• Title/Summary/Keyword: Design quantile

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확률계수 열화율 모형하에서 판정가속을 도입한 가속열화시험의 설계 (Design of Accelerated Degradation Test with Tightened Critical Values under Random Coefficient Degradation Rate Model)

  • 조유희;서순근
    • 대한산업공학회지
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    • 제34권1호
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    • pp.23-31
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    • 2008
  • This paper presents accelerated degradation test plans considering adoption of tightened critical values. Under arandom coefficient degradation rate and log-linear acceleration models, the asymptotic variance of an estimatorfor a lifetime quantile at the use condition as the optimization criterion is derived where the degradation ratefollows a lognormal and Reciprocal Weibull distributions, respectively and then the low stress level andproportions ofunits allocated to each stress level are determined. We also show that the developed test plans canbe applied to the multiplicative model with measurement error.

Optimal Design of Accelerated Life Tests with Different Censoring Times

  • Seo, Sun-Keun;Kim, Kab-Seok
    • 품질경영학회지
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    • 제24권4호
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    • pp.44-58
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    • 1996
  • This paper presents optimal accelerated life test plans with different censoring times for exponential, Weibull, and lognormal lifetime distributions, respectively. For an optimal plan, low stress level, proportion of test units allocated and censoring time at each stress are determined such that the asymptotic variance of the maximum likelihood estimator of a certain quantile at use condition is minimized. The proposed plans are compared with the corresponding optimal plans with a common censoring time over range of parameter values. Computational results indicate that those plans are statistically optimal ones in terms of accuracy of estimator when total censoring times of two plans are equal.

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Optimum multi-objective modified step-stress accelerated life test plan for the Burr type-XII distribution

  • Srivastava, P.W.;Mittal, N.
    • International Journal of Reliability and Applications
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    • 제15권1호
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    • pp.23-50
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    • 2014
  • This paper deals with formulation of optimum multi-objective modified step-stress accelerated life test (ALT) plan for Burr type-XII distribution under type-I censoring. Since it is impractical to estimate only one objective parameter after conducting costly ALT tests; also, it is not desirable to assume instantaneous changes in stress levels because of limited capacity of test equipments and the presence of undesirable failure modes, therefore, an optimum multi-objective modified step-stress ALT plan has been designed. The optimal test plan consists in determining the optimum low stress level and optimal time at which stress starts linearly increasing from low stress by minimizing the weighted sum of the asymptotic variances of the maximum likelihood estimator of quantile lifetimes at design constant stress. The method developed has been illustrated using an example. Sensitivity analysis has been carried out. Comparative study has also been done to highlight the merits of the proposed model.

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열화특성치가 와이블분포를 따르는 경우 두 가지 스트레스 변수를 고려한 가속열화시험의 최적 설계 (Optimal Design of Accelerated Degradation Tests with Two Stress Variables in the Case that the Degradation Characteristic Follows Weibull Distribution)

  • 임헌상;김용수
    • 한국신뢰성학회지:신뢰성응용연구
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    • 제13권2호
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    • pp.87-98
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    • 2013
  • Accelerated degradation tests (ADTs) measuring failure-related degradation characteristic at the accelerated condition are widely used to assess the reliability of highly reliable products. Often, however, little degradation could be observed even in single-stress ADTs due to the high reliability of test unit, and as a result poor estimate of the reliability may be obtained. ADTs with multiple stress variables can be employed to overcome such difficulties. In this paper, optimal ADT plans with two stress variables are developed assuming that the degradation characteristic follows Weibull distribution by determining the stress levels, the proportion of test units allocated to each stress level such that the asymptotic variance of the maximum likelihood estimator of the q-th quantile of the lifetime distribution at the use condition is minimized.

실용적 복합 가속수명시험 계획의 개발 (Planning Practical Multiple-Stress Accelerated Life Tests)

  • 배봉수;서순근
    • 한국신뢰성학회지:신뢰성응용연구
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    • 제17권2호
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    • pp.112-121
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    • 2017
  • Purpose: The most previous works on designing accelerated life tests (ALTs) are focused on the application of a single stress. Because of the difficulty to obtain the sufficient information in a reasonable duration using single stress only, there is needed in practice to use multiple-stress ALTs frequently. This paper presents new practical plans with two stresses for Weibull distribution. Methods: The four-level practical plans based on rectangle test region are proposed and compared with the corresponding three-level statistically optimal plans. Sensitivity analyses for assumed design parameters and life-stress relationship are conducted. Results: A procedure to choose practical ALT plans is illustrated with a numerical example and guidelines for planning two-stress ALTs are provided. Conclusion: The proposed two-stress ALT plans on practical constraints to assess a quantile of Weibull lifetime distribution at the use condition are efficient and robust.

Regional flood frequency analysis of extreme rainfall in Thailand, based on L-moments

  • Thanawan Prahadchai;Piyapatr Busababodhin;Jeong-Soo Park
    • Communications for Statistical Applications and Methods
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    • 제31권1호
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    • pp.37-53
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    • 2024
  • In this study, flood records from 79 sites across Thailand were analyzed to estimate flood indices using the regional frequency analysis based on the L-moments method. Observation sites were grouped into homogeneous regions using k-means and Ward's clustering techniques. Among various distributions evaluated, the generalized extreme value distribution emerged as the most appropriate for certain regions. Regional growth curves were subsequently established for each delineated region. Furthermore, 20- and 100-year return values were derived to illustrate the recurrence intervals of maximum rainfall across Thailand. The predicted return values tend to increase at each site, which is associated with growth curves that could describe an increasing long-term predictive pattern. The findings of this study hold significant implications for water management strategies and the design of flood mitigation structures in the country.

Macroeconomic Dynamics of Standard of Living in South Asia

  • Siddiqui, Muhammad Ayub;Mehmood, Zahid
    • 유통과학연구
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    • 제11권7호
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    • pp.5-13
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    • 2013
  • Purpose - The study explores social well-being of the community of five selected countries of the South Asia: India, Pakistan, Sri Lanka, Nepal and Bangladesh. The study compares effectiveness of macroeconomic policies across the countries through interactive effects of the macroeconomic policy variables with the regional dummy variables. Research design, data, and methodology - Using the data set for the period of 1990-2008, this study employs panel data models, quantile regression methods, and the fixed effects method, which the constant is treated as group or country-specific. The model can also be known as the least-squares dummy variables estimator. Results - The results reveal significant chances of improvement in the well-being of the people while living in India and Pakistan as compared to the other countries of the region where India relatively stands with better chances of providing opportunities to improve the well-being of the people. Conclusions - This study recommends an increasing allocation of budget on education and health in order to enhance social well-being in the South Asian region. Inflation is the main cause of deteriorating well-being of the South Asian community by escalating the cost of living. Comprehensive study is recommended by employing the micro data models in the region.

베이지안 다중분위회귀분석모형 개발 및 온도상승에 따른 미래 확률강수량 전망 (Development of Bayesian Multiple Quantile Regression model and Estimation fo Future Design Rainfall with Increased Temperature)

  • 오랑치맥 솜야;김진국;권현한
    • 한국수자원학회:학술대회논문집
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    • 한국수자원학회 2019년도 학술발표회
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    • pp.22-22
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    • 2019
  • 최근 전 세계적으로 급증하는 기후변화의 영향으로 인해 강우량 증가에 따른 이상홍수 발생 및 댐 여유고 부족 등 다양한 위험인자가 노출되고 있다. 이러한 예상치 못한 이상홍수는 실제 거주하고 있는 사람들을 위협할 수 있으며, 하천 범람으로 인해 2차 3차 피해가 일어날 가능성이 존재하고 있다. 이에 다양한 자연재해로부터 인명 및 재산 피해를 방지 및 저감하기 위한 목적으로 다양한 수공구조물이 존재하며, 수자원 관리계획 수립의 목적에 따라 다양한 강수량이 활용되고 있다. 특히, 지구온난화에 따른 기후변화 영향을 고려한 연최대 강수량 및 확률강수량 산정이 필요한 시점이며, 온도변화에 따른 증기압 계산식인 Clausius-Clapeyron 관계에 따르면 대기 온도가 $1^{\circ}C$ 상승할 때 대기수분량이 6~7% 증가하여 평균 온도상승에 따라 극치강수량 발생 잠재력이 향상 될 것으로 전망되고 있다. 본 연구에서는 온도상승에 따른 극치강수량의 변화를 베이지안 다중분위회귀분석모형을 통해 산정하여 CORDEX 온도자료 기반의 미래 극치강수량을 전망하였다. 본 연구결과 100년 이상 빈도의 강수량은 온도상승에 따라 급격히 증가하는 추세를 확인하였으며, 2100년까지 온도상승을 고려한 최대 극치강수량은 1500mm를 넘을 가능성을 확인하였다.

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Flood Frequency Analysis with the consideration of the heterogeneous impacts from TC and non-TC rainfalls: application to daily flows in the Nam River Basin, South Korea

  • Alcantara, Angelika;Ahn, Kuk-Hyun
    • 한국수자원학회:학술대회논문집
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    • 한국수자원학회 2020년도 학술발표회
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    • pp.121-121
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    • 2020
  • Varying dominant processes, including Tropical Cyclone (TC) and non-TC rainfall events, have been known to drive the occurrence of precipitation in South Korea. With the changes in the pattern of the Earth's climate due to anthropogenic activities, nonstationarity or changes in the magnitude and frequency of these dominant processes have been separately observed for the past decades and are expected to continue in the coming years. These changes often cause unprecedented hydrologic events such as extreme flooding which pose a greater risk to the society. This study aims to take into account a more reliable future climate condition with two dominant processes. Diverse statistical models including the hidden markov chain, K-nearest neighbor algorithm, and quantile mappings are utilized to mimic future rainfall events based on the recorded historical data with the consideration of the varying effects of TC and non-TC events. The data generated is then utilized to the hydrologic model to conduct a flood frequency analysis. Results in this study emphasize the need to consider the nonstationarity of design rainfalls to fully grasp the degree of future flooding events when designing urban water infrastructures.

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대표농도경로 시나리오에 의한 미래 강수량의 지역빈도해석 (Regional Frequency Analysis for Future Precipitation from RCP Scenarios)

  • 김덕환;홍승진;최창현;한대건;이종소;김형수
    • 한국습지학회지
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    • 제17권1호
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    • pp.80-90
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    • 2015
  • 기후변화로 인해 강우 패턴과 강우강도의 변동성이 커지고 있으며, 도시화 및 산업화에 따른 불투수면적의 증가로 인해, 집중호우에 따른 도시침수와 홍수피해가 심화될 것으로 예상하고 있다. 따라서 본 연구에서는 홍수방어 대안 설정을 위한 설계 강수량(design rainfall) 또는 확률강수량에도 변화가 예상되므로 지역빈도해석을 통해 미래 확률강수량을 산정 및 분석하고자 한다. 기상청 산하 30년 이상의 관측치를 갖고 있는 58개 지점을 대상으로 과거 관측자료를 수집하고, 기후변화를 고려한 미래 확률강수량 추정을 위해 대표농도경로(RCP) 시나리오에 의한 강수량 자료를 이용하여 지역빈도해석을 실시하였다. 기후변화에 따른 강수량 자료의 편의를 제거하기 위하여 분위사상법(Quantile Mapping) 및 이상치 검정을 실시하였다. Hosking and Wallis(1997)가 제시한 L-moment방법을 이용하여 지역빈도 해석을 실시하였으며, 80년, 100년, 200년 빈도에 대한 미래 목표기간별 확률강수량을 산정하였다. 그 결과 21세기 말에 전국의 확률강수량이 현재의 관측 확률강수량에 비해 25 ~ 27% 상승하는 것으로 예측되며, 특히, 제주도 지역이 가장 크게 증가하는 것으로 분석되었다. 따라서 미래 기후변화로 인한 강수량의 증가와 도시화에 따른 유출특성 변화로 자연재해 발생 및 피해는 더욱 증가할 것으로 예상되며, 미래 홍수안전도를 위한 대비책 마련이 필요할 것으로 판단된다.