 상장예외품목 거래를 대상으로)

  • Kim, Dongsung;Kim, Kitae;Kim, Jongwoo;Park, Steve
    • Journal of Intelligence and Information Systems
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    • v.20 no.3
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    • pp.93-108
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    • 2014
  • To support business decision making, interests and efforts to analyze and use transaction data in different perspectives are increasing. Such efforts are not only limited to customer management or marketing, but also used for monitoring and detecting fraud transactions. Fraud transactions are evolving into various patterns by taking advantage of information technology. To reflect the evolution of fraud transactions, there are many efforts on fraud detection methods and advanced application systems in order to improve the accuracy and ease of fraud detection. As a case of fraud detection, this study aims to provide effective fraud detection methods for auction exception agricultural products in the largest Korean agricultural wholesale market. Auction exception products policy exists to complement auction-based trades in agricultural wholesale market. That is, most trades on agricultural products are performed by auction; however, specific products are assigned as auction exception products when total volumes of products are relatively small, the number of wholesalers is small, or there are difficulties for wholesalers to purchase the products. However, auction exception products policy makes several problems on fairness and transparency of transaction, which requires help of fraud detection. In this study, to generate fraud detection rules, real huge agricultural products trade transaction data from 2008 to 2010 in the market are analyzed, which increase more than 1 million transactions and 1 billion US dollar in transaction volume. Agricultural transaction data has unique characteristics such as frequent changes in supply volumes and turbulent time-dependent changes in price. Since this was the first trial to identify fraud transactions in this domain, there was no training data set for supervised learning. So, fraud detection rules are generated using outlier detection approach. We assume that outlier transactions have more possibility of fraud transactions than normal transactions. The outlier transactions are identified to compare daily average unit price, weekly average unit price, and quarterly average unit price of product items. Also quarterly averages unit price of product items of the specific wholesalers are used to identify outlier transactions. The reliability of generated fraud detection rules are confirmed by domain experts. To determine whether a transaction is fraudulent or not, normal distribution and normalized Z-value concept are applied. That is, a unit price of a transaction is transformed to Z-value to calculate the occurrence probability when we approximate the distribution of unit prices to normal distribution. The modified Z-value of the unit price in the transaction is used rather than using the original Z-value of it. The reason is that in the case of auction exception agricultural products, Z-values are influenced by outlier fraud transactions themselves because the number of wholesalers is small. The modified Z-values are called Self-Eliminated Z-scores because they are calculated excluding the unit price of the specific transaction which is subject to check whether it is fraud transaction or not. To show the usefulness of the proposed approach, a prototype of fraud transaction detection system is developed using Delphi. The system consists of five main menus and related submenus. First functionalities of the system is to import transaction databases. Next important functions are to set up fraud detection parameters. By changing fraud detection parameters, system users can control the number of potential fraud transactions. Execution functions provide fraud detection results which are found based on fraud detection parameters. The potential fraud transactions can be viewed on screen or exported as files. The study is an initial trial to identify fraud transactions in Auction Exception Agricultural Products. There are still many remained research topics of the issue. First, the scope of analysis data was limited due to the availability of data. It is necessary to include more data on transactions, wholesalers, and producers to detect fraud transactions more accurately. Next, we need to extend the scope of fraud transaction detection to fishery products. Also there are many possibilities to apply different data mining techniques for fraud detection. For example, time series approach is a potential technique to apply the problem. Even though outlier transactions are detected based on unit prices of transactions, however it is possible to derive fraud detection rules based on transaction volumes.